SEI Institutional International Trust


Description	Shares		Market Value ($ Thousands)

COMMON STOCK — 92.7%

Australia — 2.7%
Alumina (A)(B)		405,556	$	361
Amcor (A)(B)		366,564		3,391
AMP (A)		184,237		713
APA Group (A)(B)		70,995		389
Asciano Group (A)		13,334		61
Australia & New Zealand Banking Group (A)		40,069		1,041
Australian Stock Exchange (A)		1,584		48
Bendigo and Adelaide Bank (A)(B)		35,757		328
BHP Billiton (USD) ADR		43,900		2,531
BlueScope Steel (A)(B)		28,345		121
Boral (A)(B)		109,536		419
Brambles (A)		1,360,268		11,597
Brickworks (A)(B)		3,621		42
Caltex Australia (A)(B)		95,447		1,571
CFS Retail Property Trust Group (A)(B)(C)		44,813		82
Coca-Cola Amatil (A)(B)		5,337		62
Cochlear (A)(B)		12,739		716
Collins Foods (A)(B)		22,496		35
Commonwealth Bank of Australia (A)(B)		36,390		2,293
Computershare (A)		5,716		54
Crown (A)		58,047		640
CSL (A)		67,859		3,815
Dexus Property Group (A)(B)(C)		710,239		693
DuluxGroup (A)		69,548		268
Flight Centre (A)(B)		11,111		398
Goodman Group (A)(C)		416,042		1,851
GPT Group (A)(B)(C)		47,237		166
Iluka Resources (A)(B)		274,825		2,479
Insurance Australia Group (A)		460,594		2,288
Lend Lease (A)(B)		98,674		753
Macquarie Group (A)(B)		35,396		1,351
National Australia Bank (A)(B)		2,383		65
Newcrest Mining (A)(B)		215,793		1,994
Qantas Airways (A)		541,362		666
Ramsay Health Care (A)		25,362		830
RCR Tomlinson (A)		41,735		88
Roc Oil *(A)		155,859		64
Seek (A)(B)		20,164		167
Sims Metal Management (A)		19,249		145
Stockland (A)(B)(C)		14,972		48
Suncorp Group (A)		152,589		1,659
Tatts Group (A)(B)		297,431		860
Telstra (A)(B)		831,090		3,616
Toll Holdings (A)(B)		42,397		205
Transurban Group (A)(B)		46,201		286
Treasury Wine Estates (A)		13,743		73
Wesfarmers (A)		29,979		1,086
Westfield Group (A)(B)(C)		83,316		873
Westfield Retail Trust (A)(C)		320,891		908
Westpac Banking (A)(B)		38,960		1,024
Woolworths (A)(B)		11,836		355

				55,569


Austria — 0.4%
Andritz (A)		96,275		4,933
Erste Group Bank (A)		44,560		1,186


Description	Shares		Market Value ($ Thousands)

IMMOFINANZ (A)(B)		178,690	$	666
OMV (A)		34,193		1,540
Vienna Insurance Group (A)(B)		7,340		340

				8,665


Belgium — 1.2%
Ageas (A)		112,959		3,958
Anheuser-Busch InBev (A)		32,980		2,965
Belgacom (A)		312,176		6,980
Colruyt (A)		106,036		5,572
Delhaize Group (A)		6,978		431
Groupe Bruxelles Lambert (A)		19,728		1,484
KBC Groep (A)(B)		47,900		1,783
Solvay (A)		2,221		290
UCB (A)		15,083		809

				24,272


Brazil — 0.4%
Banco Santander Brasil ADR		269,753		1,678
Centrais Eletricas Brasileiras		75,600		159
Centrais Eletricas Brasileiras ADR (B)		435,469		923
Cia Energetica de Minas Gerais ADR (B)		155,708		1,397
Cia Paranaense de Energia ADR		12,644		157
Fibria Celulose ADR *(B)		39,975		443
Oi ADR (B)		96,984		175
Petroleo Brasileiro ADR		136,750		1,835
Telefonica Brasil ADR		37,436		854
Tim Participacoes ADR		60,184		1,119

				8,740


Canada — 3.4%
Agrium (B)		64,300		5,576
Atrium Innovations *		7,400		102
Bank of Nova Scotia (B)		52,400		2,792
Barrick Gold		364,861		5,743
Cameco (B)		204,046		4,216
Canadian Natural Resources		17,700		497
Canadian Pacific Railway (B)		38,540		4,659
Cenovus Energy		81,048		2,305
Dollarama		71,800		5,010
Imperial Oil		132,300		5,035
Kinross Gold		979,071		4,993
Magna International, Cl A		85,700		6,091
New Gold *		467,600		3,019
Quebecor, Cl B		5,500		243
Silver Wheaton		150,700		2,944
Suncor Energy		292,740		8,613
Superior Plus		6,500		76
Talisman Energy		230,683		2,637
Toronto-Dominion Bank		80,979		6,484

				71,035


China — 0.3%
AAC Technologies Holdings (A)		26,000		146
Huaneng Power International (A)		1,416,600		1,400
Industrial & Commercial Bank of China (A)		4,256,000		2,667
Lihua International *(B)		14,953		72
Shanghai Electric Group (A)		4,914,000		1,637

				5,922


Denmark — 0.9%
AP Moeller - Maersk, Cl B (A)		224		1,600
Carlsberg, Cl B (A)		4,486		401


Description	Shares		Market Value ($ Thousands)

Coloplast, Cl B (A)		26,914	$	1,505
H Lundbeck		2,331		42
Jyske Bank *(A)		136,386		5,123
Novo Nordisk, Cl B (A)		31,997		4,967
Tryg (A)		58,081		4,778

				18,416


Egypt — 0.0%
Centamin *(A)(B)		194,915		94


Finland — 0.2%
Huhtamaki (A)		7,436		138
Kone, Cl B (A)		11,990		950
Neste Oil (A)		7,080		103
Orion, Cl B (A)		22,166		519
Pohjola Bank, Cl A (A)		39,509		580
Sampo, Cl A (A)		21,835		849
Stora Enso, Cl R (A)		140,879		942
Tieto (A)		15,404		292
UPM-Kymmene (A)		37,398		366
Wartsila, Cl B (A)		5,570		241

				4,980


France — 10.7%
Air France-KLM *(A)		18,522		166
Alstom (A)		77,910		2,552
Areva (A)(B)		101,144		1,565
Arkema (A)		118,116		10,812
Assystem		2,058		42
AtoS (A)		9,742		723
AXA (A)		326,177		6,421
BNP Paribas (A)		354,847		19,399
Boiron		1,900		99
Bureau Veritas (A)		35,632		921
Cap Gemini (A)		9,187		445
Carrefour (A)		171,493		4,704
CGG *(A)		1,201		27
Cie Generale des Etablissements-Michelin, Cl B (A)		35,330		3,155
CNP Assurances (A)		20,702		297
Credit Agricole (A)		254,703		2,189
Danone (A)		36,700		2,759
Dassault Systemes (A)		1,092		133
Electricite de France (A)		111,632		2,587
Essilor International (A)		74,747		7,952
European Aeronautic Defence and Space (A)		77,816		4,157
Eutelsat Communications (A)		127,859		3,622
GDF Suez (A)		119,246		2,336
Gecina (A)(C)		3,376		373
Iliad (A)		2,886		623
Kering (A)		30,222		6,141
Klepierre (A)(C)		8,250		325
Lafarge (A)		39,588		2,427
Lagardere SCA (A)		2,158		60
Legrand (A)		169,787		7,861
L’Oreal (A)		34,398		5,647
LVMH Moet Hennessy Louis Vuitton (A)		32,864		5,328
Nexity (A)		8,567		318
Pernod-Ricard (A)		27,059		2,999
Publicis Groupe (A)		76,936		5,472


Description	Shares		Market Value ($ Thousands)

Renault (A)		11,848	$	797
Rexel (A)		336,672		7,575
Safran (A)		187,187		9,759
Sanofi (A)		377,543		38,977
Schneider Electric (A)		239,237		17,351
SES (A)		22,884		655
Societe Generale (A)		52,031		1,788
Societe Internationale de Plantations d’Heveas		526		37
Sodexo		84,723		7,048
Technip (A)		40,765		4,137
Teleperformance (A)		4,248		204
Thales (A)		71,515		3,333
Total (A)		157,656		7,690
Unibail-Rodamco (A)(C)		3,117		725
Valeo (A)		17,203		1,078
Vallourec (A)		49,796		2,523
Vivendi (A)		124,324		2,353
Wendel (A)		6,309		650

				221,317


Germany — 8.6%
Adidas (A)		73,802		7,967
Allianz (A)		20,314		2,961
Amadeus Fire (A)		973		56
Aurubis (A)		7,032		376
BASF (A)		8,428		751
Bayer (A)		159,387		16,947
Bayerische Motoren Werke (A)		5,605		489
Borussia Dortmund GmbH & KGaA (A)		22,765		92
Brenntag (A)(B)		44,099		6,693
Commerzbank *(A)		158,079		1,371
Continental (A)		61,335		8,165
Daimler (A)		241,032		14,531
Deutsche Bank (A)		193,377		8,098
Deutsche Boerse (A)		164,359		10,793
Deutsche Lufthansa (A)		232,865		4,711
Deutsche Post (A)		119,614		2,964
E.ON (A)		204,373		3,345
Freenet (A)		7,625		166
Fresenius (A)		2,012		247
GEA Group (A)		175,689		6,212
Gerresheimer (A)		3,486		201
Gildemeister (A)		9,331		207
Grammer (A)		6,818		210
Hannover Rueckversicherung (A)		14,517		1,042
HeidelbergCement (A)		114,373		7,653
Henkel (A)		13,348		1,044
Hochtief (A)		2,195		143
Hugo Boss (A)		558		61
Infineon Technologies (A)		760,695		6,359
Kabel Deutschland Holding (A)		14,887		1,632
Lanxess (A)		7,424		446
Linde (A)		76,503		14,236
Merck (A)		23,018		3,496
Muenchener Rueckversicherungs (A)		45,495		8,346
SAP (A)		72,704		5,302
SAP ADR (B)		66,400		4,836
Siemens (A)		177,962		17,996
Suedzucker (A)		43,658		1,350


Description	Shares		Market Value ($ Thousands)

Symrise (A)		176,938	$	7,152
ThyssenKrupp (A)		1,336		26
Volkswagen (A)		1,608		312

				178,985


Greece — 0.0%
Hellenic Telecommunications Organization (A)		40,786		319
OPAP (A)		43,794		366

				685


Hong Kong — 3.2%
AIA Group (A)		2,144,800		9,036
BOC Hong Kong Holdings (A)		106,500		326
Chaoda Modern Agriculture *(B)(D)		2,440,000		—
Cheung Kong Holdings (A)		22,000		297
China Merchants Holdings International (A)		682,000		2,110
China Mobile (A)		438,000		4,536
China Mobile ADR		137,400		7,113
CLP Holdings (A)		101,000		816
CNOOC (A)		3,390,000		5,678
First Pacific (A)		678,000		725
Galaxy Entertainment Group *(A)		474,000		2,302
Hang Seng Bank (A)		25,900		381
Henderson Land Development (A)		210,100		1,248
HKT Trust (A)		346,000		331
Hong Kong & China Gas (A)		319,660		780
Hong Kong Exchanges and Clearing (A)		11,300		170
Hongkong Land Holdings (A)		798,000		5,464
Hopewell Holdings (A)		127,500		423
Hopewell Hong Kong Properties *		5,100		—
Hutchison Whampoa (A)		22,500		235
Hysan Development (A)		111,000		479
Jardine Matheson Holdings (A)		82,500		4,979
Jardine Strategic Holdings (A)		235,110		8,513
Kerry Properties (A)		52,500		205
MGM China Holdings (A)		68,400		181
MTR (A)		10,500		39
New World Development (A)		988,890		1,345
Power Assets Holdings (A)		49,500		426
SJM Holdings (A)		301,000		730
Sun Hung Kai Properties (A)		55,000		706
Swire Pacific, Cl A (A)		5,000		60
Swire Properties (A)		192,400		566
Wharf Holdings (A)		205,000		1,711
Wheelock (A)		224,000		1,118
Yue Yuen Industrial Holdings (A)		989,000		2,556

				65,585


India — 0.3%
Idea Cellular (A)		2,930,397		6,974


Indonesia — 0.1%
Bank Mandiri (A)		2,133,800		1,925


Ireland — 0.5%
Bank of Ireland *(A)		1,373,127		280
James Hardie Industries (A)(B)		98,311		845
Kerry Group, Cl A		2,283		126


Description	Shares		Market Value ($ Thousands)

Ryanair Holdings ADR		132,700	$	6,838
Seagate Technology		9,809		440
Smurfit Kappa Group (A)		177,713		2,900

				11,429


Israel — 1.3%
Bank Hapoalim *(A)		80,984		365
Bank Leumi Le-Israel *(A)		77,505		256
Bezeq Israeli Telecommunication (A)		4,215,730		5,601
Check Point Software Technologies *		280,073		13,914
Teva Pharmaceutical Industries ADR		170,518		6,684

				26,820


Italy — 0.9%
Assicurazioni Generali (A)		9,138		160
Atlantia (A)(B)		32,017		521
Enel (A)(B)		240,898		755
ERG (A)		162,161		1,514
Exor (A)(B)		54,922		1,624
Fiat (A)		91,280		636
Fiat Industrial (A)		4,934		55
Finmeccanica (A)(B)		353,421		1,766
Gtech Spa (A)		15,915		398
Intesa Sanpaolo (A)		740,372		1,183
Iren (A)		56,674		63
Italcementi (A)		9,012		57
Luxottica Group (A)		3,988		201
Mediobanca (A)		109,525		569
Prysmian (A)		2,527		47
Safilo Group *(A)		9,105		174
Snam Rete Gas (A)(B)		1,352,694		6,151
Telecom Italia RNC (A)		5,785,210		3,221
UniCredit (A)		60,705		283
Unione di Banche Italiane (A)		31,298		113

				19,491


Japan — 17.2%
AEON Financial Service (A)(B)		8,300		235
Aeon Mall (A)		13,000		322
Alfresa Holdings (A)		8,400		449
Alpen (A)		14,700		282
Amada (A)		43,000		283
Aoyama Trading (A)		5,300		141
Arcland Sakamoto (A)		12,800		199
Asahi Broadcasting (A)		5,100		37
Asahi Kasei (A)		9,000		59
Asics (A)		14,000		220
Astellas Pharma (A)		170,700		9,259
Bank of Yokohama (A)		251,000		1,293
Belluna (A)		6,800		72
Benesse (A)		131,200		4,726
Best Bridal (A)		13,000		101
Bridgestone (A)		229,100		7,800
CAC (A)		4,700		41
Calsonic Kansei (A)		162,000		674
Canon Marketing Japan (A)		5,800		78
Casio Computer (A)		25,900		228
Central Japan Railway (A)		29,500		3,590
Chiyoda (A)		1,000		12
Chugai Pharmaceutical (A)		24,700		510
Credit Saison (A)		500		13


Description	Shares		Market Value ($ Thousands)

Dai Nippon Printing (A)(B)		491,600	$	4,479
Daicel (A)		71,000		620
Daihatsu Motor (A)		52,000		983
Daiichi Sankyo (A)		89,400		1,487
Daikin Industries (A)		10,800		436
Daikyo (A)		175,000		523
Dainippon Sumitomo Pharma (A)		30,200		399
Daito Trust Construction (A)		29,800		2,803
Daiwa House Industry (A)		221,000		4,110
Daiwa Securities Group (A)		353,000		2,952
Doutor Nichires Holdings (A)		6,200		87
Dydo Drinco (A)		4,400		174
East Japan Railway (A)		71,700		5,572
Eighteenth Bank (A)		17,000		39
Fanuc (A)		92,800		13,410
Fast Retailing (A)		1,500		505
Fuji Film Holdings (A)		195,900		4,302
Fuji Heavy Industries (A)		116,000		2,860
Fuji Soft (A)		7,600		159
Fujishoji (A)		42		50
Fujitsu (A)		182,000		752
Fukuda Denshi (A)		1,300		48
Geo Holdings (A)		200		180
Grandy House (A)		16,800		62
GungHo Online Entertainment *(A)(B)		230		251
Hachijuni Bank (A)		231,000		1,346
Hankyu Hanshin Holdings (A)		122,000		693
Hino Motors (A)		255,000		3,736
Hirose Electric (A)		400		53
Hiroshima Bank (A)		64,000		272
Hisamitsu Pharmaceutical (A)		5,300		269
Hitachi (A)		1,015,000		6,493
Hitachi Construction Machinery (A)		9,400		189
Hokuhoku Financial Group (A)		29,000		59
Hulic (A)		26,900		288
IHI (A)		17,000		64
Iida Home Max (A)		30,600		517
Infocom (A)		32		47
IT Holdings (A)		56,400		747
Iwatani (A)		13,000		46
J Front Retailing (A)		19,000		151
Japan Airlines (A)		11,400		586
Japan Exchange Group (A)		2,100		212
Japan Prime Realty Investment, Cl A (A)(C)		10		31
Japan Real Estate Investment, Cl A (A)(C)		11		123
Japan Retail Fund Investment, Cl A (A)(C)		471		982
JFE Holdings (A)		6,400		140
JGC (A)		293,200		10,542
Kamei (A)		5,000		38
Kandenko (A)		27,000		115
Kanematsu *(A)		158,000		176
Kanematsu Electronics (A)		3,400		44
Kansai Paint (A)		610,600		7,782
Kao (A)		92,400		3,141
Kawasaki Heavy Industries (A)		54,000		165
KDDI (A)		222,800		11,584
Keisei Electric Railway (A)		3,000		28


Description	Shares		Market Value ($ Thousands)

Keyence (A)		24,800	$	7,889
Kikkoman (A)		14,000		233
Kinki Sharyo (A)(B)		37,000		119
Kita-Nippon Bank (A)		1,700		38
Kobe Steel (A)		171,000		211
Koito Manufacturing (A)		7,000		133
Kubota (A)		47,000		683
Lawson (A)		45,600		3,474
Mabuchi Motor (A)(B)		164,200		8,745
Makita (A)		35,000		1,879
Marubeni (A)		3,000		20
Marui Group (A)		5,700		57
Mazda Motor (A)		397,000		1,567
Medipal Holdings (A)		4,500		61
Miraca Holdings (A)		69,000		3,166
Misawa Homes (A)		24,600		456
Mitsubishi Estate (A)		36,000		957
Mitsubishi Heavy Industries (A)		108,000		599
Mitsubishi Logistics (A)		35,000		488
Mitsubishi Tanabe Pharma (A)		145,900		1,885
Mitsubishi UFJ Financial Group (A)		12,300		76
Mitsui Fudosan (A)		47,000		1,380
Mitsui High-Tec (A)		6,200		39
Mitsui Home (A)		8,000		38
Mitsui OSK Lines (A)		16,000		62
Mizuho Financial Group (A)		120,200		249
MS&AD Insurance Group Holdings (A)		228,300		5,774
Murata Manufacturing (A)		1,600		122
Namco Bandai Holdings (A)		50,700		820
NEC Fielding (A)		9,800		120
NEC Networks & System Integration (A)		17,900		407
NGK Spark Plug (A)		4,000		80
Nichireki (A)		6,289		40
Nihon Unisys (A)(B)		17,700		132
Nintendo (A)		42,000		4,937
Nippo (A)		35,000		574
Nippon Building Fund, Cl A (A)(C)		21		243
Nippon Densetsu Kogyo (A)		5,000		52
Nippon Express (A)		13,000		62
Nippon Road (A)		9,000		47
Nippon Telegraph & Telephone (A)		190,900		9,934
Nippon Telegraph & Telephone ADR		173,332		4,508
Nippon Yusen (A)		30,000		79
Nishi-Nippon City Bank (A)		25,000		65
Nissan Tokyo Sales Holdings (A)		22,000		67
Nisshin Fudosan (A)		13,200		88
Nitto Denko (A)		14,700		941
Nomura Holdings (A)		396,000		2,910
Nomura Real Estate Holdings (A)		67,100		1,480
North Pacific Bank (A)		374,800		1,376
NTT Data (A)		139		494
NTT Urban Development (A)		163		200
Obayashi (A)		21,000		109
Odakyu Electric Railway (A)		4,000		39
Oita Bank (A)		16,000		51
Omron (A)		1,800		54


Description	Shares		Market Value ($ Thousands)

Oriental Land (A)		3,000	$	464
ORIX (A)		8,500		116
Otsuka Holdings (A)		54,100		1,784
Panasonic (A)		215,300		1,731
Park24 (A)		13,100		237
Relo Holdings (A)		1,400		69
Ricoh (A)		38,000		450
Rohm (A)		66,200		2,684
San-In Godo Bank (A)		9,000		67
Sankyo (A)		52,300		2,467
Sanrio (A)		72,000		3,335
Santen Pharmaceutical (A)		74,400		3,215
Secom (A)		77,400		4,202
Seino Holdings (A)		102,000		894
Sekisui Chemical (A)		640,000		6,785
Sekisui House (A)		192,000		2,770
Sekisui Jushi (A)		5,000		61
Seven & I Holdings (A)		295,600		10,809
Shimano (A)		200		17
Shin-Etsu Chemical (A)		122,200		8,075
Shinko Shoji (A)		5,000		43
Shionogi (A)		49,100		1,022
Shiseido (A)		423,500		6,291
Showa (A)		39,300		505
SKY Perfect JSAT Holdings (A)		196		89
SMC (A)		90,400		18,095
Softbank (A)		71,600		4,161
Sojitz (A)		370,700		614
Sony (A)		88,000		1,856
Sugi Holdings (A)		87,300		3,315
Sumitomo Forestry (A)		15,700		191
Sumitomo Metal Mining (A)		9,000		100
Sumitomo Mitsui Financial Group (A)		365,500		16,704
Sumitomo Mitsui Trust Holdings (A)		1,203,220		5,605
Sumitomo Realty & Development (A)		53,000		2,109
Sumitomo Rubber Industries (A)		3,500		57
Suruga Bank (A)		37,000		670
Suzuken (A)		26,400		887
Suzuki Motor (A)		304,100		6,999
Sysmex (A)		9,800		641
Taiyo Nippon Sanso (A)		22,000		151
Tobu Railway (A)		15,000		77
Toho Holdings (A)		45,100		745
Tokai (A)		2,800		79
Token (A)		860		47
Tokyo Electron (A)		79,300		4,003
Tokyo Tatemono (A)		28,000		233
Tokyu (A)		80,000		523
Tokyu Land (A)		111,000		1,014
Toshiba (A)		54,000		258
Toyo Suisan Kaisha (A)		2,000		66
Toyota Industries (A)		1,300		53
Toyota Motor (A)		396,100		23,855
Toyota Motor ADR		19,698		2,377
Toyota Tsusho (A)		41,100		1,055
TS Tech (A)		1,300		41
Tsumura (A)		11,200		330
United Urban Investment (A)(C)		70		94
Wacoal Holdings (A)		232,704		2,322


Description	Shares		Market Value ($ Thousands)

Warabeya Nichiyo (A)		13,300	$	203
Watabe Wedding (A)		6,395		47
Yakult Honsha (A)		4,800		199
Yamaha Motor (A)		29,100		376
Yamazen (A)		7,600		48
Yaskawa Electric (A)		20,000		242
Yellow Hat (A)		12,500		251
Yokogawa Electric (A)		4,700		56
Yokohama Rubber (A)		5,000		50
Yuasa Trading (A)		38,000		66

				357,882


Malta — 0.0%
BGP Holdings *(A)		198,683		—


Mexico — 0.0%
Industrias Bachoco ADR		1,349		47


Netherlands — 4.6%
Aalberts Industries (A)		8,867		198
Aegon (A)		473,460		3,172
Akzo Nobel (A)		322,449		18,169
ASML Holding (A)		59,783		4,713
Boskalis Westminster (A)		2,648		96
Gemalto		15,154		1,370
Heineken (A)		97,783		6,215
Heineken Holding (A)		7,759		434
ING Groep (A)		361,946		3,303
Koninklijke Ahold (A)		641,456		9,527
Koninklijke DSM (A)		24,062		1,567
Koninklijke Philips (A)		37,299		1,015
Koninklijke Vopak (A)		4,645		274
PostNL (A)		881,986		2,454
Randstad Holding (A)		15,130		621
Reed Elsevier (A)		847,178		14,090
TNT Express (A)		947,690		7,091
Unilever (A)		343,793		13,515
Wolters Kluwer (A)(B)		349,121		7,385

				95,209


New Zealand — 0.1%
Contact Energy (A)		63,551		251
Fletcher Building (A)(B)		197,427		1,281

				1,532


Norway — 1.5%
Aker Solutions (A)		2,672		36
DnB (A)		1,043,003		15,052
Gjensidige Forsikring (A)		42,261		619
Orkla (A)		604,717		4,926
Seadrill (A)		38,577		1,546
Statoil (A)		433,182		8,902
Telenor (A)		7,899		156

				31,237


Poland — 0.0%
Tauron Polska Energia (A)		59,269		77


Portugal — 0.1%
Energias de Portugal (A)		214,839		692
Galp Energia, Cl B (A)		22,328		331

				1,023


Russia — 0.6%
Gazprom ADR		273,651		1,798


Description	Shares		Market Value ($ Thousands)

Gazprom GDR (A)		73,917	$	485
Sberbank of Russia ADR		781,653		8,973
Surgutneftegas ADR (A)		8,414		66

				11,322


Singapore — 1.0%
Breadtalk Group (A)		65,000		44
CapitaCommercial Trust (A)(C)		442,000		510
CapitaLand (A)		576,000		1,391
Chip Eng Seng (A)		112,000		61
City Developments (A)		5,000		42
ComfortDelgro (A)		311,000		447
DBS Group Holdings (A)		328,000		3,988
Keppel (A)		101,110		826
Keppel Land (A)		166,000		436
Oversea-Chinese Banking (A)		37,000		291
Sembcorp Industries (A)		688,600		2,677
SembCorp Marine (A)(B)		1,306,000		4,423
Singapore Airlines (A)		227,000		1,811
Singapore Technologies Engineering (A)		320,000		1,053
Singapore Telecommunications (A)		7,000		21
STATS ChipPAC *(A)		236,000		67
UE E&C (A)		67,000		37
United Overseas Bank (A)		194,600		3,037
UOL Group (A)		98,000		518

				21,680


South Africa — 0.1%
Gold Fields (A)		350,227		1,828
Impala Platinum Holdings (A)		61,491		577
Liberty Holdings (A)		10,745		129

				2,534


South Korea — 1.8%
Hyundai Motor (A)		36,669		7,192
KB Financial Group ADR		60,825		1,802
KT ADR		294,400		4,569
KT&G (A)		84,776		5,501
LG Display (A)		62,160		1,483
Meritz Finance Group (A)		22,180		93
Samsung Electronics (A)		9,993		11,680
SK Telecom (A)		9,984		1,836
SK Telecom ADR (B)		154,915		3,149

				37,305


Spain — 1.0%
Abertis Infraestructuras (A)		3,395		59
Acciona (A)(B)		2,332		123
ACS Actividades de Construccion y Servicios (A)		2,921		77
Amadeus IT Holding, Cl A (A)(B)		53,675		1,715
Banco Bilbao Vizcaya Argentaria (A)		21,758		183
Banco Popular Espanol (A)(B)		406,833		1,244
Banco Santander (A)		9,366		60
Distribuidora Internacional de Alimentacion (A)		133,296		1,006
Enagas (A)		32,861		811
Endesa (A)		8,158		174
Ferrovial (A)		84,523		1,348
Gas Natural (A)(B)		26,314		529
Grifols (A)		29,637		1,087
Iberdrola (A)(B)		36,965		195


Description	Shares		Market Value ($ Thousands)

Inditex (A)		8,039	$	990
Indra Sistemas (A)(B)		424,772		5,479
Obrascon Huarte Lain (A)		3,723		126
Red Electrica (A)(B)		2,811		154
Tecnicas Reunidas (A)		92,644		4,250
Zardoya Otis (A)(B)		20,103		284

				19,894


Sweden — 2.2%
Assa Abloy, Cl B (A)		31,254		1,214
Atlas Copco, Cl B (A)		3,472		74
Boliden (A)		12,882		159
Electrolux, Ser B (A)		80,582		2,020
Elekta, Cl B (A)		204,104		3,082
Getinge, Cl B (A)		5,189		157
Hexagon, Cl B (A)		34,731		922
Industrivarden, Cl C (A)		6,721		112
Investor, Cl B (A)		22,436		598
Lundin Petroleum *(A)		4,933		97
New Wave Group, Cl B (A)		7,683		37
Nordea Bank (A)		805,912		8,942
Sandvik (A)		255,144		3,028
Semcon (A)		4,584		47
Skandinaviska Enskilda Banken, Cl A (A)		699,706		6,637
Svenska Cellulosa, Cl B (A)		30,257		754
Svenska Handelsbanken, Cl A (A)		21,664		862
Swedbank, Cl A (A)		233,783		5,320
Telefonaktiebolaget LM Ericsson, Cl B (A)		803,503		9,053
Telefonaktiebolaget LM Ericsson ADR		190,244		2,146

				45,261


Switzerland — 9.2%
Actelion (A)		590		35
Baloise Holding (A)		7,958		772
Coca-Cola HBC		11,395		265
Compagnie Financiere Richemont (A)		13,470		1,186
Credit Suisse Group (A)		115,845		3,062
EMS-Chemie Holding (A)		1,806		534
Georg Fischer (A)		646		284
Givaudan (A)		12,659		16,285
Holcim (A)		2,807		195
Julius Baer Group (A)		154,240		6,010
Lindt & Spruengli (A)		14		52
Lonza Group (A)		2,611		196
Nestle (A)		318,055		20,836
Novartis (A)		345,585		24,437
OC Oerlikon (A)		157,324		1,861
Partners Group Holding (A)		20,217		5,463
Roche Holding (A)		157,758		39,089
Schindler Holding (A)		1,260		170
Schindler Holding PC (A)		2,269		315
Schweiter Technologies (A)		76		47
SGS (A)		4,894		10,489
Siegfried Holding (A)		717		97
Sika (A)		2,639		6,812
Sonova Holding (A)		29,400		3,105
STMicroelectronics (A)		7,847		70
Sulzer (A)		57,274		9,130
Swatch Group Registered (A)		1,991		187


Description	Shares		Market Value ($ Thousands)

Swiss Life Holding (A)		18,088	$	2,931
Swiss Re (A)		31,259		2,322
Syngenta (A)		20,098		7,824
UBS		209,172		3,545
UBS Registered (A)		542,889		9,199
Weatherford International *		139,959		1,917
Zurich Insurance Group (A)		49,705		12,862

				191,584


Taiwan — 0.1%
United Microelectronics ADR		577,350		1,345


United Arab Emirates — 0.1%
Dragon Oil (A)		223,300		1,938


United Kingdom — 17.0%
3i Group (A)		157,754		808
Aberdeen Asset Management (A)		241,768		1,403
Afren *(A)		1,702,290		3,346
Amlin (A)		1,044,059		6,228
Antofagasta (A)		6,939		84
Aon		67,300		4,331
ARM Holdings (A)		76,927		928
Associated British Foods (A)		194,501		5,117
AstraZeneca (A)		90,226		4,254
Aviva (A)		1,216,259		6,251
Babcock International Group (A)		67,749		1,134
BAE Systems (A)		931,421		5,409
Balfour Beatty (A)		1,878,871		6,774
Barclays (A)		3,300,137		14,015
Barratt Developments *(A)		199,925		938
Berendsen (A)		22,894		258
BG Group (A)		945,533		16,023
BHP Billiton (A)		274,990		6,992
BP (A)		804,772		5,569
BP ADR		74,648		3,116
British American Tobacco (A)		221,780		11,343
British Land (A)(C)		13,964		120
British Sky Broadcasting Group (A)		4,321		52
BT Group, Cl A (A)		391,453		1,833
Bunzl (A)		345,890		6,727
Capita (A)		391,328		5,736
Carnival (A)		71,423		2,476
Centrica (A)		1,179,349		6,433
Compass Group (A)		72,416		923
Cranswick		3,030		53
Diageo (A)		325,136		9,298
Direct Line Insurance Group (A)		17,690		63
easyJet (A)		10,836		213
EnQuest *(A)		47,528		85
Experian (A)		319,374		5,535
Fresnillo (A)		7,112		96
GlaxoSmithKline (A)		130,045		3,242
Hammerson (A)(C)		31,709		234
Hargreaves Lansdown (A)		50,204		676
Home Retail Group (A)(B)		3,099,301		6,295
HSBC Holdings (A)		1,869,470		19,336
ICAP (A)		377,590		2,079
IMI (A)		21,573		405
Imperial Tobacco Group (A)		4,540		157
Inmarsat (A)		89,350		912


Description	Shares		Market Value ($ Thousands)

InterContinental Hotels Group (A)		22,921	$	628
International Consolidated Airlines Group *(A)		1,200,999		4,804
Intertek Group (A)		36,019		1,597
Investec (A)		8,969		56
ITV (A)		601,102		1,278
J Sainsbury (A)		121,854		657
Johnson Matthey (A)		45,858		1,827
Land Securities Group (A)(C)		20,076		269
Legal & General Group (A)		615,761		1,600
Lloyds Banking Group *(A)		9,512,700		9,110
London Stock Exchange Group (A)		2,604		53
Michael Page International (A)		481,352		2,715
Micro Focus International (A)		26,141		281
Mondi (A)		107,590		1,336
National Grid (A)		6,120		69
Next (A)		35,457		2,449
Old Mutual (A)		430,658		1,179
Pearson (A)		1,437		26
Persimmon (A)		28,190		505
Petrofac (A)		498,235		9,044
Premier Oil (A)		830,451		4,201
Prudential (A)		542,791		8,835
QinetiQ Group (A)		261,900		717
Randgold Resources (A)		136		9
Reckitt Benckiser Group (A)		778		55
Reed Elsevier (A)		645,920		7,325
Rexam (A)		634,295		4,590
Rio Tinto (A)		135,295		5,487
Rolls-Royce Holdings (A)		333,961		5,734
Royal Bank of Scotland Group *(A)		194,702		806
Royal Dutch Shell ADR, Cl B		57,352		3,801
Royal Dutch Shell, Cl A (A)		410,507		13,088
Royal Dutch Shell, Cl B (A)		142,843		4,718
SABMiller (A)		136,991		6,549
Schroders (A)		52,860		1,750
Shire (A)		196,041		6,195
Smiths Group (A)		2,583		51
Standard Life (A)		483,191		2,536
Subsea 7 (A)		165,180		2,891
Synthomer (A)		47,167		138
Tate & Lyle (A)		51,930		650
Taylor Wimpey (A)		179,659		261
Tesco (A)		3,093,054		15,532
Travis Perkins (A)		5,868		130
Tullow Oil (A)		237,020		3,598
Unilever (A)		177,088		7,149
United Utilities Group (A)		8,091		84
Vodafone Group (A)		6,806,016		19,449
Weir Group (A)		6,564		214
Whitbread (A)		29,456		1,366
William Hill (A)		227,413		1,521
Wolseley (A)		55,533		2,555
WPP (A)		457,024		7,790
Xchanging		57,394		110

				356,668


United States — 1.0%
Alon USA Energy		34,694		502
Axis Capital Holdings		65,521		3,000


Description	Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
Calamos Asset Management, Cl A		5,520	$	58
Coleman Cable		2,158		39
Computer Sciences		69,089		3,024
Delek US Holdings		3,208		92
Exterran Holdings		9,258		260
Green Plains Renewable Energy *		2,959		39
John B Sanfilippo & Son		2,229		45
Manning & Napier, Cl A		4,985		88
Manpowergroup		29,599		1,622
Newmont Mining		123,700		3,705
Northrop Grumman		38,274		3,169
Renewable Energy Group *		18,207		259
Republic Airways Holdings *		17,467		198
RPX		10,803		181
TravelCenters of America *		16,525		181

				16,462

Total Common Stock (Cost $1,831,454) ($ Thousands)				1,923,904


PREFERRED STOCK — 0.7%

Brazil — 0.1%
Cia Brasileira de Distribuicao Grupo Pao de Acucar ADR		51,184		2,327


Germany — 0.6%
Bayerische Motoren Werke (A)		2,804		191
Draegerwerk (A)		2,624		359
Fuchs Petrolub (A)		1,156		92
Henkel (A)		36,065		3,382
Porsche (A)		8,641		666
ProSiebenSat.1 Media (A)		18,675		800
Sto (A)		314		47
Volkswagen (A)		29,218		5,893

				11,430

Total Preferred Stock (Cost $13,413) ($ Thousands)				13,757


U.S. TREASURY OBLIGATIONS (E)(F) — 0.3%
U.S. Treasury Bills
0.054%, 07/25/2013	$	2,010		2,010
0.040%, 01/09/2014		4,516		4,514

Total U.S. Treasury Obligations (Cost $6,525) ($ Thousands)				6,524


	Number Of Rights

RIGHTS — 0.0%

France — 0.0%
Groupe Fnac, Expires
07/01/2013		1		3


Hong Kong — 0.0%
New World Development (A), Expires 07/01/2013		9,890		—

Total Rights (Cost $0) ($ Thousands)				3


Description	Shares		Market Value ($ Thousands)

AFFILIATED PARTNERSHIP — 4.1%
SEI Liquidity Fund, L.P.
0.100% †**(G)		85,229,286	$	85,229

Total Affiliated Partnership (Cost $85,229) ($ Thousands)				85,229


CASH EQUIVALENT — 4.2%
SEI Daily Income Trust, Prime Obligation Fund, Cl A
0.010% †**		87,435,537		87,436

Total Cash Equivalent (Cost $87,436) ($ Thousands)				87,436

Total Investments — 102.0% (Cost $2,024,057) ($ Thousands)§			$	2,116,853

A list of the open futures contracts held by the Fund at June 30, 2013, is as follows:


Type of Contract	Number of Contracts Long		Expiration Date		Unrealized Appreciation (Depreciation) ($ Thousands)
DJ Euro Stoxx 50 Index		919		Sep-2013	$	(973	)
FTSE 100 Index		294		Sep-2013		(675	)
Hang Seng Index		35		Jul-2013		166
SPI 200 Index		81		Sep-2013		(59	)
Topix Index		185		Sep-2013		354

					$	(1,187	)

For the period ended June 30, 2013, 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 year.

Percentages are based on a Net Assets of $2,075,392 ($ Thousands).

Non-income producing security.

Rate shown is the 7-day effective yield as of June 30, 2013.

†

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, 2013 was $1,740,053 ($ Thousands) and represented 83.8% of Net Assets.

(B)

This security or a partial position of this security is on loan at June 30, 2013. The total market value of securities on loan at June 30, 2013 was $79,614 ($ Thousands).

(C)

Real Estate Investment Trust.

(D)

Securities considered illiquid. The total market value of such securities as of June 30, 2013 was $0 ($ Thousands) and represented 0.0% of Net Assets.

(E)

Security, or portion thereof, has been pledged as collateral on open futures contracts.

(F)

The rate reported is the effective yield at time of purchase.

(G)

This security was purchased with cash collateral held from securities on loan. The total value of such securities as of June 30, 2013 was $85,229 ($ Thousands).

At June 30, 2013, the tax basis cost of the Fund’s investments was $2,024,057 ($ Thousands), and the unrealized appreciation and depreciation were $225,890 ($ Thousands) and ($133,094) ($ Thousands), respectively.

ADR — American Depositary Receipt

Cl — Class

DJ — Dow Jones

FTSE — Financial Times and the London Stock Exchange

GDR — Global Depositary Receipt

L.P. — Limited Partnership

Ser — Series

SPI — Share Price Index

The following is a summary of the inputs used as of June 30, 2013, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):


Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	195,281	$	1,728,623	$	—	$	1,923,904
Preferred Stock		2,327		11,430		—		13,757
Rights		3		—		—		3
U.S. Treasury Obligations		—		6,524		—		6,524
Cash Equivalent		87,436		—		—		87,436
Affiliated Partnership		—		85,229		—		85,229

Total Investments in Securities	$	285,047	$	1,831,806	$	—	$	2,116,853


Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts *	$	(1,187	)	$	—	$	—	$	(1,187	)

Futures contracts are valued at the unrealized depreciation on the instrument.

For the period ended June 30, 2013, there were transfers between Level 1 and Level 2 assets and liabilities. The primary reason for changes in the classifications between Levels 1 and 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, 2013, there were no transfers from Level 2 into Level 3 assets and liabilities.

Amounts designated as “—” are $O or have been rounded to $O.

For information on the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.


Description	Shares		Market Value ($ Thousands)


COMMON STOCK — 87.8%

Argentina — 0.2%
Tenaris ADR		44,826	$	1,805
YPF ADR		50,800		750

				2,555


Austria — 0.2%
Erste Group Bank (A)		27,622		735
IMMOFINANZ (A)		247,857		924

				1,659


Belgium — 0.1%
KBC Groep (A)		35,446		1,320


Brazil — 7.4%
ALL - America Latina Logistica		346,137		1,485
Arteris		127,716		1,150
B2W Cia Digital *		133,500		399
Banco Bradesco ADR		295,939		3,850
Banco do Brasil		225,380		2,254
Banco Santander Brasil		143,311		880
Banco Santander Brasil ADR		254,415		1,582
BM&FBovespa		517,384		2,871
BR Malls Participacoes		215,100		1,943
BR Properties		37,500		322
Brasil Insurance Participacoes e Administracao		209,600		2,081
Braskem ADR *(B)		212,017		3,155
BRF ADR		199,181		4,324
Cia Hering		117,397		1,676
Cielo		21,720		550
Cosan Industria e Comercio		36,589		712
Cyrela Brazil Realty Empreendimentos e Participacoes		570,667		3,960
Diagnosticos da America		148,100		774
Embraer ADR		64,478		2,379
Estacio Participacoes		341,100		2,492
Even Construtora e Incorporadora		155,300		560
Fibria Celulose ADR *(B)		262,885		2,915
Gafisa ADR *		259,481		651
Gerdau ADR		453,526		2,590
Gol Linhas Aereas Inteligentes ADR *(B)		231,245		775
Helbor Empreendimentos		107,214		422
Hypermarcas		387,960		2,550
JBS		367,600		1,067
Kroton Educacional		159,924		2,236
Localiza Rent a Car		92,633		1,323
Lojas Renner		26,700		772
M Dias Branco		1,821		70
Minerva *		42,200		197
MRV Engenharia e Participacoes		100,300		299
Petroleo Brasileiro		86,922		585
Petroleo Brasileiro ADR		310,765		4,170
Porto Seguro		27,800		304
Qualicorp *		201,100		1,547
Santos Brasil Participacoes		74,220		959
Souza Cruz		53,200		663
Sul America		37,282		222
Telefonica Brasil ADR		3,100		71
Tim Participacoes		98,200		364


Description	Shares		Market Value ($ Thousands)

Tim Participacoes ADR		280,800	$	5,223
Totvs		196,569		3,093
Ultrapar Participacoes		59,200		1,428
Vale		69,292		914
Vale ADR, Cl B (B)		323,205		4,250

				79,059


Canada — 0.8%
Africa Oil *		172,056		1,150
Alamos Gold		104,000		1,256
Pacific Rubiales Energy		341,976		5,987

				8,393


Chile — 0.7%
Banco de Chile		4,281,175		620
Banco de Credito e Inversiones		12,572		743
Banco Santander Chile		47,986,083		2,964
Banco Santander Chile ADR		24,713		604
Cia Cervecerias Unidas ADR		13,260		380
Sociedad Quimica y Minera de Chile ADR		31,394		1,268
Vina Concha y Toro		220,544		433

				7,012


China — 11.8%
AAC Technologies Holdings (A)		1,028,480		5,770
Agricultural Bank of China (A)(B)		13,057,732		5,338
Anta Sports Products (A)		965,000		841
Baidu ADR *		101,800		9,623
Bank of China (A)		15,439,105		6,325
Bank of Communications (A)		2,404,347		1,541
China BlueChemical (A)		1,066,000		648
China Communications Construction (A)		359,000		279
China Communications Services (A)		1,238,000		777
China Construction Bank (A)		14,865,993		10,446
China Liansu Group Holdings (A)(B)		3,107,400		1,575
China Merchants Bank (A)		1,254,076		2,082
China Minsheng Banking (A)		479,500		467
China National Building Material (A)		1,454,000		1,293
China National Materials (A)		5,996,438		1,104
China Petroleum & Chemical ADR		13,000		1,189
China Petroleum & Chemical (A)		5,055,840		3,538
China Telecom (A)		4,154,000		1,981
China Vanke, Cl B (A)		1,664,790		2,958
China Wireless Technologies (A)		3,676,000		1,383
Chongqing Rural Commercial Bank (A)		2,288,612		962
Country Garden Holdings (A)(B)		4,408,000		2,291
Daphne International Holdings (A)		2,498,000		2,129
Dongfeng Motor Group (A)		96,000		127
Dongyue Group (A)		637,000		253
First Tractor (A)		3,319,600		1,815
Giant Interactive Group ADR		94,142		754
Great Wall Motor (A)(B)		571,679		2,447
Guangzhou R&F Properties (A)		744,800		1,067
Harbin Electric (A)		578,682		380
Huaneng Power International (A)		1,552,000		1,534


Description	Shares		Market Value ($ Thousands)

Industrial & Commercial Bank of China (A)		20,277,449	$	12,708
Inner Mongolia Yitai Coal, Cl B (A)		41,922		202
Jiangsu Expressway (A)		826,000		851
Jiangxi Copper (A)		619,000		1,046
Kingsoft (A)		297,000		488
Lumena Resources (A)(B)		2,422,000		450
New Oriental Education & Technology Group ADR		81,200		1,799
PetroChina (A)		1,808,119		1,961
PetroChina ADR		34,612		3,831
Ping An Insurance Group (A)(B)		466,500		3,114
Prince Frog International Holdings (A)		6,145,100		4,222
SINA *		35,800		1,995
SOHO China (A)(B)		1,720,528		1,363
Sohu.com *		55,700		3,432
Tencent Holdings (A)		99,947		3,902
Tingyi Cayman Islands Holding (A)		776,000		2,014
Travelsky Technology (A)		362,880		230
Tsingtao Brewery (A)(B)		308,000		2,195
Vipshop Holdings ADR *(B)		20,084		586
Zhejiang Expressway (A)		914,000		744
Zhuzhou CSR Times Electric (A)(B)		1,875,400		4,697
Zoomlion Heavy Industry Science and Technology (A)(B)		2,208,060		1,572

				126,319


Colombia — 0.6%
Almacenes Exito		49,200		815
Bancolombia ADR, Cl R		43,900		2,480
Ecopetrol		1,054,996		2,229
Ecopetrol ADR (B)		21,700		913

				6,437


Czech Republic — 0.4%
CEZ (A)		42,279		1,014
Komercni Banka (A)		15,610		2,898

				3,912


Hong Kong — 6.4%
Chaoda Modern Agriculture *(C)		2,056,181		—
China Everbright International (A)(B)		4,041,100		3,109
China High Precision Automation Group (C)		1,385,624		222
China Medical System Holdings (A)		1,402,500		1,248
China Mengniu Dairy (A)		1,366,815		4,879
China Mobile (A)		1,113,245		11,529
China Mobile ADR		45,840		2,373
China State Construction International Holdings (A)		3,870,984		5,995
China Unicom Hong Kong ADR		121,590		1,598
CNOOC (A)(B)		2,610,407		4,372
CNOOC ADR		11,610		1,944
COSCO Pacific (A)		4,921		6
Guangdong Investment (A)		584,000		506
Haier Electronics Group (A)		1,655,800		2,630
Hengdeli Holdings (A)(B)		8,075,200		1,832
Kunlun Energy (A)		864,000		1,525


Description	Shares		Market Value ($ Thousands)

KWG Property Holding (A)		791,870	$	412
Lenovo Group (A)		2,950,613		2,656
Samsonite International (A)		979,452		2,347
Sands China (A)		798,100		3,729
Shougang Fushan Resources Group (A)(B)		4,732,000		1,827
Sino Biopharmaceutical (A)		340,000		220
SJM Holdings (A)		1,081,405		2,624
Skyworth Digital Holdings (A)		2,888,000		1,450
Sunny Optical Technology Group (A)(B)		882,307		1,057
Techtronic Industries (A)		1,526,000		3,623
Vinda International Holdings (A)(B)		1,787,000		1,820
Xinyi Glass Holdings (A)(B)		3,088,944		2,393

				67,926


Hungary — 0.2%
EGIS Pharmaceuticals (A)		1,778		172
MOL Hungarian Oil & Gas (A)		8,862		661
OTP Bank (A)		63,537		1,329

				2,162


India — 6.3%
Adani Ports and Special Economic Zone (A)		636,362		1,607
Asian Paints (A)		23,825		1,854
Axis Bank (A)		81,654		1,811
Ballarpur Industries (A)		526,243		117
Bank of Baroda (A)		50,827		488
Bharti Infratel (A)		276,499		707
Cairn India (A)		1,795,505		8,738
Chambal Fertilizers & Chemicals (A)		444,397		270
Cummins India (A)		236,330		1,812
Dabur India		365,544		956
Dena Bank (A)		141,420		165
DLF (A)		482,001		1,462
Glenmark Pharmaceuticals (A)		212,706		1,956
Godrej Consumer Products		146,575		2,020
Grasim Industries (A)		29,688		1,375
HCL Technologies (A)		227,729		2,964
HDFC Bank ADR		80,700		2,925
Hexaware Technologies (A)		162,156		236
ICICI Bank ADR		187,654		7,178
Idea Cellular *(A)		785,226		1,869
Indiabulls Housing Finance *(C)		209,523		963
Larsen & Toubro (A)		57,635		1,360
Mahindra & Mahindra GDR		93,503		1,528
Maruti Udyog (A)		124,303		3,209
McLeod Russel India (A)		20,755		101
Muthoot Finance (A)		66,500		115
Oil & Natural Gas (A)		328,569		1,821
Oil India (A)		19,676		190
Petronet LNG (A)		455,705		953
Reliance Industries GDR (D)		229,111		6,584
Rural Electrification (A)		358,460		1,206
Shriram Transport Finance (A)		253,305		3,021
State Bank of India (A)		35,337		1,156
Sun TV Network (A)		203,446		1,297
Tata Chemicals		106,092		503
UCO Bank (A)		227,884		236
Yes Bank (A)		291,250		2,251


Description	Shares		Market Value ($ Thousands)

			$	67,004


Indonesia — 2.5%
AKR Corporindo (A)		1,800,800		956
Aneka Tambang (A)		2,719,394		274
Astra Agro Lestari (A)		244,899		484
Bank Bukopin (A)		3,700,948		268
Bank Mandiri (A)		2,064,500		1,862
Bank Rakyat Indonesia Persero (A)		6,365,951		4,943
Holcim Indonesia (A)		560,662		138
Indo Tambangraya Megah (A)		109,000		308
Indocement Tunggal Prakarsa (A)		345,770		849
Indofood CBP Sukses Makmur (A)		388,934		476
Indofood Sukses Makmur (A)		1,337,000		986
Japfa Comfeed Indonesia (A)		2,561,155		414
Kalbe Farma (A)		5,782,465		835
Perusahaan Gas Negara Persero (A)		1,645,500		951
Perusahaan Perkebunan London Sumatra Indonesia (A)		3,319,911		573
Semen Indonesia Persero (A)		1,463,200		2,513
Surya Semesta Internusa (A)		1,359,000		177
Tambang Batubara Bukit Asam (A)		1,567,500		2,086
Telekomunikasi Indonesia (A)		3,714,116		4,136
Tower Bersama Infrastructure *(A)		848,000		443
United Tractors (A)		665,681		1,215
XL Axiata (A)		2,978,500		1,445

				26,332


Ireland — 0.1%
Kenmare Resources *(A)		2,535,148		945


Israel — 0.4%
Teva Pharmaceutical Industries ADR		112,900		4,426


Malaysia — 3.1%
Affin Holdings (A)		96,100		132
Alliance Financial Group		520,900		874
AMMB Holdings (A)		946,000		2,193
Axiata Group (A)		1,274,336		2,669
Berjaya Sports Toto		331,794		459
British American Tobacco Malaysia (A)		36,951		695
Bursa Malaysia (A)		429,500		1,026
CIMB Group Holdings (A)		62,900		164
Digi.Com (A)		461,001		693
DRB-Hicom (A)		1,096,472		932
Genting Malaysia (A)		736,056		904
Hong Leong Financial Group (A)		95,200		434
KLCC Property Holdings		116,900		252
Kulim Malaysia		300,000		327
Lafarge Malaysia		51,587		166
Malayan Banking (A)		1,148,100		3,767
Malaysia Building Society (A)		563,527		547
Media Prima (A)		151,347		133
Parkson Holdings		520,718		643
RHB Capital (A)		1,112,200		3,030
Sapurakencana Petroleum *(A)		1,453,300		1,875


Description	Shares		Market Value ($ Thousands)

Telekom Malaysia		302,876	$	518
Tenaga Nasional (A)		424,400		1,113
Top Glove		1,505,328		2,973
UEM Sunrise (A)		3,552,900		3,495
UMW Holdings (A)		794,583		3,662

				33,676


Mexico — 5.3%
Alfa, Cl A		1,288,820		3,083
America Movil, Ser L		1,859,074		2,012
America Movil ADR, Ser L		107,875		2,346
Arca Continental		286,600		2,185
Cemex ADR *		363,824		3,849
Compartamos		428,700		736
Empresas ICA *		456,824		859
Empresas ICA ADR *		164,780		1,241
Fibra Uno Administracion, Cl REIT (E)		326,200		1,090
Fomento Economico Mexicano ADR		30,455		3,143
Genomma Lab Internacional, Cl B *(B)		2,498,239		4,908
Gruma, Cl B *		327,283		1,480
Grupo Aeroportuario del Pacifico, Cl B		76,600		388
Grupo Carso, Ser A1		211,200		1,002
Grupo Financiero Banorte, Cl O		639,919		3,803
Grupo Financiero Inbursa, Cl O		433,000		947
Grupo Financiero Santander Mexico ADR *		92,178		1,310
Grupo Herdez		32,875		104
Grupo Mexico, Ser B		1,618,191		4,659
Grupo Sanborns *(B)		790,143		1,754
Grupo Televisa ADR		297,873		7,399
Industrias, Cl B *		48,333		318
Industrias Penoles		39,365		1,167
Inmobiliaria Vesta		448,200		884
Kimberly-Clark de Mexico, Cl A		1,086,300		3,544
Wal-Mart de Mexico, Ser V		895,457		2,497

				56,708


Netherlands — 0.6%
Yandex, Cl A *		233,100		6,440


Peru — 0.4%
Credicorp		33,300		4,261
Intercorp Financial Services		6,333		209

				4,470


Philippines — 0.9%
Aboitiz Equity Ventures (A)		941,700		1,092
Alliance Global Group *(A)		1,177,788		633
Bank of the Philippine Islands (A)		270,660		601
BDO Unibank (A)		632,633		1,240
International Container Terminal Services (A)		1,032,894		2,070
Manila Electric (A)		45,090		343
Megaworld (A)		7,872,000		599
Nickel Asia (A)		898,563		321
Rizal Commercial Banking (A)		66,500		88
SM Investments (A)		65,173		1,606
Universal Robina (A)		340,444		982

				9,575


Description	Shares		Market Value ($ Thousands)


Poland — 0.6%
KGHM Polska Miedz (A)		34,221	$	1,241
PGE (A)		228,262		1,055
Polski Koncern Naftowy Orlen *(A)		76,566		1,070
Powszechna Kasa Oszczednosci Bank Polski (A)		257,660		2,753
Powszechny Zaklad Ubezpieczen (A)		6,990		859

				6,978


Russia — 6.7%
Alliance Oil *(A)		216,223		1,176
Etalon Group GDR *(D)		56,800		195
Eurasia Drilling GDR		120,974		4,499
Gazprom ADR		478,282		3,142
Globaltrans Investment GDR		371,933		5,110
Lukoil ADR		130,383		7,513
Magnit GDR (A)		106,163		6,060
MegaFon GDR		57,900		1,814
MMC Norilsk Nickel ADR (A)		40,225		580
Mobile Telesystems ADR		206,585		3,913
NovaTek GDR		48,538		5,793
Phosagro GDR		99,993		1,218
QIWI ADR		86,229		2,001
Rosneft GDR (A)		24,071		165
Rosneft Oil GDR (A)		514,247		3,519
Sberbank of Russia ADR		1,330,508		15,199
Severstal GDR (A)		50,513		322
Surgutneftegas ADR		42,074		329
Tatneft ADR		36,213		1,315
TMK GDR (A)		226,186		2,615
Uralkali GDR		7,999		264
VTB Bank GDR (A)		1,102,203		3,116
X5 Retail Group GDR *		117,814		2,131

				71,989


Singapore — 0.2%
Asian Pay Television Trust *		3,260,600		2,185
China Yuchai International		23,061		407

				2,592


South Africa — 5.0%
ABSA Group (A)		46,627		697
African Bank Investments (A)(B)		211,482		347
Anglo American Platinum (A)		22,479		668
ArcelorMittal South Africa (A)(B)		151,530		487
AVI (A)		117,990		708
Barloworld (A)		218,676		1,795
Bidvest Group (A)		80,239		1,979
Exxaro Resources (A)		133,022		1,953
FirstRand (A)		368,375		1,073
Gold Fields (A)		96,528		504
Impala Platinum Holdings (A)		45,655		428
Imperial Holdings (A)		84,920		1,795
Kumba Iron Ore (A)(B)		36,819		1,711
Liberty Holdings (A)		101,813		1,228
Life Healthcare Group Holdings (A)		969,596		3,662
Mondi (A)		47,838		606
MTN Group (A)		409,741		7,589
Naspers, Cl N (A)		66,835		4,912
Nedbank Group (A)		6,968		123
Netcare (A)		241,003		559


Description	Shares		Market Value ($ Thousands)

Redefine Properties		594,896	$	629
Remgro (A)		77,924		1,491
Reunert		83,587		581
RMB Holdings (A)		77,429		308
Sanlam (A)		243,278		1,126
Sasol (A)		108,172		4,689
Sasol ADR		43,775		1,896
Shoprite Holdings (A)		129,425		2,421
Spar Group (A)		88,781		1,073
Standard Bank Group (A)		385,421		4,325
Tiger Brands (A)		3,802		113
Truworths International (A)		42,681		374
Vodacom Group (A)(B)		136,932		1,447

				53,297


South Korea — 11.0%
AMOREPACIFIC Group (A)		1,313		400
Chong Kun Dang Pharm (A)		17,894		865
Coway (A)		83,105		4,038
Daelim Industrial (A)		10,365		781
Daesang (A)		29,561		803
Daou Technology (A)		36,073		516
Dongbu Insurance (A)		26,310		1,110
Doosan (A)		1,255		141
Grand Korea Leisure (A)		21,234		656
GS Home Shopping (A)		3,261		675
Halla Visteon Climate Control (A)		28,050		887
Hana Financial Group (A)		15,780		457
Hankook Tire (A)		35,219		1,622
Hyundai Marine & Fire Insurance (A)		77,483		2,052
Hyundai Motor (A)		22,711		4,454
Hyundai Wia (A)		12,224		1,807
Industrial Bank of Korea (A)		157,240		1,500
Kangwon Land (A)		35,910		990
KB Financial Group ADR		112,725		3,340
KCC (A)		14,253		4,075
Kia Motors (A)		38,609		2,085
KT (A)		18,230		570
KT ADR		177,090		2,748
KT Skylife (A)		58,142		1,908
KT&G (A)		48,538		3,149
LG Display (A)		46,270		1,104
LG Display ADR (B)		121,740		1,445
LG Electronics (A)		22,409		1,424
Lock & Lock (A)		82,860		1,435
Lotte Chilsung Beverage (A)		1,953		2,352
Lotte Confectionery (A)		1,617		2,270
Lotte Shopping (A)		5,532		1,713
Nong Shim (A)		1,266		293
POSCO (A)		6,841		1,783
S1, Cl 1 (A)		9,624		528
Samsung Electronics (A)		30,737		35,926
Samsung Engineering (A)		6,257		403
Samsung Fire & Marine Insurance (A)		2,452		499
Samsung Heavy Industries (A)		58,335		1,815
Samsung Life Insurance (A)		21,625		2,041
Seah Besteel (A)		10,424		282
SFA Engineering (A)		31,440		1,572
Shinhan Financial Group (A)		39,934		1,309
SK Holdings (A)		17,206		2,545
SK Hynix (A)		95,090		2,581


Description	Shares		Market Value ($ Thousands)

SK Telecom (A)		9,928	$	1,826
SK Telecom ADR (B)		355,673		7,231
Sung Kwang Bend (A)		131,653		3,010
Taekwang Industrial (A)		109		91

				117,107


Spain — 0.4%
Cemex Latam Holdings *		598,324		3,966


Taiwan — 8.2%
Asustek Computer (A)		216,740		1,854
Catcher Technology (A)		657,000		3,396
Chailease Holding (A)		341,000		798
Chicony Electronics (A)		155,438		404
China Motor (A)		637,000		560
China Steel Chemical (A)		209,800		1,041
Chong Hong Construction (A)		102,000		367
Chunghwa Telecom (A)		445,056		1,489
Cleanaway (A)		179,000		1,361
Elan Microelectronics (A)		756,000		1,685
Farglory Land Development (A)		828,043		1,516
Formosa Taffeta (A)		88,000		83
Fubon Financial Holding (A)		2,808,000		3,814
Giant Manufacturing (A)		28,000		192
Highwealth Construction (A)		275,000		575
Hon Hai Precision Industry (A)		1,986,753		4,856
HTC (A)		135,000		1,070
Huaku Development (A)		197,196		567
Kinik (A)		684,000		1,172
Kinsus Interconnect Technology *(A)		142,000		537
Lextar Electronics (A)		1,761,000		1,571
Lite-On Technology (A)		1,542,478		2,696
MediaTek (A)		289,000		3,332
Merida Industry (A)		134,750		796
MStar Semiconductor (A)		195,000		1,398
Nan Ya Printed Circuit Board (A)		265,000		344
Pegatron *(A)		1,128,738		1,854
Phison Electronics (A)		215,000		1,759
Pou Chen (A)		1,201,000		1,134
Powertech Technology (A)		296,000		552
President Chain Store (A)		361,652		2,364
Quanta Computer (A)		586,000		1,260
Radiant Opto-Electronics (A)		822,272		2,682
Realtek Semiconductor (A)		559,380		1,317
Simplo Technology (A)		412,094		1,776
Sunspring Metal		147,000		316
Taishin Financial Holding (A)		2,692,220		1,182
Taiwan Semiconductor Manufacturing (A)		3,577,790		12,952
Taiwan Semiconductor Manufacturing ADR		387,747		7,104
Teco Electric and Machinery (A)		2,439,000		2,428
TPK Holding (A)		185,000		2,943
Transcend Information (A)		473,000		1,459
Tripod Technology (A)		69,000		148
Uni-President Enterprises (A)		1,670,680		3,248
United Microelectronics (A)		3,115,000		1,491
United Microelectronics ADR		1,081,500		2,520

				87,963


Thailand — 2.6%
Airports of Thailand (A)		193,200		1,044


Description	Shares		Market Value ($ Thousands)

Amata (A)		508,500	$	297
Bangkok Bank (A)		226,100		1,476
Bangkok Bank Foreign (A)		354,300		2,360
Bangkok Bank NVDR (A)(B)		247,561		1,616
Bangkok Expressway (A)		148,400		170
CP ALL (A)		606,982		760
CP Seven Eleven PCL (A)(B)		795,422		997
Electricity Generating (A)		40,800		177
Kasikornbank NVDR (A)(B)		431,300		2,633
Kiatnakin Bank (A)		322,444		548
Krung Thai Bank (A)		196,350		128
Krung Thai Bank NVDR (A)		3,757,377		2,442
Land and Houses (A)		4,212,400		1,531
PTT		438,250		4,713
PTT Global Chemical (A)		565,100		1,248
Ratchaburi Electricity Generating Holding (A)		307,200		509
Siam Commercial Bank (A)		192,500		1,060
Siam Makro		16,888		423
Thai Airways International (A)		482,400		383
Thai Beverage (A)(B)		941,068		437
Thai Oil (A)		783,000		1,579
Thanachart Capital (A)		865,500		1,068

				27,599


Turkey — 2.2%
Anadolu Efes Biracilik Ve Malt Sanayii (A)		116,335		1,687
Arcelik (A)		58,096		384
Aselsan Elektronik Sanayi Ve Ticaret (A)		521,708		2,290
Asya Katilim Bankasi *(A)		661,378		613
EIS Eczacibasi Ilac ve Sinai ve Finansal Yatirimlar Sanayi ve Ticaret (A)		158,566		171
Emlak Konut Gayrimenkul Yatirim Ortakligi, Cl REIT (A)(E)		1,577,224		2,221
Enka Insaat ve Sanayi (A)		73,721		185
Eregli Demir ve Celik Fabrikalari (A)		1,097,295		1,130
Ford Otomotiv Sanayi (A)		88,044		1,214
Koza Altin Isletmeleri (A)		46,188		563
Netas Telekomunikasyon (A)		131,187		614
TAV Havalimanlari Holding (A)		275,964		1,613
Tekfen Holding (A)		425,645		1,454
Tofas Turk Otomobil Fabrikasi (A)		140,219		874
Tupras Turkiye Petrol Rafinerileri (A)		34,662		846
Turk Telekomunikasyon (A)		264,703		1,024
Turkcell Iletisim Hizmetleri *(A)		92,584		532
Turkcell Iletisim Hizmetleri ADR *		100,735		1,448
Turkiye Garanti Bankasi (A)		349,481		1,523
Turkiye Sise ve Cam Fabrikalari (A)		2,154,376		3,012
Ulker Biskuvi Sanayi (A)		92,970		674

				24,072


United Arab Emirates — 0.2%
Dragon Oil (A)		227,538		1,974


United Kingdom — 1.3%
Afren *(A)		936,803		1,842
Anglo American ADR		72,740		700


Description	Shares		Market Value ($ Thousands)

BG Group (A)		137,535	$	2,331
Hikma Pharmaceuticals (A)		207,542		2,995
Old Mutual (A)		660,470		1,808
SABMiller (A)		58,415		2,818
Tullow Oil (A)		67,807		1,029

				13,523


United States — 1.0%
Avon Products		133,700		2,812
First Cash Financial Services *		40,100		1,973
Freeport-McMoRan Copper & Gold		59,600		1,645
Yahoo!		166,700		4,186

				10,616

Total Common Stock (Cost $926,363) ($ Thousands)				938,006



EXCHANGE TRADED FUNDS — 4.9%

Hong Kong — 0.1%
iShares FTSE A50 China Index Fund		873,908		1,015


United States — 4.8%
iPath MSCI India Index ETN		120,104		6,428
iShares MSCI Emerging Markets ETF		1,150,740		44,384

				50,812

Total Exchange Traded Funds (Cost $53,159) ($ Thousands)				51,827



PREFERRED STOCK — 3.4%

Brazil — 3.4%
Banco Daycoval		14,900		61
Banco do Estado do Rio Grande do Sul		342,256		2,310
Bradespar		41,339		375
Cia Brasileira de Distribuicao Grupo Pao de Acucar		5,000		226
Cia Brasileira de Distribuicao Grupo Pao de Acucar ADR		97,230		4,420
Cia de Bebidas das Americas		53,200		2,005
Cia de Bebidas das Americas ADR		130,722		4,883
Cia Energetica de Minas Gerais		1		—
Cia Energetica de Sao Paulo		142,300		1,245
Cia Paranaense de Energia		67,800		847
Investimentos Itau		344,090		1,287
Itau Unibanco Holding		55,140		719
Itau Unibanco Holding ADR		181,596		2,346
Klabin		119,214		592
Marcopolo		473,600		2,740
Petroleo Brasileiro		248,116		1,823
Petroleo Brasileiro ADR, Cl A		336,164		4,928
Vale, Cl A		91,014		1,115
Vale ADR, Cl B		367,097		4,464

Total Preferred Stock (Cost $41,328) ($ Thousands)				36,386


Description	Face Amount ($ Thousands) /Shares		Market Value ($ Thousands)


DEBENTURE BOND — 0.0%

Brazil — 0.0%
Vale, Ser 1997
0.000%, 09/30/2049 (F)	$	8	$	—

Total Debenture Bond (Cost $—) ($ Thousands)				—


AFFILIATED PARTNERSHIP — 4.2%
SEI Liquidity Fund, L.P.
0.090% †**(G)		45,124,437		45,124

Total Affiliated Partnership (Cost $45,124) ($ Thousands)				45,124


CASH EQUIVALENT — 1.4%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.010% †**		14,712,981		14,713

Total Cash Equivalent (Cost $14,713) ($ Thousands)				14,713

Total Investments — 101.7% (Cost $1,080,687) ($ Thousands)§			$	1,086,056

Percentages are based on a Net Assets of $1,067,708 ($ Thousands).

Non-income producing security.

Rate shown is the 7-day effective yield as of June 30, 2013.

†

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, 2013 was $631,527 ($ Thousands) and represented 59.1% of Net Assets.

(B)

This security or a partial position of this security is on loan at June 30, 2013. The total market value of securities on loan at June 30, 2013 was $41,892 ($ Thousands).

(C)

Securities considered illiquid. The total market value of such securities as of June 30, 2013 was $1,185 ($ Thousands) and represented 0.1% of Net Assets.

(D)

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.

(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, 2013.

(G)

This security was purchased with cash collateral held from securities on loan. The total value of such securities as of June 30, 2013 was $45,124 ($ Thousands).

At June 30, 2013, the tax basis cost of the Fund’s investments was $1,080,687
($ Thousands), and the unrealized appreciation and depreciation were $97,684
($ Thousands) and ($92,315) ($ Thousands), respectively.

ADR — American Depositary Receipt

Cl — Class

ETF — Exchange Traded Fund

ETN — Exchange Traded Note

FTSE — Financial Times and the London Stock Exchange

GDR — Global Depositary Receipt

L.P. — Limited Partnership

MSCI — Morgan Stanley Capital International

NVDR — Non-Voting Depositary Receipt

REIT — Real Estate Investment Trust

Ser — Series

The following is a summary of the inputs used as of June 30, 2013, in valuing the Fund’s investments carried at value ($ Thousands):


Investments in Securities	Level 1		Level 2		Level 3⁽¹⁾		Total
Common Stock	$	305,294	$	631,527	$	1,185	$	938,006
Exchange Traded Funds		51,827		—		—		51,827
Preferred Stock		36,386		—		—		36,386
Debenture Bond		—		—		—		—
Affiliated Partnership		—		45,124		—		45,124
Cash Equivalent		14,713		—		—		14,713

Total Investments in Securities	$	408,220	$	676,651	$	1,185	$	1,086,056

(1)

A reconciliation of Level 3 investments is presented when the Fund has a significant amount of Level 3 investments at the beginning and/or end of the period in relation to net assets.

For the period ended June 30, 2013, 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, 2013, there were transfers between Level 2 and Level 3 assets and liabilities. The transfers were 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.


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

GLOBAL BONDS — 92.4%

Australia — 2.7%
Australia & New Zealand Banking Group MTN
3.625%, 07/18/2022	EUR	300	$	434
Commonwealth Bank of Australia MTN
3.000%, 05/03/2022	EUR	230		318
2.625%, 01/12/2017	EUR	245		336
Government of Australia
6.000%, 02/15/2017		2,600		2,637
5.750%, 07/15/2022		700		740
5.500%, 01/21/2018		2,110		2,132
5.500%, 04/21/2023		160		167
4.250%, 07/21/2017		1,350		1,297
Government of Australia, Ser 122
5.250%, 03/15/2019		1,400		1,416
Government of Australia, Ser 124
5.750%, 05/15/2021		1,900		1,995
National Australia Bank MTN
1.875%, 01/13/2023	EUR	220		275
Queensland Treasury, Ser 17
6.000%, 09/14/2017		780		787
Suncorp-Metway
5.125%, 10/27/2014	GBP	235		373
Westpac Banking MTN
1.375%, 04/17/2020		230		289

				13,196


Austria — 1.1%
Republic of Austria
3.900%, 07/15/2020		75		113
3.650%, 04/20/2022		290		429
3.200%, 02/20/2017		600		847
1.950%, 06/18/2019		2,820		3,788
Republic of Austria, Ser 97-6
6.250%, 07/15/2027		225		422

				5,599


Belgium — 3.7%
Anheuser-Busch InBev MTN
8.625%, 01/30/2017		200		327
2.875%, 09/25/2024		650		841
Kingdom of Belgium, Ser 44
5.000%, 03/28/2035		500		813
Kingdom of Belgium, Ser 47
3.250%, 09/28/2016		7,340		10,266
Kingdom of Belgium, Ser 49
4.000%, 03/28/2017		230		331
Kingdom of Belgium, Ser 58
3.750%, 09/28/2020		231		335
Kingdom of Belgium, Ser 65
4.250%, 09/28/2022		250		373
Kingdom of Belgium, Ser 67
3.000%, 09/28/2019		1,680		2,341
Kingdom of Belgium, Ser 69
1.250%, 06/22/2018		1,650		2,118

				17,745


Brazil — 0.4%
BRF
3.950%, 05/22/2023 (A)	USD	410		361
Cosan
5.000%, 03/14/2023 (A)		240		228


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

ESAL GmbH
6.250%, 02/05/2023 (A)	USD	400	$	365
Gerdau Trade
5.750%, 01/30/2021 (A)	USD	101		99
4.750%, 04/15/2023 (A)	USD	200		184
Petrobras Global Finance
4.375%, 05/20/2023		175		161
4.250%, 10/02/2023		153		198
Raisen Energy Finance
7.000%, 02/01/2017	USD	270		298
Vale Overseas
4.375%, 01/11/2022	USD	314		298

				2,192


Canada — 4.6%
Bell Canada MTN
5.000%, 02/15/2017		270		276
Canada Housing Trust No. 1
4.100%, 12/15/2018		1,390		1,442
2.050%, 06/15/2017		2,470		2,357
CDP Financial
4.400%, 11/25/2019 (A)	USD	850		935
Government of Canada
5.750%, 06/01/2033		1,415		1,926
5.000%, 06/01/2037		1,300		1,675
4.250%, 06/01/2018		715		755
4.000%, 06/01/2041		280		321
3.750%, 06/01/2019		800		832
3.500%, 06/01/2020		1,995		2,056
3.500%, 06/01/2020		710		732
2.750%, 06/01/2022		800		782
2.250%, 08/01/2014		800		767
1.500%, 03/01/2017		1,500		1,417
1.500%, 09/01/2017		805		756
1.250%, 03/01/2018		940		870
Province of British Columbia
3.250%, 12/18/2021		1,150		1,112
Province of Manitoba Canada
3.850%, 12/01/2021		710		712
Province of Ontario Canada
3.150%, 06/02/2022		2,000		1,888
Royal Bank of Canada, Ser 2 MTN
4.625%, 01/22/2018	EUR	252		379
TransCanada PipeLines
2.500%, 08/01/2022	USD	300		277

				22,267


China — 0.1%
Baidu
2.250%, 11/28/2017	USD	200		194
CNOOC Finance
1.750%, 05/09/2018	USD	204		195
Talent Yield Investments
4.500%, 04/25/2022 (A)	USD	310		302

				691


Colombia — 0.0%
Pacific Rubiales Energy
5.125%, 03/28/2023 (A)	USD	123		116


Czech Republic — 0.5%
Government of Czech Republic
4.600%, 08/18/2018		33,500		1,919


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

Government of Czech Republic, Ser 51
4.000%, 04/11/2017		8,050	$	441

				2,360


Denmark — 1.6%
Danske Bank
5.375%, 09/29/2021 (B)	GBP	170		256
3.500%, 04/16/2018	EUR	155		222
DONG Energy MTN
5.750%, 04/09/2040	GBP	200		338
Kingdom of Denmark
4.500%, 11/15/2039		1,300		319
4.000%, 11/15/2017		8,915		1,773
3.125%, 03/17/2014	EUR	500		663
3.000%, 11/15/2021		21,800		4,243

				7,814


Finland — 2.1%
Elisa MTN
2.250%, 10/04/2019		300		388
Government of Finland
4.375%, 07/04/2019		400		613
3.375%, 04/15/2020		2,080		3,037
3.125%, 09/15/2014		4,300		5,791
Nordea Bank Finland MTN
2.375%, 07/17/2017		190		259
2.250%, 05/03/2019		170		230

				10,318


France — 7.7%
Arkema
3.850%, 04/30/2020		200		279
Banque Federative du Credit Mutuel MTN
2.000%, 09/19/2019		400		513
BNP Paribas MTN
4.730%, 04/12/2049 (B)		300		374
2.500%, 08/23/2019		350		461
2.375%, 09/14/2017	USD	445		441
BPCE SFH MTN
3.625%, 05/12/2016		100		140
2.750%, 02/16/2017		300		412
Caisse Francaise de Financement Local MTN
4.500%, 04/27/2015		380		528
3.750%, 05/18/2016		225		316
Cie de Financement Foncier MTN
4.625%, 09/23/2017		575		851
4.250%, 01/19/2022		300		449
Credit Agricole Home Loan SFH MTN
2.875%, 09/09/2016		300		413
Credit Logement
1.359%, 03/29/2049 (B)		350		296
Dexia Credit Local MTN
2.625%, 01/21/2014		300		395
0.756%, 04/29/2014 (B)	USD	410		410
Electricite de France MTN
6.500%, 01/26/2019 (A)	USD	250		296
5.500%, 10/17/2041	GBP	100		156
5.375%, 12/12/2049 (B)		100		133
5.250%, 12/29/2049 (B)	USD	120		115
4.125%, 03/25/2027		100		141


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

Eutelsat
5.000%, 01/14/2019		200	$	296
French Treasury Note
2.500%, 01/15/2015		1,145		1,539
2.000%, 07/12/2015		1,180		1,585
1.000%, 07/25/2017		235		306
0.750%, 09/25/2014		400		523
Government of France
5.000%, 10/25/2016		1,760		2,606
4.750%, 04/25/2035		60		97
4.500%, 04/25/2041		1,060		1,677
3.250%, 05/25/2045		380		481
3.000%, 10/25/2015		4,150		5,716
3.000%, 04/25/2022		555		771
1.750%, 05/25/2023		8,000		9,841
1.000%, 05/25/2018		2,240		2,883
HSBC SFH France MTN
2.000%, 10/16/2023		700		880
Iliand
4.875%, 06/01/2016		300		418
RCI Banque
3.400%, 04/11/2014 (A)	USD	250		253
Societe Generale SFH MTN
3.250%, 06/06/2016		400		556
Societe Generale MTN
5.750%, 04/20/2016 (A)	USD	111		118
3.875%, 12/17/2015	GBP	100		159

				37,824


Germany — 9.2%
Allianz Finance II MTN
3.500%, 02/14/2022		300		421
Bavarian Sky
0.362%, 06/20/2020 (B)		800		1,040
BMW Finance MTN
3.375%, 12/14/2018	GBP	250		399
Bundesobligation
0.500%, 02/23/2018		960		1,236
0.500%, 04/07/2017		910		1,182
0.250%, 04/13/2018		1,350		1,714
Bundesrepublik Deutschland
2.500%, 07/04/2044		3,715		4,849
2.000%, 01/04/2022		685		928
1.500%, 05/15/2023		270		343
1.500%, 02/15/2023		5,195		6,632
Bundesrepublik Deutschland, Ser 00
5.500%, 01/04/2031		475		898
Bundesrepublik Deutschland, Ser 03
4.750%, 07/04/2034		2,260		4,068
Bundesrepublik Deutschland, Ser 04
3.750%, 01/04/2015		200		274
Bundesrepublik Deutschland, Ser 07
4.250%, 07/04/2017		750		1,118
4.000%, 01/04/2018		50		75
Bundesrepublik Deutschland, Ser 08
4.750%, 07/04/2040		25		47
4.250%, 07/04/2018		100		152


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

Bundesschatzanweisungen
0.250%, 03/13/2015		1,900	$	2,473
Deutsche Bank MTN
1.399%, 12/15/2015 (B)	GBP	280		414
Deutsche Postbank MTN
3.750%, 02/12/2014		800		1,062
Deutsche Telekom International Finance
8.875%, 11/27/2028	GBP	160		356
Deutschland Inflation Linked Bond
1.500%, 04/15/2016		3,243		4,434
E.ON International Finance
5.800%, 04/30/2018 (A)	USD	150		174
Euro Zone Inflation Linked Bond
0.750%, 04/15/2018		1,324		1,803
Hypothekenbank Frankfurt MTN
2.875%, 01/19/2016		160		219
K+S
5.000%, 09/24/2014		350		478
KFW MTN
4.750%, 08/12/2015	SEK	6,000		948
4.375%, 10/11/2013		1,050		1,381
4.375%, 07/04/2018		465		700
3.875%, 01/21/2019		575		853
3.375%, 08/30/2017	CHF	370		437
0.875%, 11/15/2013		1,625		2,118
Linde Finance MTN
3.875%, 06/01/2021		450		660
Muenchener Rueckversicherungs MTN
6.250%, 05/26/2042 (B)		200		299
RWE
7.000%, 10/12/2072 (B)	USD	224		241
Vier Gas Transport Gmbh MTN
2.875%, 06/12/2025		200		254
2.000%, 06/12/2020		250		322
Volta Electricity
4.172%, 02/16/2017		300		385

				45,387


Indonesia — 0.1%
Pertamina Persero
6.000%, 05/03/2042 (A)		380		355


Ireland — 0.3%
Bank of Ireland MTN
4.000%, 01/28/2015		250		333
GE Capital UK Funding MTN
4.375%, 07/31/2019	GBP	810		1,309

				1,642


Italy — 6.4%
Edison MTN
3.875%, 11/10/2017		600		843
Enel Finance International MTN
4.875%, 03/11/2020		100		139
3.875%, 10/07/2014 (A)	USD	350		358
Intesa Sanpaolo MTN
4.875%, 07/10/2015		300		410
4.000%, 11/09/2017		368		483
Italy Buoni Poliennali Del Tesoro
6.500%, 11/01/2027		500		759
6.000%, 05/01/2031		675		987


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

5.500%, 11/01/2022		150	$	209
5.000%, 03/01/2022		1,500		2,049
5.000%, 09/01/2040		1,415		1,835
4.750%, 05/01/2017		2,090		2,869
4.750%, 09/01/2021		4,045		5,483
4.750%, 09/01/2044		355		440
4.500%, 02/01/2018		90		123
4.500%, 03/01/2019		400		540
4.250%, 02/01/2015		2,325		3,135
3.500%, 06/01/2014		1,150		1,524
3.500%, 11/01/2017		460		603
1.700%, 09/15/2018		6,150		7,625
Telecom Italia MTN
4.000%, 01/21/2020		400		505
UniCredit MTN
6.950%, 10/31/2022		100		133
6.375%, 10/16/2018 (B)	GBP	100		147
Unione di Banche Italiane MTN
4.500%, 02/22/2016		200		276

				31,475


Japan — 21.0%
Government of Japan 5 Year Bond
0.300%, 03/20/2018		205,000		2,065
0.200%, 09/20/2017		850,000		8,539
0.100%, 03/20/2018		125,000		1,247
Government of Japan 5 Year Bond, Ser 95
0.600%, 03/20/2016		398,950		4,065
Government of Japan 5 Year Bond, Ser 108
0.100%, 12/20/2017		315,000		3,147
Government of Japan 10 Year Bond
1.500%, 06/20/2018		20,000		213
0.600%, 03/20/2023		56,750		559
Government of Japan 10 Year Bond, Ser 275
1.400%, 12/20/2015		626,600		6,503
Government of Japan 10 Year Bond, Ser 298
1.300%, 12/20/2018		374,100		3,956
Government of Japan 10 Year Bond, Ser 301
1.500%, 06/20/2019		235,300		2,519
Government of Japan 10 Year Bond, Ser 303
1.400%, 09/20/2019		774,500		8,244
Government of Japan 10 Year Bond, Ser 308
1.300%, 06/20/2020		1,096,000		11,577
Government of Japan 10 Year Bond, Ser 313
1.300%, 03/20/2021		750,000		7,899
Government of Japan 10 Year Bond, Ser 316
1.100%, 06/20/2021		240,550		2,493
Government of Japan 10 Year Bond, Ser 318
1.000%, 09/20/2021		95,000		976


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

Government of Japan 10 Year Bond, Ser 327
0.800%, 12/20/2022		275,000	$	2,762
Government of Japan 20 Year Bond
1.500%, 03/20/2033		90,000		877
Government of Japan 20 Year Bond, Ser 48
2.500%, 12/21/2020		629,450		7,190
Government of Japan 20 Year Bond, Ser 55
2.000%, 03/21/2022		257,000		2,853
Government of Japan 20 Year Bond, Ser 99
2.100%, 12/20/2027		527,450		5,896
Government of Japan 20 Year Bond, Ser 106
2.200%, 09/20/2028		54,200		611
Government of Japan 20 Year Bond, Ser 112
2.100%, 06/20/2029		420,000		4,644
Government of Japan 20 Year Bond, Ser 128
1.900%, 06/20/2031		55,000		580
Government of Japan 20 Year Bond, Ser 140
1.700%, 09/20/2032		34,850		352
Government of Japan 20 Year Bond, Ser 143
1.600%, 03/20/2033		343,000		3,400
Government of Japan 30 Year Bond
1.800%, 03/20/2043		14,350		143
Government of Japan 30 Year Bond, Ser 29
2.400%, 09/20/2038		103,250		1,171
Government of Japan 30 Year Bond, Ser 30
2.300%, 03/20/2039		315,500		3,514
Government of Japan 30 Year Bond, Ser 33
2.000%, 09/20/2040		167,000		1,752
Government of Japan 30 Year Bond, Ser 34
2.200%, 03/20/2041		30,000		328
Government of Japan 30 Year Bond, Ser 36
2.000%, 03/20/2042		15,000		157
Government of Japan 30 Year Bond, Ser 37
1.900%, 09/20/2042		40,400		413
Japan Finance Organization for Municipalities
4.500%, 05/27/2014	EUR	450		606
Japan Treasury Bill
0.000%, 07/10/2013 (C)		160,000		1,611
ORIX
4.710%, 04/27/2015	USD	135		142

				103,004


Malaysia — 0.2%
Malaysia Government Bond
5.734%, 07/30/2019		900		317


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

3.418%, 08/15/2022		445	$	138
Petronas Capital
5.250%, 08/12/2019 (A)	USD	410		448

				903


Mexico — 0.4%
America Movil
3.000%, 07/12/2021	EUR	225		295
Grupo KUO De
6.250%, 12/04/2022 (A)	USD	300		307
Mexican Bonos, Ser M10
7.750%, 12/14/2017		19,166		1,622

				2,224


Netherlands — 5.2%
ABN AMRO Bank MTN
4.875%, 01/16/2019	GBP	200		331
3.750%, 07/15/2014		750		1,008
Akzo Nobel MTN
8.000%, 04/06/2016	GBP	205		360
Alliander MTN
2.875%, 06/14/2024		200		262
Coco-Cola HBC Finance
2.375%, 06/18/2020		350		445
Dutch Treasury Certificate
0.000%, 07/31/2013 (C)		1,240		1,612
0.000%, 09/30/2013 (C)		2,610		3,392
Heineken MTN
2.125%, 08/04/2020		300		384
ING Bank MTN
3.375%, 03/23/2017		125		176
0.963%, 05/23/2016 (B)	USD	450		428
Kingdom of Netherlands
4.500%, 07/15/2017		500		744
4.250%, 07/15/2013		5,000		6,508
4.000%, 07/15/2018		185		274
4.000%, 01/15/2037		300		484
3.500%, 07/15/2020		485		712
2.250%, 07/15/2022		1,255		1,675
1.750%, 07/15/2023		1,150		1,443
1.750%, 07/15/2023		1,290		1,619
1.250%, 01/15/2018		1,300		1,707
Koninklijke KPN
3.250%, 02/01/2021		200		258
Robert Bosch Investment Nederland MTN
2.979%, 05/27/2033		200		252
Shell International Finance
2.250%, 01/06/2023	USD	825		757
UPCB Finance
7.625%, 01/15/2020		250		343
Wuerth Finance International MTN
1.750%, 05/21/2020		150		191

				25,365


New Zealand — 0.1%
BNZ International Funding MTN
1.250%, 05/23/2018	EUR	156		196
Government of New Zealand
5.500%, 04/15/2023		320		274

				470


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

Norway — 0.7%
DnB Bank MTN
4.750%, 03/08/2022 (B)	EUR	120	$	167
DnB Boligkreditt MTN
2.750%, 04/20/2015	EUR	625		844
2.375%, 04/11/2017	EUR	224		305
Eksportfinans
2.375%, 05/25/2016	USD	200		191
2.000%, 09/15/2015	USD	20		19
Government of Norway
4.500%, 05/22/2019		1,150		214
3.750%, 05/25/2021		1,829		330
2.000%, 05/24/2023		645		101
Kommunalbanken MTN
1.000%, 03/15/2018 (A)		800		770
Sparebank 1 Boligkreditt MTN
2.375%, 11/22/2016	EUR	170		231
Yara International
7.875%, 06/11/2019 (A)	USD	185		225

				3,397


Peru — 0.1%
Republic of Peru
7.840%, 08/12/2020		1,600		662


Poland — 0.2%
Republic of Poland
5.125%, 04/21/2021	USD	135		147
4.000%, 10/25/2023		300		88
3.000%, 03/17/2023	USD	500		451
Republic of Poland, Ser 1019
5.500%, 10/25/2019		1,475		481
Republic of Poland, Ser E MTN
4.200%, 04/15/2020	EUR	60		88

				1,255


Qatar — 0.1%
State of Qatar
4.500%, 01/20/2022 (A)	USD	390		418


Russia — 0.4%
Gazprom Via Gaz Capital MTN
6.580%, 10/31/2013	GBP	240		367
3.755%, 03/15/2017	EUR	400		531
Russian Federation Registered
7.500%, 03/31/2030 (D)	USD	298		349
Severstal OAO Via Steel Capital MTN
4.450%, 03/19/2018 (A)	USD	320		302
VimpelCom Holdings
5.200%, 02/13/2019 (A)	USD	200		195

				1,744


Singapore — 0.2%
Government of Singapore
4.000%, 09/01/2018		495		439
3.125%, 09/01/2022		275		231
Temasek Financial I MTN
2.375%, 01/23/2023 (A)	USD	495		440

				1,110


South Africa — 0.2%
Republic of South Africa
10.500%, 12/21/2026		2,500		305


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

8.250%, 09/15/2017		6,600	$	698

				1,003


South Korea — 0.6%
Export-Import Bank of Korea MTN
2.000%, 04/30/2020	USD	300		378
Korea National Oil
3.125%, 04/03/2017 (A)	USD	540		543
Korea Treasury Bond
4.250%, 06/10/2021		1,009,870		939
4.000%, 12/10/2031		350,000		324
3.500%, 09/10/2016		973,960		866

				3,050


Spain — 2.8%
Banco de Sabadell
3.375%, 01/23/2018		100		130
Banco Popular Espanol
4.000%, 10/18/2016		100		133
3.750%, 01/22/2019		100		128
Bankia
4.250%, 05/25/2018		150		195
FADE - Fondo de Amortizacion del Deficit Electrico
4.125%, 03/17/2017		200		265
Government of Spain
5.850%, 01/31/2022		110		155
5.500%, 04/30/2021		1,980		2,761
4.850%, 10/31/2020		2,050		2,749
4.750%, 07/30/2014		925		1,241
4.700%, 07/30/2041		665		793
4.500%, 01/31/2018		750		1,011
4.250%, 10/31/2016		340		457
4.000%, 04/30/2020		100		128
3.300%, 10/31/2014		475		628
Santander International Debt MTN
4.625%, 03/21/2016		700		944
Telefonica Emisiones MTN
5.811%, 09/05/2017		300		433
5.597%, 03/12/2020	GBP	100		156
4.710%, 01/20/2020		200		273
4.375%, 02/02/2016		375		515
3.987%, 01/23/2023		200		251

				13,346


Supra-National — 0.3%
European Investment Bank MTN
2.750%, 09/15/2021		1,000		1,379


Sweden — 1.4%
Akzo Nobel Sweden Finance MTN
2.625%, 07/27/2022	EUR	150		191
Kingdom of Sweden
1.500%, 11/13/2023		2,830		392
Kingdom of Sweden, Ser 1041
6.750%, 05/05/2014		5,970		927
Kingdom of Sweden, Ser 1049
4.500%, 08/12/2015		5,050		800
Kingdom of Sweden, Ser 1051
3.750%, 08/12/2017		4,870		787
Kingdom of Sweden, Ser 1054
3.500%, 06/01/2022		2,300		379


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

Kommuninvest I Sverige, Ser 1508 MTN
2.750%, 08/12/2015		5,300	$	804
Nordea Bank MTN
4.000%, 03/29/2021	EUR	255		346
Skandinaviska Enskilda Banken MTN
4.000%, 09/12/2022 (B)	EUR	190		258
1.875%, 11/14/2019	EUR	175		225
1.375%, 05/29/2018 (A)	USD	300		289
Swedbank Hypotek
1.125%, 05/07/2020	EUR	100		125
Swedem Government Inflation Linked Bond
0.250%, 06/01/2022		2,522		363
Telefonaktiebolaget LM Ericsson
4.125%, 05/15/2022	USD	465		455

				6,341


Switzerland — 0.6%
Aquarius and Investments for Zurich Insurance MTN
4.250%, 10/02/2043 (B)		100		128
Credit Suisse MTN
4.750%, 08/05/2019	EUR	400		598
Government of Switzerland
2.000%, 04/28/2021		1,070		1,232
1.500%, 04/30/2042		120		127
UBS
6.625%, 04/11/2018	GBP	150		270
6.375%, 07/20/2016	GBP	160		275
5.875%, 12/20/2017	USD	247		284
4.280%, 04/29/2049 (B)	EUR	200		256

				3,170


Thailand — 0.1%
Thailand Government Bond
3.650%, 12/17/2021	THB	16,020		515


Turkey — 0.1%
Akbank
3.875%, 10/24/2017 (A)	USD	380		367
Turkiye Halk Bankasi
3.875%, 02/05/2020 (A)	USD	400		360

				727


United Arab Emirates — 0.1%
Abu Dhabi National Energy
3.625%, 01/12/2023 (A)	USD	400		370
IPIC GMTN MTN
6.875%, 03/14/2026	GBP	100		180
5.875%, 03/14/2021	EUR	125		190

				740


United Kingdom — 11.6%
AA Bond
4.720%, 07/31/2018		250		383
Abbey National Treasury Services MTN
5.500%, 06/18/2014		775		1,223
5.250%, 02/16/2029		450		770
5.125%, 04/14/2021		300		517
4.250%, 04/12/2021	EUR	350		527
3.625%, 09/08/2016	EUR	300		422
3.375%, 06/08/2015	EUR	500		683


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

Anglian Water Services Financing, Ser A5 MTN
6.293%, 07/30/2030		500	$	925
Aviva MTN
6.875%, 05/22/2038 (B)	EUR	195		276
Bank of Scotland MTN
4.750%, 06/08/2022	EUR	290		456
4.625%, 06/08/2017	EUR	275		405
Barclays Bank MTN
6.750%, 01/16/2023 (B)		350		568
4.500%, 03/04/2019 (B)	EUR	125		161
4.250%, 01/12/2022		250		410
4.000%, 01/20/2017	EUR	200		283
BAT International Finance MTN
7.250%, 03/12/2024		250		490
5.375%, 06/29/2017	EUR	425		639
Bishopsgate Asset Finance
4.808%, 08/14/2044		189		266
BP Capital Markets
3.830%, 10/06/2017	EUR	350		500
2.994%, 02/18/2019	EUR	300		414
2.500%, 11/06/2022		400		364
British American Tobacco Holdings MTN
4.000%, 07/07/2020		100		145
British Telecommunications
6.375%, 06/23/2037		120		215
5.750%, 12/07/2028		336		571
Centrica MTN
4.375%, 03/13/2029		300		458
4.250%, 09/12/2044		200		277
Channel Link Enterprises Finance
3.570%, 06/30/2050 (B)		350		423
Coventry Building Society MTN
4.625%, 04/19/2018		230		387
2.250%, 12/04/2017	EUR	150		196
Diageo Capital MTN
5.500%, 07/01/2013		550		715
Direct Line Insurance Group
9.250%, 04/27/2042 (B)		100		179
Eastern Power Networks MTN
6.250%, 11/12/2036		160		291
ENW Finance MTN
6.125%, 07/21/2021		350		620
Eversholt Funding MTN
5.831%, 12/02/2020		100		172
Experian Finance MTN
4.750%, 11/23/2018		300		500
FCE Bank MTN
5.125%, 11/16/2015		200		322
4.825%, 02/15/2017		200		325
1.875%, 05/12/2016		250		327
First Hydro Finance
9.000%, 07/31/2021		220		437
Firstgroup
5.250%, 11/29/2022		350		537
Gatwick Funding MTN
5.750%, 01/23/2037		250		408
Great Rolling Stock MTN
6.250%, 07/27/2020		300		525
Heathrow Funding MTN
7.125%, 02/14/2024		150		264


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

HJ Heinz Finance UK
6.250%, 02/18/2030		115	$	179
HSBC Bank
4.125%, 08/12/2020		375		393
HSBC Holdings MTN
6.500%, 05/20/2024		250		460
4.000%, 03/30/2022	USD	145		148
Imperial Tobacco Finance MTN
8.375%, 02/17/2016	EUR	75		115
7.750%, 06/24/2019		600		1,134
7.250%, 09/15/2014	EUR	150		210
4.375%, 11/22/2013		550		725
Intu SGS Finance MTN
3.875%, 03/17/2023(E)		250		379
Lloyds TSB Bank MTN
4.625%, 02/02/2017		270		386
Mondi Finance MTN
3.375%, 09/28/2020	EUR	250		330
Motability Operations Group MTN
3.750%, 11/29/2017	EUR	300		426
National Westminster Bank
6.500%, 09/07/2021		220		326
Nationwide Building Society
3.125%, 10/13/2016	EUR	175		244
Network Rail Infrastructure Finance MTN
4.400%, 03/06/2016	CAD	690		687
Northern Rock
5.625%, 06/22/2017(A)	USD	1,750		1,982
Northumbrian Water Finance
6.000%, 10/11/2017		500		878
Rolls-Royce
6.750%, 04/30/2019		100		186
Royal Bank of Scotland
5.750%, 05/21/2014	EUR	600		815
5.125%, 01/13/2024		400		685
Scottish Widows
5.500%, 06/16/2023		150		218
Severn Trent Utilities Finance
6.250%, 06/07/2029		350		646
SSE MTN
5.750%, 02/05/2014		245		381
Standard Chartered MTN
4.000%, 07/12/2022(B)		390		388
Tesco
6.052%, 10/13/2039		335		567
6.000%, 12/14/2029		100		171
United Kingdom Gilt
6.000%, 12/07/2028		400		832
4.500%, 12/07/2042		2,255		4,050
4.250%, 12/07/2049		25		43
4.250%, 06/07/2032		115		200
4.250%, 12/07/2055		175		305
1.750%, 09/07/2022		750		1,073
1.250%, 07/22/2018		955		1,435
1.000%, 09/07/2017		575		866
United Kingdom Treasury
4.750%, 09/07/2015		750		1,244
4.750%, 12/07/2030		1,240		2,286
4.750%, 12/07/2038		756		1,406
4.250%, 03/07/2036		550		949
4.250%, 09/07/2039		885		1,522


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

4.250%, 12/07/2046		295	$	508
4.000%, 03/07/2022		1,460		2,512
2.000%, 01/22/2016		533		836
1.750%, 01/22/2017		1,670		2,606
University of Manchester
4.250%, 07/04/2053		250		371
Virgin Media Secured Finance
7.000%, 01/15/2018		180		283
Voyage Care Bondco
6.500%, 08/01/2018		150		229
Wales & West Utilities Finance MTN
6.750%, 12/17/2036(B)		200		352
Western Power Distribution South West
5.750%, 03/23/2040		200		343
William Hill
7.125%, 11/11/2016		100		167
Yorkshire Power Finance
7.250%, 08/04/2028		208		396
Yorkshire Water Services Bradford Finance
6.375%, 08/19/2039		100		188

				57,037


United States — 5.5%
Aetna
2.750%, 11/15/2022		165		152
Altria Group
4.750%, 05/05/2021		180		193
4.250%, 08/09/2042		265		226
American International Group
8.175%, 05/15/2058(B)		240		293
5.850%, 01/16/2018		245		275
AT&T
5.875%, 04/28/2017	GBP	200		345
4.875%, 06/01/2044	GBP	430		630
4.450%, 05/15/2021		525		565
3.550%, 12/17/2032		200		256
Bank of America MTN
5.650%, 05/01/2018		350		389
Bank of America, Ser E MTN
5.125%, 09/26/2014	EUR	1,700		2,323
Bristol-Myers Squibb
2.000%, 08/01/2022		670		606
CCO Holdings
8.125%, 04/30/2020		90		98
Chevron
2.355%, 12/05/2022		810		762
Citigroup
5.875%, 01/30/2042		75		83
5.000%, 08/02/2019		230		339
4.500%, 01/14/2022		60		63
4.450%, 01/10/2017		550		589
4.250%, 02/25/2030(B)	EUR	1,050		1,303
Digital Stout Holding MTN
4.250%, 01/17/2025(E)		150		216
DIRECTV Holdings
3.800%, 03/15/2022		310		298
Dollar General
3.250%, 04/15/2023		400		365
General Electric
2.700%, 10/09/2022		320		303


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

General Electric Capital MTN
5.500%, 01/08/2020		305	$	344
5.300%, 02/11/2021		205		225
4.625%, 01/07/2021		750		801
Goldman Sachs Group MTN
6.375%, 05/02/2018	EUR	400		615
5.750%, 01/24/2022		120		132
5.250%, 07/27/2021		45		48
3.250%, 02/01/2023		400		516
HCA
7.500%, 02/15/2022		210		233
Ingersoll-Rand Global Holding
9.500%, 04/15/2014		213		227
International Business Machines MTN
1.375%, 11/19/2019		250		315
JPMorgan Chase
4.500%, 01/24/2022		200		209
0.292%, 10/12/2015(B)	EUR	350		445
JPMorgan Chase Bank
0.886%, 05/31/2017(B)	EUR	1,250		1,566
Kroger
3.400%, 04/15/2022		36		35
Macy’s Retail Holdings
3.875%, 01/15/2022		190		191
Merrill Lynch MTN
0.758%, 09/14/2018(B)	EUR	375		449
Metropolitan Life Global Funding I MTN
4.625%, 05/16/2017	EUR	200		291
Mondelez International
7.000%, 08/11/2037		200		247
5.375%, 02/10/2020		400		449
Morgan Stanley MTN
5.625%, 09/23/2019		175		188
5.375%, 08/10/2020	EUR	150		220
3.750%, 02/25/2023		130		124
3.750%, 09/21/2017	EUR	350		479
Motorola Solutions
3.500%, 03/01/2023		178		168
Nabors Industries
9.250%, 01/15/2019		221		274
NASDAQ OMX Group
3.875%, 06/07/2021		200		265
NBCUniversal Media
4.375%, 04/01/2021		375		405
News America
4.500%, 02/15/2021		210		225
Omnicom Group
3.625%, 05/01/2022		130		125
Owens Corning
6.500%, 12/01/2016		145		162
Philip Morris International
2.900%, 11/15/2021		325		316
2.875%, 05/30/2024	EUR	100		129
2.125%, 05/30/2019	EUR	100		131
PNC Funding
5.125%, 02/08/2020		300		330
3.300%, 03/08/2022		150		144
Principal Financial Group
1.850%, 11/15/2017		175		172


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

Proctor and Gamble
2.000%, 08/16/2022	EUR	200	$	253
Prudential Financial
5.625%, 06/15/2043 (B)		545		534
Rabobank Capital Funding Trust IV
5.556%, 12/31/2019 (B)	GBP	153		219
Republic Services
4.750%, 05/15/2023		155		164
Reynolds American
3.250%, 11/01/2022		361		336
Ryder System MTN
5.850%, 11/01/2016		116		130
SABMiller Holdings MTN
1.875%, 01/20/2020		200		255
SLM
5.500%, 01/25/2023		159		151
Time Warner Cable
6.200%, 07/01/2013		750		750
Transocean
2.500%, 10/15/2017		173		171
United Technologies
1.800%, 06/01/2017		201		202
UnitedHealth Group
2.750%, 02/15/2023		120		112
WellPoint
4.650%, 01/15/2043		110		103
Wells Fargo MTN
4.600%, 04/01/2021		75		82
3.500%, 03/08/2022		235		238
2.625%, 08/16/2022	EUR	400		522
Williams
3.700%, 01/15/2023		354		329
Windstream
7.500%, 04/01/2023		255		259
Wynn Las Vegas
5.375%, 03/15/2022		235		237

				26,914

Total Global Bonds (Cost $465,865) ($ Thousands)				453,755


MORTGAGE-BACKED SECURITIES — 1.8%

Agency Mortgage-Backed Obligation — 0.0%
FHLMC, Ser K501-X1A, IO
1.876%, 08/25/2016 (B)		329		13


Non-Agency Mortgage-Backed Obligation — 1.8%
Banc of America Merrill Lynch Commercial Mortgage, Ser 2005-6, Cl A4
5.358%, 09/10/2047 (B)		140		151
BB-UBS Trust, Ser 2012-SHOW, Cl A
3.430%, 11/05/2036 (A)		100		94
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-6, Cl 3A
5.416%, 09/25/2034 (B)		174		171


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

Bear Stearns Commercial Mortgage Securities, Ser 2005- PWR8
4.674%, 06/11/2041		50	$	53
Bear Stearns Commercial Mortgage Securities, Ser 2006- PW11, Cl A4
5.447%, 03/11/2039 (B)		250		273
Bear Stearns Commercial Mortgage Securities, Ser 2006- T22, Cl A4
5.766%, 04/12/2038 (B)		125		137
Bear Stearns Commercial Mortgage Securities, Ser 2006- T24, Cl A4
5.537%, 10/12/2041		225		250
Bear Stearns Commercial Mortgage Securities, Ser 2007- PW16, Cl A4
5.905%, 06/11/2040 (B)		241		272
Bear Stearns Commercial Mortgage Securities, Ser 2007- T26, Cl A4
5.471%, 01/12/2045 (B)		66		74
Bear Stearns Commercial Mortgage Securities, Ser PW10, Cl A4
5.405%, 12/11/2040 (B)		55		59
Canary Wharf Finance, Ser II, Cl C2
1.061%, 10/22/2037 (B)		200		215
Citigroup Commercial Mortgage Trust, Ser 2008-C7, Cl A4
6.135%, 12/10/2049 (B)		405		462
Citigroup Mortgage Loan Trust, Ser 2005-2, Cl 1A4
2.641%, 05/25/2035 (B)		776		758
Citigroup, Ser 2007-CD4, Cl A4
5.322%, 12/11/2049		50		55
COMM Mortgage Trust, Ser 2013-CR7, Cl A4
3.213%, 03/10/2046		90		85
Commercial Mortgage Loan Trust, Ser 2008-LS1, Cl A4B
6.208%, 12/10/2049 (B)		135		153
Commercial Mortgage Pass- Through Certificates, Ser 2013- WWP, Cl A2
3.424%, 03/10/2031 (A)		100		96
Commercial Mortgage Trust, Ser 2007-GG9, Cl AM
5.475%, 03/10/2039		370		389
Commercial Mortgage Trust, Ser 2007-GG9, Cl A4
5.444%, 03/10/2039		75		83
Credit Suisse First Boston Mortgage Securities, Ser 2005- C2, Cl A4
4.832%, 04/15/2037		115		121
CW Capital Cobalt, Ser 2006-C1, Cl A4
5.223%, 08/15/2048		50		54


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

Eddystone Finance, Ser 2006-1, Cl A2
1.029%, 04/19/2021 (B)		146	$	213
Fosse Master Issuer, Ser 2011- 1X, Cl A3
1.904%, 10/18/2054 (B)		241		370
Granite Master Issuer, Ser 2005- 1, Cl A5
0.302%, 12/20/2054 (B)		151		191
Granite Master Issuer, Ser 2006- 2, Cl A5
0.322%, 12/20/2054 (B)		298		377
GS Mortgage Securities II, Ser 2005-ROCK, Cl A
5.366%, 05/03/2032 (A)		50		57
GS Mortgage Securities II, Ser 2012-GCJ7, Cl A4
3.377%, 05/10/2045		60		59
GS Mortgage Securities II, Ser 2012-GCJ9, Cl A3
2.773%, 11/10/2045		125		116
GSR Mortgage Loan Trust, Ser 2005-AR1, Cl 4A1
4.881%, 01/25/2035 (B)		225		218
JPMorgan Chase Commercial Mortgage Securities, Ser 2005- CB13, Cl A4
5.472%, 01/12/2043 (B)		75		81
JPMorgan Chase Commercial Mortgage Securities, Ser 2005- CIBC11, Cl A4
5.335%, 08/12/2037 (B)		144		152
JPMorgan Chase Commercial Mortgage Securities, Ser 2006- LDP8, Cl A4
5.399%, 05/15/2045		45		49
JPMorgan Chase Commercial Mortgage Securities, Ser 2012- C8, Cl E
4.825%, 10/15/2045 (A)(B)		100		85
JPMorgan Mortgage Trust, Ser 2004-A5, Cl 3A1
4.898%, 12/25/2034 (B)		173		175
LB-UBS Commercial Mortgage Trust, Ser 2005-C5, Cl A4
4.954%, 09/15/2030		125		133
LB-UBS Commercial Mortgage Trust, Ser 2005-C7, Cl A4
5.197%, 11/15/2030 (B)		70		75
LB-UBS Commercial Mortgage Trust, Ser 2007-C2, Cl A3
5.430%, 02/15/2040		240		263
LB-UBS Commercial Mortgage Trust, Ser 2007-C7, Cl A3
5.866%, 09/15/2045 (B)		15		16
LB-UBS Commercial Mortgage Trust, Ser 2008-C1, Cl A2
6.320%, 04/15/2041 (B)		61		71
Merrill Lynch Mortgage Trust, Ser 2005-CIP1
5.047%, 07/12/2038 (B)		125		134


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

Merrill Lynch Mortgage Trust, Ser 2005-CKI1, Cl A6
5.458%, 11/12/2037 (B)		120	$	129
Merrill Lynch Mortgage Trust, Ser 2005-LC1, Cl A4
5.291%, 01/12/2044 (B)		92		100
Merrill Lynch, Ser 2007-7, Cl A4
5.810%, 06/12/2050 (B)		110		123
Morgan Stanley Capital I Trust, Ser 2005-HQ6, Cl A4A
4.989%, 08/13/2042		141		149
Morgan Stanley Capital I Trust, Ser 2005-T19, Cl A4A
4.890%, 06/12/2047		75		80
Morgan Stanley Capital I Trust, Ser 2006-T21, Cl A4
5.162%, 10/12/2052 (B)		175		189
Morgan Stanley Re-REMIC Trust, Ser 2010-GG10, Cl A4A
5.982%, 08/15/2045 (A)(B)		100		112
Silverstone Master Issuer, Ser 2009-1, Cl A2
1.961%, 01/21/2055 (B)		300		461
UBS-Barclays Commercial Mortgage Trust, Ser 2013-C5, Cl A4
3.185%, 03/10/2046		150		144
UBS-Barclays Commercial Mortgage Trust, Ser 2013-C6, Cl A3
2.971%, 04/10/2046		70		65
Wells Fargo Commercial Mortgage Trust, Ser 2012-LC5, Cl D
4.939%, 10/15/2045 (A)(B)		10		8
WFRBS Commercial Mortgage Trust, Ser 2011-C4, Cl A4
4.902%, 06/15/2044 (A)(B)		175		190
WFRBS Commercial Mortgage Trust, Ser 2012-C9, Cl A3
2.870%, 11/15/2045		15		14
WFRBS Commercial Mortgage Trust, Ser 2013-C12, Cl A4
3.198%, 03/15/2048		60		57
WFRBS Commercial Mortgage Trust, Ser 2013-C14, Cl A5
3.337%, 06/15/2046		150		143

				8,804

Total Mortgage-Backed Securities (Cost $9,129) ($ Thousands)				8,817


CORPORATE OBLIGATIONS — 1.6%

United States — 1.6%
AbbVie
4.400%, 11/06/2042 (A)		90		84
2.900%, 11/06/2022 (A)		255		238
1.750%, 11/06/2017 (A)		49		48
Anadarko Petroleum
6.375%, 09/15/2017		330		379
Ball
5.000%, 03/15/2022		230		229


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

Bank of America MTN
5.000%, 05/13/2021		175	$	187
BE Aerospace
5.250%, 04/01/2022		230		229
CBS
4.300%, 02/15/2021		300		311
Cimarex Energy
5.875%, 05/01/2022		116		120
CMS Energy
5.050%, 03/15/2022		140		151
CNA Financial
7.250%, 11/15/2023		110		131
6.500%, 08/15/2016		40		45
Duke Realty
6.750%, 03/15/2020 (E)		140		161
Eagle Spinco
4.625%, 02/15/2021 (A)		48		46
Enterprise Products Operating
5.950%, 02/01/2041		100		109
General Electric Capital MTN
5.550%, 05/04/2020		45		51
2.375%, 06/30/2015		150		154
Glencore Funding
2.500%, 01/15/2019 (A)		400		362
Humana
7.200%, 06/15/2018		280		334
Kinder Morgan Energy Partners
3.500%, 09/01/2023		171		160
Lincoln National
8.750%, 07/01/2019		128		164
Lorillard Tobacco
6.875%, 05/01/2020		180		207
McGraw Hill Financial
5.900%, 11/15/2017		325		355
Morgan Stanley
3.450%, 11/02/2015		125		129
Motorola Solutions
7.500%, 05/15/2025		85		103
Nisource Finance
6.800%, 01/15/2019		235		278
Noble Energy
8.250%, 03/01/2019		250		315
Noble Holding International
4.900%, 08/01/2020		25		26
PNC Bank
2.700%, 11/01/2022		445		404
Prudential Financial MTN
6.100%, 06/15/2017		125		142
Ryder System MTN
7.200%, 09/01/2015		108		121
SABMiller Holdings
3.750%, 01/15/2022 (A)		400		407
Time Warner
4.875%, 03/15/2020		150		164
Time Warner Cable
7.500%, 04/01/2014		385		404
Total System Services
2.375%, 06/01/2018		236		229
Union Electric
6.700%, 02/01/2019		45		55
Viacom
6.125%, 10/05/2017		325		374


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

VPII Escrow
7.500%, 07/15/2021 (A)		177	$	183
Wachovia Capital Trust III
5.570%, 12/31/2049 (B)		385		378

Total Corporate Obligations (Cost $7,623) ($ Thousands)				7,967


U.S. TREASURY OBLIGATIONS — 1.2%
U.S. Treasury Notes
2.000%, 02/15/2022		1,175		1,149
0.750%, 12/31/2017		470		460
0.750%, 03/31/2018		2,280		2,219
U.S. Treasury Bonds
3.125%, 02/15/2043		2,200		2,054
2.875%, 05/15/2043		45		40

Total U.S. Treasury Obligations (Cost $6,248) ($ Thousands)				5,922


ASSET-BACKED SECURITY — 0.1%

Automotive — 0.1%
Bank of America Auto Trust, Ser 2012-1, Cl A2
0.590%, 11/17/2014		221		221

Total Asset-Backed Security (Cost $221) ($ Thousands)				221

Total Investments — 97.1% (Cost $489,086) ($ Thousands)§			$	476,682

A lsit of the open futures contracts held by the Fund at June 30, 2013, is as follows:


Type of Contract	Number of Contracts Long (Short)			Expiration Date		Unrealized Appreciation (Depreciation) ($ Thousands)
Australian 10-Year Bond		31			Sep-2013	$	(99	)
Canadian 10-Year Bond		8			Sep-2013		(21	)
Euro-Bobl		76			Sep-2013		8
Euro-BTP		1			Sep-2013		(3	)
Euro-Bund		(7	)		Sep-2013		(11	)
Euro-Schatz		29			Sep-2013		(6	)
Euro-OAT		8			Sep-2013		(28	)
Japanese 10-Year Bond		4			Sep-2013		(19	)
U.S. 10-Year Treasury Note		(83	)		Sep-2013		87
U.S. 2-Year Treasury Note		(21	)		Sep-2013		4
U.S. 5-Year Treasury Note		(154	)		Oct-2013		200
U.S. Long Treasury Bond		10			Sep-2013		(41	)
U.S. Long Treasury Bond		(7	)		Sep-2013		46
U.S. Ultra Long Treasury Bond		(4	)		Dec-2013		23

						$	140

A list of the open forward foreign currency contracts held by the Fund at June 30, 2013, is as follows:


Settlement Date	Currency to Deliver (Thousands)		Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) ($ Thousands)
07/08/2013	USD	4,178	DKK	23,974	$	–
07/08/2013	USD	1,028	SEK	6,941		–
07/08/2013-07/31/2013	USD	2,642	AUD	2,884		(5	)
07/08/2013-07/31/2013	USD	8,841	CAD	9,288		(39	)
07/08/2013-07/31/2013	USD	39,441	JPY	3,910,575		(71	)
07/08/2013-08/06/2013	AUD	16,647	USD	15,557		351
07/08/2013-08/06/2013	CAD	33,844	USD	32,562		492
07/08/2013-08/06/2013	DKK	60,169	USD	10,483		(7	)
07/08/2013-08/06/2013	JPY	14,311,893	USD	144,443		339
07/08/2013-08/06/2013	SEK	43,986	USD	6,628		113
07/08/2013-08/06/2013	USD	27,457	GBP	18,067		(57	)
07/08/2013-08/07/2013	EUR	250,961	USD	327,143		925
07/08/2013-08/07/2013	GBP	54,988	USD	83,993		616
07/08/2013-08/07/2013	USD	110,387	EUR	84,828		(123	)
07/11/2013	USD	4,721	MXP	59,499		(157	)
07/11/2013-07/31/2013	MXP	80,747	USD	6,068		(123	)
07/11/2013-07/31/2013	NOK	18,096	USD	3,100		138
07/11/2013-07/31/2013	USD	2,480	NOK	14,573		(95	)
07/19/2013	TRY	2,899	USD	1,530		32
07/19/2013	USD	1,527	TRY	2,966		7
07/22/2013-07/31/2013	CZK	48,692	USD	2,518		80
07/25/2013	PEI	2,023	USD	740		13
07/26/2013-07/31/2013	NZD	1,891	USD	1,478		21
07/26/2013-07/31/2013	USD	1,054	SGD	1,326		(8	)
07/31/2013	CHF	2,163	USD	2,355		68
07/31/2013	KRW	2,968,264	USD	2,568		(29	)
07/31/2013	MYR	1,470	USD	457		(7	)
07/31/2013	PLN	1,963	USD	599		10
07/31/2013	SGD	1,717	USD	1,348		(6	)
07/31/2013	THB	16,305	USD	522		(3	)
07/31/2013	USD	613	NZD	793		(2	)
07/31/2013	USD	81	ZAR	815		1
07/31/2013	ZAR	10,836	USD	1,055		(32	)

					$	2,442

A list of the counterparties for the open forward foreign currency contracts held by the Fund at June 30, 2013, is as follows:


Counterparty	Settlement Date	Currency to Deliver ($ Thousands)			Currency to Receive ($ Thousands)		Unrealized Appreciation (Depreciation) ($ Thousands)
Bank of America	07/31/2013		(426	)		428	$	2
Banyan Securities	07/08/2013		(534	)		526		(8	)
Barclays PLC	07/08/2013-07/31/2013		(5,477	)		5,484		7
BMO Nesbitt Burns Corp.	07/08/2013		(3,250	)		3,279		29
BNP Paribas	07/08/2013-08/07/2013		(10,870	)		10,650		(220	)
Brown Brothers Harriman	07/08/2013-08/07/2013		(586,821	)		586,461		(360	)
Citco Securities	07/08/2013		(187	)		187		–
Citigroup	07/08/2013-07/31/2013		(61,687	)		62,397		710
Credit Suisse First Boston	07/31/2013		(4,383	)		4,480		97
Destiny Capital Securities	07/08/2013		(209	)		205		(4	)
Deutsche Bank	07/18/2013-07/31/2013		(14,548	)		14,748		200
Goldis Financial Group	07/11/2013		(2,335	)		2,336		1
Goldman Sachs	07/31/2013		(5,768	)		5,795		27
JPMorgan Chase Bank	07/08/2013-07/31/2013		(26,607	)		26,719		112
National Australia Bank	07/31/2013		(33,069	)		34,519		1,450
Paribas Corporation	07/08/2013		(1,010	)		1,010		–
RBC	07/31/2013		(2,695	)		2,736		41
Royal Bank of Scotland	07/08/2013-08/07/2013		(30,408	)		31,006		598
Society National Bank	07/08/2013		(383	)		381		(2	)
Standard Bank	07/26/2013		(727	)		718		(9	)
Standard New York, Inc.	07/22/2013		(2,016	)		2,087		71
State Street	07/08/2013-08/06/2013		(1,044	)		1,034		(10	)
U.S. Sterling Securities	07/19/2013		(36,683	)		36,105		(578	)
UBS	07/11/2013-08/07/2013		(5,885	)		6,034		149
Westpac Banking	07/31/2013		(9,590	)		9,729		139

							$	2,442

For the period ended June 30, 2013, 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, 2013, is as follows:

For the period ended June 30, 2013, the total amount of all swap agreements, 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 $491,031 ($ Thousands).

(1)

In local currency unless otherwise indicated.

(A)

(B)

Variable Rate Security - The rate reported on the Schedule of Investments is the rate in effect as of June 30, 2013.

(C)

Zero coupon security. The rate reported on the Schedule of Investments is the effective yield at time of purchase.

(D)

Step Bonds - The rate reflected on the Schedule of Investments is the effective yield on June 30, 2013. The coupon on a step bond changes on a specified date.

(E)

Real Estate Investment Trust.

At June 30, 2013, the tax basis cost of the Fund’s investments was $489,086 ($ Thousands), and the unrealized appreciation and depreciation were $8,920 ($ Thousands) and ($21,324) ($ Thousands), respectively.

AUD — Australian Dollar

CAD — Canadian Dollar

CHF — Swiss Franc

CZK — Czech Koruna

Cl — Class

DKK — Danish Krone

EUR — Euro

EURIBOR — Euro London Interbank Offered Rate

FHLMC — Federal Home Loan Mortgage Corporation

GBP — British Pound Sterling

IO — Interest Only — face amount represents notional amount

JPY — Japanese Yen

KRW — Korean Won

LIBOR — London Interbank Offered Rate

MTN — Medium Term Note

MXP — Mexican Peso

MYR — Malaysian Ringgit

NOK — Norwegian Krone

NZD — New Zealand Dollar

PEI — Peruvian Inca

PLC — Public Limited Company

PLN — Polish Zlotty

REMIC — Real Estate Mortgage Investment Conduit

SEK — Swedish Krone

Ser — Series

SGD — Singapore Dollar

THB — Thai Bhat

TRY — Turkish Lira

USD — U.S. Dollar

ZAR— South African Rand

The following is a summary of the inputs used as of June 30, 2013, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):


Investments in Securities	Level 1		Level 2		Level 3		Total
Global Bonds	$	—	$	453,755	$	—	$	453,755
Mortgage-Backed
Securities		—		8,817		—		8,817
Corporate Obligations		—		7,967		—		7,967
U.S. Treasury Obligations		—		5,922		—		5,922
Asset-Backed Security		—		221		—		221

Total Investments in Securities	$	—	$	476,682	$	—	$	476,682


Other Financial Instruments	Level 1		Level 2			Level 3		Total
Futures Contracts *	$	140	$	—		$	—	$	140
Forwards Contracts *		—		2,442			—		2,442
Interest Rate Swaps *		—		925			—		925
Credit Default Swaps *		—		(39	)		—		(39	)

Total Other Financial Instruments	$	140	$	3,328		$	—	$	3,468

Futures contracts, forwards contracts, and swap contracts are valued at the net unrealized appreciation/(depreciation).

For the period ended June 30, 2013, there were no transfers between Level 1 and Level 2 assets and liabilities.


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

GLOBAL BONDS — 91.0%

Argentina — 0.5%
City of Buenos Aires Argentina
9.950%, 03/01/2017 (A)(B)		1,200	$	1,038
Deutsche Bank, CLN (Cablevision) MTN
9.375%, 02/13/2018 (B)		875		635
Republic of Argentina
8.750%, 06/02/2017		437		331
8.280%, 12/31/2033		520		285
8.280%, 12/31/2033		2,354		1,324
7.000%, 10/03/2015		1,536		1,308
7.000%, 10/03/2015		341		290
2.500%, 03/31/2019 (C)		427		139
WPE International Cooperatief
10.375%, 09/30/2020		300		234
10.375%, 09/30/2020 (B)		950		741

				6,325


Azerbaijan — 0.1%
State Oil of the Azerbaijan Republic
5.450%, 02/09/2017		857		881
4.750%, 03/13/2023		385		348

				1,229


Belarus — 0.2%
Republic of Belarus
8.950%, 01/26/2018		1,390		1,386
8.750%, 08/03/2015		1,130		1,133

				2,519


Bermuda — 0.1%
Government of Bermuda
4.138%, 01/03/2023 (B)		820		808


Bolivia — 0.0%
Government of Bolivia
4.875%, 10/29/2022 (B)		250		234


Bosnia and Herzegovina — 0.1%
Republic of Bosnia & Herzegovina
2.063%, 12/11/2017 (A)(D)	DEM	1,350		718


Brazil — 9.8%
Andrade Gutierrez International
4.000%, 04/30/2018		200		188
Banco do Brasil
6.250%, 12/31/2049 (B)(D)		322		283
3.875%, 10/10/2022		209		183
Banco Nacional de Desenvolvimento Economico e Social
6.500%, 06/10/2019 (B)		660		719
5.500%, 07/12/2020 (B)		400		413
BR Malls International Finance
8.500%, 12/31/2049 (B)		145		142
BR Properties
9.000%, 12/31/2049 (B)		241		244


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

Braskem Finance
7.375%, 10/04/2049		200	$	196
Brazil Letras do Tesouro Nacional
10.244%, 01/01/2017 (E)	BRL	24,030		7,573
Brazil Notas do Tesouro Nacional Serie B
6.000%, 08/15/2018	BRL	1,980		2,194
6.000%, 08/15/2022	BRL	310		351
Brazil Notas do Tesouro Nacional, Ser B
6.000%, 08/15/2020	BRL	7,900		8,828
Brazil Notas do Tesouro Nacional
10.000%, 01/01/2017	BRL	48,521		21,516
Brazil Notas do Tesouro Nacional, Serie B
6.000%, 08/15/2016	BRL	200		219
Brazil Notas do Tesouro Nacional, Serie F
10.000%, 01/01/2021	BRL	22,644		9,700
10.000%, 01/01/2023	BRL	53,412		22,713
Caixa Economica Federal
2.375%, 11/06/2017 (B)		1,000		923
Cia Energetica de Sao Paulo MTN
9.750%, 01/15/2015		630		441
Cielo
3.750%, 11/16/2022		200		175
Cosan
5.000%, 03/14/2023 (B)		200		190
Deutsche Bank, CLN (Nota Do Tesouro Nacional) MTN
10.000%, 01/06/2021		2,500		2,523
Federal Republic of Brazil
10.250%, 01/10/2028	BRL	2,000		928
10.125%, 05/15/2027		2,097		3,250
8.875%, 04/15/2024		420		580
8.500%, 01/05/2024	BRL	7,600		3,208
8.250%, 01/20/2034		1,457		1,931
7.125%, 01/20/2037		3,980		4,736
5.875%, 01/15/2019		2,741		3,122
4.875%, 01/22/2021		2,873		3,067
2.625%, 01/05/2023 (F)		4,397		3,825
Fibria Overseas Finance
6.750%, 03/03/2021		500		536
General Shopping Finance
10.000%, 12/31/2049 (B)		211		203
Globo Comunicacao e Participacoes
6.250%, 07/20/2015 (C)		147		150
Hypermarcas
6.500%, 04/20/2021 (B)		224		225
Itau Unibanco Holding
5.650%, 03/19/2022 (B)		200		194
JBS Finance II
8.250%, 01/29/2018		70		71
8.250%, 01/29/2018 (B)		900		914
Marfrig Holding Europe
9.875%, 07/24/2017		793		799


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

8.375%, 05/09/2018		1,310	$	1,231
Minerva Luxembourg
12.250%, 02/10/2022 (B)		1,000		1,195
7.750%, 01/31/2023		200		199
7.750%, 01/31/2023 (B)		261		260
Odebrecht Drilling Norbe VIII/IX
6.350%, 06/30/2021 (B)		22		22
6.350%, 06/30/2021		116		117
OGX Austria GmbH
8.500%, 06/01/2018		200		63
8.375%, 04/01/2022		200		58
8.375%, 04/01/2022 (B)		400		116
OGX Petroleo e Gas Participacoes
8.500%, 06/01/2018 (B)		400		126
OSX 3 Leasing
9.250%, 03/20/2015		700		609
Petrobras International Finance
5.375%, 01/27/2021		20		20
QGOG Atlantic/Alaskan Rigs
5.250%, 07/30/2018 (B)		245		250
Samarco Mineracao
4.125%, 11/01/2022 (B)		442		396
Schahin II Finance
5.875%, 09/25/2022 (B)		88		87
Telemar Norte Leste
5.500%, 10/23/2020 (B)		200		186
Vale
5.625%, 09/11/2042		340		297
Vale Overseas
8.250%, 01/17/2034		230		269
6.875%, 11/21/2036		250		253
Voto-Votorantim Overseas Trading Operations
6.625%, 09/25/2019 (B)		490		522

				113,729


Canada — 0.0%
PTTEP Canada International Finance MTN
5.692%, 04/05/2021		200		214


Chile — 1.0%
Automotores Gildemeister
6.750%, 01/15/2023		500		425
Banco del Estado de Chile
4.125%, 10/07/2020		130		130
3.875%, 02/08/2022 (B)		230		223
BancoEstado
4.125%, 10/07/2020 (B)		270		271
Bonos de la Tesoreria de la Republica en pesos
6.000%, 01/01/2020	CLP	80,000		164
Cencosud
4.875%, 01/20/2023 (B)		205		201
Empresa Nacional del Petroleo
6.250%, 07/08/2019		50		54
6.250%, 07/08/2019 (B)		100		108
5.250%, 08/10/2020 (B)		240		243
5.250%, 08/10/2020		100		101


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

Inversiones Alsacia
8.000%, 08/18/2018 (B)		1,003	$	848
Nacional del Cobre de Chile
7.500%, 01/15/2019		170		203
6.150%, 10/24/2036		1,748		1,902
5.625%, 09/21/2035		880		897
4.250%, 07/17/2042 (B)		654		542
3.875%, 11/03/2021 (B)		813		793
3.750%, 11/04/2020		210		204
3.750%, 11/04/2020 (B)		290		282
3.000%, 07/17/2022 (B)		1,381		1,250
Republic of Chile
5.500%, 08/05/2020	CLP	423,000		842
5.500%, 08/05/2020	CLP	140,000		279
3.875%, 08/05/2020		783		822
3.250%, 09/14/2021		160		160
SMU
7.750%, 02/08/2020		500		453
Telefonica Chile
3.875%, 10/12/2022 (B)		401		366
Telefonica Moviles Chile
2.875%, 11/09/2015		300		301

				12,064


China — 1.6%
Agile Property Holdings
8.875%, 04/28/2017		400		408
Amber Circle Funding
3.250%, 12/04/2022		850		764
Bestgain Real Estate
2.625%, 03/13/2018		200		189
China Oriental Group
8.000%, 08/18/2015 (B)		650		640
China Overseas Finance Cayman II
5.500%, 11/10/2020		100		104
China Overseas Finance Cayman V
3.950%, 11/15/2022		200		179
China Railway Resources Huitung
3.850%, 02/05/2023		320		287
China Shanshui Cement Group
10.500%, 04/27/2017		200		209
10.500%, 04/27/2017 (B)		650		679
CNPC General Capital
3.400%, 04/16/2023		350		321
CNPC HK Overseas Capital
5.950%, 04/28/2041		400		432
Country Garden Holdings
11.250%, 04/22/2017		300		326
7.500%, 01/10/2023 (B)		202		185
7.500%, 01/10/2023		700		641
Evergrande Real Estate Group
9.250%, 01/19/2016	CNY	5,000		754
7.500%, 01/19/2014	CNY	3,000		484
Franshion Development
6.750%, 04/15/2021 (B)		320		312
Gemdale International Investment
7.125%, 11/16/2017		500		489


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

Hidili Industry International Development
8.625%, 11/04/2015		100	$	76
Longfor Properties
9.500%, 04/07/2016		300		322
Mega Advance Investments
5.000%, 05/12/2021 (B)		406		413
Sinochem Overseas Capital
6.300%, 11/12/2040		250		248
4.500%, 11/12/2020		1,933		1,906
4.500%, 11/12/2020 (B)		4,689		4,623
Sinopec Capital
3.125%, 04/24/2023 (B)		1,219		1,096
Sinopec Group Overseas Development
4.875%, 05/17/2042 (B)		300		278
Sunac China Holdings
12.500%, 10/16/2017		300		320
9.375%, 04/05/2018		1,000		963
Tencent Holdings
4.625%, 12/12/2016		250		266
3.375%, 03/05/2018 (B)		217		216

				18,130


Colombia — 3.5%
Bancolombia
5.125%, 09/11/2022		260		248
Bogota Distrito Capital
9.750%, 07/26/2028	COP	160,000		105
9.750%, 07/26/2028 (B)	COP	8,820,000		5,800
Citigroup Funding, CLN (Republic of Colombia) MTN
11.000%, 07/27/2020 (B)	COP	7,940,000		5,035
Colombian TES
7.500%, 08/26/2026	COP	2,356,000		1,225
Ecopetrol
7.625%, 07/23/2019 (B)		220		260
Emgesa ESP
8.750%, 01/25/2021	COP	870,000		496
Empresa de Energia de Bogota
6.125%, 11/10/2021		300		310
Empresas Publicas de Medellin ESP
8.375%, 02/01/2021	COP	310,000		172
Grupo Aval
5.250%, 02/01/2017 (B)		200		207
4.750%, 09/26/2022 (B)		222		209
Gruposura Finance
5.700%, 05/18/2021 (B)		210		216
JPMorgan, CLN (Republic of Columbia)
7.000%, 05/04/2022	COP	2,100,000		1,092
Pacific Rubiales Energy
5.125%, 03/28/2023 (B)		506		478
Republic of Colombia
12.000%, 10/22/2015	COP	374,000		222
11.750%, 02/25/2020		1,635		2,412
9.850%, 06/28/2027	COP	2,670,000		1,816
9.850%, 06/28/2027	COP	1,062,000		722
8.125%, 05/21/2024		1,208		1,601


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

7.750%, 04/14/2021	COP	4,477,000	$	2,605
7.375%, 03/18/2019		3,181		3,868
7.375%, 09/18/2037		4,647		5,937
6.125%, 01/18/2041		1,805		2,008
4.375%, 07/12/2021		1,994		2,077
4.375%, 03/21/2023	COP	557,000		254
2.625%, 03/15/2023		454		405
Titulos de Tesoreria
7.000%, 02/25/2015	COP	370,000		421
Transportadora de Gas Internacional ESP
5.700%, 03/20/2022 (B)		350		362

				40,563


Costa Rica — 0.2%
Costa Rica Government International Bond
5.625%, 04/30/2043		260		235
5.625%, 04/30/2043 (B)		643		582
4.375%, 04/30/2025		260		239
4.250%, 01/26/2023		810		749
Instituto Costarricense de Electricidad
6.375%, 05/15/2043 (B)		250		227

				2,032


Croatia — 0.7%
Government of Croatia
6.750%, 11/05/2019		2,043		2,181
6.625%, 07/14/2020		1,632		1,731
6.625%, 07/14/2020 (B)		170		180
6.375%, 03/24/2021 (B)		775		811
6.375%, 03/24/2021		810		847
6.250%, 04/27/2017 (B)		1,412		1,480
5.875%, 07/09/2018	EUR	150		206
5.500%, 04/04/2023 (B)		267		259
Zagrebacki Holding
5.500%, 07/10/2017	EUR	850		899

				8,594


Dominican Republic — 0.6%
Dominican Republic
9.040%, 01/23/2018		1,498		1,641
7.500%, 05/06/2021		2,987		3,218
7.500%, 05/06/2021 (B)		1,830		1,972
5.875%, 04/18/2024		710		671

				7,502


Ecuador — 0.0%
Republic of Ecuador
9.375%, 12/15/2015		560		581


Egypt — 0.1%
Government of Egypt
6.875%, 04/30/2040		240		170
5.750%, 04/29/2020 (B)		100		79
5.750%, 04/29/2020		250		196
Nile Finance
5.250%, 08/05/2015		280		249

				694


El Salvador — 0.2%
Republic of El Salvador
8.250%, 04/10/2032		140		146
7.750%, 01/24/2023		332		367
7.650%, 06/15/2035		440		430


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

7.625%, 02/01/2041 (B)		150	$	146
7.375%, 12/01/2019		570		628
5.875%, 01/30/2025 (A)(B)		50		48
5.875%, 01/30/2025		396		385
Telemovil Finance
8.000%, 10/01/2017		600		635

				2,785


Gabon — 0.0%
Gabonese Republic
8.200%, 12/12/2017		126		142


Georgia — 0.1%
Georgia Government International Bond
6.875%, 04/12/2021		200		214
Georgian Railway JSC
7.750%, 07/11/2022 (B)		390		421
Republic of Georgia
6.875%, 04/12/2021 (B)		340		364

				999


Ghana — 0.1%
Republic of Ghana
8.500%, 10/04/2017 (B)		300		317
8.500%, 10/04/2017		819		864

				1,181


Guatemala — 0.2%
Guatemala Government Bond
5.750%, 06/06/2022		1,035		1,051
4.875%, 02/13/2028 (B)		315		285
4.875%, 02/13/2028		500		452

				1,788


Hong Kong — 0.3%
CFG Investment
9.750%, 07/30/2019		450		403
9.750%, 07/30/2019		650		582
Fosun International
7.500%, 05/12/2016		400		404
Hengdeli Holdings
6.250%, 01/29/2018		800		778
Hutchison Whampoa International
6.000%, 12/31/2049 (D)		260		270
Industrial & Commercial Bank of China Asia MTN
5.125%, 11/30/2020		560		574
Shimao Property Holdings
11.000%, 03/08/2018		500		534

				3,545


Hungary — 3.4%
Magyar Export-Import Bank RT
5.500%, 02/12/2018 (B)		200		200
Republic of Hungary
8.000%, 02/12/2015	HUF	1,438,290		6,683
7.750%, 08/24/2015	HUF	1,265,940		5,935
7.625%, 03/29/2041		860		898
7.000%, 06/24/2022	HUF	703,900		3,299
6.750%, 02/24/2017	HUF	238,890		1,110
6.750%, 11/24/2017	HUF	1,337,640		6,219
6.500%, 06/24/2019	HUF	219,150		1,015


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

6.375%, 03/29/2021		1,734	$	1,803
6.250%, 01/29/2020		751		785
6.000%, 01/11/2019	EUR	982		1,318
6.000%, 11/24/2023	HUF	228,680		1,003
5.500%, 05/06/2014	GBP	66		102
5.500%, 12/22/2016	HUF	331,890		1,487
5.500%, 12/20/2018	HUF	461,080		2,042
5.375%, 02/21/2023		1,230		1,184
5.000%, 03/30/2016	GBP	227		345
4.125%, 02/19/2018		884		860
3.500%, 07/18/2016	EUR	1,637		2,101

				38,389


India — 0.3%
Bharti Airtel International Netherlands
5.125%, 03/11/2023 (B)		249		226
5.125%, 03/11/2023 (A)		300		273
Export-Import Bank of India MTN
4.000%, 08/07/2017		200		199
ICICI Bank
5.750%, 11/16/2020 (B)		128		130
NTPC MTN
4.750%, 10/03/2022		200		187
Reliance Holdings USA
6.250%, 10/19/2040 (A)		300		299
5.400%, 02/14/2022 (B)		250		254
Vedanta Resources
8.250%, 06/07/2021		800		806
7.125%, 05/31/2023 (B)		246		232
6.000%, 01/31/2019 (B)		488		464

				3,070


Indonesia — 5.1%
Adaro Indonesia
7.625%, 10/22/2019 (B)		605		635
Deutsche Bank, CLN (Republic of Indonesia)
7.000%, 05/15/2022	IDR	2,300,000		229
7.000%, 05/15/2027	IDR	2,300,000		218
Indo Energy Finance II
6.375%, 01/24/2023		200		174
6.375%, 01/24/2023 (B)		200		175
Indosat Palapa
7.375%, 07/29/2020 (B)		352		377
JPMorgan, CLN (Republic of Indonesia)
7.000%, 05/15/2022	IDR	107,500,000		10,707
6.625%, 05/15/2033	IDR	3,100,000		275
5.625%, 05/15/2023	IDR	5,500,000		495
5.250%, 05/15/2018	IDR	3,900,000		376
Majapahit Holding
8.000%, 08/07/2019		470		529
7.875%, 06/29/2037 (B)		205		238
7.750%, 10/17/2016		370		410
7.750%, 01/20/2020		30		33
7.750%, 01/20/2020 (B)		250		274
Pertamina Persero
6.500%, 05/27/2041 (B)		380		367
6.000%, 05/03/2042		540		505
6.000%, 05/03/2042 (B)		935		874
5.625%, 05/20/2043 (B)		860		744
5.250%, 05/23/2021 (B)		500		495


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

4.875%, 05/03/2022 (B)		220	$	211
Perusahaan Listrik Negara
5.500%, 11/22/2021 (B)		310		304
5.250%, 10/24/2042		200		166
Republic of Indonesia
11.625%, 03/04/2019		1,786		2,429
11.625%, 03/04/2019		1,774		2,413
11.625%, 03/04/2019 (B)		1,195		1,625
11.000%, 09/15/2025	IDR	3,200,000		410
10.375%, 05/04/2014		190		202
8.500%, 10/12/2035		101		133
8.500%, 10/12/2035		2,449		3,220
8.250%, 06/15/2032	IDR	40,101,000		4,203
7.750%, 01/17/2038		5,019		6,198
7.750%, 01/17/2038		100		123
7.000%, 05/15/2022	IDR	56,920,000		5,669
6.875%, 01/17/2018		910		1,021
6.625%, 05/15/2033	IDR	20,478,000		1,814
6.625%, 02/17/2037		70		76
6.625%, 02/17/2037		110		120
6.250%, 04/15/2017	IDR	16,000,000		1,600
6.125%, 05/15/2028	IDR	17,900,000		1,562
5.875%, 03/13/2020		10		11
5.875%, 03/13/2020 (B)		864		935
5.625%, 05/15/2023	IDR	10,231,000		920
5.250%, 01/17/2042		337		320
4.875%, 05/05/2021		2,600		2,665
4.875%, 05/05/2021 (B)		850		871
3.375%, 04/15/2023 (B)		2,447		2,196

				59,547


Iraq — 0.3%
Republic of Iraq
5.800%, 01/15/2028		4,626		3,840


Israel — 0.1%
Altice Financing
8.000%, 12/15/2019	EUR	300		406
7.875%, 12/15/2019 (A)		400		418
Altice Finco
9.875%, 12/15/2020 (A)		300		321

				1,145


Ivory Coast — 0.4%
Government of Ivory Coast
5.750%, 12/31/2032 (A)		1,778		1,458
Ivory Coast
7.100%, 12/31/2032		3,413		2,799

				4,257


Jamaica — 0.2%
Digicel Group
10.500%, 04/15/2018		160		170
8.250%, 09/30/2020		1,700		1,759
8.250%, 09/30/2020 (B)		200		207

				2,136


Kazakhstan — 1.7%
Development Bank of Kazakhstan
4.125%, 12/10/2022		770		685
Halyk Savings Bank of Kazakhstan
7.250%, 01/28/2021 (B)		400		410


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

KazAgro National Management Holding
4.625%, 05/24/2023 (B)		370	$	340
Kazakhstan Temir Zholy Finance
6.950%, 07/10/2042 (B)		250		254
6.950%, 07/10/2042		400		407
Kazatomprom Natsionalnaya Atomnaya Kompaniya
6.250%, 05/20/2015		100		104
6.250%, 05/20/2015 (B)		450		468
Kazkommerts International
7.875%, 04/07/2014		700		700
Kazkommertsbank Via Citigroup Global Markets
8.700%, 04/07/2014 (C)(D)		1,100		1,084
KazMunayGas National
11.750%, 01/23/2015		1,611		1,824
9.125%, 07/02/2018		339		406
9.125%, 07/02/2018 (B)		2,819		3,376
7.000%, 05/05/2020 (B)		1,895		2,141
6.375%, 04/09/2021		1,336		1,450
6.375%, 04/09/2021 (B)		2,569		2,787
5.750%, 04/30/2043		1,000		885
5.750%, 04/30/2043 (B)		781		691
4.400%, 04/30/2023		320		297
Republic of Kazakhstan
6.375%, 10/06/2020 (B)		600		648
Zhaikmunai Via Zhaikmunai International
7.125%, 11/13/2019		600		602
7.125%, 11/13/2019 (A)(B)		450		451

				20,010


Latvia — 0.1%
Republic of Latvia
2.750%, 01/12/2020		800		740


Lithuania — 0.8%
Republic of Lithuania
7.375%, 02/11/2020		390		463
7.375%, 02/11/2020 (B)		800		950
6.625%, 02/01/2022		1,000		1,149
6.625%, 02/01/2022 (B)		1,000		1,149
6.125%, 03/09/2021		2,275		2,536
6.125%, 03/09/2021 (B)		1,424		1,588
5.125%, 09/14/2017		100		107
5.125%, 09/14/2017 (B)		310		331
4.850%, 02/07/2018	EUR	650		908

				9,181


Malaysia — 4.6%
Axiata SPV1 Labuan
5.375%, 04/28/2020		250		270
Malayan Banking MTN
3.250%, 09/20/2022 (D)		200		193
Malaysia Government Bond
5.248%, 09/15/2028 (B)	MYR	1,050		387
4.392%, 04/15/2026	MYR	8,100		2,711
4.262%, 09/15/2016	MYR	25,060		8,136
4.160%, 07/15/2021	MYR	15,350		5,015
4.012%, 09/15/2017	MYR	24,350		7,862


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

3.892%, 03/15/2027	MYR	578	$	186
3.844%, 04/15/2033	MYR	1,010		313
3.580%, 09/28/2018	MYR	4,200		1,331
3.502%, 05/31/2027	MYR	1,050		323
3.492%, 03/31/2020	MYR	12,033		3,793
3.480%, 03/15/2023	MYR	7,910		2,466
3.418%, 08/15/2022	MYR	9,909		3,080
3.314%, 10/31/2017	MYR	4,770		1,504
3.260%, 03/01/2018	MYR	22,610		7,111
3.197%, 10/15/2015	MYR	3,240		1,023
3.172%, 07/15/2016	MYR	580		183
Petroliam Nasional
7.625%, 10/15/2026		106		133
Petronas Capital
7.875%, 05/22/2022		2,452		3,098
5.250%, 08/12/2019		100		109
5.250%, 08/12/2019 (B)		2,790		3,046
Wakala Global Sukuk
4.646%, 07/06/2021 (B)		782		820

				53,093


Mexico — 7.9%
America Movil
3.125%, 07/16/2022		200		184
BBVA Bancomer
6.750%, 09/30/2022 (B)		650		702
6.008%, 05/17/2022 (A)(D)		550		546
Cemex
9.500%, 06/15/2018 (B)		222		240
9.250%, 05/12/2020		600		633
9.000%, 01/11/2018 (B)		306		321
Cemex Espana
9.250%, 05/12/2020 (B)		1,300		1,372
Cemex Finance
9.375%, 10/12/2022 (B)		759		827
Comision Federal de Electricidad
5.750%, 02/14/2042 (B)		500		463
4.875%, 05/26/2021 (B)		400		409
Desarrolladora Homex
9.750%, 03/25/2020		200		74
9.750%, 03/25/2020 (B)		700		238
GEO
9.250%, 06/30/2020		406		179
8.875%, 03/27/2022 (B)		200		88
Grupo Bimbo
4.500%, 01/25/2022 (B)		200		200
Grupo Senda
10.500%, 10/03/2015		2,965		3,047
Grupo Televisa
6.000%, 05/15/2018		145		163
Metalsa
4.900%, 04/24/2023 (B)		212		201
Mexican Bonos MTN
8.000%, 06/11/2020	MXN	14		1
7.750%, 11/13/2042	MXN	12,100		1,001
7.500%, 06/03/2027	MXN	119,292		10,257
6.500%, 06/09/2022	MXN	93,131		7,515
6.250%, 06/16/2016	MXN	3,006		242
5.000%, 06/15/2017	MXN	17,851		1,372
4.750%, 03/08/2044		1,898		1,689


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

Mexican Bonos, Ser M
6.500%, 06/10/2021	MXN	77,734	$	6,292
Mexican Bonos, Ser M10
8.500%, 12/13/2018	MXN	10,450		918
7.750%, 12/14/2017	MXN	7,837		664
Mexican Bonos, Ser M20
10.000%, 12/05/2024	MXN	28,870		2,988
8.500%, 05/31/2029	MXN	50,772		4,646
8.000%, 12/07/2023	MXN	71,156		6,347
7.750%, 05/29/2031	MXN	68,385		5,802
Mexican Bonos, Ser M30
10.000%, 11/20/2036	MXN	26,300		2,688
8.500%, 11/18/2038	MXN	14,701		1,315
Mexican Udibonos
4.000%, 11/15/2040	MXN	2,940		1,233
2.500%, 12/10/2020	MXN	9,285		3,603
2.000%, 06/09/2022	MXN	3,060		1,142
Mexichem
4.875%, 09/19/2022 (B)		200		201
Mexico Generadora de Energia S de rl
5.500%, 12/06/2032 (B)		200		188
NII Capital
10.000%, 08/15/2016		359		348
7.625%, 04/01/2021		1,416		1,101
Oceanografia
11.250%, 07/15/2015		1,079		898
Pemex Project Funding Master Trust
6.625%, 06/15/2035		704		739
5.750%, 03/01/2018		1,295		1,418
Petroleos Mexicanos
8.000%, 05/03/2019		368		445
6.500%, 06/02/2041		597		616
6.000%, 03/05/2020		180		198
6.000%, 03/05/2020 (B)		60		66
5.500%, 06/27/2044		70		63
5.500%, 06/27/2044 (B)		150		135
3.500%, 01/30/2023 (B)		185		171
United Mexican States MTN
8.300%, 08/15/2031		1,670		2,280
6.050%, 01/11/2040		2,234		2,446
5.950%, 03/19/2019		1,150		1,316
5.750%, 10/12/2110		6,296		5,745
5.625%, 01/15/2017		806		896
5.125%, 01/15/2020		438		481
United Mexican States, Ser A MTN
6.750%, 09/27/2034		2,185		2,578
Urbi Desarrollos Urbanos
9.750%, 02/03/2022		800		176
9.750%, 02/03/2022 (B)		400		88
9.500%, 01/21/2020		800		176

				92,371


Mongolia — 0.1%
Mongolia Government International Bond
5.125%, 12/05/2022		360		317
Mongolian Mining MTN
8.875%, 03/29/2017		990		841

				1,158


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

Morocco — 0.1%
Kingdom of Morocco
5.500%, 12/11/2042 (B)		400	$	334
5.500%, 12/11/2042		400		334
4.250%, 12/11/2022		928		817
4.250%, 12/11/2022 (A)(B)		230		202

				1,687


Nigeria — 1.2%
Afren
11.500%, 02/01/2016		200		222
11.500%, 02/01/2016 (B)		877		973
10.250%, 04/08/2019 (B)		1,000		1,117
Nigeria Treasury Bill
12.158%, 01/09/2014 (E)	NGN	91,650		525
10.888%, 02/20/2014 (E)	NGN	13,000		75
10.808%, 03/06/2014 (E)	NGN	22,000		126
10.603%, 10/10/2013 (E)	NGN	18,000		108
9.366%, 09/05/2013 (E)	NGN	22,000		133
9.308%, 01/23/2014 (E)	NGN	189,000		1,091
6.922%, 03/20/2014 (E)	NGN	440,330		2,501
6.019%, 12/19/2013 (E)	NGN	19,680		114
0.000%, 05/22/2014 (E)	NGN	74,300		405
Republic of Nigeria
16.390%, 01/27/2022	NGN	227,075		1,560
16.000%, 06/29/2019	NGN	169,000		1,116
16.000%, 06/29/2019	NGN	203,050		1,341
15.100%, 04/27/2017	NGN	72,570		461
10.700%, 05/30/2018	NGN	7,000		38
6.750%, 01/28/2021 (B)		550		575
Sea Trucks Group
9.000%, 03/26/2018		1,000		967

				13,448


Pakistan — 0.1%
Republic of Pakistan
7.125%, 03/31/2016		500		475
6.875%, 06/01/2017		100		93
6.875%, 06/01/2017		430		400

				968


Panama — 1.0%
ENA Norte Trust
4.950%, 04/25/2023 (G)		245		245
Republic of Panama
9.375%, 01/16/2023		560		742
9.375%, 04/01/2029		2,948		4,275
8.875%, 09/30/2027		1,656		2,285
8.125%, 04/28/2034		2,128		2,841
7.125%, 01/29/2026		100		122
6.700%, 01/26/2036		1,250		1,453
4.300%, 04/29/2053		130		104

				12,067


Paraguay — 0.1%
Republic of Paraguay
4.625%, 01/25/2023		300		289
Telefonica Celular del Paraguay
6.750%, 12/13/2022		200		207
6.750%, 12/13/2022 (A)		200		208

				704


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

Peru — 1.2%
Alicorp SAA
3.875%, 03/20/2023 (B)		194	$	180
Azucarera del Peru
6.375%, 08/02/2022		121		120
Banco de Credito del Peru
5.375%, 09/16/2020		10		10
5.375%, 09/16/2020 (B)		204		209
BBVA Banco Continental
5.000%, 08/26/2022 (B)		184		179
Cementos Pacasmayo SAA
4.500%, 02/08/2023 (B)		200		185
Inkia Energy
8.375%, 04/04/2021 (B)		200		212
Peru Enhanced Pass-Through Finance
4.326%, 06/02/2025 (A)(B)(E)		1,000		620
2.945%, 05/31/2018 (A)(B)(E)		363		320
2.928%, 05/31/2018 (E)		135		118
Republic of Peru
9.910%, 05/05/2015	PEI	675		270
8.750%, 11/21/2033		2,789		4,058
8.600%, 08/12/2017	PEI	2,110		885
8.200%, 08/12/2026	PEI	1,350		593
7.840%, 08/12/2020	PEI	520		215
7.840%, 08/12/2020	PEI	2,820		1,167
7.350%, 07/21/2025		3,020		3,866
7.125%, 03/30/2019		120		145
6.950%, 08/12/2031	PEI	1,400		523
5.200%, 09/12/2023	PEI	210		73
Volcan Cia Minera
5.375%, 02/02/2022 (B)		183		180

				14,128


Philippines — 1.2%
Development Bank of Philippines
5.500%, 03/25/2021		330		356
National Power
9.625%, 05/15/2028 (A)		1,100		1,540
Power Sector Assets & Liabilities Management
7.390%, 12/02/2024 (B)		820		992
Republic of Philippines
10.625%, 03/16/2025		593		940
9.500%, 02/02/2030		1,162		1,743
8.375%, 06/17/2019		320		414
7.750%, 01/14/2031		3,149		4,157
6.250%, 01/14/2036	PHP	50,000		1,320
4.000%, 01/15/2021		1,116		1,180
3.900%, 11/26/2022	PHP	45,000		995

				13,637


Poland — 6.4%
CEDC Finance International
8.875%, 12/01/2016 (H)	EUR	400		411
Eileme 2
11.750%, 01/31/2020	EUR	630		929
11.625%, 01/31/2020 (B)		750		847
Polish Television Holding MTN
13.000%, 11/15/2014 (C)	EUR	100		134
11.000%, 11/15/2014 (B)(C)	EUR	300		404


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

Republic of Poland
6.375%, 07/15/2019		6,158	$	7,182
6.250%, 10/24/2015	PLN	3,080		987
5.750%, 04/25/2029	PLN	3,280		1,126
5.125%, 04/21/2021		1,000		1,087
5.000%, 03/23/2022		3,799		4,084
4.750%, 04/25/2017	PLN	19,646		6,149
4.000%, 03/23/2021	EUR	736		1,067
4.000%, 10/25/2023	PLN	28,200		8,220
3.750%, 04/25/2018	PLN	15,140		4,552
3.018%, 07/25/2014 (E)	PLN	6,760		1,970
3.000%, 08/24/2016	PLN	32,639		10,165
3.000%, 03/17/2023		816		736
2.750%, 08/25/2023	PLN	6,076		1,865
Republic of Poland, Ser 0415
5.500%, 04/25/2015	PLN	15,360		4,809
Republic of Poland, Ser 0922
5.750%, 09/23/2022	PLN	21,735		7,200
Republic of Poland, Ser 1017
5.250%, 10/25/2017	PLN	5,015		1,601
Republic of Poland, Ser 1019
5.500%, 10/25/2019	PLN	6,700		2,186
Republic of Poland, Ser 1021
5.750%, 10/25/2021	PLN	19,092		6,336

				74,047


Qatar — 0.4%
Qtel International Finance
7.875%, 06/10/2019		565		693
4.500%, 01/31/2043		200		173
State of Qatar
9.750%, 06/15/2030		225		349
6.550%, 04/09/2019		1,282		1,526
6.400%, 01/20/2040 (B)		377		442
6.400%, 01/20/2040		1,047		1,228
5.250%, 01/20/2020		246		275

				4,686


Romania — 0.9%
Government of Romania MTN
6.750%, 02/07/2022		2,282		2,544
6.750%, 02/07/2022 (B)		350		390
6.500%, 06/18/2018	EUR	686		984
6.000%, 10/19/2013	RON	3,080		899
5.900%, 07/26/2017	RON	2,500		730
5.850%, 07/28/2014	RON	40		12
5.850%, 07/28/2014	RON	5,020		1,474
5.850%, 04/26/2023	RON	850		251
5.800%, 10/26/2015	RON	4,970		1,463
5.750%, 04/29/2020	RON	1,260		368
5.600%, 11/28/2018	RON	550		161
4.375%, 08/22/2023		1,250		1,188

				10,464


Russia — 8.5%
Alfa Bank Via Alfa Bond Issuance
7.500%, 09/26/2019		550		561
7.500%, 09/26/2019 (B)		715		729
Brunswick Rail Finance
6.500%, 11/01/2017		650		643
Credit Bank of Moscow Via CBOM Finance
7.700%, 02/01/2018		1,000		1,015
EDC Finance
4.875%, 04/17/2020 (B)		228		209


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

EuroChem Mineral & Chemical via EuroChem GI
5.125%, 12/12/2017 (B)		250	$	246
Evraz Group
9.500%, 04/24/2018		300		318
6.750%, 04/27/2018		300		287
Far East Capital
8.750%, 05/02/2020 (B)		200		187
8.000%, 05/02/2018 (B)		200		185
8.000%, 05/02/2018		1,950		1,799
Gaz Capital MTN
8.625%, 04/28/2034		200		237
Gazprom Neft OAO Via GPN Capital
4.375%, 09/19/2022 (B)		315		288
4.375%, 09/19/2022		1,170		1,072
Gazprom OAO Via Gaz Capital
9.250%, 04/23/2019		750		904
6.510%, 03/07/2022		470		497
4.950%, 07/19/2022 (B)		877		839
4.950%, 02/06/2028		250		215
4.950%, 02/06/2028 (B)		793		682
Metalloinvest Finance
6.500%, 07/21/2016		400		412
5.625%, 04/17/2020 (B)		250		229
MTS International Funding
8.625%, 06/22/2020		400		470
8.625%, 06/22/2020 (B)		800		940
5.000%, 05/30/2023 (B)		501		480
Novatek OAO via Novatek Finance
6.604%, 02/03/2021 (B)		363		391
5.326%, 02/03/2016		200		209
Promsvyazbank Via PSB Finance
10.200%, 11/06/2019		350		368
8.500%, 04/25/2017		440		464
Ritekro
11.625%, 11/07/2022 (A)(E)		914		339
Rosneft Oil via Rosneft International Finance
4.199%, 03/06/2022		500		463
Russian Agricultural Bank Via RSHB Capital
5.298%, 12/27/2017 (B)		415		423
Russian Federal Bond - OFZ
8.150%, 02/03/2027	RUB	83,302		2,606
7.600%, 04/14/2021	RUB	475,020		14,731
7.600%, 07/20/2022	RUB	109,365		3,356
7.500%, 03/15/2018	RUB	40,900		1,285
7.500%, 02/27/2019	RUB	373,370		11,544
7.400%, 04/19/2017	RUB	39,870		1,236
7.400%, 06/14/2017	RUB	31,700		984
7.350%, 01/20/2016	RUB	11,380		354
7.050%, 01/19/2028	RUB	9,638		271
7.000%, 06/03/2015	RUB	42,560		1,313
7.000%, 01/25/2023	RUB	57,623		1,695
6.880%, 07/15/2015	RUB	5,500		169
6.500%, 12/03/2014 (C)	RUB	32,430		930
6.200%,01/31/2018	RUB	10,600		314


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

Russian Foreign Bond - Eurobond
7.850%, 03/10/2018	RUB	235,000	$	7,463
7.500%, 03/31/2030		13,338		15,623
5.625%, 04/04/2042 (B)		400		415
5.000%, 04/29/2020		100		107
5.000%, 04/29/2020 (B)		200		214
3.250%, 04/04/2017 (B)		1,200		1,234
Russian Railways via RZD Capital
5.700%, 04/05/2022		398		412
Russian Standard Bank Via Russian Standard Finance
9.250%, 07/11/2017		970		1,004
Sberbank of Russia Via SB Capital
6.125%, 02/07/2022 (B)		260		271
6.125%, 02/07/2022		250		261
5.717%, 06/16/2021		400		408
5.250%, 05/23/2023 (B)		260		244
5.125%, 10/29/2022 (B)		247		232
SCF Capital
5.375%, 10/27/2017 (B)		350		340
Severstal OAO Via Steel Capital
5.900%, 10/17/2022 (B)		200		183
5.900%, 10/17/2022		200		182
Severstal Via Steel Capital
6.700%, 10/25/2017		501		515
Sibur Securities
3.914%, 01/31/2018 (B)		275		254
TMK Capital
7.750%, 01/27/2018		1,400		1,400
VEB-Leasing Via VEB Leasing Investment
5.125%, 05/27/2016		320		332
Vimpel Communications Via VIP Finance Ireland
9.125%, 04/30/2018 (B)		600		683
7.748%, 02/02/2021 (B)		1,150		1,226
VimpelCom Holdings
7.504%, 03/01/2022 (B)		400		414
7.504%, 03/01/2022		470		486
6.255%, 03/01/2017		200		205
5.200%, 02/13/2019 (B)		200		195
Vnesheconombank Via VEB Finance
6.902%, 07/09/2020		1,540		1,690
6.902%, 07/09/2020 (B)		785		862
6.800%, 11/22/2025 (B)		150		160
6.800%, 11/22/2025		580		618
6.025%, 07/05/2022 (B)		750		772
5.450%, 11/22/2017 (B)		400		416
VTB Bank Via VTB Capital
6.950%, 10/17/2022		400		406
6.875%, 05/29/2018		500		530
6.315%, 02/22/2018		962		1,003
6.250%, 06/30/2035		357		380
6.000%, 04/12/2017 (B)		300		312

				98,341


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)


Senegal — 0.1%
Republic of Senegal
8.750%, 05/13/2021 (B)		950	$	988


Serbia — 0.2%
Republic of Serbia
7.250%, 09/28/2021 (B)		450		464
7.250%, 09/28/2021		1,200		1,236
5.250%, 11/21/2017 (B)		200		195
4.875%, 02/25/2020		450		409

				2,304


Singapore — 0.4%
MMI International
8.000%, 03/01/2017 (B)		250		251
Sea Product
10.292%, 05/14/2010		1,485		1,366
Singapore Government Bond
2.750%, 07/01/2023		1,900		1,528
Yanlord Land Group
9.500%, 05/04/2017		980		1,015

				4,160


Slovenia — 0.0%
Republic of Slovenia
5.500%, 10/26/2022 (B)		658		605


South Africa — 6.2%
Edcon Proprietary
9.500%, 03/01/2018	EUR	500		602
Edcon Pty
9.500%, 03/01/2018	EUR	250		302
Gold Fields Orogen Holdings
4.875%, 10/07/2020		524		443
Republic of South Africa
13.500%, 09/15/2015	ZAR	12,320		1,427
10.500%, 12/21/2026	ZAR	81,970		10,025
8.750%, 02/28/2048	ZAR	15,200		1,525
8.500%, 06/23/2017		860		1,029
8.250%, 09/15/2017	ZAR	24,330		2,572
8.000%, 12/21/2018	ZAR	112,630		11,822
7.750%, 02/28/2023	ZAR	106,517		10,820
7.250%, 01/15/2020	ZAR	30,380		3,044
7.000%, 02/28/2031	ZAR	81,322		7,116
6.875%, 05/27/2019		2,673		3,027
6.750%, 03/31/2021	ZAR	94,530		9,133
6.500%, 02/28/2041	ZAR	15,600		1,211
6.250%, 03/08/2041		509		545
6.250%, 03/31/2036	ZAR	23,000		1,775
5.875%, 05/30/2022		770		824
5.500%, 03/09/2020		540		569
4.665%, 01/17/2024		1,500		1,432
Sappi Papier Holding
8.375%, 06/15/2019 (B)		300		316
Sappi Papier Holding GmbH
8.375%, 06/15/2019		200		211
Transnet SOC
4.000%, 07/26/2022 (B)		1,119		978

				70,748


Spain — 0.0%
Ajecorp
6.500%, 05/14/2022 (B)		250		254


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

Sri Lanka — 0.2%
Bank of Ceylon
6.875%, 05/03/2017 (B)		320	$	323
Republic of Sri Lanka
7.400%, 01/22/2015 (B)		150		158
6.250%, 10/04/2020		100		99
6.250%, 10/04/2020 (B)		620		614
6.250%, 07/27/2021 (B)		400		394
5.875%, 07/25/2022 (B)		200		189

				1,777


Supra-National — 0.1%
Inter-American Development Bank MTN
5.466%, 08/20/2015 (E)	IDR	12,430,000		1,083


Thailand — 2.9%
PTT Global Chemical
4.250%, 09/19/2022 (B)		200		192
Thailand Government Bond
5.670%, 03/13/2028	THB	3,000		112
3.875%, 06/13/2019	THB	71,781		2,360
3.625%, 06/16/2023	THB	143,009		4,549
3.650%, 12/17/2021	THB	298,030		9,572
3.625%, 05/22/2015	THB	113,050		3,696
3.580%, 12/17/2027	THB	42,460		1,289
3.250%, 06/16/2017	THB	99,310		3,206
2.800%, 10/10/2017	THB	103,000		3,259
1.250%, 03/12/2028	THB	28,153		896
1.200%, 07/14/2021	THB	142,019		4,427

				33,558


Turkey — 7.5%
Akbank
5.000%, 10/24/2022		225		210
3.875%, 10/24/2017 (B)	USD	150		145
Export Credit Bank of Turkey
5.875%, 04/24/2019 (B)		200		206
Republic of Turkey
11.875%, 01/15/2030		460		770
10.500%, 01/15/2020	TRY	1,540		888
10.000%, 12/04/2013	TRY	200		105
9.500%, 01/12/2022	TRY	7,326		4,025
9.000%, 05/21/2014	TRY	4,753		2,616
9.000%, 01/27/2016	TRY	2,200		1,169
9.000%, 03/08/2017	TRY	16,452		8,804
8.500%, 09/14/2022	TRY	9,074		4,750
8.000%, 02/14/2034		2,282		2,841
7.500%, 09/24/2014	TRY	550		284
7.500%, 09/24/2014	TRY	20		10
7.500%, 07/14/2017		1,516		1,740
7.500%, 11/07/2019		4,450		5,251
7.375%, 02/05/2025		1,935		2,293
7.250%, 03/05/2038		400		466
7.100%, 03/08/2023	TRY	2,100		1,001
7.100%, 03/08/2023	TRY	5,320		2,537
7.000%, 09/26/2016		838		936
7.000%, 03/11/2019		240		275
7.000%, 06/05/2020		410		474
6.875%, 03/17/2036		1,463		1,631
6.750%, 04/03/2018		4,284		4,809
6.750%, 05/30/2040		375		414
6.500%, 01/07/2015	TRY	10,510		5,354
6.300%, 02/14/2018	TRY	3,050		1,472
6.250%, 09/26/2022		1,117		1,237


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

6.000%, 01/14/2041		1,771	$	1,767
5.625%, 03/30/2021		2,760		2,946
5.125%, 03/25/2022		2,288		2,345
4.875%, 04/16/2043		500		428
4.500%, 02/11/2015	TRY	1,804		969
4.000%, 04/29/2015	TRY	7,927		4,223
4.000%, 04/01/2020	TRY	3,387		1,874
3.250%, 03/23/2023 (F)		5,470		4,773
3.000%, 02/23/2022	TRY	13,399		7,014
2.692%, 07/17/2013 *(E)	TRY	3,753		1,939
Turkiye Garanti Bankasi
7.375%, 03/07/2018	TRY	1,530		728
5.250%, 09/13/2022 (B)		500		468
4.000%, 09/13/2017 (B)		470		458

				86,645


Ukraine — 2.3%
DTEK Finance
7.875%, 04/04/2018 (A)		900		839
Ferrexpo Finance
7.875%, 04/07/2016 (B)		238		220
7.875%, 04/07/2016		1,200		1,107
Financing of Infrastrucural Projects State Enterprise
9.000%, 12/07/2017 (A)(B)		400		380
Government of Ukraine
9.250%, 07/24/2017		1,850		1,845
9.250%, 07/24/2017 (B)		1,353		1,348
7.950%, 02/23/2021		650		598
7.950%, 02/23/2021 (B)		250		230
7.800%, 11/28/2022 (B)(F)		1,620		1,446
7.800%, 11/28/2022		1,560		1,392
7.750%, 09/23/2020		445		406
7.500%, 04/17/2023 (B)		2,372		2,081
7.500%, 04/17/2023		500		439
6.750%, 11/14/2017		276		253
6.580%, 11/21/2016		103		96
6.250%, 06/17/2016		200		185
6.250%, 06/17/2016 (B)		600		557
4.950%, 10/13/2015	EUR	1,131		1,404
Metinvest
10.250%, 05/20/2015		780		790
8.750%, 02/14/2018 (B)		369		343
8.750%, 02/14/2018		1,229		1,143
MHP
8.250%, 04/02/2020		1,000		896
Mriya Agro Holding
9.450%, 04/19/2018 (B)		257		229
9.450%, 04/19/2018		1,000		890
National Naftogaz of Ukraine
9.500%, 09/30/2014		2,230		2,224
Oschadbank Via SSB #1
8.875%, 03/20/2018		450		403
Oschadbank Via SSB No. 1
8.250%, 03/10/2016		430		401
State Export-Import Bank of Ukraine JSC via Biz Finance
8.750%, 01/22/2018		870		766
Ukraine Railways via Shortline
9.500%, 05/21/2018 (B)		200		180
Ukreximbank Via Biz Finance
8.375%, 04/27/2015		3,862		3,756


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

Ukrlandfarming
10.875%, 03/26/2018		400	$	378

				27,225


United Arab Emirates — 1.0%
Atlantic Finance
10.750%, 05/27/2014 (C)		850		903
Dana Gas Sukuk
9.000%, 10/31/2017		393		379
Dolphin Energy
5.888%, 06/15/2019		530		578
DP World MTN
6.850%, 07/02/2037		1,200		1,239
DP World Sukuk
6.250%, 07/02/2017		400		428
Dubai Electricity & Water Authority
7.375%, 10/21/2020		120		135
7.375%, 10/21/2020 (B)		860		963
Dubai Holding Commercial Operations MTN
6.000%, 02/01/2017	GBP	850		1,251
4.750%, 01/30/2014	EUR	1,850		2,393
Emirate of Dubai MTN
7.750%, 10/05/2020		1,060		1,224
Emirate of Dubai Government International Bonds MTN
5.250%, 01/30/2043		200		169
Emirates Airline
5.125%, 06/08/2016		300		308
4.500%, 02/06/2025		350		320
Jafz Sukuk
7.000%, 06/19/2019		200		214
MAF Global Securities MTN
5.250%, 07/05/2019		500		510
Pyrus
7.500%, 12/20/2015		400		503

				11,517


United States — 0.0%
Citigroup Funding MTN
16.390%, 01/31/2022 (B)		38		38
Southern Copper
6.750%, 04/16/2040		86		85
5.250%, 11/08/2042		200		164

				287


Uruguay — 0.5%
Republic of Uruguay PIK
7.875%, 01/15/2033		1,693		2,150
Republic of Uruguay
8.000%, 11/18/2022		1,365		1,722
7.625%, 03/21/2036		1,211		1,529
4.125%, 11/20/2045		738		601

				6,002


Venezuela — 4.0%
Petroleos de Venezuela
12.750%, 02/17/2022		290		291
8.500%, 11/02/2017		5,458		5,001
8.500%, 11/02/2017		1,289		1,181
5.500%, 04/12/2037		550		325
5.375%, 04/12/2027		2,978		1,802
5.250%, 04/12/2017		958		780
5.000%, 10/28/2015		560		492
4.900%, 10/28/2014		10,920		10,238


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)

Republic of Venezuela
13.625%, 08/15/2018		144	$	147
13.625%, 08/15/2018		1,716		1,823
12.750%, 08/23/2022		12,240		12,546
11.950%, 08/05/2031		3,204		3,060
11.750%, 10/21/2026		4,186		3,977
10.750%, 09/19/2013		190		190
9.250%, 09/15/2027		968		818
9.250%, 05/07/2028		602		491
9.000%, 05/07/2023		1,034		861
9.000%, 05/07/2023		30		25
8.500%, 10/08/2014		531		527
8.250%, 10/13/2024		510		395
7.750%, 10/13/2019		1,118		928
7.650%, 04/21/2025		300		224
6.000%, 12/09/2020		1,062		775

				46,897


Vietnam — 0.1%
Republic of Vietnam
6.875%, 01/15/2016		360		380
6.750%, 01/29/2020		560		594
Vietnam Joint Stock Commercial Bank for Industry and Trade
8.000%, 05/17/2017 (B)		350		355

				1,329


Zambia — 0.0%
Republic of Zambia
5.375%, 09/20/2022		250		222

Total Global Bonds (Cost $1,087,259) ($ Thousands)				1,055,091


LOAN PARTICIPATIONS — 0.9%

Angola — 0.1%
Republic of Angola
2.317%, 04/30/2016 (A)	EUR	758		944


Indonesia — 0.1%
PT Bumi
11.199%, 08/07/2013		1,743		1,708


Singapore — 0.6%
Ashmore Cayman SPC, No. 1
0.000%, 08/31/2011 (A)(E)(H)		9,161		4,499
Morton Bay
6.220%, 12/30/2009 (A)		3,158		2,113

				6,612


United Arab Emirates — 0.1%
Dubai World
1.000%, 09/30/2018 (A)		1,015		630
1.000%, 09/30/2015 (A)		1,200		840

				1,470

Total Loan Participations (Cost $16,554) ($ Thousands)				10,734


CONVERTIBLE BONDS — 0.1%
Dana Gas Sukuk CV to 48.9733 Shares
7.000%, 10/31/17		393		365


Description	Face Amount(1) (Thousands) / Share / Contracts		Market Value ($ Thousands)

Suzlon Energy CV to 533.2762 Shares
2.639%, 07/25/14 (E)
		450	$	292

Total Convertible Bonds (Cost $816) ($ Thousands)				657


AFFILIATED PARTNERSHIP — 0.8%
SEI Liquidity Fund, L.P.
0.100% †*(I)
		9,168,547		9,169

Total Affiliated Partnership (Cost $9,169) ($ Thousands)				9,169
Total Investments — 92.8% (Cost $1,113,798) ($ Thousands)§			$	1,075,651


PURCHASED OPTIONS — 0.0%

United States — 0.0%
Euro FX Currency Put Option, Expires 10/19/13, Strike Price $1.28 **		8,200,000	$	126
Euro FX Currency Put Option, Expires 09/21/13, Strike Price $1.27 **		9,800,000		97
Euro FX Currency Put Option, Expires 11/16/13, Strike Price $1.26 **		8,200,000		112

Total Purchased Options (Cost $553) ($ Thousands)			$	335

A list of the open futures contracts held by the Fund at June 30, 2013, is as follows:


Type of Contract	Number of Contracts Long		Expiration Date		Unrealized Depreciation ($ Thousands)
Korea 10-Year Bond		33		Sep-2013	$	(48	)

A list of the open forward foreign currency contracts held by the Fund at June 30, 2013, is as follows:


Settlement Date	Currency to Deliver (Thousands)		Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) ($ Thousands)
07/01/2013-09/27/2013	USD	2,378	TRY	4,608	$	2
07/01/2013-10/02/2013	BRL	54,324	USD	25,205		788
07/02/2013-07/22/2013	USD	8,279	EUR	6,354		(19	)
07/02/2013-08/02/2013	USD	13,092	BRL	28,740		(83	)
07/02/2013-08/19/2013	USD	4,726	IDR	47,584,090		64
07/02/2013-08/29/2013	TRY	4,924	USD	2,611		79
07/03/2013-07/17/2013	INR	777,929	USD	13,447		386
07/03/2013-07/17/2013	USD	1,526	NGN	245,123		(23	)
07/05/2013-07/29/2013	COP	28,624,860	USD	14,904		95
07/05/2013-09/09/2013	USD	12,903	COP	24,753,831		(97	)
07/12/2013-07/23/2013	THB	280,840	USD	9,201		151
07/12/2013-07/23/2013	USD	9,463	THB	283,737		(320	)
07/15/2013-08/22/2013	MYR	34,063	USD	10,845		76
07/15/2013-08/22/2013	USD	11,771	MYR	35,524		(549	)
07/17/2013	IDR	51,986,610	USD	5,156		(76	)
07/17/2013	NGN	179,324	USD	1,117		19
07/17/2013	USD	5,819	INR	342,728		(67	)
07/17/2013-09/09/2013	USD	1,890	CLP	941,446		(35	)
07/17/2013-07/17/2015	CNH	234,963	USD	36,175		(1,818	)
07/17/2013-07/17/2015	USD	31,684	CNH	207,377		1,870
07/19/2013-07/22/2013	EUR	17,000	USD	22,202		105
07/19/2013-07/22/2013	GBP	1,167	USD	1,787		17
07/22/2013-08/30/2013	RON	7,037	USD	2,070		32
07/22/2013-08/30/2013	RUB	668,302	USD	20,547		331
07/22/2013-08/30/2013	USD	1,590	RON	5,434		(15	)
07/24/2013	KRW	1,967,355	USD	1,703		(19	)
07/24/2013	PHP	69,133	USD	1,615		15
07/24/2013	USD	1,743	KRW	1,967,355		(21	)
07/26/2013	PEI	1,633	USD	598		12
07/26/2013-08/23/2013	MXP	169,905	USD	13,147		155
07/26/2013-08/23/2013	USD	12,826	MXP	162,529		(378	)
07/26/2013-09/25/2013	USD	1,655	PEI	4,541		(30	)
07/31/2013	CZK	17,320	USD	875		7
07/31/2013	USD	900	CZK	17,353		(31	)
07/31/2013	USD	4,534	PLN	14,874		(75	)
07/31/2013-09/03/2013	HUF	1,759,901	USD	7,669		(72	)
08/06/2013-09/09/2013	CLP	1,809,262	USD	3,634		79
08/12/2013	CNY	8,381	USD	1,355		(5	)
08/21/2013-08/30/2013	USD	4,768	RUB	154,073		(123	)
08/21/2013-09/03/2013	USD	1,701	HUF	387,331		—
08/30/2013	PLN	54,788	USD	16,780		390
08/30/2013	SGD	1,900	USD	1,497		(1	)
08/30/2013-09/30/2013	ZAR	132,671	USD	13,129		(92	)
09/18/2013-10/03/2013	USD	1,910	ARS	12,377		252
09/27/2013	ARS	2,128	USD	360		(12	)

					$	964

A list of the counterparties for the open forward foreign currency contracts held by the Fund at June 30, 2013, is as follows:


Counterparty	Settlement Date	Currency to Deliver ($ Thousands)			Currency to Receive ($ Thousands)		Unrealized Appreciation (Depreciation) ($ Thousands)
Bank of America	07/22/2013-09/04/2013		(8,051	)		8,244	$	193
Barclays PLC	07/02/2013-08/30/2013		(62,542	)		63,127		585
Brown Brothers Harriman	07/01/2013-07/03/2013		(611	)		611		—
Citigroup	07/05/2013-10/03/2013		(40,181	)		40,103		(78	)
Credit Suisse First Boston	07/22/2013-09/30/2013		(21,683	)		21,658		(25	)
Deutsche Bank	07/01/2013-09/27/2013		(52,250	)		52,153		(97	)
Goldman Sachs	07/02/2013-08/30/2013		(7,907	)		7,891		(16	)
HSBC	07/01/2013-07/17/2015		(101,035	)		101,200		165
JPMorgan Chase Bank	07/02/2013-09/09/2013		(40,665	)		41,237		572
Pershing	07/17/2013		(1,868	)		1,902		34
Standard Bank	07/12/2013		(1,464	)		1,479		15
Standard Chartered	07/03/2013		(1,902	)		1,868		(34	)
Standard New York, Inc.	07/17/2013-08/12/2013		(4,051	)		3,950		(101	)
UBS	7/15/13-9/27/13		(17,934	)		17,685		(249	)

							$	964

For the period ended June 30, 2013, 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, 2013, is as follows:

For the period ended June 30, 2013, the total number 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.

Percentages are based on a Net Assets of $1,159,602 ($ Thousands).

Rate shown is the 7-day effective yield as of June 30, 2013.

Non income producing security.

†

Investment in Affiliated Security.

(1)

In U.S. dollars unless otherwise indicated.

(A)

Securities considered illiquid. The total market value of such securities as of June 30, 2013 was $19,044 ($ Thousands) and represented 1.6% of Net Assets.

(B)

(C)

Step Bonds—The rate reflected on the Schedule of Investments is the effective yield on June 30, 2013. The coupon on a step bond changes on a specified date.

(D)

Variable Rate Security - The rate reported on the Schedule of Investments is the rate in effect as of June 30, 2013.

(E)

Zero coupon security. The rate reported on the Schedule of Investments is the effective yield at time of purchase.

(F)

This security or a partial position of this security is on loan at June 30, 2013. The total market value of securities on loan at June 30, 2013 was $8,499 ($ Thousands).

(G)

Security is when-issued.

(H)

Security in default on interest payments.

(I)

This security was purchased with cash collateral held from securities on loan. The total value of such securities as of June 30, 2013 was $9,169 ($ Thousands).

At June 30, 2013, the tax basis cost of the Fund’s investments was $1,113,798 ($ Thousands), and the unrealized appreciation and depreciation were $28,062 ($ Thousands) and ($66,209) ($ Thousands), respectively.

ARS — Argentine Peso

BRL — Brazilian Real

CLN — Credit Linked Note

CLP — Chilean Peso

CNH — Chinese Yuen (Offshore)

CNY — Chinese Renminbi

COP — Colombian Peso

CV — Convertible Security

CZK — Czech Koruna

DEM — German Mark

EUR — Euro

GBP — British Pound Sterling

HUF — Hungarian Forint

IDR — Indonesia Rupiah

ILS — Israeli Shekel

INR — India Rupee

KRW — Korean Won

L.P. — Limited Partnership

MTN — Medium Term Note

MXN — Mexican Peso

MYR — Malaysian Ringgit

NGN — Nigerian Naira

PEI — Peruvian Inca

PHP — Philippine Peso

PIK — Payment-in-Kind

PLC — Public Limited Company

PLN — Polish Zlotty

RON — Romanian Leu

RUB — Russian Ruble

Ser — Series

SGD — Singapore Dollar

SPC — Segregated Portfolio Company

THB — Thai Baht

TRY — Turkish Lira

TWD — Taiwan Dollar

USD — U.S. Dollar

ZAR — South African Rand

The following is a summary of the inputs used as of June 30, 2013, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):


Investments in Securities	Level 1		Level 2		Level 3⁽¹⁾		Total
Global Bonds	$	—	$	1,054,752	$	339	$	1,055,091
Convertible Bonds		—		657		—		657
Loan Participations		—		1,470		9,264		10,734
Affiliated Partnership		—		9,169		—		9,169

Total Investments in Securities	$	—	$	1,066,048	$	9,603	$	1,075,651


Other Financial Instruments	Level 1			Level 2			Level 3		Total
Futures Contracts *	$	(48	)	$	—		$	—	$	(48	)
Forwards Contracts *		—			964			—		964
Interest Rate Swaps *		—			19			—		19
Total Return Swaps *		—			(2,557	)		—		(2,557	)

Total Other Financial Instruments	$	(48	)	$	(1,574	)	$	—	$	(1,622	)

Futures contracts, forwards contracts and swaps are valued at the unrealized appreciation (depreciation) on the instrument.

The following is a reconciliation of the investments in which significant unobservable inputs (Level 3) were used in determining fair value ($ Thousands):


	Global Bonds			Loan Participations
Beginning balance as of October 1, 2012	$	94		$	16,874
Accrued discounts/premiums		24			22
Realized gains/(loss)		—			1,848
Change in unrealized appreciation/(depreciation)		(117	)		(2,486	)
Purchases		338			—
Sales		—			(6,994	)
Transfer into Level 3		—			—
Transfer out of Level 3		—			—

Ending balance as of June 30, 2013	$	339		$	9,264

(1)

Of the $9,603 ($ Thousands) in Level 3 securities as of June 30, 2013, $6,621 ($ Thousands) or 0.6% are not valued via third party pricing vendors and broker quotes. If significant, the disclosure of the unobservable inputs and the interrelationships and sensitivity between these inputs are required for those Level 3 securities that are not valued by third party pricing vendors or broker quotes.

For the period ended June 30, 2013, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended June 30, 2013, there were no transfers between Level 2 and Level 3 assets and liabilities.

Amounts designated as “—” are $0 or have been rounded to $O.

(a) The Registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the Registrant’s 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 Registrant’s 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 Registrant’s last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrant’s internal control over financial reporting.

(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.

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.

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.


1		SEI Institutional International Trust / Quarterly Report / June 30, 2013


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		05/19/2019		GBP		2,500	$	(453	)
Deutsche Bank	6-Mo nth EURIBOR Flate	1.77%		09/07/2022		EUR		5,250		6
Deutsche Bank	1.93%	6-M onth EURIBOR		04/03/2019		EUR		4,200		(186	)
JP Morgan Chase Bank	6-Month JPY LIBOR	2.22%		03/26/2027		JPY		750,000		870
Citiba nk	1.67%	6-M onth EURIBOR		05/27/2023		EUR		10,000		381
Royal Bank o f Scotland	6-Mo nth EURIBOR	3.14%		08/04/2021		EUR		1,450		250
M errill Lynch	3-Month Canadian Bankers Acceptance Rate	2.56%		04/24/2022		CAD		2,000		(31	)
UBS Warburg	2.66%	6-Month GBP LIBOR		09/05/2032		GBP		1,000		109
UBS Warburg	1.07%	6-Month EURIBOR Flate		09/11/2017		EUR		2,000		(21	)

									$	925


SEI Institutional International Trust

By		/S/ ROBERT A. NESHER
		Robert A. Nesher, President



By		/S/ PETER A. RODRIGUEZ
		Peter A. Rodriguez, Controller & CFO