UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANY
Investment Company Act File Number 811-05601
SEI Institutional International Trust
(Exact name of registrant as specified in charter)
SEI Investments
One Freedom Valley Drive
Oaks, PA 19456
(Address of principal executive offices) (Zip code)
c/o CT Corporation
155 Federal Street
Boston, MA 02110
(Name and address of agent for service)
Registrants telephone number, including area code: 1-800-342-5734
Date of fiscal year end: September 30, 2014
Date of reporting period: June 30, 2014
Item 1. | Schedule of Investments |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund
June 30, 2014
Description | Shares | Market Value ($ Thousands) |
||||||
COMMON STOCK 93.7% |
||||||||
Argentina 0.0% |
||||||||
Ternium ADR |
10,297 | $ | 288 | |||||
|
|
|||||||
Australia 1.8% |
||||||||
Adelaide Brighton |
124,420 | 405 | ||||||
Amcor |
48,567 | 478 | ||||||
Arrium |
377,172 | 283 | ||||||
Australia & New Zealand Banking Group |
186,035 | 5,854 | ||||||
Bank of Queensland |
278,884 | 3,209 | ||||||
BC Iron |
117,343 | 354 | ||||||
Boral |
48,357 | 240 | ||||||
Brambles |
1,094,277 | 9,492 | ||||||
Centamin* |
344,234 | 374 | ||||||
Challenger |
176,984 | 1,243 | ||||||
Commonwealth Bank of Australia |
166,721 | 12,727 | ||||||
Crown Resorts |
48,147 | 687 | ||||||
CSL |
75,814 | 4,762 | ||||||
CSR |
633,976 | 2,088 | ||||||
Downer EDI |
168,919 | 721 | ||||||
Echo Entertainment Group |
110,160 | 326 | ||||||
Flight Centre Travel Group |
8,600 | 361 | ||||||
Fortescue Metals Group |
274,393 | 1,127 | ||||||
iiNET |
25,187 | 174 | ||||||
Lend Lease |
3,075 | 38 | ||||||
Macquarie Group |
15,380 | 866 | ||||||
Mineral Resources (A) |
26,112 | 236 | ||||||
Mount Gibson Iron |
446,151 | 291 | ||||||
Nine Entertainment Holdings* |
94,766 | 193 | ||||||
Premier Investments |
15,664 | 126 | ||||||
Ramsay Health Care |
13,363 | 574 | ||||||
REA Group |
7,422 | 299 | ||||||
Seek |
15,556 | 233 | ||||||
Sonic Healthcare |
12,138 | 198 | ||||||
Suncorp Group |
86,910 | 1,111 | ||||||
Telstra |
265,264 | 1,304 | ||||||
Western Areas |
30,257 | 132 | ||||||
Westpac Banking |
24,557 | 785 | ||||||
|
|
|||||||
51,291 | ||||||||
|
|
|||||||
Austria 0.4% |
||||||||
Andritz |
115,245 | 6,659 | ||||||
OMV |
61,847 | 2,794 | ||||||
Raiffeisen International Bank Holding |
8,447 | 270 | ||||||
Telekom Austria |
9,480 | 93 | ||||||
Voestalpine (A) |
23,352 | 1,111 | ||||||
|
|
|||||||
10,927 | ||||||||
|
|
|||||||
Belgium 1.9% |
||||||||
Ageas |
256,233 | 10,221 | ||||||
AGFA-Gevaert* |
70,231 | 206 | ||||||
Anheuser-Busch InBev |
30,685 | 3,525 | ||||||
Belgacom (A) |
238,409 | 7,911 | ||||||
bpost |
21,272 | 537 | ||||||
Colruyt |
94,781 | 4,814 | ||||||
Delhaize Group |
33,338 | 2,255 | ||||||
Groupe Bruxelles Lambert |
40,293 | 4,187 | ||||||
KBC Groep |
271,177 | 14,758 | ||||||
Telenet Group Holding* |
8,172 | 466 | ||||||
Tessenderlo Chemie |
11,552 | 334 | ||||||
UCB |
46,368 | 3,925 | ||||||
|
|
|||||||
53,139 | ||||||||
|
|
Description | Shares | Market Value ($ Thousands) |
||||||
Brazil 0.3% |
||||||||
Braskem ADR |
34,215 | $ | 440 | |||||
Centrais Eletricas Brasileiras |
355,800 | 1,033 | ||||||
Centrais Eletricas Brasileiras ADR (A) |
1,065,969 | 3,113 | ||||||
Cia Energetica de Minas Gerais ADR (A) |
393,389 | 3,143 | ||||||
Cia Paranaense de Energia ADR (A) |
62,779 | 961 | ||||||
Light |
20,500 | 202 | ||||||
|
|
|||||||
8,892 | ||||||||
|
|
|||||||
Canada 3.8% |
||||||||
Agrium (A) |
136,827 | 12,537 | ||||||
Alimentation Couche Tard, Cl B |
253,000 | 6,943 | ||||||
Bank of Nova Scotia (A) |
118,371 | 7,906 | ||||||
Bankers Petroleum* |
18,400 | 118 | ||||||
Barrick Gold |
487,984 | 8,930 | ||||||
Cameco |
261,896 | 5,136 | ||||||
Canadian Natural Resources (A) |
43,500 | 2,002 | ||||||
Canfor* |
4,100 | 90 | ||||||
Cenovus Energy |
195,822 | 6,359 | ||||||
Cogeco Cable |
21,000 | 1,165 | ||||||
Encana |
21,600 | 513 | ||||||
Enerplus |
12,800 | 323 | ||||||
Entertainment One* |
45,396 | 241 | ||||||
Gildan Activewear |
98,018 | 5,785 | ||||||
Imperial Oil |
116,900 | 6,171 | ||||||
Jean Coutu Group PJC, Cl A |
69,400 | 1,476 | ||||||
Kinross Gold |
2,024,033 | 8,379 | ||||||
Laurentian Bank of Canada |
2,000 | 94 | ||||||
Linamar |
21,100 | 1,247 | ||||||
Magellan Aerospace |
5,200 | 58 | ||||||
Magna International, Cl A |
48,000 | 5,176 | ||||||
Mullen Group |
11,100 | 320 | ||||||
Quebecor, Cl B |
11,000 | 267 | ||||||
ShawCor |
130,000 | 7,242 | ||||||
Suncor Energy |
147,600 | 6,305 | ||||||
Superior Plus |
13,800 | 184 | ||||||
Talisman Energy |
615,306 | 6,522 | ||||||
Toronto-Dominion Bank |
73,411 | 3,786 | ||||||
Transcontinental, Cl A (A) |
17,100 | 241 | ||||||
Trinidad Drilling |
22,000 | 250 | ||||||
|
|
|||||||
105,766 | ||||||||
|
|
|||||||
China 0.2% |
||||||||
Lihua International* |
14,953 | 5 | ||||||
PICC Property & Casualty |
4,336,900 | 6,569 | ||||||
|
|
|||||||
6,574 | ||||||||
|
|
|||||||
Denmark 0.9% |
||||||||
AP Moeller - Maersk, Cl A |
212 | 499 | ||||||
AP Moeller - Maersk, Cl B |
2,269 | 5,638 | ||||||
Coloplast, Cl B |
928 | 84 | ||||||
Danske Bank |
7,259 | 205 | ||||||
DSV |
26,069 | 850 | ||||||
H Lundbeck |
9,829 | 242 | ||||||
Jyske Bank* |
130,001 | 7,379 | ||||||
Novo Nordisk, Cl B |
126,302 | 5,813 | ||||||
Pandora |
14,296 | 1,096 | ||||||
Rockwool International, Cl B |
2,035 | 376 | ||||||
TDC |
144,918 | 1,500 | ||||||
William Demant Holding* |
2,869 | 260 | ||||||
|
|
|||||||
23,942 | ||||||||
|
|
1 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund
June 30, 2014
Description | Shares | Market Value ($ Thousands) |
||||||
Finland 0.6% |
||||||||
Elisa, Cl A |
19,921 | $ | 609 | |||||
Fortum |
18,038 | 484 | ||||||
Neste Oil |
10,395 | 203 | ||||||
Nokia |
999,333 | 7,566 | ||||||
Orion, Cl B |
6,738 | 251 | ||||||
Sampo, Cl A |
63,784 | 3,227 | ||||||
Stora Enso, Cl R |
287,796 | 2,802 | ||||||
Tieto |
15,404 | 456 | ||||||
UPM-Kymmene |
134,021 | 2,290 | ||||||
|
|
|||||||
17,888 | ||||||||
|
|
|||||||
France 10.7% |
||||||||
Accor |
14,933 | 777 | ||||||
Aeroports de Paris |
4,954 | 653 | ||||||
Alcatel-Lucent* (A) |
2,665,148 | 9,517 | ||||||
Arkema |
91,685 | 8,923 | ||||||
AtoS |
13,265 | 1,105 | ||||||
AXA |
359,738 | 8,597 | ||||||
BNP Paribas |
406,725 | 27,590 | ||||||
Boiron |
1,900 | 165 | ||||||
Cap Gemini |
6,768 | 483 | ||||||
Carrefour (A) |
310,400 | 11,449 | ||||||
Cie de St.-Gobain |
24,217 | 1,366 | ||||||
Cie Generale des Etablissements- |
63,392 | 7,574 | ||||||
CNP Assurances |
20,896 | 434 | ||||||
Credit Agricole |
225,001 | 3,173 | ||||||
Dassault Systemes (A) |
3,546 | 456 | ||||||
Electricite de France |
241,203 | 7,596 | ||||||
Essilor International |
19,884 | 2,108 | ||||||
Etablissements Maurel et Prom |
15,912 | 273 | ||||||
Eurazeo |
5,875 | 489 | ||||||
GDF Suez |
227,434 | 6,260 | ||||||
Groupe Eurotunnel |
33,212 | 449 | ||||||
Iliad (A) |
2,853 | 862 | ||||||
Imerys (A) |
498 | 42 | ||||||
Ipsen |
9,199 | 416 | ||||||
JC Decaux |
12,538 | 468 | ||||||
Kering (A) |
14,953 | 3,279 | ||||||
Lagardere |
17,896 | 583 | ||||||
Legrand (A) |
199,865 | 12,228 | ||||||
Metropole Television |
10,297 | 209 | ||||||
Natixis |
133,741 | 857 | ||||||
Nexity |
8,567 | 393 | ||||||
Orange |
72,868 | 1,150 | ||||||
Pernod Ricard (A) |
31,185 | 3,745 | ||||||
Peugeot (A) |
380,350 | 5,622 | ||||||
Publicis Groupe* |
126,232 | 10,705 | ||||||
Rallye |
18,165 | 991 | ||||||
Rexel |
746,494 | 17,457 | ||||||
Safran |
120,222 | 7,870 | ||||||
Sanofi |
394,856 | 41,941 | ||||||
Schneider Electric |
229,305 | 21,584 | ||||||
SCOR (A) |
26,866 | 924 | ||||||
SES |
27,524 | 1,044 | ||||||
Societe Generale |
32,072 | 1,680 | ||||||
Sodexo |
98,449 | 10,588 | ||||||
Suez Environnement |
39,934 | 764 | ||||||
Technicolor* |
17,624 | 142 | ||||||
Technip (A) |
133,766 | 14,631 |
Description | Shares | Market Value ($ Thousands) |
||||||
Teleperformance |
4,248 | $ | 260 | |||||
Thales |
99,434 | 6,014 | ||||||
Total |
229,438 | 16,580 | ||||||
Valeo |
34,262 | 4,601 | ||||||
Vallourec |
188,088 | 8,422 | ||||||
Veolia Environnement* |
48,555 | 925 | ||||||
Vetoquinol (A) |
1,345 | 67 | ||||||
Vinci |
7,117 | 532 | ||||||
Vivendi |
9,907 | 242 | ||||||
Wendel |
5,451 | 781 | ||||||
Zodiac Aerospace |
29,079 | 984 | ||||||
|
|
|||||||
299,020 | ||||||||
|
|
|||||||
Germany 7.7% |
||||||||
Adidas |
30,186 | 3,057 | ||||||
Axel Springer |
3,324 | 205 | ||||||
Bayer |
150,435 | 21,246 | ||||||
Bayerische Motoren Werke |
28,685 | 3,638 | ||||||
Borussia Dortmund GmbH & KGaA |
22,765 | 147 | ||||||
Brenntag |
50,505 | 9,024 | ||||||
Commerzbank* |
106,317 | 1,671 | ||||||
Continental |
94,749 | 21,943 | ||||||
Daimler |
171,001 | 16,014 | ||||||
Deutsche Annington Immobilien |
5,129 | 151 | ||||||
Deutsche Boerse |
132,487 | 10,281 | ||||||
Deutsche Lufthansa |
335,729 | 7,208 | ||||||
Deutsche Post |
142,980 | 5,170 | ||||||
Deutsche Telekom |
107,199 | 1,879 | ||||||
Deutz |
13,983 | 111 | ||||||
Duerr |
1,335 | 118 | ||||||
E.ON |
205,212 | 4,237 | ||||||
Fraport Frankfurt Airport Services Worldwide |
6,553 | 463 | ||||||
Fresenius |
6,040 | 901 | ||||||
GEA Group |
80,231 | 3,799 | ||||||
Gerresheimer |
20,399 | 1,407 | ||||||
Grammer |
6,818 | 383 | ||||||
HeidelbergCement |
47,099 | 4,019 | ||||||
Henkel |
18,922 | 1,904 | ||||||
Hochtief |
43,217 | 3,740 | ||||||
Hugo Boss |
5,356 | 800 | ||||||
Indus Holding |
2,704 | 134 | ||||||
Infineon Technologies |
432,126 | 5,401 | ||||||
Kabel Deutschland Holding |
4,327 | 634 | ||||||
KUKA |
4,558 | 276 | ||||||
Linde |
62,806 | 13,354 | ||||||
MAN |
1,530 | 189 | ||||||
Merck |
62,372 | 5,413 | ||||||
Metro |
20,552 | 896 | ||||||
Muenchener Rueckversicherungs |
22,820 | 5,058 | ||||||
Nordex* |
34,449 | 766 | ||||||
OSRAM Licht* |
39,967 | 2,016 | ||||||
Rhoen Klinikum |
24,468 | 808 | ||||||
RTL Group |
7,154 | 796 | ||||||
RWE |
180,577 | 7,755 | ||||||
SAP |
159,925 | 12,349 | ||||||
SAP ADR (A) |
79,100 | 6,091 | ||||||
Siemens |
150,190 | 19,833 | ||||||
Sky Deutschland* |
91,401 | 842 | ||||||
Suedzucker |
40,762 | 823 | ||||||
ThyssenKrupp |
240,256 | 7,003 | ||||||
TUI |
32,267 | 543 | ||||||
United Internet |
19,038 | 839 | ||||||
|
|
|||||||
215,335 | ||||||||
|
|
2 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund
June 30, 2014
Description | Shares | Market Value ($ Thousands) |
||||||
Greece 0.3% |
||||||||
Alpha Bank AE* |
8,342,038 | $ | 7,767 | |||||
|
|
|||||||
Guernsey 0.1% |
||||||||
Friends Life Group |
300,250 | 1,619 | ||||||
|
|
|||||||
Hong Kong 2.5% |
||||||||
AIA Group |
2,437,200 | 12,248 | ||||||
Cathay Pacific Airways |
170,000 | 318 | ||||||
Chaoda Modern Agriculture* (B)(C) |
2,440,000 | | ||||||
Cheung Kong Holdings |
4,000 | 71 | ||||||
China Merchants Holdings International |
1,300,000 | 4,059 | ||||||
China Mobile |
1,022,240 | 9,919 | ||||||
CNOOC |
6,169,000 | 11,080 | ||||||
Digital China Holdings |
4,431,000 | 4,002 | ||||||
Galaxy Entertainment Group |
386,000 | 3,088 | ||||||
Henderson Land Development |
697,400 | 4,081 | ||||||
Hongkong Land Holdings |
412,000 | 2,748 | ||||||
Hutchison Whampoa |
120,500 | 1,648 | ||||||
Jardine Matheson Holdings |
97,442 | 5,779 | ||||||
Jardine Strategic Holdings |
122,610 | 4,381 | ||||||
Link (D) |
768,000 | 4,132 | ||||||
MGM China Holdings |
195,200 | 678 | ||||||
Sands China |
319,200 | 2,411 | ||||||
SJM Holdings |
224,000 | 561 | ||||||
|
|
|||||||
71,204 | ||||||||
|
|
|||||||
India 0.2% |
||||||||
Idea Cellular |
1,943,084 | 4,279 | ||||||
|
|
|||||||
Indonesia 0.1% |
||||||||
APERAM* (A) |
45,788 | 1,545 | ||||||
|
|
|||||||
Ireland 0.3% |
||||||||
Bank of Ireland* |
4,512,279 | 1,526 | ||||||
CRH |
1,180 | 30 | ||||||
ICON* |
10,762 | 507 | ||||||
Kerry Group, Cl A |
15,621 | 1,173 | ||||||
Mallinckrodt* (A) |
16,144 | 1,292 | ||||||
Ryanair Holdings ADR* |
33,800 | 1,886 | ||||||
Smurfit Kappa Group |
82,673 | 1,889 | ||||||
|
|
|||||||
8,303 | ||||||||
|
|
|||||||
Israel 1.7% |
||||||||
Bank Hapoalim |
153,463 | 888 | ||||||
Bank Leumi Le-Israel* |
1,744 | 7 | ||||||
Bezeq Israeli Telecommunication |
5,270,279 | 9,883 | ||||||
Check Point Software Technologies* |
240,021 | 16,089 | ||||||
NICE Systems |
4,227 | 173 | ||||||
Teva Pharmaceutical Industries ADR |
366,585 | 19,216 | ||||||
|
|
|||||||
46,256 | ||||||||
|
|
|||||||
Italy 2.1% |
||||||||
Ascopiave |
56,391 | 154 | ||||||
Assicurazioni Generali |
50,612 | 1,109 |
Description | Shares | Market Value ($ Thousands) |
||||||
Atlantia |
60,770 | $ | 1,732 | |||||
Azimut Holding |
183,675 | 4,733 | ||||||
Enel (A) |
502,189 | 2,925 | ||||||
ERG |
248,064 | 3,828 | ||||||
Exor |
103,913 | 4,267 | ||||||
Fiat |
120,462 | 1,189 | ||||||
Finmeccanica |
12,390 | 118 | ||||||
Intesa Sanpaolo |
1,904,796 | 5,884 | ||||||
Luxottica Group |
10,278 | 595 | ||||||
Mediaset* |
1,658,121 | 8,082 | ||||||
Mediobanca |
66,955 | 667 | ||||||
Pirelli & C (A) |
42,418 | 681 | ||||||
Recordati |
20,281 | 341 | ||||||
Snam Rete Gas |
232,836 | 1,403 | ||||||
Telecom Italia |
741,808 | 939 | ||||||
Telecom Italia RNC |
9,397,028 | 9,283 | ||||||
Terna Rete Elettrica Nazionale (A) |
160,035 | 844 | ||||||
UniCredit |
1,138,572 | 9,533 | ||||||
Unione di Banche Italiane |
125,417 | 1,085 | ||||||
UnipolSai |
127,991 | 411 | ||||||
|
|
|||||||
59,803 | ||||||||
|
|
|||||||
Japan 17.1% |
||||||||
Aeon Mall |
4,700 | 124 | ||||||
Alfresa Holdings |
24,800 | 1,599 | ||||||
Alpen |
12,500 | 220 | ||||||
Aoyama Trading |
13,500 | 369 | ||||||
Arcland Sakamoto |
16,700 | 355 | ||||||
Asahi Kasei |
217,000 | 1,660 | ||||||
Astellas Pharma |
265,500 | 3,488 | ||||||
Bandai Namco Holdings |
20,200 | 473 | ||||||
Benesse |
900 | 39 | ||||||
Bridgestone |
153,800 | 5,382 | ||||||
Calsonic Kansei |
104,000 | 693 | ||||||
Canon Marketing Japan |
57,900 | 1,086 | ||||||
Casio Computer |
4,600 | 67 | ||||||
Central Japan Railway |
25,700 | 3,666 | ||||||
Chiyoda |
6,000 | 73 | ||||||
Citizen Holdings |
13,400 | 105 | ||||||
Coca-Cola West |
43,600 | 752 | ||||||
Dai Nippon Printing (A) |
751,000 | 7,843 | ||||||
Daikin Industries |
44,000 | 2,776 | ||||||
Daikyo |
175,000 | 411 | ||||||
Daito Trust Construction |
39,700 | 4,667 | ||||||
Daiwa House Industry |
174,000 | 3,607 | ||||||
Daiwa Securities Group |
336,000 | 2,909 | ||||||
Denso |
37,700 | 1,799 | ||||||
Dentsu |
4,200 | 171 | ||||||
Don Quijote Holdings |
9,500 | 530 | ||||||
Doutor Nichires Holdings |
12,000 | 212 | ||||||
Dydo Drinco |
11,900 | 545 | ||||||
East Japan Railway |
41,000 | 3,229 | ||||||
Ebara |
1,234,000 | 7,796 | ||||||
Fanuc |
56,200 | 9,692 | ||||||
Fuji Film Holdings |
521,700 | 14,548 | ||||||
Fuji Heavy Industries |
99,200 | 2,747 | ||||||
Fuji Soft |
7,600 | 169 | ||||||
Fujitsu |
513,000 | 3,843 | ||||||
Geo Holdings |
20,000 | 174 | ||||||
Hirose Electric |
1,400 | 208 | ||||||
Hitachi |
1,959,000 | 14,349 | ||||||
Hitachi Metals |
38,000 | 575 |
3 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund
June 30, 2014
Description | Shares | Market Value ($ Thousands) |
||||||
Hoya |
51,500 | $ | 1,711 | |||||
Hulic |
53,700 | 708 | ||||||
IHI |
10,000 | 47 | ||||||
IT Holdings |
61,000 | 1,048 | ||||||
Japan Airlines |
53,700 | 2,968 | ||||||
Japan Exchange Group |
2,000 | 49 | ||||||
Japan Prime Realty Investment, Cl A (D) |
38 | 136 | ||||||
Japan Tobacco |
212,000 | 7,728 | ||||||
JGC |
220,000 | 6,684 | ||||||
JTEKT |
35,700 | 602 | ||||||
Kaken Pharmaceutical |
14,000 | 296 | ||||||
Kandenko |
40,000 | 233 | ||||||
Kanematsu |
158,000 | 284 | ||||||
Kansai Paint |
727,600 | 12,160 | ||||||
Kawasaki Heavy Industries |
53,000 | 202 | ||||||
KDDI |
336,700 | 20,537 | ||||||
Keyence |
33,100 | 14,440 | ||||||
Komatsu |
183,300 | 4,256 | ||||||
Konica Minolta |
56,500 | 558 | ||||||
Kuroda Electric |
10,100 | 156 | ||||||
Lawson |
82,600 | 6,197 | ||||||
M3 |
8,800 | 140 | ||||||
Mabuchi Motor |
112,300 | 8,514 | ||||||
Mazda Motor |
405,000 | 1,899 | ||||||
Medipal Holdings |
64,200 | 910 | ||||||
MEIJI Holdings |
10,300 | 682 | ||||||
Miraca Holdings |
130,000 | 6,301 | ||||||
Misawa Homes |
24,600 | 323 | ||||||
Mitsubishi Tanabe Pharma |
360,400 | 5,397 | ||||||
Mitsui Fudosan |
12,000 | 405 | ||||||
Morinaga Milk Industry |
122,000 | 440 | ||||||
MS&AD Insurance Group Holdings |
437,400 | 10,565 | ||||||
Murata Manufacturing |
30,500 | 2,854 | ||||||
Nabtesco |
190,000 | 4,201 | ||||||
NGK Insulators |
34,000 | 772 | ||||||
NGK Spark Plug |
35,000 | 987 | ||||||
NH Foods |
31,000 | 606 | ||||||
Nidec |
32,700 | 2,006 | ||||||
Nikon (A) |
640,600 | 10,086 | ||||||
Nippon Express |
28,000 | 136 | ||||||
Nippon Flour Mills |
39,000 | 207 | ||||||
Nippon Paint |
29,000 | 614 | ||||||
Nippon Steel & Sumitomo Metal |
222,000 | 710 | ||||||
Nippon Telegraph & Telephone |
81,100 | 5,058 | ||||||
Nippon Telegraph & Telephone ADR |
388,907 | 12,138 | ||||||
Nippon Yusen |
105,000 | 303 | ||||||
Nissan Motor |
511,500 | 4,852 | ||||||
Nissan Tokyo Sales Holdings |
20,000 | 61 | ||||||
Nisshin Fudosan |
10,600 | 42 | ||||||
Nitori Holdings |
12,700 | 695 | ||||||
Nomura Holdings |
34,800 | 246 | ||||||
Nomura Real Estate Holdings |
80,300 | 1,520 | ||||||
North Pacific Bank |
182,100 | 786 | ||||||
NSK |
63,000 | 819 | ||||||
Oji Holdings |
131,000 | 539 | ||||||
Omron |
34,500 | 1,454 | ||||||
Ono Pharmaceutical |
11,300 | 995 | ||||||
Oriental Land |
2,600 | 445 | ||||||
ORIX |
2,700 | 45 |
Description | Shares | Market Value ($ Thousands) |
||||||
Otsuka |
7,800 | $ | 378 | |||||
Otsuka Holdings |
74,500 | 2,309 | ||||||
Panasonic |
427,600 | 5,209 | ||||||
Rakuten |
70,900 | 916 | ||||||
Rohm |
121,800 | 6,985 | ||||||
Ryohin Keikaku |
70,400 | 7,992 | ||||||
Santen Pharmaceutical |
126,500 | 7,118 | ||||||
Secom |
4,800 | 293 | ||||||
Seiko Epson |
3,200 | 136 | ||||||
Seino Holdings |
124,000 | 1,408 | ||||||
Sekisui Chemical |
415,000 | 4,805 | ||||||
Sekisui House |
468,300 | 6,421 | ||||||
Seven & I Holdings |
154,000 | 6,488 | ||||||
Shimadzu |
38,000 | 348 | ||||||
Shimizu |
91,000 | 644 | ||||||
Shin-Etsu Chemical |
154,300 | 9,379 | ||||||
Shinko Electric Industries |
23,900 | 218 | ||||||
Shiseido |
446,900 | 8,148 | ||||||
Showa |
25,500 | 310 | ||||||
Showa Shell Sekiyu |
36,600 | 416 | ||||||
SKY Perfect JSAT Holdings |
30,100 | 176 | ||||||
SMC |
70,300 | 18,813 | ||||||
SoftBank |
317,400 | 23,633 | ||||||
Sojitz |
246,300 | 435 | ||||||
Stanley Electric |
20,400 | 532 | ||||||
Sugi Holdings |
101,900 | 4,647 | ||||||
Sumitomo Chemical |
182,000 | 688 | ||||||
Sumitomo Electric Industries |
8,200 | 115 | ||||||
Sumitomo Forestry |
15,700 | 192 | ||||||
Sumitomo Mitsui Financial Group |
552,700 | 23,154 | ||||||
Sumitomo Mitsui Trust Holdings |
1,944,220 | 8,886 | ||||||
Suzuken |
30,700 | 1,142 | ||||||
Taiheiyo Cement |
198,000 | 797 | ||||||
Takata |
200,400 | 4,305 | ||||||
TDK |
7,800 | 366 | ||||||
Toho Holdings |
45,100 | 909 | ||||||
Tokyo Tatemono |
16,000 | 148 | ||||||
Toppan Printing |
83,000 | 642 | ||||||
Tosoh |
24,000 | 116 | ||||||
TOTO |
52,000 | 701 | ||||||
Toyo Seikan Group Holdings |
27,200 | 418 | ||||||
Toyota Industries |
11,500 | 594 | ||||||
Toyota Motor |
364,600 | 21,896 | ||||||
Toyota Motor ADR |
52,058 | 6,229 | ||||||
Trend Micro |
11,500 | 379 | ||||||
Tsuruha Holdings |
78,500 | 4,332 | ||||||
Ulvac* |
14,800 | 315 | ||||||
United Urban Investment (D) |
81 | 131 | ||||||
USS |
20,700 | 353 | ||||||
Wacoal Holdings |
599,704 | 6,512 | ||||||
Warabeya Nichiyo |
13,300 | 269 | ||||||
Watabe Wedding |
6,395 | 39 | ||||||
Yamaha |
31,600 | 499 | ||||||
Yamato Holdings |
7,900 | 164 | ||||||
Yamazaki Baking |
80,000 | 999 | ||||||
Yellow Hat |
12,500 | 289 | ||||||
Yokogawa Electric |
29,300 | 370 | ||||||
|
|
|||||||
476,810 | ||||||||
|
|
|||||||
Malta 0.0% |
||||||||
BGP Holdings* (C) |
198,683 | | ||||||
|
|
4 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund
June 30, 2014
Description | Shares | Market Value ($ Thousands) |
||||||
Mexico 0.1% |
||||||||
Gruma, Cl B* |
27,044 | $ | 324 | |||||
Grupo Financiero Banorte, Cl O |
266,416 | 1,905 | ||||||
|
|
|||||||
2,229 | ||||||||
|
|
|||||||
Netherlands 6.2% |
||||||||
Aegon |
714,534 | 6,236 | ||||||
Airbus Group |
109,775 | 7,356 | ||||||
Akzo Nobel |
354,140 | 26,547 | ||||||
ASML Holding |
227,405 | 21,175 | ||||||
BinckBank |
21,382 | 271 | ||||||
Boskalis Westminster |
22,283 | 1,278 | ||||||
Delta Lloyd |
20,943 | 532 | ||||||
Gemalto* (A) |
8,758 | 908 | ||||||
Heineken Holding |
5,558 | 365 | ||||||
ING Groep* |
711,860 | 10,000 | ||||||
Koninklijke Ahold |
393,155 | 7,380 | ||||||
Koninklijke DSM |
96,270 | 7,011 | ||||||
Koninklijke KPN |
380,329 | 1,386 | ||||||
Koninklijke Philips |
14,638 | 464 | ||||||
OCI* |
15,026 | 586 | ||||||
PostNL |
954,622 | 4,509 | ||||||
Randstad Holding |
25,579 | 1,386 | ||||||
Reed Elsevier |
949,865 | 21,783 | ||||||
Royal Dutch Shell, Cl A |
507,718 | 21,013 | ||||||
Royal Dutch Shell ADR, Cl B |
120,744 | 10,506 | ||||||
TKH Group |
3,888 | 133 | ||||||
TNT Express (A) |
807,451 | 7,307 | ||||||
Unilever |
161,439 | 7,063 | ||||||
Wolters Kluwer |
250,418 | 7,413 | ||||||
|
|
|||||||
172,608 | ||||||||
|
|
|||||||
New Zealand 0.0% |
||||||||
Air New Zealand |
139,644 | 254 | ||||||
Fletcher Building |
27,665 | 214 | ||||||
Ryman Healthcare |
55,085 | 412 | ||||||
|
|
|||||||
880 | ||||||||
|
|
|||||||
Norway 1.3% |
||||||||
Archer* |
68,195 | 122 | ||||||
Bonheur (A) |
5,117 | 103 | ||||||
DnB |
789,476 | 14,435 | ||||||
Kvaerner |
80,275 | 165 | ||||||
Salmar |
7,125 | 124 | ||||||
Seadrill |
203,905 | 8,085 | ||||||
Statoil |
319,912 | 9,822 | ||||||
Telenor |
170,760 | 3,888 | ||||||
Veidekke |
8,294 | 93 | ||||||
|
|
|||||||
36,837 | ||||||||
|
|
|||||||
Poland 0.0% |
||||||||
Tauron Polska Energia |
59,269 | 101 | ||||||
|
|
|||||||
Portugal 0.1% |
||||||||
CTT Correios de Portugal* |
23,239 | 231 | ||||||
Energias de Portugal |
239,844 | 1,203 | ||||||
Sonae |
211,509 | 347 | ||||||
|
|
|||||||
1,781 | ||||||||
|
|
|||||||
Puerto Rico 0.0% |
||||||||
Triple-S Management, Cl B* |
7,516 | 135 | ||||||
|
|
|||||||
Russia 0.4% |
||||||||
Gazprom ADR |
854,460 | 7,447 |
Description | Shares | Market Value ($ Thousands) |
||||||
Sberbank of Russia ADR |
244,249 | $ | 2,484 | |||||
Surgutneftegas ADR |
8,414 | 65 | ||||||
|
|
|||||||
9,996 | ||||||||
|
|
|||||||
Singapore 1.0% |
||||||||
City Developments |
508,000 | 4,169 | ||||||
DBS Group Holdings |
633,000 | 8,505 | ||||||
Flextronics International* |
247,798 | 2,743 | ||||||
Sembcorp Industries |
969,000 | 4,174 | ||||||
Sembcorp Marine (A) |
1,240,000 | 4,078 | ||||||
United Overseas Bank |
228,600 | 4,129 | ||||||
|
|
|||||||
27,798 | ||||||||
|
|
|||||||
South Africa 0.0% |
||||||||
ArcelorMittal (A) |
63,922 | 948 | ||||||
Net 1 UEPS Technologies* |
16,829 | 191 | ||||||
|
|
|||||||
1,139 | ||||||||
|
|
|||||||
South Korea 2.4% |
||||||||
KB Financial Group ADR |
152,945 | 5,316 | ||||||
Korea Electric Power |
189,710 | 6,994 | ||||||
KT&G |
114,702 | 10,146 | ||||||
LG Display ADR |
215,154 | 3,393 | ||||||
Meritz Financial Group |
22,180 | 165 | ||||||
POSCO |
14,862 | 4,465 | ||||||
Samsung Electronics |
11,725 | 15,320 | ||||||
SK Telecom |
48,496 | 11,335 | ||||||
SK Telecom ADR (A) |
345,438 | 8,961 | ||||||
|
|
|||||||
66,095 | ||||||||
|
|
|||||||
Spain 0.9% |
||||||||
Abertis Infraestructuras |
37,465 | 862 | ||||||
ACS Actividades de Construccion y Servicios |
43,027 | 1,968 | ||||||
Amadeus IT Holding, Cl A |
97,210 | 4,009 | ||||||
Banco Bilbao Vizcaya Argentaria |
84,953 | 1,083 | ||||||
Banco Popular Espanol |
97,587 | 652 | ||||||
Banco Santander |
108,301 | 1,131 | ||||||
CaixaBank |
205,038 | 1,265 | ||||||
Enagas |
33,212 | 1,069 | ||||||
Endesa |
8,158 | 316 | ||||||
Ferrovial |
44,015 | 980 | ||||||
Gamesa Tecnologica* |
10,518 | 131 | ||||||
Gas Natural (A) |
57,565 | 1,818 | ||||||
Grifols |
10,724 | 586 | ||||||
Iberdrola |
107,864 | 825 | ||||||
Inditex |
3,332 | 513 | ||||||
Red Electrica (A) |
13,640 | 1,247 | ||||||
Tecnicas Reunidas |
84,080 | 5,200 | ||||||
Telefonica |
34,972 | 599 | ||||||
Zardoya Otis (A) |
28,710 | 511 | ||||||
|
|
|||||||
24,765 | ||||||||
|
|
|||||||
Sweden 2.3% |
||||||||
Assa Abloy, Cl B |
24,060 | 1,224 | ||||||
Electrolux, Cl B |
149,857 | 3,788 | ||||||
Elekta, Cl B (A) |
232,162 | 2,952 | ||||||
Hennes & Mauritz, Cl B |
848 | 37 | ||||||
Hufvudstaden, Cl A |
12,132 | 170 | ||||||
Industrivarden, Cl C |
53,662 | 1,060 | ||||||
Intrum Justitia |
4,443 | 133 | ||||||
Investor, Cl B |
12,887 | 483 | ||||||
JM |
3,356 | 124 | ||||||
Kinnevik Investment, Cl B |
44,209 | 1,883 | ||||||
Loomis, Cl B |
3,998 | 123 | ||||||
NCC, Cl B |
18,704 | 644 |
5 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund
June 30, 2014
Description | Shares | Market Value ($ Thousands) |
||||||
Nordea Bank |
664,101 | $ | 9,367 | |||||
Skandinaviska Enskilda Banken, Cl A |
445,156 | 5,946 | ||||||
Skanska, Cl B |
94,496 | 2,156 | ||||||
Svenska Cellulosa, Cl B |
130,799 | 3,406 | ||||||
Svenska Handelsbanken, Cl A |
1,204 | 59 | ||||||
Swedbank, Cl A |
162,824 | 4,316 | ||||||
Telefonaktiebolaget LM Ericsson, Cl B |
712,643 | 8,608 | ||||||
Telefonaktiebolaget LM Ericsson |
766,815 | 9,263 | ||||||
Volvo, Cl B |
553,566 | 7,622 | ||||||
|
|
|||||||
63,364 | ||||||||
|
|
|||||||
Switzerland 9.5% |
||||||||
Actelion |
29,385 | 3,718 | ||||||
Adecco |
64,482 | 5,308 | ||||||
Aryzta |
13,921 | 1,319 | ||||||
Autoneum Holding |
609 | 122 | ||||||
Baloise Holding |
9,033 | 1,064 | ||||||
Barry Callebaut |
30 | 41 | ||||||
Bucher Industries |
491 | 169 | ||||||
Clariant |
661,968 | 12,959 | ||||||
Credit Suisse Group |
619,349 | 17,712 | ||||||
Emmi |
824 | 298 | ||||||
EMS-Chemie Holding |
1,443 | 576 | ||||||
Galenica |
1,156 | 1,129 | ||||||
Geberit |
3,465 | 1,216 | ||||||
Georg Fischer |
2,121 | 1,520 | ||||||
Givaudan |
13,175 | 21,973 | ||||||
Julius Baer Group |
129,083 | 5,322 | ||||||
Kuehne & Nagel International |
1,176 | 156 | ||||||
Lindt & Spruengli |
83 | 1,159 | ||||||
Lonza Group |
58,239 | 6,337 | ||||||
Nestle |
98,709 | 7,647 | ||||||
Novartis |
395,199 | 35,785 | ||||||
OC Oerlikon |
142,565 | 2,066 | ||||||
Pargesa Holding |
2,541 | 228 | ||||||
Partners Group Holding |
21,826 | 5,966 | ||||||
Roche Holding |
130,880 | 39,037 | ||||||
SGS |
5,079 | 12,171 | ||||||
Siegfried Holding |
717 | 131 | ||||||
Sika |
3,326 | 13,600 | ||||||
Sonova Holding |
41,161 | 6,280 | ||||||
Sulzer* |
44,269 | 6,210 | ||||||
Swiss Life Holding |
21,592 | 5,120 | ||||||
Swiss Re |
30,400 | 2,705 | ||||||
Swisscom |
1,343 | 781 | ||||||
Syngenta |
10,866 | 4,047 | ||||||
Tecan Group |
1,360 | 156 | ||||||
UBS |
471,917 | 8,646 | ||||||
UBS Registered |
1,081,301 | 19,838 | ||||||
Zurich Insurance Group |
44,988 | 13,560 | ||||||
|
|
|||||||
266,072 | ||||||||
|
|
|||||||
Taiwan 0.2% |
||||||||
Hon Hai Precision Industry |
1,368,000 | 4,582 | ||||||
Radium Life Tech* |
260,000 | 181 | ||||||
Taiwan Semiconductor Manufacturing ADR |
35,057 | 750 | ||||||
United Microelectronics ADR |
398,752 | 961 | ||||||
|
|
|||||||
6,474 | ||||||||
|
|
|||||||
United Kingdom 15.4% |
||||||||
3i Group |
85,609 | 588 |
Description | Shares | Market Value ($ Thousands) |
||||||
Admiral Group |
2,478 | $ | 66 | |||||
Afren* |
132,019 | 327 | ||||||
Amlin |
1,229,229 | 9,838 | ||||||
Aon |
100,100 | 9,018 | ||||||
ASOS* |
1,462 | 74 | ||||||
Associated British Foods |
169,799 | 8,852 | ||||||
AstraZeneca |
157,647 | 11,700 | ||||||
Aviva |
1,256,639 | 10,969 | ||||||
Babcock International Group |
60,000 | 1,192 | ||||||
BAE Systems |
305,463 | 2,261 | ||||||
Balfour Beatty |
773,027 | 3,086 | ||||||
Barclays |
4,147,610 | 15,091 | ||||||
Berendsen |
54,241 | 908 | ||||||
BG Group |
1,037,214 | 21,902 | ||||||
BHP Billiton |
124,151 | 4,011 | ||||||
BP |
357,219 | 3,145 | ||||||
BP ADR |
72,369 | 3,817 | ||||||
British American Tobacco |
289,230 | 17,200 | ||||||
British Land (D) |
54,313 | 652 | ||||||
British Sky Broadcasting Group |
7,736 | 120 | ||||||
BT Group, Cl A |
817,719 | 5,382 | ||||||
Bunzl |
452,454 | 12,548 | ||||||
Capita |
245,307 | 4,803 | ||||||
Carnival |
159,469 | 6,020 | ||||||
Catlin Group |
686,353 | 6,278 | ||||||
Centrica |
106,915 | 571 | ||||||
Cobham |
61,708 | 329 | ||||||
Compass Group |
136,199 | 2,368 | ||||||
Diageo |
350,452 | 11,181 | ||||||
Drax Group |
19,241 | 211 | ||||||
EnQuest* |
47,528 | 115 | ||||||
GKN |
283,346 | 1,759 | ||||||
GlaxoSmithKline |
292,933 | 7,834 | ||||||
Hargreaves Lansdown |
33,878 | 717 | ||||||
Hikma Pharmaceuticals |
43,058 | 1,235 | ||||||
Home Retail Group |
2,606,352 | 7,879 | ||||||
Howden Joinery Group |
1,032,470 | 5,466 | ||||||
HSBC Holdings |
2,474,281 | 25,087 | ||||||
IMI |
17,950 | 456 | ||||||
International Consolidated Airlines Group* |
1,957,408 | 12,401 | ||||||
Investec |
28,383 | 262 | ||||||
ITV |
741,582 | 2,260 | ||||||
John Wood Group |
18,089 | 249 | ||||||
Johnson Matthey |
29,298 | 1,553 | ||||||
Kingfisher |
283,935 | 1,743 | ||||||
Land Securities Group (D) |
1,104 | 20 | ||||||
Legal & General Group |
764,713 | 2,947 | ||||||
Lloyds Banking Group* |
19,763,437 | 25,091 | ||||||
London Stock Exchange Group |
16,756 | 575 | ||||||
Man Group |
160,529 | 289 | ||||||
Meggitt |
141,782 | 1,227 | ||||||
Melrose Industries |
79,396 | 353 | ||||||
Michael Page International |
699,531 | 5,155 | ||||||
Mondi |
107,590 | 1,954 | ||||||
National Grid |
52,840 | 759 | ||||||
Next |
27,003 | 2,990 | ||||||
Pace |
17,386 | 105 | ||||||
Premier Oil |
366,995 | 2,095 | ||||||
Prudential |
548,461 | 12,576 | ||||||
QinetiQ Group |
252,702 | 894 | ||||||
Reckitt Benckiser Group |
6,849 | 597 |
6 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund
June 30, 2014
Description | Shares | Market Value ($ Thousands) |
||||||
Reed Elsevier |
880,801 | $ | 14,157 | |||||
Rentokil Initial |
4,084,785 | 7,781 | ||||||
Rexam |
642,961 | 5,882 | ||||||
Rio Tinto |
88,496 | 4,704 | ||||||
Rolls-Royce Holdings |
40,607 | 742 | ||||||
SABMiller |
139,345 | 8,072 | ||||||
Schroders |
11,610 | 497 | ||||||
Segro (D) |
116,190 | 686 | ||||||
Shire |
141,704 | 11,073 | ||||||
Smith & Nephew |
47,610 | 846 | ||||||
Smiths Group |
8,157 | 181 | ||||||
St. Jamess Place |
437,440 | 5,699 | ||||||
Synthomer |
21,503 | 85 | ||||||
TalkTalk Telecom Group |
1,467,890 | 8,170 | ||||||
Tate & Lyle |
27,024 | 316 | ||||||
Tesco |
1,614,390 | 7,845 | ||||||
Thomas Cook Group* |
1,124,531 | 2,567 | ||||||
Travis Perkins |
220,562 | 6,177 | ||||||
TSB Banking Group* (E) |
849,234 | 4,088 | ||||||
TUI Travel |
196,122 | 1,335 | ||||||
Vodafone Group |
6,283,976 | 20,952 | ||||||
Whitbread |
29,617 | 2,233 | ||||||
WPP |
649,561 | 14,150 | ||||||
Xchanging |
57,394 | 145 | ||||||
|
|
|||||||
429,534 | ||||||||
|
|
|||||||
United States 1.2% |
||||||||
Alliance HealthCare Services* |
7,648 | 207 | ||||||
Argan |
12,894 | 481 | ||||||
Axis Capital Holdings |
176,543 | 7,817 | ||||||
Computer Sciences |
65,659 | 4,150 | ||||||
Constellium, Cl A* |
41,612 | 1,334 | ||||||
Engility Holdings* |
4,031 | 154 | ||||||
Inteliquent |
13,102 | 182 | ||||||
Manpowergroup |
60,399 | 5,125 | ||||||
Medifast* |
20,734 | 631 | ||||||
Midcoast Energy Partners |
8,592 | 189 | ||||||
Nielsen |
161,600 | 7,823 | ||||||
NN |
18,207 | 466 | ||||||
PharMerica* |
14,739 | 421 | ||||||
Provident Financial Holdings |
5,496 | 80 | ||||||
RadNet* |
30,354 | 201 | ||||||
Renewable Energy Group* |
28,868 | 331 | ||||||
Repligen* |
5,809 | 132 | ||||||
REX American Resources* |
11,831 | 867 | ||||||
RPX* |
18,742 | 333 | ||||||
Ruby Tuesday* |
13,356 | 101 | ||||||
Skullcandy* |
72,700 | 527 | ||||||
Taro Pharmaceutical Industries* |
6,130 | 858 | ||||||
Warren Resources* |
61,957 | 384 | ||||||
|
|
|||||||
32,794 | ||||||||
|
|
|||||||
Total Common Stock |
2,613,250 | |||||||
|
|
|||||||
PREFERRED STOCK 1.1% |
||||||||
Brazil 0.0% |
||||||||
Cia Brasileira de Distribuicao Grupo Pao de Acucar ADR |
7,482 | 347 | ||||||
|
|
|||||||
Germany 1.1% |
||||||||
Bayerische Motoren Werke |
8,215 | 787 | ||||||
Draegerwerk |
2,624 | 282 |
Description | Shares/Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||
Henkel |
95,569 | $ | 11,047 | |||||
ProSiebenSat.1 Media (A) |
36,044 | 1,606 | ||||||
Volkswagen |
59,834 | 15,713 | ||||||
|
|
|||||||
29,435 | ||||||||
|
|
|||||||
Total Preferred Stock |
29,782 | |||||||
|
|
|||||||
U.S. TREASURY OBLIGATION (F)(G) 0.3% |
|
|||||||
U.S. Treasury Bills |
||||||||
0.045%, 07/24/2014 |
$ | 8,419 | 8,419 | |||||
|
|
|||||||
Total U.S. Treasury Obligation |
8,419 | |||||||
|
|
|||||||
Number Of Rights |
||||||||
RIGHTS 0.0% |
||||||||
Spain 0.0% |
||||||||
CaixaBank, Expires 07/02/2014* |
205 | 15 | ||||||
|
|
|||||||
Total Rights |
15 | |||||||
|
|
|||||||
AFFILIATED PARTNERSHIP 3.9% |
|
|||||||
SEI Liquidity Fund, L.P. |
||||||||
0.080% **(H) |
110,116,498 | 110,116 | ||||||
|
|
|||||||
Total Affiliated Partnership |
110,116 | |||||||
|
|
|||||||
CASH EQUIVALENT 2.0% |
|
|||||||
SEI Daily Income Trust, Prime Obligation Fund, Cl A |
||||||||
0.010% ** |
56,025,012 | 56,025 | ||||||
|
|
|||||||
Total Cash Equivalent |
56,025 | |||||||
|
|
|||||||
Total Investments 101.0% |
$ | 2,817,607 | ||||||
|
|
A list of the open futures contracts held by the Fund at June 30, 2014, is as follows:
Type of Contract | Number of Contracts Long |
Expiration Date |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||
DJ Euro Stoxx 50 Index |
524 | Sep-2014 | $ | (254 | ) | |||||||
FTSE 100 Index |
163 | Sep-2014 | (37 | ) | ||||||||
Hang Seng Index |
20 | Jul-2014 | 41 | |||||||||
SPI 200 Index |
51 | Sep-2014 | 6 | |||||||||
Topix Index |
105 | Sep-2014 | 192 | |||||||||
|
|
|||||||||||
$ | (52 | ) | ||||||||||
|
|
For the period ended June 30, 2014, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.
7 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund
June 30, 2014
Percentages are based on a Net Assets of $2,788,531 ($ Thousands).
* | Non-income producing security. |
** | Rate shown is the 7-day effective yield as of June 30, 2014. |
| Investment in Affiliated Security. |
(A) | This security or a partial position of this security is on loan at June 30, 2014. The total market value of securities on loan at June 30, 2014 was $105,054 ($ Thousands). |
(B) | Security fair valued using methods determined in good faith by the Valuation Committee of the Board of Trustees. The total market value of such securities as of June 30, 2014 was $0 ($ Thousands) and represented 0.0% of Net Assets. |
(C) | Securities considered illiquid. The total market value of such securities as of June 30, 2014 was $0 ($ Thousands) and represented 0.0% of Net Assets. |
(D) | Real Estate Investment Trust. |
(E) | 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. |
(F) | Security, or portion thereof, has been pledged as collateral on open futures contracts. |
(G) | The rate reported is the effective yield at time of purchase. |
(H) | This security was purchased with cash collateral held from securities on loan. The total value of such securities as of June 30, 2014 was $110,116 ($ Thousands). |
§ | At June 30, 2014, the tax basis cost of the Funds investments was $2,502,205 ($ Thousands), and the unrealized appreciation and depreciation were $380,065 ($ Thousands) and ($64,663) ($ Thousands), respectively. |
ADR American Depositary Receipt
Cl Class
DJ Dow Jones
FTSE Financial Times and the London Stock Exchange
L.P. Limited Partnership
SPI Share Price Index
The following is a list of the level of inputs used as of June 30, 2014, in valuing the Funds investments and other financial instruments carried at value ($ Thousands):
Investments in Securities | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Common Stock |
$ | 2,613,250 | $ | | $ | | $ | 2,613,250 | ||||||||
Preferred Stock |
29,782 | | | 29,782 | ||||||||||||
U.S. Treasury Obligation |
| 8,419 | | 8,419 | ||||||||||||
Rights |
15 | | | 15 | ||||||||||||
Affiliated Partnership |
| 110,116 | | 110,116 | ||||||||||||
Cash Equivalent |
56,025 | | | 56,025 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments in Securities |
$ | 2,699,072 | $ | 118,535 | $ | | $ | 2,817,607 | ||||||||
|
|
|
|
|
|
|
|
Other Financial Instruments | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Futures Contracts* |
||||||||||||||||
Unrealized Appreciation |
$ | 239 | $ | | $ | | $ | 239 | ||||||||
Unrealized Depreciation |
(291 | ) | | | (291 | ) | ||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Other Financial Instruments |
$ | (52 | ) | $ | | $ | | $ | (52 | ) | ||||||
|
|
|
|
|
|
|
|
* | Futures contracts are valued at the unrealized appreciation/(depreciation) on the instrument. |
For the period ended June 30, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities.
For the period ended June 30, 2014, there were no transfers from Level 2 into Level 3 assets and liabilities.
Amounts designated as are $0 or have been rounded to $0.
For information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial statements.
8 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund
June 30, 2014
Description | Shares | Market Value ($ Thousands) |
||||||
COMMON STOCK 89.7% |
||||||||
Argentina 0.4% |
||||||||
Arcos Dorados Holdings, Cl A (A) |
326,500 | $ | 3,657 | |||||
Tenaris ADR (A) |
47,900 | 2,258 | ||||||
YPF ADR |
50,800 | 1,660 | ||||||
|
|
|||||||
7,575 | ||||||||
|
|
|||||||
Austria 0.1% |
||||||||
Erste Group Bank |
47,169 | 1,525 | ||||||
|
|
|||||||
Brazil 8.9% |
||||||||
ALL - America Latina Logistica |
394,961 | 1,489 | ||||||
AMBEV |
639,500 | 4,538 | ||||||
AMBEV ADR |
822,590 | 5,791 | ||||||
Arteris |
44,900 | 373 | ||||||
B2W Cia Digital* |
382,400 | 4,842 | ||||||
Banco Bradesco ADR |
444,296 | 6,451 | ||||||
Banco do Brasil |
359,480 | 4,045 | ||||||
Banco Santander Brasil ADR |
527,815 | 3,652 | ||||||
BB Seguridade Participacoes |
407,300 | 5,965 | ||||||
BM&FBovespa |
958,817 | 5,059 | ||||||
BR Malls Participacoes |
650,000 | 5,544 | ||||||
BR Properties |
278,700 | 1,683 | ||||||
Brasil Insurance Participacoes e Administracao |
405,200 | 1,960 | ||||||
Braskem ADR |
226,410 | 2,909 | ||||||
BRF ADR (A) |
239,175 | 5,814 | ||||||
Cia Energetica de Minas Gerais ADR (A) |
229,154 | 1,831 | ||||||
Cia Paranaense de Energia ADR (A) |
14,934 | 229 | ||||||
Cielo |
385,040 | 7,957 | ||||||
Cosan Industria e Comercio |
113,800 | 2,059 | ||||||
Cyrela Brazil Realty Empreendimentos e Participacoes |
1,014,067 | 6,386 | ||||||
EcoRodovias Infraestrutura e Logistica |
395,300 | 2,701 | ||||||
EDP - Energias do Brasil |
495,100 | 2,435 | ||||||
Estacio Participacoes |
915,200 | 12,096 | ||||||
Even Construtora e Incorporadora |
456,300 | 1,356 | ||||||
Fibria Celulose ADR* (A) |
326,285 | 3,171 | ||||||
Gerdau ADR (A) |
1,092,026 | 6,432 | ||||||
Gol Linhas Aereas Inteligentes ADR* (A) |
591,980 | 3,244 | ||||||
Grendene |
32,600 | 205 | ||||||
Helbor Empreendimentos |
127,613 | 391 | ||||||
Hypermarcas* |
875,560 | 7,595 | ||||||
JBS |
627,100 | 2,142 | ||||||
Kroton Educacional |
98,162 | 2,765 | ||||||
Localiza Rent a Car |
170,632 | 2,814 | ||||||
Lojas Renner |
36,100 | 1,160 | ||||||
Mahle-Metal Leve Industria e Comercio |
22,600 | 233 | ||||||
MRV Engenharia e Participacoes |
62,175 | 209 | ||||||
Multiplus |
74,200 | 1,231 | ||||||
Petroleo Brasileiro |
103,622 | 762 | ||||||
Petroleo Brasileiro ADR (A) |
645,765 | 9,448 |
Description | Shares | Market Value ($ Thousands) |
||||||
Porto Seguro |
81,700 | $ | 1,170 | |||||
Qualicorp* |
321,600 | 3,811 | ||||||
Santos Brasil Participacoes |
74,220 | 652 | ||||||
Sao Martinho |
22,125 | 389 | ||||||
Souza Cruz |
51,700 | 538 | ||||||
Sul America |
109,682 | 775 | ||||||
Telefonica Brasil ADR (A) |
133,200 | 2,732 | ||||||
Tim Participacoes |
114,300 | 666 | ||||||
Tim Participacoes ADR |
478,800 | 13,900 | ||||||
Totvs |
138,920 | 2,398 | ||||||
Vale |
56,186 | 745 | ||||||
Vale ADR, Cl B (A) |
531,561 | 7,033 | ||||||
Valid Solucoes e Servicos de Seguranca em Meios de Pagamento e Identificacao S.A |
106,900 | 1,838 | ||||||
Via Varejo* |
253,500 | 2,824 | ||||||
|
|
|||||||
178,438 | ||||||||
|
|
|||||||
Canada 0.6% |
||||||||
Africa Oil* (A) |
208,954 | 1,432 | ||||||
Gran Tierra Energy* |
111,688 | 907 | ||||||
Pacific Rubiales Energy |
393,776 | 8,015 | ||||||
SEMAFO |
393,376 | 1,850 | ||||||
|
|
|||||||
12,204 | ||||||||
|
|
|||||||
Chile 0.9% |
||||||||
Banco de Chile |
17,818,196 | 2,366 | ||||||
Banco Santander Chile |
91,351,710 | 6,014 | ||||||
Cia Cervecerias Unidas ADR (A) |
164,291 | 3,848 | ||||||
SACI Falabella |
221,990 | 2,009 | ||||||
Sociedad Quimica y Minera de Chile ADR (A) |
102,800 | 3,013 | ||||||
|
|
|||||||
17,250 | ||||||||
|
|
|||||||
China 13.7% |
||||||||
AAC Technologies Holdings (A) |
1,639,480 | 10,672 | ||||||
Agricultural Bank of China |
30,893,432 | 13,632 | ||||||
Anhui Conch Cement (A) |
1,504,500 | 5,164 | ||||||
ANTA Sports Products |
2,534,000 | 4,028 | ||||||
Anton Oilfield Services Group (A) |
7,458,000 | 5,081 | ||||||
Baidu ADR* |
132,401 | 24,734 | ||||||
Bank of China |
24,682,105 | 11,051 | ||||||
BYD Electronic International |
695,000 | 595 | ||||||
Changyou.com ADR* |
121,000 | 3,144 | ||||||
China BlueChemical |
1,874,000 | 1,023 | ||||||
China CITIC Bank |
1,486,000 | 901 | ||||||
China Coal Energy (A) |
759,000 | 395 | ||||||
China Communications Services |
1,534,000 | 746 | ||||||
China Construction Bank |
26,341,993 | 19,917 | ||||||
China Lesso Group Holdings (A) |
1,877,200 | 1,005 | ||||||
China Life Insurance |
1,172,000 | 3,070 | ||||||
China Merchants Bank |
2,307,076 | 4,548 | ||||||
China National Materials (A) |
9,819,438 | 1,748 | ||||||
China Oilfield Services |
1,980,000 | 4,762 | ||||||
China Pacific Insurance Group |
149,000 | 526 | ||||||
China Petroleum & Chemical |
10,685,839 | 10,189 | ||||||
China Petroleum & Chemical ADR (A) |
24,400 | 2,319 | ||||||
China Shenhua Energy |
842,000 | 2,434 | ||||||
China Telecom |
3,650,000 | 1,785 | ||||||
China Vanke* |
3,592,524 | 6,378 |
9 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund
June 30, 2014
Description | Shares | Market Value ($ Thousands) |
||||||
Chongqing Rural Commercial Bank |
2,726,612 | $ | 1,259 | |||||
CITIC Securities (A) |
724,500 | 1,598 | ||||||
Coolpad Group (A) |
7,480,000 | 2,065 | ||||||
Dongfeng Motor Group |
352,000 | 630 | ||||||
Evergrande Real Estate Group (A) |
2,193,000 | 852 | ||||||
Fosun International* |
802,500 | 1,066 | ||||||
Giant Interactive Group ADR (A) |
24,059 | 285 | ||||||
Great Wall Motor |
296,500 | 1,102 | ||||||
Guangzhou R&F Properties |
1,560,000 | 1,926 | ||||||
Hollysys Automation Technologies* |
39,199 | 960 | ||||||
Huaneng Power International |
2,332,000 | 2,633 | ||||||
Industrial & Commercial Bank of China |
34,113,768 | 21,568 | ||||||
Jiangsu Expressway |
2,098,000 | 2,482 | ||||||
Jiangxi Copper |
1,525,000 | 2,412 | ||||||
KWG Property Holding |
1,737,370 | 993 | ||||||
Mindray Medical International ADR (A) |
56,254 | 1,772 | ||||||
NetEase ADR (A) |
13,025 | 1,021 | ||||||
New Oriental Education & Technology Group ADR |
347,300 | 9,228 | ||||||
PetroChina ADR |
51,473 | 6,462 | ||||||
Phoenix New Media ADR* |
86,258 | 924 | ||||||
PICC Property & Casualty |
2,095,800 | 3,175 | ||||||
Ping An Insurance Group of China (A) |
1,066,500 | 8,256 | ||||||
Prince Frog International Holdings (A) |
4,708,100 | 1,185 | ||||||
Shimao Property Holdings |
377,000 | 693 | ||||||
SINA* |
67,800 | 3,374 | ||||||
Sinopec Engineering Group |
4,237,500 | 4,768 | ||||||
SOHO China |
3,017,528 | 2,379 | ||||||
Sohu.com* |
101,500 | 5,856 | ||||||
Tencent Holdings |
991,335 | 15,119 | ||||||
Tingyi Cayman Islands Holding |
1,262,000 | 3,533 | ||||||
Tsingtao Brewery |
448,000 | 3,503 | ||||||
Uni-President China Holdings (A) |
5,468,400 | 4,191 | ||||||
Want Want China Holdings |
362,000 | 520 | ||||||
Weichai Power |
496,000 | 1,917 | ||||||
WuXi PharmaTech Cayman ADR* |
70,313 | 2,310 | ||||||
Youku Tudou ADR* (A) |
56,600 | 1,350 | ||||||
Zhejiang Expressway |
3,446,000 | 3,490 | ||||||
Zhuzhou CSR Times Electric |
2,475,100 | 7,521 | ||||||
|
|
|||||||
274,225 | ||||||||
|
|
|||||||
Colombia 0.4% |
||||||||
Bancolombia ADR, Cl R (A) |
99,700 | 5,763 | ||||||
Ecopetrol |
1,578,521 | 2,864 | ||||||
Grupo Nutresa |
17,719 | 260 | ||||||
|
|
|||||||
8,887 | ||||||||
|
|
|||||||
Czech Republic 0.5% |
||||||||
CEZ (A) |
120,414 | 3,634 | ||||||
Komercni Banka |
27,730 | 6,376 | ||||||
|
|
|||||||
10,010 | ||||||||
|
|
|||||||
Egypt 0.0% |
||||||||
Commercial International Bank Egypt GDR |
134,789 | 658 | ||||||
|
|
Description | Shares | Market Value ($ Thousands) |
||||||
Greece 0.4% |
||||||||
Alpha Bank AE* |
2,253,791 | $ | 2,098 | |||||
OPAP |
81,074 | 1,443 | ||||||
Piraeus Bank* |
2,240,016 | 4,969 | ||||||
|
|
|||||||
8,510 | ||||||||
|
|
|||||||
Hong Kong 6.1% |
||||||||
Anxin-China Holdings |
1,212,000 | 163 | ||||||
Bolina Holding (A) |
4,549,300 | 1,720 | ||||||
Chaoda Modern Agriculture* (B)(F) |
2,056,181 | | ||||||
China Everbright International |
5,531,600 | 7,908 | ||||||
China High Precision Automation Group (B)(F) |
1,385,624 | 222 | ||||||
China Medical System Holdings |
2,712,500 | 3,321 | ||||||
China Mengniu Dairy |
1,773,915 | 8,205 | ||||||
China Minsheng Banking, Cl H |
1,575,600 | 1,427 | ||||||
China Mobile |
1,954,741 | 18,966 | ||||||
China Mobile ADR (A) |
83,240 | 4,046 | ||||||
China Modern Dairy Holdings* (A) |
3,552,000 | 1,398 | ||||||
China Power International Development |
1,229,000 | 485 | ||||||
China State Construction International Holdings |
6,094,784 | 10,695 | ||||||
China Taiping Insurance Holdings* |
1,160,200 | 2,078 | ||||||
China Unicom Hong Kong ADR (A) |
135,090 | 2,071 | ||||||
CNOOC |
6,718,707 | 12,067 | ||||||
CNOOC ADR (A) |
16,410 | 2,942 | ||||||
COSCO Pacific |
5,275 | 7 | ||||||
Far East Horizon |
944,000 | 689 | ||||||
Geely Automobile Holdings |
4,370,000 | 1,539 | ||||||
GOME Electrical Appliances Holding |
9,371,000 | 1,536 | ||||||
Haier Electronics Group |
2,555,000 | 6,676 | ||||||
Nine Dragons Paper Holdings |
2,040,500 | 1,388 | ||||||
Samsonite International |
771,652 | 2,544 | ||||||
Sands China |
976,500 | 7,377 | ||||||
Shanghai Industrial Holdings |
107,000 | 326 | ||||||
Shenzhen Investment |
960,000 | 307 | ||||||
Sino Biopharmaceutical |
3,276,000 | 2,655 | ||||||
Sunac China Holdings |
708,000 | 401 | ||||||
Sunny Optical Technology Group (A) |
5,865,807 | 8,295 | ||||||
Techtronic Industries |
2,269,500 | 7,277 | ||||||
Xinyi Glass Holdings |
1,342,944 | 788 | ||||||
Zoomlion Heavy Industry Science and Technology |
3,816,260 | 2,364 | ||||||
|
|
|||||||
121,883 | ||||||||
|
|
|||||||
Hungary 0.1% |
||||||||
Richter Gedeon Nyrt |
59,370 | 1,140 | ||||||
|
|
|||||||
India 7.7% |
||||||||
Aurobindo Pharma |
915,431 | 11,276 | ||||||
Axis Bank |
145,411 | 4,639 | ||||||
Bank of Baroda |
413,767 | 6,030 | ||||||
Biocon |
96,261 | 849 | ||||||
Cairn India |
1,499,257 | 9,100 | ||||||
Crompton Greaves |
713,220 | 2,380 |
10 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund
June 30, 2014
Description | Shares | Market Value ($ Thousands) |
||||||
Cummins India |
457,035 | $ | 4,921 | |||||
Dabur India |
1,070,867 | 3,338 | ||||||
Dena Bank |
141,420 | 201 | ||||||
Glenmark Pharmaceuticals |
279,945 | 2,654 | ||||||
HCL Technologies |
111,125 | 2,772 | ||||||
HDFC Bank ADR |
136,918 | 6,410 | ||||||
Hexaware Technologies |
296,384 | 780 | ||||||
Housing Development Finance |
64,749 | 1,069 | ||||||
ICICI Bank ADR |
277,654 | 13,855 | ||||||
Indiabulls Housing Finance |
215,603 | 1,362 | ||||||
Infosys ADR (A) |
22,797 | 1,226 | ||||||
ITC |
506,528 | 2,737 | ||||||
Jubilant Foodworks* |
134,207 | 2,918 | ||||||
Larsen & Toubro |
181,337 | 5,131 | ||||||
Mahindra & Mahindra GDR |
182,978 | 3,559 | ||||||
Oil & Natural Gas |
455,516 | 3,218 | ||||||
Oil India |
59,070 | 577 | ||||||
Power Grid Corp of India |
1,977,814 | 4,577 | ||||||
Reliance Communications |
803,566 | 1,955 | ||||||
Reliance Industries |
437,790 | 7,391 | ||||||
Reliance Industries GDR (C) |
510,871 | 17,191 | ||||||
Rural Electrification |
470,890 | 2,813 | ||||||
Shriram Transport Finance |
362,494 | 5,455 | ||||||
Syndicate Bank |
165,516 | 482 | ||||||
Tata Consultancy Services |
17,686 | 713 | ||||||
Tata Global Beverages |
1,283,110 | 3,685 | ||||||
Tata Motors ADR (A) |
186,300 | 7,277 | ||||||
UPL |
728,308 | 4,135 | ||||||
Wipro ADR (A) |
142,168 | 1,690 | ||||||
WNS Holdings ADR* |
11,629 | 223 | ||||||
Yes Bank |
510,520 | 4,592 | ||||||
Zee Entertainment Enterprises |
345,064 | 1,684 | ||||||
|
|
|||||||
154,865 | ||||||||
|
|
|||||||
Indonesia 1.9% |
||||||||
Adaro Energy |
12,811,600 | 1,270 | ||||||
AKR Corporindo |
5,981,500 | 2,185 | ||||||
Bank Bukopin |
5,292,948 | 279 | ||||||
Bank Rakyat Indonesia Persero |
8,516,351 | 7,417 | ||||||
Gudang Garam |
684,300 | 3,088 | ||||||
Indo Tambangraya Megah |
366,900 | 836 | ||||||
Indocement Tunggal Prakarsa |
486,900 | 926 | ||||||
Kalbe Farma |
3,944,500 | 552 | ||||||
Matahari Department Store |
2,327,300 | 2,709 | ||||||
Media Nusantara Citra |
2,447,200 | 570 | ||||||
Perusahaan Gas Negara Persero |
5,530,700 | 2,601 | ||||||
Semen Indonesia Persero |
4,068,300 | 5,173 | ||||||
Surya Semesta Internusa |
2,847,000 | 165 | ||||||
Tambang Batubara Bukit Asam |
2,231,400 | 2,019 | ||||||
Telekomunikasi Indonesia Persero |
34,590,080 | 7,192 | ||||||
United Tractors |
1,010,981 | 1,970 | ||||||
|
|
|||||||
38,952 | ||||||||
|
|
|||||||
Israel 0.5% |
||||||||
Teva Pharmaceutical Industries ADR |
195,400 | 10,243 | ||||||
|
|
|||||||
Malaysia 1.6% |
||||||||
Affin Holdings |
96,100 | 99 | ||||||
Alliance Financial Group |
1,418,700 | 2,085 | ||||||
AMMB Holdings |
832,500 | 1,846 |
Description | Shares | Market Value ($ Thousands) |
||||||
Axiata Group |
2,464,536 | $ | 5,350 | |||||
Berjaya Sports Toto |
225,321 | 272 | ||||||
British American Tobacco Malaysia |
41,451 | 846 | ||||||
Bursa Malaysia |
214,300 | 518 | ||||||
Genting Malaysia |
291,956 | 382 | ||||||
Hong Leong Financial Group |
56,400 | 284 | ||||||
IOI |
513,100 | 839 | ||||||
IOI Properties Group* |
256,549 | 201 | ||||||
Kulim Malaysia* |
245,800 | 263 | ||||||
Malayan Banking |
1,844,100 | 5,645 | ||||||
Malaysia Building Society |
671,427 | 454 | ||||||
Media Prima |
589,247 | 474 | ||||||
Parkson Holdings* |
147,253 | 118 | ||||||
Petronas Chemicals Group |
829,700 | 1,749 | ||||||
Telekom Malaysia |
360,876 | 714 | ||||||
Tenaga Nasional |
428,700 | 1,626 | ||||||
Top Glove |
2,097,528 | 2,985 | ||||||
UEM Sunrise |
3,492,395 | 2,208 | ||||||
UMW Holdings |
987,383 | 3,358 | ||||||
|
|
|||||||
32,316 | ||||||||
|
|
|||||||
Mexico 5.2% |
||||||||
Alfa, Cl A |
356,500 | 987 | ||||||
America Movil, Ser L |
3,026,074 | 3,144 | ||||||
America Movil ADR, Ser L |
323,575 | 6,714 | ||||||
Arca Continental |
566,000 | 3,832 | ||||||
Cemex ADR* (A) |
635,563 | 8,408 | ||||||
Compartamos* |
1,276,200 | 2,465 | ||||||
Controladora Comercial Mexicana |
109,200 | 410 | ||||||
Empresas ICA ADR* (A) |
237,380 | 1,856 | ||||||
Fibra Uno Administracion (D) |
1,091,000 | 3,826 | ||||||
Fomento Economico Mexicano |
120,200 | 1,126 | ||||||
Fomento Economico Mexicano ADR |
89,559 | 8,387 | ||||||
Genomma Lab Internacional, Cl B* (A) |
2,539,800 | 6,882 | ||||||
Gruma, Cl B* |
154,532 | 1,850 | ||||||
Grupo Carso, Ser A1 |
73,500 | 382 | ||||||
Grupo Financiero Banorte, Cl O |
2,093,019 | 14,969 | ||||||
Grupo Financiero Inbursa, Cl O |
314,900 | 939 | ||||||
Grupo Financiero Santander Mexico ADR |
221,878 | 2,947 | ||||||
Grupo Herdez (A) |
32,875 | 100 | ||||||
Grupo Mexico, Ser B |
2,739,424 | 9,141 | ||||||
Grupo Televisa ADR |
389,630 | 13,368 | ||||||
Inmobiliaria Vesta |
1,647,100 | 3,461 | ||||||
Kimberly-Clark de Mexico, Cl A |
1,932,600 | 5,424 | ||||||
Wal-Mart de Mexico, Ser V |
1,411,098 | 3,783 | ||||||
|
|
|||||||
104,401 | ||||||||
|
|
|||||||
Netherlands 0.6% |
||||||||
Yandex, Cl A* |
339,600 | 12,103 | ||||||
|
|
|||||||
Peru 0.7% |
||||||||
Credicorp |
86,274 | 13,413 | ||||||
|
|
|||||||
Philippines 0.9% |
||||||||
Aboitiz Equity Ventures |
1,015,700 | 1,303 | ||||||
Alliance Global Group |
1,204,488 | 803 | ||||||
Ayala |
235,110 | 3,488 |
11 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund
June 30, 2014
Description | Shares | Market Value ($ Thousands) |
||||||
BDO Unibank |
1,236,913 | $ | 2,649 | |||||
International Container Terminal Services |
1,577,324 | 4,011 | ||||||
Manila Electric |
33,470 | 196 | ||||||
RFM |
11,003,900 | 1,525 | ||||||
SM Investments |
165,070 | 3,086 | ||||||
|
|
|||||||
17,061 | ||||||||
|
|
|||||||
Poland 0.7% |
||||||||
Asseco Poland |
33,224 | 450 | ||||||
Bank Handlowy w Warszawie |
5,496 | 217 | ||||||
Eurocash (A) |
174,976 | 2,317 | ||||||
KGHM Polska Miedz (A) |
27,366 | 1,122 | ||||||
PGE |
281,646 | 2,008 | ||||||
Polski Koncern Naftowy Orlen |
93,779 | 1,266 | ||||||
Powszechna Kasa Oszczednosci Bank Polski |
251,011 | 3,116 | ||||||
Powszechny Zaklad Ubezpieczen |
19,770 | 2,889 | ||||||
Tauron Polska Energia |
554,595 | 944 | ||||||
|
|
|||||||
14,329 | ||||||||
|
|
|||||||
Russia 5.5% |
||||||||
Etalon Group GDR |
56,800 | 252 | ||||||
Eurasia Drilling GDR |
81,314 | 2,561 | ||||||
Gazprom ADR |
1,014,450 | 8,838 | ||||||
Globaltrans Investment GDR |
335,387 | 3,840 | ||||||
Lukoil ADR |
217,654 | 13,017 | ||||||
Magnit GDR |
134,989 | 7,964 | ||||||
Mail.ru Group GDR* |
14,310 | 504 | ||||||
MegaFon GDR* |
137,594 | 4,334 | ||||||
MMC Norilsk Nickel ADR (A) |
208,055 | 4,122 | ||||||
Mobile Telesystems ADR |
275,328 | 5,435 | ||||||
NovaTek GDR |
76,838 | 9,559 | ||||||
QIWI ADR (A) |
68,500 | 2,763 | ||||||
Rosneft GDR |
565,369 | 4,136 | ||||||
Sberbank of Russia ADR |
2,162,726 | 21,953 | ||||||
Severstal GDR |
174,931 | 1,421 | ||||||
Sistema GDR* |
55,343 | 1,705 | ||||||
Surgutneftegas ADR |
146,322 | 1,131 | ||||||
Tatneft ADR |
108,417 | 4,209 | ||||||
TMK GDR |
468,081 | 4,540 | ||||||
X5 Retail Group GDR* |
416,619 | 8,995 | ||||||
|
|
|||||||
111,279 | ||||||||
|
|
|||||||
Singapore 0.2% |
||||||||
Asian Pay Television Trust |
5,834,500 | 3,650 | ||||||
China Yuchai International |
27,469 | 583 | ||||||
|
|
|||||||
4,233 | ||||||||
|
|
|||||||
South Africa 5.1% |
||||||||
Anglo American Platinum (A) |
25,931 | 1,124 | ||||||
AngloGold Ashanti ADR |
94,573 | 1,628 | ||||||
ArcelorMittal South Africa* (A) |
159,732 | 466 | ||||||
AVI |
82,892 | 477 | ||||||
Barclays Africa Group (A) |
182,269 | 2,767 | ||||||
Bidvest Group (A) |
157,726 | 4,189 | ||||||
Exxaro Resources (A) |
244,725 | 3,186 | ||||||
FirstRand |
1,063,792 | 4,075 | ||||||
Foschini Group (A) |
71,484 | 749 | ||||||
Impala Platinum Holdings (A) |
50,285 | 505 | ||||||
Imperial Holdings |
145,688 | 2,739 | ||||||
Investec (A) |
186,414 | 1,708 | ||||||
Kumba Iron Ore (A) |
55,955 | 1,783 | ||||||
Liberty Holdings |
100,951 | 1,234 |
Description | Shares | Market Value ($ Thousands) |
||||||
Life Healthcare Group Holdings |
1,208,956 | $ | 4,715 | |||||
Massmart Holdings (A) |
74,003 | 918 | ||||||
Mondi |
91,891 | 1,675 | ||||||
MTN Group |
638,496 | 13,443 | ||||||
Murray & Roberts Holdings* |
239,957 | 548 | ||||||
Nampak (A) |
131,113 | 453 | ||||||
Naspers, Cl N |
54,941 | 6,466 | ||||||
Netcare |
381,601 | 1,030 | ||||||
Redefine Properties (A)(D) |
1,095,834 | 988 | ||||||
Remgro |
159,807 | 3,455 | ||||||
RMB Holdings |
194,887 | 963 | ||||||
Sasol |
157,215 | 9,345 | ||||||
Sasol ADR |
58,175 | 3,439 | ||||||
Shoprite Holdings |
250,290 | 3,623 | ||||||
SPAR Group (A) |
145,220 | 1,698 | ||||||
Standard Bank Group |
641,050 | 8,737 | ||||||
Steinhoff International Holdings (A) |
360,079 | 2,005 | ||||||
Telkom |
107,522 | 462 | ||||||
Tongaat Hulett (A) |
19,087 | 266 | ||||||
Truworths International (A) |
118,834 | 838 | ||||||
Vodacom Group (A) |
392,152 | 4,845 | ||||||
Woolworths Holdings (A) |
722,839 | 5,310 | ||||||
|
|
|||||||
101,852 | ||||||||
|
|
|||||||
South Korea 12.0% |
||||||||
Chong Kun Dang Pharmaceutical |
7,416 | 496 | ||||||
Chongkundang Holdings |
1,449 | 61 | ||||||
Coway |
126,255 | 10,569 | ||||||
Daelim Industrial |
24,045 | 2,003 | ||||||
Daewoong Pharmaceutical |
7,044 | 409 | ||||||
Dongbu Insurance |
62,921 | 3,234 | ||||||
Dongkuk Steel Mill |
39,970 | 277 | ||||||
Doosan Heavy Industries & Construction |
73,080 | 2,532 | ||||||
Grand Korea Leisure |
25,294 | 1,040 | ||||||
GS Home Shopping |
5,417 | 1,291 | ||||||
Halla Visteon Climate Control |
146,280 | 6,622 | ||||||
Hankook Tire |
11,439 | 683 | ||||||
Hankook Tire Worldwide |
17,490 | 388 | ||||||
Hite Jinro |
62,170 | 1,349 | ||||||
Hyosung |
11,642 | 778 | ||||||
Hyundai Development* |
64,220 | 2,041 | ||||||
Hyundai Glovis |
3,434 | 915 | ||||||
Hyundai Home Shopping Network |
2,667 | 387 | ||||||
Hyundai Marine & Fire Insurance |
81,763 | 2,331 | ||||||
Hyundai Mobis |
3,009 | 845 | ||||||
Hyundai Motor |
60,419 | 13,704 | ||||||
Industrial Bank of Korea |
294,560 | 3,930 | ||||||
Kangwon Land |
82,120 | 2,411 | ||||||
KB Financial Group |
13,500 | 470 | ||||||
KB Financial Group ADR |
144,725 | 5,031 | ||||||
KCC |
13,323 | 8,124 | ||||||
Kia Motors |
126,327 | 7,067 | ||||||
Korea Aerospace Industries |
109,181 | 3,367 | ||||||
Korean Reinsurance |
40,647 | 420 | ||||||
KT |
26,140 | 789 | ||||||
KT ADR (A) |
214,890 | 3,253 | ||||||
KT&G |
51,821 | 4,584 | ||||||
LG |
43,744 | 2,702 |
12 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund
June 30, 2014
Description | Shares | Market Value ($ Thousands) |
||||||
LG Chem |
1,294 | $ | 379 | |||||
LG Display ADR (A) |
212,640 | 3,353 | ||||||
LG Electronics |
52,748 | 3,873 | ||||||
Lock & Lock |
99,120 | 1,308 | ||||||
Lotte Chilsung Beverage |
2,972 | 5,164 | ||||||
Lotte Confectionery |
2,463 | 4,703 | ||||||
LS Industrial Systems* |
18,300 | 1,192 | ||||||
Meritz Fire & Marine Insurance |
31,080 | 379 | ||||||
Mirae Asset Securities |
11,960 | 530 | ||||||
NAVER |
3,312 | 2,733 | ||||||
NCSoft |
3,356 | 605 | ||||||
POSCO |
4,692 | 1,410 | ||||||
S-1, Cl 1 |
14,299 | 1,150 | ||||||
Samsung Electronics |
47,547 | 62,124 | ||||||
Samsung Engineering |
44,817 | 3,548 | ||||||
Samsung Fire & Marine Insurance |
3,289 | 837 | ||||||
Samsung Heavy Industries |
70,510 | 1,885 | ||||||
Samsung Life Insurance |
32,132 | 3,239 | ||||||
SFA Engineering |
87,083 | 3,296 | ||||||
Shinhan Financial Group |
216,574 | 10,028 | ||||||
SK C&C |
12,084 | 1,989 | ||||||
SK Holdings |
5,252 | 947 | ||||||
SK Hynix |
107,131 | 5,141 | ||||||
SK Telecom |
13,066 | 3,054 | ||||||
SK Telecom ADR (A) |
653,159 | 16,943 | ||||||
Soulbrain |
9,800 | 334 | ||||||
Sung Kwang Bend |
130,005 | 2,602 | ||||||
Sungwoo Hitech |
55,019 | 759 | ||||||
Vieworks |
44,629 | 1,204 | ||||||
Wonik IPS* |
156,917 | 1,799 | ||||||
|
|
|||||||
240,611 | ||||||||
|
|
|||||||
Spain 0.4% |
||||||||
Cemex Latam Holdings* |
917,463 | 8,981 | ||||||
|
|
|||||||
Taiwan 9.0% |
||||||||
Advanced Semiconductor Engineering |
1,026,000 | 1,335 | ||||||
Airtac International Group |
120,895 | 1,302 | ||||||
Asustek Computer |
176,000 | 1,963 | ||||||
AU Optronics |
5,465,000 | 2,315 | ||||||
Career Technology MFG. |
880,000 | 1,341 | ||||||
Catcher Technology |
322,000 | 3,003 | ||||||
Cathay Financial Holding |
2,225,226 | 3,477 | ||||||
Chailease Holding |
279,200 | 702 | ||||||
Chicony Electronics |
186,992 | 505 | ||||||
China Motor |
1,405,000 | 1,402 | ||||||
China Steel Chemical |
406,800 | 2,636 | ||||||
Chong Hong Construction |
116,000 | 307 | ||||||
CTBC Financial Holding |
3,085,000 | 2,056 | ||||||
CTCI |
921,000 | 1,595 | ||||||
Delta Electronics |
414,000 | 3,016 | ||||||
Elite Advanced Laser |
155,000 | 688 | ||||||
eMemory Technology |
335,000 | 4,073 | ||||||
Far Eastern New Century |
556,000 | 599 | ||||||
Farglory Land Development |
1,305,043 | 1,777 | ||||||
Formosa Taffeta |
88,000 | 97 | ||||||
Fubon Financial Holding |
1,872,000 | 2,705 | ||||||
Gigasolar Materials |
20,785 | 414 | ||||||
Hermes Microvision |
49,300 | 1,957 | ||||||
Hermes Microvision GDR* (C) |
46,900 | 1,860 |
Description | Shares | Market Value ($ Thousands) |
||||||
Hiwin Technologies |
449,270 | $ | 5,545 | |||||
Hon Hai Precision Industry |
2,485,828 | 8,326 | ||||||
Inventec |
868,000 | 831 | ||||||
King Yuan Electronics |
616,000 | 579 | ||||||
Kings Town Bank |
692,000 | 668 | ||||||
Kinsus Interconnect Technology |
694,000 | 3,115 | ||||||
Lite-On Technology |
1,958,120 | 3,269 | ||||||
MediaTek |
1,391,500 | 23,535 | ||||||
Mega Financial Holding |
362,000 | 301 | ||||||
Merry Electronics |
230,440 | 1,231 | ||||||
Mitac Holdings* |
2,738,000 | 2,462 | ||||||
PChome Online |
111,000 | 1,231 | ||||||
Phison Electronics |
496,000 | 3,995 | ||||||
Pou Chen |
1,310,000 | 1,577 | ||||||
Powertech Technology |
353,000 | 638 | ||||||
President Chain Store |
318,652 | 2,551 | ||||||
Quanta Computer |
1,097,000 | 3,196 | ||||||
Radiant Opto-Electronics |
1,008,050 | 4,321 | ||||||
Realtek Semiconductor |
1,556,173 | 4,931 | ||||||
Shin Kong Financial Holding |
6,154,118 | 1,898 | ||||||
Taishin Financial Holding |
4,681,456 | 2,399 | ||||||
Taiwan Cement |
2,241,000 | 3,393 | ||||||
Taiwan Semiconductor Manufacturing |
8,697,390 | 36,848 | ||||||
Taiwan Semiconductor Manufacturing ADR (A) |
489,660 | 10,474 | ||||||
Teco Electric and Machinery |
1,660,000 | 1,910 | ||||||
Transcend Information |
647,000 | 2,221 | ||||||
Uni-President Enterprises |
1,066,700 | 1,915 | ||||||
United Microelectronics |
1,488,000 | 745 | ||||||
United Microelectronics ADR |
1,432,100 | 3,451 | ||||||
Vanguard International Semiconductor |
490,000 | 787 | ||||||
Wistron NeWeb |
195,000 | 479 | ||||||
|
|
|||||||
179,947 | ||||||||
|
|
|||||||
Thailand 1.7% |
||||||||
Advanced Info Service |
209,700 | 1,421 | ||||||
Bangchak Petroleum |
257,500 | 234 | ||||||
Bangkok Bank |
465,054 | 2,766 | ||||||
Bangkok Bank Foreign |
885,900 | 5,282 | ||||||
Bangkok Dusit Medical Services |
2,282,000 | 1,174 | ||||||
Bangkok Dusit Medical Services, Cl F |
2,558,500 | 1,316 | ||||||
Bangkok Expressway |
148,400 | 171 | ||||||
CP ALL |
1,809,400 | 2,676 | ||||||
CP Seven Eleven PCL (A) |
531,900 | 787 | ||||||
Delta Electronics Thailand |
183,700 | 354 | ||||||
Kiatnakin Bank |
948,544 | 1,286 | ||||||
PTT |
445,750 | 4,368 | ||||||
PTT Exploration & Production |
248,500 | 1,282 | ||||||
PTT Global Chemical |
2,010,700 | 4,182 | ||||||
Ratchaburi Electricity Generating Holding |
269,800 | 451 | ||||||
Siam Commercial Bank |
364,000 | 1,890 | ||||||
Thai Oil |
1,016,700 | 1,629 | ||||||
Thanachart Capital |
1,825,200 | 1,982 | ||||||
VGI Global Media |
4,724,424 | 1,878 | ||||||
|
|
|||||||
35,129 | ||||||||
|
|
|||||||
Turkey 2.2% |
||||||||
Anadolu Efes Biracilik Ve Malt Sanayii* |
360,878 | 4,417 |
13 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund
June 30, 2014
Description | Shares |
Market Value ($ Thousands) |
||||||
Arcelik |
630,717 | $ | 3,837 | |||||
Aselsan Elektronik Sanayi Ve Ticaret |
895,213 | 3,965 | ||||||
EIS Eczacibasi Ilac ve Sinai ve Finansal Yatirimlar Sanayi ve Ticaret |
158,566 | 163 | ||||||
Emlak Konut Gayrimenkul Yatirim Ortakligi (D) |
5,534,925 | 6,944 | ||||||
Enka Insaat ve Sanayi |
643,452 | 1,745 | ||||||
Eregli Demir ve Celik Fabrikalari |
1,619,632 | 2,895 | ||||||
TAV Havalimanlari Holding |
817,793 | 6,499 | ||||||
Tofas Turk Otomobil Fabrikasi |
347,037 | 2,152 | ||||||
Turk Hava Yollari* |
227,992 | 698 | ||||||
Turk Telekomunikasyon |
770,104 | 2,223 | ||||||
Turkcell Iletisim Hizmetleri ADR* (A) |
173,935 | 2,713 | ||||||
Turkiye Garanti Bankasi |
479,905 | 1,876 | ||||||
Turkiye Halk Bankasi |
304,660 | 2,285 | ||||||
Turkiye Sise ve Cam Fabrikalari |
887,267 | 1,247 | ||||||
|
|
|||||||
43,659 | ||||||||
|
|
|||||||
United Arab Emirates 0.2% |
||||||||
Dragon Oil |
440,028 | 4,616 | ||||||
|
|
|||||||
United Kingdom 1.0% |
||||||||
Afren* |
2,384,606 | 5,912 | ||||||
Anglo American ADR |
82,040 | 1,007 | ||||||
BG Group |
102,815 | 2,171 | ||||||
Hikma Pharmaceuticals |
145,080 | 4,162 | ||||||
Old Mutual |
493,314 | 1,668 | ||||||
SABMiller |
99,565 | 5,770 | ||||||
|
|
|||||||
20,690 | ||||||||
|
|
|||||||
United States 0.5% |
||||||||
Avon Products |
133,700 | 1,953 | ||||||
First Cash Financial Services* |
73,800 | 4,250 | ||||||
Freeport-McMoRan Copper & Gold |
67,200 | 2,453 | ||||||
Yahoo! * |
13,200 | 464 | ||||||
|
|
|||||||
9,120 | ||||||||
|
|
|||||||
Total Common Stock |
1,800,105 | |||||||
|
|
|||||||
EXCHANGE TRADED FUNDS 4.2% |
||||||||
United States 4.2% |
| |||||||
iPath MSCI India Index ETN (A) |
128,088 | 8,821 | ||||||
iShares MSCI Emerging Markets ETF |
1,534,803 | 66,350 | ||||||
iShares MSCI India ETF |
298,700 | 8,882 | ||||||
|
|
|||||||
Total Exchange Traded Funds |
84,053 | |||||||
|
|
|||||||
PREFERRED STOCK 3.0% |
||||||||
Brazil 2.8% |
||||||||
Banco do Estado do Rio Grande do Sul |
560,802 | 2,735 | ||||||
Bradespar |
189,000 | 1,736 | ||||||
Cia Brasileira de Distribuicao Grupo Pao de Acucar ADR |
31,783 | 1,473 | ||||||
Cia Energetica de Sao Paulo, Cl B |
259,400 | 3,264 | ||||||
Cia Paranaense de Energia |
112,800 | 1,727 | ||||||
Itau Unibanco Holding |
136,443 | 1,969 |
Description | Shares/Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||||
Itau Unibanco Holding ADR |
406,996 | $ | 5,853 | |||||||||
Itausa - Investimentos Itau |
777,689 | 3,049 | ||||||||||
Klabin |
1,421,900 | 1,413 | ||||||||||
Marcopolo |
3,070,300 | 5,990 | ||||||||||
Metalurgica Gerdau, Cl A |
213,260 | 1,507 | ||||||||||
Petroleo Brasileiro |
291,716 | 2,288 | ||||||||||
Petroleo Brasileiro ADR, Cl A (A) |
|
553,993 | 8,664 | |||||||||
Vale, Cl A |
477,885 | 5,694 | ||||||||||
Vale ADR, Cl B (A) |
760,794 | 9,053 | ||||||||||
|
|
|||||||||||
56,415 | ||||||||||||
|
|
|||||||||||
Colombia 0.2% |
||||||||||||
Banco Davivienda |
82,888 | 1,337 | ||||||||||
Bancolombia |
156,223 | 2,286 | ||||||||||
|
|
|||||||||||
3,623 | ||||||||||||
|
|
|||||||||||
South Korea 0.0% |
||||||||||||
Samsung Electronics |
929 | 973 | ||||||||||
|
|
|||||||||||
Total Preferred Stock |
61,011 | |||||||||||
|
|
|||||||||||
Number Of Rights |
||||||||||||
|
|
|||||||||||
RIGHTS 0.0% |
||||||||||||
Brazil 0.0% |
||||||||||||
B2W Cia Digital, Expires 07/10/2014* |
229 | 312 | ||||||||||
|
|
|||||||||||
Total Rights |
312 | |||||||||||
|
|
|||||||||||
DEBENTURE BOND 0.0% |
||||||||||||
Brazil 0.0% |
||||||||||||
Vale, Ser 1997 |
||||||||||||
0.000%, 09/30/2049 (E) |
BRL | $ | 8 | | ||||||||
|
|
|||||||||||
Total Debenture Bond |
| |||||||||||
|
|
|||||||||||
AFFILIATED PARTNERSHIP 8.6% |
| |||||||||||
SEI Liquidity Fund, L.P. |
||||||||||||
0.080% ** (G) |
172,067,083 | 172,067 | ||||||||||
|
|
|||||||||||
Total Affiliated Partnership |
172,067 | |||||||||||
|
|
|||||||||||
CASH EQUIVALENT 0.6% |
||||||||||||
SEI Daily Income Trust, Prime Obligation Fund, Cl A |
||||||||||||
0.010% ** |
12,772,228 | 12,772 | ||||||||||
|
|
|||||||||||
Total Cash Equivalent |
12,772 | |||||||||||
|
|
|||||||||||
Total Investments 106.1% |
|
$ | 2,130,320 | |||||||||
|
|
Percentages are based on a Net Assets of $2,007,685 ($ Thousands).
* | Non-income producing security. |
** | Rate shown is the 7-day effective yield as of June 30, 2014. |
| Investment in Affiliated Security. |
14 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund
June 30, 2014
(A) | This security or a partial position of this security is on loan at June 30, 2014. The total market value of securities on loan at June 30, 2014 was $165,739 ($ Thousands). |
(B) | Securities considered illiquid. The total market value of such securities as of June 30, 2014 was $222 ($ Thousands) and represented 0.0% of Net Assets. |
(C) | Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may be sold only to dealers in that program or other accredited investors. These securities have been determined to be liquid under guidelines established by the Board of Trustees. |
(D) | Real Estate Investment Trust. |
(E) | Variable Rate Security The rate reported on the Schedule of Investments is the rate in effect as of June 30, 2014. |
(F) | 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, 2014 was $222 ($ Thousands) and represented 0.0% of Net Assets. |
(G) | This security was purchased with cash collateral held from securities on loan. The total value of such securities as of June 30, 2014 was $172,067 ($ Thousands). |
§ | At June 30, 2014, the tax basis cost of the Funds investments was $1,975,010 ($ Thousands), and the unrealized appreciation and depreciation were $240,815 ($ Thousands) and ($85,505) ($ Thousands), respectively. |
ADR American Depositary Receipt
Cl Class
ETF Exchange Traded Fund
ETN Exchange Traded Note
GDR Global Depositary Receipt
L.P. Limited Partnership
MSCI Morgan Stanley Capital International
Ser Series
The following is a list of the level of inputs used as of June 30, 2014, in valuing the Funds investments carried at value ($ Thousands):
Investments in Securities | Level 1 | Level 2 | Level 3(1) | Total | ||||||||||||
Common Stock |
$ | 1,799,883 | $ | | $ | 222 | $ | 1,800,105 | ||||||||
Exchange Traded Funds |
84,053 | | | 84,053 | ||||||||||||
Preferred Stock |
61,011 | | | 61,011 | ||||||||||||
Rights |
312 | | | 312 | ||||||||||||
Debenture Bond |
| | | | ||||||||||||
Affiliated Partnership |
| 172,067 | | 172,067 | ||||||||||||
Cash Equivalent |
12,772 | | | 12,772 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments in Securities |
$ | 1,958,031 | $ | 172,067 | $ | 222 | $ | 2,130,320 | ||||||||
|
|
|
|
|
|
|
|
(1) | A reconciliation of Level 3 investments and disclosures of significant unobservable inputs are 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. Management has concluded that Level 3 investments are not material in relation to net assets. |
For the period ended June 30, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities.
For the period ended June 30, 2014, there were no transfers between Level 2 and Level 3 assets and liabilities.
Amounts designated as are $0 or have been rounded to $0.
For information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial statements.
15 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2014
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
GLOBAL BONDS 95.0% |
||||||||||||
Australia 2.7% |
||||||||||||
Australia & New Zealand Banking Group MTN |
||||||||||||
3.625%, 07/18/2022 |
EUR | 300 | $ | 480 | ||||||||
Commonwealth Bank of Australia |
||||||||||||
1.375%, 01/22/2019 |
EUR | 560 | 789 | |||||||||
Government of Australia |
||||||||||||
6.000%, 02/15/2017 |
2,060 | 2,110 | ||||||||||
5.750%, 07/15/2022 |
1,490 | 1,638 | ||||||||||
5.500%, 04/21/2023 |
160 | 174 | ||||||||||
4.250%, 07/21/2017 |
1,350 | 1,332 | ||||||||||
2.750%, 04/21/2024 |
375 | 331 | ||||||||||
Government of Australia, Ser 122 |
||||||||||||
5.250%, 03/15/2019 |
1,950 | 2,024 | ||||||||||
Government of Australia, Ser 124 |
||||||||||||
5.750%, 05/15/2021 |
1,900 | 2,068 | ||||||||||
Macquarie Bank MTN |
||||||||||||
3.500%, 12/18/2020 |
GBP | 221 | 380 | |||||||||
National Australia Bank MTN |
||||||||||||
1.875%, 01/13/2023 |
EUR | 220 | 310 | |||||||||
Queensland Treasury, Ser 17 |
||||||||||||
6.000%, 09/14/2017 |
780 | 807 | ||||||||||
Rio Tinto Finance |
||||||||||||
3.500%, 03/22/2022 |
USD | 55 | 57 | |||||||||
Suncorp-Metway |
||||||||||||
5.125%, 10/27/2014 |
GBP | 235 | 407 | |||||||||
Westpac Banking MTN |
||||||||||||
1.500%, 03/24/2021 |
EUR | 220 | 308 | |||||||||
1.375%, 04/17/2020 |
EUR | 230 | 322 | |||||||||
|
|
|||||||||||
13,537 | ||||||||||||
|
|
|||||||||||
Austria 0.9% |
||||||||||||
Republic of Austria |
||||||||||||
3.900%, 07/15/2020 |
1,500 | 2,436 | ||||||||||
3.650%, 04/20/2022 |
290 | 472 | ||||||||||
3.200%, 02/20/2017 |
600 | 888 | ||||||||||
3.150%, 06/20/2044 |
55 | 88 | ||||||||||
1.750%, 10/20/2023 |
380 | 537 | ||||||||||
Republic of Austria, |
||||||||||||
6.250%, 07/15/2027 |
225 | 466 | ||||||||||
|
|
|||||||||||
4,887 | ||||||||||||
|
|
|||||||||||
Belgium 0.8% |
||||||||||||
Kingdom of Belgium |
||||||||||||
3.750%, 06/22/2045 |
183 | 300 | ||||||||||
2.600%, 06/22/2024 |
240 | 356 | ||||||||||
Kingdom of Belgium, Ser 44 |
||||||||||||
5.000%, 03/28/2035 |
500 | 950 | ||||||||||
Kingdom of Belgium, Ser 47 |
||||||||||||
3.250%, 09/28/2016 |
600 | 879 | ||||||||||
Kingdom of Belgium, Ser 58 |
||||||||||||
3.750%, 09/28/2020 |
231 | 372 | ||||||||||
Kingdom of Belgium, Ser 69 |
||||||||||||
1.250%, 06/22/2018 |
545 | 772 | ||||||||||
|
|
|||||||||||
3,629 | ||||||||||||
|
|
|||||||||||
Brazil 0.7% |
||||||||||||
Braskem Finance |
||||||||||||
6.450%, 02/03/2024 |
USD | 300 | 321 | |||||||||
Brazil Notas do Tesouro Nacional |
||||||||||||
10.000%, 01/01/2017 |
1,780 | 781 | ||||||||||
BRF |
||||||||||||
3.950%, 05/22/2023 (A) |
USD | 410 | 388 |
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Cosan |
||||||||||||
5.000%, 03/14/2023 (A) |
USD | 240 | $ | 229 | ||||||||
Gerdau Trade |
||||||||||||
5.750%, 01/30/2021 (A) |
USD | 101 | 108 | |||||||||
4.750%, 04/15/2023 (A) |
USD | 200 | 198 | |||||||||
Petrobras International Finance MTN |
||||||||||||
6.250%, 12/14/2026 |
GBP | 260 | 454 | |||||||||
Raizen Energy Finance |
||||||||||||
7.000%, 02/01/2017 (A) |
USD | 270 | 300 | |||||||||
Rio Oil Finance Trust, Ser 2014-1 |
||||||||||||
6.250%, 07/06/2024 |
USD | 320 | 335 | |||||||||
Samarco Mineracao |
||||||||||||
4.125%, 11/01/2022 (A) |
USD | 430 | 407 | |||||||||
Vale |
||||||||||||
5.625%, 09/11/2042 |
USD | 42 | 41 | |||||||||
|
|
|||||||||||
3,562 | ||||||||||||
|
|
|||||||||||
Canada 5.3% |
||||||||||||
Bank of Nova Scotia MTN |
||||||||||||
1.000%, 04/02/2019 |
EUR | 259 | 360 | |||||||||
Bell Canada MTN |
||||||||||||
5.000%, 02/15/2017 |
270 | 273 | ||||||||||
Bombardier |
||||||||||||
6.000%, 10/15/2022 (A) |
USD | 310 | 318 | |||||||||
Canada Housing Trust No. 1 |
||||||||||||
4.100%, 12/15/2018 |
1,390 | 1,435 | ||||||||||
2.050%, 06/15/2017 |
2,470 | 2,360 | ||||||||||
CDP Financial |
||||||||||||
4.400%, 11/25/2019 (A) |
USD | 850 | 945 | |||||||||
Government of Canada |
||||||||||||
5.750%, 06/01/2033 |
485 | 662 | ||||||||||
5.000%, 06/01/2037 |
1,300 | 1,684 | ||||||||||
4.000%, 06/01/2041 |
685 | 789 | ||||||||||
1.750%, 03/01/2019 |
4,010 | 3,801 | ||||||||||
1.750%, 09/01/2019 |
3,510 | 3,315 | ||||||||||
1.250%, 02/01/2016 |
895 | 843 | ||||||||||
Muskrat Falls |
||||||||||||
3.630%, 06/01/2029 |
340 | 342 | ||||||||||
National Bank of Canada |
||||||||||||
1.500%, 03/25/2021 |
EUR | 257 | 361 | |||||||||
NOVA Chemicals |
||||||||||||
5.250%, 08/01/2023 (A) |
USD | 150 | 164 | |||||||||
Province of British Columbia |
||||||||||||
3.250%, 12/18/2021 |
1,150 | 1,137 | ||||||||||
Province of Manitoba Canada |
||||||||||||
3.850%, 12/01/2021 |
710 | 725 | ||||||||||
Province of Ontario Canada |
||||||||||||
8.100%, 09/08/2023 |
700 | 930 | ||||||||||
4.400%, 06/02/2019 |
1,380 | 1,438 | ||||||||||
3.450%, 06/02/2045 |
245 | 219 | ||||||||||
3.150%, 06/02/2022 |
2,000 | 1,932 | ||||||||||
Province of Quebec Canada |
||||||||||||
3.500%, 12/01/2045 |
145 | 130 | ||||||||||
3.000%, 09/01/2023 |
500 | 470 | ||||||||||
Quebecor Media |
||||||||||||
5.750%, 01/15/2023 |
USD | 128 | 132 | |||||||||
Royal Bank of Canada |
||||||||||||
1.625%, 08/04/2020 |
EUR | 190 | 270 | |||||||||
TransCanada PipeLines |
||||||||||||
2.500%, 08/01/2022 |
USD | 300 | 290 | |||||||||
Yamana |
||||||||||||
4.950%, 07/15/2024 |
USD | 274 | |
277 |
| |||||||
|
|
|||||||||||
25,602 | ||||||||||||
|
|
16 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2014
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Chile 0.2% |
||||||||||||
Empresa de Transporte de Pasajeros Metro |
||||||||||||
4.750%, 02/04/2024 (A) |
USD | 390 | $ | 412 | ||||||||
ENTEL Chile |
||||||||||||
4.875%, 10/30/2024 |
USD | 380 | 396 | |||||||||
|
|
|||||||||||
808 | ||||||||||||
|
|
|||||||||||
China 0.3% |
||||||||||||
Baidu |
||||||||||||
2.750%, 06/09/2019 |
USD | 200 | 201 | |||||||||
CNOOC Nexen Finance |
||||||||||||
4.250%, 04/30/2024 |
USD | 390 | 398 | |||||||||
State Grid Overseas Investment |
||||||||||||
4.125%, 05/07/2024 (A) |
USD | 390 | 400 | |||||||||
Talent Yield Investments |
||||||||||||
4.500%, 04/25/2022 (A) |
USD | 310 | 320 | |||||||||
Tencent Holdings MTN |
||||||||||||
3.375%, 05/02/2019 (A) |
USD | 390 | 399 | |||||||||
|
|
|||||||||||
1,718 | ||||||||||||
|
|
|||||||||||
Colombia 0.1% |
||||||||||||
Ecopetrol |
||||||||||||
5.875%, 05/28/2045 |
USD | 109 | 113 | |||||||||
Oleoducto Central |
||||||||||||
4.000%, 05/07/2021 |
USD | 390 | 391 | |||||||||
Pacific Rubiales Energy |
||||||||||||
5.125%, 03/28/2023 (A) |
USD | 123 | 122 | |||||||||
|
|
|||||||||||
626 | ||||||||||||
|
|
|||||||||||
Czech Republic 0.1% |
||||||||||||
Czech Republic International MTN |
||||||||||||
3.875%, 05/24/2022 |
EUR | 50 | 80 | |||||||||
Government of Czech Republic |
||||||||||||
4.700%, 09/12/2022 |
1,500 | 95 | ||||||||||
Government of Czech Republic, Ser 51 |
||||||||||||
4.000%, 04/11/2017 |
8,050 | 442 | ||||||||||
|
|
|||||||||||
617 | ||||||||||||
|
|
|||||||||||
Denmark 1.5% |
||||||||||||
Danske Bank |
||||||||||||
5.375%, 09/29/2021 (B) |
GBP | 170 | 310 | |||||||||
3.875%, 10/04/2023 (B) |
EUR | 150 | 221 | |||||||||
3.500%, 04/16/2018 |
EUR | 155 | 236 | |||||||||
DONG Energy MTN |
||||||||||||
5.750%, 04/09/2040 |
GBP | 200 | 401 | |||||||||
Kingdom of Denmark |
||||||||||||
4.500%, 11/15/2039 |
1,300 | 343 | ||||||||||
4.000%, 11/15/2017 |
1,600 | 331 | ||||||||||
3.000%, 11/15/2021 |
21,800 | 4,596 | ||||||||||
Nykredit Realkredit |
||||||||||||
4.000%, 06/03/2036 (B) |
EUR | 700 | 962 | |||||||||
|
|
|||||||||||
7,400 | ||||||||||||
|
|
|||||||||||
Finland 0.9% |
||||||||||||
Elisa MTN |
||||||||||||
2.250%, 10/04/2019 |
300 | 427 | ||||||||||
Government of Finland |
||||||||||||
3.375%, 04/15/2020 |
2,080 | 3,283 | ||||||||||
1.500%, 04/15/2023 |
340 | 474 | ||||||||||
Nordea Bank Finland MTN |
||||||||||||
2.375%, 07/17/2017 |
190 | 276 | ||||||||||
2.250%, 05/03/2019 |
170 | 250 | ||||||||||
|
|
|||||||||||
4,710 | ||||||||||||
|
|
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
France 7.0% |
||||||||||||
Accor |
||||||||||||
2.625%, 02/05/2021 |
300 | $ | 426 | |||||||||
ALD International MTN |
||||||||||||
2.000%, 05/26/2017 |
500 | 700 | ||||||||||
Arkema |
||||||||||||
3.850%, 04/30/2020 |
200 | 310 | ||||||||||
AXA MTN |
||||||||||||
5.625%, 01/16/2054 (B) |
GBP | 302 | 522 | |||||||||
Banque Federative du Credit Mutuel MTN |
||||||||||||
2.000%, 09/19/2019 |
400 | 567 | ||||||||||
Banque PSA Finance MTN |
||||||||||||
4.875%, 09/25/2015 |
450 | 641 | ||||||||||
4.000%, 06/24/2015 |
450 | 631 | ||||||||||
BNP Paribas |
||||||||||||
4.730%, 04/12/2049 (B) |
300 | 423 | ||||||||||
BNP Paribas Home Loan SFH MTN |
||||||||||||
3.125%, 03/22/2022 |
200 | 312 | ||||||||||
BPCE |
||||||||||||
5.250%, 04/16/2029 |
GBP | 100 | 172 | |||||||||
2.750%, 07/08/2026 (B) |
300 | 408 | ||||||||||
1.375%, 05/22/2019 |
200 | 275 | ||||||||||
BPCE SFH MTN |
||||||||||||
1.750%, 11/29/2019 |
600 | 863 | ||||||||||
1.500%, 01/30/2020 |
400 | 565 | ||||||||||
Caisse Centrale du Credit Immobilier de France MTN |
||||||||||||
1.125%, 04/22/2019 |
100 | 140 | ||||||||||
Caisse dAmortissement de la Dette Sociale MTN |
||||||||||||
1.125%, 05/25/2019 |
363 | 509 | ||||||||||
Caisse de Refinancement de lHabitat |
||||||||||||
3.500%, 04/25/2017 |
350 | 521 | ||||||||||
Caisse Francaise de Financement Local |
||||||||||||
3.750%, 05/18/2016 |
225 | 328 | ||||||||||
3.625%, 02/26/2018 |
63 | 96 | ||||||||||
Carrefour Banque |
||||||||||||
0.932%, 03/21/2018 (B) |
177 | 244 | ||||||||||
Casino Guichard Perracho MTN |
||||||||||||
4.726%, 05/26/2021 |
300 | 487 | ||||||||||
Christian Dior |
||||||||||||
1.375%, 06/19/2019 |
300 | 411 | ||||||||||
Cie de Financement Foncier MTN |
||||||||||||
4.625%, 09/23/2017 |
575 | 893 | ||||||||||
4.250%, 01/19/2022 |
300 | 498 | ||||||||||
Cie de St.-Gobain MTN |
||||||||||||
4.625%, 10/09/2029 |
GBP | 120 | 209 | |||||||||
3.500%, 09/30/2015 |
550 | 780 | ||||||||||
Coface |
||||||||||||
4.125%, 03/27/2024 |
200 | 290 | ||||||||||
Credit Agricole MTN |
||||||||||||
2.375%, 11/27/2020 |
600 | 864 |
17 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2014
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Credit Agricole Home Loan SFH MTN |
||||||||||||
3.250%, 03/23/2017 |
100 | $ | 148 | |||||||||
2.875%, 09/09/2016 |
300 | 434 | ||||||||||
Dexia Credit Local MTN |
||||||||||||
2.000%, 01/22/2021 |
200 | 288 | ||||||||||
1.625%, 10/29/2018 |
565 | 804 | ||||||||||
1.375%, 09/18/2019 |
500 | 702 | ||||||||||
Electricite de France MTN |
||||||||||||
6.500%, 01/26/2019 (A) |
USD | 250 | 298 | |||||||||
5.500%, 10/17/2041 |
GBP | 200 | 385 | |||||||||
5.375%, 12/12/2049 (B) |
100 | 152 | ||||||||||
5.250%, 12/29/2049 (B) |
USD | 120 | 122 | |||||||||
Eutelsat |
||||||||||||
2.625%, 01/13/2020 |
200 | 288 | ||||||||||
Financiere Medicis Lux |
||||||||||||
7.000%, 05/15/2020 |
170 | 249 | ||||||||||
French Treasury Note |
||||||||||||
1.000%, 07/25/2017 |
235 | 329 | ||||||||||
Gecina MTN |
||||||||||||
2.875%, 05/30/2023 (C) |
500 | 721 | ||||||||||
Government of France |
||||||||||||
5.000%, 10/25/2016 |
1,240 | 1,890 | ||||||||||
4.500%, 04/25/2041 |
220 | 410 | ||||||||||
3.250%, 05/25/2045 |
1,220 | 1,856 | ||||||||||
2.500%, 05/25/2030 |
860 | 1,207 | ||||||||||
2.250%, 05/25/2024 |
615 | 892 | ||||||||||
1.750%, 11/25/2024 |
655 | 901 | ||||||||||
1.000%, 11/25/2018 |
1,480 | 2,076 | ||||||||||
1.000%, 05/25/2019 |
825 | 1,154 | ||||||||||
HSBC SFH France MTN |
||||||||||||
2.000%, 10/16/2023 |
700 | 1,000 | ||||||||||
Iliand |
||||||||||||
4.875%, 06/01/2016 |
300 | 437 | ||||||||||
Numericable Group |
||||||||||||
5.375%, 05/15/2022 |
225 | 327 | ||||||||||
RCI Banque MTN |
||||||||||||
5.625%, 10/05/2015 |
500 | 725 | ||||||||||
Renault MTN |
||||||||||||
3.625%, 09/19/2018 |
450 | 662 | ||||||||||
Sanofi MTN |
||||||||||||
2.500%, 11/14/2023 |
200 | 290 | ||||||||||
Societe Generale MTN |
||||||||||||
5.750%, 04/20/2016 (A) |
USD | 111 | 119 | |||||||||
5.200%, 04/15/2021 (A) |
USD | 225 | 254 | |||||||||
3.875%, 12/17/2015 |
GBP | 100 | 177 | |||||||||
Societe Generale SFH MTN |
||||||||||||
3.250%, 06/06/2016 |
400 | 579 | ||||||||||
Unibail-Rodamco MTN |
||||||||||||
2.375%, 02/25/2021 (C) |
500 | 719 | ||||||||||
Veolia Environnement MTN |
||||||||||||
6.125%, 11/25/2033 |
143 | 271 | ||||||||||
4.625%, 03/30/2027 |
200 | 328 | ||||||||||
Wendel |
||||||||||||
5.875%, 09/17/2019 |
800 | 1,282 | ||||||||||
|
|
|||||||||||
35,561 | ||||||||||||
|
|
|||||||||||
Germany 7.6% |
||||||||||||
Allianz Finance II MTN |
||||||||||||
3.500%, 02/14/2022 |
100 | 156 | ||||||||||
Bayer MTN |
||||||||||||
1.875%, 01/25/2021 |
93 | 132 |
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Bundesobligation |
||||||||||||
1.000%, 10/12/2018 |
800 | $ | 1,130 | |||||||||
Bundesrepublik Deutschland |
||||||||||||
6.500%, 07/04/2027 |
125 | 270 | ||||||||||
4.750%, 09/20/2033 |
190 | 358 | ||||||||||
2.500%, 07/04/2044 |
3,325 | 4,881 | ||||||||||
1.750%, 02/15/2024 |
3,000 | 4,310 | ||||||||||
Bundesrepublik Deutschland, Ser 00 |
||||||||||||
5.500%, 01/04/2031 |
550 | 1,133 | ||||||||||
Bundesrepublik Deutschland, Ser 03 |
||||||||||||
4.750%, 07/04/2034 |
150 | 296 | ||||||||||
Bundesschatzanweisungen |
||||||||||||
2.875%, 09/11/2015 |
323 | 315 | ||||||||||
0.000%, 12/12/2014 |
6,250 | 8,556 | ||||||||||
Continental MTN |
||||||||||||
3.125%, 09/09/2020 |
600 | 902 | ||||||||||
Deutsche Bank MTN |
||||||||||||
1.411%, 12/15/2015 (B) |
GBP | 280 | 478 | |||||||||
Deutsche Bundesrepublik |
||||||||||||
4.000%, 01/04/2037 |
110 | 201 | ||||||||||
Deutsche Telekom International Finance MTN |
||||||||||||
8.875%, 11/27/2028 |
GBP | 160 | 407 | |||||||||
7.375%, 12/04/2019 |
GBP | 200 | 417 | |||||||||
Deutschland Inflation Linked Bond |
||||||||||||
0.100%, 04/15/2023 |
3,115 | 4,408 | ||||||||||
E.ON International Finance MTN |
||||||||||||
6.000%, 10/30/2019 |
GBP | 300 | 591 | |||||||||
Evonik Industries MTN |
||||||||||||
1.875%, 04/08/2020 |
600 | 848 | ||||||||||
FMS Wertmanagement |
||||||||||||
3.000%, 08/03/2018 |
500 | 756 | ||||||||||
1.125%, 09/03/2018 |
900 | 1,267 | ||||||||||
KFW |
||||||||||||
3.875%, 01/21/2019 |
1,325 | 2,093 | ||||||||||
3.375%, 08/30/2017 |
CHF | 370 | 461 | |||||||||
1.125%, 10/16/2018 |
250 | 353 | ||||||||||
Linde Finance MTN |
||||||||||||
3.875%, 06/01/2021 |
450 | 719 | ||||||||||
Muenchener Rueckversicherungs MTN |
||||||||||||
6.250%, 05/26/2042 (B) |
200 | 334 | ||||||||||
ProSiebenSat.1 Media |
||||||||||||
2.625%, 04/15/2021 |
300 | 416 | ||||||||||
Robert Bosch GmbH MTN |
||||||||||||
1.750%, 07/08/2024 |
600 | 813 | ||||||||||
RWE |
||||||||||||
7.000%, 10/12/2072 (B) |
USD | 224 | 248 | |||||||||
Vier Gas Transport Gmbh MTN |
||||||||||||
3.125%, 07/10/2023 |
250 | 375 | ||||||||||
2.875%, 06/12/2025 |
200 | 291 | ||||||||||
|
|
|||||||||||
37,915 | ||||||||||||
|
|
|||||||||||
Guatemala 0.0% |
||||||||||||
Comcel Trust |
||||||||||||
6.875%, 02/06/2024 |
USD | 230 | 248 | |||||||||
|
|
|||||||||||
Ireland 1.4% |
||||||||||||
AIB Mortgage Bank MTN |
||||||||||||
2.625%, 07/29/2016 |
400 | 569 |
18 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2014
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Allied Irish Banks MTN |
||||||||||||
2.875%, 11/28/2016 |
400 | $ | 558 | |||||||||
Aquarius and Investments for Zurich Insurance MTN |
||||||||||||
4.250%, 10/02/2043 (B) |
100 | 148 | ||||||||||
Bank of Ireland MTN |
||||||||||||
2.750%, 06/05/2016 |
250 | 349 | ||||||||||
2.062%, 09/22/2015 (A)(B) |
CAD | 205 | 185 | |||||||||
Bank of Ireland Mortgage Bank |
||||||||||||
1.750%, 03/19/2019 |
450 | 636 | ||||||||||
CRH Finland Services MTN |
||||||||||||
2.750%, 10/15/2020 |
350 | 513 | ||||||||||
FGA Capital Ireland MTN |
||||||||||||
2.875%, 01/26/2018 |
210 | 298 | ||||||||||
2.625%, 04/17/2019 |
350 | 492 | ||||||||||
GE Capital UK Funding MTN |
||||||||||||
4.375%, 07/31/2019 |
GBP | 810 | 1,484 | |||||||||
Ireland Government Bond |
||||||||||||
5.400%, 03/13/2025 |
790 | 1,371 | ||||||||||
4.500%, 10/18/2018 |
345 | 548 | ||||||||||
3.400%, 03/18/2024 |
180 | 268 | ||||||||||
|
|
|||||||||||
7,419 | ||||||||||||
|
|
|||||||||||
Israel 0.2% |
||||||||||||
Israel Government Bond |
||||||||||||
4.250%, 03/31/2023 |
750 | 248 | ||||||||||
2.875%, 01/29/2024 |
EUR | 650 | 945 | |||||||||
|
|
|||||||||||
1,193 | ||||||||||||
|
|
|||||||||||
Italy 9.7% |
||||||||||||
Assicurazioni Generali MTN |
||||||||||||
2.875%, 01/14/2020 |
250 | 364 | ||||||||||
Banca Monte dei Paschi di Siena |
||||||||||||
5.000%, 02/09/2018 |
230 | 353 | ||||||||||
4.875%, 09/15/2016 |
700 | 1,034 | ||||||||||
2.875%, 04/16/2021 |
200 | 283 | ||||||||||
Banco Popolare SC MTN |
||||||||||||
3.500%, 03/14/2019 |
350 | 497 | ||||||||||
Edison MTN |
||||||||||||
3.875%, 11/10/2017 |
600 | 899 | ||||||||||
Enel Finance International |
||||||||||||
3.875%, 10/07/2014 (A) |
USD | 350 | 353 | |||||||||
Eni MTN |
||||||||||||
3.625%, 01/29/2029 |
600 | 907 | ||||||||||
Intesa Sanpaolo MTN |
||||||||||||
5.250%, 01/12/2024 |
USD | 375 | 410 | |||||||||
5.017%, 06/26/2024 (A) |
USD | 200 | 202 | |||||||||
4.875%, 07/10/2015 |
300 | 427 | ||||||||||
4.000%, 11/09/2017 |
368 | 548 | ||||||||||
Italy Buoni Poliennali Del Tesoro |
||||||||||||
6.500%, 11/01/2027 |
305 | 566 | ||||||||||
5.500%, 11/01/2022 |
1,040 | 1,746 | ||||||||||
5.000%, 03/01/2025 |
960 | 1,564 | ||||||||||
5.000%, 09/01/2040 |
755 | 1,222 | ||||||||||
4.750%, 05/01/2017 |
775 | 1,176 | ||||||||||
4.750%, 09/01/2021 |
3,250 | 5,239 | ||||||||||
4.750%, 09/01/2044 |
355 | 554 | ||||||||||
4.500%, 02/01/2020 |
570 | 901 | ||||||||||
4.500%, 03/01/2024 |
3,744 | 5,896 | ||||||||||
4.000%, 09/01/2020 |
130 | 201 | ||||||||||
3.750%, 09/01/2024 |
1,425 | 2,108 | ||||||||||
3.500%, 11/01/2017 |
4,591 | 6,800 | ||||||||||
3.500%, 06/01/2018 |
300 | 447 | ||||||||||
3.500%, 03/01/2030 |
1,390 | 1,940 |
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||
2.500%, 05/01/2019 |
3,000 | $ | 4,325 | |||||||
2.250%, 04/22/2017 |
4,379 | 6,236 | ||||||||
TeamSystem Holding |
||||||||||
7.375%, 05/15/2020 |
220 | 321 | ||||||||
Telecom Italia MTN |
||||||||||
4.500%, 01/25/2021 |
400 | 585 | ||||||||
Unione di Banche Italiane MTN |
||||||||||
4.500%, 02/22/2016 |
200 | 291 | ||||||||
|
|
|||||||||
48,395 | ||||||||||
|
|
|||||||||
Japan 15.8% |
||||||||||
Government of Japan 5 Year Bond |
||||||||||
0.300%, 09/20/2018 |
689,850 | 6,855 | ||||||||
Government of Japan 5 Year Bond, Ser 103 |
||||||||||
0.300%, 03/20/2017 |
443,900 | 4,407 | ||||||||
Government of Japan 5 Year Bond, Ser 106 |
||||||||||
0.200%, 09/20/2017 |
850,000 | 8,417 | ||||||||
Government of Japan 5 Year Bond, Ser 109 |
||||||||||
0.100%, 03/20/2018 |
37,900 | 374 | ||||||||
Government of Japan 10 Year Bond |
||||||||||
0.800%, 09/20/2023 |
241,100 | 2,442 | ||||||||
Government of Japan 10 Year Bond, Ser 301 |
||||||||||
1.500%, 06/20/2019 |
759,550 | 7,989 | ||||||||
Government of Japan 10 Year Bond, Ser 303 |
||||||||||
1.400%, 09/20/2019 |
384,600 | 4,036 | ||||||||
Government of Japan 10 Year Bond, Ser 308 |
||||||||||
1.300%, 06/20/2020 |
155,000 | 1,628 | ||||||||
Government of Japan 10 Year Bond, Ser 313 |
||||||||||
1.300%, 03/20/2021 |
750,000 | 7,908 | ||||||||
Government of Japan 20 Year Bond |
||||||||||
1.700%, 06/20/2033 |
129,900 | 1,357 | ||||||||
Government of Japan 20 Year Bond, Ser 55 |
||||||||||
2.000%, 03/21/2022 |
257,000 | 2,852 | ||||||||
Government of Japan 20 Year Bond, Ser 99 |
||||||||||
2.100%, 12/20/2027 |
459,650 | 5,256 | ||||||||
Government of Japan 20 Year Bond, Ser 106 |
||||||||||
2.200%, 09/20/2028 |
40,650 | 470 | ||||||||
Government of Japan 20 Year Bond, Ser 112 |
||||||||||
2.100%, 06/20/2029 |
325,000 | 3,704 | ||||||||
Government of Japan 20 Year Bond, Ser 128 |
||||||||||
1.900%, 06/20/2031 |
55,000 | 604 | ||||||||
Government of Japan 20 Year Bond, Ser 140 |
||||||||||
1.700%, 09/20/2032 |
34,850 | 367 | ||||||||
Government of Japan 20 Year Bond, Ser 143 |
||||||||||
1.600%, 03/20/2033 |
400,600 | 4,134 |
19 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2014
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Government of Japan 20 Year Bond, Ser 144 |
||||||||||||
1.500%, 03/20/2033 |
63,050 | $ | 640 | |||||||||
Government of Japan 30 Year Bond, Ser 30 |
||||||||||||
2.300%, 03/20/2039 |
322,500 | 3,652 | ||||||||||
Government of Japan 30 Year Bond, Ser 33 |
||||||||||||
2.000%, 09/20/2040 |
717,000 | 7,665 | ||||||||||
Government of Japan 30 Year Bond, Ser 34 |
||||||||||||
2.200%, 03/20/2041 |
30,000 | 333 | ||||||||||
Government of Japan 30 Year Bond, Ser 36 |
||||||||||||
2.000%, 03/20/2042 |
41,350 | 440 | ||||||||||
Government of Japan 30 Year Bond, Ser 37 |
||||||||||||
1.900%, 09/20/2042 |
40,400 | 421 | ||||||||||
Government of Japan 30 Year Bond, Ser 38 |
||||||||||||
1.800%, 03/20/2043 |
109,500 | 1,114 | ||||||||||
Government of Japan 40 Year Bond, Ser 6 |
||||||||||||
1.900%, 03/20/2053 |
20,000 | 204 | ||||||||||
Mizuho Financial Group Cayman 3 |
||||||||||||
4.600%, 03/27/2024 |
USD | 306 | 323 | |||||||||
ORIX |
||||||||||||
4.710%, 04/27/2015 |
USD | 135 | 139 | |||||||||
SMFG Preferred Capital |
||||||||||||
10.231%, 01/25/2029 (B) |
GBP | 500 | 1,214 | |||||||||
|
|
|||||||||||
78,945 | ||||||||||||
|
|
|||||||||||
Malaysia 0.2% |
||||||||||||
Bank Negara Malaysia Monetary Notes |
||||||||||||
2.770%, 10/02/2014 (D) |
1,275 | 394 | ||||||||||
Malaysia Government Bond |
||||||||||||
5.734%, 07/30/2019 |
900 | 307 | ||||||||||
3.418%, 08/15/2022 |
445 | 133 | ||||||||||
|
|
|||||||||||
834 | ||||||||||||
|
|
|||||||||||
Mexico 0.7% |
||||||||||||
Grupo KUO De |
||||||||||||
6.250%, 12/04/2022 (A) |
USD | 300 | 315 | |||||||||
Mexican Bonos |
||||||||||||
8.000%, 06/11/2020 |
12,606 | 1,117 | ||||||||||
7.750%, 11/13/2042 |
9,050 | 790 | ||||||||||
Mexican Udibonos |
||||||||||||
5.000%, 06/16/2016 |
1,810 | 786 | ||||||||||
Petroleos Mexicanos |
||||||||||||
3.500%, 01/30/2023 |
USD | 425 | 415 | |||||||||
|
|
|||||||||||
3,423 | ||||||||||||
|
|
|||||||||||
Morocco 0.1% |
||||||||||||
OCP |
||||||||||||
5.625%, 04/25/2024 |
USD | 390 | 409 | |||||||||
|
|
|||||||||||
Netherlands 4.5% |
||||||||||||
ABN AMRO Bank MTN |
||||||||||||
6.375%, 04/27/2021 |
245 | 410 | ||||||||||
3.750%, 07/15/2014 |
750 | 1,028 | ||||||||||
Achmea BV MTN |
||||||||||||
2.500%, 11/19/2020 |
625 | 896 |
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Achmea Hypotheekbank MTN |
||||||||||||
2.750%, 02/18/2021 |
150 | $ | 217 | |||||||||
2.375%, 02/08/2016 |
275 | 386 | ||||||||||
Aegon MTN |
||||||||||||
4.000%, 04/25/2044 (B) |
108 | 149 | ||||||||||
Akzo Nobel MTN |
||||||||||||
8.000%, 04/06/2016 |
GBP | 205 | 389 | |||||||||
ASML Holding |
||||||||||||
3.375%, 09/19/2023 |
450 | 669 | ||||||||||
Bharti Airtel International |
||||||||||||
4.000%, 12/10/2018 |
270 | 396 | ||||||||||
Coco-Cola HBC Finance |
||||||||||||
2.375%, 06/18/2020 |
350 | 499 | ||||||||||
Constellium MTN |
||||||||||||
4.625%, 05/15/2021 |
150 | 213 | ||||||||||
Heineken MTN |
||||||||||||
2.125%, 08/04/2020 |
300 | 429 | ||||||||||
ING Bank MTN |
||||||||||||
6.125%, 05/29/2023 (B) |
145 | 226 | ||||||||||
5.800%, 09/25/2023 (A) |
USD | 375 | 422 | |||||||||
3.625%, 02/25/2026 (B) |
180 | 256 | ||||||||||
3.375%, 03/23/2017 |
125 | 185 | ||||||||||
Kingdom of Netherlands |
||||||||||||
4.000%, 07/15/2016 |
630 | 931 | ||||||||||
4.000%, 07/15/2018 |
185 | 291 | ||||||||||
4.000%, 01/15/2037 |
300 | 543 | ||||||||||
2.250%, 07/15/2022 |
1,255 | 1,866 | ||||||||||
1.750%, 07/15/2023 |
4,250 | 6,029 | ||||||||||
1.750%, 07/15/2023 |
790 | 1,121 | ||||||||||
1.250%, 01/15/2018 |
345 | 489 | ||||||||||
1.250%, 01/15/2019 |
475 | 674 | ||||||||||
Koninklijke KPN |
||||||||||||
3.250%, 02/01/2021 |
200 | 296 | ||||||||||
NN Group |
||||||||||||
4.625%, 04/08/2044 (B) |
850 | 1,215 | ||||||||||
Robert Bosch Investment Nederland BV MTN |
||||||||||||
1.625%, 05/24/2021 |
500 | 700 | ||||||||||
Shell International Finance |
||||||||||||
2.250%, 01/06/2023 |
USD | 825 | 781 | |||||||||
TenneT Holding |
||||||||||||
2.125%, 11/01/2020 |
350 | 498 | ||||||||||
UPCB Finance |
||||||||||||
7.625%, 01/15/2020 |
250 | 363 | ||||||||||
Wuerth Finance International MTN |
||||||||||||
1.750%, 05/21/2020 |
150 | 213 | ||||||||||
|
|
|||||||||||
22,780 | ||||||||||||
|
|
|||||||||||
New Zealand 1.8% |
||||||||||||
Government of New Zealand |
||||||||||||
5.500%, 04/15/2023 |
320 | 302 | ||||||||||
5.000%, 03/15/2019 |
5,340 | 4,854 | ||||||||||
2.000%, 09/20/2025 |
4,157 | 3,528 | ||||||||||
Westpac Securities MTN |
||||||||||||
0.875%, 06/24/2019 |
EUR | 100 | 137 | |||||||||
|
|
|||||||||||
8,821 | ||||||||||||
|
|
|||||||||||
Norway 0.5% |
||||||||||||
DnB Bank MTN |
||||||||||||
4.750%, 03/08/2022 (B) |
EUR | 120 | 178 | |||||||||
3.000%, 09/26/2023 (B) |
EUR | 170 | 245 | |||||||||
Eksportfinans |
||||||||||||
2.375%, 05/25/2016 |
USD | 200 | 200 |
20 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2014
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
2.000%, 09/15/2015 |
USD | 20 | $ | 20 | ||||||||
Government of Norway |
||||||||||||
4.500%, 05/22/2019 |
1,150 | 211 | ||||||||||
2.000%, 05/24/2023 |
645 | 102 | ||||||||||
Kommunalbanken MTN |
||||||||||||
1.000%, 03/15/2018 (A) |
USD | 800 | 789 | |||||||||
Sparebank 1 Boligkreditt MTN |
||||||||||||
2.375%, 11/22/2016 |
EUR | 170 | 244 | |||||||||
Yara International |
||||||||||||
7.875%, 06/11/2019 (A) |
USD | 185 | 227 | |||||||||
|
|
|||||||||||
2,216 | ||||||||||||
|
|
|||||||||||
Peru 0.0% |
||||||||||||
Minsur |
||||||||||||
6.250%, 02/07/2024 |
USD | 230 | 251 | |||||||||
|
|
|||||||||||
Poland 0.4% |
||||||||||||
Republic of Poland |
||||||||||||
5.125%, 04/21/2021 |
USD | 135 | 152 | |||||||||
4.000%, 10/25/2023 |
300 | 103 | ||||||||||
2.500%, 07/25/2018 |
710 | 231 | ||||||||||
Republic of Poland, Ser 1019 |
||||||||||||
5.500%, 10/25/2019 |
1,475 | 544 | ||||||||||
Republic of Poland, Ser 1021 |
||||||||||||
5.750%, 10/25/2021 |
3,490 | 1,332 | ||||||||||
Republic of Poland, Ser E MTN |
||||||||||||
4.200%, 04/15/2020 |
EUR | 100 | 159 | |||||||||
|
|
|||||||||||
2,521 | ||||||||||||
|
|
|||||||||||
Portugal 0.2% |
||||||||||||
Caixa Geral de Depositos MTN |
||||||||||||
3.000%, 01/15/2019 |
300 | 436 | ||||||||||
Portugal Obrigacoes do Tesouro OT |
||||||||||||
4.750%, 06/14/2019 |
475 | 721 | ||||||||||
|
|
|||||||||||
1,157 | ||||||||||||
|
|
|||||||||||
Romania 0.0% |
||||||||||||
Romanian Government International Bond MTN |
||||||||||||
4.625%, 09/18/2020 |
EUR | 55 | 85 | |||||||||
|
|
|||||||||||
Singapore 0.3% |
||||||||||||
Government of Singapore |
||||||||||||
4.000%, 09/01/2018 |
495 | 448 | ||||||||||
3.375%, 09/01/2033 |
900 | 762 | ||||||||||
3.125%, 09/01/2022 |
275 | 236 | ||||||||||
Temasek Financial I MTN |
||||||||||||
2.375%, 01/23/2023 (A) |
USD | 495 | 474 | |||||||||
|
|
|||||||||||
1,920 | ||||||||||||
|
|
|||||||||||
Slovak Republic 0.2% |
||||||||||||
SPP-Distribucia |
||||||||||||
2.625%, 06/23/2021 |
750 | 1,030 | ||||||||||
|
|
|||||||||||
South Africa 0.6% |
||||||||||||
Gold Fields Orogen Holding |
||||||||||||
4.875%, 10/07/2020 |
USD | 400 | 368 | |||||||||
Republic of South Africa |
||||||||||||
10.500%, 12/21/2026 |
2,500 | 274 | ||||||||||
8.250%, 09/15/2017 |
15,605 | 1,505 | ||||||||||
7.000%, 02/28/2031 |
5,005 | 396 | ||||||||||
|
|
|||||||||||
2,543 | ||||||||||||
|
|
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
South Korea 0.7% |
||||||||||||
Korea Treasury Bond |
||||||||||||
4.250%, 06/10/2021 |
1,009,870 | $ | 1,074 | |||||||||
4.000%, 12/10/2031 |
435,000 | 469 | ||||||||||
3.500%, 09/10/2016 |
973,960 | 979 | ||||||||||
3.500%, 03/10/2024 |
397,000 | 403 | ||||||||||
2.750%, 03/10/2018 |
511,230 | 505 | ||||||||||
|
|
|||||||||||
3,430 | ||||||||||||
|
|
|||||||||||
Spain 4.5% |
||||||||||||
Ayt Cedulas Cajas Global |
||||||||||||
3.750%, 12/14/2022 |
200 | 294 | ||||||||||
AyT Cedulas Cajas X Fondo de Titulizacion |
||||||||||||
0.279%, 06/30/2015 (B) |
200 | 271 | ||||||||||
Banco de Sabadell |
||||||||||||
3.375%, 01/23/2018 |
100 | 148 | ||||||||||
Banco Popular Espanol |
||||||||||||
4.000%, 10/18/2016 |
100 | 146 | ||||||||||
3.750%, 01/22/2019 |
100 | 150 | ||||||||||
2.125%, 10/08/2019 |
100 | 141 | ||||||||||
Bankia |
||||||||||||
4.000%, 02/03/2025 |
300 | 461 | ||||||||||
BBVA Subordinated Capital SAU |
||||||||||||
3.500%, 04/11/2024 (B) |
700 | 986 | ||||||||||
CaixaBank |
||||||||||||
3.000%, 03/22/2018 |
200 | 294 | ||||||||||
Caja de Ahorros y Pensiones de Barcelona |
||||||||||||
2.375%, 05/09/2019 |
700 | 978 | ||||||||||
Ferrovial Emisiones MTN |
||||||||||||
3.375%, 06/07/2021 |
475 | 712 | ||||||||||
Fondo de Amortizacion del Deficit Electrico |
||||||||||||
4.125%, 03/17/2017 |
200 | 298 | ||||||||||
2.250%, 12/17/2016 |
700 | 991 | ||||||||||
Government of Spain |
||||||||||||
6.000%, 01/31/2029 |
465 | 831 | ||||||||||
5.850%, 01/31/2022 |
580 | 999 | ||||||||||
5.500%, 07/30/2017 |
315 | 492 | ||||||||||
5.500%, 04/30/2021 |
1,980 | 3,338 | ||||||||||
5.150%, 10/31/2044 |
295 | 487 | ||||||||||
4.850%, 10/31/2020 |
1,225 | 1,995 | ||||||||||
4.700%, 07/30/2041 |
230 | 358 | ||||||||||
4.500%, 01/31/2018 |
2,180 | 3,354 | ||||||||||
4.000%, 04/30/2020 |
100 | 155 | ||||||||||
3.800%, 04/30/2024 |
1,295 | 1,943 | ||||||||||
3.150%, 01/31/2016 |
600 | 856 | ||||||||||
Santander Consumer Finance |
||||||||||||
3.875%, 03/23/2016 |
200 | 289 | ||||||||||
Santander International Debt MTN |
||||||||||||
4.625%, 03/21/2016 |
700 | 1,020 | ||||||||||
Telefonica Emisiones MTN |
||||||||||||
5.597%, 03/12/2020 |
GBP | 100 | 191 | |||||||||
|
|
|||||||||||
22,178 | ||||||||||||
|
|
|||||||||||
Supra-National 1.4% |
||||||||||||
European Financial Stability Facility |
||||||||||||
1.625%, 07/17/2020 |
EUR | 1,700 | 2,435 | |||||||||
European Investment Bank MTN |
||||||||||||
4.250%, 04/15/2019 |
EUR | 740 | 1,193 | |||||||||
2.750%, 09/15/2021 |
EUR | 1,000 | 1,536 |
21 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2014
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
1.375%, 09/15/2021 |
EUR | 575 | $ | 807 | ||||||||
European Stability Mechanism MTN |
||||||||||||
1.375%, 03/04/2021 |
EUR | 850 | 1,197 | |||||||||
|
|
|||||||||||
7,168 | ||||||||||||
|
|
|||||||||||
Sweden 1.0% |
||||||||||||
Akzo Nobel Sweden Finance MTN |
||||||||||||
2.625%, 07/27/2022 |
EUR | 150 | 217 | |||||||||
Kingdom of Sweden |
||||||||||||
1.500%, 11/13/2023 |
2,200 | 323 | ||||||||||
Kingdom of Sweden, Ser 1047 |
||||||||||||
5.000%, 12/01/2020 |
3,700 | 680 | ||||||||||
Kingdom of Sweden, Ser 1052 |
||||||||||||
4.250%, 03/12/2019 |
4,485 | 772 | ||||||||||
Kingdom of Sweden, Ser 1054 |
||||||||||||
3.500%, 06/01/2022 |
3,535 | 607 | ||||||||||
Nordea Bank MTN |
||||||||||||
4.500%, 03/26/2020 |
EUR | 225 | 354 | |||||||||
4.000%, 03/29/2021 |
EUR | 255 | 393 | |||||||||
Skandinaviska Enskilda Banken MTN |
||||||||||||
4.000%, 09/12/2022 (B) |
EUR | 190 | 279 | |||||||||
1.875%, 11/14/2019 |
EUR | 175 | 248 | |||||||||
Svenska Handelsbanken |
||||||||||||
2.656%, 01/15/2024 (B) |
EUR | 651 | 918 | |||||||||
Telefonaktiebolaget LM Ericsson |
||||||||||||
4.125%, 05/15/2022 |
USD | 100 | 104 | |||||||||
|
|
|||||||||||
4,895 | ||||||||||||
|
|
|||||||||||
Switzerland 0.8% |
||||||||||||
Credit Suisse MTN |
||||||||||||
5.750%, 09/18/2025 (B) |
EUR | 250 | 381 | |||||||||
4.750%, 08/05/2019 |
EUR | 400 | 645 | |||||||||
Government of Switzerland |
||||||||||||
2.000%, 04/28/2021 |
1,070 | 1,344 | ||||||||||
1.500%, 04/30/2042 |
120 | 138 | ||||||||||
UBS MTN |
||||||||||||
6.625%, 04/11/2018 |
GBP | 150 | 295 | |||||||||
6.375%, 07/20/2016 |
GBP | 160 | 299 | |||||||||
4.750%, 02/12/2026 (B) |
EUR | 500 | 728 | |||||||||
4.280%, 04/29/2049 (B) |
EUR | 200 | 278 | |||||||||
|
|
|||||||||||
4,108 | ||||||||||||
|
|
|||||||||||
Thailand 0.1% |
||||||||||||
Thailand Government Bond |
||||||||||||
3.650%, 12/17/2021 |
16,020 | 495 | ||||||||||
|
|
|||||||||||
Turkey 0.3% |
||||||||||||
Akbank |
||||||||||||
3.875%, 10/24/2017 (A) |
USD | 380 | 384 | |||||||||
Republic of Turkey |
||||||||||||
5.875%, 04/02/2019 |
EUR | 225 | 351 | |||||||||
5.500%, 02/16/2017 |
EUR | 50 | 75 | |||||||||
Turkiye Garanti Bankasi MTN |
||||||||||||
4.750%, 10/17/2019 (A) |
USD | 390 | 393 | |||||||||
|
|
|||||||||||
1,203 | ||||||||||||
|
|
|||||||||||
United Arab Emirates 0.2% |
||||||||||||
Abu Dhabi National Energy |
||||||||||||
3.625%, 01/12/2023 (A) |
USD | 400 | 395 | |||||||||
IPIC GMTN MTN |
||||||||||||
6.875%, 03/14/2026 |
GBP | 100 | 215 | |||||||||
5.875%, 03/14/2021 |
EUR | 125 | 213 | |||||||||
|
|
|||||||||||
823 | ||||||||||||
|
|
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
United Kingdom 14.6% |
||||||||||||
AA Bond |
||||||||||||
4.720%, 07/02/2043 |
500 | $ | 901 | |||||||||
Abbey National Treasury Services MTN |
||||||||||||
5.250%, 02/16/2029 |
450 | 905 | ||||||||||
5.125%, 04/14/2021 |
300 | 583 | ||||||||||
4.250%, 04/12/2021 |
EUR | 350 | 577 | |||||||||
3.625%, 09/08/2016 |
EUR | 300 | 440 | |||||||||
3.375%, 06/08/2015 |
EUR | 500 | 704 | |||||||||
2.000%, 01/14/2019 |
EUR | 400 | 567 | |||||||||
1.750%, 01/15/2018 |
EUR | 525 | 737 | |||||||||
Aviva |
||||||||||||
6.875%, 05/22/2038 (B) |
EUR | 195 | 312 | |||||||||
6.125%, 11/14/2036 (B) |
200 | 374 | ||||||||||
AWG Parent |
||||||||||||
6.875%, 08/21/2023 |
230 | 489 | ||||||||||
Bank of Scotland MTN |
||||||||||||
4.750%, 06/08/2022 |
EUR | 290 | 500 | |||||||||
4.625%, 06/08/2017 |
EUR | 275 | 423 | |||||||||
Barclays Bank MTN |
||||||||||||
6.750%, 01/16/2023 (B) |
350 | 655 | ||||||||||
6.625%, 03/30/2022 |
EUR | 340 | 580 | |||||||||
4.250%, 01/12/2022 |
250 | 464 | ||||||||||
BAT International Finance MTN |
||||||||||||
7.250%, 03/12/2024 |
250 | 546 | ||||||||||
5.375%, 06/29/2017 |
EUR | 425 | 660 | |||||||||
Bishopsgate Asset Finance |
||||||||||||
4.808%, 08/14/2044 |
183 | 297 | ||||||||||
Boparan Finance |
||||||||||||
5.250%, 07/15/2019 |
140 | 237 | ||||||||||
BP Capital Markets MTN |
||||||||||||
3.830%, 10/06/2017 |
EUR | 350 | 527 | |||||||||
2.994%, 02/18/2019 |
EUR | 162 | 242 | |||||||||
2.500%, 11/06/2022 |
USD | 400 | 382 | |||||||||
2.177%, 09/28/2021 |
EUR | 245 | 350 | |||||||||
British American Tobacco Holdings MTN |
||||||||||||
4.000%, 07/07/2020 |
100 | 157 | ||||||||||
British Telecommunications MTN |
||||||||||||
6.375%, 06/23/2037 |
120 | 255 | ||||||||||
5.750%, 12/07/2028 |
111 | 218 | ||||||||||
Channel Link Enterprises Finance |
||||||||||||
3.643%, 06/30/2050 (B) |
EUR | 700 | 951 | |||||||||
Coventry Building Society MTN |
||||||||||||
4.625%, 04/19/2018 |
230 | 427 | ||||||||||
Direct Line Insurance Group |
||||||||||||
9.250%, 04/27/2042 (B) |
100 | 217 | ||||||||||
Eastern Power Networks MTN |
||||||||||||
6.250%, 11/12/2036 |
160 | 336 | ||||||||||
ENW Finance MTN |
||||||||||||
6.125%, 07/21/2021 |
350 | 696 | ||||||||||
Eversholt Funding MTN |
||||||||||||
5.831%, 12/02/2020 |
100 | 193 | ||||||||||
Experian Finance MTN |
||||||||||||
4.750%, 02/04/2020 |
EUR | 425 | 682 | |||||||||
FCE Bank MTN |
||||||||||||
5.125%, 11/16/2015 |
200 | 358 | ||||||||||
4.825%, 02/15/2017 |
200 | 364 | ||||||||||
1.875%, 05/12/2016 |
EUR | 250 | 350 |
22 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2014
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
1.625%, 09/09/2016 |
EUR | 100 | $ | 139 | ||||||||
First Hydro Finance |
||||||||||||
9.000%, 07/31/2021 |
220 | 496 | ||||||||||
Great Rolling Stock MTN |
||||||||||||
6.250%, 07/27/2020 |
300 | 588 | ||||||||||
Heathrow Funding MTN |
||||||||||||
7.125%, 02/14/2024 |
150 | 313 | ||||||||||
HJ Heinz Finance UK |
||||||||||||
6.250%, 02/18/2030 |
115 | 206 | ||||||||||
HSBC Bank MTN |
||||||||||||
4.750%, 09/29/2020 (B) |
225 | 395 | ||||||||||
4.125%, 08/12/2020 |
USD | 375 | 406 | |||||||||
HSBC Holdings MTN |
||||||||||||
6.500%, 05/20/2024 |
250 | 523 | ||||||||||
Imperial Tobacco Finance MTN |
||||||||||||
8.375%, 02/17/2016 |
EUR | 575 | 885 | |||||||||
7.250%, 09/15/2014 |
EUR | 150 | 208 | |||||||||
5.500%, 09/28/2026 |
350 | 667 | ||||||||||
3.375%, 02/26/2026 |
EUR | 400 | 585 | |||||||||
2.250%, 02/26/2021 |
EUR | 400 | 564 | |||||||||
Intu SGS Finance MTN |
||||||||||||
3.875%, 03/17/2023 (C) |
250 | 425 | ||||||||||
Lloyds TSB Bank MTN |
||||||||||||
6.500%, 03/24/2020 |
EUR | 275 | 458 | |||||||||
4.625%, 02/02/2017 |
EUR | 420 | 633 | |||||||||
Mondi Finance MTN |
||||||||||||
3.375%, 09/28/2020 |
EUR | 400 | 592 | |||||||||
Motability Operations Group MTN |
||||||||||||
3.750%, 11/29/2017 |
EUR | 300 | 451 | |||||||||
National Westminster Bank |
||||||||||||
6.500%, 09/07/2021 |
220 | 418 | ||||||||||
6.500%, 09/07/2021 |
550 | 1,046 | ||||||||||
Nationwide Building Society MTN |
||||||||||||
4.625%, 02/08/2021 |
EUR | 550 | 927 | |||||||||
4.125%, 03/20/2023 (B) |
EUR | 1,200 | 1,748 | |||||||||
Network Rail Infrastructure Finance MTN |
||||||||||||
4.400%, 03/06/2016 |
CAD | 690 | 680 | |||||||||
Northern Rock |
||||||||||||
5.625%, 06/22/2017 (A) |
USD | 1,750 | 1,953 | |||||||||
Northumbrian Water Finance |
||||||||||||
6.875%, 02/06/2023 |
190 | 398 | ||||||||||
6.000%, 10/11/2017 |
500 | 956 | ||||||||||
PGH Capital |
||||||||||||
5.750%, 07/07/2021 |
250 | 427 | ||||||||||
RL Finance Bonds No. 2 |
||||||||||||
6.125%, 11/30/2043 (B) |
100 | 178 | ||||||||||
Rolls-Royce |
||||||||||||
6.750%, 04/30/2019 |
100 | 203 | ||||||||||
Royal Bank of Scotland |
||||||||||||
9.500%, 03/16/2022 (B) |
USD | 200 | 235 | |||||||||
6.934%, 04/09/2018 |
EUR | 300 | 475 | |||||||||
5.125%, 01/13/2024 |
400 | 785 | ||||||||||
Severn Trent Utilities Finance |
||||||||||||
6.125%, 02/26/2024 |
195 | 396 | ||||||||||
Southern Gas Networks MTN |
||||||||||||
4.875%, 10/05/2023 |
215 | 399 | ||||||||||
Standard Chartered MTN |
||||||||||||
4.000%, 07/12/2022 (B) |
USD | 390 | 403 | |||||||||
Standard Life MTN |
||||||||||||
5.500%, 12/04/2042 (B) |
250 | 451 | ||||||||||
5.314%, 01/06/2049 (B) |
EUR | 230 | 320 |
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Tesco MTN |
||||||||||||
6.125%, 02/24/2022 |
300 | $ | 589 | |||||||||
Thames Water Utilities Cayman Finance |
||||||||||||
4.000%, 06/19/2025 |
335 | 569 | ||||||||||
United Kingdom Gilt |
||||||||||||
5.000%, 03/07/2018 |
2,790 | 5,343 | ||||||||||
4.500%, 09/07/2034 |
250 | 503 | ||||||||||
4.500%, 12/07/2042 |
1,675 | 3,444 | ||||||||||
4.250%, 06/07/2032 |
110 | 214 | ||||||||||
3.750%, 07/22/2052 |
315 | 580 | ||||||||||
3.250%, 01/22/2044 |
390 | 646 | ||||||||||
2.250%, 09/07/2023 |
690 | 1,140 | ||||||||||
1.750%, 07/22/2019 |
975 | 1,644 | ||||||||||
1.750%, 07/22/2019 |
400 | 563 | ||||||||||
1.250%, 07/22/2018 |
160 | 268 | ||||||||||
United Kingdom Gilt - Inflation Linked |
||||||||||||
2.500%, 07/26/2016 |
550 | 3,151 | ||||||||||
United Kingdom Treasury |
||||||||||||
4.750%, 12/07/2030 |
1,240 | 2,551 | ||||||||||
4.250%, 03/07/2036 |
770 | 1,503 | ||||||||||
4.250%, 09/07/2039 |
720 | 1,414 | ||||||||||
4.000%, 03/07/2022 |
2,300 | 4,366 | ||||||||||
2.000%, 01/22/2016 |
533 | 927 | ||||||||||
1.750%, 01/22/2017 |
1,670 | 2,891 | ||||||||||
Voyage Care Bondco |
||||||||||||
6.500%, 08/01/2018 |
150 | 267 | ||||||||||
Wales & West Utilities Finance |
||||||||||||
6.750%, 12/17/2036 (B) |
200 | 389 | ||||||||||
6.250%, 11/30/2021 |
240 | 487 | ||||||||||
Western Power Distribution South West |
||||||||||||
5.750%, 03/23/2040 |
200 | 401 | ||||||||||
Western Power Distribution West Midlands |
||||||||||||
3.875%, 10/17/2024 |
230 | 393 | ||||||||||
WPP Finance MTN |
||||||||||||
3.000%, 11/20/2023 |
EUR | 123 | 181 | |||||||||
Yorkshire Power Finance |
||||||||||||
7.250%, 08/04/2028 |
208 | 452 | ||||||||||
Yorkshire Water Services Bradford Finance |
||||||||||||
6.375%, 08/19/2039 |
100 | 218 | ||||||||||
|
|
|||||||||||
73,682 | ||||||||||||
|
|
|||||||||||
United States 6.7% |
||||||||||||
21st Century Fox America |
||||||||||||
4.500%, 02/15/2021 |
75 | 82 | ||||||||||
4.000%, 10/01/2023 |
59 | 61 | ||||||||||
3.000%, 09/15/2022 |
111 | 109 | ||||||||||
AbbVie |
||||||||||||
2.900%, 11/06/2022 |
255 | 247 | ||||||||||
Aetna |
||||||||||||
2.750%, 11/15/2022 |
165 | 159 | ||||||||||
Altria Group |
||||||||||||
4.750%, 05/05/2021 |
180 | 199 | ||||||||||
4.250%, 08/09/2042 |
265 | 247 | ||||||||||
American Equity Investment Life Holding |
||||||||||||
6.625%, 07/15/2021 |
144 | 157 | ||||||||||
American International Group |
||||||||||||
8.175%, 05/15/2058 (B) |
240 | 331 |
23 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2014
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
6.797%, 11/15/2017 |
170 | $ | 276 | |||||||||
American Tower |
||||||||||||
3.400%, 02/15/2019 (C) |
390 | 408 | ||||||||||
AT&T |
||||||||||||
5.875%, 04/28/2017 |
GBP | 200 | 377 | |||||||||
4.875%, 06/01/2044 |
GBP | 130 | 228 | |||||||||
Bank of America MTN |
||||||||||||
4.000%, 04/01/2024 |
148 | 151 | ||||||||||
1.049%, 03/28/2018 (B) |
EUR | 300 | 404 | |||||||||
Barrick North America Finance |
||||||||||||
4.400%, 05/30/2021 |
189 | 198 | ||||||||||
Bristol-Myers Squibb |
||||||||||||
2.000%, 08/01/2022 |
670 | 623 | ||||||||||
Chevron |
||||||||||||
2.355%, 12/05/2022 |
810 | 779 | ||||||||||
Citigroup |
||||||||||||
5.000%, 08/02/2019 |
EUR | 230 | 372 | |||||||||
4.450%, 01/10/2017 |
250 | 269 | ||||||||||
3.875%, 10/25/2023 |
283 | 290 | ||||||||||
2.375%, 05/22/2024 |
EUR | 700 | 965 | |||||||||
Coca-Cola Enterprises |
||||||||||||
2.750%, 05/06/2026 |
EUR | 160 | 224 | |||||||||
Diamond Offshore Drilling |
||||||||||||
4.875%, 11/01/2043 |
130 | 131 | ||||||||||
Discovery Communications |
||||||||||||
2.375%, 03/07/2022 |
EUR | 350 | 491 | |||||||||
DISH DBS |
||||||||||||
5.000%, 03/15/2023 |
150 | 153 | ||||||||||
Dollar General |
||||||||||||
3.250%, 04/15/2023 |
400 | 378 | ||||||||||
Dover MTN |
||||||||||||
2.125%, 12/01/2020 |
EUR | 250 | 356 | |||||||||
General Electric |
||||||||||||
2.700%, 10/09/2022 |
320 | 314 | ||||||||||
General Electric Capital MTN |
||||||||||||
5.500%, 01/08/2020 |
305 | 354 | ||||||||||
5.300%, 02/11/2021 |
205 | 233 | ||||||||||
4.625%, 01/07/2021 |
750 | 835 | ||||||||||
Glencore Funding |
||||||||||||
4.125%, 05/30/2023 (A) |
123 | 124 | ||||||||||
Goldman Sachs Group MTN |
||||||||||||
4.250%, 01/29/2026 |
GBP | 190 | 329 | |||||||||
2.875%, 06/03/2026 |
EUR | 125 | 172 | |||||||||
2.625%, 08/19/2020 |
EUR | 350 | 505 | |||||||||
Healthcare Trust of America Holdings |
||||||||||||
3.375%, 07/15/2021 (C) |
86 | 86 | ||||||||||
Illinois Tool Works MTN |
||||||||||||
3.000%, 05/19/2034 |
EUR | 400 | 556 | |||||||||
INEOS Group Holdings |
||||||||||||
5.750%, 02/15/2019 |
350 | 495 | ||||||||||
Intelsat Jackson Holdings |
||||||||||||
5.500%, 08/01/2023 |
240 | 239 | ||||||||||
International Business Machines MTN |
||||||||||||
1.375%, 11/19/2019 |
EUR | 250 | 349 | |||||||||
Jefferies Group MTN |
||||||||||||
2.375%, 05/20/2020 |
EUR | 700 | 968 | |||||||||
John Deere Bank MTN |
||||||||||||
1.500%, 07/16/2018 |
250 | 351 | ||||||||||
JPMorgan Chase Bank |
||||||||||||
1.015%, 05/31/2017 (B) |
EUR | 1,250 | 1,704 |
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
JPMorgan Chase MTN |
||||||||||||
0.727%, 10/12/2015 (B) |
EUR | 350 | $ | 477 | ||||||||
Kellogg MTN |
||||||||||||
1.750%, 05/24/2021 |
EUR | 400 | 554 | |||||||||
Kroger |
||||||||||||
3.400%, 04/15/2022 |
33 | 33 | ||||||||||
Macys Retail Holdings |
||||||||||||
3.875%, 01/15/2022 |
164 | 171 | ||||||||||
MCE Finance |
||||||||||||
5.000%, 02/15/2021 (A) |
250 | 252 | ||||||||||
Metropolitan Life Global Funding I MTN |
||||||||||||
4.625%, 05/16/2017 |
EUR | 200 | 305 | |||||||||
Mondelez International |
||||||||||||
2.375%, 01/26/2021 |
EUR | 400 | 570 | |||||||||
1.125%, 01/26/2017 |
EUR | 650 | 897 | |||||||||
Morgan Stanley MTN |
||||||||||||
5.375%, 08/10/2020 |
EUR | 150 | 249 | |||||||||
3.750%, 09/21/2017 |
EUR | 350 | 521 | |||||||||
2.375%, 03/31/2021 |
EUR | 1,250 | 1,768 | |||||||||
Nabors Industries |
||||||||||||
5.100%, 09/15/2023 (A) |
EUR | 280 | 308 | |||||||||
Nissan Motor Acceptance |
||||||||||||
2.350%, 03/04/2019 (A) |
540 | 540 | ||||||||||
Offshore Group Investment |
||||||||||||
7.125%, 04/01/2023 |
218 | 221 | ||||||||||
Owens Corning |
||||||||||||
6.500%, 12/01/2016 |
145 | 162 | ||||||||||
Philip Morris International MTN |
||||||||||||
2.900%, 11/15/2021 |
325 | 328 | ||||||||||
2.875%, 05/30/2024 |
EUR | 100 | 146 | |||||||||
2.875%, 03/03/2026 |
EUR | 435 | 624 | |||||||||
2.125%, 05/30/2019 |
EUR | 100 | 144 | |||||||||
PNC Funding |
||||||||||||
5.125%, 02/08/2020 |
300 | 343 | ||||||||||
3.300%, 03/08/2022 |
150 | 153 | ||||||||||
Principal Financial Group |
||||||||||||
1.850%, 11/15/2017 |
175 | 176 | ||||||||||
Procter & Gamble |
||||||||||||
2.000%, 11/05/2021 |
150 | 214 | ||||||||||
Prologis |
||||||||||||
3.375%, 02/20/2024 |
EUR | 300 | 440 | |||||||||
3.000%, 01/18/2022 |
EUR | 450 | 654 | |||||||||
Prologis International Funding II MTN |
||||||||||||
2.875%, 04/04/2022 |
220 | 312 | ||||||||||
Prudential Financial |
||||||||||||
5.625%, 06/15/2043 (B) |
545 | 583 | ||||||||||
Rabobank Capital Funding Trust IV |
||||||||||||
5.556%, 12/31/2019 (B) |
GBP | 153 | 277 | |||||||||
Regency Energy Partners |
||||||||||||
4.500%, 11/01/2023 |
72 | 71 | ||||||||||
Republic Services |
||||||||||||
4.750%, 05/15/2023 |
155 | 171 | ||||||||||
Reynolds American |
||||||||||||
3.250%, 11/01/2022 |
361 | 348 | ||||||||||
Ryder System MTN |
||||||||||||
5.850%, 11/01/2016 |
116 | 128 | ||||||||||
Sabine Pass Liquefaction |
||||||||||||
5.750%, 05/15/2024 (A) |
230 | 240 |
24 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2014
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Seagate HDD |
||||||||||||
4.750%, 01/01/2025 (A) |
123 | $ | 122 | |||||||||
Simon Property Group |
||||||||||||
2.375%, 10/02/2020 (C)(E) |
EUR | 400 | 576 | |||||||||
Sirius XM Radio |
||||||||||||
4.625%, 05/15/2023 (A) |
254 | 243 | ||||||||||
SM Energy |
||||||||||||
6.500%, 01/01/2023 |
16 | 17 | ||||||||||
Societe Generale |
||||||||||||
5.922%, 04/05/2017 (A)(B) |
180 | 192 | ||||||||||
Sprint |
||||||||||||
7.875%, 09/15/2023 (A) |
187 | 208 | ||||||||||
Time Warner Cable |
||||||||||||
5.750%, 06/02/2031 |
GBP | 250 | 485 | |||||||||
5.250%, 07/15/2042 |
GBP | 400 | 735 | |||||||||
T-Mobile USA |
||||||||||||
6.625%, 04/01/2023 |
230 | 250 | ||||||||||
Transocean |
||||||||||||
2.500%, 10/15/2017 |
173 | 177 | ||||||||||
UBS MTN |
||||||||||||
5.875%, 12/20/2017 |
USD | 247 | 282 | |||||||||
United Technologies |
||||||||||||
1.800%, 06/01/2017 |
201 | 205 | ||||||||||
UnitedHealth Group |
||||||||||||
2.750%, 02/15/2023 |
120 | 116 | ||||||||||
Verizon Communications |
||||||||||||
6.550%, 09/15/2043 |
200 | 252 | ||||||||||
Viacom |
||||||||||||
3.875%, 04/01/2024 |
148 | 150 | ||||||||||
WellPoint |
||||||||||||
4.650%, 01/15/2043 |
110 | 112 | ||||||||||
2.300%, 07/15/2018 |
150 | 153 | ||||||||||
Wells Fargo MTN |
||||||||||||
4.600%, 04/01/2021 |
75 | 83 | ||||||||||
3.500%, 03/08/2022 |
235 | 243 | ||||||||||
Williams Partners |
||||||||||||
5.250%, 03/15/2020 |
89 | 100 | ||||||||||
3.900%, 01/15/2025 |
228 | 229 | ||||||||||
Windstream |
||||||||||||
7.500%, 04/01/2023 |
255 | 276 | ||||||||||
|
|
|||||||||||
33,865 | ||||||||||||
|
|
|||||||||||
Total Global Bonds |
476,609 | |||||||||||
|
|
|||||||||||
MORTGAGE-BACKED SECURITIES 2.1% |
| |||||||||||
Agency Mortgage-Backed Obligation 0.0% |
| |||||||||||
FHLMC, Ser K501, Cl X1A, IO |
||||||||||||
1.740%, 08/25/2016 (B)(F) |
316 | 8 | ||||||||||
|
|
|||||||||||
Non-Agency Mortgage-Backed Obligation 2.1% |
| |||||||||||
BB-UBS Trust, Ser 2012-SHOW, Cl A |
||||||||||||
3.430%, 11/05/2036 (A) |
100 | 99 | ||||||||||
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-6, Cl 3A |
||||||||||||
5.269%, 09/25/2034 (A)(B) |
103 | 101 | ||||||||||
Bear Stearns Commercial Mortgage Securities, Ser 2005-PW10, Cl A4 |
||||||||||||
5.405%, 12/11/2040 (B) |
175 | 182 |
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||
Bear Stearns Commercial Mortgage Securities, Ser 2005-PWR9, Cl A4A |
||||||||
4.871%, 09/11/2042 |
21 | $ | 22 | |||||
Bear Stearns Commercial Mortgage Securities, Ser 2005-T20, Cl A4A |
||||||||
5.288%, 10/12/2042 (B) |
40 | 42 | ||||||
Bear Stearns Commercial Mortgage Securities, Ser 2006-T24, Cl A4 |
||||||||
5.537%, 10/12/2041 |
193 | 209 | ||||||
Bear Stearns Commercial Mortgage Securities, Ser 2007-PW16, Cl A4 |
||||||||
5.707%, 06/11/2040 (B) |
241 | 268 | ||||||
Bear Stearns Commercial Mortgage Securities, Ser 2007-PW17, Cl A4 |
||||||||
5.694%, 06/11/2050 (B) |
110 | 122 | ||||||
Bear Stearns Commercial Mortgage Securities, Ser 2007-T26, Cl A4 |
||||||||
5.471%, 01/12/2045 (B) |
66 | 73 | ||||||
CD Mortgage Trust, Ser 2007-CD5, Cl A4 |
||||||||
5.886%, 11/15/2044 (B) |
112 | 124 | ||||||
Citigroup Commercial Mortgage Trust, Ser 2006-C4, Cl A3 |
||||||||
5.782%, 03/15/2049 (B) |
154 | 165 | ||||||
Citigroup Commercial Mortgage Trust, Ser 2008-C7, Cl A4 |
||||||||
6.341%, 12/10/2049 (B) |
570 | 638 | ||||||
Citigroup Mortgage Loan Trust, Ser 2005-2, Cl 1A4 |
||||||||
2.579%, 05/25/2035 (A)(B) |
634 | 625 | ||||||
COMM Mortgage Trust, Ser 2006-C7, Cl A4 |
||||||||
5.945%, 06/10/2046 (B) |
128 | 137 | ||||||
COMM Mortgage Trust, Ser 2013-CCRE9, Cl A4 |
||||||||
4.238%, 07/10/2045 (B) |
35 | 38 | ||||||
COMM Mortgage Trust, Ser 2013-CR7, Cl A4 |
||||||||
3.213%, 03/10/2046 |
105 | 106 | ||||||
COMM Mortgage Trust, Ser 2013-CR8, Cl A4 |
||||||||
3.334%, 06/10/2046 |
130 | 132 | ||||||
COMM Mortgage Trust, Ser 2013-CR9, Cl A3 |
||||||||
4.022%, 07/10/2045 |
50 | 53 | ||||||
COMM Mortgage Trust, Ser 2014-CCRE14, Cl A3 |
||||||||
3.955%, 02/10/2047 |
70 | 74 | ||||||
COMM Mortgage Trust, Ser 2014-SAVA, Cl A |
||||||||
1.300%, 06/15/2016 |
230 | 230 | ||||||
Commercial Mortgage Loan Trust, Ser 2008-LS1, Cl A4B |
||||||||
6.013%, 12/10/2049 (B) |
170 | 187 |
25 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2014
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||
Credit Suisse First Boston Mortgage Securities, Ser 2005-C2, Cl AMFX |
||||||||
4.877%, 04/15/2037 |
85 | $ | 86 | |||||
CW Capital Cobalt, Ser 2006-C1, Cl A4 |
||||||||
5.223%, 08/15/2048 |
48 | 51 | ||||||
Eddystone Finance, Ser 2006-1, Cl A2 |
||||||||
1.053%, 04/19/2021 (B)(F) |
129 | 217 | ||||||
FNMA Connecticut Avenue Securities, Ser 2013-C01, Cl M1 |
||||||||
2.150%, 10/25/2023 (A)(B) |
137 | 141 | ||||||
FNMA Connecticut Avenue Securities, Ser 2014-C01, Cl M1 |
||||||||
1.752%, 01/25/2024 (A)(B) |
346 | 352 | ||||||
Fosse Master Issuer, Ser 2011-1X, Cl A3 |
||||||||
1.928%, 10/18/2054 (A)(B) |
189 | 324 | ||||||
GE Capital Commercial Mortgage, Ser 2005-C4, Cl A4 |
||||||||
5.489%, 11/10/2045 (B) |
55 | 58 | ||||||
GMAC Commercial Mortgage Securities Trust, Ser 2006-C1, Cl A4 |
||||||||
5.238%, 11/10/2045 (B) |
100 | 104 | ||||||
Goldman Sachs Mortgage Securities Trust, Ser 2014-GC20, Cl D |
||||||||
5.029%, 04/10/2047 (E) |
80 | 76 | ||||||
Granite Master Issuer, Ser 2005-1, Cl A5 |
||||||||
0.293%, |
110 | 150 | ||||||
Granite Master Issuer, Ser 2006-2, Cl A5 |
||||||||
0.457%, |
218 | 296 | ||||||
Greenwich Capital Commercial Funding, Ser 2006-GG7, Cl A4 |
||||||||
6.015%, 07/10/2038 (B) |
142 | 153 | ||||||
Greenwich Capital Commercial Funding, Ser 2007-GG11, Cl A4 |
||||||||
5.736%, 12/10/2049 |
165 | 183 | ||||||
Greenwich Capital Commercial Funding, Ser 2007-GG9, Cl AM |
||||||||
5.475%, 03/10/2039 |
370 | 399 | ||||||
GS Mortgage Securities II, Ser 2005-ROCK, Cl A |
||||||||
5.366%, 05/03/2032 (A) |
50 | 59 | ||||||
GS Mortgage Securities II, Ser 2012-GCJ7, Cl A4 |
||||||||
3.377%, 05/10/2045 |
60 | 62 | ||||||
GS Mortgage Securities Trust, Ser 2011-GC5, Cl XA, IO |
||||||||
1.874%, 08/10/2044 (A)(B) |
303 | 20 | ||||||
GS Mortgage Securities, Ser 2014-GC20, Cl A5 |
||||||||
3.998%, 04/10/2047 |
45 | 48 |
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||
GSR Mortgage Loan Trust, Ser 2005-AR1, Cl 4A1 |
||||||||
4.608%, 01/25/2035 (A)(B) |
168 | $ | 166 | |||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2005-CB13, Cl A4 |
||||||||
5.244%, 01/12/2043 (B) |
85 | 89 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2006-LDP7, Cl A4 |
||||||||
6.057%, 04/15/2045 (B) |
90 | 97 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2007-C1, Cl A4 |
||||||||
5.716%, 02/15/2051 |
85 | 94 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2006-LDP8, Cl A4 |
||||||||
5.399%, 05/15/2045 |
79 | 85 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2007-CB19, Cl A4 |
||||||||
5.703%, 02/12/2049 (B) |
145 | 160 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2008-C2, Cl A4FL |
||||||||
1.652%, 02/12/2051 (B) |
209 | 201 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2008-C2, Cl A4 |
||||||||
6.068%, 02/12/2051 |
19 | 21 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2012-C8, Cl A3 |
||||||||
2.829%, 10/15/2045 |
90 | 89 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2012-C8, Cl E |
||||||||
4.667%, 10/15/2045 (A)(B) |
100 | 99 | ||||||
JPMorgan Mortgage Trust, Ser 2004-A5, Cl 3A1 |
||||||||
4.647%, 12/25/2034 (A)(B) |
120 | 121 | ||||||
LB-UBS Commercial Mortgage Trust, Ser 2006-C4, Cl A4 |
||||||||
6.029%, 06/15/2038 (B) |
97 | 105 | ||||||
LB-UBS Commercial Mortgage Trust, Ser 2007-C2, Cl A3 |
||||||||
5.430%, 02/15/2040 |
70 | 77 | ||||||
LB-UBS Commercial Mortgage Trust, Ser 2007-C6, Cl A4 |
||||||||
5.858%, 07/15/2040 (B) |
170 | 182 | ||||||
LB-UBS Commercial Mortgage Trust, Ser 2007-C7, Cl A3 |
||||||||
5.866%, 09/15/2045 (B) |
64 | 72 | ||||||
LB-UBS Commercial Mortgage Trust, Ser 2008-C1, Cl A2 |
||||||||
6.151%, 04/15/2041 (B) |
51 | 58 | ||||||
Merrill Lynch Mortgage Trust, Ser 2005-CKI1, Cl A6 |
||||||||
5.457%, 11/12/2037 (B) |
108 | 112 |
26 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2014
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||
Merrill Lynch Mortgage Trust, Ser 2005-LC1, Cl A4 |
||||||||
5.291%, 01/12/2044 (B) |
87 | $ | 91 | |||||
ML-CFC Commercial Mortgage Trust, Ser 2007-5, Cl A4 |
||||||||
5.378%, 08/12/2048 |
138 | 149 | ||||||
ML-CFC Commercial Mortgage Trust, Ser 2007-5, Cl AM |
||||||||
5.419%, 08/12/2048 |
40 | 43 | ||||||
Morgan Stanley Capital I Trust, Ser 2005-HQ6, Cl A4A |
||||||||
4.989%, 08/13/2042 |
166 | 170 | ||||||
Morgan Stanley Capital I Trust, Ser 2006-T21, Cl E |
||||||||
5.548%, 10/12/2052 (A)(B) |
10 | 10 | ||||||
Morgan Stanley Capital I Trust, Ser 2006-T21, Cl D |
||||||||
5.548%, 10/12/2052 (A)(B) |
15 | 15 | ||||||
Morgan Stanley Capital I Trust, Ser 2007-IQ14, Cl A4 |
||||||||
5.692%, 04/15/2049 (B) |
115 | 127 | ||||||
Morgan Stanley Capital I, Ser 2006-IQ16, Cl A4 |
||||||||
5.809%, 12/12/2049 |
75 | 84 | ||||||
Morgan Stanley Re-REMIC Trust, Ser 2010-GG10, Cl A4A |
||||||||
5.803%, 08/15/2045 (A)(B) |
174 | 192 | ||||||
Silverstone Master Issuer, Ser 2009-1, Cl A2 |
||||||||
1.978%, 01/21/2055 (A)(B) |
300 | 515 | ||||||
UBS-Barclays Commercial Mortgage Trust, Ser 2013-C5, Cl D |
||||||||
4.230%, 03/10/2046 (A)(B) |
35 | 32 | ||||||
UBS-Barclays Commercial Mortgage Trust, Ser 2013-C5, Cl A4 |
||||||||
3.185%, 03/10/2046 |
220 | 220 | ||||||
UBS-Barclays Commercial Mortgage Trust, Ser 2013-C6, Cl A3 |
||||||||
2.971%, 04/10/2046 |
70 | 69 | ||||||
VNO Mortgage Trust, Ser 2012-6AVE, Cl A |
||||||||
2.996%, 11/15/2030 (A) |
105 | 104 | ||||||
Wachovia Bank Commercial Mortgage Trust, Ser 2006-C23, Cl A4 |
||||||||
5.418%, 01/15/2045 (B) |
25 | 26 | ||||||
Wells Fargo Commercial Mortgage Trust, Ser 2012-LC5, Cl D |
||||||||
4.778%, 10/15/2045 (A)(B) |
10 | 10 | ||||||
WFRBS Commercial Mortgage Trust, Ser 2011-C4, Cl A4 |
||||||||
4.902%, 06/15/2044 (A)(B) |
175 | 197 | ||||||
WFRBS Commercial Mortgage Trust, Ser 2014-C20, Cl A5 |
||||||||
3.995%, 05/15/2047 |
190 | 200 |
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
WFRBS Commerical Mortgage Trust, Ser 2013-C15, Cl A3 |
||||||||||||
3.881%, 08/15/2046 |
70 | $ | 74 | |||||||||
|
|
|||||||||||
10,562 | ||||||||||||
|
|
|||||||||||
Total Mortgage-Backed Securities |
10,570 | |||||||||||
|
|
|||||||||||
CORPORATE OBLIGATIONS 1.3% |
| |||||||||||
United States 1.3% |
||||||||||||
Access Midstream Partners |
||||||||||||
4.875%, 03/15/2024 |
200 | 211 | ||||||||||
Anadarko Petroleum |
||||||||||||
6.375%, 09/15/2017 |
330 | 380 | ||||||||||
Cimarex Energy |
||||||||||||
4.375%, 06/01/2024 |
113 | 115 | ||||||||||
CMS Energy |
||||||||||||
5.050%, 03/15/2022 |
140 | 159 | ||||||||||
CNA Financial |
||||||||||||
7.250%, 11/15/2023 |
110 | 138 | ||||||||||
6.500%, 08/15/2016 |
40 | 45 | ||||||||||
Crown Castle International |
||||||||||||
4.875%, 04/15/2022 (C) |
229 | 237 | ||||||||||
Duke Realty |
||||||||||||
6.750%, 03/15/2020 (C) |
140 | 167 | ||||||||||
Enterprise Products Operating |
||||||||||||
5.950%, 02/01/2041 |
100 | 119 | ||||||||||
General Electric Capital MTN |
||||||||||||
5.550%, 05/04/2020 |
45 | 52 | ||||||||||
2.375%, 06/30/2015 |
150 | 153 | ||||||||||
Humana |
||||||||||||
7.200%, 06/15/2018 |
280 | 333 | ||||||||||
Kinder Morgan Energy Partners |
||||||||||||
6.850%, 02/15/2020 |
150 | 180 | ||||||||||
3.500%, 09/01/2023 |
171 | 166 | ||||||||||
2.650%, 02/01/2019 |
39 | 40 | ||||||||||
Lincoln National |
||||||||||||
8.750%, 07/01/2019 |
128 | 166 | ||||||||||
McGraw Hill Financial |
||||||||||||
5.900%, 11/15/2017 |
325 | 361 | ||||||||||
Merrill Lynch MTN |
||||||||||||
0.854%, 09/14/2018 (B) |
EUR | 375 | 495 | |||||||||
Morgan Stanley |
||||||||||||
3.875%, 04/29/2024 |
281 | 284 | ||||||||||
3.450%, 11/02/2015 |
125 | 129 | ||||||||||
Motorola Solutions |
||||||||||||
7.500%, 05/15/2025 |
85 | 108 | ||||||||||
Noble Energy |
||||||||||||
8.250%, 03/01/2019 |
250 | 315 | ||||||||||
Noble Holding International |
||||||||||||
4.900%, 08/01/2020 |
25 | 28 | ||||||||||
PNC Bank |
||||||||||||
2.700%, 11/01/2022 |
445 | 429 | ||||||||||
Prudential Financial MTN |
||||||||||||
6.100%, 06/15/2017 |
125 | 142 | ||||||||||
Ryder System MTN |
||||||||||||
7.200%, 09/01/2015 |
108 | 116 | ||||||||||
SLM MTN |
||||||||||||
5.500%, 01/15/2019 |
433 | 460 | ||||||||||
Time Warner |
||||||||||||
4.875%, 03/15/2020 |
150 | 168 | ||||||||||
Total System Services |
||||||||||||
2.375%, 06/01/2018 |
236 | 236 |
27 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2014
Description | Face Amount(2) (Thousands) |
Market Value ($ Thousands) |
||||||
Union Electric |
||||||||
6.700%, 02/01/2019 |
45 | $ | 54 | |||||
Viacom |
||||||||
6.125%, 10/05/2017 |
325 | 372 | ||||||
Williams Partners |
||||||||
4.000%, 11/15/2021 |
150 | 157 | ||||||
|
|
|||||||
Total Corporate Obligations |
6,515 | |||||||
|
|
|||||||
U.S. TREASURY OBLIGATION 0.5% |
| |||||||
U.S. Treasury Bonds |
||||||||
4.500%, 02/15/2036 |
2,135 | 2,593 | ||||||
|
|
|||||||
Total U.S. Treasury Obligation |
2,593 | |||||||
|
|
|||||||
ASSET-BACKED SECURITIES 0.2% |
| |||||||
Automotive 0.1% |
||||||||
Bavarian Sky, Ser 2013-GER1, Cl A |
||||||||
0.497%, 06/20/2020 (B) |
424 | 580 | ||||||
|
|
|||||||
Other Asset-Backed Securities 0.1% |
| |||||||
Volta Electricity Receivables, Ser 2013-1, Cl SNR |
||||||||
4.172%, 02/16/2017 |
223 | 310 | ||||||
|
|
|||||||
Total Asset-Backed Securities |
890 | |||||||
|
|
|||||||
Total Investments 99.1% |
$ | 497,177 | ||||||
|
|
A list of the open futures contracts held by the Fund at June 30, 2014, is as follows:
Type of Contract | Number of Contracts Long (Short) |
Expiration Date |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||
10-YR MINI JGB |
17 | Sep-2014 | $ | 9 | ||||||||
Australian 10-Year Bond |
19 | Sep-2014 | 38 | |||||||||
Australian 3-Year Bond |
66 | Sep-2014 | 38 | |||||||||
Canadian 10-Year Bond |
18 | Sep-2014 | 16 | |||||||||
Euro-Bobl |
34 | Sep-2014 | 20 | |||||||||
Euro-Bobl |
(60 | ) | Sep-2014 | (61 | ) | |||||||
Euro-Bund |
2 | Sep-2014 | | |||||||||
Euro-Bund |
(6 | ) | Sep-2014 | (17 | ) | |||||||
Euro-Buxl 30 Year Bond |
24 | Sep-2014 | 103 | |||||||||
Euro-OAT |
8 | Sep-2014 | 30 | |||||||||
Euro-Schatz |
37 | Sep-2014 | 2 | |||||||||
Japanese 10-Year Bond |
7 | Sep-2014 | 38 | |||||||||
Long Gilt 10-Year Bond |
44 | Sep-2014 | (5 | ) | ||||||||
U.S. 10-Year Treasury Note |
(228 | ) | Sep-2014 | (47 | ) | |||||||
U.S. 2-Year Treasury Note |
(79 | ) | Sep-2014 | 8 | ||||||||
U.S. 5-Year Treasury Note |
54 | Sep-2014 | 22 | |||||||||
U.S. 5-Year Treasury Note |
(66 | ) | Sep-2014 | (26 | ) | |||||||
U.S. Long Treasury Bond |
1 | Sep-2014 | | |||||||||
U.S. Long Treasury Bond |
(34 | ) | Sep-2014 | (47 | ) | |||||||
U.S. Ultra Long Treasury Bond |
(10 | ) | Sep-2014 | (22 | ) | |||||||
|
|
|||||||||||
$ | 99 | |||||||||||
|
|
For the period ended June 30, 2014, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.
28 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2014
A list of the open forward foreign currency contracts held by the Fund at June 30, 2014, is as follows:
Settlement Date |
Currency (Thousands) |
Currency (Thousands) |
Unrealized ($ Thousands) |
|||||||||||||||||
7/2/14 |
USD | 1,662 | BRL | 3,703 | $ | 18 | ||||||||||||||
7/2/14-8/4/14 |
BRL | 5,363 | USD | 2,371 | (55 | ) | ||||||||||||||
7/3/14 |
USD | 4,393 | DKK | 23,974 | 10 | |||||||||||||||
7/3/14 |
USD | 25,502 | GBP | 14,959 | 75 | |||||||||||||||
7/3/14 |
USD | 512 | SEK | 3,434 | 2 | |||||||||||||||
7/3/14-7/11/14 |
USD | 29,389 | JPY | 2,980,415 | 32 | |||||||||||||||
7/3/14-7/31/14 |
USD | 2,103 | AUD | 2,237 | 8 | |||||||||||||||
7/3/14-7/31/14 |
USD | 10,523 | CAD | 11,306 | 88 | |||||||||||||||
7/3/14-7/31/14 |
USD | 112,154 | EUR | 82,108 | 264 | |||||||||||||||
7/3/14-7/31/14 |
USD | 3,386 | NZD | 3,872 | 3 | |||||||||||||||
7/3/14-8/5/14 |
AUD | 16,293 | USD | 15,158 | (193 | ) | ||||||||||||||
7/3/14-8/5/14 |
CAD | 38,907 | USD | 35,942 | (570 | ) | ||||||||||||||
7/3/14-8/5/14 |
DKK | 51,573 | USD | 9,429 | (44 | ) | ||||||||||||||
7/3/14-8/5/14 |
EUR | 255,093 | USD | 347,534 | (1,731 | ) | ||||||||||||||
7/3/14-8/5/14 |
JPY | 11,271,191 | USD | 110,941 | (346 | ) | ||||||||||||||
7/3/14-8/5/14 |
SEK | 17,925 | USD | 2,686 | 5 | |||||||||||||||
7/3/14-8/7/14 |
NZD | 13,488 | USD | 11,616 | (161 | ) | ||||||||||||||
7/3/14-8/21/14 |
GBP | 52,840 | USD | 89,455 | (863 | ) | ||||||||||||||
7/10/14 |
USD | 2,236 | PLN | 6,816 | 7 | |||||||||||||||
7/10/14-7/31/14 |
PLN | 13,645 | USD | 4,456 | (35 | ) | ||||||||||||||
7/11/14 |
USD | 1,567 | KRW | 1,610,174 | 24 | |||||||||||||||
7/15/14 |
EUR | 1,161 | NOK | 9,458 | (49 | ) | ||||||||||||||
7/16/14 |
USD | 773 | PEI | 2,170 | 3 | |||||||||||||||
7/18/14-7/31/14 |
SGD | 2,300 | USD | 1,837 | (8 | ) | ||||||||||||||
7/24/14-7/31/14 |
MXN | 32,832 | USD | 2,518 | (8 | ) | ||||||||||||||
7/25/14 |
USD | 1,565 | MYR | 5,057 | 8 | |||||||||||||||
7/25/14-7/31/14 |
MYR | 2,710 | USD | 840 | (2 | ) | ||||||||||||||
7/31/14 |
CHF | 2,587 | USD | 2,887 | (31 | ) | ||||||||||||||
7/31/14 |
CZK | 10,333 | USD | 512 | (4 | ) | ||||||||||||||
7/31/14 |
ILS | 1,060 | USD | 308 | (1 | ) | ||||||||||||||
7/31/14 |
KRW | 3,434,852 | USD | 3,371 | (24 | ) | ||||||||||||||
7/31/14 |
NOK | 1,884 | USD | 307 | | |||||||||||||||
7/31/14 |
THB | 16,305 | USD | 502 | | |||||||||||||||
7/31/14 |
USD | 247 | CLP | 136,600 | (1 | ) | ||||||||||||||
7/31/14 |
USD | 241 | MXN | 3,140 | 1 | |||||||||||||||
7/31/14-8/14/14 |
ZAR | 24,632 | USD | 2,302 | | |||||||||||||||
8/8/14 |
USD | 801 | IDR | 9,488,601 | (6 | ) | ||||||||||||||
|
|
|||||||||||||||||||
$ | (3,584 | ) | ||||||||||||||||||
|
|
A list of the counterparties for the open forward foreign currency contracts held by the Fund at June 30, 2014, is as follows:
Counterparty | Currency to Deliver ($ Thousands) |
Currency to Receive ($ Thousands) |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||
Bank of America |
(69,743 | ) | 69,243 | $ | (500 | ) | ||||||
Barclays PLC |
(60,351 | ) | 59,990 | (361 | ) | |||||||
BBA ICATU Securities |
(524,595 | ) | 523,150 | (1,445 | ) | |||||||
BNP Paribas |
(6,868 | ) | 6,920 | 52 | ||||||||
Brown Brothers Harriman |
(37,885 | ) | 37,716 | (169 | ) | |||||||
Citigroup |
(16,698 | ) | 16,594 | (104 | ) | |||||||
Commonwealth Associates |
(27,137 | ) | 26,975 | (162 | ) | |||||||
Credit Suisse First Boston |
(4,576 | ) | 4,548 | (28 | ) | |||||||
Deutsche Bank |
(17,800 | ) | 17,346 | (454 | ) | |||||||
Goldman Sachs |
(32,177 | ) | 31,929 | (248 | ) | |||||||
HSBC |
(1,908 | ) | 1,891 | (17 | ) | |||||||
JPMorgan Chase Bank |
(3,439 | ) | 3,439 | | ||||||||
Morgan Stanley |
(340 | ) | 338 | (2 | ) | |||||||
RBC |
(16,767 | ) | 16,693 | (74 | ) | |||||||
Royal Bank of Scotland |
(16,826 | ) | 16,744 | (82 | ) | |||||||
Standard Bank |
(4,039 | ) | 4,047 | 8 | ||||||||
UBS |
(1,048 | ) | 1,058 | 10 | ||||||||
Westpac Banking |
(5,487 | ) | 5,479 | (8 | ) | |||||||
|
|
|||||||||||
$ | (3,584 | ) | ||||||||||
|
|
For the period ended June 30, 2014, 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.
29 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2014
A list of the open OTC swap agreements held by the Fund at June 30, 2014, is as follows:
Interest Rate Swaps | ||||||||||||||||||
Counterparty | Fund Pays | Fund Receives | Termination Date |
Currency | Notional Amount (Thousands) |
Net Unrealized Appreciation (Depreciation) ($ Thousands) |
||||||||||||
Citibank | 2.83% | 3 Month USD - LIBOR | 08/08/23 | USD | 6,000 | $ | (234 | ) | ||||||||||
Citibank | EU CPI Overall Excluding Tobacco | 1.22% | 04/03/19 | EUR | 2,450 | 7 | ||||||||||||
Citigroup | 3.79% | 6-Month GBP - LIBOR | 05/19/19 | GBP | 2,500 | (344 | ) | |||||||||||
|
|
|||||||||||||||||
$ | (571 | ) | ||||||||||||||||
|
|
A list of the open centrally cleared swap agreements held by the Fund at June 30, 2014, is as follows:
Interest Rate Swaps | ||||||||||||||||||
Counterparty | Fund Pays | Fund Receives | Termination Date | Currency | Notional (Thousands) |
Unrealized (Depreciation) ($ Thousands) |
||||||||||||
Citibank | 3.34% | 6-Month GBP - LIBOR | 01/17/44 | GBP | 1,000 | $ | (30 | ) | ||||||||||
JPMorgan Chase Bank | 6-Month JPY LIBOR | 1.56% | 11/28/33 | JPY | 600,000 | 116 | ||||||||||||
JPMorgan Chase Bank | 1.90% | 6-Month EUR - EURIBOR | 03/24/24 | EUR | 2,200 | (137 | ) | |||||||||||
JPMorgan Chase Bank | 2.87% | 6-Month GBP - LIBOR | 02/14/24 | GBP | 250 | (4 | ) | |||||||||||
JPMorgan Chase Bank | 1.49% | 6-Month EUR - EURIBOR | 11/21/23 | EUR | 5,500 | (439 | ) | |||||||||||
JPMorgan Chase Bank | 1.49% | 6-Month EUR - EURIBOR | 09/12/18 | EUR | 7,000 | (382 | ) | |||||||||||
|
|
|||||||||||||||||
$ | (876 | ) | ||||||||||||||||
|
|
For the period ended June 30, 2014, 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 $501,896 ($ Thousands).
(1) | In local currency unless otherwise indicated. |
(2) | In U.S. dollars unless otherwise indicated. |
(A) | Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may be sold only to dealers in that program or other accredited investors. These securities have been determined to be liquid under guidelines established by the board of Trustees. |
(B) | Variable Rate Security The rate reported on the Schedule of Investments is the rate in effect as of June 30, 2014. |
(C) | Real Estate Investment Trust. |
(D) | Zero coupon security. The rate reported on the Schedule of Investments is the effective yield at time of purchase. |
(E) | Security is when-issued. |
(F) | Securities considered illiquid. The total market value of such securities as of June 30, 2014 was $672 ($ Thousands) and represented 0.1% of Net Assets. |
(G) | Security, or portion there of, has been pledged as collateral on open swap agreements. |
§ | At June 30, 2014, the tax basis cost of the Funds investments was $477,304 ($ Thousands), and the unrealized appreciation and depreciation were $25,267 ($ Thousands) and ($5,394) ($ Thousands), respectively. |
AUD | Australian Dollar |
BRL | Brazilian Real |
CAD | Canadian Dollar |
CHF | Swiss Franc |
CLP | Chilean Peso |
CPI | Consumer Price Index |
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 |
ILS | Israeli Shekel |
IDR | Indonesia Rupiah |
IO | Interest Only |
JPY | Japanese Yen |
KRW | Korean Won |
LIBOR | London Interbank Offered Rate |
MTN | Medium Term Note |
MXN | Mexican Peso |
MYR | Malaysian Ringgit |
NOK | Norwegian Krone |
NZD | New Zealand Dollar |
OTC | Over the Counter |
PLC | Public Limited Company |
PEI | Peruvian Inca |
PLN | Polish Zlotty |
SEK | Swedish Krone |
Ser | Series |
SGD | Singapore Dollar |
THB | Thai Baht |
USD | U.S. Dollar |
ZAR | South African Rand |
The following is a summary of the inputs used as of June 30, 2014, in valuing the Funds investments and other financial instruments carried at value ($ Thousands):
Investments in Securities | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Global Bonds |
$ | | $ | 476,609 | $ | | $ | 476,609 | ||||||||
Mortgage-Backed Securities |
| 10,570 | | 10,570 | ||||||||||||
Corporate Obligations |
| 6,515 | | 6,515 | ||||||||||||
U.S. Treasury Obligation |
| 2,593 | | 2,593 | ||||||||||||
Asset-Backed Securities |
| 890 | | 890 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments in Securities |
$ | | $ | 497,177 | $ | | $ | 497,177 | ||||||||
|
|
|
|
|
|
|
|
Other Financial Instruments | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Futures Contracts* |
||||||||||||||||
Unrealized Appreciation |
$ | 324 | $ | | $ | | $ | 324 | ||||||||
Unrealized Depreciation |
(225 | ) | | | (225 | ) | ||||||||||
Forwards Contracts* |
||||||||||||||||
Unrealized Appreciation |
| 548 | | 548 | ||||||||||||
Unrealized Depreciation |
| (4,132 | ) | | (4,132 | ) | ||||||||||
OTC Swaps |
||||||||||||||||
Interest Rate Swaps* |
||||||||||||||||
Unrealized Appreciation |
| 7 | | 7 | ||||||||||||
Unrealized Depreciation |
| (578 | ) | | (578 | ) | ||||||||||
Centrally Cleared Swaps |
||||||||||||||||
Interest Rate Swaps* |
||||||||||||||||
Unrealized Appreciation |
| 116 | | 116 | ||||||||||||
Unrealized Depreciation |
| (992 | ) | | (992 | ) | ||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Other Financial Instruments |
$ | 99 | $ | (5,031 | ) | $ | | $ | (4,932 | ) | ||||||
|
|
|
|
|
|
|
|
* | Futures contracts, forwards contracts and swap contracts are valued at the net unrealized appreciation/(depreciation) on the instrument. |
30 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2014
For the period ended June 30, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities.
For the period ended June 30, 2014, there were no transfers between Level 2 and Level 3 assets and liabilities.
Amounts designated as are $0 or have been rounded to $0.
For information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial statements.
31 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
June 30, 2014
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
GLOBAL BONDS 93.4% |
||||||||||||
Argentina 1.5% |
||||||||||||
City of Buenos Aires Argentina |
||||||||||||
9.950%, 03/01/2017 |
1,060 | $ | 1,074 | |||||||||
9.950%, 03/01/2017 (A)(B) |
2,350 | 2,382 | ||||||||||
Republic of Argentina |
||||||||||||
8.280%, 12/31/2033 |
2,804 | 2,362 | ||||||||||
7.000%, 10/03/2015 |
4,023 | 3,834 | ||||||||||
7.000%, 04/17/2017 |
7,717 | 7,114 | ||||||||||
2.500%, 03/31/2019 (C) |
3,600 | 1,726 | ||||||||||
2.260%, 03/31/2019 (C) |
EUR | 3,495 | 2,129 | |||||||||
YPF |
||||||||||||
8.750%, 04/04/2024 (B) |
109 | 113 | ||||||||||
|
|
|||||||||||
20,734 | ||||||||||||
|
|
|||||||||||
Armenia 0.0% |
||||||||||||
Republic of Armenia |
||||||||||||
6.000%, 09/30/2020 |
366 | 386 | ||||||||||
|
|
|||||||||||
Azerbaijan 0.6% |
||||||||||||
Republic of Azerbaijan International Bond |
||||||||||||
4.750%, 03/18/2024 (B) |
2,547 | 2,623 | ||||||||||
State Oil of the Azerbaijan Republic |
||||||||||||
5.450%, 02/09/2017 |
1,312 | 1,391 | ||||||||||
4.750%, 03/13/2023 |
3,694 | 3,675 | ||||||||||
|
|
|||||||||||
7,689 | ||||||||||||
|
|
|||||||||||
Barbados 0.1% |
||||||||||||
Columbus International |
||||||||||||
7.375%, 03/30/2021 (B) |
1,213 | 1,311 | ||||||||||
|
|
|||||||||||
Belize 0.2% |
||||||||||||
Belize Government International Bond |
||||||||||||
5.000%, 02/20/2038 (C) |
4,500 | 3,150 | ||||||||||
|
|
|||||||||||
Bermuda 0.2% |
||||||||||||
Government of Bermuda |
||||||||||||
4.854%, 02/06/2024 |
1,680 | 1,769 | ||||||||||
4.138%, 01/03/2023 (B) |
820 | 820 | ||||||||||
|
|
|||||||||||
2,589 | ||||||||||||
|
|
|||||||||||
Bolivia 0.2% |
||||||||||||
Government of Bolivia |
||||||||||||
5.950%, 08/22/2023 |
3,135 | 3,307 | ||||||||||
4.875%, 10/29/2022 (B) |
250 | 251 | ||||||||||
|
|
|||||||||||
3,558 | ||||||||||||
|
|
|||||||||||
Bosnia and Herzegovina 0.1% |
||||||||||||
Republic of Bosnia & Herzegovina |
||||||||||||
2.063%, 12/11/2017 (A)(D) |
DEM | 1,200 | 697 | |||||||||
|
|
|||||||||||
Brazil 9.2% |
||||||||||||
Banco do Brasil |
||||||||||||
9.000%, 12/31/2049 (B)(D) |
1,165 | 1,149 |
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Banco Nacional de Desenvolvimento Economico e Social |
||||||||||||
6.500%, 06/10/2019 (B) |
660 | $ | 743 | |||||||||
5.750%, 09/26/2023 |
280 | 301 | ||||||||||
5.500%, 07/12/2020 (B) |
400 | 433 | ||||||||||
4.000%, 04/14/2019 (B) |
730 | 741 | ||||||||||
Brazil Letras do Tesouro Nacional |
||||||||||||
10.821%, 01/01/2015 (E) |
BRL | 7,890 | 3,391 | |||||||||
10.789%, 01/01/2016 (E) |
BRL | 32,635 | 12,594 | |||||||||
10.345%, 01/01/2017 (E) |
BRL | 54,969 | 18,926 | |||||||||
9.453%, 01/01/2018 (E) |
BRL | 38,550 | 11,795 | |||||||||
Brazil Loan Trust 1 |
||||||||||||
5.477%, 07/24/2023 (B) |
2,344 | 2,414 | ||||||||||
5.477%, 07/24/2023 |
351 | 364 | ||||||||||
Brazil Notas do Tesouro Nacional, Ser B |
||||||||||||
6.000%, 08/15/2020 |
BRL | 4,385 | 4,920 | |||||||||
Brazil Notas do Tesouro Nacional |
||||||||||||
10.000%, 01/01/2017 |
BRL | 25,521 | 11,199 | |||||||||
Brazil Notas do Tesouro Nacional, Serie F |
||||||||||||
10.000%, 01/01/2018 |
BRL | 13,143 | 5,677 | |||||||||
10.000%, 01/01/2021 |
BRL | 11,287 | 4,688 | |||||||||
10.000%, 01/01/2023 |
BRL | 12,067 | 4,910 | |||||||||
BRF |
||||||||||||
4.750%, 05/22/2024 (B) |
1,723 | 1,697 | ||||||||||
Caixa Economica Federal |
||||||||||||
4.250%, 05/13/2019 |
200 | 202 | ||||||||||
Cosan |
||||||||||||
5.000%, 03/14/2023 (B) |
300 | 287 | ||||||||||
ESAL GmbH |
||||||||||||
6.250%, 02/05/2023 (B) |
350 | 343 | ||||||||||
Federal Republic of Brazil |
||||||||||||
10.125%, 05/15/2027 |
850 | 1,352 | ||||||||||
10.125%, 05/15/2027 |
1,378 | 2,191 | ||||||||||
8.875%, 04/15/2024 |
400 | 561 | ||||||||||
8.250%, 01/20/2034 |
2,540 | 3,518 | ||||||||||
7.125%, 01/20/2037 |
6,983 | 8,833 | ||||||||||
5.875%, 01/15/2019 |
369 | 422 | ||||||||||
4.875%, 01/22/2021 |
420 | 458 | ||||||||||
4.250%, 01/07/2025 |
3,627 | 3,676 | ||||||||||
2.625%, 01/05/2023 (F) |
10,746 | 9,924 | ||||||||||
Itau Unibanco Holding |
||||||||||||
5.650%, 03/19/2022 (B) |
300 | 310 | ||||||||||
JBS Finance II |
||||||||||||
8.250%, 01/29/2018 |
370 | 392 | ||||||||||
8.250%, 01/29/2018 (B) |
350 | 371 | ||||||||||
Marfrig Holding Europe BV |
||||||||||||
6.875%, 06/24/2019 (B) |
355 | 359 | ||||||||||
Marfrig Overseas |
||||||||||||
9.500%, 05/04/2020 (B) |
835 | 898 | ||||||||||
9.500%, 05/04/2020 |
650 | 699 | ||||||||||
Minerva Luxembourg |
||||||||||||
12.250%, 02/10/2022 (B) |
650 | 735 | ||||||||||
7.750%, 01/31/2023 |
300 | 321 |
32 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
June 30, 2014
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Odebrecht Drilling Norbe VIII/IX |
||||||||||||
6.350%, 06/30/2021 |
113 | $ | 121 | |||||||||
6.350%, 06/30/2021 (B) |
18 | 19 | ||||||||||
Odebrecht Offshore Drilling Finance |
||||||||||||
6.750%, 10/01/2022 (B) |
193 | 206 | ||||||||||
Rio Oil Finance Trust, Ser 2014-1 |
||||||||||||
6.250%, 07/06/2024 (B) |
1,265 | 1,329 | ||||||||||
Samarco Mineracao |
||||||||||||
4.125%, 11/01/2022 (B) |
238 | 226 | ||||||||||
Schahin II Finance |
||||||||||||
5.875%, 09/25/2022 (B) |
84 | 82 | ||||||||||
|
|
|||||||||||
123,777 | ||||||||||||
|
|
|||||||||||
Chile 1.8% |
||||||||||||
Banco del Estado de Chile |
||||||||||||
4.125%, 10/07/2020 |
30 | 32 | ||||||||||
3.875%, 02/08/2022 (B) |
230 | 232 | ||||||||||
BancoEstado |
||||||||||||
4.125%, 10/07/2020 (B) |
270 | 286 | ||||||||||
Bonos de la Tesoreria de la Republica en pesos |
||||||||||||
6.000%, 01/01/2020 |
CLP | 80,000 | 160 | |||||||||
6.000%, 01/01/2022 |
CLP | 90,000 | 181 | |||||||||
Bonos de la Tesoreria de la Republica |
||||||||||||
3.000%, 01/01/2020 |
CLP | 545,000 | 2,532 | |||||||||
Cencosud |
||||||||||||
5.500%, 01/20/2021 (B) |
37 | 39 | ||||||||||
Empresa Nacional del Petroleo |
||||||||||||
6.250%, 07/08/2019 (B) |
100 | 114 | ||||||||||
6.250%, 07/08/2019 |
50 | 57 | ||||||||||
5.250%, 08/10/2020 |
100 | 109 | ||||||||||
5.250%, 08/10/2020 (B) |
240 | 262 | ||||||||||
ENTEL Chile |
||||||||||||
4.875%, 10/30/2024 (B) |
200 | 208 | ||||||||||
Nacional del Cobre de Chile |
||||||||||||
6.150%, 10/24/2036 |
1,748 | 2,057 | ||||||||||
5.625%, 09/21/2035 |
880 | 962 | ||||||||||
5.625%, 10/18/2043 |
250 | 276 | ||||||||||
4.500%, 08/13/2023 |
1,041 | 1,106 | ||||||||||
4.500%, 08/13/2023 (B) |
3,266 | 3,470 | ||||||||||
3.875%, 11/03/2021 |
646 | 669 | ||||||||||
3.875%, 11/03/2021 (B) |
403 | 418 | ||||||||||
3.000%, 07/17/2022 (B) |
1,923 | 1,862 | ||||||||||
Republic of Chile |
||||||||||||
5.500%, 08/05/2020 |
CLP | 323,000 | 609 | |||||||||
3.875%, 08/05/2020 |
4,117 | 4,413 | ||||||||||
2.250%, 10/30/2022 |
3,981 | 3,750 | ||||||||||
Telefonica Moviles Chile |
||||||||||||
2.875%, 11/09/2015 |
100 | 102 | ||||||||||
VTR Finance BV |
||||||||||||
6.875%, 01/15/2024 (B) |
266 | 286 | ||||||||||
|
|
|||||||||||
24,192 | ||||||||||||
|
|
|||||||||||
China 1.4% |
||||||||||||
Amber Circle Funding |
||||||||||||
3.250%, 12/04/2022 |
850 | 812 | ||||||||||
Central China Real Estate MTN |
||||||||||||
8.000%, 01/28/2020 |
400 | 391 |
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
6.500%, 06/04/2018 |
900 | $ | 860 | |||||||||
CITIC Pacific |
||||||||||||
6.800%, 01/17/2023 |
2,300 | 2,619 | ||||||||||
6.375%, 04/10/2020 |
200 | 223 | ||||||||||
CNOOC Nexen Finance |
||||||||||||
4.250%, 04/30/2024 |
1,118 | 1,140 | ||||||||||
Country Garden Holdings |
||||||||||||
11.125%, 02/23/2018 |
275 | 300 | ||||||||||
7.500%, 01/10/2023 |
1,653 | 1,593 | ||||||||||
Kaisa Group Holdings |
||||||||||||
8.875%, 03/19/2018 (B) |
150 | 154 | ||||||||||
Sinochem Offshore Capital MTN |
||||||||||||
3.250%, 04/29/2019 (B) |
1,432 | 1,456 | ||||||||||
Sinochem Overseas Capital |
||||||||||||
6.300%, 11/12/2040 |
250 | 288 | ||||||||||
4.500%, 11/12/2020 (B) |
2,803 | 2,999 | ||||||||||
4.500%, 11/12/2020 |
1,480 | 1,583 | ||||||||||
Sinopec Capital |
||||||||||||
3.125%, 04/24/2023 (B) |
1,219 | 1,150 | ||||||||||
Sinopec Group Overseas Development |
||||||||||||
4.875%, 05/17/2042 (B) |
300 | 303 | ||||||||||
4.375%, 04/10/2024 (B) |
1,273 | 1,318 | ||||||||||
State Grid Overseas Investment |
||||||||||||
4.125%, 05/07/2024 (B) |
1,216 | 1,248 | ||||||||||
|
|
|||||||||||
18,437 | ||||||||||||
|
|
|||||||||||
Colombia 5.5% |
||||||||||||
Bancolombia |
||||||||||||
5.125%, 09/11/2022 |
328 | 330 | ||||||||||
Bogota Distrito Capital |
||||||||||||
9.750%, 07/26/2028 (B) |
COP | 8,820,000 | 5,969 | |||||||||
9.750%, 07/26/2028 |
COP | 370,000 | 250 | |||||||||
Citigroup Funding, CLN (Republic of Colombia) |
||||||||||||
11.000%, 07/27/2020 |
COP | 7,940,000 | 5,192 | |||||||||
Colombian TES |
||||||||||||
11.250%, 10/24/2018 |
COP | 69,800 | 44 | |||||||||
10.000%, 07/24/2024 |
COP | 3,133,400 | 2,075 | |||||||||
7.500%, 08/26/2026 |
COP | 3,373,300 | 1,858 | |||||||||
7.000%, 09/11/2019 |
COP | 1,593,400 | 879 | |||||||||
7.000%, 09/11/2019 |
COP | 9,034,800 | 4,982 | |||||||||
7.000%, 05/04/2022 |
COP | 864,000 | 472 | |||||||||
7.000%, 05/04/2022 |
COP | 8,736,900 | 4,769 | |||||||||
7.000%, 05/04/2022 |
COP | 2,990,000 | 1,632 | |||||||||
6.000%, 04/28/2028 |
COP | 3,865,400 | 1,867 | |||||||||
5.000%, 11/21/2018 |
COP | 4,884,800 | 2,499 | |||||||||
Ecopetrol |
||||||||||||
5.875%, 05/28/2045 |
1,051 | 1,087 | ||||||||||
Emgesa ESP |
||||||||||||
8.750%, 01/25/2021 |
COP | 1,345,000 | 776 | |||||||||
Empresas Publicas de Medellin ESP |
||||||||||||
8.375%, 02/01/2021 |
COP | 1,598,000 | 900 | |||||||||
Grupo Aval |
||||||||||||
4.750%, 09/26/2022 (B) |
222 | 220 | ||||||||||
JPMorgan, CLN (Republic of Columbia) |
||||||||||||
7.000%, 05/04/2022 |
COP | 2,087,000 | 1,139 | |||||||||
Pacific Rubiales Energy |
||||||||||||
7.250%, 12/12/2021 |
1,621 | 1,799 |
33 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
June 30, 2014
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
5.125%, 03/28/2023 (B) |
506 | $ | 502 | |||||||||
Republic of Colombia |
||||||||||||
12.000%, 10/22/2015 |
COP | 1,383,000 | 803 | |||||||||
12.000%, 10/22/2015 |
COP | 964,000 | 559 | |||||||||
11.750%, 02/25/2020 |
1,587 | 2,297 | ||||||||||
10.375%, 01/28/2033 |
360 | 569 | ||||||||||
9.850%, 06/28/2027 |
COP | 4,673,000 | 3,255 | |||||||||
8.125%, 05/21/2024 |
1,190 | 1,607 | ||||||||||
7.750%, 04/14/2021 |
COP | 2,634,000 | 1,617 | |||||||||
7.375%, 03/18/2019 |
2,046 | 2,491 | ||||||||||
7.375%, 09/18/2037 |
6,479 | 8,811 | ||||||||||
6.125%, 01/18/2041 |
1,485 | 1,778 | ||||||||||
5.625%, 02/26/2044 |
1,977 | 2,214 | ||||||||||
4.375%, 07/12/2021 |
4,915 | 5,274 | ||||||||||
4.375%, 03/21/2023 |
COP | 150,000 | 73 | |||||||||
4.375%, 03/21/2023 |
COP | 135,000 | 66 | |||||||||
4.000%, 02/26/2024 |
1,419 | 1,463 | ||||||||||
Transportadora de Gas Internacional ESP |
||||||||||||
5.700%, 03/20/2022 (B) |
200 | 215 | ||||||||||
|
|
|||||||||||
72,333 | ||||||||||||
|
|
|||||||||||
Costa Rica 0.3% |
||||||||||||
Banco Nacional de Costa Rica |
||||||||||||
6.250%, 11/01/2023 (B) |
240 | 246 | ||||||||||
Costa Rica Government International Bond |
||||||||||||
7.000%, 04/04/2044 (B) |
988 | 1,028 | ||||||||||
4.375%, 04/30/2025 (B) |
525 | 490 | ||||||||||
4.250%, 01/26/2023 |
1,716 | 1,647 | ||||||||||
Instituto Costarricense de Electricidad |
||||||||||||
6.950%, 11/10/2021 |
400 | 434 | ||||||||||
6.375%, 05/15/2043 |
250 | 220 | ||||||||||
|
|
|||||||||||
4,065 | ||||||||||||
|
|
|||||||||||
Croatia 1.3% |
||||||||||||
Government of Croatia |
||||||||||||
6.750%, 11/05/2019 |
790 | 886 | ||||||||||
6.625%, 07/14/2020 (B) |
170 | 190 | ||||||||||
6.625%, 07/14/2020 |
2,876 | 3,214 | ||||||||||
6.375%, 03/24/2021 |
810 | 890 | ||||||||||
6.375%, 03/24/2021 (B) |
2,086 | 2,292 | ||||||||||
6.250%, 04/27/2017 (B) |
630 | 683 | ||||||||||
6.000%, 01/26/2024 |
1,500 | 1,609 | ||||||||||
6.000%, 01/26/2024 (B) |
5,501 | 5,900 | ||||||||||
5.875%, 07/09/2018 |
EUR | 150 | 228 | |||||||||
5.500%, 04/04/2023 |
886 | 920 | ||||||||||
|
|
|||||||||||
16,812 | ||||||||||||
|
|
|||||||||||
Czech Republic 0.0% |
||||||||||||
Czech Republic Government Bond |
||||||||||||
4.200%, 12/04/2036 |
CZK | 1,910 | 117 | |||||||||
|
|
|||||||||||
Dominican Republic 0.7% |
||||||||||||
Dominican Republic |
||||||||||||
15.950%, 06/04/2021 |
DOP | 3,800 | 108 | |||||||||
11.000%, 01/05/2018 |
DOP | 6,320 | 145 | |||||||||
9.040%, 01/23/2018 |
1,589 | 1,753 | ||||||||||
7.500%, 05/06/2021 |
3,049 | 3,480 | ||||||||||
7.500%, 05/06/2021 (B) |
1,830 | 2,089 |
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
7.450%, 04/30/2044 (B) |
579 | $ | 614 | |||||||||
6.600%, 01/28/2024 (B) |
230 | 251 | ||||||||||
5.875%, 04/18/2024 (B) |
770 | 804 | ||||||||||
5.875%, 04/18/2024 |
710 | 737 | ||||||||||
|
|
|||||||||||
9,981 | ||||||||||||
|
|
|||||||||||
Ecuador 0.1% |
||||||||||||
Republic of Ecuador |
||||||||||||
9.375%, 12/15/2015 |
360 | 383 | ||||||||||
7.950%, 06/20/2024 (B) |
1,075 | 1,099 | ||||||||||
|
|
|||||||||||
1,482 | ||||||||||||
|
|
|||||||||||
Egypt 0.1% |
||||||||||||
Government of Egypt |
||||||||||||
6.875%, 04/30/2040 |
1,434 | 1,405 | ||||||||||
5.750%, 04/29/2020 |
450 | 469 | ||||||||||
5.750%, 04/29/2020 (B) |
100 | 104 | ||||||||||
|
|
|||||||||||
1,978 | ||||||||||||
|
|
|||||||||||
El Salvador 0.7% |
||||||||||||
Republic of El Salvador |
||||||||||||
8.250%, 04/10/2032 |
407 | 463 | ||||||||||
8.250%, 04/10/2032 |
480 | 546 | ||||||||||
7.750%, 01/24/2023 |
680 | 767 | ||||||||||
7.750%, 01/24/2023 |
708 | 799 | ||||||||||
7.650%, 06/15/2035 |
650 | 703 | ||||||||||
7.625%, 02/01/2041 (B) |
150 | 160 | ||||||||||
7.625%, 02/01/2041 |
599 | 639 | ||||||||||
7.375%, 12/01/2019 |
570 | 631 | ||||||||||
5.875%, 01/30/2025 (A)(B) |
688 | 667 | ||||||||||
5.875%, 01/30/2025 |
2,785 | 2,726 | ||||||||||
Telemovil Finance |
||||||||||||
8.000%, 10/01/2017 |
476 | 500 | ||||||||||
|
|
|||||||||||
8,601 | ||||||||||||
|
|
|||||||||||
Gabon 0.0% |
||||||||||||
Gabonese Republic |
||||||||||||
8.200%, 12/12/2017 |
490 | 560 | ||||||||||
|
|
|||||||||||
Georgia 0.3% |
||||||||||||
Georgian Railway JSC |
||||||||||||
7.750%, 07/11/2022 |
2,935 | 3,287 | ||||||||||
7.750%, 07/11/2022 (B) |
390 | 437 | ||||||||||
Republic of Georgia |
||||||||||||
6.875%, 04/12/2021 |
778 | 881 | ||||||||||
|
|
|||||||||||
4,605 | ||||||||||||
|
|
|||||||||||
Ghana 0.0% |
||||||||||||
Republic of Ghana |
||||||||||||
8.500%, 10/04/2017 (B) |
300 | 315 | ||||||||||
7.875%, 08/07/2023 |
660 | 639 | ||||||||||
|
|
|||||||||||
954 | ||||||||||||
|
|
|||||||||||
Guatemala 0.1% |
||||||||||||
Comcel Trust |
||||||||||||
6.875%, 02/06/2024 (B) |
1,090 | 1,177 | ||||||||||
Guatemala Government Bond |
||||||||||||
4.875%, 02/13/2028 |
509 | 500 | ||||||||||
|
|
|||||||||||
1,677 | ||||||||||||
|
|
|||||||||||
Hungary 4.3% |
||||||||||||
Republic of Hungary |
||||||||||||
8.000%, 02/12/2015 |
HUF | 230,000 | 1,052 | |||||||||
7.750%, 08/24/2015 |
HUF | 230,690 | 1,084 | |||||||||
7.625%, 03/29/2041 |
4,390 | 5,622 | ||||||||||
7.000%, 06/24/2022 |
HUF | 851,570 | 4,497 | |||||||||
6.750%, 02/24/2017 |
HUF | 427,050 | 2,083 | |||||||||
6.750%, 11/24/2017 |
HUF | 1,047,530 | 5,210 |
34 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
June 30, 2014
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
6.750%, 10/22/2028 |
HUF | 772,310 | $ | 4,082 | ||||||||
6.500%, 06/24/2019 |
HUF | 342,610 | 1,733 | |||||||||
6.375%, 03/29/2021 |
920 | 1,049 | ||||||||||
6.250%, 01/29/2020 |
770 | 870 | ||||||||||
6.000%, 01/11/2019 |
EUR | 982 | 1,556 | |||||||||
6.000%, 11/24/2023 |
HUF | 715,640 | 3,584 | |||||||||
5.750%, 11/22/2023 |
4,248 | 4,683 | ||||||||||
5.500%, 12/22/2016 |
HUF | 592,820 | 2,801 | |||||||||
5.500%, 12/20/2018 |
HUF | 531,290 | 2,567 | |||||||||
5.500%, 06/24/2025 |
HUF | 17,120 | 83 | |||||||||
5.375%, 02/21/2023 |
3,528 | 3,797 | ||||||||||
5.375%, 03/25/2024 |
1,120 | 1,198 | ||||||||||
5.000%, 03/30/2016 |
GBP | 227 | 406 | |||||||||
4.125%, 02/19/2018 |
5,148 | 5,367 | ||||||||||
4.000%, 04/25/2018 |
HUF | 465,170 | 2,116 | |||||||||
4.000%, 03/25/2019 |
636 | 655 | ||||||||||
|
|
|||||||||||
56,095 | ||||||||||||
|
|
|||||||||||
India 0.2% |
||||||||||||
Bharti Airtel International Netherlands |
||||||||||||
5.350%, 05/20/2024 (B) |
927 | 962 | ||||||||||
5.125%, 03/11/2023 (B) |
439 | 450 | ||||||||||
Export-Import Bank of India MTN |
||||||||||||
4.000%, 08/07/2017 |
200 | 210 | ||||||||||
Vedanta Resources |
||||||||||||
7.125%, 05/31/2023 (B) |
160 | 169 | ||||||||||
6.750%, 06/07/2016 |
125 | 132 | ||||||||||
6.000%, 01/31/2019 (B) |
324 | 335 | ||||||||||
|
|
|||||||||||
2,258 | ||||||||||||
|
|
|||||||||||
Indonesia 7.2% |
||||||||||||
Adaro Indonesia |
||||||||||||
7.625%, 10/22/2019 |
300 | 315 | ||||||||||
Deutsche Bank, CLN (Republic of Indonesia) |
||||||||||||
7.000%, 05/15/2022 |
IDR | 2,300,000 | 180 | |||||||||
7.000%, 05/17/2022 |
IDR | 9,000,000 | 712 | |||||||||
7.000%, 05/15/2027 |
IDR | 2,300,000 | 171 | |||||||||
6.625%, 05/15/2033 |
IDR | 2,300,000 | 156 | |||||||||
Indo Energy Finance II |
||||||||||||
6.375%, 01/24/2023 |
663 | 553 | ||||||||||
6.375%, 01/24/2023 (B) |
178 | 149 | ||||||||||
Indosat Palapa |
||||||||||||
7.375%, 07/29/2020 (B) |
200 | 217 | ||||||||||
JPMorgan, CLN (Republic of Indonesia) |
||||||||||||
7.000%, 05/15/2022 |
IDR | 105,300,000 | 8,261 | |||||||||
6.625%, 05/15/2033 |
IDR | 3,100,000 | 210 | |||||||||
Listrindo Capital BV |
||||||||||||
6.950%, 02/21/2019 (B) |
200 | 216 | ||||||||||
Majapahit Holding |
||||||||||||
8.000%, 08/07/2019 |
470 | 555 | ||||||||||
7.875%, 06/29/2037 (B) |
205 | 238 | ||||||||||
7.750%, 01/20/2020 |
894 | 1,046 | ||||||||||
Pertamina Persero MTN |
||||||||||||
6.500%, 05/27/2041 (B) |
380 | 379 | ||||||||||
6.450%, 05/30/2044 (B) |
1,432 | 1,421 | ||||||||||
6.000%, 05/03/2042 (B) |
935 | 874 | ||||||||||
6.000%, 05/03/2042 |
340 | 318 | ||||||||||
5.625%, 05/20/2043 |
3,882 | 3,484 | ||||||||||
5.250%, 05/23/2021 (B) |
500 | 515 | ||||||||||
4.875%, 05/03/2022 (B) |
220 | 218 |
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Perusahaan Gas Negara Persero |
||||||||||||
5.125%, 05/16/2024 (B) |
63 | $ | 62 | |||||||||
Perusahaan Penerbit |
||||||||||||
6.125%, 03/15/2019 |
460 | 511 | ||||||||||
Republic of Indonesia |
||||||||||||
12.800%, 06/15/2021 |
IDR | 1,965,000 | 207 | |||||||||
11.625%, 03/04/2019 |
4,254 | 5,785 | ||||||||||
11.625%, 03/04/2019 (B) |
975 | 1,326 | ||||||||||
11.625%, 03/04/2019 |
1,674 | 2,277 | ||||||||||
11.000%, 09/15/2025 |
IDR | 3,200,000 | 318 | |||||||||
9.000%, 03/15/2029 |
IDR | 99,135,000 | 8,580 | |||||||||
8.500%, 10/12/2035 |
2,632 | 3,487 | ||||||||||
8.500%, 10/12/2035 |
1,000 | 1,325 | ||||||||||
8.375%, 03/15/2024 |
IDR | 132,624,000 | 11,366 | |||||||||
8.375%, 09/15/2026 |
IDR | 580,000 | 48 | |||||||||
8.375%, 03/15/2034 |
IDR | 55,920,000 | 4,517 | |||||||||
8.375%, 03/15/2034 |
IDR | 23,000,000 | 1,858 | |||||||||
8.250%, 06/15/2032 |
IDR | 17,369,000 | 1,377 | |||||||||
7.875%, 04/15/2019 |
IDR | 50,658,000 | 4,277 | |||||||||
7.750%, 01/17/2038 |
1,478 | 1,840 | ||||||||||
7.750%, 01/17/2038 |
5,989 | 7,456 | ||||||||||
7.000%, 05/15/2022 |
IDR | 59,080,000 | 4,635 | |||||||||
6.875%, 01/17/2018 |
2,394 | 2,738 | ||||||||||
6.750%, 01/15/2044 (B) |
1,650 | 1,897 | ||||||||||
6.625%, 05/15/2033 |
IDR | 30,376,000 | 2,056 | |||||||||
6.625%, 02/17/2037 |
676 | 750 | ||||||||||
6.125%, 05/15/2028 |
IDR | 26,020,000 | 1,734 | |||||||||
5.875%, 03/13/2020 (B) |
864 | 959 | ||||||||||
5.875%, 03/13/2020 |
460 | 511 | ||||||||||
5.625%, 05/15/2023 |
IDR | 44,408,000 | 3,147 | |||||||||
5.375%, 10/17/2023 |
300 | 319 | ||||||||||
5.250%, 01/17/2042 |
1,029 | 978 | ||||||||||
4.875%, 05/05/2021 |
2,600 | 2,730 | ||||||||||
4.875%, 05/05/2021 (B) |
850 | 893 | ||||||||||
3.375%, 04/15/2023 (B) |
1,339 | 1,242 | ||||||||||
Tullow Oil |
||||||||||||
6.000%, 11/01/2020 (B) |
170 | 176 | ||||||||||
|
|
|||||||||||
101,570 | ||||||||||||
|
|
|||||||||||
Iraq 0.7% |
||||||||||||
Republic of Iraq |
||||||||||||
5.800%, 01/15/2028 (F) |
10,647 | 9,582 | ||||||||||
|
|
|||||||||||
Israel 0.1% |
||||||||||||
Altice Financing |
||||||||||||
8.000%, 12/15/2019 |
EUR | 400 | 602 | |||||||||
7.875%, 12/15/2019 (A) |
400 | 438 | ||||||||||
Altice Finco |
||||||||||||
9.875%, 12/15/2020 (A) |
300 | 346 | ||||||||||
|
|
|||||||||||
1,386 | ||||||||||||
|
|
|||||||||||
Ivory Coast 0.7% |
||||||||||||
Ivory Coast Government Bond |
||||||||||||
7.774%, 12/31/2032 (A)(G) |
6,465 | 6,263 | ||||||||||
5.750%, 12/31/2032 |
3,413 | 3,306 | ||||||||||
|
|
|||||||||||
9,569 | ||||||||||||
|
|
|||||||||||
Jamaica 0.2% |
||||||||||||
Digicel Group |
||||||||||||
8.250%, 09/30/2020 |
2,200 | 2,398 | ||||||||||
|
|
35 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
June 30, 2014
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Kazakhstan 1.7% |
||||||||||||
Development Bank of Kazakhstan |
||||||||||||
4.125%, 12/10/2022 |
770 | $ | 729 | |||||||||
Halyk Savings Bank of Kazakhstan |
||||||||||||
7.250%, |
400 | 434 | ||||||||||
7.250%, 01/28/2021 |
200 | 217 | ||||||||||
KazAgro National Management Holding |
||||||||||||
4.625%, 05/24/2023 |
370 | 358 | ||||||||||
Kazakhstan Temir Zholy Finance |
||||||||||||
6.950%, |
250 | 274 | ||||||||||
Kazatomprom Natsionalnaya Atomnaya Kompaniya |
||||||||||||
6.250%, |
450 | 465 | ||||||||||
6.250%, 05/20/2015 |
100 | 103 | ||||||||||
KazMunayGas National MTN |
||||||||||||
11.750%, 01/23/2015 |
1,611 | 1,701 | ||||||||||
9.125%, 07/02/2018 |
1,248 | 1,504 | ||||||||||
9.125%, 07/02/2018 (B) |
2,342 | 2,822 | ||||||||||
7.000%, 05/05/2020 (B) |
676 | 769 | ||||||||||
6.375%, |
4,301 | 4,789 | ||||||||||
6.375%, 04/09/2021 |
1,234 | 1,374 | ||||||||||
5.750%, |
781 | 750 | ||||||||||
5.750%, 04/30/2043 |
3,240 | 3,110 | ||||||||||
4.400%, 04/30/2023 |
1,022 | 1,002 | ||||||||||
4.400%, |
523 | 514 | ||||||||||
Republic of Kazakhstan |
||||||||||||
6.375%, |
600 | 664 | ||||||||||
Samruk-Energy JSC MTN |
||||||||||||
3.750%, 12/20/2017 |
500 | 504 | ||||||||||
Zhaikmunai Via Zhaikmunai International |
||||||||||||
7.125%, 11/13/2019 |
600 | 652 | ||||||||||
7.125%, |
425 | 462 | ||||||||||
|
|
|||||||||||
23,197 | ||||||||||||
|
|
|||||||||||
Kenya 0.4% |
||||||||||||
Kenya Government International Bond |
||||||||||||
6.875%, |
2,463 | 2,562 | ||||||||||
Kenya Infrastructure Bond |
||||||||||||
11.000%, 09/15/2025 |
KES | 230,000 | 2,627 | |||||||||
|
|
|||||||||||
5,189 | ||||||||||||
|
|
|||||||||||
Latvia 0.1% |
||||||||||||
Republic of Latvia |
||||||||||||
2.750%, |
670 | 662 | ||||||||||
|
|
|||||||||||
Lithuania 0.3% |
||||||||||||
Republic of Lithuania |
||||||||||||
6.625%, 02/01/2022 |
1,358 | 1,642 | ||||||||||
6.125%, |
1,424 | 1,664 | ||||||||||
5.125%, |
310 | 341 | ||||||||||
5.125%, 09/14/2017 |
200 | 220 | ||||||||||
|
|
|||||||||||
3,867 | ||||||||||||
|
|
|||||||||||
Malaysia 4.6% |
||||||||||||
Malaysia Government Bond |
||||||||||||
5.248%, |
MYR | 1,050 | 359 | |||||||||
4.392%, 04/15/2026 |
MYR | 8,720 | 2,772 | |||||||||
4.378%, 11/29/2019 |
MYR | 1,353 | 433 |
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
4.262%, 09/15/2016 |
MYR | 12,380 | $ | 3,928 | ||||||||
4.181%, 07/15/2024 |
MYR | 18,471 | 5,821 | |||||||||
4.160%, 07/15/2021 |
MYR | 3,879 | 1,223 | |||||||||
4.048%, 09/30/2021 |
MYR | 4,020 | 1,262 | |||||||||
4.012%, 09/15/2017 |
MYR | 13,780 | 4,349 | |||||||||
3.892%, 03/15/2027 |
MYR | 578 | 174 | |||||||||
3.889%, 07/31/2020 |
MYR | 6,983 | 2,176 | |||||||||
3.844%, 04/15/2033 |
MYR | 1,770 | 510 | |||||||||
3.835%, 08/12/2015 |
MYR | 12,216 | 3,834 | |||||||||
3.741%, 02/27/2015 |
MYR | 2,400 | 750 | |||||||||
3.654%, 10/31/2019 |
MYR | 770 | 239 | |||||||||
3.580%, 09/28/2018 |
MYR | 4,747 | 1,474 | |||||||||
3.502%, 05/31/2027 |
MYR | 1,050 | 301 | |||||||||
3.492%, 03/31/2020 |
MYR | 20,579 | 6,287 | |||||||||
3.480%, 03/15/2023 |
MYR | 14,448 | 4,328 | |||||||||
3.418%, 08/15/2022 |
MYR | 8,999 | 2,694 | |||||||||
3.394%, 03/15/2017 |
MYR | 2,150 | 667 | |||||||||
3.314%, 10/31/2017 |
MYR | 21,610 | 6,681 | |||||||||
3.260%, 03/01/2018 |
MYR | 18,650 | 5,732 | |||||||||
3.197%, 10/15/2015 |
MYR | 2,971 | 926 | |||||||||
3.172%, 07/15/2016 |
MYR | 7,280 | 2,262 | |||||||||
Petronas Capital |
||||||||||||
7.875%, 05/22/2022 |
1,848 | 2,453 | ||||||||||
|
|
|||||||||||
61,635 | ||||||||||||
|
|
|||||||||||
Mexico 6.8% |
||||||||||||
Alfa |
||||||||||||
6.875%, 03/25/2044 (B) |
1,395 | 1,521 | ||||||||||
5.250%, 03/25/2024 (B) |
1,125 | 1,174 | ||||||||||
America Movil |
||||||||||||
6.000%, 06/09/2019 |
MXN | 12,420 | 978 | |||||||||
BBVA Bancomer |
||||||||||||
6.750%, |
500 | 572 | ||||||||||
4.375%, |
1,855 | 1,890 | ||||||||||
Cemex |
||||||||||||
6.500%, 12/10/2019 |
550 | 584 | ||||||||||
Cemex Espana Luxembourg |
||||||||||||
9.875%, 04/30/2019 |
950 | 1,090 | ||||||||||
Cemex Finance |
||||||||||||
9.375%, |
350 | 412 | ||||||||||
Comision Federal de Electricidad |
||||||||||||
5.750%, |
500 | 531 | ||||||||||
4.875%, |
400 | 430 | ||||||||||
4.875%, 01/15/2024 (B) |
637 | 680 | ||||||||||
Empresas ICA SAB de CV |
||||||||||||
8.875%, |
625 | 642 | ||||||||||
Fermaca Enterprises S de RL |
||||||||||||
6.375%, |
361 | 376 | ||||||||||
Fresnillo |
||||||||||||
5.500%, |
300 | 314 | ||||||||||
Metalsa |
||||||||||||
4.900%, |
212 | 206 | ||||||||||
Mexican Bonos |
||||||||||||
7.500%, 06/03/2027 |
MXN | 36,854 | 3,223 | |||||||||
6.500%, 06/09/2022 |
MXN | 7,036 | 576 | |||||||||
6.250%, 06/16/2016 |
MXN | 768 | 62 | |||||||||
6.000%, 06/18/2015 |
MXN | 5,099 | 404 | |||||||||
5.000%, 06/15/2017 |
MXN | 14,891 | 1,187 | |||||||||
4.750%, 06/14/2018 |
MXN | 23,500 | 1,832 | |||||||||
Mexican Bonos, Ser M |
||||||||||||
6.500%, 06/10/2021 |
MXN | 102,440 | 8,459 | |||||||||
Mexican Bonos, Ser M10 |
||||||||||||
8.500%, 12/13/2018 |
MXN | 45,210 | 4,033 |
36 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
June 30, 2014
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
7.750%, 12/14/2017 |
MXN | 32,714 | $ | 2,817 | ||||||||
7.250%, 12/15/2016 |
MXN | 31,357 | 2,620 | |||||||||
Mexican Bonos, Ser M20 |
||||||||||||
10.000%, 12/05/2024 |
MXN | 24,480 | 2,520 | |||||||||
8.500%, 05/31/2029 |
MXN | 5,093 | 480 | |||||||||
8.000%, 12/07/2023 |
MXN | 80,284 | 7,230 | |||||||||
7.750%, 05/29/2031 |
MXN | 113,852 | 10,037 | |||||||||
Mexican Bonos, Ser M30 |
||||||||||||
10.000%, 11/20/2036 |
MXN | 8,900 | 955 | |||||||||
8.500%, 11/18/2038 |
MXN | 38,121 | 3,581 | |||||||||
Mexican Bonos, Ser MI10 |
||||||||||||
9.500%, 12/18/2014 |
MXN | 41,743 | 3,311 | |||||||||
Mexican Udibonos |
||||||||||||
4.500%, 11/22/2035 |
MXN | 3,437 | 1,647 | |||||||||
2.500%, 12/10/2020 |
MXN | 6,273 | 2,598 | |||||||||
2.000%, 06/09/2022 |
MXN | 1,471 | 580 | |||||||||
Mexichem |
||||||||||||
4.875%, |
200 | 208 | ||||||||||
Pemex Project Funding Master Trust |
||||||||||||
6.625%, 06/15/2035 |
2,800 | 3,297 | ||||||||||
Petroleos Mexicanos |
||||||||||||
7.190%, 09/12/2024 |
MXN | 35,570 | 2,781 | |||||||||
6.500%, 06/02/2041 |
572 | 665 | ||||||||||
6.375%, |
806 | 936 | ||||||||||
3.500%, |
185 | 181 | ||||||||||
Trust F |
||||||||||||
5.250%, |
1,080 | 1,134 | ||||||||||
United Mexican States MTN |
||||||||||||
6.050%, 01/11/2040 |
1,280 | 1,558 | ||||||||||
5.950%, 03/19/2019 |
572 | 666 | ||||||||||
5.750%, 10/12/2110 |
468 | 497 | ||||||||||
5.550%, 01/21/2045 |
4,113 | 4,679 | ||||||||||
4.750%, 03/08/2044 |
660 | 673 | ||||||||||
4.000%, 10/02/2023 |
3,880 | 4,078 | ||||||||||
3.500%, 01/21/2021 |
175 | 182 | ||||||||||
United Mexican States, Ser A MTN |
||||||||||||
6.750%, 09/27/2034 |
1,730 | 2,240 | ||||||||||
|
|
|||||||||||
93,327 | ||||||||||||
|
|
|||||||||||
Mongolia 0.3% |
||||||||||||
Development Bank of Mongolia MTN |
||||||||||||
5.750%, 03/21/2017 |
902 | 866 | ||||||||||
5.125%, 12/05/2022 |
1,840 | 1,601 | ||||||||||
4.125%, 01/05/2018 |
1,856 | 1,745 | ||||||||||
|
|
|||||||||||
4,212 | ||||||||||||
|
|
|||||||||||
Montenegro 0.0% |
||||||||||||
Republic of Montenegro |
||||||||||||
7.875%, 09/14/2015 |
EUR | 120 | 173 | |||||||||
5.375%, 05/20/2019 |
EUR | 399 | 563 | |||||||||
|
|
|||||||||||
736 | ||||||||||||
|
|
|||||||||||
Morocco 0.5% |
||||||||||||
Kingdom of Morocco |
||||||||||||
5.500%, |
200 | 197 | ||||||||||
5.500%, |
1,000 | 983 | ||||||||||
4.250%, |
1,180 | 1,181 | ||||||||||
4.250%, |
1,348 | 1,350 |
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
OCP |
||||||||||||
5.625%, 04/25/2024 (B) |
2,670 | $ | 2,800 | |||||||||
|
|
|||||||||||
6,511 | ||||||||||||
|
|
|||||||||||
Mozambique 0.1% |
||||||||||||
EMATUM Via Mozambique EMATUM Finance 2020 |
||||||||||||
6.305%, 09/11/2020 |
845 | 853 | ||||||||||
|
|
|||||||||||
Netherlands 0.0% |
||||||||||||
Nostrum Oil & Gas Finance BV |
||||||||||||
6.375%, |
353 | 370 | ||||||||||
|
|
|||||||||||
Nigeria 0.6% |
||||||||||||
Afren |
||||||||||||
10.250%, |
563 | 638 | ||||||||||
6.625%, |
600 | 619 | ||||||||||
Nigeria Treasury Bill (E) |
||||||||||||
11.178%, 02/05/2015 |
NGN | 37,000 | 213 | |||||||||
10.830%, 03/05/2015 |
NGN | 24,553 | 140 | |||||||||
10.816%, 09/18/2014 |
NGN | 12,400 | 74 | |||||||||
10.608%, 05/07/2015 |
NGN | 12,900 | 72 | |||||||||
10.566%, 04/23/2015 |
NGN | 25,200 | 142 | |||||||||
Republic of Nigeria |
||||||||||||
16.390%, 01/27/2022 |
NGN | 210,000 | 1,562 | |||||||||
16.000%, 06/29/2019 |
NGN | 169,000 | 1,213 | |||||||||
16.000%, 06/29/2019 |
NGN | 171,000 | 1,227 | |||||||||
15.100%, 04/27/2017 |
NGN | 23,192 | 155 | |||||||||
6.750%, 01/28/2021 |
1,372 | 1,514 | ||||||||||
6.750%, |
550 | 607 | ||||||||||
6.375%, 07/12/2023 |
596 | 643 | ||||||||||
6.375%, |
551 | 594 | ||||||||||
Zenith Bank MTN |
||||||||||||
6.250%, |
683 | 680 | ||||||||||
|
|
|||||||||||
10,093 | ||||||||||||
|
|
|||||||||||
Pakistan 0.2% |
||||||||||||
Republic of Pakistan |
||||||||||||
8.250%, 04/15/2024 |
1,700 | 1,753 | ||||||||||
7.250%, |
500 | 512 | ||||||||||
7.125%, |
500 | 515 | ||||||||||
6.875%, 06/01/2017 |
430 | 444 | ||||||||||
6.875%, 06/01/2017 |
100 | 103 | ||||||||||
|
|
|||||||||||
3,327 | ||||||||||||
|
|
|||||||||||
Panama 0.9% |
||||||||||||
Panama Notas del Tesoro |
||||||||||||
4.875%, 02/05/2021 |
704 | 739 | ||||||||||
Republic of Panama |
||||||||||||
9.375%, 01/16/2023 |
560 | 773 | ||||||||||
9.375%, 04/01/2029 |
2,614 | 3,890 | ||||||||||
8.875%, 09/30/2027 |
270 | 386 | ||||||||||
8.125%, 04/28/2034 |
2,128 | 2,822 | ||||||||||
7.125%, 01/29/2026 |
100 | 127 | ||||||||||
6.700%, 01/26/2036 |
1,350 | 1,665 | ||||||||||
5.200%, 01/30/2020 |
912 | 1,018 | ||||||||||
4.300%, 04/29/2053 |
130 | 113 | ||||||||||
|
|
|||||||||||
11,533 | ||||||||||||
|
|
|||||||||||
Paraguay 0.1% |
||||||||||||
Republic of Paraguay |
||||||||||||
4.625%, 01/25/2023 |
900 | 914 | ||||||||||
Telefonica Celular del Paraguay |
||||||||||||
6.750%, 12/13/2022 |
200 | 215 | ||||||||||
6.750%, 12/13/2022 (A) |
200 | 215 | ||||||||||
|
|
|||||||||||
1,344 | ||||||||||||
|
|
37 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
June 30, 2014
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Peru 1.4% |
||||||||||||
Abengoa Transmision Sur |
||||||||||||
6.875%, |
273 | $ | 300 | |||||||||
Cementos Pacasmayo SAA |
||||||||||||
4.500%, |
200 | 191 | ||||||||||
Cia Minera Ares SAC |
||||||||||||
7.750%, |
209 | 225 | ||||||||||
Cia Minera Milpo SAA |
||||||||||||
4.625%, |
200 | 197 | ||||||||||
Inkia Energy |
||||||||||||
8.375%, |
200 | 221 | ||||||||||
Peru Enhanced Pass-Through Finance |
||||||||||||
4.507%, 06/02/2025 (A)(B)(E) |
1,000 | 703 | ||||||||||
2.505%, 05/31/2018 (A)(B)(E) |
290 | 273 | ||||||||||
2.494%, |
108 | 101 | ||||||||||
Republic of Peru |
||||||||||||
9.910%, 05/05/2015 |
PEI | 675 | 254 | |||||||||
8.750%, 11/21/2033 |
4,304 | 6,551 | ||||||||||
8.200%, 08/12/2026 |
PEI | 4,268 | 1,866 | |||||||||
7.840%, 08/12/2020 |
PEI | 2,312 | 951 | |||||||||
7.350%, 07/21/2025 |
1,980 | 2,624 | ||||||||||
7.125%, 03/30/2019 |
1,190 | 1,449 | ||||||||||
6.950%, 08/12/2031 |
PEI | 2,856 | 1,099 | |||||||||
6.950%, 08/12/2031 |
PEI | 200 | 77 | |||||||||
6.900%, 08/12/2037 |
PEI | 1,997 | 747 | |||||||||
6.850%, 02/12/2042 |
PEI | 613 | 226 | |||||||||
Volcan Cia Minera |
||||||||||||
5.375%, |
18 | 18 | ||||||||||
|
|
|||||||||||
18,073 | ||||||||||||
|
|
|||||||||||
Philippines 0.4% |
||||||||||||
Development Bank of Philippines |
||||||||||||
5.500%, 03/25/2021 |
330 | 364 | ||||||||||
National Power |
||||||||||||
9.625%, |
1,100 | 1,637 | ||||||||||
Power Sector Assets & Liabilities Management |
||||||||||||
7.390%, |
820 | 1,054 | ||||||||||
Republic of Philippines |
||||||||||||
9.500%, 02/02/2030 |
696 | 1,088 | ||||||||||
7.750%, 01/14/2031 |
198 | 273 | ||||||||||
5.500%, 03/30/2026 |
500 | 576 | ||||||||||
3.900%, 11/26/2022 |
PHP | 45,000 | 1,030 | |||||||||
|
|
|||||||||||
6,022 | ||||||||||||
|
|
|||||||||||
Poland 4.4% |
||||||||||||
Republic of Poland |
||||||||||||
6.375%, 07/15/2019 |
4,765 | 5,647 | ||||||||||
6.250%, 10/24/2015 |
PLN | 670 | 231 | |||||||||
5.750%, 04/25/2029 |
PLN | 10,837 | 4,376 | |||||||||
5.250%, 10/25/2020 |
PLN | 4,621 | 1,701 | |||||||||
5.000%, 04/25/2016 |
PLN | 2,483 | 854 | |||||||||
5.000%, 03/23/2022 |
1,094 | 1,216 | ||||||||||
4.750%, 10/25/2016 |
PLN | 2,120 | 733 | |||||||||
4.000%, 10/25/2023 |
PLN | 19,262 | 6,616 | |||||||||
4.000%, 01/22/2024 |
1,856 | 1,926 | ||||||||||
3.000%, 08/24/2016 |
PLN | 9,254 | 3,157 | |||||||||
3.000%, |
1,165 | 1,132 | ||||||||||
2.881%, |
PLN | 19,110 | 6,060 |
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
2.750%, 08/25/2023 |
PLN | 3,074 | $ | 1,085 | ||||||||
2.721%, |
PLN | 910 | 292 | |||||||||
2.500%, 07/25/2018 |
PLN | 4,856 | 1,577 | |||||||||
1.239%, |
PLN | 6,730 | 2,106 | |||||||||
Republic of Poland, Ser 0415 |
||||||||||||
5.500%, 04/25/2015 |
PLN | 300 | 101 | |||||||||
Republic of Poland, Ser 0922 |
||||||||||||
5.750%, 09/23/2022 |
PLN | 21,366 | 8,225 | |||||||||
Republic of Poland, Ser 1017 |
||||||||||||
5.250%, 10/25/2017 |
PLN | 24,085 | 8,561 | |||||||||
Republic of Poland, Ser 1019 |
||||||||||||
5.500%, 10/25/2019 |
PLN | 9,230 | 3,403 | |||||||||
Republic of Poland, Ser 1021 |
||||||||||||
5.750%, 10/25/2021 |
PLN | 5,472 | 2,088 | |||||||||
|
|
|||||||||||
61,087 | ||||||||||||
|
|
|||||||||||
Qatar 0.1% |
||||||||||||
Qtel International Finance |
||||||||||||
7.875%, 06/10/2019 |
665 | 830 | ||||||||||
|
|
|||||||||||
Romania 2.4% |
||||||||||||
Government of Romania |
||||||||||||
6.750%, 06/11/2017 |
RON | 5,180 | 1,787 | |||||||||
6.750%, 02/07/2022 |
4,848 | 5,787 | ||||||||||
6.750%, |
350 | 418 | ||||||||||
6.125%, 01/22/2044 |
390 | 443 | ||||||||||
6.000%, 04/30/2016 |
RON | 840 | 277 | |||||||||
5.950%, 06/11/2021 |
RON | 14,500 | 5,078 | |||||||||
5.850%, 07/28/2014 |
RON | 1,920 | 601 | |||||||||
5.850%, 04/26/2023 |
RON | 10,660 | 3,686 | |||||||||
5.800%, 10/26/2015 |
RON | 410 | 134 | |||||||||
5.800%, 07/26/2027 |
RON | 4,100 | 1,391 | |||||||||
5.750%, 01/27/2016 |
RON | 320 | 105 | |||||||||
5.750%, 04/29/2020 |
RON | 1,680 | 579 | |||||||||
5.600%, 11/28/2018 |
RON | 9,430 | 3,239 | |||||||||
4.875%, |
1,616 | 1,717 | ||||||||||
4.875%, |
3,136 | 3,332 | ||||||||||
4.750%, 08/29/2016 |
RON | 10,200 | 3,312 | |||||||||
4.750%, 06/24/2019 |
RON | 3,180 | 1,047 | |||||||||
4.375%, 08/22/2023 |
2,050 | 2,101 | ||||||||||
|
|
|||||||||||
35,034 | ||||||||||||
|
|
|||||||||||
Russia 7.2% |
||||||||||||
Alfa Bank Via Alfa Bond Issuance |
||||||||||||
7.750%, 04/28/2021 |
500 | 541 | ||||||||||
7.500%, 09/26/2019 |
750 | 773 | ||||||||||
7.500%, |
260 | 268 | ||||||||||
Credit Bank of Moscow Via CBOM Finance |
||||||||||||
7.700%, 02/01/2018 |
1,000 | 1,013 | ||||||||||
EuroChem Mineral & Chemical Via EuroChem GI |
||||||||||||
5.125%, |
175 | 176 | ||||||||||
Gazprom Neft OAO Via GPN Capital |
||||||||||||
6.000%, |
480 | 493 | ||||||||||
4.375%, 09/19/2022 |
730 | 677 | ||||||||||
Gazprom OAO Via Gaz Capital |
||||||||||||
6.510%, 03/07/2022 |
470 | 509 | ||||||||||
Metalloinvest Finance |
||||||||||||
5.625%, |
275 | 267 |
38 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
June 30, 2014
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Ritekro |
||||||||||||
12.613%, 11/07/2022 (A)(E)(I) |
914 | $ | 339 | |||||||||
Rosneft Oil Via Rosneft International Finance |
||||||||||||
4.199%, 03/06/2022 |
500 | 464 | ||||||||||
Russian Federal Bond OFZ |
||||||||||||
8.150%, 02/03/2027 |
RUB | 147,099 | 4,250 | |||||||||
7.600%, 04/14/2021 |
RUB | 453,644 | 12,976 | |||||||||
7.600%, 07/20/2022 |
RUB | 158,566 | 4,496 | |||||||||
7.500%, 03/15/2018 |
RUB | 234,717 | 6,783 | |||||||||
7.500%, 02/27/2019 |
RUB | 61,000 | 1,751 | |||||||||
7.400%, 04/19/2017 |
RUB | 118,436 | 3,426 | |||||||||
7.400%, 06/14/2017 |
RUB | 31,700 | 916 | |||||||||
7.350%, 01/20/2016 |
RUB | 80,000 | 2,334 | |||||||||
7.050%, 01/19/2028 |
RUB | 216,030 | 5,672 | |||||||||
7.000%, |
RUB | 22,770 | 607 | |||||||||
7.000%, 01/25/2023 |
RUB | 196,388 | 5,381 | |||||||||
7.000%, 08/16/2023 |
RUB | 77,724 | 2,107 | |||||||||
6.900%, 08/03/2016 |
RUB | 48,434 | 1,396 | |||||||||
6.800%, 12/11/2019 |
RUB | 76,134 | 2,114 | |||||||||
6.200%, 01/31/2018 |
RUB | 109,370 | 3,030 | |||||||||
Russian Foreign Bond Eurobond |
||||||||||||
12.750%, 06/24/2028 |
1,000 | 1,731 | ||||||||||
7.850%, 03/10/2018 |
RUB | 140,000 | 4,092 | |||||||||
7.500%, 03/31/2030 |
9,388 | 10,872 | ||||||||||
5.625%, 04/04/2042 |
1,400 | 1,459 | ||||||||||
4.875%, |
3,800 | 3,923 | ||||||||||
3.250%, 04/04/2017 |
1,200 | 1,243 | ||||||||||
Russian Railways Via RZD Capital |
||||||||||||
5.700%, 04/05/2022 |
1,200 | 1,248 | ||||||||||
Sberbank of Russia Via SB Capital |
||||||||||||
5.717%, 06/16/2021 |
400 | 421 | ||||||||||
Sistema Via Sistema International Funding |
||||||||||||
6.950%, 05/17/2019 |
500 | 526 | ||||||||||
TMK OAO Via TMK Capital |
||||||||||||
6.750%, 04/03/2020 |
1,300 | 1,268 | ||||||||||
VEB-Leasing Via VEB Leasing Investment |
||||||||||||
5.125%, 05/27/2016 |
320 | 332 | ||||||||||
VimpelCom Holdings |
||||||||||||
7.504%, 03/01/2022 |
1,000 | 1,079 | ||||||||||
7.504%, 03/01/2022 |
870 | 939 | ||||||||||
7.504%, |
400 | 432 | ||||||||||
5.950%, |
200 | 197 | ||||||||||
5.200%, |
500 | 501 | ||||||||||
Vnesheconombank Via VEB Finance |
||||||||||||
6.902%, 07/09/2020 |
1,310 | 1,418 | ||||||||||
6.800%, 11/22/2025 |
580 | 618 | ||||||||||
6.800%, |
150 | 160 | ||||||||||
5.450%, |
400 | 421 | ||||||||||
VTB Bank Via VTB Capital |
||||||||||||
6.875%, 05/29/2018 |
600 | 647 | ||||||||||
|
|
|||||||||||
96,286 | ||||||||||||
|
|
|||||||||||
Senegal 0.1% |
||||||||||||
Republic of Senegal |
||||||||||||
8.750%, |
540 | 624 | ||||||||||
8.750%, 05/13/2021 |
200 | 231 | ||||||||||
|
|
|||||||||||
855 | ||||||||||||
|
|
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Serbia 0.6% |
||||||||||||
Republic of Serbia |
||||||||||||
7.250%, 09/28/2021 |
4,686 | $ | 5,342 | |||||||||
7.250%, |
200 | 228 | ||||||||||
5.875%, 12/03/2018 |
1,297 | 1,380 | ||||||||||
5.875%, |
530 | 564 | ||||||||||
5.250%, |
1,203 | 1,254 | ||||||||||
4.875%, 02/25/2020 |
200 | 203 | ||||||||||
|
|
|||||||||||
8,971 | ||||||||||||
|
|
|||||||||||
Singapore 0.5% |
||||||||||||
Singapore Government Bond |
||||||||||||
3.375%, 09/01/2033 |
SGD | 1,530 | 1,296 | |||||||||
3.000%, 09/01/2024 |
SGD | 6,390 | 5,360 | |||||||||
STATS ChipPAC |
||||||||||||
4.500%, |
104 | 105 | ||||||||||
|
|
|||||||||||
6,761 | ||||||||||||
|
|
|||||||||||
Slovak Republic 0.0% |
||||||||||||
Republic of Slovak |
||||||||||||
4.375%, |
428 | 457 | ||||||||||
|
|
|||||||||||
Slovenia 0.2% |
||||||||||||
Slovenia Government International Bond |
||||||||||||
5.850%, 05/10/2023 |
691 | 776 | ||||||||||
5.850%, 05/10/2023 |
444 | 498 | ||||||||||
5.250%, |
1,844 | 1,982 | ||||||||||
|
|
|||||||||||
3,256 | ||||||||||||
|
|
|||||||||||
South Africa 5.2% |
||||||||||||
Eskom Holdings |
||||||||||||
6.750%, |
1,289 | 1,366 | ||||||||||
Republic of South Africa |
||||||||||||
10.500%, 12/21/2026 |
ZAR | 36,816 | 4,036 | |||||||||
8.750%, 02/28/2048 |
ZAR | 47,674 | 4,321 | |||||||||
8.500%, |
860 | 1,010 | ||||||||||
8.500%, 01/31/2037 |
ZAR | 43,438 | 3,865 | |||||||||
8.250%, 09/15/2017 |
ZAR | 29,822 | 2,877 | |||||||||
8.000%, 12/21/2018 |
ZAR | 55,467 | 5,298 | |||||||||
8.000%, 01/31/2030 |
ZAR | 87,358 | 7,648 | |||||||||
7.750%, 02/28/2023 |
ZAR | 49,342 | 4,521 | |||||||||
7.250%, 01/15/2020 |
ZAR | 126,887 | 11,636 | |||||||||
7.000%, 02/28/2031 |
ZAR | 44,609 | 3,532 | |||||||||
6.875%, 05/27/2019 |
580 | 671 | ||||||||||
6.750%, 03/31/2021 |
ZAR | 19,290 | 1,699 | |||||||||
6.500%, 02/28/2041 |
ZAR | 5,035 | 353 | |||||||||
6.250%, 03/31/2036 |
ZAR | 31,790 | 2,218 | |||||||||
5.875%, 09/16/2025 |
9,521 | 10,583 | ||||||||||
4.665%, 01/17/2024 |
1,123 | 1,144 | ||||||||||
Transnet SOC MTN |
||||||||||||
9.500%, |
ZAR | 13,360 | 1,250 | |||||||||
4.000%, 07/26/2022 (B) |
1,119 | 1,051 | ||||||||||
|
|
|||||||||||
69,079 | ||||||||||||
|
|
|||||||||||
Sri Lanka 0.4% |
||||||||||||
Bank of Ceylon |
||||||||||||
6.875%, |
320 | 340 | ||||||||||
Republic of Sri Lanka |
||||||||||||
6.250%, 10/04/2020 |
600 | 634 | ||||||||||
6.250%, |
249 | 263 | ||||||||||
6.250%, |
200 | 211 | ||||||||||
5.875%, 07/25/2022 |
2,585 | 2,659 | ||||||||||
5.125%, |
673 | 684 | ||||||||||
|
|
|||||||||||
4,791 | ||||||||||||
|
|
39 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
June 30, 2014
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Thailand 2.9% |
||||||||||||
PTT Exploration & Production |
||||||||||||
4.875%, 06/18/2019 (B)(D) |
1,517 | $ | 1,528 | |||||||||
Thailand Government Bond |
||||||||||||
5.670%, 03/13/2028 |
THB | 3,000 | 109 | |||||||||
4.875%, 06/22/2029 |
THB | 20,800 | 704 | |||||||||
3.875%, 06/13/2019 |
THB | 512,000 | 16,291 | |||||||||
3.650%, 12/17/2021 |
THB | 110,200 | 3,408 | |||||||||
3.625%, 06/16/2023 |
THB | 363,160 | 11,079 | |||||||||
3.580%, 12/17/2027 |
THB | 68,200 | 2,025 | |||||||||
3.250%, 06/16/2017 |
THB | 35,200 | 1,106 | |||||||||
1.200%, 07/14/2021 |
THB | 72,266 | 2,148 | |||||||||
|
|
|||||||||||
38,398 | ||||||||||||
|
|
|||||||||||
Trinidad & Tobago 0.1% |
||||||||||||
Republic of Trinidad & Tobago |
||||||||||||
4.375%, 01/16/2024 (B) |
1,305 | 1,416 | ||||||||||
|
|
|||||||||||
Turkey 7.1% |
||||||||||||
Akbank |
||||||||||||
5.000%, 10/24/2022 |
225 | 223 | ||||||||||
Export Credit Bank of Turkey |
||||||||||||
5.875%, 04/24/2019 (B) |
200 | 212 | ||||||||||
Finansbank |
||||||||||||
6.250%, 04/30/2019 (B) |
1,342 | 1,386 | ||||||||||
KOC Holding |
||||||||||||
3.500%, 04/24/2020 (B) |
35 | 33 | ||||||||||
Republic of Turkey |
||||||||||||
11.875%, 01/15/2030 |
1,500 | 2,566 | ||||||||||
10.700%, 02/24/2016 |
TRY | 3,230 | 1,583 | |||||||||
10.500%, 01/15/2020 |
TRY | 8,494 | 4,356 | |||||||||
10.400%, 03/27/2019 |
TRY | 2,760 | 1,403 | |||||||||
10.400%, 03/20/2024 |
TRY | 2,250 | 1,178 | |||||||||
9.500%, 01/12/2022 |
TRY | 9,887 | 4,865 | |||||||||
9.000%, 01/27/2016 |
TRY | 2,200 | 1,051 | |||||||||
9.000%, 03/08/2017 |
TRY | 12,842 | 6,175 | |||||||||
8.800%, 11/14/2018 |
TRY | 3,601 | 1,727 | |||||||||
8.800%, 09/27/2023 |
TRY | 1,784 | 845 | |||||||||
8.500%, 09/14/2022 |
TRY | 21,342 | 9,970 | |||||||||
8.300%, 10/07/2015 |
TRY | 8,798 | 4,156 | |||||||||
8.300%, 06/20/2018 |
TRY | 10,711 | 5,073 | |||||||||
8.300%, 06/20/2018 |
TRY | 2,500 | 1,184 | |||||||||
8.000%, 02/14/2034 |
1,350 | 1,775 | ||||||||||
7.500%, 07/14/2017 |
2,463 | 2,802 | ||||||||||
7.500%, 11/07/2019 |
3,579 | 4,243 | ||||||||||
7.375%, 02/05/2025 |
2,493 | 3,029 | ||||||||||
7.250%, 03/05/2038 |
200 | 247 | ||||||||||
7.100%, 03/08/2023 |
TRY | 1,120 | 479 | |||||||||
7.100%, 03/08/2023 |
TRY | 9,440 | 4,036 | |||||||||
7.000%, 09/26/2016 |
838 | 925 | ||||||||||
7.000%, 06/05/2020 |
4,852 | 5,651 | ||||||||||
6.875%, 03/17/2036 |
1,360 | 1,601 | ||||||||||
6.750%, 04/03/2018 |
1,656 | 1,870 | ||||||||||
6.750%, 05/30/2040 |
375 | 438 | ||||||||||
6.500%, 01/07/2015 |
TRY | 5,864 | 2,743 | |||||||||
6.300%, 02/14/2018 |
TRY | 13,134 | 5,823 | |||||||||
6.250%, 09/26/2022 |
1,207 | 1,360 | ||||||||||
6.000%, 01/14/2041 |
1,780 | 1,902 | ||||||||||
5.625%, 03/30/2021 |
2,760 | 3,008 | ||||||||||
5.125%, 03/25/2022 |
573 | 605 | ||||||||||
4.500%, 02/11/2015 |
TRY | 3,647 | 1,740 |
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
3.250%, 03/23/2023 |
539 | $ | 497 | |||||||||
3.000%, 02/23/2022 |
TRY | 5,380 | 2,743 | |||||||||
TC Ziraat Bankasi |
||||||||||||
4.250%, 07/03/2019 (B) |
1,440 | 1,432 | ||||||||||
Turkiye Garanti Bankasi |
||||||||||||
5.250%, 09/13/2022 (B) |
500 | 502 | ||||||||||
4.000%, 09/13/2017 (B) |
200 | 202 | ||||||||||
|
|
|||||||||||
97,639 | ||||||||||||
|
|
|||||||||||
Ukraine 1.1% |
||||||||||||
Government of Ukraine |
||||||||||||
9.250%, 07/24/2017 (B) |
403 | 407 | ||||||||||
9.250%, 07/24/2017 |
9,020 | 9,133 | ||||||||||
7.950%, 02/23/2021 |
650 | 621 | ||||||||||
7.950%, 02/23/2021 (B) |
250 | 239 | ||||||||||
7.800%, 11/28/2022 (B) |
300 | 283 | ||||||||||
7.500%, 04/17/2023 (B) |
1,049 | 986 | ||||||||||
6.875%, 09/23/2015 |
1,270 | 1,238 | ||||||||||
6.750%, 11/14/2017 |
276 | 263 | ||||||||||
6.580%, 11/21/2016 |
403 | 389 | ||||||||||
Ukraine Railways Via Shortline |
||||||||||||
9.500%, 05/21/2018 |
200 | 172 | ||||||||||
Ukreximbank Via Biz Finance |
||||||||||||
8.750%, 01/22/2018 |
670 | 603 | ||||||||||
|
|
|||||||||||
14,334 | ||||||||||||
|
|
|||||||||||
United Arab Emirates 0.0% |
||||||||||||
MAF Global Securities |
||||||||||||
7.125%, 10/29/2049 (D) |
400 | 429 | ||||||||||
|
|
|||||||||||
Uruguay 0.5% |
||||||||||||
Republic of Uruguay |
||||||||||||
7.625%, 03/21/2036 |
484 | 650 | ||||||||||
5.100%, 06/18/2050 |
3,826 | 3,778 | ||||||||||
4.500%, 08/14/2024 |
829 | 880 | ||||||||||
Republic of Uruguay PIK |
||||||||||||
7.875%, 01/15/2033 |
671 | 912 | ||||||||||
|
|
|||||||||||
6,220 | ||||||||||||
|
|
|||||||||||
Venezuela 3.9% |
||||||||||||
Petroleos de Venezuela |
||||||||||||
12.750%, 02/17/2022 |
290 | 293 | ||||||||||
9.750%, 05/17/2035 |
852 | 698 | ||||||||||
9.000%, 11/17/2021 |
1,050 | 892 | ||||||||||
8.500%, 11/02/2017 |
1,002 | 937 | ||||||||||
8.500%, 11/02/2017 |
10,672 | 9,982 | ||||||||||
6.000%, 11/15/2026 |
904 | 583 | ||||||||||
5.500%, 04/12/2037 |
250 | 150 | ||||||||||
5.375%, 04/12/2027 |
983 | 609 | ||||||||||
5.250%, 04/12/2017 |
708 | 598 | ||||||||||
5.000%, 10/28/2015 |
3,855 | 3,629 | ||||||||||
Republic of Venezuela |
||||||||||||
13.625%, 08/15/2018 |
1,716 | 1,853 | ||||||||||
13.625%, 08/15/2018 |
144 | 151 | ||||||||||
12.750%, 08/23/2022 |
9,084 | 9,334 | ||||||||||
11.950%, 08/05/2031 |
2,578 | 2,527 | ||||||||||
11.750%, 10/21/2026 |
2,515 | 2,462 | ||||||||||
9.375%, 01/13/2034 |
3,661 | 3,084 | ||||||||||
9.250%, 09/15/2027 |
1,793 | 1,542 | ||||||||||
9.250%, 05/07/2028 |
2,445 | 2,054 | ||||||||||
9.000%, 05/07/2023 |
1,915 | 1,637 | ||||||||||
9.000%, 05/07/2023 |
20 | 17 | ||||||||||
8.500%, 10/08/2014 |
780 | 782 | ||||||||||
8.250%, 10/13/2024 |
1,252 | 1,005 |
40 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
June 30, 2014
Description |
Face Amount(1) (Thousands)/Shares |
Market Value ($ Thousands) |
||||||
7.750%, 10/13/2019 |
3,825 | $ | 3,309 | |||||
7.650%, 04/21/2025 |
290 | 223 | ||||||
6.000%, 12/09/2020 |
1,087 | 834 | ||||||
5.750%, 02/26/2016 |
4,890 | 4,631 | ||||||
|
|
|||||||
53,816 | ||||||||
|
|
|||||||
Vietnam 0.1% |
||||||||
Republic of Vietnam |
||||||||
6.875%, 01/15/2016 |
360 | 385 | ||||||
6.750%, 01/29/2020 |
830 | 938 | ||||||
|
|
|||||||
1,323 | ||||||||
|
|
|||||||
Zambia 0.3% |
||||||||
Republic of Zambia |
||||||||
8.500%, 04/14/2024 |
600 | 665 | ||||||
5.375%, 09/20/2022 |
2,360 | 2,212 | ||||||
|
|
|||||||
2,877 | ||||||||
|
|
|||||||
Total Global Bonds |
||||||||
(Cost $1,241,469) ($ Thousands) |
1,267,353 | |||||||
|
|
|||||||
LOAN PARTICIPATIONS 0.5% |
| |||||||
Singapore 0.5% |
||||||||
Ashmore Cayman SPC, No. 1 |
||||||||
0.000%, 08/31/2011 (A)(G)(I) |
9,161 | 4,289 | ||||||
Morton Bay |
||||||||
6.220%, 12/31/2013 (A)(I) |
3,158 | 2,314 | ||||||
Total Loan Participations |
||||||||
|
|
|||||||
(Cost $12,373) ($ Thousands) |
6,603 | |||||||
|
|
|||||||
AFFILIATED PARTNERSHIP 0.4% |
| |||||||
SEI Liquidity Fund, L.P. |
||||||||
0.080% *(J) |
5,206,198 | 5,206 | ||||||
|
|
|||||||
Total Affiliated Partnership |
5,206 | |||||||
|
|
|||||||
Total Investments 94.3% |
$ | 1,279,162 | ||||||
|
|
A list of the open futures contracts held by the Fund at June 30, 2014, is as follows:
Type of Contract | Number of Contracts Long (Short) |
Expiration Date |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||
Euro-Bond |
(1 | ) | Sep-2014 | $ | (3 | ) | ||||||
Korea 10-Year Bond |
(67 | ) | Sep-2014 | (85 | ) | |||||||
Korea 3-Year Bond |
(63 | ) | Sep-2014 | (13 | ) | |||||||
U.S. 10-Year Treasury Note |
37 | Sep-2014 | (11 | ) | ||||||||
U.S. 10-Year Treasury Note |
(37 | ) | Sep-2014 | (10 | ) | |||||||
U.S. 2-Year Treasury Note |
34 | Sep-2014 | (5 | ) | ||||||||
U.S. 5-Year Treasury Note |
(74 | ) | Sep-2014 | (2 | ) | |||||||
U.S. Long Treasury Bond |
(12 | ) | Sep-2014 | (12 | ) | |||||||
U.S. Long Treasury Bond |
75 | Sep-2014 | 36 | |||||||||
|
|
|||||||||||
$ | (105 | ) | ||||||||||
|
|
For the period ended June 30, 2014, the total amount of all open future contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.
A list of the open forward foreign currency contracts held by the Fund at June 30, 2014, is as follows:
Settlement Date | Currency to Deliver (Thousands) |
Currency to Receive (Thousands) |
Unrealized (Depreciation) |
|||||||||||||||||
7/1/14-9/17/14 |
EUR | 8,469 | HUF | 2,611,007 | $ | (70 | ) | |||||||||||||
7/1/14-9/17/14 |
TRY | 39,430 | USD | 18,420 | (99 | ) | ||||||||||||||
7/1/14-9/17/14 |
USD | 27,790 | EUR | 20,465 | 230 | |||||||||||||||
7/1/14-9/17/14 |
USD | 1,516 | HUF | 340,743 | (9 | ) | ||||||||||||||
7/2/14-8/4/14 |
BRL | 69,371 | USD | 30,897 | (477 | ) | ||||||||||||||
7/2/14-9/17/14 |
USD | 14,433 | BRL | 32,232 | 170 | |||||||||||||||
7/2/14-2/18/15 |
HUF | 1,633,505 | USD | 7,291 | 96 | |||||||||||||||
7/3/14-8/12/14 |
RUB | 838,360 | USD | 23,559 | (935 | ) | ||||||||||||||
7/3/14-9/17/14 |
EUR | 29,221 | USD | 39,773 | (238 | ) | ||||||||||||||
7/3/14-10/15/14 |
USD | 21,019 | RUB | 741,005 | 585 | |||||||||||||||
7/7/14-7/14/14 |
RON | 38,889 | EUR | 8,761 | (148 | ) | ||||||||||||||
7/7/14-8/18/14 |
USD | 21,435 | PEI | 60,085 | 51 | |||||||||||||||
7/7/14-9/17/14 |
EUR | 2,993 | RON | 13,195 | 17 | |||||||||||||||
7/9/14-9/17/14 |
USD | 23,183 | TRY | 49,307 | (115 | ) | ||||||||||||||
7/10/14 |
JPY | 251,823 | USD | 2,461 | (25 | ) | ||||||||||||||
7/10/14 |
USD | 2,391 | UYU | 55,000 | 11 | |||||||||||||||
7/14/14 |
AUD | 5,250 | USD | 4,891 | (59 | ) | ||||||||||||||
7/14/14 |
USD | 4,829 | AUD | 5,250 | 121 | |||||||||||||||
7/14/14-8/20/14 |
MYR | 30,293 | USD | 9,274 | (132 | ) | ||||||||||||||
7/14/14-9/17/14 |
USD | 33,367 | MYR | 108,707 | 394 | |||||||||||||||
7/15/14-8/26/14 |
PHP | 262,950 | USD | 6,001 | (22 | ) | ||||||||||||||
7/15/14-8/26/14 |
USD | 13,962 | PHP | 619,038 | 214 | |||||||||||||||
7/16/14 |
PEI | 12,634 | USD | 4,452 | (66 | ) | ||||||||||||||
7/16/14-8/11/14 |
USD | 20,068 | THB | 651,645 | (8 | ) | ||||||||||||||
7/16/14-8/20/14 |
NGN | 267,010 | USD | 1,553 | (71 | ) | ||||||||||||||
7/16/14-8/29/14 |
COP | 16,012,800 | USD | 8,217 | (301 | ) | ||||||||||||||
7/16/14-9/17/14 |
EUR | 24,873 | PLN | 103,901 | 92 | |||||||||||||||
7/16/14-9/17/14 |
PLN | 32,632 | EUR | 7,800 | (41 | ) | ||||||||||||||
7/16/14-9/17/14 |
THB | 855,283 | USD | 26,273 | (45 | ) | ||||||||||||||
7/16/14-9/17/14 |
USD | 23,263 | ZAR | 247,293 | (155 | ) | ||||||||||||||
7/16/14-9/17/14 |
ZAR | 252,053 | USD | 23,439 | 19 | |||||||||||||||
7/16/14-10/15/14 |
USD | 10,958 | COP | 21,801,954 | 628 | |||||||||||||||
7/16/14-11/19/14 |
USD | 9,493 | NGN | 1,611,855 | 312 | |||||||||||||||
7/16/14-12/8/14 |
IDR | 108,137,256 | USD | 9,177 | 136 | |||||||||||||||
7/16/14-12/8/14 |
USD | 16,469 | IDR | 194,810,397 | (179 | ) | ||||||||||||||
7/21/14-9/17/14 |
USD | 6,193 | INR | 374,040 | (55 | ) | ||||||||||||||
7/31/14 |
GBP | 240 | USD | 406 | (4 | ) | ||||||||||||||
8/15/14-9/17/14 |
MXN | 16,390 | USD | 1,256 | (3 | ) | ||||||||||||||
8/15/14-9/17/14 |
USD | 26,749 | MXN | 347,716 | (51 | ) | ||||||||||||||
8/20/14 |
USD | 3,900 | KRW | 4,153,874 | 204 | |||||||||||||||
8/20/14-8/29/14 |
CLP | 2,442,002 | USD | 4,339 | (49 | ) | ||||||||||||||
8/20/14-9/17/14 |
TWD | 338,702 | USD | 11,253 | (101 | ) | ||||||||||||||
8/20/14-9/22/14 |
USD | 13,866 | CLP | 7,705,307 | (23 | ) | ||||||||||||||
8/25/14-9/17/14 |
SGD | 31,949 | USD | 25,548 | (89 | ) | ||||||||||||||
9/12/14-2/18/15 |
HUF | 2,368,260 | EUR | 7,719 | 128 | |||||||||||||||
9/16/14-9/17/14 |
ILS | 37,970 | USD | 10,972 | (102 | ) | ||||||||||||||
9/17/14 |
CZK | 58,092 | USD | 2,886 | (16 | ) | ||||||||||||||
9/17/14 |
EUR | 1,334 | CZK | 36,559 | (1 | ) | ||||||||||||||
9/17/14 |
RON | 16,769 | USD | 5,188 | (38 | ) | ||||||||||||||
9/17/14 |
USD | 5,652 | CNY | 35,079 | (28 | ) | ||||||||||||||
9/17/14 |
USD | 871 | CZK | 17,577 | 7 | |||||||||||||||
9/17/14 |
USD | 8,080 | PLN | 24,410 | (77 | ) | ||||||||||||||
9/17/14 |
USD | 1,608 | SGD | 2,020 | 13 | |||||||||||||||
9/19/14 |
CZK | 105,139 | EUR | 3,833 | (3 | ) | ||||||||||||||
11/19/14 |
USD | 1,861 | KZT | 348,860 | 5 | |||||||||||||||
|
|
|||||||||||||||||||
$ | (402 | ) | ||||||||||||||||||
|
|
A list of the counterparties for the open forward foreign currency contracts held by the Fund at June 30, 2014, is as follows:
Counterparty | Currency to Deliver ($ Thousands) |
Currency to Receive |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||
Brown Brothers Harriman |
(85 | ) | 85 | $ | | |||||||
Citigroup |
(165,225 | ) | 164,980 | (245 | ) | |||||||
Goldman Sachs |
(455,159 | ) | 454,346 | (813 | ) | |||||||
HSBC |
(70,461 | ) | 70,924 | 463 | ||||||||
JPMorgan Chase Bank |
(57,513 | ) | 57,706 | 193 | ||||||||
|
|
|||||||||||
$ | (402 | ) | ||||||||||
|
|
For the period ended June 30, 2014, 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.
41 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
June 30, 2014
A list of the open OTC swap agreements held by the fund at June 30, 2014, is as follows:
Interest Rate Swaps | ||||||||||||||||||
Counterparty | Fund Pays | Fund Receives | Termination Date |
Currency | Notional Amount (Thousands) |
Net Unrealized Appreciation (Depreciation) ($ Thousands) |
||||||||||||
Goldman Sachs | 1-YEAR BRL-CDI | 11.92% | 01/04/2021 | BRL | 2,245 | $ | (9 | ) | ||||||||||
Goldman Sachs | 2.7925% | 3-Month KRW Certificate of Deposit Rate | 04/10/2016 | KRW | 15,000,000 | (50 | ) | |||||||||||
Goldman Sachs | 3-Month ZAR - JIBAR | 8.76% | 01/16/2029 | ZAR | 52,000 | 129 | ||||||||||||
Goldman Sachs | 28-DAY MXN - TIIE | 6.31% | 05/20/2024 | MXN | 13,503 | 21 | ||||||||||||
Goldman Sachs | 3-Month ZAR - JIBAR | 8.30% | 01/16/24 | ZAR | 23,000 | 30 | ||||||||||||
Goldman Sachs | 28-DAY MXN - TIIE | 6.87% | 01/10/24 | MXN | 60,000 | 320 | ||||||||||||
Goldman Sachs | 3-Month ZAR - JIBAR | 8.19% | 12/20/2023 | ZAR | 10,000 | 3 | ||||||||||||
Goldman Sachs | 6-Month PZL - WIBOR | 3.38% | 05/13/2019 | PZL | 9,294 | 66 | ||||||||||||
Goldman Sachs | 28-DAY MXN - TIIE | 7.45% | 04/01/2019 | MXN | 194,784 | 118 | ||||||||||||
Goldman Sachs | 3-Month ILS - TELBOR | 2.29% | 12/24/2018 | ILS | 14,000 | 175 | ||||||||||||
Goldman Sachs | 1-YEAR BRL-CDI | 12.26% | 01/02/18 | BRL | 13,563 | 88 | ||||||||||||
Goldman Sachs | 0.76% | 3-Month ILS - TELBOR | 05/22/2016 | ILS | 11,000 | 1 | ||||||||||||
Goldman Sachs | 3-Month CLP - CLICP | 3.75% | 04/25/2016 | CLP | 7,024,608 | 28 | ||||||||||||
Goldman Sachs | 0.95% | 3-Month ILS - TELBOR | 04/02/2016 | ILS | 6,000 | (6 | ) | |||||||||||
Goldman Sachs | 1.21% | 3-Month ILS - TELBOR | 02/14/2016 | ILS | 8,000 | (25 | ) | |||||||||||
Goldman Sachs | 3.31% | 6-Month PZL - WIBOR | 02/03/16 | PZL | 30,000 | (152 | ) | |||||||||||
Goldman Sachs | 3-Month ZAR - JIBAR | 6.85% | 01/22/2016 | ZAR | 25,000 | 2 | ||||||||||||
Goldman Sachs | 1.20% | 3-Month ILS - TELBOR | 01/16/2016 | ILS | 34,383 | (110 | ) | |||||||||||
Goldman Sachs | 1-YEAR BRL-CDI | 11.59% | 01/04/2016 | BRL | 5,024 | 13 | ||||||||||||
Goldman Sachs | 3-Month ZAR - JIBAR | 6.81% | 12/31/15 | ZAR | 60,000 | 5 | ||||||||||||
Goldman Sachs | 1.18% | 3-Month ILS - TELBOR | 12/24/15 | ILS | 33,000 | (120 | ) | |||||||||||
Goldman Sachs | 3-Month ZAR - JIBAR | 6.75% | 12/22/2015 | ZAR | 80,000 | 4 | ||||||||||||
Goldman Sachs | 3-Month KRW Certificate of Deposit Rate | PAY: 2.685% | 04/10/2015 | KRW | 33,000,000 | (25 | ) | |||||||||||
|
|
|||||||||||||||||
$ | 506 | |||||||||||||||||
|
|
|||||||||||||||||
Cross-Currency Swaps | ||||||||||||||||||
Counterparty | Fund Pays | Fund Receives | Termination Date |
Notional Amount |
Net Unrealized Depreciation ($ Thousands) |
|||||||||||||
Goldman Sachs | 9.51% | 3 Month USD - LIBOR | 07/09/2015 | TRY | 4,988,124 | $ | (79 | ) | ||||||||||
|
|
For the period ended June 30, 2014, 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 $1,356,827 ($ Thousands).
* | Rate shown is the 7-day effective yield as of June 30, 2014. |
| 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, 2014 was $24,020 ($ Thousands) and represented 1.8% of Net Assets. |
(B) | Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may be sold only to dealers in that program or other accredited investors. These securities have been determined to be liquid under guidelines established by the board of Trustees. |
(C) | Step Bonds The rate reflected on the Schedule of Investments is the effective yield on June 30, 2014. 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, 2014. |
(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, 2014. The total market value of securities on loan at June 30, 2014 was $4,732 ($ Thousands). |
(G) | Security in default on interest payments. |
(H) | Real Estate Investment Trust. |
(I) | 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, 2014 was $6,942 ($ Thousands) and represented 0.01% of Net Assets. |
(J) | This security was purchased with cash collateral held from securities on loan. The total value of such securities as of June 30, 2014 was $5,206 ($ Thousands). |
§ | At June 30, 2014, the tax basis cost of the Funds investments was $1,259,048 ($ Thousands), and the unrealized appreciation and depreciation were $55,154 ($ Thousands) and ($35,040) ($ Thousands), respectively. |
AUD Australian Dollar
BRL Brazilian Real
CDI Average One-Day Interbank Deposit Rate
CLN Credit Linked Note
CLP Chilean Peso
CNY Chinese Renminbi
COP Colombian Peso
CZK Czech Koruna
DEM German Mark
DOP Dominican Peso
EUR Euro
GBP British Pound Sterling
HUF Hungarian Forint
IDR Indonesia Rupiah
ILS Israeli Shekel
INR India Rupee
JIBAR Johannesburg Interbank Agreed Rate
JPY Japanese Yen
KES Kenyan Shilling
KRW Korean Won
KZT Kazakhstan Tenge
L.P. Limited Partnership
MTN Medium Term Note
MXN Mexican Peso
MYR Malaysian Ringgit
NGN Nigerian Naira
OTC Over the Counter
PEI Peruvian Inca
PHP Philippine Peso
PIK Payment-in-Kind
PLN Polish Zlotty
RON Romanian Leu
RUB Russian Ruble
Ser Series
SGD Singapore Dollar
SPC Segregated Portfolio Company
TELBOR Tel Aviv Inter-Bank Offered Rate
THB Thai Baht
TIIE Equilibrium Interbank Interest Rate
TRY Turkish Lira
TWD Taiwanese Dollar
USD U.S. Dollar
UYU Uruguayan Peso
WIBOR Warsaw Interbank Offered Rate
ZAR South African Rand
42 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
June 30, 2014
The following is a list of the level of inputs used as of June 30, 2014, in valuing the Funds investments and other financial instruments carried at value ($ Thousands):
Investments in Securities | Level 1 | Level 2 | Level 3(1) | Total | ||||||||||||
Global Bonds |
$ | | $ | 1,267,014 | $ | 339 | $ | 1,267,353 | ||||||||
Loan Participations |
| | 6,603 | 6,603 | ||||||||||||
Affiliated Partnership |
| 5,206 | | 5,206 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments in Securities |
$ | | $ | 1,272,220 | $ | 6,942 | $ | 1,279,162 | ||||||||
|
|
|
|
|
|
|
|
Other Financial Instruments | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Futures Contracts* |
||||||||||||||||
Unrealized Appreciation |
$ | 36 | $ | | $ | | $ | 36 | ||||||||
Unrealized Depreciation |
(141 | ) | | | (141 | ) | ||||||||||
Forwards Contracts* |
||||||||||||||||
Unrealized Appreciation |
| 3,196 | | 3,196 | ||||||||||||
Unrealized Depreciation |
| (3,598 | ) | | (3,598 | ) | ||||||||||
OTC Swaps |
||||||||||||||||
Interest Rate Swaps* |
||||||||||||||||
Unrealized Appreciation |
| 1,003 | | 1,003 | ||||||||||||
Unrealized Depreciation |
| (497 | ) | | (497 | ) | ||||||||||
Cross-Currency Swaps* |
||||||||||||||||
Unrealized Depreciation |
| (79 | ) | | (79 | ) | ||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Other Financial Instruments |
$ | (105 | ) | $ | 25 | $ | | $ | (80 | ) | ||||||
|
|
|
|
|
|
|
|
(1) | Of the $6,942 ($ Thousands) in Level 3 securities as of June 30, 2014, $6,942 ($ Thousands) or 0.5% 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 no valued by third party pricing vendors or broker quotes. |
* | Futures contracts, forwards contracts and swap contracts are valued at the unrealized appreciation/(depreciation) on the instrument. |
For the period ended June 30, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities.
For the period ended June 30, 2014, there were no transfers between Level 2 and Level 3 assets and liabilities.
Amounts designated as are $0 or have been rounded to $0.
For information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial statements.
43 | SEI Institutional International Trust / Quarterly Report / June 30, 2014 |
Item 2. | Controls and Procedures |
(a) The Registrants principal executive and principal financial officers, or persons performing similar functions, have concluded that the Registrants disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the 1940 Act), are effective based on the evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act and Rule 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934 as amended as of a date within 90 days of the filing date of the report.
(b) There were no changes in the Registrants internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act that occurred during the last fiscal quarter of the period covered by this report that have materially affected, or are reasonably likely to materially affect, the Registrants internal control over financial reporting.
Item 3. | Exhibits. |
(a) A separate certification for each principal executive officer and principal financial officer of the Registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)), are filed herewith.
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the Registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
SEI Institutional International Trust | ||||||
By | /s/ Robert A. Nesher | |||||
| ||||||
Robert A. Nesher, President |
Date: August 28, 2014
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the Registrant and in the capacities and on the dates indicated.
By | /s/ Robert A. Nesher | |||||
Robert A. Nesher, President |
Date: August 28, 2014
By | /s/ Peter A. Rodriguez | |||||
Peter A. Rodriguez, Controller & CFO |
Date: August 28, 2014
CERTIFICATIONS
Pursuant to Section 302
Of the Sarbanes-Oxley Act of 2002
I, Robert A. Nesher, certify that:
1. I have reviewed this report on Form N-Q of SEI Institutional International Trust;
2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;
3. Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed;
4. The registrants other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940)for the registrant and have:
(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;
(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;
(c) Evaluated the effectiveness of the registrants disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and
(d) Disclosed in this report any change in the registrants internal control over financial reporting that occurred during the registrants most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrants internal control over financial reporting; and
5. The registrants other certifying officer(s) and I have disclosed to the registrants auditors and the audit committee of the registrants board of directors (or persons performing the equivalent functions):
(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrants ability to record, process, summarize, and report financial information; and
(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrants internal control over financial reporting.
Date: August 28, 2014
/s/ Robert A. Nesher |
Robert A. Nesher |
President |
CERTIFICATIONS
Pursuant to Section 302
Of the Sarbanes-Oxley Act of 2002
I, Peter A. Rodriguez, certify that:
1. I have reviewed this report on Form N-Q of SEI Institutional International Trust;
2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;
3. Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed;
4. The registrants other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940)for the registrant and have:
(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;
(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;
(c) Evaluated the effectiveness of the registrants disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and
(d) Disclosed in this report any change in the registrants internal control over financial reporting that occurred during the registrants most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrants internal control over financial reporting; and
5. The registrants other certifying officer(s) and I have disclosed to the registrants auditors and the audit committee of the registrants board of directors (or persons performing the equivalent functions):
(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrants ability to record, process, summarize, and report financial information; and
(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrants internal control over financial reporting.
Date: August 28, 2014
/s/ Peter A. Rodriguez |
Peter A. Rodriguez |
Controller & CFO |