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)
SEI Investments
One Freedom Valley Drive
Oaks, PA 19456
(Address of principal executive offices) (Zip code)
c/o CT Corporation
101 Federal Street
Boston, MA 02110
(Name and address of agent for service)
Registrants telephone number, including area code: 1-800-342-5734
Date of fiscal year end: September 30, 2012
Date of reporting period: June 30, 2012
Item 1. | Schedule of Investments |
Schedule of Investments (Unaudited)
International Equity Fund
June 30, 2012
Description | Shares | Market Value ($ Thousands) |
||||||
COMMON STOCK 95.1% |
||||||||
Argentina 0.0% |
||||||||
Tenaris (A) |
6,204 | $ | 109 | |||||
|
|
|||||||
Australia 3.3% |
||||||||
AGL Energy (A) |
1,402 | 21 | ||||||
Alumina (A) |
1,118,227 | 919 | ||||||
Amcor (A) |
195,543 | 1,430 | ||||||
AMP (A) |
34,057 | 136 | ||||||
APA Group (A)(B) |
120,106 | 617 | ||||||
Atlas Iron (A) |
2,273,801 | 4,797 | ||||||
Australia & New Zealand Banking Group (A) |
354,050 | 8,078 | ||||||
Australian Stock Exchange (A) |
8,861 | 272 | ||||||
Beach Energy (A) |
520,405 | 508 | ||||||
Bendigo and Adelaide Bank (A) |
8,661 | 66 | ||||||
BHP Billiton (A) |
53,672 | 1,751 | ||||||
BHP Billiton (USD) |
43,900 | 2,867 | ||||||
Boral (A) |
91,043 | 278 | ||||||
Brambles (A) |
150,604 | 957 | ||||||
Caltex Australia (A) |
103,555 | 1,449 | ||||||
Campbell Brothers (A) |
13,690 | 769 | ||||||
Centro Retail Australia (A)(C) |
26,036 | 53 | ||||||
CFS Retail Property Trust Group (A)(C) |
63,927 | 128 | ||||||
Coca-Cola Amatil (A) |
8,484 | 117 | ||||||
Commonwealth Bank of Australia (A) |
21,044 | 1,154 | ||||||
Credit Group (A) |
14,661 | 88 | ||||||
Crown (A) |
17,653 | 155 | ||||||
CSL (A) |
160,238 | 6,509 | ||||||
Dexus Property Group (A)(C) |
890,282 | 853 | ||||||
Goodman Group (A)(C) |
114,237 | 433 | ||||||
GPT Group (A)(C) |
46,268 | 157 | ||||||
Iluka Resources (A) |
224,297 | 2,651 | ||||||
Leighton Holdings (A) |
38,772 | 654 | ||||||
Lend Lease (A) |
7,619 | 57 | ||||||
Macquarie Group (A) |
14,234 | 385 | ||||||
Metcash (A) |
38,624 | 134 | ||||||
National Australia Bank (A) |
5,804 | 142 | ||||||
Newcrest Mining (A) |
353,904 | 8,248 | ||||||
Orica (A) |
7,187 | 183 | ||||||
Ramsay Health Care (A) |
9,984 | 232 | ||||||
Rio Tinto (A) |
4,507 | 265 | ||||||
Roc Oil *(A) |
155,859 | 51 | ||||||
Santos (A) |
242,823 | 2,678 | ||||||
Sims Metal Management (A) |
3,984 | 39 | ||||||
Sonic Healthcare (A) |
9,860 | 129 | ||||||
Stockland (A)(C) |
87,911 | 279 | ||||||
Suncorp Group (A) |
102,253 | 856 | ||||||
Tatts Group (A) |
233,280 | 630 | ||||||
Telstra (A) |
560,363 | 2,126 | ||||||
Toll Holdings (A) |
129,438 | 533 | ||||||
Transurban Group (A) |
155,478 | 909 | ||||||
Wesfarmers (A) |
5,397 | 166 | ||||||
Westfield Group (A)(C) |
34,149 | 335 | ||||||
Westfield Retail Trust (A)(C) |
48,528 | 143 | ||||||
Westpac Banking (A) |
5,642 | 123 | ||||||
Whitehaven Coal (A) |
8,700 | 37 | ||||||
Woolworths (A) |
329 | 9 | ||||||
WorleyParsons (A) |
9,429 | 245 | ||||||
|
|
|||||||
56,801 | ||||||||
|
|
Description | Shares | Market Value ($ Thousands) |
||||||
Austria 0.0% |
||||||||
Andritz (A) |
1,487 | $ | 77 | |||||
Oesterreichische Post (A) |
4,748 | 160 | ||||||
|
|
|||||||
237 | ||||||||
|
|
|||||||
Belgium 1.9% |
||||||||
Ageas (A) |
713,185 | 1,420 | ||||||
Anheuser-Busch InBev (A) |
244,743 | 19,350 | ||||||
Belgacom (A) |
239,617 | 6,833 | ||||||
Colruyt (A) |
105,151 | 4,705 | ||||||
Telenet Group Holding (A) |
1,137 | 50 | ||||||
UCB (A) |
3,618 | 183 | ||||||
Umicore (A) |
8,819 | 409 | ||||||
|
|
|||||||
32,950 | ||||||||
|
|
|||||||
Bosnia and Herzegovina 0.1% |
||||||||
Axis Capital Holdings |
65,521 | 2,133 | ||||||
|
|
|||||||
Brazil 0.5% |
||||||||
BRF-Brasil Foods |
268,237 | 4,020 | ||||||
Centrais Eletricas Brasileiras |
79,100 | 556 | ||||||
Centrais Eletricas Brasileiras ADR |
148,390 | 1,043 | ||||||
Petroleo Brasileiro |
182,027 | 3,417 | ||||||
|
|
|||||||
9,036 | ||||||||
|
|
|||||||
Canada 3.9% |
||||||||
Agrium |
16,400 | 1,452 | ||||||
Barrick Gold |
223,927 | 8,413 | ||||||
Brookfield Asset Management, Cl A |
23,181 | 767 | ||||||
Cameco |
155,934 | 3,423 | ||||||
Cenovus Energy |
78,009 | 2,477 | ||||||
Cott * |
7,100 | 58 | ||||||
Domtar |
26,067 | 2,000 | ||||||
Encana |
20,100 | 418 | ||||||
Goldcorp |
101,600 | 3,820 | ||||||
Horizon North Logistics |
23,300 | 133 | ||||||
Kinross Gold |
593,352 | 4,836 | ||||||
Magna International, Cl A |
62,800 | 2,478 | ||||||
New Gold * |
381,200 | 3,631 | ||||||
Nexen |
209,961 | 3,546 | ||||||
Onex |
19,200 | 744 | ||||||
Potash Saskatchewan |
131,024 | 5,719 | ||||||
Silver Wheaton (B) |
117,700 | 3,160 | ||||||
Suncor Energy |
340,547 | 9,843 | ||||||
Talisman Energy |
137,353 | 1,574 | ||||||
Tanzanian Royalty Exploration, Cl A *(A)(D) |
76,000 | 8 | ||||||
Toronto-Dominion Bank |
47,536 | 3,715 | ||||||
Transcontinental, Cl A |
4,300 | 39 | ||||||
Vermilion Energy (B) |
81,100 | 3,657 | ||||||
|
|
|||||||
65,911 | ||||||||
|
|
|||||||
Chile 0.2% |
||||||||
Sociedad Quimica y Minera de Chile ADR |
71,500 | 3,980 | ||||||
|
|
|||||||
China 0.7% |
||||||||
Dongfeng Motor Group (A) |
1,857,700 | 2,904 | ||||||
Huaneng Power International (A) |
6,166,000 | 4,663 | ||||||
Industrial & Commercial Bank of China (A) |
7,245,000 | 4,062 | ||||||
PetroChina (A) |
116,000 | 150 | ||||||
|
|
|||||||
11,779 | ||||||||
|
|
1 | SEI Institutional International Trust / Quarterly Report / June 30, 2012 |
Schedule of Investments (Unaudited)
International Equity Fund
June 30, 2012
Description | Shares | Market Value ($ Thousands) |
||||||
Colombia 0.2% |
||||||||
Ecopetrol ADR |
44,500 | $ | 2,483 | |||||
|
|
|||||||
Czech Republic 0.1% |
||||||||
Komercni Banka (A) |
10,900 | 1,906 | ||||||
|
|
|||||||
Denmark 1.1% |
||||||||
AP Moeller-Maersk, Cl A (A) |
16 | 100 | ||||||
AP Moeller-Maersk, Cl B (A) |
347 | 2,282 | ||||||
Carlsberg, Cl B (A) |
583 | 46 | ||||||
Coloplast, Cl B (A) |
400 | 72 | ||||||
Jyske Bank *(A) |
112,431 | 3,042 | ||||||
Novo Nordisk, Cl B (A) |
56,759 | 8,256 | ||||||
Tryg (A) |
87,138 | 4,912 | ||||||
William Demant Holding *(A) |
3,416 | 308 | ||||||
|
|
|||||||
19,018 | ||||||||
|
|
|||||||
Finland 0.4% |
||||||||
Elisa, Cl A (A) |
12,682 | 256 | ||||||
Kone, Cl B (A) |
610 | 37 | ||||||
Metso (A) |
21,880 | 757 | ||||||
Nokia ADR (B) |
537,482 | 1,113 | ||||||
Nokian Renkaat (A) |
7,324 | 279 | ||||||
Stora Enso, Cl R (A) |
601,458 | 3,713 | ||||||
Wartsila, Cl B (A) |
18,118 | 595 | ||||||
|
|
|||||||
6,750 | ||||||||
|
|
|||||||
France 8.8% |
||||||||
Air Liquide (A)(B) |
37,253 | 4,271 | ||||||
Alcatel-Lucent *(A) |
3,384,593 | 5,586 | ||||||
Alstom (A)(B) |
35,938 | 1,140 | ||||||
Areva (A) |
79,082 | 1,031 | ||||||
Arkema (A) |
71,212 | 4,682 | ||||||
AtoS (A)(B) |
779 | 47 | ||||||
AXA (A) |
334,595 | 4,486 | ||||||
BNP Paribas (A)(B) |
204,295 | 7,899 | ||||||
Carrefour (A)(B) |
156,302 | 2,894 | ||||||
Christian Dior (A) |
2,211 | 305 | ||||||
Cie Generale des Etablissements-Michelin, |
75,724 | 4,968 | ||||||
Cie Generale dOptique Essilor |
95,352 | 8,883 | ||||||
Compagnie Generale de |
24,987 | 648 | ||||||
Danone (A) |
1,690 | 105 | ||||||
Dassault Systemes (A) |
1,311 | 123 | ||||||
Edenred (A) |
2,192 | 62 | ||||||
Electricite de France (A) |
89,106 | 1,988 | ||||||
Eutelsat Communications (A) |
119,258 | 3,679 | ||||||
Iliad (A) |
2,753 | 400 | ||||||
Legrand (A) |
182,420 | 6,209 | ||||||
LOreal (A) |
45,433 | 5,331 | ||||||
LVMH Moet Hennessy Louis Vuitton (A) |
58,614 | 8,946 | ||||||
Nexity (A) |
5,300 | 127 | ||||||
Pernod-Ricard (A) |
28,375 | 3,043 | ||||||
PPR (A) |
392 | 56 | ||||||
Publicis Groupe (A)(B) |
7,806 | 358 | ||||||
Remy Cointreau *(A) |
1,256 | 138 | ||||||
Renault (A) |
40,881 | 1,637 | ||||||
Rexel (A)(B) |
264,158 | 4,525 | ||||||
Safran (A) |
162,418 | 6,049 | ||||||
Sanofi (A) |
262,773 | 19,948 |
Description | Shares | Market Value ($ Thousands) |
||||||
Schneider Electric (A) |
221,646 | $ | 12,355 | |||||
SCOR (A) |
2,546 | 62 | ||||||
SES (A) |
282 | 7 | ||||||
Societe BIC (A) |
442 | 46 | ||||||
Sodexo (A) |
100,542 | 7,850 | ||||||
Technip (A) |
60,367 | 6,309 | ||||||
Thales (A)(B) |
57,530 | 1,906 | ||||||
Total (A) |
201,382 | 9,089 | ||||||
Unibail-Rodamco (A)(C) |
256 | 47 | ||||||
Vinci (A) |
2,521 | 118 | ||||||
Vivendi (A)(B) |
80,220 | 1,495 | ||||||
Zodiac Aerospace (A) |
2,708 | 276 | ||||||
|
|
|||||||
149,124 | ||||||||
|
|
|||||||
Germany 7.9% |
||||||||
Adidas (A) |
5,068 | 364 | ||||||
Allianz (A) |
17,552 | 1,770 | ||||||
BASF (A)(B) |
88,214 | 6,151 | ||||||
Bayer (A)(B) |
108,656 | 7,852 | ||||||
Bayerische Motoren Werke (A)(B) |
21,776 | 1,580 | ||||||
Beiersdorf (A) |
69 | 5 | ||||||
Brenntag (A) |
45,076 | 5,002 | ||||||
Celesio (A) |
9,489 | 156 | ||||||
Continental (A) |
35,658 | 2,981 | ||||||
Daimler (A) |
103,131 | 4,648 | ||||||
Deutsche Bank (A) |
37,161 | 1,345 | ||||||
Deutsche Boerse (A)(B) |
180,464 | 9,764 | ||||||
Deutsche Lufthansa (A) |
118,404 | 1,373 | ||||||
Deutsche Post (A) |
411,184 | 7,296 | ||||||
Deutsche Telekom (A) |
326,073 | 3,584 | ||||||
Fresenius (A) |
1,611 | 167 | ||||||
Fresenius Medical Care (A) |
99,243 | 7,029 | ||||||
GEA Group (A) |
187,743 | 5,018 | ||||||
Hannover Rueckversicherung (A) |
7,362 | 440 | ||||||
HeidelbergCement (A) |
19,199 | 924 | ||||||
Henkel (A) |
6,456 | 359 | ||||||
Hugo Boss (A) |
430 | 43 | ||||||
Infineon Technologies (A) |
210,007 | 1,425 | ||||||
Kabel Deutschland Holding *(A) |
104,121 | 6,507 | ||||||
Lanxess (A) |
14,606 | 927 | ||||||
Linde (A)(B) |
92,326 | 14,419 | ||||||
MAN (A) |
3,199 | 328 | ||||||
Merck (A) |
12,511 | 1,253 | ||||||
Muenchener Rueckversicherungs (A) |
51,182 | 7,242 | ||||||
SAP (A) |
179,629 | 10,667 | ||||||
SAP ADR (B) |
69,900 | 4,149 | ||||||
Siemens (A) |
161,299 | 13,592 | ||||||
Suedzucker (A)(B) |
31,798 | 1,131 | ||||||
Symrise (A) |
166,749 | 5,096 | ||||||
Volkswagen (A) |
510 | 77 | ||||||
|
|
|||||||
134,664 | ||||||||
|
|
|||||||
Guernsey 0.0% |
||||||||
Resolution (A) |
57,797 | 178 | ||||||
|
|
|||||||
Hong Kong 3.2% |
||||||||
AIA Group (A) |
1,427,600 | 4,932 | ||||||
ASM Pacific Technology (A)(B) |
39,400 | 504 | ||||||
Chaoda Modern Agriculture *(A)(D) |
2,440,000 | 346 | ||||||
Cheung Kong Infrastructure Holdings (A) |
11,700 | 71 | ||||||
China Merchants Holdings International (A) |
292,000 | 893 |
SEI Institutional International Trust / Quarterly Report / June 30, 2012 |
2 |
Schedule of Investments (Unaudited)
International Equity Fund
June 30, 2012
Description | Shares | Market Value ($ Thousands) |
||||||
China Mobile (A) |
1,005,000 | $ | 11,034 | |||||
China Mobile ADR |
85,100 | 4,652 | ||||||
CLP Holdings (A) |
358,400 | 3,046 | ||||||
CNOOC (A) |
1,706,000 | 3,440 | ||||||
First Pacific (A)(B) |
1,058,700 | 1,098 | ||||||
Galaxy Entertainment Group *(A) |
53,000 | 133 | ||||||
Hang Lung Group (A)(B) |
38,000 | 235 | ||||||
HKT Trust (A) |
1 | | ||||||
Hong Kong & China Gas (A) |
66,600 | 142 | ||||||
HongKong Electric Holdings (A) |
8,000 | 60 | ||||||
Hongkong Land Holdings (A)(B) |
225,000 | 1,298 | ||||||
Hutchison Telecommunications Hong Kong |
802,000 | 374 | ||||||
Hutchison Whampoa (A)(B) |
234,500 | 2,034 | ||||||
Hysan Development (A) |
10,000 | 38 | ||||||
Jardine Strategic Holdings (A)(B) |
221,610 | 6,812 | ||||||
Li & Fung (A) |
810,000 | 1,569 | ||||||
Melco Crown Entertainment * |
17,839 | 206 | ||||||
New World Development (A) |
766,000 | 903 | ||||||
Orient Overseas International (A) |
38,500 | 189 | ||||||
RCG Holdings *(A) |
16,196 | 1 | ||||||
Shangri-La Asia |
34,000 | 65 | ||||||
Sun Hung Kai Properties (A) |
389,000 | 4,626 | ||||||
Yue Yuen Industrial Holdings (A) |
1,823,000 | 5,732 | ||||||
|
|
|||||||
54,433 | ||||||||
|
|
|||||||
India 0.3% |
||||||||
Idea Cellular *(A) |
2,513,338 | 3,431 | ||||||
Tata Motors (B) |
64,467 | 1,416 | ||||||
|
|
|||||||
4,847 | ||||||||
|
|
|||||||
Indonesia 0.1% |
||||||||
Bank Mandiri (A) |
2,291,200 | 1,778 | ||||||
Telekomunikasi Indonesia |
18,920 | 659 | ||||||
|
|
|||||||
2,437 | ||||||||
|
|
|||||||
Ireland 1.0% |
||||||||
CRH (A) |
77,874 | 1,496 | ||||||
Elan *(A) |
89,477 | 1,316 | ||||||
Experian (A) |
541,123 | 7,645 | ||||||
James Hardie Industries (A) |
79,936 | 660 | ||||||
Kerry Group, Cl A (A) |
8,482 | 373 | ||||||
Ryanair Holdings ADR * |
132,700 | 4,034 | ||||||
Smurfit Kappa Group (A) |
261,595 | 1,760 | ||||||
|
|
|||||||
17,284 | ||||||||
|
|
|||||||
Israel 0.3% |
||||||||
Check Point Software Technologies * |
103,810 | 5,148 | ||||||
NICE Systems *(A) |
8,119 | 297 | ||||||
Teva Pharmaceutical Industries (A) |
1,184 | 47 | ||||||
|
|
|||||||
5,492 | ||||||||
|
|
|||||||
Italy 0.9% |
||||||||
Enel (A) |
382,058 | 1,237 | ||||||
Eni (A) |
38,222 | 814 | ||||||
ERG (A) |
93,152 | 591 | ||||||
Exor (A) |
12,687 | 273 | ||||||
Fiat Industrial (A) |
67,968 | 671 | ||||||
Intesa Sanpaolo (A) |
1,463,700 | 2,089 | ||||||
Luxottica Group (A) |
15,286 | 535 | ||||||
Pirelli & C (A) |
22,105 | 234 | ||||||
Saipem (A) |
6,597 | 295 | ||||||
Snam Rete Gas (A) |
730,539 | 3,282 |
Description | Shares | Market Value ($ Thousands) |
||||||
Telecom Italia RNC (A) |
6,583,646 | $ | 5,350 | |||||
UniCredit (A) |
| | ||||||
Unione di Banche Italiane (A) |
145,513 | 477 | ||||||
|
|
|||||||
15,848 | ||||||||
|
|
|||||||
Japan 17.4% |
||||||||
Aeon (A) |
1,400 | 17 | ||||||
Aeon Credit Service (A) |
1,600 | 30 | ||||||
Air Water (A) |
29,000 | 352 | ||||||
Aisin Seiki (A) |
4,300 | 144 | ||||||
Alfresa Holdings (A) |
13,400 | 713 | ||||||
Alpen (A) |
14,700 | 288 | ||||||
Aoyama Trading (A) |
5,300 | 109 | ||||||
Arc Land Sakamoto (A) |
12,800 | 202 | ||||||
Arnest One (A) |
20,300 | 258 | ||||||
Asahi Breweries (A) |
4,800 | 103 | ||||||
ASKUL (A) |
4,000 | 46 | ||||||
Astellas Pharma (A) |
10,100 | 442 | ||||||
Autobacs Seven (A) |
2,500 | 123 | ||||||
Belluna (A) |
6,800 | 54 | ||||||
Best Bridal (A) |
65 | 67 | ||||||
Bridgestone (A)(B) |
162,000 | 3,727 | ||||||
Calsonic Kansei (A) |
199,000 | 1,085 | ||||||
Canon (A) |
2,600 | 104 | ||||||
Casio Computer (A) |
14,800 | 97 | ||||||
Central Glass (A) |
31,000 | 121 | ||||||
Central Japan Railway (A) |
347 | 2,738 | ||||||
Chiba Bank (A) |
7,000 | 42 | ||||||
Chiyoda (A) |
34,200 | 459 | ||||||
Chugoku Bank (A) |
17,000 | 222 | ||||||
Chugoku Electric Power (A) |
23,200 | 383 | ||||||
Citizen Holdings (A) |
57,000 | 335 | ||||||
Coca-Cola West (A) |
140,800 | 2,459 | ||||||
Cosmo Oil (A) |
22,000 | 56 | ||||||
Credit Saison (A) |
24,300 | 541 | ||||||
Dai Nippon Printing (A) |
750,600 | 5,891 | ||||||
Daicel (A) |
214,000 | 1,319 | ||||||
Daido Steel (A) |
22,000 | 137 | ||||||
Daihatsu Motor (A) |
44,800 | 786 | ||||||
Dai-ichi Life Insurance (A) |
149 | 173 | ||||||
Daiichi Sankyo (A) |
74,200 | 1,253 | ||||||
Daikyo (A) |
175,000 | 462 | ||||||
Dainippon Sumitomo Pharma (A) |
133,000 | 1,361 | ||||||
Daito Trust Construction (A)(B) |
30,100 | 2,858 | ||||||
Daiwa House Industry (A) |
195,000 | 2,771 | ||||||
Dentsu (A) |
1,400 | 42 | ||||||
Doutor Nichires Holdings (A) |
6,200 | 80 | ||||||
Dydo Drinco (A) |
4,400 | 192 | ||||||
EDION (A) |
93,800 | 472 | ||||||
Eisai (A) |
1,600 | 70 | ||||||
Faith (A) |
378 | 42 | ||||||
Fanuc (A) |
57,400 | 9,453 | ||||||
Fast Retailing (A) |
3,300 | 662 | ||||||
Fuji Film Holdings (A) |
312,600 | 5,933 | ||||||
Fuji Heavy Industries (A) |
74,000 | 601 | ||||||
Fuji Soft (A) |
4,100 | 69 | ||||||
Fujishoji (A) |
42 | 52 | ||||||
Fujitsu (A) |
158,000 | 758 | ||||||
Fujitsu General (A) |
23,000 | 174 | ||||||
Fukuoka Financial Group (A) |
133,000 | 520 | ||||||
Geo Holdings (A)(B) |
200 | 223 | ||||||
Gree (A)(B) |
13,000 | 259 | ||||||
Gulliver International (A) |
2,250 | 72 | ||||||
Gunma Bank (A) |
20,000 | 95 | ||||||
Hachijuni Bank (A) |
244,000 | 1,271 | ||||||
Hakuhodo DY Holdings (A) |
2,240 | 149 |
3 | SEI Institutional International Trust / Quarterly Report / June 30, 2012 |
Schedule of Investments (Unaudited)
International Equity Fund
June 30, 2012
Description | Shares | Market Value ($ Thousands) |
||||||
Hankyu Hanshin Holdings (A) |
22,000 | $ | 111 | |||||
Hino Motors (A) |
363,000 | 2,632 | ||||||
HIS (A) |
12,100 | 431 | ||||||
Hitachi (A)(B) |
655,700 | 4,050 | ||||||
Hitachi Chemical (A) |
4,500 | 71 | ||||||
Hitachi Construction Machinery (A) |
9,500 | 180 | ||||||
Hitachi High-Technologies (A) |
12,400 | 306 | ||||||
Hokkaido Electric Power (A) |
4,000 | 52 | ||||||
Hokuriku Electric Power (A) |
16,400 | 256 | ||||||
Honda Motor (A)(B) |
406,600 | 14,214 | ||||||
Hosiden (A) |
8,600 | 55 | ||||||
Idemitsu Kosan (A) |
1,800 | 162 | ||||||
IHI (A) |
391,000 | 838 | ||||||
Iida Home Max (A) |
30,600 | 278 | ||||||
Inaba Denki Sangyo (A) |
1,400 | 40 | ||||||
Inpex (A) |
149 | 838 | ||||||
Isetan Mitsukoshi Holdings (A) |
34,600 | 368 | ||||||
Isuzu Motors (A) |
96,000 | 515 | ||||||
IT Holdings (A) |
56,400 | 676 | ||||||
Itochu (A) |
37,100 | 391 | ||||||
Itochu Techno-Solutions (A) |
1,500 | 73 | ||||||
Itochu-Shokuhin (A) |
1,900 | 71 | ||||||
Iyo Bank (A) |
19,000 | 152 | ||||||
J Front Retailing (A) |
78,000 | 393 | ||||||
J Trust (A) |
11,200 | 97 | ||||||
Japan Aviation Electronics Industry |
4,000 | 35 | ||||||
Japan Petroleum Exploration (A) |
3,600 | 137 | ||||||
Japan Steel Works (A) |
279,000 | 1,543 | ||||||
Japan Tobacco (A) |
35,200 | 1,045 | ||||||
JFE Shoji Trade (A) |
23,000 | 102 | ||||||
JGC (A) |
306,200 | 8,893 | ||||||
Joyo Bank (A) |
50,000 | 228 | ||||||
JSR (A) |
11,000 | 191 | ||||||
Jupiter Telecommunications (B) |
7,890 | 8,059 | ||||||
Juroku Bank (A) |
16,000 | 52 | ||||||
JVC Kenwood (A) |
78,200 | 273 | ||||||
Kajima (A) |
55,000 | 162 | ||||||
Kamei (A) |
5,000 | 52 | ||||||
Kanamoto (A) |
5,000 | 57 | ||||||
Kanematsu *(A) |
158,000 | 178 | ||||||
Kanematsu Electronics (A) |
6,100 | 68 | ||||||
Kansai Paint (A) |
398,300 | 4,276 | ||||||
Kao (A) |
105,200 | 2,907 | ||||||
Kasumi (A) |
12,600 | 87 | ||||||
KDDI (A) |
989 | 6,392 | ||||||
Keikyu (A) |
19,000 | 173 | ||||||
Keio (A)(B) |
98,000 | 712 | ||||||
Keisei Electric Railway (A) |
53,000 | 449 | ||||||
Keyence (A) |
11,100 | 2,751 | ||||||
Kikkoman (A) |
1,000 | 12 | ||||||
Kinki Sharyo (A)(B) |
37,000 | 134 | ||||||
Kintetsu (A)(B) |
95,000 | 379 | ||||||
Kita-Nippon Bank (A) |
1,700 | 46 | ||||||
Koito Manufacturing (A) |
5,000 | 70 | ||||||
Komatsu (A) |
49,300 | 1,179 | ||||||
Konaka (A)(B) |
7,700 | 87 | ||||||
Konami (A) |
6,600 | 150 | ||||||
Konica Minolta Holdings (A) |
27,000 | 213 | ||||||
Kubota (A) |
73,000 | 676 | ||||||
Kuraray (A) |
5,700 | 74 | ||||||
KYORIN Holdings (A) |
6,000 | 127 | ||||||
Kyowa Hakko Kirin (A)(B) |
47,000 | 485 |
Description | Shares | Market Value ($ Thousands) |
||||||
Lawson (A) |
2,900 | $ | 203 | |||||
LIXIL Group (A) |
300 | 6 | ||||||
Mabuchi Motor (A) |
163,700 | 6,537 | ||||||
Makita (A) |
3,000 | 105 | ||||||
Marubeni (A) |
370,000 | 2,470 | ||||||
Marui Group (A) |
6,100 | 47 | ||||||
Medipal Holdings (A) |
34,600 | 491 | ||||||
Megane TOP (A) |
14,700 | 162 | ||||||
Megmilk Snow Brand (A) |
5,000 | 88 | ||||||
Misawa Homes (A)(B) |
24,600 | 402 | ||||||
Mitsubishi (A) |
232,800 | 4,714 | ||||||
Mitsubishi Heavy Industries (A) |
145,000 | 591 | ||||||
Mitsubishi Materials (A) |
158,000 | 459 | ||||||
Mitsubishi Motors *(A) |
32,000 | 32 | ||||||
Mitsubishi UFJ Financial Group (A) |
351,400 | 1,687 | ||||||
Mitsubishi UFJ Lease & Finance (A) |
6,930 | 289 | ||||||
Mitsui (A) |
3,000 | 45 | ||||||
Mitsui Fudosan (A) |
3,000 | 58 | ||||||
Mitsui Home (A) |
8,000 | 43 | ||||||
Mizuho Financial Group (A) |
148,000 | 250 | ||||||
MS&AD Insurance Group Holdings (A) |
268,900 | 4,713 | ||||||
Nabtesco (A) |
1,700 | 38 | ||||||
Namco Bandai Holdings (A) |
35,600 | 489 | ||||||
NEC (A) |
64,000 | 100 | ||||||
NEC Fielding (A) |
9,800 | 123 | ||||||
NEC Mobiling (A) |
1,200 | 48 | ||||||
NEC Networks & System Integration (A) |
15,700 | 249 | ||||||
NET One Systems (A) |
23,400 | 313 | ||||||
NHK Spring (A) |
27,600 | 299 | ||||||
Nichii Gakkan (A) |
9,500 | 88 | ||||||
Nichireki (A) |
8,000 | 41 | ||||||
Nidec (A) |
1,900 | 145 | ||||||
Nihon Unisys (A) |
17,700 | 130 | ||||||
Nikon (A) |
12,700 | 387 | ||||||
Nintendo (A) |
29,000 | 3,393 | ||||||
Nippo (A) |
35,000 | 388 | ||||||
Nippon Densetsu Kogyo (A) |
5,000 | 50 | ||||||
Nippon Shinyaku (A) |
6,000 | 75 | ||||||
Nippon Synthetic Chemical Industry (A) |
7,000 | 44 | ||||||
Nippon Telegraph & Telephone (A) |
216,900 | 10,133 | ||||||
Nippon Telegraph & Telephone ADR |
183,391 | 4,244 | ||||||
Nishimatsu Construction (A) |
78,000 | 150 | ||||||
Nissan Motor (A) |
102,100 | 971 | ||||||
Nisshin Fudosan (A) |
13,200 | 82 | ||||||
NOK (A) |
21,800 | 466 | ||||||
Nomura Holdings (A) |
17,300 | 65 | ||||||
Nomura Real Estate Holdings (A) |
55,400 | 1,016 | ||||||
NTT Data (A) |
100 | 307 | ||||||
Nuflare Technology (A) |
11 | 70 | ||||||
Odakyu Electric Railway (A)(B) |
26,000 | 259 | ||||||
Oita Bank (A) |
16,000 | 52 | ||||||
OJI Paper (A) |
8,000 | 31 | ||||||
Ono Pharmaceutical (A) |
2,600 | 164 | ||||||
Oracle Japan (A) |
1,000 | 43 | ||||||
Oriental Land (A) |
300 | 34 | ||||||
Otsuka (A) |
4,200 | 358 | ||||||
Otsuka Holdings (A) |
57,100 | 1,756 | ||||||
Panasonic (A) |
152,600 | 1,250 | ||||||
Press Kogyo (A) |
8,000 | 41 |
SEI Institutional International Trust / Quarterly Report / June 30, 2012 |
4 |
Schedule of Investments (Unaudited)
International Equity Fund
June 30, 2012
Description | Shares | Market Value ($ Thousands) |
||||||
Rakuten (A) |
8,200 | $ | 85 | |||||
Relo Holdings (A) |
1,400 | 47 | ||||||
Resona Holdings (A) |
25,800 | 106 | ||||||
Resorttrust (A) |
4,500 | 75 | ||||||
Ricoh Leasing (A) |
6,400 | 144 | ||||||
Riken (A) |
9,000 | 37 | ||||||
Rinnai (A) |
600 | 41 | ||||||
Rohm (A) |
57,700 | 2,227 | ||||||
San-In Godo Bank (A) |
15,000 | 106 | ||||||
Sankyo (A) |
91,000 | 4,449 | ||||||
Sanrio (A)(B) |
5,900 | 215 | ||||||
Sapporo Hokuyo Holdings (A) |
412,300 | 1,281 | ||||||
Sasebo Heavy Industries (A)(B) |
42,000 | 48 | ||||||
SBI Holdings (A) |
532 | 40 | ||||||
Secom (A) |
65,300 | 3,000 | ||||||
Sega Sammy Holdings (A) |
117,400 | 2,392 | ||||||
Seino Holdings (A) |
76,000 | 510 | ||||||
Sekisui Chemical (A) |
603,000 | 5,613 | ||||||
Sekisui House (A) |
216,000 | 2,043 | ||||||
Sekisui Jushi (A) |
5,000 | 52 | ||||||
Seven & I Holdings (A) |
496,500 | 14,994 | ||||||
Sharp (A) |
5,000 | 26 | ||||||
Shikoku Electric Power (A) |
38,500 | 820 | ||||||
Shimamura (A) |
300 | 35 | ||||||
Shimano (A) |
700 | 46 | ||||||
Shindengen Electric Manufacturing (A) |
12,000 | 41 | ||||||
Shin-Etsu Chemical (A) |
71,200 | 3,928 | ||||||
Ship Healthcare Holdings (A) |
5,900 | 142 | ||||||
Shiseido (A) |
340,400 | 5,381 | ||||||
Shizuoka Bank (A) |
19,000 | 196 | ||||||
Showa (A) |
26,000 | 224 | ||||||
Showa Denko KK (A) |
79,000 | 154 | ||||||
SKY Perfect JSAT Holdings (A) |
96 | 43 | ||||||
SMC (A) |
43,800 | 7,608 | ||||||
Softbank (A) |
157,300 | 5,866 | ||||||
Sojitz (A) |
370,700 | 614 | ||||||
Sony Financial Holdings (A) |
496,000 | 8,110 | ||||||
Stanley Electric (A) |
15,700 | 244 | ||||||
Sumitomo (A) |
45,400 | 636 | ||||||
Sumitomo Forestry (A) |
8,900 | 80 | ||||||
Sumitomo Heavy Industries (A) |
17,000 | 77 | ||||||
Sumitomo Mitsui Financial Group (A) |
216,700 | 7,172 | ||||||
Sumitomo Mitsui Trust Holdings (A) |
1,049,220 | 3,141 | ||||||
Sumitomo Precision Products (A) |
29,000 | 159 | ||||||
Sumitomo Real Estate Sales (A) |
1,090 | 53 | ||||||
Sumitomo Realty & Development (A) |
2,000 | 49 | ||||||
Sumitomo Rubber Industries (A) |
2,400 | 31 | ||||||
Suruga Bank (A) |
6,000 | 62 | ||||||
Suzuken (A) |
31,200 | 1,055 | ||||||
Suzuki Motor (A) |
27,800 | 572 | ||||||
T RAD (A) |
10,000 | 35 | ||||||
T&D Holdings (A) |
17,600 | 188 | ||||||
Taiheiyo Cement (A) |
34,000 | 78 | ||||||
Taisei (A) |
11,000 | 30 | ||||||
Taisho Pharmaceutical Holdings (A) |
500 | 42 | ||||||
Takashimaya (A) |
23,000 | 177 | ||||||
TDK (A) |
3,600 | 147 | ||||||
Tobu Railway (A) |
172,000 | 906 | ||||||
Toho (A) |
20,600 | 357 | ||||||
Toho Holdings (A) |
24,100 | 490 | ||||||
Tokai (A) |
2,800 | 65 |
Description | Shares | Market Value ($ Thousands) |
||||||
Tokyo Electron (A) |
86,300 | $ | 4,054 | |||||
Tokyu (A) |
31,000 | 146 | ||||||
Tokyu Land (A) |
86,000 | 428 | ||||||
Toppan Forms (A) |
19,600 | 168 | ||||||
Toppan Printing (A) |
14,000 | 94 | ||||||
Topre (A) |
4,100 | 40 | ||||||
Toray Industries (A) |
12,600 | 86 | ||||||
Toshiba (A) |
12,000 | 46 | ||||||
Toshiba TEC (A) |
96,000 | 363 | ||||||
Totetsu Kogyo (A) |
9,000 | 104 | ||||||
Toyota Motor (A) |
392,100 | 15,855 | ||||||
Toyota Motor ADR (B) |
25,066 | 2,017 | ||||||
Toyota Tsusho (A) |
97,600 | 1,869 | ||||||
Trend Micro (A) |
3,700 | 109 | ||||||
TS Tech (A) |
7,100 | 130 | ||||||
Ube Industries (A) |
9,000 | 21 | ||||||
Unicharm (A) |
6,200 | 354 | ||||||
Unipres (A) |
18,300 | 479 | ||||||
USS (A) |
4,270 | 462 | ||||||
Wacoal Holdings (A) |
175,704 | 2,087 | ||||||
Warabeya Nichiyo (A) |
13,300 | 213 | ||||||
Watabe Wedding (A) |
6,395 | 58 | ||||||
Xebio (A) |
1,700 | 39 | ||||||
Yakult Honsha (A) |
4,100 | 161 | ||||||
Yamaguchi Financial Group (A) |
3,000 | 27 | ||||||
Yamato Holdings (A) |
2,300 | 37 | ||||||
Yamato Kogyo (A) |
7,300 | 204 | ||||||
Yamazen (A) |
7,600 | 59 | ||||||
Yaskawa Electric (A)(B) |
568,000 | 4,335 | ||||||
Yellow Hat (A) |
12,500 | 213 | ||||||
Yokogawa Electric (A) |
8,400 | 87 | ||||||
Yuasa Trading (A) |
38,000 | 69 | ||||||
Zeon (A) |
78,000 | 595 | ||||||
|
|
|||||||
296,099 | ||||||||
|
|
|||||||
Jersey 0.0% |
||||||||
Randgold Resources (A) |
1,507 | 135 | ||||||
|
|
|||||||
Malta 0.0% |
||||||||
BGP Holdings *(A)(D) |
198,683 | | ||||||
|
|
|||||||
Mexico 0.0% |
||||||||
Industrias, Cl B * |
16,800 | 76 | ||||||
|
|
|||||||
Netherlands 5.0% |
||||||||
Aegon (A) |
27,649 | 129 | ||||||
Akzo Nobel (A) |
267,262 | 12,614 | ||||||
ASML Holding (A) |
50,405 | 2,596 | ||||||
Boskalis Westminster (A) |
13,123 | 434 | ||||||
European Aeronautic Defence and Space (A)(B) |
116,014 | 4,129 | ||||||
Fugro (A) |
2,543 | 155 | ||||||
Gemalto (A) |
49,019 | 3,531 | ||||||
Heineken (A) |
25,004 | 1,307 | ||||||
Heineken Holding (A) |
466 | 21 | ||||||
ING Groep *(A) |
1,009,822 | 6,789 | ||||||
Koninklijke Ahold (A) |
625,849 | 7,774 | ||||||
Koninklijke DSM (A) |
874 | 43 | ||||||
Koninklijke Vopak (A) |
12,357 | 795 | ||||||
PostNL (A) |
830,105 | 3,439 | ||||||
Randstad Holding |
1,865 | 55 | ||||||
Reed Elsevier (A) |
869,613 | 9,949 |
5 | SEI Institutional International Trust / Quarterly Report / June 30, 2012 |
Schedule of Investments (Unaudited)
International Equity Fund
June 30, 2012
Description | Shares | Market Value ($ Thousands) |
||||||
Royal Dutch Shell, Cl A (A) |
261,270 | $ | 8,835 | |||||
Royal Dutch Shell, Cl B (A) |
186,163 | 6,511 | ||||||
Royal Imtech (A) |
136,176 | 3,261 | ||||||
SBM Offshore (A) |
6,749 | 94 | ||||||
Unilever (A)(B) |
220,498 | 7,386 | ||||||
Wolters Kluwer (A) |
278,145 | 4,435 | ||||||
|
|
|||||||
84,282 | ||||||||
|
|
|||||||
New Zealand 0.2% |
||||||||
Chorus *(A) |
149,900 | 381 | ||||||
Telecom of New Zealand (A) |
1,158,145 | 2,214 | ||||||
|
|
|||||||
2,595 | ||||||||
|
|
|||||||
Norway 0.8% |
||||||||
DNB (A) |
818,358 | 8,143 | ||||||
Marine Harvest *(A) |
1,918,283 | 1,366 | ||||||
Orkla (A) |
5,483 | 40 | ||||||
Seadrill (A) |
54,455 | 1,944 | ||||||
Statoil (A) |
68,989 | 1,646 | ||||||
Telenor (A) |
8,476 | 142 | ||||||
|
|
|||||||
13,281 | ||||||||
|
|
|||||||
Poland 0.1% |
||||||||
KGHM Polska Miedz (A) |
37,738 | 1,649 | ||||||
|
|
|||||||
Portugal 0.0% |
||||||||
Energias de Portugal (A) |
2,658 | 6 | ||||||
Jeronimo Martins (A)(B) |
7,549 | 128 | ||||||
|
|
|||||||
134 | ||||||||
|
|
|||||||
Russia 0.5% |
||||||||
Gazprom ADR |
171,363 | 1,628 | ||||||
Gazprom OAO ADR (A) |
71,234 | 676 | ||||||
NovaTek (A) |
20,703 | 2,211 | ||||||
Sberbank of Russia ADR |
332,738 | 3,600 | ||||||
Surgutneftegas ADR (A) |
8,414 | 70 | ||||||
|
|
|||||||
8,185 | ||||||||
|
|
|||||||
Singapore 1.4% |
||||||||
Bukit Sembawang Estates (A) |
10,000 | 37 | ||||||
CapitaLand (A) |
19,000 | 41 | ||||||
ComfortDelgro (A) |
38,000 | 46 | ||||||
DBS Group Holdings (A) |
328,000 | 3,623 | ||||||
Fraser and Neave (A)(B) |
150,000 | 835 | ||||||
Jardine Cycle & Carriage (A)(B) |
21,000 | 774 | ||||||
Keppel (A) |
141,110 | 1,156 | ||||||
Oversea-Chinese Banking (A) |
153,000 | 1,070 | ||||||
SembCorp Industries (A) |
493,600 | 2,020 | ||||||
SembCorp Marine (A)(B) |
1,117,000 | 4,263 | ||||||
Singapore Airlines (A) |
512,000 | 4,222 | ||||||
Singapore Land (A) |
23,000 | 103 | ||||||
Singapore Press Holdings (A)(B) |
33,400 | 103 | ||||||
Singapore Telecommunications (A) |
145,000 | 380 | ||||||
Transpac Industrial Holdings (A) |
48,000 | 54 | ||||||
United Overseas Bank (A) |
253,000 | 3,757 | ||||||
UOL Group (A)(B) |
41,000 | 161 | ||||||
Wilmar International (A)(B) |
120,000 | 346 | ||||||
Yangzijiang Shipbuilding Holdings (A) |
1,286,000 | 1,031 | ||||||
|
|
|||||||
24,022 | ||||||||
|
|
|||||||
South Africa 0.6% |
||||||||
AngloGold Ashanti ADR |
94,946 | 3,260 | ||||||
Gold Fields (A) |
412,272 | 5,242 | ||||||
Impala Platinum Holdings (A) |
123,886 | 2,056 | ||||||
|
|
|||||||
10,558 | ||||||||
|
|
Description | Shares | Market Value ($ Thousands) |
||||||
South Korea 2.8% |
||||||||
Hana Financial Group (A) |
10,600 | $ | 339 | |||||
Hyundai Heavy Industries (A) |
15,121 | 3,450 | ||||||
Hyundai Mobis (A) |
18,391 | 4,458 | ||||||
Hyundai Motor (A) |
5,303 | 1,089 | ||||||
Kia Motors (A) |
30,794 | 2,030 | ||||||
Korea Electric Power ADR |
205,475 | 2,297 | ||||||
KT ADR |
340,100 | 4,482 | ||||||
KT&G |
142,388 | 10,095 | ||||||
Samsung Electronics (A) |
11,574 | 12,257 | ||||||
Shinhan Financial Group (A) |
93,150 | 3,265 | ||||||
SK Telecom ADR |
301,044 | 3,643 | ||||||
|
|
|||||||
47,405 | ||||||||
|
|
|||||||
Spain 1.4% |
||||||||
Abertis Infraestructuras (A) |
59,168 | 802 | ||||||
Acciona (A) |
1,499 | 90 | ||||||
Banco Bilbao Vizcaya Argentaria (A)(B) |
46,970 | 336 | ||||||
Banco de Sabadell (A)(B) |
79,207 | 154 | ||||||
Banco Popular Espanol (A)(B) |
461,364 | 1,046 | ||||||
Banco Santander (A) |
368,423 | 2,444 | ||||||
CaixaBank (A)(B) |
5,977 | 20 | ||||||
Distribuidora Internacional de |
130,981 | 618 | ||||||
Enagas (A)(B) |
277,061 | 5,069 | ||||||
Endesa (A)(B) |
8,158 | 144 | ||||||
Ferrovial (A) |
61,891 | 700 | ||||||
Gas Natural (A) |
35,977 | 463 | ||||||
Grifols (A)(B) |
5,595 | 142 | ||||||
Inditex (A) |
4,016 | 416 | ||||||
Indra Sistemas (A)(B) |
401,072 | 3,744 | ||||||
Mapfre (B) |
| | ||||||
Red Electrica (A)(B) |
42,570 | 1,863 | ||||||
Repsol (A)(B) |
52,267 | 843 | ||||||
Tecnicas Reunidas (A) |
107,286 | 4,499 | ||||||
Zardoya Otis (A)(B) |
4,988 | 56 | ||||||
|
|
|||||||
23,449 | ||||||||
|
|
|||||||
Sweden 2.1% |
||||||||
Alfa Laval (A) |
5,741 | 99 | ||||||
Assa Abloy, Cl B (A) |
26,519 | 742 | ||||||
Atlas Copco, Cl A (A) |
50,072 | 1,080 | ||||||
Atlas Copco, Cl B (A) |
52,467 | 1,002 | ||||||
Boliden (A) |
30,132 | 421 | ||||||
Electrolux, Ser B (A) |
15,863 | 316 | ||||||
Elekta, Cl B (A) |
100,816 | 4,617 | ||||||
Getinge, Cl B (A) |
13,012 | 324 | ||||||
Hennes & Mauritz, Cl B (A) |
8,226 | 296 | ||||||
Hexagon, Cl B (A) |
20,568 | 354 | ||||||
Husqvarna, Cl B (A) |
51,030 | 241 | ||||||
Industrivarden, Cl C (A) |
36,734 | 474 | ||||||
Investor, Cl B (A) |
10,788 | 206 | ||||||
Kinnevik Investment, Cl B (A) |
4,560 | 92 | ||||||
Lundin Petroleum *(A) |
44,042 | 826 | ||||||
Millicom International Cellular (A) |
3,322 | 314 | ||||||
Nordea Bank (A) |
303,188 | 2,619 | ||||||
Sandvik (A) |
353,423 | 4,542 | ||||||
Scania, Cl B (A) |
7,315 | 126 | ||||||
Securitas, Cl B (A) |
18,694 | 146 | ||||||
Skandinaviska Enskilda Banken, Cl A (A) |
659,732 | 4,294 | ||||||
Skanska, Cl B (A) |
25,979 | 399 | ||||||
Svenska Cellulosa, Cl B (A) |
21,060 | 317 |
SEI Institutional International Trust / Quarterly Report / June 30, 2012 |
6 |
Schedule of Investments (Unaudited)
International Equity Fund
June 30, 2012
Description | Shares | Market Value ($ Thousands) |
||||||
Svenska Handelsbanken, Cl A (A) |
11,122 | $ | 366 | |||||
Swedbank, Cl A (A) |
75,866 | 1,198 | ||||||
Swedish Match (A) |
23,971 | 968 | ||||||
Tele2, Cl B (A) |
238 | 4 | ||||||
Telefonaktiebolaget LM Ericsson (B) |
142,514 | 1,301 | ||||||
Telefonaktiebolaget LM Ericsson, Cl B (A) |
799,138 | 7,328 | ||||||
Volvo, Cl B (A) |
17,721 | 203 | ||||||
|
|
|||||||
35,215 | ||||||||
|
|
|||||||
Switzerland 8.1% |
||||||||
ABB (A) |
1,335 | 22 | ||||||
Aryzta (A) |
923 | 46 | ||||||
Basler Kantonalbank |
283 | 33 | ||||||
Compagnie Financiere Richemont (A) |
42,408 | 2,335 | ||||||
Credit Suisse Group (A) |
96,498 | 1,770 | ||||||
Forbo Holding (A) |
67 | 38 | ||||||
Geberit (A) |
342 | 68 | ||||||
Georg Fischer (A) |
1,400 | 485 | ||||||
Givaudan (A) |
14,023 | 13,802 | ||||||
Glencore International (A)(B) |
7,531 | 35 | ||||||
Helvetia Holding (A) |
415 | 126 | ||||||
Julius Baer Group (A) |
150,656 | 5,477 | ||||||
Kuehne & Nagel International (A) |
922 | 98 | ||||||
Lindt & Spruengli (A) |
1 | 37 | ||||||
Lindt & Spruengli Participating Certificate (A) |
48 | 149 | ||||||
Nestle (A) |
337,630 | 20,205 | ||||||
Novartis (A) |
346,645 | 19,436 | ||||||
OC Oerlikon (A) |
157,324 | 1,311 | ||||||
Partners Group Holding (A) |
11,164 | 1,991 | ||||||
Roche Holding (A) |
178,157 | 30,860 | ||||||
Schindler Holding PC (A) |
634 | 71 | ||||||
Schweiter Technologies (A) |
76 | 38 | ||||||
SGS (A) |
4,687 | 8,813 | ||||||
Sika (A) |
2,302 | 4,458 | ||||||
Sonova Holding (A) |
2,225 | 216 | ||||||
Sulzer (A) |
56,389 | 6,704 | ||||||
Swatch Group (A) |
1,363 | 540 | ||||||
Swiss Life Holding (A) |
7,038 | 665 | ||||||
Swiss Prime Site (A) |
958 | 80 | ||||||
Swiss Re (A) |
8,741 | 553 | ||||||
Swisscom (A) |
317 | 128 | ||||||
Syngenta (A) |
2,971 | 1,020 | ||||||
UBS |
199,419 | 2,335 | ||||||
UBS Foreign (A) |
371,460 | 4,359 | ||||||
Zurich Insurance Group (A) |
43,924 | 9,960 | ||||||
|
|
|||||||
138,264 | ||||||||
|
|
|||||||
Taiwan 0.1% |
||||||||
United Microelectronics ADR (B) |
691,541 | 1,501 | ||||||
|
|
|||||||
Thailand 0.1% |
||||||||
Advanced Info Service (A) |
39,500 | 231 | ||||||
Total Access Communication (A) |
406,200 | 953 | ||||||
|
|
|||||||
1,184 | ||||||||
|
|
|||||||
United Kingdom 19.0% |
||||||||
Aberdeen Asset Management (A) |
57,594 | 235 | ||||||
Acergy (A) |
220,775 | 4,372 | ||||||
Aggreko (A) |
33,459 | 1,090 | ||||||
AMEC (A)(B) |
432,088 | 6,822 | ||||||
Amlin (A)(B) |
974,112 | 5,416 |
Description | Shares | Market Value ($ Thousands) |
||||||
Anglo American (A) |
1,250 | $ | 41 | |||||
Antofagasta (A)(B) |
3,809 | 65 | ||||||
ARM Holdings (A)(B) |
56,235 | 446 | ||||||
Associated British Foods (A) |
41,244 | 831 | ||||||
AstraZeneca (A) |
237,650 | 10,636 | ||||||
Aviva (A) |
1,114,484 | 4,779 | ||||||
Babcock International Group (A) |
63,003 | 845 | ||||||
BAE Systems (A)(B) |
1,025,521 | 4,656 | ||||||
Balfour Beatty (A)(B) |
1,152,050 | 5,395 | ||||||
Barclays (A) |
1,618,120 | 4,141 | ||||||
BG Group (A) |
507,872 | 10,412 | ||||||
BHP Billiton (A) |
308,714 | 8,787 | ||||||
BP (A) |
1,511,306 | 10,108 | ||||||
BP ADR |
54,757 | 2,220 | ||||||
British American Tobacco (A) |
264,063 | 13,445 | ||||||
British Sky Broadcasting Group (A) |
55,847 | 610 | ||||||
BT Group, Cl A (A) |
1,404,157 | 4,660 | ||||||
Bunzl (A) |
377,086 | 6,172 | ||||||
Burberry Group (A) |
24,976 | 521 | ||||||
Cairn Energy (A) |
586,044 | 2,444 | ||||||
Capita (A)(B) |
448,885 | 4,619 | ||||||
Carnival (A) |
1,489 | 51 | ||||||
Centrica (A) |
1,248,212 | 6,250 | ||||||
Compass Group (A)(B) |
71,649 | 753 | ||||||
Cranswick (A) |
1,926 | 25 | ||||||
Croda International (A) |
6,164 | 219 | ||||||
Davis Service Group (A) |
44,500 | 349 | ||||||
Debenhams (A)(B) |
78,364 | 107 | ||||||
Diageo (A) |
279,156 | 7,206 | ||||||
EnQuest *(A) |
80,776 | 137 | ||||||
Eurasian Natural Resources (A) |
442,608 | 2,893 | ||||||
Fresnillo (A) |
11,115 | 255 | ||||||
G4S (A) |
163,525 | 716 | ||||||
Gem Diamonds *(A) |
10,479 | 32 | ||||||
GKN (A) |
30,582 | 87 | ||||||
GlaxoSmithKline (A) |
556,514 | 12,659 | ||||||
Home Retail Group (A)(B) |
4,083,625 | 5,432 | ||||||
HSBC Holdings (A)(B) |
1,758,167 | 15,532 | ||||||
ICAP (A)(B) |
608,500 | 3,226 | ||||||
IMI (A) |
6,459 | 85 | ||||||
Imperial Tobacco Group (A) |
137,402 | 5,302 | ||||||
Informa (A)(B) |
722,603 | 4,318 | ||||||
InterContinental Hotels Group (A) |
49,310 | 1,189 | ||||||
International Power |
57,274 | 375 | ||||||
Intertek Group (A)(B) |
24,385 | 1,023 | ||||||
ITV (A) |
936,436 | 1,128 | ||||||
Johnson Matthey (A) |
32,194 | 1,118 | ||||||
Kazakhmys (A) |
114,376 | 1,299 | ||||||
Kingfisher (A) |
1,325,559 | 5,988 | ||||||
Land Securities Group (A)(C) |
6,906 | 80 | ||||||
Legal & General Group (A)(B) |
492,213 | 986 | ||||||
Lloyds Banking Group *(A) |
2,639,117 | 1,291 | ||||||
London Stock Exchange Group (A) |
12,237 | 193 | ||||||
Marks & Spencer Group (A) |
8,958 | 46 | ||||||
Meggitt (A)(B) |
57,097 | 346 | ||||||
Michael Page International (A)(B) |
481,352 | 2,825 | ||||||
Micro Focus International (A) |
14,958 | 125 | ||||||
Mondi (A)(B) |
49,096 | 421 | ||||||
National Grid (A) |
19,973 | 212 | ||||||
Next (A) |
19,152 | 963 | ||||||
Old Mutual (A) |
254,218 | 605 | ||||||
Pearson (A) |
58,791 | 1,168 |
7 | SEI Institutional International Trust / Quarterly Report / June 30, 2012 |
Schedule of Investments (Unaudited)
International Equity Fund
June 30, 2012
Description | Shares | Market Value ($ Thousands) |
||||||
Petrofac (A) |
344,938 | $ | 7,540 | |||||
Polyus Gold International * |
493,318 | 1,547 | ||||||
Premier Oil *(A) |
782,626 | 4,164 | ||||||
Prudential (A) |
599,284 | 6,959 | ||||||
QinetiQ Group (A)(B) |
261,900 | 647 | ||||||
Reed Elsevier (A)(B) |
567,815 | 4,558 | ||||||
Rexam (A) |
794,440 | 5,251 | ||||||
Rio Tinto (A) |
139,747 | 6,651 | ||||||
Rio Tinto ADR (B) |
71,000 | 3,395 | ||||||
Rolls-Royce Holdings (A)(B) |
543,632 | 7,338 | ||||||
Royal Bank of Scotland Group *(A) |
40,235 | 136 | ||||||
SABMiller (A) |
32,493 | 1,306 | ||||||
Sage Group (A) |
1,068,233 | 4,656 | ||||||
Severn Trent (A) |
33,837 | 878 | ||||||
Shire (A) |
271,920 | 7,835 | ||||||
SSE (A) |
11,570 | 253 | ||||||
Standard Chartered (A) |
11,603 | 252 | ||||||
Standard Life (A) |
97,023 | 356 | ||||||
Tate & Lyle (A) |
71,581 | 728 | ||||||
Tesco (A) |
3,248,077 | 15,808 | ||||||
TUI Travel (A)(B) |
54,522 | 145 | ||||||
Tullow Oil (A) |
237,661 | 5,501 | ||||||
Unilever (A)(B) |
6,181 | 208 | ||||||
United Utilities Group (A) |
595,171 | 6,314 | ||||||
Veripos * |
22,078 | 60 | ||||||
Vodafone Group (A) |
7,416,677 | 20,877 | ||||||
Weir Group (A) |
27,548 | 663 | ||||||
Whitbread (A) |
5,334 | 170 | ||||||
William Hill (A) |
209,849 | 932 | ||||||
Willis Group Holdings |
139,700 | 5,098 | ||||||
WM Morrison Supermarkets (A) |
73,579 | 307 | ||||||
Wolseley (A)(B) |
40,550 | 1,514 | ||||||
WPP (A) |
96,557 | 1,174 | ||||||
|
|
|||||||
324,004 | ||||||||
|
|
|||||||
United States 0.6% |
||||||||
American International Group * |
8,142 | 261 | ||||||
Apple |
4,863 | 2,840 | ||||||
Arctic Cat * |
2,755 | 101 | ||||||
Calamos Asset Management, Cl A |
12,204 | 140 | ||||||
Cambrex * |
14,189 | 133 | ||||||
Discover Financial Services |
7,259 | 251 | ||||||
Francescas Holdings * |
526 | 14 | ||||||
Georgia Gulf |
8,911 | 229 | ||||||
Johnson & Johnson |
1 | | ||||||
Magnachip Semiconductor * |
7,654 | 73 | ||||||
Marcus |
6,186 | 85 | ||||||
Movado Group |
4,619 | 115 | ||||||
Myers Industries |
6,159 | 106 | ||||||
Newmont Mining |
94,700 | 4,594 | ||||||
PDL BioPharma |
43,451 | 288 | ||||||
Philip Morris International |
5,314 | 464 | ||||||
Standex International |
1,518 | 65 | ||||||
|
|
|||||||
9,759 | ||||||||
|
|
|||||||
Total Common Stock |
1,619,197 | |||||||
|
|
|||||||
PREFERRED STOCK 0.2% |
||||||||
Germany 0.2% |
||||||||
Bayerische Motoren Werke (A) |
3,524 | 174 | ||||||
Draegerwerk (A) |
2,624 | 260 | ||||||
Henkel (A) |
23,718 | 1,580 | ||||||
Porsche (A)(B) |
1,015 | 51 |
Description |
Shares/Face Amount ($ Thousands) |
Market Value ($ Thousands) |
||||||
ProSiebenSat.1 Media (A)(B) |
19,605 | $ | 441 | |||||
Volkswagen (A) |
8,489 | 1,349 | ||||||
|
|
|||||||
Total Preferred Stock (Cost $3,902) ($ Thousands) |
3,855 | |||||||
|
|
|||||||
U.S. TREASURY OBLIGATIONS (E) 0.1% |
|
|||||||
U.S. Treasury Bills |
||||||||
0.071%, 11/15/12 |
$ | 270 | 270 | |||||
0.052%, 09/20/12 |
1,838 | 1,838 | ||||||
0.040%, 08/23/12 |
152 | 152 | ||||||
|
|
|||||||
Total U.S. Treasury Obligations |
2,260 | |||||||
|
|
|||||||
Number Of Rights |
||||||||
RIGHTS 0.0% |
||||||||
Spain 0.0% |
||||||||
Repsol YPF, |
59 | 41 | ||||||
|
|
|||||||
Total Rights |
41 | |||||||
|
|
|||||||
AFFILIATED PARTNERSHIP 7.0% |
|
|||||||
United States 7.0% |
||||||||
SEI Liquidity Fund, L.P. |
||||||||
0.150% **(F) |
120,737,535 | 118,637 | ||||||
|
|
|||||||
Total Affiliated Partnership |
118,637 | |||||||
|
|
|||||||
CASH EQUIVALENT 2.1% |
||||||||
SEI Daily Income Trust, Prime Obligation Fund, Cl A |
||||||||
0.080% ** |
35,916,754 | 35,917 | ||||||
|
|
|||||||
Total Cash Equivalent |
35,917 | |||||||
|
|
|||||||
Total Investments 104.5% |
|
$ | 1,779,907 | |||||
|
|
A list of the open futures contracts held by the Fund at June 30, 2012, is as follows:
Type of Contract | Number of Contracts Long |
Expiration Date |
Unrealized Appreciation ($ Thousands) |
|||||||||
DJ Euro Stoxx 50 Index |
470 | Sep-2012 | $ | 708 | ||||||||
FTSE 100 Index |
132 | Sep-2012 | 212 | |||||||||
Hang Seng Index |
14 | Jul-2012 | 47 | |||||||||
SPI 200 Index |
36 | Sep-2012 | 31 | |||||||||
Topix Index |
94 | Sep-2012 | 654 | |||||||||
|
|
|||||||||||
$ | 1,652 | |||||||||||
|
|
For the period ended June 30, 2012, 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 list of the open forward foreign currency contracts held by the Fund at June 30, 2012, is as follows:
Settlement Date | Currency to Deliver (Thousands) |
Currency
to (Thousands) |
Unrealized ($ Thousands) |
|||||||||
7/26/12 |
EUR | 5,881 | USD | 7,772 | $ | 308 | ||||||
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2012 | 8 |
Schedule of Investments (Unaudited)
International Equity Fund
June 30, 2012
A list of the counterparties for the open forward foreign currency contracts held by the Fund at June 30, 2012, is as follows:
Counterparty | Currency
to ($ Thousands) |
Currency
to ($ Thousands) |
Unrealized Appreciation ($ Thousands) |
|||||||||
Brown Brothers Harriman |
(7,464 | ) | 7,772 | $ | 308 | |||||||
|
|
For the period ended June 30, 2012, the total amount of all open forward currency 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 $1,703,401 ($ Thousands).
* | Non-income producing security. |
** | Rate shown is the 7-day effective yield as of June 30, 2012. |
| Investment in Affiliated Security. |
(A) | Security fair valued using methods determined in good faith by the Valuation Committee of the Board of Trustees. The total market value of such securities as of June 30, 2012 was $1,444,093 ($ Thousands) and represented 84.8% of Net Assets. |
(B) | This security or a partial position of this security is on loan at June 30, 2012. The total market value of securities on loan at June 30, 2012 was $120,403 ($ Thousands). |
(C) | Real Estate Investment Trust. |
(D) | Securities considered illiquid. The total market value of such securities as of June 30, 2012 was $354 ($ Thousands) and represented 0.0% of Net Assets. |
(E) | The rate reported is the effective yield at time of purchase. |
(F) | This security was purchased with cash collateral held from securities on loan. The total value of such securities as of June 30, 2012 was $118,637 ($ Thousands). |
§ | At June 30, 2012, the tax basis cost of the Funds investments was $1,873,836 ($ Thousands), and the unrealized appreciation and depreciation were $103,138 ($ Thousands) and ($197,067) ($ Thousands) respectively. |
ADR American Depositary Receipt
Cl Class
DJ Dow Jones
EUR Euro
FTSE Financial Times and the London Stock Exchange
GBP British Pound Sterling
L.P. Limited Partnership
Ser Series
SPI Share Price Index
USD US Dollar
The following is a summary of the inputs used as of June 30, 2012, in valuing the Funds investments carried at value ($ Thousands):
Investments in Securities | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Common Stock |
$ | 178,959 | $ | 1,439,884 | $ | 354 | $ | 1,619,197 | ||||||||
Preferred Stock |
| 3,855 | | 3,855 | ||||||||||||
Rights |
41 | | | 41 | ||||||||||||
U.S. Treasury Obligations |
| 2,260 | | 2,260 | ||||||||||||
Affiliated Partnership |
| 118,637 | | 118,637 | ||||||||||||
Cash Equivalent |
35,917 | | | 35,917 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments in Securities |
$ | 214,915 | $ | 1,564,638 | $ | 354 | $ | 1,779,907 | ||||||||
|
|
|
|
|
|
|
|
Other Financial Instruments | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Futures Contracts* |
$ | 1,652 | $ | | $ | | $ | 1,652 | ||||||||
Forwards Contracts* |
| 308 | | 308 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Other Financial Instruments |
$ | 1,652 | $ | 308 | $ | | $ | 1,960 | ||||||||
|
|
|
|
|
|
|
|
* | Futures and forwards contracts are valued at the unrealized appreciation on the instrument. |
For the period ended June 30, 2012, there were transfers between Level 1 and Level 2 assets and liabilities. The primary reason for changes in the classifications between Level 1 and Level 2 occurs when foreign equity securities are fair valued using other observable market-based inputs in place of the closing exchange price due to events occurring after the close of the exchange or market on which the investment is principally traded.
Investments in Common Stock |
||||
Beginning balance as of October 1, 2011 |
$ | | ||
Accrued discounts/premiums |
| |||
Realized gain/(loss) |
| |||
Change in unrealized appreciation/(depreciation) |
| |||
Purchases |
| |||
Sales |
| |||
Transfer into Level 3 |
354 | |||
Transfer out of Level 3 |
| |||
|
|
|||
Ending balance as of June 30, 2012 |
$ | 354 | ||
|
|
|||
Change in unrealized gains/(losses) included in earnings related to securities still held at reporting date |
$ | 1 | ||
|
|
For the period ended June 30, 2012, there was a transfer between Level 2 and Level 3 assets and liabilities for certain securities. The transfer was due to a change in the availability of observable inputs used to determine fair value.
Amounts designated as are $O or have been rounded to $O.
For information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial statements.
9 | SEI Institutional International Trust / Quarterly Report / June 30, 2012 |
Schedule of Investments (Unaudited)
Emerging Markets Equity Fund
June 30, 2012
Description | Shares | Market Value ($ Thousands) |
||||||
COMMON STOCK 92.3% |
||||||||
Argentina 0.3% |
||||||||
Tenaris ADR (A) |
45,281 | $ | 1,584 | |||||
YPF ADR |
50,800 | 627 | ||||||
|
|
|||||||
2,211 | ||||||||
|
|
|||||||
Brazil 8.9% |
||||||||
All America Latina Logistica |
165,664 | 696 | ||||||
B2W Cia Global Do Varejo * |
47,600 | 142 | ||||||
Banco Bradesco (A) |
292,003 | 4,342 | ||||||
Banco Bradesco ADR |
8,415 | 125 | ||||||
Banco do Brasil |
108,780 | 1,048 | ||||||
Banco Santander Brasil ADR |
364,815 | 2,827 | ||||||
BM&FBovespa |
619,029 | 3,107 | ||||||
BR Malls Participacoes |
126,300 | 1,424 | ||||||
Brasil Insurance Participacoes e Administracao |
209,800 | 1,855 | ||||||
Braskem ADR (A) |
62,210 | 828 | ||||||
BRF-Brasil Foods ADR (A) |
93,620 | 1,422 | ||||||
Centrais Eletricas Brasileiras |
142,980 | 1,005 | ||||||
Cia Hering |
134,925 | 2,550 | ||||||
Cyrela Brazil Realty Empreendimentos e Participacoes |
266,667 | 1,955 | ||||||
Duratex |
2,500 | 13 | ||||||
EDP-Energias do Brasil |
93,200 | 600 | ||||||
Embraer |
49,643 | 1,317 | ||||||
Even Construtora e Incorporadora |
219,339 | 739 | ||||||
Fibria Celulose * |
41,000 | 304 | ||||||
Fibria Celulose ADR *(A) |
290,795 | 2,178 | ||||||
Gerdau ADR (A) |
541,846 | 4,747 | ||||||
Gol Linhas Aereas Inteligentes ADR *(A) |
138,345 | 610 | ||||||
Grendene |
1,380 | 7 | ||||||
Helbor Empreendimentos |
101,565 | 437 | ||||||
Hypermarcas * |
240,660 | 1,411 | ||||||
Iochpe-Maxion |
45,869 | 524 | ||||||
JBS * |
208,200 | 622 | ||||||
Kroton Educacional * |
107,453 | 1,534 | ||||||
Localiza Rent a Car |
62,212 | 931 | ||||||
M Dias Branco |
73,421 | 2,144 | ||||||
Magnesita Refratarios |
158,400 | 502 | ||||||
MRV Engenharia e Participacoes |
586,932 | 2,690 | ||||||
Obrascon Huarte Lain Brasil |
26,045 | 228 | ||||||
Oi |
127,655 | 601 | ||||||
Oi ADR (A) |
76,658 | 808 | ||||||
Petroleo Brasileiro |
456,747 | 7,810 | ||||||
Porto Seguro |
101,170 | 858 | ||||||
Qualicorp * |
160,600 | 1,384 | ||||||
Restoque Comercio e Confeccoes de Roupas |
130,500 | 661 | ||||||
Santos Brasil Participacoes |
68,920 | 1,019 | ||||||
Sao Martinho |
7,192 | 72 | ||||||
Sul America |
161,351 | 1,254 | ||||||
Telefonica Brasil ADR (A) |
58,202 | 1,440 | ||||||
Tim Participacoes |
51,687 | 1,419 | ||||||
Totvs |
208,892 | 4,005 | ||||||
Vale |
58,092 | 1,150 | ||||||
Vale, Cl B |
335,315 | 6,656 | ||||||
|
|
|||||||
74,001 | ||||||||
|
|
|||||||
Canada 1.0% |
||||||||
Africa Oil * |
77,063 | 593 |
Description | Shares | Market Value ($ Thousands) |
||||||
Alamos Gold |
95,100 | $ | 1,483 | |||||
First Majestic Silver * |
50,600 | 730 | ||||||
Gran Tierra Energy * |
138,932 | 682 | ||||||
Pacific Rubiales Energy |
138,779 | 2,935 | ||||||
Yamana Gold |
115,487 | 1,778 | ||||||
|
|
|||||||
8,201 | ||||||||
|
|
|||||||
Chile 0.5% |
||||||||
Banco Santander Chile ADR |
8,802 | 682 | ||||||
Cia Cervecerias Unidas ADR |
4,804 | 300 | ||||||
Enersis |
41,427 | 775 | ||||||
Latam Airlines Group ADR (A) |
29,103 | 760 | ||||||
Sociedad Quimica y Minera de Chile ADR (A) |
25,194 | 1,402 | ||||||
|
|
|||||||
3,919 | ||||||||
|
|
|||||||
China 11.6% |
||||||||
AAC Technologies Holdings (A)(B) |
1,336,680 | 3,890 | ||||||
Agricultural Bank of China (A)(B) |
9,207,432 | 3,730 | ||||||
Asia Cement China Holdings (B) |
300,500 | 135 | ||||||
Baidu * |
27,100 | 3,116 | ||||||
Bank of China (B) |
9,408,989 | 3,615 | ||||||
Bank of Communications (A)(B) |
2,975,347 | 2,020 | ||||||
Beijing Capital International Airport (B) |
1,332,000 | 814 | ||||||
BYD Electronic International (B) |
2,340,000 | 473 | ||||||
China BlueChemical (B) |
564,620 | 323 | ||||||
China Coal Energy (B) |
1,372,000 | 1,139 | ||||||
China Communications Services (B) |
466,000 | 232 | ||||||
China Construction Bank (B) |
10,949,634 | 7,566 | ||||||
China Dongxiang Group (B) |
4,434,000 | 404 | ||||||
China Liansu Group Holdings (A)(B) |
2,191,700 | 957 | ||||||
China Life Insurance (A)(B) |
602,000 | 1,586 | ||||||
China Merchants Bank (B) |
1,304,931 | 2,475 | ||||||
China National Materials (A)(B) |
7,816,438 | 2,441 | ||||||
China Petroleum & Chemical (B) |
2,324,646 | 2,078 | ||||||
China Petroleum & Chemical ADR (A) |
10,300 | 919 | ||||||
China Railway Construction (A)(B) |
356,500 | 299 | ||||||
China Railway Group (B) |
1,655,000 | 699 | ||||||
China Shenhua Energy (B) |
287,503 | 1,017 | ||||||
China Telecom (B) |
3,100,000 | 1,361 | ||||||
China Vanke, Cl B (B) |
1,322,800 | 1,744 | ||||||
China Zhongwang Holdings (B) |
483,005 | 186 | ||||||
Chongqing Rural Commercial Bank (B) |
2,226,612 | 909 | ||||||
Daphne International Holdings (B) |
2,554,000 | 2,606 | ||||||
Dongfeng Motor Group (B) |
914,120 | 1,429 | ||||||
First Tractor (A)(B) |
2,763,900 | 2,240 | ||||||
Foxconn International Holdings *(A)(B) |
3,333,000 | 1,218 | ||||||
Giant Interactive Group ADR (A) |
168,628 | 814 | ||||||
Golden Eagle Retail Group (A)(B) |
450,500 | 923 | ||||||
Great Wall Motor (A)(B) |
693,679 | 1,399 | ||||||
Guangzhou Automobile Group (A)(B) |
1,322,415 | 1,112 | ||||||
Harbin Electric (A)(B) |
536,682 | 437 | ||||||
Hidili Industry International |
3,895,366 | 1,092 | ||||||
Huaneng Power International (A)(B) |
3,746,800 | 2,833 | ||||||
Industrial & Commercial Bank of China (B) |
13,698,912 | 7,680 | ||||||
Inner Mongolia Yitai Coal, Cl B (B) |
41,922 | 238 |
1 | SEI Institutional International Trust / Quarterly Report / June 30, 2012 |
Schedule of Investments (Unaudited)
Emerging Markets Equity Fund
June 30, 2012
Description | Shares | Market Value ($ Thousands) |
||||||
Lianhua Supermarket Holdings (A)(B) |
1,014,000 | $ | 974 | |||||
NetEase ADR * |
25,479 | 1,499 | ||||||
PetroChina (B) |
2,700,119 | 3,495 | ||||||
PetroChina ADR (A) |
27,862 | 3,598 | ||||||
PICC Property & Casualty (B) |
1,234,000 | 1,404 | ||||||
Ping An Insurance Group (B) |
345,500 | 2,794 | ||||||
Prince Frog International Holdings (A)(B) |
4,925,600 | 1,776 | ||||||
SINA * |
24,000 | 1,243 | ||||||
Sinotrans (B) |
3,405,000 | 558 | ||||||
Soho China (A)(B) |
1,148,028 | 881 | ||||||
Sohu.com *(A) |
41,800 | 1,866 | ||||||
Tencent Holdings (B) |
86,900 | 2,567 | ||||||
Tingyi Cayman Islands Holding (B) |
548,000 | 1,412 | ||||||
Travelsky Technology (B) |
362,880 | 189 | ||||||
Tsingtao Brewery (A)(B) |
256,000 | 1,463 | ||||||
Weiqiao Textile (A)(B) |
892,900 | 333 | ||||||
Zhejiang Expressway (B) |
1,012,000 | 672 | ||||||
Zoomlion Heavy Industry Science and Technology (A)(B) |
1,657,260 | 2,132 | ||||||
|
|
|||||||
97,005 | ||||||||
|
|
|||||||
Colombia 0.9% |
||||||||
Almacenes Exito |
42,561 | 704 | ||||||
Bancolombia, Cl R (A) |
63,000 | 3,896 | ||||||
Ecopetrol |
189,099 | 528 | ||||||
Ecopetrol ADR (A) |
35,500 | 1,981 | ||||||
|
|
|||||||
7,109 | ||||||||
|
|
|||||||
Cyprus 0.4% |
||||||||
Eurasia Drilling GDR (B)(C) |
140,201 | 3,590 | ||||||
|
|
|||||||
Czech Republic 0.2% |
||||||||
CEZ |
17,261 | 598 | ||||||
Komercni Banka (A)(B) |
6,900 | 1,206 | ||||||
|
|
|||||||
1,804 | ||||||||
|
|
|||||||
Denmark 0.2% |
||||||||
Carlsberg, Cl B (B) |
19,447 | 1,539 | ||||||
|
|
|||||||
Egypt 0.1% |
||||||||
Commercial International Bank Egypt (B) |
200,196 | 870 | ||||||
Orascom Telecom Media And Technology Holding SAE GDR * |
157,743 | 189 | ||||||
|
|
|||||||
1,059 | ||||||||
|
|
|||||||
Guernsey 0.0% |
||||||||
Etalon Group GDR *(C)(D) |
56,800 | 310 | ||||||
|
|
|||||||
Hong Kong 6.3% |
||||||||
Chaoda Modern Agriculture *(D) |
2,056,181 | 292 | ||||||
China High Precision Automation Group |
1,385,624 | 480 | ||||||
China Mengniu Dairy (A)(B) |
1,003,815 | 2,658 | ||||||
China Mobile (B) |
1,009,434 | 11,083 | ||||||
China Mobile ADR (A) |
59,940 | 3,277 | ||||||
China Power International Development |
2,184,200 | 576 | ||||||
China Resources Gas Group (B) |
1,451,576 | 2,514 | ||||||
China State Construction International Holdings (B) |
3,106,584 | 2,949 | ||||||
China Unicom Hong Kong ADR (A) |
178,690 | 2,243 |
Description | Shares | Market Value ($ Thousands) |
||||||
CNOOC (B) |
1,610,336 | $ | 3,247 | |||||
CNOOC ADR (A) |
9,710 | 1,954 | ||||||
Cosco International Holdings (B) |
208,805 | 81 | ||||||
COSCO Pacific (A)(B) |
572,000 | 785 | ||||||
Dah Chong Hong Holdings (B) |
1,158,200 | 1,042 | ||||||
Global Bio-Chemical Technology Group (B) |
3,309,300 | 480 | ||||||
Haier Electronics Group *(B) |
1,797,100 | 2,170 | ||||||
Hengdeli Holdings (B) |
6,072,000 | 1,940 | ||||||
KWG Property Holding (A)(B) |
3,561,467 | 2,278 | ||||||
Lenovo Group (B) |
1,494,552 | 1,275 | ||||||
Minth Group (A)(B) |
460,000 | 499 | ||||||
NWS Holdings (B) |
489,224 | 716 | ||||||
Shanghai Industrial Holdings (B) |
301,000 | 799 | ||||||
Sino Biopharmaceutical (B) |
3,372,000 | 1,223 | ||||||
SJM Holdings (B) |
777,405 | 1,457 | ||||||
Skyworth Digital Holdings (A)(B) |
284,000 | 127 | ||||||
TPV Technology (B) |
407,890 | 83 | ||||||
Vinda International Holdings (B) |
3,411,276 | 5,095 | ||||||
Xinyi Glass Holdings (B) |
2,384,944 | 1,286 | ||||||
Yuexiu Real Estate Investment (B)(E) |
266,538 | 129 | ||||||
|
|
|||||||
52,738 | ||||||||
|
|
|||||||
Hungary 0.1% |
||||||||
EGIS Pharmaceuticals (B) |
1,778 | 116 | ||||||
OTP Bank (A)(B) |
14,249 | 227 | ||||||
Richter Gedeon (A)(B) |
2,078 | 344 | ||||||
|
|
|||||||
687 | ||||||||
|
|
|||||||
India 5.9% |
||||||||
Allahabad Bank (B) |
70,482 | 191 | ||||||
Andhra Bank (B) |
301,902 | 643 | ||||||
Asian Paints (B) |
24,825 | 1,733 | ||||||
Bajaj Holdings and Investment (B) |
12,648 | 177 | ||||||
Ballarpur Industries (B) |
1,311,301 | 489 | ||||||
Bank of Baroda (B) |
47,330 | 625 | ||||||
Bank of India (B) |
86,830 | 542 | ||||||
Cairn India *(B) |
688,063 | 3,822 | ||||||
Chambal Fertilizers & Chemicals (B) |
428,234 | 562 | ||||||
Corporation Bank (B) |
14,494 | 109 | ||||||
Cummins India (B) |
120,380 | 973 | ||||||
Divis Laboratories (B) |
91,478 | 1,686 | ||||||
Glenmark Pharmaceuticals (B) |
221,841 | 1,450 | ||||||
Godrej Consumer Products (B) |
117,570 | 1,220 | ||||||
Grasim Industries (B) |
9,734 | 462 | ||||||
Havells India (B) |
123,127 | 1,295 | ||||||
HCL Technologies (B) |
120,252 | 1,033 | ||||||
HDFC Bank ADR (A) |
37,700 | 1,229 | ||||||
Hexaware Technologies (B) |
162,156 | 375 | ||||||
Hindustan Petroleum |
74,330 | 446 | ||||||
ICICI Bank (B) |
11,440 | 186 | ||||||
ICICI Bank ADR |
157,474 | 5,104 | ||||||
India Cements (B) |
449,210 | 706 | ||||||
Indiabulls Financial Services (B) |
218,840 | 906 | ||||||
Indian Bank (B) |
146,669 | 465 | ||||||
Jubilant Life Sciences (B) |
169,946 | 543 | ||||||
Mahindra & Mahindra GDR |
101,583 | 1,287 | ||||||
McLeod Russel India (B) |
20,755 | 111 | ||||||
NMDC (B) |
170,580 | 573 | ||||||
Oil & Natural Gas (B) |
162,136 | 832 | ||||||
Oil India (B) |
19,676 | 176 | ||||||
Oriental Bank of Commerce (B) |
173,340 | 793 | ||||||
Patni Computer Systems * |
48,496 | 452 | ||||||
Reliance Industries (B) |
193,460 | 2,576 |
SEI Institutional International Trust / Quarterly Report / June 30, 2012 | 2 |
Schedule of Investments (Unaudited)
Emerging Markets Equity Fund
June 30, 2012
Description | Shares | Market Value ($ Thousands) |
||||||
Reliance Industries GDR (B)(C) |
123,852 | $ | 3,297 | |||||
Rolta India (B) |
365,340 | 530 | ||||||
Rural Electrification (B) |
644,615 | 2,227 | ||||||
Shriram Transport Finance (B) |
166,698 | 1,590 | ||||||
State Bank of India (B) |
65,094 | 2,539 | ||||||
State Bank of India GDR (C) |
8,510 | 658 | ||||||
Steel Authority of India (B) |
271,080 | 444 | ||||||
Sterlite Industries India (B) |
304,470 | 569 | ||||||
Sterlite Industries India ADR (A) |
45,590 | 346 | ||||||
Syndicate Bank (B) |
219,373 | 424 | ||||||
Tata Chemicals (B) |
100,421 | 562 | ||||||
UCO Bank (B) |
227,884 | 327 | ||||||
United Phosphorus (B) |
76,264 | 173 | ||||||
Yes Bank (B) |
231,420 | 1,417 | ||||||
|
|
|||||||
48,875 | ||||||||
|
|
|||||||
Indonesia 2.1% |
||||||||
AKR Corporindo (B) |
2,676,422 | 1,001 | ||||||
Aneka Tambang (B) |
3,608,894 | 519 | ||||||
Astra Agro Lestari (B) |
331,399 | 716 | ||||||
Bank Bukopin (B) |
3,373,948 | 229 | ||||||
Bank Mandiri (B) |
1,493,200 | 1,159 | ||||||
Bank Negara Indonesia Persero (B) |
1,231,500 | 506 | ||||||
Bank Rakyat Indonesia Persero (B) |
6,511,015 | 4,459 | ||||||
Charoen Pokphand Indonesia (B) |
842,489 | 311 | ||||||
Indo Tambangraya Megah (B) |
99,500 | 385 | ||||||
Indofood CBP Sukses Makmur *(B) |
347,434 | 215 | ||||||
Indosat (B) |
1,341,000 | 624 | ||||||
Japfa Comfeed Indonesia (B) |
527,131 | 279 | ||||||
Medco Energi Internasional (B) |
1,716,000 | 331 | ||||||
Perusahaan Perkebunan London Sumatra Indonesia (B) |
3,083,411 | 885 | ||||||
Sampoerna Agro (B) |
282,000 | 90 | ||||||
Semen Gresik Persero (B) |
1,173,700 | 1,425 | ||||||
Tambang Batubara Bukit Asam (B) |
530,500 | 836 | ||||||
Telekomunikasi Indonesia (B) |
714,664 | 624 | ||||||
United Tractors (B) |
1,153,071 | 2,653 | ||||||
XL Axiata (B) |
971,000 | 641 | ||||||
|
|
|||||||
17,888 | ||||||||
|
|
|||||||
Ireland 0.1% |
||||||||
Kenmare Resources *(B) |
1,618,011 | 1,004 | ||||||
|
|
|||||||
Israel 0.4% |
||||||||
Israel Chemicals (B) |
268,657 | 2,975 | ||||||
|
|
|||||||
Kazakhstan 0.3% |
||||||||
Halyk Savings Bank of Kazakhstan GDR * |
218,990 | 1,088 | ||||||
Zhaikmunai L.P. GDR *(B) |
117,326 | 999 | ||||||
|
|
|||||||
2,087 | ||||||||
|
|
|||||||
Macau 0.3% |
||||||||
Sands China (A)(B) |
893,900 | 2,876 | ||||||
|
|
|||||||
Malaysia 2.1% |
||||||||
Affin Holdings (B) |
96,100 | 101 | ||||||
Axiata Group (B) |
1,419,436 | 2,457 | ||||||
Berjaya Sports Toto (B) |
237,904 | 323 | ||||||
British American Tobacco Malaysia (B) |
34,351 | 608 | ||||||
Digi.Com (B) |
568,960 | 764 | ||||||
DRB-Hicom (B) |
967,872 | 775 |
Description | Shares | Market Value ($ Thousands) |
||||||
Gamuda (B) |
1,365,783 | $ | 1,517 | |||||
Genting Malaysia (B) |
710,156 | 811 | ||||||
Hong Leong Financial Group (B) |
84,800 | 329 | ||||||
IOI (B) |
100,415 | 165 | ||||||
KLCC Property Holdings (B) |
106,600 | 156 | ||||||
Kuala Lumpur Kepong (B) |
45,800 | 333 | ||||||
Kulim Malaysia (B) |
273,500 | 407 | ||||||
Lafarge Malayan Cement (B) |
51,587 | 119 | ||||||
Malayan Banking (B) |
185,688 | 511 | ||||||
Malaysia Building Society (B) |
639,173 | 462 | ||||||
Media Prima (B) |
151,347 | 106 | ||||||
Parkson Holdings (B) |
336,718 | 488 | ||||||
Pharmaniaga |
1,277 | | ||||||
Public Bank (B) |
406,200 | 1,765 | ||||||
Telekom Malaysia (B) |
281,476 | 503 | ||||||
Tenaga Nasional (B) |
136,425 | 291 | ||||||
Top Glove (B) |
1,133,328 | 1,864 | ||||||
Tradewinds Malaysia (B) |
35,682 | 101 | ||||||
UEM Land Holdings *(B) |
1,918,100 | 1,270 | ||||||
UMW Holdings (B) |
487,644 | 1,411 | ||||||
|
|
|||||||
17,637 | ||||||||
|
|
|||||||
Mexico 5.0% |
||||||||
Alfa, Cl A |
169,752 | 2,696 | ||||||
America Movil, Ser L |
1,725,929 | 5,152 | ||||||
Cemex ADR * |
301,658 | 2,030 | ||||||
Consorcio ARA * |
781,500 | 260 | ||||||
Desarrolladora Homex ADR *(A) |
141,371 | 2,177 | ||||||
Empresas ICA ADR * |
86,480 | 601 | ||||||
Fomento Economico Mexicano |
29,055 | 2,593 | ||||||
Genomma Lab Internacional, Cl B *(A) |
2,773,301 | 5,443 | ||||||
GEO * |
2,294,130 | 2,565 | ||||||
Gruma, Cl B * |
249,086 | 612 | ||||||
Grupo Financiero Banorte, Cl O |
915,030 | 4,699 | ||||||
Grupo Herdez |
32,876 | 75 | ||||||
Grupo Mexico, Ser B |
497,586 | 1,469 | ||||||
Grupo Modelo |
429,396 | 3,774 | ||||||
Grupo Televisa ADR |
205,366 | 4,411 | ||||||
Industrias, Cl B * |
44,233 | 199 | ||||||
Kimberly-Clark de Mexico, Cl A |
943,400 | 1,836 | ||||||
Wal-Mart de Mexico, Ser V |
441,199 | 1,173 | ||||||
|
|
|||||||
41,765 | ||||||||
|
|
|||||||
Netherlands 0.2% |
||||||||
VimpelCom ADR |
119,560 | 969 | ||||||
Yandex, Cl A * |
35,100 | 669 | ||||||
|
|
|||||||
1,638 | ||||||||
|
|
|||||||
Peru 0.5% |
||||||||
BBVA Banco Continental |
74,908 | 169 | ||||||
Cia de Minas Buenaventura ADR |
30,700 | 1,166 | ||||||
Credicorp |
20,400 | 2,568 | ||||||
Intercorp Financial Services |
8,266 | 252 | ||||||
|
|
|||||||
4,155 | ||||||||
|
|
|||||||
Philippines 1.0% |
||||||||
Alliance Global Group (B) |
2,157,288 | 596 | ||||||
BDO Unibank (B) |
1,189,553 | 1,798 | ||||||
Energy Development (B) |
5,766,928 | 828 | ||||||
International Container Terminal Services (B) |
1,263,044 | 2,217 | ||||||
Manila Electric (B) |
25,780 | 156 | ||||||
Megaworld (B) |
7,326,000 | 384 |
3 | SEI Institutional International Trust / Quarterly Report / June 30, 2012 |
Schedule of Investments (Unaudited)
Emerging Markets Equity Fund
June 30, 2012
Description | Shares | Market Value ($ Thousands) |
||||||
Nickel Asia (B) |
142,900 | $ | 102 | |||||
Rizal Commercial Banking (B) |
66,500 | 70 | ||||||
Security Bank (B) |
70,270 | 239 | ||||||
SM Investments (B) |
77,903 | 1,355 | ||||||
Universal Robina (B) |
300,934 | 451 | ||||||
|
|
|||||||
8,196 | ||||||||
|
|
|||||||
Poland 0.7% |
||||||||
Asseco Poland (B) |
43,759 | 642 | ||||||
Bank Pekao (B) |
9,370 | 427 | ||||||
Jastrzebska Spolka Weglowa *(A)(B) |
11,100 | 334 | ||||||
KGHM Polska Miedz (B) |
46,135 | 2,016 | ||||||
PGE (B) |
192,356 | 1,124 | ||||||
Polish Oil & Gas (B) |
122,020 | 152 | ||||||
Polski Koncern Naftowy Orlen (B) |
123,141 | 1,385 | ||||||
|
|
|||||||
6,080 | ||||||||
|
|
|||||||
Russia 7.1% |
||||||||
Alliance Oil *(A)(B) |
157,214 | 1,437 | ||||||
Gazprom ADR |
860,635 | 8,176 | ||||||
Gazprom Neft JSC ADR |
11,637 | 267 | ||||||
Globaltrans Investment GDR (B)(C) |
221,589 | 4,002 | ||||||
Lukoil (A) |
133,728 | 7,499 | ||||||
Magnit GDR (A)(B) |
103,259 | 3,121 | ||||||
Mail.ru Group *(B) |
59,270 | 2,019 | ||||||
MMC Norilsk Nickel ADR (B) |
46,965 | 780 | ||||||
Mobile Telesystems ADR (A) |
153,691 | 2,644 | ||||||
NovaTek (B) |
21,705 | 2,318 | ||||||
Pharmstandard GDR * |
36,310 | 517 | ||||||
Rosneft Oil GDR (B) |
733,411 | 4,619 | ||||||
Rosneft Oil GDR (C) |
25,634 | 161 | ||||||
Sberbank of Russia ADR (A) |
695,169 | 7,522 | ||||||
Sberbank of Russia ADR (B) |
357,512 | 3,772 | ||||||
Severstal GDR (B) |
47,025 | 555 | ||||||
Surgutneftegas ADR |
32,685 | 273 | ||||||
Surgutneftegas ADR (B) |
5,770 | 48 | ||||||
Tatneft ADR (B) |
9,018 | 304 | ||||||
TMK GDR (B) |
172,855 | 2,083 | ||||||
Uralkali GDR (B) |
48,743 | 1,877 | ||||||
VTB Bank GDR (B) |
902,352 | 3,205 | ||||||
X5 Retail Group GDR *(B) |
96,167 | 2,200 | ||||||
|
|
|||||||
59,399 | ||||||||
|
|
|||||||
Singapore 0.2% |
||||||||
China Yuchai International |
30,209 | 413 | ||||||
Golden Agri-Resources (SGD) (B) |
2,814,000 | 1,503 | ||||||
|
|
|||||||
1,916 | ||||||||
|
|
|||||||
South Africa 6.0% |
||||||||
ABSA Group (B) |
45,736 | 792 | ||||||
African Bank Investments (B) |
482,691 | 2,147 | ||||||
Anglo American Platinum (A)(B) |
37,298 | 2,220 | ||||||
AngloGold Ashanti (B) |
21,998 | 751 | ||||||
ArcelorMittal South Africa (B) |
145,522 | 935 | ||||||
AVI (B) |
180,472 | 1,106 | ||||||
Barloworld (B) |
309,743 | 3,069 | ||||||
Bidvest Group (B) |
64,364 | 1,437 | ||||||
Coronation Fund Managers (B) |
29,871 | 101 | ||||||
Exxaro Resources (B) |
222,358 | 5,190 | ||||||
FirstRand (B) |
315,725 | 1,021 | ||||||
Gold Fields (B) |
89,580 | 1,139 | ||||||
Impala Platinum Holdings (B) |
45,655 | 758 | ||||||
Imperial Holdings (B) |
73,073 | 1,542 | ||||||
Investec (B) |
27,418 | 161 | ||||||
JD Group (B) |
153,600 | 810 |
Description | Shares | Market Value ($ Thousands) |
||||||
Kumba Iron Ore (B) |
20,022 | $ | 1,349 | |||||
Liberty Holdings (B) |
87,400 | 929 | ||||||
Life Healthcare Group Holdings (B) |
559,038 | 2,131 | ||||||
Mondi (B) |
76,006 | 649 | ||||||
MTN Group (B) |
216,052 | 3,740 | ||||||
Murray & Roberts Holdings (B) |
578,508 | 1,756 | ||||||
Naspers, Cl N (B) |
28,154 | 1,503 | ||||||
Netcare (B) |
214,447 | 420 | ||||||
RMB Holdings (B) |
180,751 | 773 | ||||||
Sanlam (B) |
266,337 | 1,169 | ||||||
Sappi (B) |
40,682 | 137 | ||||||
Sasol (B) |
35,112 | 1,480 | ||||||
Sasol ADR (A) |
21,275 | 903 | ||||||
Shoprite Holdings (B) |
103,820 | 1,916 | ||||||
Standard Bank Group (B) |
437,280 | 5,925 | ||||||
Telkom (B) |
148,400 | 346 | ||||||
Vodacom Group (A)(B) |
138,275 | 1,574 | ||||||
|
|
|||||||
49,879 | ||||||||
|
|
|||||||
South Korea 13.9% |
||||||||
BS Financial Group (B) |
87,448 | 978 | ||||||
CrucialTec *(B) |
748 | 5 | ||||||
Daelim Industrial (B) |
17,933 | 1,433 | ||||||
Daesang (B) |
24,441 | 379 | ||||||
Daishin Securities (B) |
40,932 | 303 | ||||||
Daou Technology (B) |
83,937 | 908 | ||||||
Daum Communications (B) |
8,651 | 778 | ||||||
Doosan (B) |
5,515 | 631 | ||||||
Gamevil *(B) |
14,539 | 1,139 | ||||||
Grand Korea Leisure (B) |
31,140 | 646 | ||||||
GS Home Shopping (B) |
3,939 | 333 | ||||||
Halla Climate Control (B) |
20,603 | 440 | ||||||
Hankook Tire (B) |
34,400 | 1,372 | ||||||
Hite Jinro (B) |
54,259 | 1,027 | ||||||
Hyundai Development (B) |
36,980 | 791 | ||||||
Hyundai Mobis (B) |
8,750 | 2,121 | ||||||
Hyundai Motor (B) |
26,657 | 5,473 | ||||||
Hyundai Wia (B) |
11,716 | 1,750 | ||||||
Industrial Bank of Korea (B) |
55,200 | 622 | ||||||
KB Financial Group (B) |
57,694 | 1,885 | ||||||
KB Financial Group ADR (A) |
84,265 | 2,755 | ||||||
KCC (B) |
12,080 | 2,961 | ||||||
Kia Motors (B) |
58,071 | 3,827 | ||||||
Korea Electric Power *(B) |
77,030 | 1,736 | ||||||
Korea Electric Power ADR |
31,820 | 356 | ||||||
Korea Exchange Bank (B) |
185,680 | 1,330 | ||||||
Korea Zinc (B) |
9,252 | 3,147 | ||||||
KT (B) |
13,830 | 367 | ||||||
KT ADR (A) |
185,420 | 2,444 | ||||||
KT&G |
41,651 | 2,953 | ||||||
LG Chem (B) |
10,449 | 2,705 | ||||||
LG Display ADR (A) |
90,640 | 857 | ||||||
LG Electronics (B) |
36,800 | 1,983 | ||||||
LG Philips LCD (B) |
15,560 | 294 | ||||||
Lotte Chilsung Beverage (B) |
1,623 | 2,082 | ||||||
Lotte Confectionery (B) |
1,234 | 1,687 | ||||||
Mando (B) |
18,449 | 2,754 | ||||||
Mirae Asset Securities (B) |
31,220 | 856 | ||||||
NHN (B) |
5,967 | 1,309 | ||||||
Nong Shim (B) |
6,922 | 1,251 | ||||||
POSCO (B) |
3,851 | 1,233 | ||||||
POSCO ADR (A) |
1,620 | 130 | ||||||
Samsung Electronics (B) |
27,868 | 29,512 |
SEI Institutional International Trust / Quarterly Report / June 30, 2012 | 4 |
Schedule of Investments (Unaudited)
Emerging Markets Equity Fund
June 30, 2012
Description | Shares | Market Value ($ Thousands) |
||||||
Samsung Fire & Marine Insurance (B) |
6,211 | $ | 1,232 | |||||
Samsung Heavy Industries (B) |
28,785 | 953 | ||||||
Samsung Life Insurance (B) |
29,499 | 2,411 | ||||||
Samsung SDI (B) |
8,617 | 1,154 | ||||||
Shinhan Financial Group (B) |
112,904 | 3,958 | ||||||
Shinsegae (B) |
6,114 | 1,127 | ||||||
Silicon Works (B) |
79,474 | 2,036 | ||||||
SK Holdings (B) |
14,402 | 1,692 | ||||||
SK Innovation (B) |
6,563 | 804 | ||||||
SK Telecom (B) |
11,061 | 1,210 | ||||||
SK Telecom ADR (A) |
331,512 | 4,011 | ||||||
Sung Kwang Bend (B) |
69,046 | 1,178 | ||||||
Taekwang Industrial (B) |
109 | 80 | ||||||
Tong Yang Life Insurance (B) |
25,948 | 243 | ||||||
Woongjin Coway (B) |
57,050 | 1,781 | ||||||
Youngone (B) |
4,540 | 126 | ||||||
Yuhan (B) |
7,698 | 900 | ||||||
|
|
|||||||
116,439 | ||||||||
|
|
|||||||
Taiwan 8.4% |
||||||||
Asustek Computer (B) |
157,740 | 1,450 | ||||||
AU Optronics (B) |
856,000 | 348 | ||||||
AU Optronics ADR (A) |
144,290 | 580 | ||||||
Catcher Technology (B) |
238,000 | 1,606 | ||||||
Chailease Holding (B) |
236,000 | 345 | ||||||
Chicony Electronics (B) |
146,317 | 272 | ||||||
China Steel Chemical (B) |
168,800 | 772 | ||||||
Chinatrust Financial Holding (B) |
743,310 | 429 | ||||||
Chunghwa Telecom (B) |
481,056 | 1,514 | ||||||
Chunghwa Telecom ADR (A) |
47,140 | 1,482 | ||||||
Compal Electronics (B) |
526,000 | 487 | ||||||
CTCI (B) |
187,000 | 350 | ||||||
Elan Microelectronics (B) |
1,021,000 | 1,521 | ||||||
Epistar (B) |
485,000 | 1,078 | ||||||
Evergreen Marine Taiwan (B) |
2,572,708 | 1,400 | ||||||
Farglory Land Development (B) |
353,857 | 630 | ||||||
Formosa Chemicals & Fibre (B) |
170,321 | 451 | ||||||
Formosa Taffeta (B) |
88,000 | 80 | ||||||
Highwealth Construction (B) |
231,952 | 365 | ||||||
Hon Hai Precision Industry (B) |
2,997,384 | 9,063 | ||||||
Huaku Development (B) |
172,742 | 422 | ||||||
Lite-On Technology (B) |
946,745 | 1,192 | ||||||
Merida Industry (B) |
470,000 | 1,715 | ||||||
MStar Semiconductor (B) |
245,000 | 1,653 | ||||||
Nan Ya Printed Circuit Board (B) |
517,049 | 880 | ||||||
Novatek Microelectronics (B) |
248,000 | 768 | ||||||
Pegatron (B) |
992,738 | 1,310 | ||||||
Phison Electronics (B) |
192,000 | 1,558 | ||||||
Pou Chen (B) |
1,059,000 | 908 | ||||||
Powertech Technology (B) |
411,500 | 804 | ||||||
President Chain Store (B) |
125,652 | 670 | ||||||
Radiant Opto-Electronics (B) |
629,920 | 3,201 | ||||||
Siliconware Precision Industries (B) |
707,000 | 743 | ||||||
Siliconware Precision Industries ADR |
9,590 | 50 | ||||||
Simplo Technology (B) |
248,268 | 1,715 | ||||||
SinoPac Financial Holdings (B) |
3,757,006 | 1,424 | ||||||
Synnex Technology International (B) |
670,783 | 1,642 | ||||||
Taishin Financial Holding (B) |
2,231,220 | 863 | ||||||
Taiwan Semiconductor Manufacturing (B) |
1,719,027 | 4,706 |
Description | Shares | Market Value ($ Thousands) |
||||||
Taiwan Semiconductor Manufacturing ADR (A) |
432,109 | $ | 6,032 | |||||
Tatung *(B) |
1,036,428 | 223 | ||||||
Teco Electric and Machinery (B) |
1,679,000 | 1,094 | ||||||
Transcend Information (B) |
230,640 | 643 | ||||||
Tripod Technology (B) |
1,121,802 | 3,189 | ||||||
TXC (B) |
503,424 | 731 | ||||||
U-Ming Marine Transport (B) |
394,000 | 630 | ||||||
Uni-President Enterprises (B) |
976,000 | 1,573 | ||||||
United Microelectronics (B) |
4,489,293 | 1,954 | ||||||
United Microelectronics ADR (A) |
835,510 | 1,813 | ||||||
Yageo (B) |
566,489 | 167 | ||||||
Young Fast Optoelectronics (B) |
224,723 | 514 | ||||||
Yuanta Financial Holding (B) |
2,103,399 | 964 | ||||||
|
|
|||||||
69,974 | ||||||||
|
|
|||||||
Thailand 2.7% |
||||||||
Airports of Thailand (B) |
844,300 | 1,601 | ||||||
Bangkok Bank (B) |
297,200 | 1,808 | ||||||
Bangkok Bank Foreign (A)(B) |
371,900 | 2,446 | ||||||
Bangkok Bank NVDR (A)(B) |
363,071 | 2,209 | ||||||
Big C Supercenter (A)(B) |
41,077 | 278 | ||||||
CP ALL (B) |
606,982 | 683 | ||||||
CP Seven Eleven PCL (B) |
831,722 | 936 | ||||||
Electricity Generating (B) |
40,800 | 148 | ||||||
Kasikornbank (B) |
31,000 | 163 | ||||||
Kasikornbank NVDR (B) |
435,600 | 2,246 | ||||||
Kiatnakin Bank (B) |
287,544 | 328 | ||||||
Krung Thai Bank (B) |
2,938,600 | 1,503 | ||||||
Krung Thai Bank NVDR (B) |
2,837,982 | 1,452 | ||||||
Land and Houses (B) |
6,427,000 | 1,596 | ||||||
PTT (B) |
188,939 | 1,935 | ||||||
PTT Exploration & Production (B) |
341,439 | 1,820 | ||||||
Ratchaburi Electricity Generating Holding (B) |
191,200 | 264 | ||||||
Siam Cement NVDR (B) |
102,700 | 1,029 | ||||||
Siam Makro (B) |
25,143 | 284 | ||||||
Thai Beverage (A)(B) |
835,068 | 225 | ||||||
|
|
|||||||
22,954 | ||||||||
|
|
|||||||
Turkey 2.0% |
||||||||
Anadolu Efes Biracilik Ve Malt Sanayii (B) |
80,900 | 1,036 | ||||||
Arcelik (B) |
64,613 | 327 | ||||||
Aselsan Elektronik Sanayi Ve Ticaret (B) |
276,293 | 1,717 | ||||||
Asya Katilim Bankasi *(B) |
421,730 | 423 | ||||||
EIS Eczacibasi Ilac ve Sinai ve Finansal Yatirimlar Sanayi ve Ticaret (B) |
158,566 | 166 | ||||||
Eregli Demir ve Celik Fabrikalari (B) |
401,351 | 447 | ||||||
Ford Otomotiv Sanayi (B) |
54,014 | 490 | ||||||
Koza Altin Isletmeleri (B) |
55,998 | 1,082 | ||||||
Tekfen Holding (B) |
89,570 | 328 | ||||||
Tofas Turk Otomobil Fabrikasi (B) |
121,104 | 520 | ||||||
Tupras Turkiye Petrol Rafinerileri (B) |
36,009 | 772 | ||||||
Turkcell Iletisim Hizmetleri *(B) |
322,479 | 1,635 | ||||||
Turkcell Iletisim Hizmetleri ADR * |
89,535 | 1,124 | ||||||
Turkiye Garanti Bankasi (B) |
480,797 | 1,892 | ||||||
Turkiye Is Bankasi, Cl C (B) |
544,224 | 1,449 | ||||||
Turkiye Sise ve Cam Fabrikalari (B) |
937,850 | 1,538 | ||||||
Ulker Biskuvi Sanayi (B) |
73,714 | 284 | ||||||
Yapi ve Kredi Bankasi (B) |
636,198 | 1,309 |
5 | SEI Institutional International Trust / Quarterly Report / June 30, 2012 |
Schedule of Investments (Unaudited)
Emerging Markets Equity Fund
June 30, 2012
Description | Shares | Market Value ($ Thousands) |
||||||
$ | 16,539 | |||||||
|
|
|||||||
United Arab Emirates 0.2% |
||||||||
Dragon Oil (B) |
220,093 | 1,877 | ||||||
|
|
|||||||
United Kingdom 1.3% |
||||||||
Afren *(B) |
744,370 | 1,212 | ||||||
African Barrick Gold (B) |
95,430 | 581 | ||||||
Anglo American ADR (A) |
56,840 | 940 | ||||||
BG Group (B) |
62,381 | 1,279 | ||||||
Hikma Pharmaceuticals (B) |
103,686 | 1,062 | ||||||
JKX Oil & Gas (B) |
118,340 | 187 | ||||||
Ophir Energy *(B) |
58,640 | 533 | ||||||
Petrofac (B) |
41,235 | 901 | ||||||
Petropavlovsk (B) |
74,700 | 536 | ||||||
SABMiller *(B) |
17,800 | 720 | ||||||
Tullow Oil (B) |
121,510 | 2,812 | ||||||
|
|
|||||||
10,763 | ||||||||
|
|
|||||||
United States 1.4% |
||||||||
Arcos Dorados Holdings, Cl A |
35,361 | 523 | ||||||
Avon Products |
212,100 | 3,438 | ||||||
Cognizant Technology Solutions, Cl A * |
28,200 | 1,692 | ||||||
EPAM Systems * |
32,977 | 560 | ||||||
NII Holdings * |
80,708 | 826 | ||||||
Samsonite International (A)(B) |
909,252 | 1,537 | ||||||
Yahoo! * |
208,800 | 3,305 | ||||||
|
|
|||||||
11,881 | ||||||||
|
|
|||||||
Total Common Stock |
770,970 | |||||||
|
|
|||||||
PREFERRED STOCK 4.2% |
||||||||
Brazil 4.2% |
||||||||
Banco do Estado do Rio Grande do Sul |
202,456 | 1,424 | ||||||
Bradespar, Cl Preference |
38,439 | 625 | ||||||
Centrais Eletricas Brasileiras ADR, Cl B |
20,387 | 195 | ||||||
Cia Brasileira de Distribuicao Grupo Pao de Acucar, Cl Preference |
4 | | ||||||
Cia Brasileira de Distribuicao Grupo Pao de Acucar ADR (A) |
87,585 | 3,502 | ||||||
Cia de Bebidas das Americas (A) |
96,492 | 3,699 | ||||||
Cia de Tecidos do Norte de Minas - Coteminas * |
107,032 | 140 | ||||||
Cia Energetica de Minas Gerais |
67,100 | 1,231 | ||||||
Cia Vale do Rio Doce ADR, Cl B |
1,393 | 27 | ||||||
Eletropaulo Metropolitana Eletricidade de Sao Paulo, Cl B |
47,532 | 596 | ||||||
Gerdau |
16,500 | 144 | ||||||
Itau Unibanco Holding |
276,879 | 3,854 | ||||||
Klabin |
165,844 | 731 | ||||||
Marcopolo |
361,600 | 1,594 | ||||||
Metalurgica Gerdau, Cl A |
69,069 | 753 | ||||||
Petroleo Brasileiro ADR, Cl A (A) |
335,367 | 6,084 | ||||||
Petroleo Brasileiro, Cl Preference |
214,816 | 1,934 | ||||||
Randon Participacoes |
216,447 | 965 | ||||||
Vale, Cl A |
129,714 | 2,511 | ||||||
Vale ADR, Cl B (A) |
239,699 | 4,677 | ||||||
|
|
|||||||
Total Preferred Stock |
34,686 | |||||||
|
|
Description | Shares/Face Amount ($Thousands) |
Market Value ($ Thousands) |
||||||
EXCHANGE TRADED FUNDS 0.5% |
|
|||||||
Hong Kong 0.3% |
||||||||
iShares FTSE A50 China Index Fund |
2,072,100 | $ | 2,698 | |||||
|
|
|||||||
United States 0.2% |
||||||||
iShares MSCI Emerging Markets Index Fund |
47,338 | 1,855 | ||||||
|
|
|||||||
Total Exchange Traded Funds |
4,553 | |||||||
|
|
|||||||
DEBENTURE BOND 0.0% |
||||||||
Brazil 0.0% |
||||||||
Vale, Ser 1997 |
||||||||
0.000%, 09/30/49 (F) |
$ | 8 | | |||||
|
|
|||||||
Total Debenture Bond (Cost $0) ($ Thousands) |
| |||||||
|
|
|||||||
AFFILIATED PARTNERSHIP 10.3% |
|
|||||||
United States 10.3% |
||||||||
SEI Liquidity Fund, L.P. |
87,577,152 | 86,329 | ||||||
|
|
|||||||
Total Affiliated Partnership |
86,329 | |||||||
|
|
|||||||
CASH EQUIVALENT 0.6% |
||||||||
SEI Daily Income Trust, Prime Obligation Fund, Cl A |
5,098,509 | 5,099 | ||||||
|
|
|||||||
Total Cash Equivalent (Cost $5,099) ($ Thousands) |
5,099 | |||||||
|
|
|||||||
Total Investments 107.9% |
$ | 901,637 | ||||||
|
|
Percentages are based on a Net Assets of $835,685 ($ Thousands).
* | Non-income producing security. |
** | Rate shown is the 7-day effective yield as of June 30, 2012. |
| Investment in Affiliated Security. |
(A) | This security or a partial position of this security is on loan at June 30, 2012. The total market value of securities on loan at June 30, 2012 was $87,076 ($ Thousands). |
(B) | Security fair valued using methods determined in good faith by the Valuation Committee of the Board of Trustees. The total market value of such securities as of June 30, 2012 was $530,719 ($ Thousands) and represented 63.5% of Net Assets. |
(C) | 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. |
(D) | Securities considered illiquid. The total market value of such securities as of June 30, 2012 was $602 ($ Thousands) and represented 0.1% of Net Assets. |
(E) | Real Estate Investment Trust. |
(F) | Variable Rate Security The rate reported on the Schedule of Investments is the rate in effect as of June 30, 2012. |
(G) | This security was purchased with cash collateral held from securities on loan. The total value of such securities as of June 30, 2012 was $86,329 ($ Thousands). |
§ | At June 30, 2012, the tax basis cost of the Funds investments was $936,210 ($ Thousands), and the unrealized appreciation and depreciation were $68,961 ($ Thousands) and ($103,534) ($ Thousands) respectively. |
SEI Institutional International Trust / Quarterly Report / June 30, 2012 | 6 |
Schedule of Investments (Unaudited)
Emerging Markets Equity Fund
June 30, 2012
ADR American Depositary Receipt
Cl Class
GDR Global Depositary Receipt
FTSE Financial Times and the London Stock Exchange
L.P. Limited Partnership
MSCI Morgan Stanley Capital International
NVDR Non-Voting Depositary Receipt
Ser Series
SGD Singapore Dollar
The following is a summary of the inputs used as of June 30, 2012, in valuing the Funds investments carried at value ($ Thousands):
Investments in Securities | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Common Stock |
$ | 239,480 | $ | 530,719 | $ | 771 | $ | 770,970 | ||||||||
Preferred Stock |
34,686 | | | 34,686 | ||||||||||||
Exchange Traded Funds |
4,553 | | | 4,553 | ||||||||||||
Debenture Bond |
| | | | ||||||||||||
Affiliated Partnership |
| 86,329 | | 86,329 | ||||||||||||
Cash Equivalent |
5,099 | | | 5,099 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments in Securities |
$ | 283,818 | $ | 617,048 | $ | 771 | $ | 901,637 | ||||||||
|
|
|
|
|
|
|
|
Investments in Common Stock |
||||
Beginning balance as of October 1, 2011 |
$ | | ||
Accrued discounts/premiums |
| |||
Realized gain/(loss) |
| |||
Change in unrealized appreciation/(depreciation) |
| |||
Purchases |
| |||
Sales |
| |||
Transfer into Level 3 |
771 | |||
Transfer out of Level 3 |
| |||
|
|
|||
Ending balance as of June 30, 2012 |
$ | 771 | ||
|
|
|||
Change in unrealized gains/(losses) included in earnings related to securities still held at reporting date |
$ | 12 | ||
|
|
For the period ended June 30, 2012, there were transfers between Level 1 and Level 2 assets and liabilities. The primary reason for changes in the classifications between Level 1 and Level 2 occurs when foreign equity securities are fair valued using other observable market-based inputs in place of the closing exchange price due to events occurring after the close of the exchange or market on which the investment is principally traded.
For the period ended June 30, 2012, there was a transfer between Level 2 and Level 3 assets and liabilities for certain securities. The transfer was due to a change in the availability of observable inputs used to determine fair value.
Amounts designated as are $O or have been rounded to $O.
For information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial statements.
7 | SEI Institutional International Trust / Quarterly Report / June 30, 2012 |
Schedule of Investments (Unaudited)
Emerging Markets Debt Fund
June 30, 2012
Description |
Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
GLOBAL BONDS 90.5% |
||||||||
Argentina 2.4% |
||||||||
Capex |
||||||||
10.000%, 03/10/18 (A) |
488 | $ | 293 | |||||
City of Buenos Aires Argentina |
||||||||
9.950%, 03/01/17 (A) |
1,754 | 1,201 | ||||||
Deutsche Bank, CLN (Cablevision) MTN |
||||||||
9.375%, 02/13/18 (A)(B) |
1,732 | 1,299 | ||||||
Empresa Distribuidora Y Comercializadora Norte |
||||||||
9.750%, 10/25/22 (A) |
606 | 215 | ||||||
IRSA |
||||||||
11.500%, 07/20/20 (A) |
351 | 278 | ||||||
Province of Buenos Aires |
||||||||
9.625%, 04/18/28 (B) |
595 | 292 | ||||||
9.625%, 04/18/28 (A)(B) |
1,605 | 786 | ||||||
9.375%, 09/14/18 (B) |
470 | 266 | ||||||
Province of Medoza |
||||||||
5.500%, 09/04/18 (B) |
285 | 214 | ||||||
Province of Neuquen |
||||||||
8.656%, 10/18/14 (A)(B) |
93 | 93 | ||||||
Republic of Argentina |
||||||||
8.750%, 06/02/17 |
730 | 628 | ||||||
8.280%, 12/31/33 |
814 | 533 | ||||||
8.280%, 12/31/33 |
819 | 518 | ||||||
7.820%, 12/31/33 |
EUR | 1,423 | 957 | |||||
7.820%, 12/31/33 |
EUR | 225 | 152 | |||||
7.820%, 12/31/33 (C) |
EUR | 9,035 | 6,019 | |||||
7.000%, 10/03/15 |
4,293 | 3,158 | ||||||
7.000%, 04/17/17 |
1,415 | 933 | ||||||
5.830%, 12/31/33 (C) |
ARS | 6,111 | 1,595 | |||||
4.191%, 12/15/35 (C) |
EUR | 17,552 | 2,005 | |||||
2.500%, 03/31/19 (D) |
1,800 | 581 | ||||||
1.180%, 12/31/38 (C)(D) |
ARS2 | | ||||||
0.467%, 08/03/12 (C) |
11,685 | 1,444 | ||||||
0.044%, 12/15/35 (C)(E) |
4,952 | 495 | ||||||
0.000%, 12/15/35 (C) |
ARS | 2 | | |||||
Transportadora Gas del Norte |
||||||||
7.500%, 12/31/12 (B)(F) |
130 | 55 | ||||||
7.500%, 12/31/12 (A)(B)(F) |
260 | 109 | ||||||
7.500%, 12/31/12 (B)(F) |
420 | 176 | ||||||
6.500%, 12/31/12 (A)(B)(F) |
30 | 13 | ||||||
6.500%, 12/31/12 (B)(F) |
72 | 30 | ||||||
6.500%, 12/31/12 (B)(F) |
81 | 34 | ||||||
WPE International Cooperatief |
||||||||
10.375%, 09/30/20 (A) |
950 | 750 | ||||||
|
|
|||||||
25,122 | ||||||||
|
|
|||||||
Australia 0.0% |
||||||||
Mirabela Nickel |
||||||||
8.750%, 04/15/18 (A) |
203 | 139 | ||||||
Azerbaijan 0.1% |
||||||||
State Oil of the Azerbaijan Republic |
||||||||
5.450%, 02/09/17 |
830 | 852 |
Description |
Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Bahrain 0.0% |
||||||||
Kingdom of Bahrain |
||||||||
5.500%, 03/31/20 |
350 | $ | 349 | |||||
Barbados 0.2% |
||||||||
Columbus International |
||||||||
11.500%, 11/20/14 |
500 | 533 | ||||||
11.500%, 11/20/14 (A) |
1,600 | 1,704 | ||||||
Government of Barbados |
||||||||
7.000%, 08/04/22 (A) |
300 | 303 | ||||||
|
|
|||||||
2,540 | ||||||||
|
|
|||||||
Belarus 0.3% |
||||||||
Republic of Belarus |
||||||||
8.950%, 01/26/18 |
1,800 | 1,665 | ||||||
8.750%, 08/03/15 |
2,040 | 1,994 | ||||||
|
|
|||||||
3,659 | ||||||||
|
|
|||||||
Belize 0.0% |
||||||||
Government of Belize |
||||||||
6.000%, 02/20/29 (B) |
342 | 182 | ||||||
Bermuda 0.1% |
||||||||
Bermuda Government International Bond |
||||||||
4.138%, 01/03/23 (A)(G) |
820 | 825 | ||||||
Bosnia and Herzegovina 0.1% |
||||||||
Republic of Bosnia & Herzegovina |
||||||||
0.000%, 12/11/17 (B)(C) |
DEM | 1,917 | 933 | |||||
Brazil 8.0% |
||||||||
Banco Cruzeiro do Sul |
||||||||
8.875%, 09/22/20 |
384 | 111 | ||||||
8.875%, 09/22/20 (A) |
1,144 | 332 | ||||||
Banco Nacional de Desenvolvimento Economico e Social |
||||||||
6.500%, 06/10/19 (A) |
1,300 | 1,550 | ||||||
5.500%, 07/12/20 (A) |
400 | 454 | ||||||
Barclays, CLN (Nota Do Tesouro Nacional) |
||||||||
10.000%, 01/01/17 |
BRL | 14,800 | 7,518 | |||||
10.000%, 01/01/21 |
BRL | 8,700 | 4,329 | |||||
BM&FBovespa |
||||||||
5.500%, 07/16/20 |
300 | 318 | ||||||
BR Malls International Finance |
||||||||
8.500%, 12/31/49 (A) |
145 | 150 | ||||||
BR Properties |
||||||||
9.000%, 12/31/49 (A) |
241 | 252 | ||||||
Braskem Finance |
||||||||
7.375%, 10/04/49 |
200 | 201 | ||||||
Brazil Notas do Tesouro Nacional, Ser B |
||||||||
10.674%, 08/15/20 |
BRL | 4,440 | 5,241 | |||||
Brazil Notas do Tesouro Nacional |
||||||||
10.000%, 01/01/17 |
BRL | 12,850 | 6,515 |
1 | SEI Institutional International Trust / Quarterly Report / June 30, 2012 |
Schedule of Investments (Unaudited)
Emerging Markets Debt Fund
June 30, 2012
Description |
Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Brazil Notas do Tesouro Nacional, Serie F |
||||||||
10.000%, 01/01/14 |
BRL | 1,144 | $ | 580 | ||||
10.000%, 01/01/21 |
BRL | 14,694 | 7,282 | |||||
10.000%, 01/01/23 |
BRL | 8,500 | 4,171 | |||||
Citigroup Funding, CLN (Federal Republic of Brazil) |
||||||||
6.000%, 08/16/18 |
5,154 | 5,154 | ||||||
Deutsche Bank, CLN (Nota Do Tesouro Nacional) |
||||||||
10.000%, 01/06/21 |
2,500 | 2,591 | ||||||
Federal Republic of Brazil |
||||||||
11.000%, 08/17/40 |
150 | 193 | ||||||
10.250%, 01/10/28 |
BRL | 290 | 179 | |||||
10.125%, 05/15/27 |
3,447 | 5,886 | ||||||
8.875%, 04/15/24 |
630 | 973 | ||||||
8.500%, 01/05/24 |
BRL | 4,500 | 2,467 | |||||
8.250%, 01/20/34 |
2,710 | 4,255 | ||||||
7.125%, 01/20/37 |
3,621 | 5,223 | ||||||
5.875%, 01/15/19 |
810 | 978 | ||||||
5.625%, 01/07/41 |
1,050 | 1,288 | ||||||
4.875%, 01/22/21 |
800 | 925 | ||||||
Fibria Overseas Finance |
||||||||
7.500%, 05/04/20 (A) |
2,258 | 2,337 | ||||||
6.750%, 03/03/21 |
1,000 | 998 | ||||||
General Shopping Finance |
||||||||
10.000%, 12/31/49 (A) |
294 | 283 | ||||||
Globo Comunicacao e Participacoes |
||||||||
6.250%, 07/20/15 (D) |
147 | 157 | ||||||
Hypermarcas |
||||||||
6.500%, 04/20/21 (A) |
224 | 215 | ||||||
Itau Unibanco Holding |
||||||||
5.650%, 03/19/22 (A) |
200 | 201 | ||||||
JBS Finance II |
||||||||
8.250%, 01/29/18 |
1,000 | 970 | ||||||
8.250%, 01/29/18 (A) |
1,320 | 1,280 | ||||||
JPMorgan, CLN (Nota Do Tesouro Nacional) |
||||||||
10.000%, 01/01/23 |
BRL | 1,800 | 883 | |||||
6.000%, 05/15/15 |
BRL | 2,550 | 2,902 | |||||
Marfrig Holding Europe BV |
||||||||
8.375%, 05/09/18 |
1,700 | 1,326 | ||||||
Minerva Luxembourg |
||||||||
12.250%, 02/10/22 (A) |
1,200 | 1,248 | ||||||
Minerva Overseas II |
||||||||
10.875%, 11/15/19 |
110 | 110 | ||||||
Odebrecht Drilling Norbe VIII/IX |
||||||||
6.350%, 06/30/21 (A) |
25 | 26 | ||||||
6.350%, 06/30/21 |
323 | 339 | ||||||
OGX Austria GmbH |
||||||||
8.375%, 04/01/22 (A) |
604 | 521 | ||||||
OGX Petroleo e Gas Participacoes |
||||||||
8.500%, 06/01/18 (A) |
304 | 271 | ||||||
Oi |
||||||||
5.750%, 02/10/22 (A) |
550 | 560 | ||||||
OSX 3 Leasing |
||||||||
9.250%, 03/20/15 |
200 | 200 | ||||||
Petrobras International Finance |
||||||||
5.375%, 01/27/21 |
20 | 22 |
Description |
Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
QGOG Atlantic/Alaskan Rigs |
||||||||
5.250%, 07/30/18 (A) |
468 | $ | 478 | |||||
Schahin II Finance |
||||||||
5.875%, 09/25/22 (A) |
590 | 591 | ||||||
Telemar Norte Leste |
||||||||
5.500%, 10/23/20 (A) |
200 | 204 | ||||||
Voto-Votorantim Overseas Trading Operations |
||||||||
6.625%, 09/25/19 (A) |
490 | 533 | ||||||
|
|
|||||||
85,771 | ||||||||
|
|
|||||||
Chile 0.8% |
||||||||
Banco del Estado de Chile |
||||||||
4.125%, 10/07/20 |
130 | 136 | ||||||
3.875%, 02/08/22 (A) |
230 | 234 | ||||||
BancoEstado |
||||||||
4.125%, 10/07/20 (A) |
600 | 628 | ||||||
Empresa Nacional del Petroleo |
||||||||
6.250%, 07/08/19 |
800 | 909 | ||||||
6.250%, 07/08/19 (A) |
100 | 114 | ||||||
5.250%, 08/10/20 (A) |
400 | 431 | ||||||
Inversiones Alsacia |
||||||||
8.000%, 08/18/18 (A) |
966 | 929 | ||||||
Nacional del Cobre de Chile |
||||||||
7.500%, 01/15/19 |
400 | 507 | ||||||
6.150%, 10/24/36 |
1,530 | 1,915 | ||||||
3.875%, 11/03/21 (A) |
950 | 999 | ||||||
3.750%, 11/04/20 |
110 | 115 | ||||||
3.750%, 11/04/20 (A) |
700 | 730 | ||||||
Republic of Chile |
||||||||
3.250%, 09/14/21 |
380 | 403 | ||||||
Telefonica Moviles Chile |
||||||||
2.875%, 11/09/15 |
300 | 301 | ||||||
|
|
|||||||
8,351 | ||||||||
|
|
|||||||
China 1.5% |
||||||||
Agile Property Holdings |
||||||||
8.875%, 04/28/17 |
400 | 392 | ||||||
Central China Real Estate |
||||||||
12.250%, 10/20/15 |
300 | 311 | ||||||
China Oriental Group |
||||||||
8.000%, 08/18/15 (A) |
1,050 | 919 | ||||||
7.000%, 11/17/17 |
200 | 152 | ||||||
China Overseas Finance Cayman II |
||||||||
5.500%, 11/10/20 |
100 | 103 | ||||||
China Resources Gas Group |
||||||||
4.500%, 04/05/22 (A) |
335 | 343 | ||||||
China Shanshui Cement Group |
||||||||
10.500%, 04/27/17 (A) |
650 | 652 | ||||||
CITIC Bank International MTN |
||||||||
6.875%, 06/24/20 |
100 | 106 | ||||||
CNPC HK Overseas Capital |
||||||||
5.950%, 04/28/41 |
400 | 486 | ||||||
5.950%, 04/28/41 (A) |
550 | 669 | ||||||
Country Garden Holdings |
||||||||
11.250%, 04/22/17 |
700 | 714 | ||||||
Evergrande Real Estate Group |
||||||||
13.000%, 01/27/15 |
700 | 660 | ||||||
13.000%, 01/27/15 (A) |
600 | 565 | ||||||
9.250%, 01/19/16 |
CNY | 5,000 | 642 | |||||
7.500%, 01/19/14 |
CNY | 3,000 | 423 | |||||
Franshion Development |
||||||||
6.750%, 04/15/21 (A) |
750 | 694 |
SEI Institutional International Trust / Quarterly Report / June 30, 2012 | 2 |
Schedule of Investments (Unaudited)
Emerging Markets Debt Fund
June 30, 2012
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Hidili Industry International Development |
||||||||
8.625%, 11/04/15 |
800 | $ | 644 | |||||
Mega Advance Investments |
||||||||
5.000%, 05/12/21 (A) |
406 | 431 | ||||||
Sinochem Overseas Capital |
||||||||
6.300%, 11/12/40 |
350 | 354 | ||||||
4.500%, 11/12/20 |
100 | 101 | ||||||
4.500%, 11/12/20 (A) |
3,242 | 3,262 | ||||||
Sinopec Group Overseas Development 2012 |
||||||||
4.875%, 05/17/42 (A) |
900 | 954 | ||||||
3.900%, 05/17/22 (A) |
1,480 | 1,543 | ||||||
Tencent Holdings |
||||||||
4.625%, 12/12/16 |
250 | 258 | ||||||
West China Cement |
||||||||
7.500%, 01/25/16 (A) |
200 | 179 | ||||||
|
|
|||||||
15,557 | ||||||||
|
|
|||||||
Colombia 4.3% |
||||||||
Bancolombia |
||||||||
5.950%, 06/03/21 |
100 | 107 | ||||||
5.950%, 06/03/21 (A) |
398 | 425 | ||||||
Bogota Distrio Capital |
||||||||
9.750%, 07/26/28 (A) |
COP | 9,020,000 | 6,972 | |||||
Citigroup Funding, CLN (Republic of Columbia) MTN |
||||||||
11.000%, 07/27/20 |
COP | 10,590,000 | 7,420 | |||||
Ecopetrol |
||||||||
7.625%, 07/23/19 (A) |
500 | 630 | ||||||
Empresa de Energia de Bogota |
||||||||
6.125%, 11/10/21 |
300 | 317 | ||||||
Grupo Aval |
||||||||
5.250%, 02/01/17 (A) |
200 | 209 | ||||||
Gruposura Finance |
||||||||
5.700%, 05/18/21 (A) |
410 | 430 | ||||||
Republic of Colombia |
||||||||
11.750%, 02/25/20 |
2,222 | 3,555 | ||||||
10.375%, 01/28/33 |
330 | 585 | ||||||
9.850%, 06/28/27 |
COP | 3,350,000 | 2,847 | |||||
8.125%, 05/21/24 |
2,240 | 3,256 | ||||||
7.375%, 01/27/17 |
2,305 | 2,855 | ||||||
7.375%, 03/18/19 |
2,670 | 3,491 | ||||||
7.375%, 09/18/37 |
5,451 | 8,051 | ||||||
6.125%, 01/18/41 |
2,225 | 2,892 | ||||||
4.375%, 07/12/21 |
1,598 | 1,795 | ||||||
Transportadora de Gas Internacional ESP |
||||||||
5.700%, 03/20/22 (A) |
350 | 364 | ||||||
|
|
|||||||
46,201 | ||||||||
|
|
|||||||
Croatia 1.1% |
||||||||
Government of Croatia |
||||||||
6.750%, 11/05/19 |
2,783 | 2,793 | ||||||
6.625%, 07/14/20 |
150 | 149 | ||||||
6.625%, 07/14/20 (A) |
2,068 | 2,056 | ||||||
6.375%, 03/24/21 |
1,200 | 1,173 | ||||||
6.375%, 03/24/21 (A) |
2,711 | 2,653 | ||||||
6.250%, 04/27/17 (A) |
1,732 | 1,727 | ||||||
Zagrebacki Holding |
||||||||
5.500%, 07/10/17 |
EUR | 1,100 | 1,124 | |||||
|
|
|||||||
11,675 | ||||||||
|
|
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Czech Republic 0.1% |
||||||||
Central European Media Enterprises |
||||||||
11.625%, 09/15/16 (A) |
EUR | 700 | $ | 906 | ||||
Dominican Republic 0.3% |
||||||||
Cap Cana |
||||||||
10.000%, 04/30/16 (F) |
982 | 147 | ||||||
10.000%, 04/30/16 (F) |
844 | 211 | ||||||
Dominican Republic |
||||||||
7.500%, 05/06/21 |
800 | 852 | ||||||
7.500%, 05/06/21 (A) |
1,490 | 1,587 | ||||||
|
|
|||||||
2,797 | ||||||||
|
|
|||||||
Ecuador 0.0% |
||||||||
Republic of Ecuador |
||||||||
9.375%, 12/15/15 |
550 | 554 | ||||||
Egypt 0.2% |
||||||||
Government of Egypt |
||||||||
6.875%, 04/30/40 |
550 | 474 | ||||||
5.750%, 04/29/20 |
400 | 382 | ||||||
5.750%, 04/29/20 (A) |
650 | 621 | ||||||
Nile Finance |
||||||||
5.250%, 08/05/15 |
650 | 614 | ||||||
|
|
|||||||
2,091 | ||||||||
|
|
|||||||
El Salvador 0.5% |
||||||||
Republic of El Salvador |
||||||||
8.250%, 04/10/32 |
250 | 279 | ||||||
7.750%, 01/24/23 |
332 | 366 | ||||||
7.650%, 06/15/35 |
2,512 | 2,648 | ||||||
7.625%, 02/01/41 (A) |
950 | 999 | ||||||
7.375%, 12/01/19 |
400 | 441 | ||||||
Telemovil Finance |
||||||||
8.000%, 10/01/17 (A) |
500 | 513 | ||||||
|
|
|||||||
5,246 | ||||||||
|
|
|||||||
Gabon 0.0% |
||||||||
Gabonese Republic |
||||||||
8.200%, 12/12/17 |
100 | 116 | ||||||
Georgia 0.2% |
||||||||
JSC Georgian Railway |
||||||||
9.875%, 07/22/15 |
650 | 705 | ||||||
7.750%, 07/11/22 (A)(G) |
700 | 699 | ||||||
Republic of Georgia |
||||||||
6.875%, 04/12/21 (A) |
750 | 803 | ||||||
|
|
|||||||
2,207 | ||||||||
|
|
|||||||
Ghana 0.2% |
||||||||
Republic of Ghana |
||||||||
8.500%, 10/04/17 |
1,311 | 1,452 | ||||||
8.500%, 10/04/17 (A) |
300 | 332 | ||||||
|
|
|||||||
1,784 | ||||||||
|
|
|||||||
Hong Kong 0.4% |
||||||||
Bank of China Hong Kong |
||||||||
5.550%, 02/11/20 (A) |
1,740 | 1,879 | ||||||
Hutchison Whampoa International |
||||||||
6.000%, 12/31/49 (C) |
260 | 267 | ||||||
Hutchison Whampoa International 11 |
||||||||
4.625%, 01/13/22 (A) |
400 | 419 |
3 | SEI Institutional International Trust / Quarterly Report / June 30, 2012 |
Schedule of Investments (Unaudited)
Emerging Markets Debt Fund
June 30, 2012
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Industrial & Commercial Bank of China Asia MTN |
||||||||
5.125%, 11/30/20 |
600 | $ | 632 | |||||
PCCW-HKT Capital No. 4 |
||||||||
4.250%, 02/24/16 |
301 | 311 | ||||||
Swire Pacific Financing MTN |
||||||||
4.500%, 02/28/22 |
250 | 256 | ||||||
Yancoal International Resources Development |
||||||||
5.730%, 05/16/22 (A) |
281 | 278 | ||||||
|
|
|||||||
4,042 | ||||||||
|
|
|||||||
Hungary 2.1% |
||||||||
Republic of Hungary |
||||||||
8.000%, 02/12/15 |
HUF | 1,100,000 | 4,944 | |||||
7.750%, 08/24/15 |
HUF | 920,000 | 4,119 | |||||
7.625%, 03/29/41 |
1,300 | 1,271 | ||||||
6.750%, 02/24/17 |
HUF | 902,000 | 3,875 | |||||
6.375%, 03/29/21 |
1,070 | 1,042 | ||||||
6.250%, 01/29/20 |
1,000 | 974 | ||||||
6.000%, 01/11/19 |
EUR | 612 | 715 | |||||
5.750%, 06/11/18 |
EUR | 2,018 | 2,359 | |||||
5.500%, 05/06/14 |
GBP | 66 | 100 | |||||
5.000%, 03/30/16 |
GBP | 227 | 313 | |||||
3.500%, 07/18/16 |
EUR | 1,637 | 1,833 | |||||
|
|
|||||||
21,545 | ||||||||
|
|
|||||||
India 0.1% |
||||||||
ICICI Bank |
||||||||
5.750%, 11/16/20 (A) |
128 | 126 | ||||||
Reliance Holdings USA |
||||||||
6.250%, 10/19/40 |
800 | 751 | ||||||
5.400%, 02/14/22 (A) |
250 | 250 | ||||||
Vedanta Resources |
||||||||
9.500%, 07/18/18 |
280 | 281 | ||||||
|
|
|||||||
1,408 | ||||||||
|
|
|||||||
Indonesia 5.7% |
||||||||
Adaro Indonesia MTN |
||||||||
7.625%, 10/22/19 (A) |
455 | 482 | ||||||
Bakrie Telecom |
||||||||
11.500%, 05/07/15 |
484 | 283 | ||||||
Berau Capital Resources |
||||||||
12.500%, 07/08/15 |
954 | 1,049 | ||||||
Indosat Palapa |
||||||||
7.375%, 07/29/20 (A) |
352 | 380 | ||||||
JPMorgan, CLN (Republic of Indonesia) |
||||||||
7.000%, 05/15/22 |
IDR | 124,600,000 | 14,112 | |||||
Majapahit Holding |
||||||||
8.000%, 08/07/19 |
270 | 324 | ||||||
8.000%, 08/07/19 (A) |
500 | 600 | ||||||
7.875%, 06/29/37 (A)(B) |
205 | 248 | ||||||
7.750%, 10/17/16 |
860 | 983 | ||||||
7.750%, 01/20/20 |
400 | 477 | ||||||
7.750%, 01/20/20 (A) |
250 | 298 | ||||||
Pertamina Persero |
||||||||
6.500%, 05/27/41 (A) |
380 | 399 | ||||||
6.000%, 05/03/42 (A) |
1,325 | 1,312 | ||||||
5.250%, 05/23/21 (A) |
500 | 520 | ||||||
4.875%, 05/03/22 (A) |
220 | 221 | ||||||
Perusahaan Listrik Negara |
||||||||
5.500%, 11/22/21 (A) |
650 | 679 |
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Republic of Indonesia |
||||||||
11.625%, 03/04/19 |
628 | $ | 926 | |||||
11.625%, 03/04/19 |
1,786 | 2,634 | ||||||
11.625%, 03/04/19 (A) |
1,825 | 2,692 | ||||||
11.000%, 10/15/14 |
IDR | 5,200,000 | 625 | |||||
10.375%, 05/04/14 |
450 | 514 | ||||||
8.500%, 10/12/35 |
3,050 | 4,468 | ||||||
8.500%, 10/12/35 |
400 | 586 | ||||||
8.250%, 06/15/32 |
IDR | 46,300,000 | 5,643 | |||||
7.750%, 01/17/38 |
5,547 | 7,627 | ||||||
7.500%, 01/15/16 |
1,150 | 1,328 | ||||||
7.000%, 05/15/22 |
IDR | 17,800,000 | 2,016 | |||||
6.875%, 01/17/18 |
2,110 | 2,495 | ||||||
6.750%, 03/10/14 |
370 | 396 | ||||||
6.625%, 02/17/37 |
110 | 136 | ||||||
6.625%, 02/17/37 |
300 | 370 | ||||||
6.250%, 04/15/17 |
IDR | 16,000,000 | 1,768 | |||||
5.875%, 03/13/20 |
130 | 150 | ||||||
5.875%, 03/13/20 (A) |
1,054 | 1,215 | ||||||
4.875%, 05/05/21 (A) |
1,700 | 1,853 | ||||||
Sable International Finance |
||||||||
8.750%, 02/01/20 (A) |
200 | 214 | ||||||
Star Energy Geothermal Wayang Windu |
||||||||
11.500%, 02/12/15 (A) |
400 | 433 | ||||||
|
|
|||||||
60,456 | ||||||||
|
|
|||||||
Iraq 0.6% |
||||||||
Republic of Iraq |
||||||||
5.800%, 01/15/28 |
8,014 | 6,532 | ||||||
5.800%, 01/15/28 (A) |
545 | 444 | ||||||
|
|
|||||||
6,976 | ||||||||
|
|
|||||||
Ivory Coast 0.8% |
||||||||
Government of Ivory Coast |
||||||||
3.750%, 12/31/32 (F) |
11,893 | 8,801 | ||||||
Jamaica 0.2% |
||||||||
Digicel Group |
||||||||
10.500%, 04/15/18 |
160 | 167 | ||||||
9.125%, 01/15/15 (A) |
222 | 224 | ||||||
8.875%, 01/15/15 |
300 | 303 | ||||||
8.875%, 01/15/15 (A) |
1,050 | 1,061 | ||||||
|
|
|||||||
1,755 | ||||||||
|
|
|||||||
Jordan 0.1% |
||||||||
Kingdom of Jordan |
||||||||
3.875%, 11/12/15 |
1,650 | 1,594 | ||||||
|
|
|||||||
Kazakhstan 2.8% |
||||||||
ATF Bank JSC |
||||||||
9.000%, 05/11/16 |
300 | 287 | ||||||
BTA Bank |
||||||||
10.750%, 07/01/18 (A)(F) |
1,202 | 234 | ||||||
10.750%, 07/01/18(F) |
3,634 | 709 | ||||||
0.000%, 07/01/20 (A)(C) |
2,492 | 199 | ||||||
Development Bank of Kazakhstan |
||||||||
5.500%, 12/20/15 (A) |
450 | 469 | ||||||
Halyk Savings Bank of Kazakhstan |
||||||||
7.250%, 01/28/21 (A) |
1,200 | 1,191 |
SEI Institutional International Trust / Quarterly Report / June 30, 2012 | 4 |
Schedule of Investments (Unaudited)
Emerging Markets Debt Fund
June 30, 2012
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Kazatomprom Natsionalnaya Atomnaya Kompaniya |
||||||||
6.250%, 05/20/15 |
450 | $ | 475 | |||||
6.250%, 05/20/15 (A) |
1,123 | 1,185 | ||||||
Kazkommertsbank |
||||||||
8.500%, 04/16/13 |
151 | 152 | ||||||
8.000%, 11/03/15 |
1,900 | 1,767 | ||||||
7.875%, 04/07/14 |
500 | 491 | ||||||
6.875%, 02/13/17 |
EUR | 450 | 472 | |||||
Kazkommertsbank Via Citigroup Global Markets |
||||||||
8.700%, 04/07/14 (C)(D) |
1,300 | 1,105 | ||||||
KazMunayGas National |
||||||||
11.750%, 01/23/15 |
2,974 | 3,539 | ||||||
11.750%, 01/23/15 (A) |
600 | 714 | ||||||
9.125%, 07/02/18 |
1,129 | 1,397 | ||||||
9.125%, 07/02/18 (A) |
2,010 | 2,487 | ||||||
8.375%, 07/02/13 |
1,440 | 1,513 | ||||||
7.000%, 05/05/20 |
500 | 567 | ||||||
7.000%, 05/05/20 (A) |
1,626 | 1,845 | ||||||
6.375%, 04/09/21 |
1,450 | 1,595 | ||||||
6.375%, 04/09/21 (A) |
3,269 | 3,596 | ||||||
Republic of Kazakhstan |
||||||||
6.375%, 10/06/20 (A) |
EUR | 1,400 | 1,540 | |||||
Tengizchevroil Finance |
||||||||
6.124%, 11/15/14 |
179 | 186 | ||||||
Zhaikmunai LLP |
||||||||
10.500%, 10/19/15 |
150 | 149 | ||||||
10.500%, 10/19/15 (A) |
1,649 | 1,637 | ||||||
|
|
|||||||
29,501 | ||||||||
|
|
|||||||
Kuwait 0.1% |
||||||||
Kuwait Projects MTN |
||||||||
9.375%, 07/15/20 |
200 | 222 | ||||||
8.875%, 10/17/16 |
500 | 556 | ||||||
|
|
|||||||
778 | ||||||||
|
|
|||||||
Latvia 0.0% |
||||||||
Republic of Latvia |
||||||||
5.250%, 06/16/21 (A) |
490 | 495 | ||||||
|
|
|||||||
Lebanon 0.6% |
||||||||
Republic of Lebanon MTN |
||||||||
9.000%, 03/20/17 |
100 | 115 | ||||||
8.250%, 04/12/21 |
800 | 926 | ||||||
6.600%, 11/27/26 |
940 | 945 | ||||||
6.375%, 03/09/20 |
1,700 | 1,747 | ||||||
6.100%, 10/04/22 |
1,900 | 1,900 | ||||||
5.150%, 11/12/18 |
320 | 316 | ||||||
|
|
|||||||
5,949 | ||||||||
|
|
|||||||
Lithuania 1.7% |
||||||||
Republic of Lithuania |
||||||||
7.375%, 02/11/20 |
2,034 | 2,400 | ||||||
7.375%, 02/11/20 (A) |
1,100 | 1,298 | ||||||
6.625%, 02/01/22 |
1,000 | 1,145 | ||||||
6.625%, 02/01/22 (A) |
2,350 | 2,691 | ||||||
6.125%, 03/09/21 |
5,902 | 6,492 | ||||||
6.125%, 03/09/21 (A) |
2,539 | 2,793 | ||||||
5.125%, 09/14/17 (A) |
1,025 | 1,081 | ||||||
|
|
|||||||
17,900 | ||||||||
|
|
|||||||
Malaysia 4.2% |
||||||||
Axiata SPV1 Labuan |
||||||||
5.375%, 04/28/20 |
590 | 641 |
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Malaysia Government Bond |
||||||||
4.392%, 04/15/26 |
MYR | 2,900 | $ | 975 | ||||
4.262%, 09/15/16 |
MYR | 17,300 | 5,686 | |||||
4.160%, 07/15/21 |
MYR | 1,410 | 467 | |||||
4.012%, 09/15/17 |
MYR | 29,800 | 9,723 | |||||
3.892%, 03/15/27 |
MYR | 7,800 | 2,487 | |||||
3.580%, 09/28/18 |
MYR | 6,750 | 2,151 | |||||
3.418%, 08/15/22 |
MYR | 11,250 | 3,503 | |||||
3.314%, 10/31/17 |
MYR | 550 | 174 | |||||
3.197%, 10/15/15 |
MYR | 21,720 | 6,864 | |||||
Petronas Capital |
||||||||
7.875%, 05/22/22 |
3,768 | 5,150 | ||||||
7.875%, 05/22/22 (A) |
250 | 342 | ||||||
5.250%, 08/12/19 |
1,200 | 1,379 | ||||||
5.250%, 08/12/19 (A) |
3,740 | 4,298 | ||||||
Wakala Global Sukuk |
||||||||
4.646%, 07/06/21 (A) |
900 | 989 | ||||||
|
|
|||||||
44,829 | ||||||||
|
|
|||||||
Mexico 9.1% |
||||||||
America Movil |
||||||||
2.375%, 09/08/16 |
600 | 616 | ||||||
Axtel |
||||||||
9.000%, 09/22/19 |
219 | 145 | ||||||
Bank of New York Mellon Institucion de Banca Multiple |
||||||||
9.625%, 05/02/21 (A) |
1,379 | 1,236 | ||||||
BBVA Bancomer |
||||||||
6.008%, 05/17/22 (C) |
550 | 524 | ||||||
Cemex |
||||||||
9.250%, 05/12/20 |
400 | 337 | ||||||
9.000%, 01/11/18 (A) |
466 | 416 | ||||||
Cemex Espana |
||||||||
9.250%, 05/12/20 (A) |
1,300 | 1,094 | ||||||
Comision Federal de Electricidad |
||||||||
5.750%, 02/14/42 (A) |
900 | 945 | ||||||
4.875%, 05/26/21 (A) |
750 | 810 | ||||||
Desarrolladora Homex |
||||||||
9.750%, 03/25/20 (A) |
700 | 735 | ||||||
Deutsche Bank, CLN (Urbi Desarrollos Urbanos) |
||||||||
10.571%, 12/22/12 |
240 | 251 | ||||||
GEO |
||||||||
9.250%, 06/30/20 |
306 | 318 | ||||||
8.875%, 03/27/22 (A) |
200 | 206 | ||||||
Grupo Bimbo |
||||||||
4.500%, 01/25/22 (A) |
200 | 213 | ||||||
Grupo Senda |
||||||||
10.500%, 10/03/15 |
3,665 | 3,720 | ||||||
Grupo Televisa |
||||||||
6.000%, 05/15/18 |
145 | 168 | ||||||
Mexican Bonos MTN |
||||||||
7.500%, 06/03/27 |
MXP | 57,000 | 4,822 | |||||
6.500%, 06/09/22 |
MXP | 80,340 | 6,466 | |||||
6.000%, 06/18/15 |
MXP | 60,730 | 4,680 | |||||
3.625%, 03/15/22 |
690 | 732 | ||||||
Mexican Bonos, Ser M |
||||||||
6.500%, 06/10/21 |
MXP | 140,640 | 11,330 | |||||
Mexican Bonos, Ser M20 |
||||||||
8.500%, 05/31/29 |
MXP | 31,600 | 2,873 | |||||
7.750%, 05/29/31 |
MXP | 67,100 | 5,613 |
5 | SEI Institutional International Trust / Quarterly Report / June 30, 2012 |
Schedule of Investments (Unaudited)
Emerging Markets Debt Fund
June 30, 2012
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Mexican Bonos, Ser M30 |
||||||||
10.000%, 11/20/36 |
MXP | 49,900 | $ | 5,162 | ||||
8.500%, 11/18/38 |
MXP | 38,400 | 3,460 | |||||
Mexican Udibonos |
||||||||
2.500%, 12/10/20 |
MXP | 10,630 | 4,058 | |||||
NII Capital |
||||||||
10.000%, 08/15/16 |
359 | 374 | ||||||
7.625%, 04/01/21 |
516 | 442 | ||||||
Oceanografia |
||||||||
11.250%, 07/15/15 |
1,079 | 653 | ||||||
Pemex Finance |
||||||||
9.150%, 11/15/18 |
1,595 | 2,030 | ||||||
Pemex Project Funding Master Trust |
||||||||
6.625%, 06/15/35 |
1,244 | 1,480 | ||||||
5.750%, 03/01/18 |
1,585 | 1,791 | ||||||
Petroleos Mexicanos |
||||||||
8.000%, 05/03/19 |
740 | 940 | ||||||
6.500%, 06/02/41 |
110 | 128 | ||||||
6.500%, 06/02/41 (A) |
442 | 516 | ||||||
6.500%, 06/02/41 (A) |
750 | 876 | ||||||
6.000%, 03/05/20 |
130 | 150 | ||||||
6.000%, 03/05/20 (A) |
300 | 347 | ||||||
5.500%, 06/27/44 (A) |
400 | 409 | ||||||
United Mexican States MTN |
||||||||
8.300%, 08/15/31 |
3,302 | 5,118 | ||||||
6.050%, 01/11/40 |
3,230 | 4,183 | ||||||
5.950%, 03/19/19 |
820 | 1,000 | ||||||
5.750%, 10/12/10 |
5,232 | 5,951 | ||||||
5.625%, 01/15/17 |
942 | 1,096 | ||||||
5.125%, 01/15/20 |
2,890 | 3,389 | ||||||
United Mexican States, Ser A MTN |
||||||||
8.000%, 09/24/22 |
1,785 | 2,517 | ||||||
6.750%, 09/27/34 |
1,420 | 1,938 | ||||||
Urbi Desarrollos Urbanos |
||||||||
9.750%, 02/03/22 (A) |
400 | 422 | ||||||
|
|
|||||||
96,680 | ||||||||
|
|
|||||||
Mongolia 0.1% |
||||||||
Development Bank of Mongolia |
||||||||
5.750%, 03/21/17 |
420 | 417 | ||||||
Mongolian Mining MTN |
||||||||
8.875%, 03/29/17 (A) |
677 | 677 | ||||||
|
|
|||||||
1,094 | ||||||||
|
|
|||||||
Morocco 0.2% |
||||||||
Kingdom of Morocco |
||||||||
4.500%, 10/05/20 |
EUR | 1,500 | 1,804 | |||||
|
|
|||||||
Nigeria 0.2% |
||||||||
Afren |
||||||||
11.500%, 02/01/16 (A) |
877 | 934 | ||||||
10.250%, 04/08/19 (A) |
300 | 309 | ||||||
Republic of Nigeria |
||||||||
6.750%, 01/28/21 (A) |
750 | 808 | ||||||
UBS |
||||||||
7.396%, 08/29/10 (A)(B)(C) |
750 | 444 | ||||||
|
|
|||||||
2,495 | ||||||||
|
|
|||||||
Oman 0.0% |
||||||||
Blue City Investments |
||||||||
13.750%, 11/07/13 (B)(F) |
2,250 | 112 | ||||||
|
|
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Pakistan 0.2% |
||||||||
Republic of Pakistan |
||||||||
7.125%, 03/31/16 |
910 | $ | 778 | |||||
6.875%, 06/01/17 |
1,390 | 1,084 | ||||||
|
|
|||||||
1,862 | ||||||||
|
|
|||||||
Panama 1.2% |
||||||||
Republic of Panama |
||||||||
9.375%, 01/16/23 |
560 | 791 | ||||||
9.375%, 04/01/29 |
2,012 | 3,290 | ||||||
8.875%, 09/30/27 |
1,680 | 2,604 | ||||||
8.125%, 04/28/34 |
1,954 | 2,706 | ||||||
7.250%, 03/15/15 |
770 | 880 | ||||||
7.125%, 01/29/26 |
200 | 270 | ||||||
6.700%, 01/26/36 |
1,960 | 2,646 | ||||||
|
|
|||||||
13,187 | ||||||||
|
|
|||||||
Peru 1.7% |
||||||||
Banco de Credito del Peru |
||||||||
5.375%, 09/16/20 (A) |
224 | 231 | ||||||
Inkia Energy |
||||||||
8.375%, 04/04/21 (A) |
200 | 207 | ||||||
Interoceanica IV Finance |
||||||||
3.926%, 11/30/25 (A)(B)(H) |
857 | 506 | ||||||
3.196%, 11/30/18 (A)(B)(H) |
331 | 272 | ||||||
Peru Enhanced Pass-Through Finance |
||||||||
4.194%, 06/02/25 (A)(H) |
1,000 | 620 | ||||||
3.288%, 05/31/18 (B)(H) |
161 | 142 | ||||||
3.121%, 05/31/18 (A)(B)(H) |
436 | 383 | ||||||
Republic of Peru |
||||||||
8.750%, 11/21/33 |
2,748 | 4,507 | ||||||
8.375%, 05/03/16 |
730 | 902 | ||||||
8.200%, 08/12/26 |
PEI | 3,600 | 1,729 | |||||
7.840%, 08/12/20 |
PEI | 1,700 | 756 | |||||
7.840%, 08/12/20 |
PEI | 7,500 | 3,344 | |||||
7.350%, 07/21/25 |
2,700 | 3,794 | ||||||
7.125%, 03/30/19 |
110 | 141 | ||||||
Southern Copper |
||||||||
6.750%, 04/16/40 |
186 | 197 | ||||||
Volcan Cia Minera |
||||||||
5.375%, 02/02/22 (A) |
183 | 190 | ||||||
|
|
|||||||
17,921 | ||||||||
|
|
|||||||
Philippines 2.8% |
||||||||
Development Bank of Philippines |
||||||||
5.500%, 03/25/21 |
760 | 801 | ||||||
National Power |
||||||||
9.625%, 05/15/28 (B) |
1,100 | 1,534 | ||||||
Power Sector Assets & Liabilities Management |
||||||||
7.390%, 12/02/24 |
630 | 813 | ||||||
7.390%, 12/02/24 (A) |
800 | 1,032 | ||||||
7.250%, 05/27/19 (A) |
150 | 188 |
SEI Institutional International Trust / Quarterly Report / June 30, 2012 | 6 |
Schedule of Investments (Unaudited)
Emerging Markets Debt Fund
June 30, 2012
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Republic of Philippines |
||||||||
10.625%, 03/16/25 |
2,260 | $ | 3,735 | |||||
9.500%, 02/02/30 |
3,949 | 6,402 | ||||||
8.375%, 06/17/19 |
740 | 997 | ||||||
7.750%, 01/14/31 |
5,084 | 7,232 | ||||||
7.500%, 09/25/24 |
670 | 889 | ||||||
6.375%, 10/23/34 |
1,220 | 1,562 | ||||||
6.250%, 01/14/36 |
PHP | 23,000 | 591 | |||||
5.500%, 03/30/26 |
1,250 | 1,478 | ||||||
4.950%, 01/15/21 |
PHP | 19,000 | 470 | |||||
4.000%, 01/15/21 |
2,356 | 2,536 | ||||||
|
|
|||||||
30,260 | ||||||||
|
|
|||||||
Poland 4.3% |
||||||||
CEDC Finance International |
||||||||
8.875%, 12/01/16 |
EUR | 250 | 200 | |||||
Eileme 2 |
||||||||
11.625%, 01/31/20 (A) |
1,000 | 1,027 | ||||||
Polish Television Holding |
||||||||
11.000%, 11/15/14 (A)(D) |
EUR | 600 | 761 | |||||
Republic of Poland |
||||||||
6.375%, 07/15/19 |
8,446 | 9,948 | ||||||
5.125%, 04/21/21 |
1,000 | 1,105 | ||||||
5.000%, 03/23/22 |
4,303 | 4,697 | ||||||
4.000%, 03/23/21 |
EUR | 736 | 976 | |||||
Republic of Poland, Ser 0114 |
||||||||
4.530%, 01/25/14 (H) |
PLN | 26,370 | 7,363 | |||||
Republic of Poland, Ser 0415 |
||||||||
5.500%, 04/25/15 |
PLN | 22,650 | 6,945 | |||||
Republic of Poland, Ser 0922 |
||||||||
5.750%, 09/23/22 |
PLN | 14,500 | 4,532 | |||||
Republic of Poland, Ser 1019 |
||||||||
5.500%, 10/25/19 |
PLN | 7,500 | 2,324 | |||||
Republic of Poland, Ser 1021 |
||||||||
5.750%, 10/25/21 |
PLN | 12,850 | 4,018 | |||||
Republic of Poland, Ser CPI |
||||||||
3.000%, 08/24/16 |
PLN | 3,420 | 1,340 | |||||
TVN Finance II |
||||||||
10.750%, 11/15/17 |
EUR | 200 | 265 | |||||
10.750%, 11/15/17 (A) |
EUR | 200 | 265 | |||||
|
|
|||||||
45,766 | ||||||||
|
|
|||||||
Qatar 1.3% |
||||||||
Qtel International Finance |
||||||||
7.875%, 06/10/19 |
2,240 | 2,789 | ||||||
6.500%, 06/10/14 (A) |
200 | 218 | ||||||
5.000%, 10/19/25 |
270 | 288 | ||||||
5.000%, 10/19/25 (A) |
200 | 214 | ||||||
4.750%, 02/16/21 |
250 | 266 | ||||||
4.750%, 02/16/21 (A) |
457 | 487 | ||||||
State of Qatar |
||||||||
9.750%, 06/15/30 |
1,025 | 1,686 | ||||||
6.550%, 04/09/19 |
1,533 | 1,886 | ||||||
6.400%, 01/20/40 |
500 | 636 | ||||||
6.400%, 01/20/40 (A) |
710 | 903 | ||||||
5.750%, 01/20/42 (A) |
750 | 894 | ||||||
5.250%, 01/20/20 |
1,182 | 1,363 | ||||||
5.250%, 01/20/20 (A) |
2,300 | 2,652 | ||||||
|
|
|||||||
14,282 | ||||||||
|
|
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Romania 0.2% |
||||||||
Government of Romania MTN |
||||||||
6.750%, 02/07/22 |
820 | $ | 855 | |||||
6.750%, 02/07/22 (A) |
1,200 | 1,251 | ||||||
|
|
|||||||
2,106 | ||||||||
|
|
|||||||
Russia 6.6% |
||||||||
Alfa Bank Via Alfa Bond Issuance |
||||||||
7.875%, 09/25/17 (A) |
100 | 101 | ||||||
7.750%, 04/28/21 (A) |
750 | 733 | ||||||
Alfa Invest MTN |
||||||||
9.250%, 06/24/13 (A)(B) |
750 | 785 | ||||||
Alfa Issuance MTN |
||||||||
8.000%, 03/18/15 |
417 | 437 | ||||||
Bank of Moscow via BOM Capital |
||||||||
6.699%, 03/11/15 |
600 | 621 | ||||||
Credit Suisse, CLN (Russian Government Bond) |
||||||||
7.600%, 04/14/21 |
RUB | 55,200 | 1,627 | |||||
7.500%, 03/15/18 |
RUB | 254,000 | 7,643 | |||||
Evraz Group |
||||||||
9.500%, 04/24/18 |
500 | 537 | ||||||
6.750%, 04/27/18 |
1,000 | 951 | ||||||
6.750%, 04/27/18 (A) |
250 | 238 | ||||||
Lukoil International Finance |
||||||||
6.656%, 06/07/22 |
500 | 548 | ||||||
Metalloinvest Finance |
||||||||
6.500%, 07/21/16 |
700 | 695 | ||||||
6.500%, 07/21/16 (A) |
220 | 218 | ||||||
MTS International Funding |
||||||||
8.625%, 06/22/20 (A) |
1,400 | 1,603 | ||||||
Novatek Finance |
||||||||
5.326%, 02/03/16 |
200 | 208 | ||||||
Novatek OAO via Novatek Finance |
||||||||
6.604%, 02/03/21 (A) |
1,363 | 1,484 | ||||||
Russian Agricultural Bank Via RSHB Capital |
||||||||
7.750%, 05/29/18 |
650 | 736 | ||||||
Russian Foreign Bond-Eurobond |
||||||||
12.750%, 06/24/28 |
1,210 | 2,175 | ||||||
7.500%, 03/31/30 (D) |
21,563 | 25,888 | ||||||
5.625%, 04/04/42 (A) |
1,800 | 1,926 | ||||||
5.000%, 04/29/20 |
200 | 217 | ||||||
5.000%, 04/29/20 (A) |
500 | 544 | ||||||
3.250%, 04/04/17 (A) |
1,200 | 1,207 | ||||||
Sberbank of Russia Via SB Capital |
||||||||
6.125%, 02/07/22 (A) |
300 | 312 | ||||||
6.125%, 02/07/22 (A) |
550 | 573 | ||||||
SCF Capital |
||||||||
5.375%, 10/27/17 (A) |
1,210 | 1,154 | ||||||
Severstal OAO Via Steel Capital |
||||||||
6.250%, 07/26/16 |
600 | 599 | ||||||
Severstal Via Steel Capital |
||||||||
6.700%, 10/25/17 |
400 | 404 | ||||||
Sinek Capital Via Edel Capital |
||||||||
7.700%, 08/03/15 |
500 | 503 | ||||||
Teorema Holding |
||||||||
11.000%, 10/27/09 (F) |
3,400 | 340 |
7 | SEI Institutional International Trust / Quarterly Report / June 30, 2012 |
Schedule of Investments (Unaudited)
Emerging Markets Debt Fund
June 30, 2012
Description |
Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
TMK Capital |
||||||||
7.750%, 01/27/18 |
1,100 | $ | 1,045 | |||||
VEB-Leasing Via VEB Leasing Investment |
||||||||
5.125%, 05/27/16 |
740 | 735 | ||||||
Vimpel Communications Via VIP Finance Ireland |
||||||||
9.125%, 04/30/18 |
750 | 797 | ||||||
9.125%, 04/30/18 (A)(B) |
600 | 637 | ||||||
7.748%, 02/02/21 (A) |
1,150 | 1,111 | ||||||
VimpelCom Holdings |
||||||||
7.504%, 03/01/22 (A) |
400 | 376 | ||||||
6.255%, 03/01/17 |
200 | 191 | ||||||
Vnesheconombank Via VEB Finance |
||||||||
6.902%, 07/09/20 |
3,150 | 3,408 | ||||||
6.902%, 07/09/20 (A) |
1,035 | 1,120 | ||||||
6.800%, 11/22/25 |
450 | 471 | ||||||
6.800%, 11/22/25 (A) |
900 | 941 | ||||||
6.025%, 07/05/22 (A) |
750 | 748 | ||||||
5.450%, 11/22/17 (A) |
700 | 724 | ||||||
VTB Bank Via VTB Capital |
||||||||
6.551%, 10/13/20 (A) |
960 | 966 | ||||||
6.315%, 02/22/18 |
762 | 775 | ||||||
6.250%, 06/30/35 |
357 | 369 | ||||||
6.000%, 04/12/17 (A) |
1,100 | 1,117 | ||||||
|
|
|||||||
70,538 | ||||||||
|
|
|||||||
Saudi arabia 0.1% |
||||||||
Dar Al-Arkan International Sukuk |
||||||||
10.750%, 02/18/15 (A) |
1,200 | 1,260 | ||||||
|
|
|||||||
Senegal 0.1% |
||||||||
Republic of Senegal |
||||||||
8.750%, 05/13/21 |
250 | 275 | ||||||
8.750%, 05/13/21 (A) |
1,210 | 1,331 | ||||||
|
|
|||||||
1,606 | ||||||||
|
|
|||||||
Serbia 0.2% |
||||||||
Republic of Serbia |
||||||||
7.250%, 09/28/21 |
950 | 976 | ||||||
7.250%, 09/28/21 (A) |
1,000 | 1,028 | ||||||
|
|
|||||||
2,004 | ||||||||
|
|
|||||||
Singapore 0.2% |
||||||||
MMI International |
||||||||
8.000%, 03/01/17 |
250 | 257 | ||||||
PSA International MTN |
||||||||
3.875%, 02/11/21 |
100 | 105 | ||||||
Sea Product |
||||||||
4.743%, 05/14/10 (B) |
1,451 | 1,277 | ||||||
Yanlord Land Group |
||||||||
9.500%, 05/04/17 |
200 | 183 | ||||||
|
|
|||||||
1,822 | ||||||||
|
|
|||||||
Slovak Republic 0.1% |
||||||||
Slovakia Government International Bond |
||||||||
4.375%, 05/21/22 (A) |
1,292 | 1,273 | ||||||
|
|
|||||||
South Africa 5.0% |
||||||||
African Bank MTN |
||||||||
8.125%, 02/24/17 |
400 | 413 | ||||||
Edcon Proprietary |
||||||||
4.126%, 06/15/14 (C) |
EUR | 1,300 | 1,499 |
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Eskom Holdings |
||||||||
5.750%, 01/26/21 (A) |
1,250 | $ | 1,367 | |||||
Gold Fields Orogen Holdings |
||||||||
4.875%, 10/07/20 |
524 | 499 | ||||||
Myriad International Holding |
||||||||
6.375%, 07/28/17 |
570 | 628 | ||||||
Republic of South Africa |
||||||||
10.500%, 12/21/26 |
ZAR | 83,700 | 12,483 | |||||
8.500%, 06/23/17 |
860 | 1,064 | ||||||
8.000%, 12/21/18 |
ZAR | 65,800 | 8,510 | |||||
7.250%, 01/15/20 |
ZAR | 26,500 | 3,256 | |||||
6.875%, 05/27/19 |
3,437 | 4,219 | ||||||
6.750%, 03/31/21 |
ZAR | 84,000 | 9,919 | |||||
6.250%, 03/08/41 |
379 | 480 | ||||||
5.875%, 05/30/22 |
1,550 | 1,846 | ||||||
5.500%, 03/09/20 |
3,951 | 4,554 | ||||||
4.665%, 01/17/24 |
1,500 | 1,624 | ||||||
Sappi Papier Holding |
||||||||
8.375%, 06/15/19 (A)(G) |
300 | 300 | ||||||
Transnet MTN |
||||||||
4.500%, 02/10/16 (A) |
280 | 292 | ||||||
|
|
|||||||
52,953 | ||||||||
|
|
|||||||
South Korea 0.1% |
||||||||
Export-Import Bank of Korea |
||||||||
4.375%, 09/15/21 |
570 | 604 | ||||||
Korea Electric Power |
||||||||
3.000%, 10/05/15 (A) |
100 | 102 | ||||||
Korea Hydro & Nuclear Power |
||||||||
4.750%, 07/13/21 |
200 | 217 | ||||||
Korea Western Power MTN |
||||||||
3.125%, 05/10/17 (A) |
441 | 450 | ||||||
KT |
||||||||
3.875%, 01/20/17 |
200 | 209 | ||||||
|
|
|||||||
1,582 | ||||||||
|
|
|||||||
Sri Lanka 0.2% |
||||||||
Bank of Ceylon |
||||||||
6.875%, 05/03/17 (A) |
750 | 749 | ||||||
Republic of Sri Lanka |
||||||||
7.400%, 01/22/15 (A) |
350 | 374 | ||||||
6.250%, 10/04/20 (A) |
900 | 922 | ||||||
6.250%, 07/27/21 (A) |
600 | 604 | ||||||
|
|
|||||||
2,649 | ||||||||
|
|
|||||||
Supra-National 0.2% |
||||||||
Andina de Fomento |
||||||||
8.125%, 06/04/19 |
485 | 611 | ||||||
4.375%, 06/15/22 |
1,245 | 1,272 | ||||||
|
|
|||||||
1,883 | ||||||||
|
|
|||||||
Thailand 1.7% |
||||||||
Thailand Government Bond |
||||||||
3.650%, 12/17/21 |
THB | 98,570 | 3,139 | |||||
3.625%, 05/22/15 |
THB | 256,640 | 8,155 | |||||
3.580%, 12/17/27 |
THB | 33,000 | 1,011 | |||||
3.250%, 06/16/17 |
THB | 49,690 | 1,551 | |||||
2.800%, 10/10/17 |
THB | 103,000 | 3,154 | |||||
1.200%, 07/14/21 |
THB | 28,910 | 932 | |||||
|
|
|||||||
17,942 | ||||||||
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2012 | 8 |
Schedule of Investments (Unaudited)
Emerging Markets Debt Fund
June 30, 2012
Description |
Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Trinidad & Tobago 0.3% |
||||||||
Petroleum of Trinidad & Tobago |
||||||||
9.750%, 08/14/19 (A)(B) |
1,090 | $ | 1,337 | |||||
6.000%, 05/08/22 (A)(B) |
306 | 316 | ||||||
6.000%, 05/08/22 (B) |
1,667 | 1,721 | ||||||
|
|
|||||||
3,374 | ||||||||
|
|
|||||||
Tunisia 0.0% |
||||||||
Banque Centrale de Tunisie |
||||||||
8.250%, 09/19/27 |
200 | 237 | ||||||
|
|
|||||||
Turkey 5.6% |
||||||||
Export Credit Bank of Turkey |
||||||||
5.875%, 04/24/19 (A) |
630 | 648 | ||||||
5.375%, 11/04/16 (A) |
850 | 878 | ||||||
Republic of Turkey |
||||||||
11.875%, 01/15/30 |
670 | 1,187 | ||||||
10.000%, 12/04/13 |
TRY | 2,400 | 1,350 | |||||
9.640%, 05/15/13 (H) |
TRY | 13,800 | 7,069 | |||||
9.500%, 01/12/22 |
TRY | 5,750 | 3,359 | |||||
9.018%, 07/17/13 (H) |
TRY | 13,500 | 6,820 | |||||
9.000%, 01/27/16 |
TRY | 2,200 | 1,235 | |||||
9.000%, 03/08/17 |
TRY | 13,010 | 7,322 | |||||
8.000%, 02/14/34 |
1,670 | 2,199 | ||||||
7.500%, 07/14/17 |
950 | 1,108 | ||||||
7.500%, 11/07/19 |
3,630 | 4,401 | ||||||
7.375%, 02/05/25 |
2,270 | 2,792 | ||||||
7.250%, 03/15/15 |
900 | 991 | ||||||
7.250%, 03/05/38 |
590 | 726 | ||||||
7.000%, 09/26/16 |
1,038 | 1,174 | ||||||
7.000%, 03/11/19 |
550 | 639 | ||||||
7.000%, 06/05/20 |
570 | 668 | ||||||
6.875%, 03/17/36 |
1,160 | 1,362 | ||||||
6.750%, 04/03/18 |
4,464 | 5,078 | ||||||
6.750%, 05/30/40 |
865 | 1,005 | ||||||
6.250%, 09/26/22 |
1,050 | 1,189 | ||||||
6.000%, 01/14/41 |
1,602 | 1,686 | ||||||
5.625%, 03/30/21 |
450 | 491 | ||||||
5.125%, 03/25/22 |
1,709 | 1,779 | ||||||
4.000%, 04/29/15 |
TRY | 3,500 | 2,331 | |||||
Yuksel Insaat |
||||||||
9.500%, 11/10/15 |
146 | 117 | ||||||
|
|
|||||||
59,604 | ||||||||
|
|
|||||||
Ukraine 2.0% |
||||||||
DTEK Finance |
||||||||
9.500%, 04/28/15 |
550 | 534 | ||||||
9.500%, 04/28/15 (A) |
320 | 310 | ||||||
Ferrexpo Finance |
||||||||
7.875%, 04/07/16 |
1,200 | 1,083 | ||||||
7.875%, 04/07/16 (A) |
238 | 215 | ||||||
Financing of Infrastrucural Projects State Enterprise |
||||||||
8.375%, 11/03/17 (A) |
550 | 459 | ||||||
Government of Ukraine |
||||||||
7.950%, 02/23/21 (A) |
250 | 228 | ||||||
7.650%, 06/11/13 |
721 | 708 | ||||||
6.875%, 09/23/15 |
350 | 324 | ||||||
6.875%, 09/23/15 (A) |
350 | 324 | ||||||
6.580%, 11/21/16 |
100 | 89 | ||||||
6.580%, 11/21/16 (A) |
440 | 394 | ||||||
6.250%, 06/17/16 |
200 | 179 | ||||||
6.250%, 06/17/16 (A) |
600 | 537 |
Description |
Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Metinvest |
||||||||
10.250%, 05/20/15 |
400 | $ | 392 | |||||
8.750%, 02/14/18 |
1,129 | 1,027 | ||||||
8.750%, 02/14/18 (A) |
369 | 336 | ||||||
MHP |
||||||||
10.250%, 04/29/15 |
600 | 578 | ||||||
10.250%, 04/29/15 (A) |
1,428 | 1,376 | ||||||
Mriya Agro Holding |
||||||||
10.950%, 03/30/16 (A) |
316 | 269 | ||||||
National Naftogaz of Ukraine |
||||||||
9.500%, 09/30/14 |
5,600 | 5,369 | ||||||
Oschadbank Via SSB No. 1 |
||||||||
8.250%, 03/10/16 |
1,000 | 845 | ||||||
The EXIM of Ukraine Via Credit Suisse First Boston International |
||||||||
6.800%, 10/04/12 |
750 | 748 | ||||||
Ukreximbank Via Biz Finance |
||||||||
8.375%, 04/27/15 |
6,083 | 5,475 | ||||||
|
|
|||||||
21,799 | ||||||||
|
|
|||||||
United Arab Emirates 1.7% |
||||||||
Atlantic Finance |
||||||||
10.750%, 05/27/14 (D) |
983 | 1,069 | ||||||
Dolphin Energy |
||||||||
5.888%, 06/15/19 |
632 | 692 | ||||||
5.888%, 06/15/19 (A) |
421 | 462 | ||||||
5.500%, 12/15/21 (A) |
200 | 223 | ||||||
DP World MTN |
||||||||
6.850%, 07/02/37 |
1,750 | 1,719 | ||||||
DP World Sukuk |
||||||||
6.250%, 07/02/17 |
100 | 108 | ||||||
Dubai DOF Sukuk MTN |
||||||||
6.396%, 11/03/14 |
800 | 852 | ||||||
Dubai Electricity & Water Authority |
||||||||
8.500%, 04/22/15 |
1,078 | 1,198 | ||||||
8.500%, 04/22/15 (A) |
1,200 | 1,334 | ||||||
7.375%, 10/21/20 |
270 | 296 | ||||||
7.375%, 10/21/20 (A) |
2,116 | 2,317 | ||||||
Dubai Holding Commercial Operations MTN |
||||||||
6.000%, 02/01/17 |
GBP | 250 | 326 | |||||
4.750%, 01/30/14 |
EUR | 1,550 | 1,834 | |||||
Emirate of Abu Dhabi |
||||||||
6.750%, 04/08/19 (A) |
470 | 590 | ||||||
Emirate of Dubai MTN |
||||||||
7.750%, 10/05/20 |
950 | 1,071 | ||||||
6.700%, 10/05/15 |
300 | 326 | ||||||
Emirates Airline |
||||||||
5.125%, 06/08/16 |
690 | 717 | ||||||
IPIC GMTN MTN |
||||||||
6.875%, 11/01/41 (A) |
540 | 630 | ||||||
5.500%, 03/01/22 (A) |
363 | 396 | ||||||
3.750%, 03/01/17 (A) |
400 | 416 | ||||||
MAF Sukuk MTN |
||||||||
5.850%, 02/07/17 |
400 | 423 | ||||||
Pyrus |
||||||||
7.500%, 12/20/15 |
700 | 724 | ||||||
|
|
|||||||
17,723 | ||||||||
|
|
|||||||
Uruguay 1.2% |
||||||||
Republic of Uruguay PIK |
||||||||
7.875%, 01/15/33 |
2,009 | 2,908 |
9 | SEI Institutional International Trust / Quarterly Report / June 30, 2012 |
Schedule of Investments (Unaudited)
Emerging Markets Debt Fund
June 30, 2012
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Republic of Uruguay |
||||||||
9.250%, 05/17/17 |
218 | $ | 288 | |||||
8.000%, 11/18/22 |
4,141 | 5,828 | ||||||
7.625%, 03/21/36 |
1,794 | 2,583 | ||||||
6.875%, 09/28/25 |
737 | 969 | ||||||
|
|
|||||||
12,576 | ||||||||
|
|
|||||||
Venezuela 3.9% |
||||||||
Petroleos de Venezuela |
||||||||
12.750%, 02/17/22 |
650 | 611 | ||||||
8.500%, 11/02/17 |
900 | 731 | ||||||
5.500%, 04/12/37 |
2,100 | 1,176 | ||||||
5.375%, 04/12/27 |
2,945 | 1,657 | ||||||
5.250%, 04/12/17 |
1,000 | 710 | ||||||
5.000%, 10/28/15 |
300 | 234 | ||||||
4.900%, 10/28/14 |
10,110 | 8,695 | ||||||
Republic of Venezuela |
||||||||
13.625%, 08/15/18 |
2,100 | 2,132 | ||||||
13.625%, 08/15/18 |
144 | 146 | ||||||
12.750%, 08/23/22 |
6,492 | 6,232 | ||||||
11.950%, 08/05/31 |
5,910 | 5,260 | ||||||
11.750%, 10/21/26 |
4,434 | 3,935 | ||||||
10.750%, 09/19/13 |
400 | 412 | ||||||
9.375%, 01/13/34 |
1,480 | 1,140 | ||||||
9.250%, 09/15/27 |
1,440 | 1,166 | ||||||
9.250%, 05/07/28 |
1,240 | 942 | ||||||
9.000%, 05/07/23 |
1,380 | 1,063 | ||||||
8.500%, 10/08/14 |
1,066 | 1,055 | ||||||
8.250%, 10/13/24 |
1,950 | 1,409 | ||||||
7.750%, 10/13/19 |
1,250 | 959 | ||||||
7.650%, 04/21/25 |
1,420 | 980 | ||||||
7.000%, 03/31/38 |
100 | 66 | ||||||
6.000%, 12/09/20 |
880 | 592 | ||||||
|
|
|||||||
41,303 | ||||||||
|
|
|||||||
Vietnam 0.2% |
||||||||
Republic of Vietnam |
||||||||
6.875%, 01/15/16 |
610 | 648 | ||||||
6.750%, 01/29/20 |
1,300 | 1,388 | ||||||
Vietnam Joint Stock Commercial Bank for Industry and Trade |
||||||||
8.000%, 05/17/17 (A) |
350 | 341 | ||||||
|
|
|||||||
2,377 | ||||||||
|
|
|||||||
Total Global Bonds |
965,960 | |||||||
|
|
|||||||
LOAN PARTICIPATIONS 1.6% |
||||||||
Angola 0.1% |
||||||||
Republic of Angola |
||||||||
3.667%, 04/30/16 |
EUR | 975 | 1,152 | |||||
|
|
|||||||
Brazil 0.0% |
||||||||
Virgolino de Oliveira |
||||||||
5.551%, 11/03/15 |
441 | 422 | ||||||
|
|
|||||||
Indonesia 0.2% |
||||||||
PT Bumi |
||||||||
15.000%, 01/18/13 (B) |
252 | 222 | ||||||
15.000%, 01/18/13 (B) |
316 | 278 | ||||||
11.243%, 08/07/13 (B) |
1,743 | 1,767 | ||||||
|
|
|||||||
2,267 | ||||||||
|
|
Description | Face Amount (1) (Thousands)/Shares |
Market Value ($ Thousands) |
||||||
Mexico 0.5% |
||||||||
Altos Hornos Promissory Note (Counterparty: Deustche Bank) |
||||||||
0.000%, 12/31/49 (B)(F) |
4,500 | $ | 1,440 | |||||
Altos Hornos Promissory Note No. 5 |
||||||||
0.000%, 04/29/99 (B)(F) |
2,500 | 800 | ||||||
Altos Hornos Promissory Note No. 6 |
||||||||
0.000%, 04/29/99 (B)(F) |
2,500 | 800 | ||||||
Altos Hornos Tranche A (Counterparty: Bank of America) |
||||||||
0.000%, 04/11/04 (B)(F) |
6,540 | 2,093 | ||||||
|
|
|||||||
5,133 | ||||||||
|
|
|||||||
Singapore 0.8% |
||||||||
Ashmore Cayman SPC, No. 1 PIK |
||||||||
0.000%, 08/31/11 (B)(F) |
9,161 | 5,144 | ||||||
Morton Bay |
||||||||
6.220%, 12/30/09 (B) |
3,158 | 2,830 | ||||||
|
|
|||||||
7,974 | ||||||||
|
|
|||||||
Total Loan Participations |
16,948 | |||||||
|
|
|||||||
CONVERTIBLE BONDS 0.4% |
||||||||
Dana Gas Sukuk CV to 19.076 Variable Shares |
||||||||
7.500%, 10/31/12 |
850 | 578 | ||||||
Firstsource CV to 42,549.14 Shares |
||||||||
5.580%, 12/04/12 (H) |
1,800 | 2,052 | ||||||
Suzlon Energy CV to 22.683 Shares |
||||||||
2.959%, 07/27/12 (H) |
1,093 | 1,421 | ||||||
Suzlon Energy CV to 533.2762 Shares |
|
|||||||
2.446%, 07/25/14 (H) |
450 | 382 | ||||||
|
|
|||||||
Total Convertible Bonds |
4,433 | |||||||
|
|
|||||||
AFFILIATED PARTNERSHIP 0.0% |
||||||||
United States 0.0% |
||||||||
SEI Liquidity Fund, L.P. |
||||||||
0.150% **(I) |
84,196 | 83 | ||||||
|
|
|||||||
Total Affiliated Partnership |
83 | |||||||
|
|
|||||||
Total Investments 92.5% |
$ | 987,424 | ||||||
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2012 | 10 |
Schedule of Investments (Unaudited)
Emerging Markets Debt Fund
June 30, 2012
A list of the open futures contracts held by the Fund at June 30, 2012, is as follows:
Type of Contract | Number of Contracts Long (Short) |
Expiration Date |
Unrealized Appreciation ($ Thousands) |
|||||||||
Euro-Bund |
(7 | ) | Sep-2012 | $ | 39 | |||||||
Euro-Buxl 30 Year Bond |
(10 | ) | Sep-2012 | 164 | ||||||||
U.S. 10-Year Treasury Note |
23 | Sep-2012 | 12 | |||||||||
|
|
|||||||||||
$ | 215 | |||||||||||
|
|
For the period ended June 30, 2012, 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 list of the open forward foreign currency contracts held by the Fund at June 30, 2012, is as follows:
Settlement Date | Currency to Deliver (Thousands) |
Currency to Receive (Thousands) |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||
7/3/12-8/2/12 |
USD | 31,903 | BRL | 65,409 | $ | 448 | ||||||
7/3/12-10/2/12 |
BRL | 94,049 | USD | 46,852 | 482 | |||||||
7/5/12-7/31/12 |
EUR | 30,754 | USD | 38,554 | (477 | ) | ||||||
7/5/12-7/31/12 |
USD | 8,674 | EUR | 6,883 | 61 | |||||||
7/6/12 |
MYR | 11,700 | USD | 3,679 | (5 | ) | ||||||
7/6/12-8/24/12 |
USD | 4,364 | MYR | 13,900 | 11 | |||||||
7/6/12-8/28/12 |
PHP | 320,000 | USD | 7,555 | (26 | ) | ||||||
7/6/12-8/28/12 |
USD | 7,597 | PHP | 321,400 | 16 | |||||||
7/10/12-8/8/12 |
CZK | 118,300 | EUR | 4,614 | (26 | ) | ||||||
7/12/12 |
INR | 65,000 | USD | 1,147 | (15 | ) | ||||||
7/12/12 |
USD | 1,133 | INR | 65,000 | 29 | |||||||
7/12/12 |
USD | 2,516 | ZAR | 20,920 | 39 | |||||||
7/12/12 |
ZAR | 19,000 | USD | 2,251 | (69 | ) | ||||||
7/13/12 |
EUR | 11,349 | PLN | 48,370 | 74 | |||||||
7/13/12 |
PLN | 10,340 | EUR | 2,393 | (57 | ) | ||||||
7/16/12-9/18/12 |
COP | 15,810,398 | USD | 8,826 | 10 | |||||||
7/16/12-9/18/12 |
USD | 3,828 | COP | 6,914,475 | 15 | |||||||
7/17/12-8/31/12 |
RUB | 95,100 | USD | 3,016 | 101 | |||||||
7/17/12-9/12/12 |
USD | 18,161 | RUB | 598,218 | 132 | |||||||
7/18/12 |
CLP | 1,730,000 | USD | 3,420 | (17 | ) | ||||||
7/19/12 |
KRW | 4,825,612 | USD | 4,223 | 11 | |||||||
7/19/12 |
SGD | 11,450 | USD | 8,981 | (59 | ) | ||||||
7/19/12 |
USD | 4,131 | KRW | 4,825,612 | 81 | |||||||
7/19/12-8/8/12 |
USD | 9,060 | SGD | 11,449 | (20 | ) | ||||||
7/20/12 |
TRY | 2,140 | USD | 1,152 | (27 | ) | ||||||
7/20/12 |
USD | 4,603 | TRY | 8,400 | 24 | |||||||
7/20/12-8/24/12 |
MXP | 64,495 | USD | 4,670 | (125 | ) | ||||||
7/20/12-8/24/12 |
USD | 9,544 | MXP | 132,447 | 287 | |||||||
7/26/12 |
USD | 1,392 | THB | 44,250 | (1 | ) | ||||||
7/31/12 |
GBP | 466 | USD | 724 | (7 | ) | ||||||
8/3/12 |
PEI | 5,600 | USD | 2,088 | (10 | ) | ||||||
8/3/12-8/27/12 |
USD | 2,275 | PEI | 6,100 | 9 | |||||||
8/7/12 |
HUF | 1,185,600 | EUR | 4,036 | (121 | ) | ||||||
8/13/12-9/13/12 |
USD | 2,502 | CLP | 1,274,200 | 17 | |||||||
8/14/12 |
USD | 1,392 | IDR | 13,200,000 | 7 | |||||||
9/6/12 |
USD | 942 | ILS | 3,670 | (4 | ) | ||||||
9/19/12 |
ILS | 3,710 | USD | 960 | 13 | |||||||
12/3/12 |
USD | 3,347 | CNY | 21,340 | (2 | ) | ||||||
|
|
|||||||||||
$ | 799 | |||||||||||
|
|
A list of the counterparties for the open forward foreign currency contracts held by the Fund at June 30, 2012, is as follows:
Counterparty | Currency
to ($ Thousands) |
Currency to ($ Thousands) |
Unrealized Appreciation (Depreciation) ($Thousands) |
|||||||||
Barclays PLC |
(80,599 | ) | 80,773 | $ | 175 | |||||||
Citigroup |
(91,372 | ) | 91,523 | 151 | ||||||||
CSFB |
(16,521 | ) | 16,660 | 139 | ||||||||
HSBC |
(31,821 | ) | 32,098 | 278 | ||||||||
JPMorgan Chase Bank |
(50,661 | ) | 50,851 | 190 | ||||||||
Royal Bank of Canada |
(3,797 | ) | 3,794 | (3 | ) | |||||||
Standard Chartered Bank |
(981 | ) | 954 | (27 | ) | |||||||
UBS |
(8,556 | ) | 8,452 | (104 | ) | |||||||
|
|
|||||||||||
$ | 799 | |||||||||||
|
|
For the period ended June 30, 2012, the total amount of all open forward foreign currency 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 $1,067,138 ($ Thousands).
* | Rate shown is the 7-day effective yield as of June 30, 2012. |
| 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) | Securities considered illiquid. The total market value of such securities as of June 30, 2012 was $29,570 ($ Thousands) and represented 2.8% of Net Assets. |
(C) | Variable Rate Security - The rate reported on the Schedule of Investments is the rate in effect as of June 30, 2012. |
(D) | Step Bonds - The rate reflected on the Schedule of Investments is the effective yield on June 30, 2012. The coupon on a step bond changes on a specified date. |
(E) | This security or a partial position of this security is on loan at June 30, 2012. The total market value of securities on loan at June 30, 2012 was $58 ($ Thousands). |
(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, 2012 was $83 ($ Thousands). |
§ | At June 30, 2012, the tax basis cost of the Funds investments was $938,475 ($ Thousands), and the unrealized appreciation and depreciation were $77,024 ($ Thousands) and ($28,075) ($ Thousands) respectively. |
ARS Argentine Peso
BRL Brazilian Real
CLN Credit Linked Note
CLN Credit Linked Note
CLP Chile Peso
COP Colombian Peso
CV Convertible Security
CZK Czech Koruna
DEM Deutsche Mark
EUR Euro
GBP British Pound Sterling
HUF Hungarian Forint
IDR Indonesian Rupiah
ILS Israeli Shekel
INR Indian Rupee
KRW Korean Won
L.P. Limited Partnership
LLP Limited Liability Partnership
MTN Medium Term Note
MXP Mexican Peso
MYR Malaysian Ringgit
PEI Peruvian Inca
PHP Philippine Peso
PIK Payment-in-Kind
PLC Public Limited Company
PLN Polish Zlotty
RUB Russian Ruble
Ser Series
SGD Singapore Dollar
THB Thai Baht
TRY New Turkish Lira
USD U.S. Dollar
ZAR South African Rand
The following is a summary of the inputs used as of June 30, 2012, in valuing the Funds investments carried at value ($ Thousands):
Investments in Securities | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Global Bonds |
$ | | $ | 965,960 | $ | | $ | 965,960 | ||||||||
Convertible Bonds |
| 4,433 | | 4,433 | ||||||||||||
Loan Participations |
| | 16,948 | 16,948 | ||||||||||||
Affiliated Partnership |
| 83 | | 83 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments in Securities |
$ | | $ | 970,476 | $ | 16,948 | $ | 987,424 | ||||||||
|
|
|
|
|
|
|
|
Other Financial Instruments | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Futures Contracts * |
$ | 215 | $ | | $ | | $ | 215 | ||||||||
Forwards Contracts * |
| 799 | | 799 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Other Financial Instruments |
$ | 215 | $ | 799 | $ | | $ | 1,014 | ||||||||
|
|
|
|
|
|
|
|
* | Futures and forward contracts are valued at the unrealized appreciation on the investment. |
11 | SEI Institutional International Trust / Quarterly Report / June 30, 2012 |
Schedule of Investments (Unaudited)
Emerging Markets Debt Fund
June 30, 2012
Loan Participations | ||||
Beginning balance as of October 1, 2011 |
$ | 18,404 | ||
Accrued discounts/premiums |
62 | |||
Realized gain/(loss) |
19 | |||
Change in unrealized appreciation/(depreciation) |
296 | |||
Purchases |
568 | |||
Sales |
(2,401 | ) | ||
Net transfer into Level 3 |
| |||
Net transfer out of Level 3 |
| |||
|
|
|||
Ending balance as of June 30, 2012 |
$ | 16,948 | ||
|
|
|||
Change in unrealized gains/(losses) included in earnings related to securities still held at reporting date |
$ | 301 | ||
|
|
For the period ended June 30, 2012, there were no transfers between Level 1 and Level 2 assets and liabilities.
For the period ended June 30, 2012, there were no transfers between Level 2 and Level 3 assets and liabilities.
Amounts designated as are $O or have been rounded to $O.
For information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial statements.
SEI Institutional International Trust / Quarterly Report / June 30, 2012 | 12 |
Schedule of Investments (Unaudited)
International Fixed Income Fund
June 30, 2012
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
GLOBAL BONDS 90.9% |
||||||||
Australia 1.7% |
||||||||
Australia & New Zealand Banking Group MTN |
||||||||
3.625%, 07/18/22 |
300 | $ | 410 | |||||
Commonwealth Bank of Australia MTN |
||||||||
3.000%, 05/03/22 |
230 | 300 | ||||||
2.625%, 01/12/17 |
245 | 325 | ||||||
Government of Australia, Ser 20CI |
||||||||
6.059%, 08/20/20 |
200 | 395 | ||||||
Government of Australia, Ser 25CI |
||||||||
3.241%, 09/20/25 |
640 | 906 | ||||||
Government of Australia, Ser 124 |
||||||||
5.750%, 05/15/21 |
1,900 | 2,372 | ||||||
National Australia Bank MTN |
||||||||
2.625%, 01/13/17 |
410 | 543 | ||||||
New South Wales Treasury, |
||||||||
5.250%, 05/01/13 |
980 | 1,023 | ||||||
Queensland Treasury, Ser 17 |
||||||||
6.000%, 09/14/17 |
780 | 892 | ||||||
Suncorp-Metway MTN |
||||||||
4.000%, 01/16/14 |
GBP | 550 | 904 | |||||
Westpac Banking MTN |
||||||||
5.625%, 04/29/18 (A) |
240 | 380 | ||||||
|
|
|||||||
8,450 | ||||||||
|
|
|||||||
Austria 0.8% |
||||||||
Republic of Austria |
||||||||
3.900%, 07/15/20 |
75 | 107 | ||||||
3.650%, 04/20/22 |
290 | 407 | ||||||
3.200%, 02/20/17 |
300 | 412 | ||||||
1.950%, 06/18/19 (B) |
1,900 | 2,400 | ||||||
Republic of Austria, Ser 97-6 |
||||||||
6.250%, 07/15/27 |
225 | 400 | ||||||
|
|
|||||||
3,726 | ||||||||
|
|
|||||||
Belgium 2.5% |
||||||||
Anheuser-Busch InBev Worldwide MTN |
||||||||
8.625%, 01/30/17 |
200 | 331 | ||||||
Fortis Bank |
||||||||
4.625%, 10/24/49 (A) |
200 | 181 | ||||||
Kingdom of Belgium, Ser 44 |
||||||||
5.000%, 03/28/35 |
500 | 745 | ||||||
Kingdom of Belgium, Ser 47 |
||||||||
3.250%, 09/28/16 |
7,325 | 9,850 | ||||||
Kingdom of Belgium, Ser 48 |
||||||||
4.000%, 03/28/22 |
465 | 634 | ||||||
Kingdom of Belgium, Ser 49 |
||||||||
4.000%, 03/28/17 |
230 | 318 | ||||||
Kingdom of Belgium, Ser 58 |
||||||||
3.750%, 09/28/20 |
231 | 309 | ||||||
|
|
|||||||
12,368 | ||||||||
|
|
|||||||
Brazil 0.3% |
||||||||
Centrais Eletricas Brasileiras |
||||||||
6.875%, 07/30/19 |
USD | 150 | 174 | |||||
Embraer |
||||||||
5.150%, 06/15/22 |
106 | 109 | ||||||
Globo Comunicacao e Participacoes |
||||||||
5.307%, 05/11/17 (C) |
380 | 403 |
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Petrobras International Finance |
||||||||
5.375%, 01/27/21 |
400 | $ | 431 | |||||
Vale Overseas |
||||||||
4.375%, 01/11/22 |
314 | 320 | ||||||
|
|
|||||||
1,437 | ||||||||
|
|
|||||||
Canada 6.2% |
||||||||
Bank of Montreal |
||||||||
2.625%, 01/25/16 (C) |
250 | 264 | ||||||
Bell Canada MTN |
||||||||
5.000%, 02/15/17 |
270 | 290 | ||||||
Canada Housing Trust No. 1 |
||||||||
4.100%, 12/15/18 |
1,390 | 1,549 | ||||||
2.050%, 06/15/17 |
2,470 | 2,479 | ||||||
Canadian Treasury Bills |
||||||||
0.896%, 07/05/12 (D) |
2,990 | 2,933 | ||||||
CDP Financial |
||||||||
4.400%, 11/25/19 (C) |
USD | 850 | 961 | |||||
Government of Canada |
||||||||
5.750%, 06/01/33 |
1,300 | 2,001 | ||||||
5.000%, 06/01/37 |
1,300 | 1,904 | ||||||
4.250%, 06/01/18 |
715 | 815 | ||||||
4.000%, 06/01/17 |
3,020 | 3,344 | ||||||
3.500%, 06/01/20 |
4,145 | 4,654 | ||||||
2.750%, 06/01/22 |
1,800 | 1,928 | ||||||
2.250%, 08/01/14 |
1,000 | 1,005 | ||||||
2.000%, 06/01/16 |
1,425 | 1,439 | ||||||
1.500%, 03/01/17 |
2,055 | 2,039 | ||||||
Nexen |
||||||||
6.200%, 07/30/19 |
USD | 275 | 319 | |||||
Province of British Columbia |
||||||||
3.250%, 12/18/21 |
1,150 | 1,193 | ||||||
Royal Bank of Canada, Ser 2 MTN |
||||||||
4.625%, 01/22/18 |
EUR | 252 | 369 | |||||
Toronto-Dominion Bank |
||||||||
2.200%, 07/29/15 (C) |
USD | 540 | 562 | |||||
|
|
|||||||
30,048 | ||||||||
|
|
|||||||
China 0.1% |
||||||||
Talent Yield Investments |
||||||||
4.500%, 04/25/22 (C) |
310 | 317 | ||||||
|
|
|||||||
Czech Republic 0.8% |
||||||||
Government of Czech Republic |
||||||||
3.850%, 09/29/21 |
67,200 | 3,571 | ||||||
Government of Czech Republic, Ser 51 |
||||||||
4.000%, 04/11/17 |
8,050 | 440 | ||||||
|
|
|||||||
4,011 | ||||||||
|
|
|||||||
Denmark 1.1% |
||||||||
Danske Bank |
||||||||
5.375%, 09/29/21 (A) |
170 | 211 | ||||||
3.500%, 04/16/18 |
155 | 212 | ||||||
DONG Energy MTN |
||||||||
6.500%, 05/07/19 |
245 | 387 | ||||||
FIH Erhvervsbank MTN |
||||||||
2.125%, 03/21/13 |
1,000 | 1,283 | ||||||
2.000%, 06/12/13 (C) |
USD | 625 | 632 | |||||
Kingdom of Denmark |
||||||||
4.500%, 11/15/39 |
1,300 | 326 | ||||||
4.000%, 11/15/17 |
7,315 | 1,466 | ||||||
3.125%, 03/17/14 |
EUR | 500 | 664 | |||||
|
|
|||||||
5,181 | ||||||||
|
|
1 | SEI Institutional International Trust / Quarterly Report / June 30, 2012 |
Schedule of Investments (Unaudited)
International Fixed Income Fund
June 30, 2012
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Finland 0.7% |
||||||||
Government of Finland |
||||||||
4.375%, 07/04/19 |
225 | $ | 337 | |||||
3.875%, 09/15/17 |
350 | 504 | ||||||
3.500%, 04/15/21 |
1,290 | 1,840 | ||||||
Nordea Bank Finland MTN |
||||||||
2.375%, 07/17/17 |
360 | 474 | ||||||
2.250%, 05/03/19 |
170 | 219 | ||||||
Stora Enso MTN |
||||||||
5.500%, 03/07/19 |
100 | 125 | ||||||
|
|
|||||||
3,499 | ||||||||
|
|
|||||||
France 5.3% |
||||||||
AXA MTN |
||||||||
5.250%, 04/16/40 (A) |
600 | 607 | ||||||
BNP Paribas MTN |
||||||||
5.000%, 01/15/21 |
299 | 307 | ||||||
BNP Paribas Home Loan SFH MTN |
||||||||
3.125%, 03/22/22 |
400 | 520 | ||||||
Caisse de Refinancement de lHabitat MTN |
||||||||
4.500%, 10/25/17 |
540 | 770 | ||||||
Casino Guichard Perracho |
||||||||
4.726%, 05/26/21 |
400 | 522 | ||||||
Casino Guichard Perrachon MTN |
||||||||
3.994%, 03/09/20 |
200 | 250 | ||||||
Cie de Financement Foncier MTN |
||||||||
4.625%, 09/23/17 |
95 | 134 | ||||||
4.250%, 01/19/22 |
300 | 411 | ||||||
4.125%, 10/25/17 |
220 | 303 | ||||||
2.500%, 09/16/15 (C) |
800 | 803 | ||||||
Cie de St-Gobain MTN |
||||||||
6.000%, 05/20/13 |
50 | 66 | ||||||
Credit Agricole Home Loan SFH |
||||||||
3.500%, 07/21/14 |
200 | 265 | ||||||
3.500%, 06/14/18 |
200 | 269 | ||||||
2.875%, 09/09/16 |
100 | 132 | ||||||
Credit Logement |
||||||||
1.813%, 03/29/49 (A)(E) |
350 | 204 | ||||||
1.262%, 12/15/49 (A)(E) |
42 | 30 | ||||||
Dexia Credit Local |
||||||||
2.625%, 01/21/14 |
300 | 383 | ||||||
0.946%, 04/29/14 (A) |
410 | 388 | ||||||
Dexia Municipal Agency |
||||||||
3.750%, 05/18/16 |
225 | 294 | ||||||
EDF MTN |
||||||||
6.500%, 01/26/19 (C) |
USD | 250 | 294 | |||||
5.500%, 10/17/41 |
100 | 161 | ||||||
4.125%, 03/25/27 |
100 | 131 | ||||||
4.000%, 11/12/25 |
150 | 196 | ||||||
Eutelsat |
||||||||
5.000%, 01/14/19 |
200 | 279 | ||||||
French Treasury Note |
||||||||
0.750%, 09/25/14 |
800 | 1,020 | ||||||
Government of France |
||||||||
5.000%, 10/25/16 |
1,760 | 2,578 | ||||||
4.750%, 04/25/35 |
945 | 1,429 | ||||||
4.500%, 04/25/41 |
1,060 | 1,567 | ||||||
3.250%, 10/25/21 |
835 | 1,117 | ||||||
3.000%, 10/25/15 |
4,175 | 5,653 | ||||||
3.000%, 04/25/22 |
830 | 1,081 |
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
HSBC France MTN |
||||||||
4.875%, 01/15/14 |
250 | $ | 334 | |||||
Iliand |
||||||||
4.875%, 06/01/16 |
300 | 393 | ||||||
RCI Banque |
||||||||
3.400%, 04/11/14 (C) |
USD | 250 | 249 | |||||
Rexel |
||||||||
6.125%, 12/15/19 |
310 | 312 | ||||||
Societe Financement de lEconomie Francaise |
||||||||
3.375%, 05/05/14 (C) |
USD | 905 | 940 | |||||
Societe Generale MTN |
||||||||
3.875%, 12/17/15 |
100 | 157 | ||||||
Societe Generale SCF MTN |
||||||||
4.000%, 07/07/16 |
650 | 893 | ||||||
Vivendi MTN |
||||||||
7.750%, 01/23/14 |
250 | 345 | ||||||
|
|
|||||||
25,787 | ||||||||
|
|
|||||||
Germany 12.8% |
||||||||
Bundesobligation Inflation Linked Bond |
||||||||
2.250%, 04/15/13 |
16,906 | 21,659 | ||||||
Bundesobligation, Ser 156 |
||||||||
2.500%, 02/27/15 |
650 | 875 | ||||||
Bundesobligation, Ser 159 |
||||||||
2.000%, 02/26/16 |
595 | 800 | ||||||
Bundesrepublik Deutschland |
||||||||
3.000%, 07/04/20 |
1,145 | 1,648 | ||||||
2.500%, 01/04/21 |
1,532 | 2,124 | ||||||
2.000%, 01/04/22 |
8,875 | 11,738 | ||||||
1.750%, 07/04/22 |
2,550 | 3,285 | ||||||
Bundesrepublik Deutschland, |
||||||||
5.500%, 01/04/31 |
340 | 638 | ||||||
Bundesrepublik Deutschland, |
||||||||
4.750%, 07/04/34 |
340 | 610 | ||||||
Bundesrepublik Deutschland, |
||||||||
3.500%, 01/04/16 |
360 | 507 | ||||||
Bundesrepublik Deutschland, |
||||||||
4.250%, 07/04/39 |
845 | 1,483 | ||||||
4.000%, 01/04/18 |
25 | 37 | ||||||
Bundesrepublik Deutschland, |
||||||||
4.750%, 07/04/40 |
1,680 | 3,173 | ||||||
4.250%, 07/04/18 |
125 | 190 | ||||||
Bundesrepublik Deutschland, |
||||||||
4.250%, 07/04/14 |
1,000 | 1,373 | ||||||
Bundesschatzanweisungen |
||||||||
1.750%, 06/14/13 |
2,200 | 2,836 | ||||||
Deutsche Bank MTN |
||||||||
1.841%, 12/15/15 (A) |
280 | 387 | ||||||
Deutsche Postbank MTN |
||||||||
3.750%, 02/12/14 |
800 | 1,066 | ||||||
Dexia Kommunalbank Deutschland MTN |
||||||||
3.500%, 06/05/14 |
390 | 512 | ||||||
Eurohypo MTN |
||||||||
2.875%, 01/19/16 |
160 | 213 |
SEI Institutional International Trust / Quarterly Report / June 30, 2012 | 2 |
Schedule of Investments (Unaudited)
International Fixed Income Fund
June 30, 2012
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
K+S |
||||||||
5.000%, 09/24/14 |
350 | $ | 478 | |||||
KFW MTN |
||||||||
4.375%, 07/04/18 |
500 | 742 | ||||||
Kreditanstalt fuer Wiederaufbau |
||||||||
4.750%, 08/12/15 |
SEK | 6,000 | 936 | |||||
4.375%, 10/11/13 |
1,050 | 1,402 | ||||||
3.875%, 01/21/19 |
575 | 837 | ||||||
3.375%, 08/30/17 |
CHF | 370 | 449 | |||||
1.375%, 02/21/17 |
580 | 749 | ||||||
Landwirtschaftliche Rentenbank MTN |
||||||||
3.750%, 02/11/16 |
173 | 241 | ||||||
Muenchener Rueckversicherungs MTN |
||||||||
6.250%, 05/26/42 (A) |
200 | 250 | ||||||
RWE |
||||||||
7.000%, 10/12/72 (A) |
224 | 226 | ||||||
Volkswagen International Finance |
||||||||
1.625%, 08/12/13 (C) |
800 | 807 | ||||||
|
|
|||||||
62,271 | ||||||||
|
|
|||||||
Indonesia 0.1% |
||||||||
Pertamina Persero |
||||||||
6.000%, 05/03/42 (C) |
380 | 376 | ||||||
|
|
|||||||
Ireland 0.4% |
||||||||
Bank of Ireland MTN |
||||||||
4.625%, 04/08/13 |
195 | 238 | ||||||
GE Capital UK Funding MTN |
||||||||
4.375%, 07/31/19 |
810 | 1,333 | ||||||
Guaranteed Funding, Ser 2009-1 |
||||||||
2.319%, 02/11/13 |
300 | 384 | ||||||
Iberdrola Finance Ireland |
||||||||
5.000%, 09/11/19 (C) |
USD | 240 | 222 | |||||
|
|
|||||||
2,177 | ||||||||
|
|
|||||||
Italy 4.2% |
||||||||
Edison MTN |
||||||||
3.875%, 11/10/17 |
400 | 509 | ||||||
Enel Finance International |
||||||||
3.875%, 10/07/14 (C) |
USD | 350 | 344 | |||||
Intesa Sanpaolo MTN |
||||||||
6.375%, 11/12/17 (A) |
GBP | 300 | 425 | |||||
Italy Buoni Poliennali Del Tesoro |
||||||||
6.500%, 11/01/27 |
500 | 644 | ||||||
6.000%, 05/01/31 |
500 | 617 | ||||||
5.000%, 03/01/22 |
2,000 | 2,422 | ||||||
5.000%, 09/01/40 |
1,755 | 1,870 | ||||||
4.750%, 05/01/17 |
1,785 | 2,239 | ||||||
4.750%, 09/01/21 |
3,250 | 3,881 | ||||||
4.500%, 03/01/19 |
400 | 483 | ||||||
4.250%, 10/15/12 |
585 | 746 | ||||||
4.250%, 02/01/15 |
2,325 | 2,967 | ||||||
3.750%, 03/01/21 |
950 | 1,069 | ||||||
3.500%, 06/01/14 |
1,150 | 1,453 | ||||||
Telecom Italia Capital |
||||||||
6.175%, 06/18/14 |
USD | 300 | 302 | |||||
UniCredit MTN |
||||||||
6.375%, 10/16/18 (A) |
USD | 100 | 121 | |||||
4.875%, 03/07/17 |
110 | 132 | ||||||
Unione di Banche Italiane MTN |
||||||||
4.500%, 02/22/16 |
200 | 255 | ||||||
|
|
|||||||
20,479 | ||||||||
|
|
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Japan 22.8% |
||||||||
eAccess |
||||||||
8.250%, 04/01/18 (B)(C) |
116 | $ | 106 | |||||
Government of Japan 5 Year |
||||||||
Bond, Ser 79 |
||||||||
0.700%, 12/20/13 |
447,300 | 5,655 | ||||||
Government of Japan 5 Year Bond, Ser 95 |
||||||||
0.600%, 03/20/16 |
313,950 | 4,002 | ||||||
Government of Japan 10 Year Bond, Ser 275 |
||||||||
1.400%, 12/20/15 |
626,600 | 8,198 | ||||||
Government of Japan 10 Year Bond, Ser 284 |
||||||||
1.700%, 12/20/16 |
600,000 | 8,029 | ||||||
Government of Japan 10 Year Bond, Ser 288 |
||||||||
1.700%, 09/20/17 |
1,277,950 | 17,227 | ||||||
Government of Japan 10 Year Bond, Ser 298 |
||||||||
1.300%, 12/20/18 |
369,400 | 4,902 | ||||||
Government of Japan 10 Year Bond, Ser 301 |
||||||||
1.500%, 06/20/19 |
235,300 | 3,162 | ||||||
Government of Japan 10 Year Bond, Ser 308 |
||||||||
1.300%, 06/20/20 |
1,016,000 | 13,446 | ||||||
Government of Japan 10 Year Bond, Ser 316 |
||||||||
1.100%, 06/20/21 |
160,000 | 2,070 | ||||||
Government of Japan 10 Year Bond, Ser 321 |
||||||||
1.000%, 03/20/22 |
12,000 | 153 | ||||||
Government of Japan 20 Year Bond, Ser 106 |
||||||||
2.200%, 09/20/28 |
67,150 | 933 | ||||||
Government of Japan 20 Year Bond, Ser 109 |
||||||||
1.900%, 03/20/29 |
39,000 | 518 | ||||||
Government of Japan 20 Year Bond, Ser 112 |
||||||||
2.100%, 06/20/29 |
910,000 | 12,396 | ||||||
Government of Japan 20 Year Bond, Ser 48 |
||||||||
2.500%, 12/21/20 |
654,450 | 9,451 | ||||||
Government of Japan 20 Year Bond, Ser 55 |
||||||||
2.000%, 03/21/22 |
257,000 | 3,578 | ||||||
Government of Japan 20 Year Bond, Ser 60 |
||||||||
1.400%, 12/20/22 |
115,000 | 1,514 | ||||||
Government of Japan 20 Year Bond, Ser 99 |
||||||||
2.100%, 12/20/27 |
538,250 | 7,392 | ||||||
Government of Japan 30 Year Bond, Ser 29 |
||||||||
2.400%, 09/20/38 |
103,250 | 1,441 | ||||||
Government of Japan 30 Year Bond, Ser 30 |
||||||||
2.300%, 03/20/39 |
267,700 | 3,670 |
3 | SEI Institutional International Trust / Quarterly Report / June 30, 2012 |
Schedule of Investments (Unaudited)
International Fixed Income Fund
June 30, 2012
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Government of Japan 30 Year Bond, Ser 33 |
||||||||
2.000%, 09/20/40 |
117,000 | $ | 1,504 | |||||
Government of Japan 30 Year Bond, Ser 34 |
||||||||
2.200%, 03/20/41 |
30,000 | 402 | ||||||
Japan Finance Organization for Municipalities |
||||||||
4.500%, 05/27/14 |
EUR | 450 | 607 | |||||
ORIX |
||||||||
4.710%, 04/27/15 |
USD | 151 | 157 | |||||
|
|
|||||||
110,513 | ||||||||
|
|
|||||||
Jersey 0.2% |
||||||||
BAA Funding MTN |
||||||||
7.125%, 02/14/24 |
150 | 250 | ||||||
4.375%, 01/25/17 |
180 | 242 | ||||||
Gatwick Funding MTN |
||||||||
5.750%, 01/23/37 |
250 | 391 | ||||||
|
|
|||||||
883 | ||||||||
|
|
|||||||
Lithuania 0.1% |
||||||||
Lithuania Government International Bond |
||||||||
6.625%, 02/01/22 (C) |
390 | 447 | ||||||
|
|
|||||||
Malaysia 0.2% |
||||||||
Government of Malaysia |
||||||||
5.734%, 07/30/19 |
900 | 324 | ||||||
Petronas Capital |
||||||||
5.250%, 08/12/19 (C) |
USD | 410 | 471 | |||||
|
|
|||||||
795 | ||||||||
|
|
|||||||
Mexico 0.4% |
||||||||
Mexican Bonos, Ser M10 |
||||||||
7.750%, 12/14/17 |
11,045 | 932 | ||||||
Mexican Bonos, Ser MI10 |
||||||||
9.000%, 12/20/12 |
10,000 | 760 | ||||||
Petroleos Mexicanos |
||||||||
5.500%, 06/27/44 (C) |
USD | 168 | 172 | |||||
|
|
|||||||
1,864 | ||||||||
|
|
|||||||
Netherlands 5.3% |
||||||||
ABN Amro Bank MTN |
||||||||
4.875%, 01/16/19 |
200 | 334 | ||||||
3.750%, 07/15/14 |
750 | 1,005 | ||||||
Akzo Nobel MTN |
||||||||
8.000%, 04/06/16 |
205 | 382 | ||||||
Alliander MTN |
||||||||
2.875%, 06/14/24 |
200 | 250 | ||||||
Allianz Finance II MTN |
||||||||
3.500%, 02/14/22 |
300 | 391 | ||||||
BMW Finance MTN |
||||||||
3.375%, 12/14/18 |
250 | 407 | ||||||
Boats Investments MTN |
||||||||
11.000%, 03/31/17 |
407 | 289 | ||||||
Cooperatieve Centrale Raiffeisen- Boerenleenbank MTN |
||||||||
4.125%, 01/12/21 |
230 | 313 | ||||||
4.000%, 01/11/22 |
410 | 548 | ||||||
Deutsche Telekom International Finance MTN |
||||||||
6.500%, 04/08/22 |
GBP | 90 | 169 | |||||
Diageo Capital MTN |
||||||||
5.500%, 07/01/13 |
550 | 729 |
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
E.ON International Finance |
||||||||
5.800%, 04/30/18 (C) |
USD | 150 | $ | 175 | ||||
Government of Netherlands |
||||||||
4.500%, 07/15/17 |
760 | 1,117 | ||||||
4.000%, 07/15/18 |
1,025 | 1,487 | ||||||
4.000%, 01/15/37 |
300 | 475 | ||||||
3.750%, 07/15/14 |
2,350 | 3,190 | ||||||
3.500%, 07/15/20 |
485 | 691 | ||||||
3.250%, 07/15/15 |
520 | 712 | ||||||
Hit Finance |
||||||||
5.750%, 03/09/18 |
300 | 365 | ||||||
ING Bank MTN |
||||||||
3.375%, 03/03/14 |
500 | 663 | ||||||
3.375%, 03/23/17 |
125 | 171 | ||||||
1.142%, 05/23/16 (A) |
USD | 450 | 400 | |||||
ING Verzekeringen |
||||||||
2.692%, 06/21/21 (A) |
960 | 1,142 | ||||||
LeasePlan MTN |
||||||||
3.250%, 05/22/14 |
1,040 | 1,383 | ||||||
Linde Finance MTN |
||||||||
3.875%, 06/01/21 |
450 | 637 | ||||||
LyondellBasell Industries |
||||||||
5.750%, 04/15/24 (C) |
230 | 246 | ||||||
Netherlands Government Bond |
||||||||
2.250%, 07/15/22 |
4,305 | 5,531 | ||||||
NIBC Bank MTN |
||||||||
3.500%, 04/07/14 |
650 | 866 | ||||||
OI European Group |
||||||||
6.875%, 03/31/17 |
150 | 196 | ||||||
RWE Finance MTN |
||||||||
5.000%, 02/10/15 |
500 | 695 | ||||||
SNS Bank MTN |
||||||||
3.500%, 03/10/14 |
500 | 664 | ||||||
UPCB Finance |
||||||||
7.625%, 01/15/20 |
250 | 333 | ||||||
|
|
|||||||
25,956 | ||||||||
|
|
|||||||
New Zealand 0.4% |
||||||||
Government of New Zealand |
||||||||
6.000%, 12/15/17 |
2,380 | 2,205 | ||||||
|
|
|||||||
Norway 0.5% |
||||||||
DnB Bank MTN |
||||||||
4.750%, 03/08/22 |
120 | 150 | ||||||
DnB Boligkreditt MTN |
||||||||
2.375%, 04/11/17 |
224 | 294 | ||||||
DnB Boligkreditt |
||||||||
2.750%, 04/20/15 |
EUR | 625 | 831 | |||||
Eksportfinans |
||||||||
2.375%, 05/25/16 |
200 | 178 | ||||||
2.000%, 09/15/15 |
20 | 18 | ||||||
Government of Norway |
||||||||
4.500%, 05/22/19 |
1,150 | 228 | ||||||
Sparebank 1 Boligkreditt MTN |
||||||||
2.375%, 11/22/16 |
170 | 224 | ||||||
Yara International |
||||||||
7.875%, 06/11/19 (C) |
410 | 514 | ||||||
|
|
|||||||
2,437 | ||||||||
|
|
|||||||
Poland 0.2% |
||||||||
Republic of Poland |
||||||||
5.125%, 04/21/21 |
USD | 135 | 149 | |||||
5.000%, 04/25/16 |
2,100 | 636 | ||||||
5.000%, 03/23/22 |
USD380 | 415 |
SEI Institutional International Trust / Quarterly Report / June 30, 2012 | 4 |
Schedule of Investments (Unaudited)
International Fixed Income Fund
June 30, 2012
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Republic of Poland MTN, Ser E |
||||||||
MTN |
||||||||
4.200%, 04/15/20 |
60 | $ | 81 | |||||
|
|
|||||||
1,281 | ||||||||
|
|
|||||||
Qatar 0.1% |
||||||||
State of Qatar |
||||||||
4.500%, 01/20/22 (C) |
USD | 390 | 430 | |||||
|
|
|||||||
Russia 0.3% |
||||||||
Gazprom Via Gaz Capital MTN |
||||||||
6.580%, 10/31/13 |
GBP | 150 | 246 | |||||
5.364%, 10/31/14 |
200 | 269 | ||||||
Gazprom Via RBS |
||||||||
9.625%, 03/01/13 |
USD | 390 | 409 | |||||
Russian Agricultural Bank Via RSHB Capital |
||||||||
7.750%, 05/29/18 (C) |
USD | 335 | 379 | |||||
Vimpel Communications Via VIP Finance Ireland |
||||||||
6.493%, 02/02/16 (C) |
230 | 229 | ||||||
|
|
|||||||
1,532 | ||||||||
|
|
|||||||
Singapore 0.5% |
||||||||
Government of Singapore |
||||||||
4.000%, 09/01/18 |
495 | 469 | ||||||
3.125%, 09/01/22 |
1,145 | 1,033 | ||||||
Singapore Treasury Bills |
||||||||
0.237%, 07/12/12 (D) |
1,000 | 789 | ||||||
|
|
|||||||
2,291 | ||||||||
|
|
|||||||
South Africa 1.1% |
||||||||
Republic of South Africa, |
||||||||
8.250%, 09/15/17 |
39,605 | 5,191 | ||||||
|
|
|||||||
South Korea 0.5% |
||||||||
Korea National Oil |
||||||||
3.125%, 04/03/17 (C) |
USD | 540 | 551 | |||||
Korea Treasury Bonds |
||||||||
4.250%, 06/10/21 |
1,009,870 | 922 | ||||||
3.500%, 09/10/16 |
1,380,800 | 1,209 | ||||||
|
|
|||||||
2,682 | ||||||||
|
|
|||||||
Spain 1.7% |
||||||||
Banco Bilbao Vizcaya Argentaria |
||||||||
4.375%, 10/20/19 (A) |
100 | 85 | ||||||
4.125%, 01/13/14 |
150 | 188 | ||||||
Banco Santander |
||||||||
4.625%, 01/20/16 |
300 | 372 | ||||||
Bankia |
||||||||
4.250%, 05/25/18 |
150 | 152 | ||||||
CaixaBank |
||||||||
5.125%, 04/27/16 |
200 | 246 | ||||||
Government of Spain |
||||||||
5.850%, 01/31/22 |
710 | 866 | ||||||
5.500%, 04/30/21 |
1,770 | 2,113 | ||||||
4.750%, 07/30/14 |
925 | 1,176 | ||||||
4.700%, 07/30/41 |
995 | 918 | ||||||
4.600%, 07/30/19 |
155 | 180 | ||||||
4.000%, 04/30/20 |
150 | 165 | ||||||
3.300%, 10/31/14 |
475 | 585 | ||||||
Instituto de Credito Oficial MTN |
||||||||
2.375%, 03/04/13 (C) |
USD | 200 | 196 |
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Santander Issuances, Ser 24 |
||||||||
7.300%, 07/27/19 (A) |
GBP | 400 | $ | 514 | ||||
Telefonica Emisiones MTN |
||||||||
5.597%, 03/12/20 |
100 | 135 | ||||||
4.375%, 02/02/16 |
375 | 443 | ||||||
|
|
|||||||
8,334 | ||||||||
|
|
|||||||
Supra-National 0.8% |
||||||||
European Investment Bank MTN |
||||||||
2.750%, 09/15/21 |
1,000 | 1,289 | ||||||
European Union MTN |
||||||||
3.250%, 04/04/18 |
EUR | 850 | 1,177 | |||||
Inter-American Development Bank |
||||||||
9.750%, 05/15/15 |
GBP | 750 | 1,471 | |||||
International Bank for Reconstruction & Development MTN |
||||||||
3.875%, 05/20/19 |
115 | 168 | ||||||
|
|
|||||||
4,105 | ||||||||
|
|
|||||||
Sweden 1.7% |
||||||||
Kingdom of Sweden, Ser 1041 |
||||||||
6.750%, 05/05/14 |
5,970 | 955 | ||||||
Kingdom of Sweden, Ser 1049 |
||||||||
4.500%, 08/12/15 |
5,050 | 808 | ||||||
Kingdom of Sweden, Ser 1051 |
||||||||
3.750%, 08/12/17 |
5,295 | 862 | ||||||
Kingdom of Sweden, Ser 1052 |
||||||||
4.250%, 03/12/19 |
2,000 | 343 | ||||||
Kommuninvest I Sverige, |
||||||||
2.750%, 08/12/15 |
5,300 | 788 | ||||||
Nordea Bank MTN |
||||||||
4.500%, 05/12/14 |
EUR | 100 | 134 | |||||
Stadshypotek MTN |
||||||||
3.750%, 12/12/13 |
EUR | 350 | 463 | |||||
Svenska Handelsbanken |
||||||||
4.375%, 10/20/21 |
500 | 707 | ||||||
2.875%, 04/04/17 |
250 | 254 | ||||||
0.946%, 10/19/17 (A) |
EUR | 500 | 628 | |||||
Swedbank |
||||||||
7.375%, 06/26/18 (A) |
EUR | 150 | 196 | |||||
3.375%, 05/27/14 |
500 | 667 | ||||||
Swedbank Hypotek |
||||||||
3.625%, 10/05/16 |
250 | 346 | ||||||
Telefonaktiebolaget LM Ericsson |
||||||||
4.125%, 05/15/22 |
465 | 466 | ||||||
Volvo Treasury |
||||||||
5.950%, 04/01/15 (C) |
145 | 158 | ||||||
|
|
|||||||
7,775 | ||||||||
|
|
|||||||
Switzerland 1.2% |
||||||||
Credit Suisse MTN |
||||||||
5.300%, 08/13/19 |
USD | 150 | 169 | |||||
4.750%, 08/05/19 |
EUR | 400 | 568 | |||||
4.375%, 08/05/20 |
300 | 321 | ||||||
2.875%, 09/24/15 |
EUR | 220 | 288 | |||||
Glencore Finance Europe |
||||||||
7.125%, 04/23/15 |
EUR | 300 | 423 | |||||
5.250%, 03/22/17 |
EUR | 300 | 403 | |||||
4.125%, 04/03/18 |
300 | 387 | ||||||
Government of Switzerland |
||||||||
2.000%, 04/28/21 |
1,070 | 1,270 |
5 | SEI Institutional International Trust / Quarterly Report / June 30, 2012 |
Schedule of Investments (Unaudited)
International Fixed Income Fund
June 30, 2012
Description |
Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Holcim US Finance |
||||||||
6.000%, 12/30/19 (C) |
USD | 25 | $ | 26 | ||||
Novartis Finance MTN |
||||||||
4.250%, 06/15/16 |
EUR | 375 | 532 | |||||
UBS |
||||||||
6.625%, 04/11/18 |
GBP | 150 | 271 | |||||
6.375%, 07/20/16 |
GBP | 160 | 280 | |||||
5.875%, 12/20/17 |
USD | 425 | 475 | |||||
4.280%, 04/29/49 (A) |
200 | 207 | ||||||
|
|
|||||||
5,620 | ||||||||
|
|
|||||||
Turkey 0.1% |
||||||||
Republic of Turkey |
||||||||
6.000%, 01/14/41 |
360 | 379 | ||||||
|
|
|||||||
United Arab Emirates 0.2% |
||||||||
IPIC GMTN MTN |
||||||||
6.875%, 03/14/26 |
100 | 177 | ||||||
5.875%, 03/14/21 |
125 | 174 | ||||||
5.500%, 03/01/22 (C) |
400 | 436 | ||||||
|
|
|||||||
787 | ||||||||
|
|
|||||||
United Kingdom 10.9% |
||||||||
3i Group MTN |
||||||||
5.625%, 03/17/17 |
EUR | 150 | 196 | |||||
Abbey National Treasury Services MTN |
||||||||
5.500%, 06/18/14 |
775 | 1,250 | ||||||
5.250%, 02/16/29 |
450 | 742 | ||||||
5.125%, 04/14/21 |
300 | 505 | ||||||
4.250%, 04/12/21 |
EUR | 350 | 483 | |||||
3.625%, 09/08/16 |
300 | 402 | ||||||
Anglian Water Services Financing, |
||||||||
6.293%, 07/30/30 |
500 | 1,000 | ||||||
Aviva MTN |
||||||||
6.875%, 05/22/38 (A) |
195 | 217 | ||||||
Bank of Scotland MTN |
||||||||
4.750%, 06/08/22 |
EUR | 290 | 421 | |||||
Barclays Bank MTN |
||||||||
6.750%, 05/22/19 |
USD | 225 | 262 | |||||
6.750%, 01/16/23 (A) |
350 | 511 | ||||||
5.000%, 09/22/16 |
USD | 125 | 136 | |||||
4.875%, 12/29/49 (A) |
EUR | 200 | 140 | |||||
4.500%, 03/04/19 (A) |
EUR | 125 | 148 | |||||
4.250%, 01/12/22 |
400 | 670 | ||||||
BAT International Finance MTN |
||||||||
7.250%, 03/12/24 |
250 | 515 | ||||||
5.375%, 06/29/17 |
EUR | 425 | 623 | |||||
Bishopsgate Asset Finance |
||||||||
4.808%, 08/14/44 |
194 | 295 | ||||||
BP Capital Markets MTN |
||||||||
3.830%, 10/06/17 |
350 | 483 | ||||||
2.994%, 02/18/19 |
300 | 394 | ||||||
British American Tobacco Holdings MTN |
||||||||
4.000%, 07/07/20 |
100 | 139 | ||||||
British Telecommunications |
||||||||
8.750%, 12/07/16 |
165 | 318 | ||||||
5.750%, 12/07/28 |
411 | 716 | ||||||
Centrica MTN |
||||||||
4.375%, 03/13/29 |
300 | 487 | ||||||
Coventry Building Society MTN |
||||||||
4.625%, 04/19/18 |
230 | 397 |
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Direct Line Insurance Group |
||||||||
9.250%, 04/27/42 (A) |
100 | $ | 157 | |||||
Eastern Power Networks MTN |
||||||||
6.000%, 11/12/36 |
160 | 301 | ||||||
4.750%, 09/30/21 |
100 | 171 | ||||||
ENW Finance MTN |
||||||||
6.125%, 07/21/21 |
350 | 652 | ||||||
Experian Finance MTN |
||||||||
4.750%, 11/23/18 |
300 | 519 | ||||||
FCE Bank MTN |
||||||||
5.125%, 11/16/15 |
200 | 329 | ||||||
First Hydro Finance |
||||||||
9.000%, 07/31/21 |
220 | 410 | ||||||
HSBC Bank |
||||||||
3.100%, 05/24/16 (C) |
261 | 269 | ||||||
HSBC Holdings MTN |
||||||||
9.875%, 04/08/18 (A) |
80 | 132 | ||||||
6.500%, 05/20/24 |
250 | 474 | ||||||
4.000%, 03/30/22 |
145 | 151 | ||||||
Imperial Tobacco Finance MTN |
||||||||
8.375%, 02/17/16 |
EUR | 75 | 115 | |||||
7.750%, 06/24/19 |
600 | 1,182 | ||||||
7.250%, 09/15/14 |
EUR | 150 | 213 | |||||
Legal & General Group MTN |
||||||||
4.000%, 06/08/25 (A) |
EUR | 200 | 228 | |||||
Lloyds TSB Bank |
||||||||
6.375%, 01/21/21 |
110 | 125 | ||||||
4.375%, 01/12/15 |
220 | 227 | ||||||
4.200%, 03/28/17 |
875 | 903 | ||||||
0.804%, 10/12/12 (A) |
600 | 761 | ||||||
Marks & Spencer MTN |
||||||||
6.125%, 12/02/19 |
100 | 174 | ||||||
Motability Operations Group MTN |
||||||||
3.750%, 11/29/17 |
300 | 411 | ||||||
National Grid Electricity Transmission |
||||||||
4.000%, 06/08/27 |
200 | 318 | ||||||
National Westminster Bank |
||||||||
6.500%, 09/07/21 |
220 | 291 | ||||||
Nationwide Building Society |
||||||||
3.125%, 10/13/16 |
175 | 235 | ||||||
Network Rail Infrastructure Finance MTN |
||||||||
4.400%, 03/06/16 |
690 | 729 | ||||||
1.250%, 01/22/15 |
490 | 779 | ||||||
Northern Rock |
||||||||
5.625%, 06/22/17 (C) |
USD | 1,750 | 1,896 | |||||
Northumbrian Water Finance |
||||||||
6.000%, 10/11/17 |
500 | 913 | ||||||
Rexam |
||||||||
6.750%, 06/29/67 (A)(E) |
180 | 217 | ||||||
Rolls-Royce |
||||||||
6.750%, 04/30/19 |
100 | 195 | ||||||
Royal Bank of Scotland |
||||||||
6.125%, 01/11/21 |
310 | 344 | ||||||
5.750%, 05/21/14 |
600 | 808 | ||||||
5.125%, 01/13/24 |
400 | 707 | ||||||
Severn Trent Utilities Finance |
||||||||
6.250%, 06/07/29 |
350 | 696 | ||||||
SSE MTN |
||||||||
5.750%, 02/05/14 |
245 | 409 |
SEI Institutional International Trust / Quarterly Report / June 30, 2012 | 6 |
Schedule of Investments (Unaudited)
International Fixed Income Fund
June 30, 2012
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Standard Chartered MTN |
||||||||
4.125%, 01/18/19 |
230 | $ | 318 | |||||
Tesco |
||||||||
6.052%, 10/13/39 |
340 | 594 | ||||||
Thames Water Utilities Cayman Finance MTN |
||||||||
6.125%, 02/04/13 |
EUR | 200 | 261 | |||||
United Kingdom Gilt |
||||||||
4.500%, 12/07/42 |
1,040 | 2,101 | ||||||
4.250%, 12/07/49 |
25 | 49 | ||||||
4.250%, 12/07/55 |
175 | 346 | ||||||
United Kingdom Treasury |
||||||||
4.750%, 12/07/30 |
1,250 | 2,576 | ||||||
4.750%, 12/07/38 |
1,031 | 2,154 | ||||||
4.250%, 03/07/36 |
550 | 1,064 | ||||||
4.250%, 09/07/39 |
885 | 1,710 | ||||||
4.250%, 12/07/40 |
505 | 975 | ||||||
4.000%, 09/07/16 |
250 | 447 | ||||||
4.000%, 03/07/22 |
2,485 | 4,679 | ||||||
2.250%, 03/07/14 |
795 | 1,288 | ||||||
2.000%, 01/22/16 |
1,620 | 2,668 | ||||||
1.750%, 01/22/17 |
1,075 | 1,761 | ||||||
United Kingdom Treasury, Ser 2002 |
||||||||
5.000%, 09/07/14 |
200 | 346 | ||||||
Virgin Media Secured Finance |
||||||||
7.000%, 01/15/18 |
180 | 303 | ||||||
Wales & West Utilities Finance MTN |
||||||||
6.750%, 12/17/36 (A) |
200 | 359 | ||||||
Western Power Distribution South West |
||||||||
5.750%, 03/23/40 |
200 | 351 | ||||||
WPP MTN |
||||||||
6.625%, 05/12/16 |
225 | 331 | ||||||
Yorkshire Power Finance |
||||||||
7.250%, 08/04/28 |
208 | 432 | ||||||
Yorkshire Water Services Bradford Finance |
||||||||
6.375%, 08/19/39 |
100 | 201 | ||||||
|
|
|||||||
53,205 | ||||||||
|
|
|||||||
United States 4.7% |
||||||||
Alcoa |
||||||||
5.400%, 04/15/21 |
215 | 214 | ||||||
Altria Group |
||||||||
4.750%, 05/05/21 |
180 | 204 | ||||||
American International Group |
||||||||
8.175%, 05/15/58 (A) |
240 | 260 | ||||||
6.765%, 11/15/17 |
150 | 255 | ||||||
Amgen |
||||||||
3.875%, 11/15/21 |
119 | 126 | ||||||
AT&T |
||||||||
5.875%, 04/28/17 |
GBP | 200 | 362 | |||||
4.875%, 06/01/44 |
200 | 326 | ||||||
4.450%, 05/15/21 |
525 | 594 | ||||||
Bank of America MTN |
||||||||
5.650%, 05/01/18 |
350 | 374 | ||||||
Bank of America, Ser E MTN |
||||||||
5.125%, 09/26/14 |
1,700 | 2,251 | ||||||
CCO Holdings |
||||||||
8.125%, 04/30/20 |
90 | 100 |
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Citigroup MTN |
||||||||
5.875%, 01/30/42 |
75 | $ | 82 | |||||
4.500%, 01/14/22 |
110 | 114 | ||||||
4.450%, 01/10/17 |
800 | 839 | ||||||
4.250%, 02/25/30 (A) |
EUR | 1,400 | 1,341 | |||||
4.000%, 11/26/15 |
230 | 304 | ||||||
Comcast Cable Communications Holdings |
||||||||
9.455%, 11/15/22 |
340 | 495 | ||||||
DIRECTV Holdings |
||||||||
3.800%, 03/15/22 |
310 | 314 | ||||||
Eastman Chemical |
||||||||
3.600%, 08/15/22 |
109 | 111 | ||||||
2.400%, 06/01/17 |
103 | 104 | ||||||
General Electric Capital MTN |
||||||||
5.500%, 01/08/20 |
305 | 349 | ||||||
5.300%, 02/11/21 |
205 | 230 | ||||||
4.625%, 01/07/21 |
750 | 825 | ||||||
Goldman Sachs Group |
||||||||
6.375%, 05/02/18 |
EUR | 400 | 562 | |||||
5.250%, 07/27/21 |
110 | 112 | ||||||
4.375%, 03/16/17 |
EUR | 350 | 453 | |||||
1.004%, 02/04/13 (A) |
EUR | 450 | 567 | |||||
Hughes Satellite Systems |
||||||||
6.500%, 06/15/19 |
150 | 159 | ||||||
Huntington Ingalls Industries |
||||||||
7.125%, 03/15/21 |
54 | 56 | ||||||
6.875%, 03/15/18 |
54 | 56 | ||||||
Ingersoll-Rand Global Holding |
||||||||
9.500%, 04/15/14 |
213 | 242 | ||||||
International Paper |
||||||||
7.950%, 06/15/18 |
260 | 328 | ||||||
JPMorgan Chase |
||||||||
4.500%, 01/24/22 |
200 | 215 | ||||||
1.164%, 10/12/15 (A) |
EUR | 350 | 409 | |||||
JPMorgan Chase Bank |
||||||||
1.136%, 05/31/17 (A) |
EUR | 1,250 | 1,436 | |||||
Kraft Foods |
||||||||
7.000%, 08/11/37 |
200 | 263 | ||||||
5.375%, 02/10/20 |
400 | 473 | ||||||
2.625%, 05/08/13 |
625 | 634 | ||||||
Merrill Lynch MTN |
||||||||
1.211%, 09/14/18 (A) |
EUR | 375 | 348 | |||||
Metropolitan Life Global Funding I MTN |
||||||||
4.625%, 05/16/17 |
EUR | 200 | 277 | |||||
Morgan Stanley MTN |
||||||||
5.375%, 08/10/20 |
EUR | 150 | 188 | |||||
Nabors Industries |
||||||||
9.250%, 01/15/19 |
221 | 287 | ||||||
NBCUniversal Media |
||||||||
4.375%, 04/01/21 |
375 | 413 | ||||||
News America |
||||||||
4.500%, 02/15/21 |
210 | 230 | ||||||
Noble Holding International |
||||||||
4.900%, 08/01/20 |
25 | 27 | ||||||
Omnicom Group |
||||||||
3.625%, 05/01/22 |
130 | 132 | ||||||
Owens Corning |
||||||||
6.500%, 12/01/16 |
145 | 161 |
7 | SEI Institutional International Trust / Quarterly Report / June 30, 2012 |
Schedule of Investments (Unaudited)
International Fixed Income Fund
June 30, 2012
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Philip Morris International |
||||||||
2.900%, 11/15/21 |
325 | $ | 335 | |||||
2.875%, 05/30/24 |
100 | 124 | ||||||
2.125%, 05/30/19 |
100 | 127 | ||||||
PNC Funding |
||||||||
5.125%, 02/08/20 |
300 | 347 | ||||||
3.300%, 03/08/22 |
150 | 153 | ||||||
Republic Services |
||||||||
4.750%, 05/15/23 |
255 | 283 | ||||||
Ryder System MTN |
||||||||
5.850%, 11/01/16 |
116 | 132 | ||||||
Time Warner Cable |
||||||||
5.850%, 05/01/17 |
286 | 336 | ||||||
United Technologies |
||||||||
1.800%, 06/01/17 |
201 | 205 | ||||||
US Bank MTN |
||||||||
1.087%, 02/28/17 (A) |
EUR | 1,300 | 1,505 | |||||
Wells Fargo MTN |
||||||||
4.600%, 04/01/21 |
75 | 84 | ||||||
3.500%, 03/08/22 |
335 | 345 | ||||||
Western Union |
||||||||
5.930%, 10/01/16 |
475 | 551 | ||||||
|
|
|||||||
22,729 | ||||||||
|
|
|||||||
Total Global Bonds |
441,568 | |||||||
|
|
|||||||
MORTGAGE-BACKED SECURITIES 3.5% |
|
|||||||
Agency Mortgage-Backed Obligation 0.0% |
| |||||||
FHLMC, Ser K501-X1A, IO |
||||||||
1.757%, 08/25/16 (E) |
334 | 18 | ||||||
|
|
|||||||
Non-Agency Mortgage-Backed Obligation 3.5% |
|
|||||||
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-6, |
||||||||
5.464%, 09/25/34 (A) |
203 | 188 | ||||||
Bear Stearns Commercial Mortgage Securities, Ser 2004- PWR6, Cl A6 |
||||||||
4.825%, 11/11/41 |
575 | 618 | ||||||
Bear Stearns Commercial Mortgage Securities, Ser 2005- T18, Cl A4 |
||||||||
4.933%, 02/13/42 (A) |
135 | 147 | ||||||
Bear Stearns Commercial Mortgage Securities, Ser 2006-PW11, Cl A4 |
||||||||
5.452%, 03/11/39 (A) |
450 | 506 | ||||||
Bear Stearns Commercial Mortgage Securities, Ser 2006- T24, Cl A4 |
||||||||
5.537%, 10/12/41 |
400 | 457 | ||||||
Bear Stearns Commercial Mortgage Securities, Ser 2007- PW16, Cl A4 |
||||||||
5.906%, 06/11/40 (A) |
241 | 275 | ||||||
Bear Stearns Commercial Mortgage Securities, Ser 2007- PW17, Cl A4 |
||||||||
5.694%, 06/11/50 (A) |
190 | 219 |
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Canary Wharf Finance, Ser II, Cl C2 |
||||||||
1.564%, 10/22/37 (A)(E) |
200 | $ | 188 | |||||
Citigroup Commercial Mortgage Trust, Ser 2007-C6, Cl A4 |
||||||||
5.699%, 12/10/49 (A) |
1,140 | 1,316 | ||||||
Citigroup Commercial Mortgage Trust, Ser 2008-C7, Cl A4 |
||||||||
6.075%, 12/10/49 (A) |
405 | 473 | ||||||
Citigroup Mortgage Loan Trust, Ser 2005-2, Cl 1A4 |
||||||||
2.804%, 05/25/35 (A) |
934 | 826 | ||||||
Citigroup, Ser 2007-CD4, Cl A4 |
||||||||
5.322%, 12/11/49 |
325 | 361 | ||||||
Credit Suisse Mortgage Capital Certificates, Ser 2006-C5, Cl A3 |
||||||||
5.311%, 12/15/39 |
1,215 | 1,348 | ||||||
CW Capital Cobalt, Ser 2006-C1, |
||||||||
5.223%, 08/15/48 |
140 | 155 | ||||||
Eddystone Finance, Ser 2006-1, Cl A2 |
||||||||
1.223%, 04/19/21 (A)(E) |
150 | 205 | ||||||
Fosse Master Issuer, Ser 2011-1X, |
||||||||
2.414%, 10/18/54 (A) |
300 | 471 | ||||||
Granite Master Issuer, Ser 2005- 1, |
||||||||
0.561%, 12/20/54 (A)(E) |
192 | 235 | ||||||
Granite Master Issuer, Ser 2006- 2, |
||||||||
0.581%, 12/20/54 (A)(E) |
369 | 451 | ||||||
Greenwich Capital Commercial Funding, Ser 2007-GG9, Cl A4 |
||||||||
5.444%, 03/10/39 |
250 | 277 | ||||||
GS Mortgage Securities II, Ser 2012-ALOH |
||||||||
3.551%, 04/10/34 (C) |
181 | 187 | ||||||
GSR Mortgage Loan Trust, Ser 2005-AR1, Cl 4A1 |
||||||||
5.023%, 01/25/35 (A) |
280 | 267 | ||||||
JP Morgan Chase Commercial Mortgage Securities, Ser 2004- CB9, Cl A4 |
||||||||
5.588%, 06/12/41 (A) |
110 | 118 | ||||||
JP Morgan Chase Commercial Mortgage Securities, Ser 2005- CB13, Cl A4 |
||||||||
5.284%, 01/12/43 (A) |
75 | 82 | ||||||
JP Morgan Chase Commercial Mortgage Securities, Ser 2006- CB17, Cl A4 |
||||||||
5.429%, 12/12/43 |
250 | 280 | ||||||
JP Morgan Chase Commercial Mortgage Securities, Ser 2007- CB18, Cl A4 |
||||||||
5.440%, 06/12/47 |
880 | 993 | ||||||
JP Morgan Chase Commercial Mortgage Securities, Ser 2007- CB19, Cl A4 |
||||||||
5.735%, 02/12/49 (A) |
250 | 283 |
SEI Institutional International Trust / Quarterly Report / June 30, 2012 | 8 |
Schedule of Investments (Unaudited)
International Fixed Income Fund
June 30, 2012
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
JP Morgan Chase Commercial Mortgage Securities, Ser 2008-C2 |
||||||||
6.068%, 02/12/51 |
300 | $ | 317 | |||||
JP Morgan Chase Commercial Mortgage Securities, Ser 2012- WLDN, Cl A |
||||||||
3.905%, 05/05/30 (C) |
225 | 230 | ||||||
JP Morgan Chase Commercial Mortgage Securities, Ser C1, |
||||||||
5.716%, 02/15/51 |
120 | 136 | ||||||
JP Morgan Chase Commercial Mortgage Securities, Ser LDP9, Cl A3 |
||||||||
5.336%, 05/15/47 |
325 | 360 | ||||||
JP Morgan Mortgage Trust, Ser 2004-A5, Cl 3A1 |
||||||||
5.076%, 12/25/34 (A) |
240 | 240 | ||||||
LB-UBS Commercial Mortgage Trust, Ser 2006-C7, Cl A3 |
||||||||
5.347%, 11/15/38 |
250 | 281 | ||||||
LB-UBS Commercial Mortgage Trust, Ser 2008-C1, Cl A2 |
||||||||
6.145%, 04/15/41 (A) |
11 | 13 | ||||||
LB-UBS Commercial Mortgage Trust, Ser C2, Cl A3 |
||||||||
5.430%, 02/15/40 |
465 | 519 | ||||||
Merrill Lynch Mortgage Trust, Ser 2005-LC1, Cl A4 |
||||||||
5.291%, 01/12/44 (A) |
370 | 410 | ||||||
Merrill Lynch, Ser 2007-7, Cl A4 |
||||||||
5.746%, 06/12/50 (A) |
285 | 307 | ||||||
Morgan Stanley Capital I, Ser 2007-HQ13, Cl A3 |
||||||||
5.569%, 12/15/44 |
115 | 125 | ||||||
Silverstone Master Issuer, Ser 2009-1, |
||||||||
2.464%, 01/21/55 (A) |
300 | 472 | ||||||
Storm, Ser 2006-1, Cl A2 |
||||||||
0.847%, 04/22/48 (A) |
1,062 | 1,343 | ||||||
Storm, Ser 2011-4, Cl A1 |
||||||||
1.937%, 10/22/53 (A) |
757 | 965 | ||||||
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C2, Cl A4 |
||||||||
3.525%, 05/10/63 (B) |
170 | 173 | ||||||
|
|
|||||||
16,817 | ||||||||
|
|
|||||||
Total Mortgage-Backed Securities |
16,835 | |||||||
|
|
|||||||
CORPORATE OBLIGATIONS 2.7% |
||||||||
United States 2.7% |
||||||||
American Express Bank |
||||||||
5.550%, 10/17/12 |
530 | 537 | ||||||
American Express Credit MTN |
||||||||
2.750%, 09/15/15 |
400 | 417 | ||||||
Anadarko Petroleum |
||||||||
6.375%, 09/15/17 |
330 | 383 | ||||||
Ball |
||||||||
5.000%, 03/15/22 |
230 | 239 |
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Bank of America MTN |
||||||||
5.000%, 05/13/21 |
175 | $ | 181 | |||||
BE Aerospace |
||||||||
5.250%, 04/01/22 |
230 | 237 | ||||||
CBS |
||||||||
4.300%, 02/15/21 |
300 | 321 | ||||||
CIGNA |
||||||||
5.125%, 06/15/20 |
154 | 170 | ||||||
Cimarex Energy |
||||||||
5.875%, 05/01/22 |
116 | 121 | ||||||
CMS Energy |
||||||||
5.050%, 03/15/22 |
140 | 145 | ||||||
CNA Financial |
||||||||
7.250%, 11/15/23 |
110 | 128 | ||||||
6.500%, 08/15/16 |
40 | 45 | ||||||
COX Communications |
||||||||
7.125%, 10/01/12 |
750 | 761 | ||||||
CVS Caremark |
||||||||
6.600%, 03/15/19 |
650 | 811 | ||||||
Daimler Finance North America |
||||||||
1.799%, 07/11/13 (A)(C) |
400 | 403 | ||||||
DIRECTV Holdings |
||||||||
4.600%, 02/15/21 |
300 | 319 | ||||||
Duke Realty |
||||||||
6.750%, 03/15/20 (F) |
140 | 164 | ||||||
Enterprise Products Operating |
||||||||
5.950%, 02/01/41 |
100 | 113 | ||||||
EQT |
||||||||
8.125%, 06/01/19 |
285 | 342 | ||||||
Ford Motor Credit |
||||||||
3.000%, 06/12/17 |
315 | 313 | ||||||
General Electric Capital MTN |
||||||||
2.375%, 06/30/15 |
150 | 153 | ||||||
Goldman Sachs Group |
||||||||
6.000%, 06/15/20 |
45 | 48 | ||||||
Hartford Financial Services Group |
||||||||
5.125%, 04/15/22 |
385 | 396 | ||||||
Humana |
||||||||
7.200%, 06/15/18 |
280 | 336 | ||||||
6.450%, 06/01/16 |
40 | 46 | ||||||
Kinder Morgan Energy Partners |
||||||||
6.550%, 09/15/40 |
105 | 120 | ||||||
Lincoln National |
||||||||
8.750%, 07/01/19 |
128 | 161 | ||||||
Lorillard Tobacco |
||||||||
6.875%, 05/01/20 |
375 | 443 | ||||||
McGraw-Hill |
||||||||
5.900%, 11/15/17 |
325 | 374 | ||||||
Morgan Stanley |
||||||||
4.750%, 03/22/17 |
170 | 170 | ||||||
3.450%, 11/02/15 |
125 | 121 | ||||||
Motorola Solutions |
||||||||
7.500%, 05/15/25 |
85 | 105 | ||||||
Nisource Finance |
||||||||
6.800%, 01/15/19 |
235 | 282 | ||||||
Nissan Motor |
||||||||
3.250%, 01/30/13 (C) |
430 | 434 | ||||||
Prudential Financial MTN |
||||||||
6.100%, 06/15/17 |
125 | 143 | ||||||
RR Donnelley & Sons |
||||||||
7.250%, 05/15/18 |
65 | 62 |
9 | SEI Institutional International Trust / Quarterly Report / June 30, 2012 |
Schedule of Investments (Unaudited)
International Fixed Income Fund
June 30, 2012
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Ryder System MTN |
||||||||
7.200%, 09/01/15 |
108 | $ | 124 | |||||
SABMiller Holdings |
||||||||
3.750%, 01/15/22 (C) |
400 | 425 | ||||||
SLM MTN |
||||||||
5.050%, 11/14/14 |
155 | 160 | ||||||
Time Warner |
||||||||
4.875%, 03/15/20 |
550 | 619 | ||||||
Time Warner Cable |
||||||||
7.500%, 04/01/14 |
385 | 427 | ||||||
Union Electric |
||||||||
6.700%, 02/01/19 |
45 | 57 | ||||||
Viacom |
||||||||
6.125%, 10/05/17 |
325 | 388 | ||||||
5.625%, 09/15/19 |
325 | 383 | ||||||
Wachovia Capital Trust III |
||||||||
5.570%, 12/31/49 (A) |
385 | 368 | ||||||
Whirlpool MTN |
||||||||
8.600%, 05/01/14 |
298 | 332 | ||||||
Wynn Las Vegas |
||||||||
5.375%, 03/15/22 (C) |
235 | 236 | ||||||
|
|
|||||||
Total Corporate Obligations |
13,063 | |||||||
|
|
|||||||
U.S. TREASURY OBLIGATIONS 1.6% |
|
|||||||
U.S. Treasury Bills (D) |
||||||||
0.085%, 09/06/12 |
1,930 | 1,930 | ||||||
0.058%, 09/27/12 |
5,200 | 5,199 | ||||||
U.S. Treasury Bonds |
||||||||
4.375%, 11/15/39 |
20 | 26 | ||||||
4.375%, 05/15/41 |
205 | 274 | ||||||
3.875%, 08/15/40(G) |
5 | 6 | ||||||
U.S. Treasury Notes |
||||||||
2.000%, 02/15/22 |
175 | 181 | ||||||
|
|
|||||||
Total U.S. Treasury Obligations |
7,616 | |||||||
|
|
|||||||
ASSET-BACKED SECURITIES 0.1% |
|
|||||||
Automotive 0.0% |
||||||||
Auto Compartiment, Ser 2007-1, Cl A |
||||||||
0.790%, 02/25/19 (A) |
127 | 161 | ||||||
Santander Consumer Finance, Ser 2007-1, Cl A |
||||||||
1.012%, 09/20/22 (E) |
43 | 54 | ||||||
|
|
|||||||
215 | ||||||||
|
|
|||||||
Other Asset-Backed Securities 0.1% |
||||||||
Lambda Finance, Ser 2005-1X, Cl A2 |
||||||||
0.930%, 11/15/29 (A)(E) |
27 | 34 | ||||||
Skyline, Ser 2007-1, Cl D |
||||||||
1.547%, 07/22/43 (A)(E) |
200 | 246 | ||||||
|
|
|||||||
280 | ||||||||
|
|
|||||||
Total Asset-Backed Securities |
495 | |||||||
|
|
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
MUNICIPAL BOND 0.0% |
||||||||
State of Illinois, GO |
||||||||
5.877%, 03/01/19 |
45 | $ | 50 | |||||
|
|
|||||||
Total Municipal Bond |
50 | |||||||
|
|
|||||||
Total Investments 98.8% |
$ | 479,627 | ||||||
|
|
A list of the open futures contracts held by the Fund at June 30, 2012, is as follows:
Type of Contract | Number of Contracts Long (Short) |
Expiration Date |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||
Australian 3-Year Bond |
7 | Sep-2012 | $ | (1 | ) | |||||||
Canadian 10-Year Bond |
4 | Sep-2012 | 6 | |||||||||
Euro-Bobl |
72 | Sep-2012 | (81 | ) | ||||||||
Euro-Oat |
9 | Sep-2012 | (5 | ) | ||||||||
Euro-Bund |
26 | Sep-2012 | (51 | ) | ||||||||
Euro-Buxl 30 Year Bond |
10 | Sep-2012 | (48 | ) | ||||||||
Euro-Schatz |
20 | Sep-2012 | (7 | ) | ||||||||
Japanese 10-Year Bond |
7 | Sep-2012 | 32 | |||||||||
Long Gilt 10-Year Bond |
(4 | ) | Sep-2012 | (1 | ) | |||||||
U.S. 10-Year Treasury Note |
(109 | ) | Sep-2012 | (30 | ) | |||||||
U.S. 2-Year Treasury Note |
(28 | ) | Sep-2012 | 2 | ||||||||
U.S. 5-Year Treasury Note |
(173 | ) | Sep-2012 | (31 | ) | |||||||
U.S. Long Treasury Bond |
4 | Sep-2012 | (12 | ) | ||||||||
U.S. Long Treasury Bond |
(13 | ) | Sep-2012 | (11 | ) | |||||||
U.S. Ultra Long Treasury Bond |
(6 | ) | Sep-2012 | (10 | ) | |||||||
|
|
|||||||||||
$ | (248 | ) | ||||||||||
|
|
For the period ended June 30, 2012, 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 list of the open forward foreign currency contracts held by the fund at June 30, 2012, is as follows:
Settlement Date | Currency to Deliver |
Currency to Receive |
Unrealized Appreciation (Depreciation) ($Thousands) |
|||||||||
7/6/12-9/7/12 |
USD | 22,286 | GBP | 14,211 | $ | 2 | ||||||
7/9/12 |
USD | 2,607 | AUD | 2,545 | | |||||||
7/9/12 |
USD | 3,374 | CZK | 67,895 | 1 | |||||||
7/9/12 |
USD | 622 | SEK | 4,295 | | |||||||
7/9/12-7/31/12 |
USD | 3,933 | CAD | 4,011 | 1 | |||||||
7/9/12-7/31/12 |
USD | 3,938 | MXP | 54,847 | 139 | |||||||
7/9/12-8/3/12 |
AUD | 8,817 | USD | 8,797 | (220 | ) | ||||||
7/9/12-8/3/12 |
CZK | 144,226 | USD | 7,038 | (133 | ) | ||||||
7/9/12-8/3/12 |
EUR | 242,471 | USD | 304,026 | (3,709 | ) | ||||||
7/9/12-8/3/12 |
MXP | 52,657 | USD | 3,797 | (117 | ) | ||||||
7/9/12-8/3/12 |
SEK | 38,159 | USD | 5,377 | (148 | ) | ||||||
7/9/12-8/6/12 |
GBP | 47,792 | USD | 74,431 | (516 | ) | ||||||
7/9/12-8/8/12 |
JPY | 12,143,610 | USD | 153,219 | 934 | |||||||
7/9/12-8/8/12 |
USD | 38,125 | JPY | 3,041,538 | | |||||||
7/9/12-8/10/12 |
CAD | 33,121 | USD | 32,277 | (197 | ) | ||||||
7/9/12-9/7/12 |
USD | 112,969 | EUR | 89,199 | 233 | |||||||
7/12/12-7/31/12 |
DKK | 10,120 | USD | 1,730 | 2 | |||||||
7/12/12-7/31/12 |
USD | 1,652 | NOK | 9,895 | 12 | |||||||
7/13/12-7/31/12 |
SGD | 2,192 | USD | 1,718 | (13 | ) | ||||||
7/13/12-7/31/12 |
USD | 866 | SGD | 1,106 | 8 | |||||||
7/19/12 |
NZD | 2,791 | USD | 2,116 | (125 | ) | ||||||
7/19/12-7/31/12 |
ZAR | 29,551 | USD | 3,508 | (97 | ) | ||||||
7/20/12-7/31/12 |
USD | 965 | KRW | 1,128,734 | 20 | |||||||
7/31/12 |
CHF | 1,625 | USD | 1,691 | (27 | ) | ||||||
7/31/12 |
KRW | 2,452,941 | USD | 2,102 | (39 | ) | ||||||
7/31/12 |
MYR | 1,001 | USD | 313 | (2 | ) | ||||||
7/31/12 |
NOK | 1,247 | USD | 208 | (2 | ) | ||||||
7/31/12 |
PLN | 2,111 | USD | 619 | (12 | ) | ||||||
7/31/12 |
USD | 397 | NZD | 507 | 9 | |||||||
|
|
|||||||||||
$ | (3,996 | ) | ||||||||||
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2012 | 10 |
Schedule of Investments (Unaudited)
International Fixed Income Fund
June 30, 2012
A list of the counterparties for the open forward foreign currency contracts held by the Fund at June 30, 2012, is as follows:
Counterparty |
Currency to Deliver ($ Thousands) |
Currency to Receive ($ Thousands) |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||
Bank of America |
(1,253 | ) | 1,241 | $ | (12 | ) | ||||||
Barclays PLC |
(87,297 | ) | 87,214 | (83 | ) | |||||||
BNP Paribas |
(211,901 | ) | 211,923 | 21 | ||||||||
Brown Brothers Harriman |
(12,869 | ) | 12,527 | (342 | ) | |||||||
Chase Manhattan |
(122,300 | ) | 119,195 | (3,105 | ) | |||||||
Citigroup |
(1,620 | ) | 1,628 | 9 | ||||||||
Credit Suisse First Boston |
(39,555 | ) | 39,651 | 96 | ||||||||
Deutsche Bank |
(27,509 | ) | 27,467 | (42 | ) | |||||||
Goldman Sachs |
(19,427 | ) | 19,327 | (100 | ) | |||||||
HSBC |
(79,302 | ) | 80,111 | 809 | ||||||||
JPMorgan Chase Bank |
(52,854 | ) | 51,924 | (930 | ) | |||||||
National Australia Bank |
(45,883 | ) | 45,879 | (4 | ) | |||||||
RBC |
(13,410 | ) | 13,324 | (87 | ) | |||||||
Royal Bank of Canada |
(12,536 | ) | 12,467 | (69 | ) | |||||||
Standard Bank |
(4,329 | ) | 4,263 | (66 | ) | |||||||
State Street |
(3,201 | ) | 3,220 | 19 | ||||||||
UBS |
(62,666 | ) | 62,547 | (119 | ) | |||||||
Westpac Banking |
(784 | ) | 793 | 9 | ||||||||
|
|
|||||||||||
$ | (3,996 | ) | ||||||||||
|
|
For the period ended June 30, 2012, the total amount of all open forward foreign currency contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.
A list of the open swap agreements held by the Fund at June 30, 2012, is as follows:
Credit Default Swaps | ||||||||||||||||||||||||
Counterparty | Reference Entity/Obligation | Buy/Sell Protection |
(Pays)/Receives Rate |
Determination Date |
Currency | Notional Amount ($ Thousands) |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||||||||||
Deutsche Bank | Dbuk Itraxx 06/17 Europe Series 17 5Yr | Buy | 1.00 | 06/20/17 | EUR | $ | 4,100 | $ | (44 | ) | ||||||||||||||
JPMorgan Chase | Jpsw Itraxx 06/17 Europe Series 17 5Yr | Buy | 1.00 | 06/20/17 | EUR | 5,350 | 16 | |||||||||||||||||
|
|
|||||||||||||||||||||||
$ | (28 | ) | ||||||||||||||||||||||
|
|
Interest Rate Swaps | ||||||||||||||||||
Counterparty | Fund Pays | Fund Receives | Termination Date |
Currency | Notional Amount (Thousands) |
Net Unrealized Appreciation (Depreciation) ($Thousands) |
||||||||||||
Citigroup | 3.79% | 6-Month GBP LIBOR | 05/19/19 | GBP | 2,500 | $ | (584 | ) | ||||||||||
Deutsche Bank | 1.93% | 6-Month EURIBOR | 04/03/19 | EUR | 4,200 | (119 | ) | |||||||||||
Deutsche Bank | 6-Month EURIBOR | 4.17% | 03/28/13 | EUR | 7,000 | 280 | ||||||||||||
JPMorgan | 6-Month JPY LIBOR | 2.22% | 03/26/27 | JPY | 750,000 | 1,276 | ||||||||||||
Royal Bank of Scotland | 6-Month EURIBOR | 3.14% | 08/04/21 | EUR | 1,450 | 240 | ||||||||||||
RBS | Eurostat Eurozone | 2.06% | 05/16/22 | EUR | 4,050 | 113 | ||||||||||||
JPMorgan | 6-Month EURIBOR | 4.38% | 01/07/13 | EUR | 5,400 | 217 | ||||||||||||
Merrill Lynch | 3-Month Canadian Bankers Acceptance Rate | 2.56% | 04/24/22 | CAD | 2,000 | 82 | ||||||||||||
UBS Warburg | Eurostat Eurozone | 1.83% | 11/25/19 | EUR | 1,350 | 9 | ||||||||||||
|
|
|||||||||||||||||
$ | 1,514 | |||||||||||||||||
|
|
For the period ended June 30, 2012, the total amount of all open swap agreements, as presented in the table above, are representative of the volume of activity for this derivative type during the period.
11 | SEI Institutional International Trust / Quarterly Report / June 30, 2012 |
Schedule of Investments (Unaudited)
International Fixed Income Fund
June 30, 2012
Percentages are based on a Net Assets of $485,448($ Thousands).
(1) | In local currency unless otherwise indicated. |
(A) | Variable Rate Security The rate reported on the Schedule of Investments is the rate in effect as of June 30, 2012. |
(B) | Security is when-issued. |
(C) | 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. |
(D) | Zero coupon security. The rate reported on the Schedule of Investments is the effective yield at time of purchase. |
(E) | Securities considered illiquid. The total market value of such securities as of June 30, 2012 was $1,882 ($ Thousands) and represented 0.4% of Net Assets. |
(F) | Real Estate Investment Trust. |
§ | At June 30, 2012, the tax basis cost of the Funds investments was $469,775 ($ Thousands), and the unrealized appreciation and depreciation were $21,806($ Thousands) and ($11,954)($ Thousands) respectively. |
ADR American Depositary Receipt
AUD Australian Dollar
CAD Canadian Dollar
CHF Swiss Franc
Cl Class
CZK Czech Koruna
DKK Danish Krone
EURIBOR Euro London Interbank Offered Rate
EUR Euro
FHLMC Federal Home Loan Mortgage Corporation
GBP British Pound Sterling
GO General Obligation
IO Interest Only face amount represents notional amount
JPY Japanese Yen
KRW Korean Won
LIBOR London Interbank Offered Rate
MTN Medium Term Note
MYR Malaysian Ringgit
MXP Mexican Peso
NOK Norwegian Krone
NZD New Zealand Dollar
PLC Public Limited Company
PLN Polish Zlotty
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, 2012, in valuing the Funds investments carried at value ($ Thousands):
Investments in Securities | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Global Bonds |
$ | | $ | 441,568 | $ | | $ | 441,568 | ||||||||
Mortgage-Backed Securities |
| 16,835 | | 16,835 | ||||||||||||
Corporate Obligations |
| 13,063 | | 13,063 | ||||||||||||
U.S. Treasury Obligations |
| 7,616 | | 7,616 | ||||||||||||
Asset-Backed Securities |
| 495 | | 495 | ||||||||||||
Municipal Bond |
| 50 | | 50 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments in Securities |
$ | | $ | 479,627 | $ | | $ | 479,627 | ||||||||
|
|
|
|
|
|
|
|
Other Financial Instruments | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Futures Contracts * |
$ | (248 | ) | $ | | $ | | $ | (248 | ) | ||||||
Forwards Contracts * |
| (3,996 | ) | | (3,996 | ) | ||||||||||
Credit Default Swaps * |
| (28 | ) | | (28 | ) | ||||||||||
Interest Rate Swaps * |
| 1,514 | | 1,514 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Other Financial Instruments |
$ | (248 | ) | $ | (2,510 | ) | $ | | $ | (2,758 | ) | |||||
|
|
|
|
|
|
|
|
* | Futures and forwards contracts and swaps are valued at the net unrealized appreciation (depreciation) on the instrument |
For the period ended June 30, 2012, there were no transfers between Level 1 and Level 2 assets and liabilities.
For the period ended June 30, 2012, there were no transfers between Level 2 and Level 3 assets and liabilities.
Amounts designated as are $O or have been rounded to $O.
For information on 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, 2012 | 12 |
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) (17 CFR 270.30a-3(c))) are effective, based on the evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934 (17 CFR 240.13a-15(b) or 240.15d15(b)) as of a date within 90 days of the filing date of this report.
(b) There were no changes in the Registrants internal control over financial reporting (as defined in Rule 30a-3(d)) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the Registrants last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrants internal control over financial reporting.
Item 3. | Exhibits. |
(a) A separate certification for each principal executive officer and principal financial officer of the Registrant as required by Rule 30a-2(a) under the 1940 Act (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.
SEI Institutional International Trust | ||||||
By | /S/ ROBERT A. NESHER | |||||
Robert A. Nesher, President |
Date: August 28, 2012
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 | /S/ ROBERT A. NESHER | |||||
Robert A. Nesher, President |
Date: August 28, 2012
By | /S/ PETER A. RODRIGUEZ | |||||
Peter A. Rodriguez, Controller & CFO |
Date: August 28, 2012
CERTIFICATIONS
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 control 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 control over financial reporting 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 28, 2012
/s/ Robert A. Nesher |
Robert A. Nesher President |
CERTIFICATIONS
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 control 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 control over financial reporting 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 28, 2012
/s/ Peter A. Rodriguez |
Peter A. Rodriguez Controller & CFO |