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, 2015
Date of reporting period: December 31, 2014
Item 1. | Schedule of Investments |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund
December 31, 2014
Description | Shares | Market Value ($ Thousands) |
||||||
COMMON STOCK 93.7% |
||||||||
Australia 2.9% |
||||||||
Alumina * |
421,737 | $ | 611 | |||||
Amcor |
386,374 | 4,261 | ||||||
AMP |
309,106 | 1,380 | ||||||
APA Group |
201,256 | 1,220 | ||||||
Australia & New Zealand Banking Group |
234,449 | 6,115 | ||||||
Bank of Queensland |
40,764 | 403 | ||||||
Bendigo & Adelaide Bank |
63,662 | 664 | ||||||
Brambles |
694,305 | 5,995 | ||||||
Caltex Australia |
185,362 | 5,156 | ||||||
Cochlear |
10,440 | 660 | ||||||
Commonwealth Bank of Australia |
196,577 | 13,691 | ||||||
CSL |
64,084 | 4,512 | ||||||
CSR |
633,976 | 2,008 | ||||||
Dexus Property Group (A) |
128,349 | 728 | ||||||
Downer EDI |
168,919 | 647 | ||||||
Federation Centres (A) |
232,451 | 543 | ||||||
Goodman Group (A) |
266,047 | 1,232 | ||||||
GPT Group (A) |
202,429 | 718 | ||||||
Insurance Australia Group |
739,521 | 3,764 | ||||||
Lend Lease |
127,221 | 1,698 | ||||||
Macquarie Group |
49,551 | 2,342 | ||||||
Qantas Airways * |
1,071,309 | 2,086 | ||||||
Ramsay Health Care |
13,363 | 621 | ||||||
Scentre Group *(A) |
668,061 | 1,897 | ||||||
Seek |
15,556 | 217 | ||||||
Sonic Healthcare |
12,138 | 183 | ||||||
Stockland (A) |
199,487 | 668 | ||||||
Suncorp Group |
150,429 | 1,723 | ||||||
Tatts Group |
251,629 | 709 | ||||||
Telstra |
265,264 | 1,291 | ||||||
Transfield Services |
86,921 | 115 | ||||||
Transurban Group |
225,935 | 1,578 | ||||||
Westfield (A) |
112,961 | 830 | ||||||
Westpac Banking |
42,917 | 1,157 | ||||||
Woodside Petroleum |
66,143 | 2,051 | ||||||
Woolworths |
47,826 | 1,191 | ||||||
|
|
|||||||
74,665 | ||||||||
|
|
|||||||
Austria 0.3% |
||||||||
Andritz (B) |
114,265 | 6,282 | ||||||
Immobilien Anlagen (B) |
5,092 | 95 | ||||||
OMV |
53,687 | 1,426 | ||||||
PIAG Immobilien * |
908 | 7 | ||||||
Porr Ag |
908 | 49 | ||||||
Voestalpine |
3,157 | 125 | ||||||
|
|
|||||||
7,984 | ||||||||
|
|
|||||||
Belgium 1.7% |
||||||||
Ageas |
259,056 | 9,211 | ||||||
AGFA-Gevaert * |
70,231 | 178 | ||||||
Anheuser-Busch InBev |
22,206 | 2,499 | ||||||
Belgacom (B) |
24,914 | 904 | ||||||
bpost |
21,272 | 534 | ||||||
Colruyt |
93,966 | 4,368 | ||||||
Delhaize Group (B) |
28,732 | 2,092 | ||||||
Groupe Bruxelles Lambert |
75,017 | 6,400 | ||||||
KBC Groep |
287,953 | 16,071 | ||||||
UCB |
21,207 | 1,613 | ||||||
|
|
|||||||
43,870 | ||||||||
|
|
Description | Shares | Market Value ($ Thousands) |
||||||
Brazil 0.2% |
||||||||
Banco do Brasil |
87,300 | $ | 781 | |||||
Centrais Eletricas Brasileiras |
40,000 | 87 | ||||||
Centrais Eletricas Brasileiras ADR (B) |
1,065,969 | 2,281 | ||||||
Cia Energetica de Minas Gerais ADR |
393,389 | 1,955 | ||||||
Cia Paranaense de Energia (B) |
36,800 | 485 | ||||||
|
|
|||||||
5,589 | ||||||||
|
|
|||||||
Canada 2.9% |
||||||||
Agrium |
60,275 | 5,709 | ||||||
Alimentation Couche-Tard, Cl B |
250,800 | 10,543 | ||||||
Bank of Nova Scotia |
48,471 | 2,775 | ||||||
Cameco |
368,613 | 6,049 | ||||||
Canadian Imperial Bank of Commerce |
41,700 | 3,594 | ||||||
Cenovus Energy |
147,122 | 3,045 | ||||||
CGI Group, Cl A * |
12,400 | 474 | ||||||
Cogeco Cable |
27,200 | 1,682 | ||||||
Entertainment One |
45,396 | 227 | ||||||
Gildan Activewear |
171,837 | 9,747 | ||||||
Home Capital Group, Cl B |
41,200 | 1,707 | ||||||
Imperial Oil |
132,200 | 5,713 | ||||||
Jean Coutu Group PJC, Cl A |
50,100 | 1,225 | ||||||
Laurentian Bank of Canada |
7,100 | 306 | ||||||
Linamar |
21,100 | 1,292 | ||||||
Magellan Aerospace |
5,200 | 61 | ||||||
Magna International, Cl A |
45,100 | 4,902 | ||||||
OceanaGold *(B) |
21,400 | 37 | ||||||
Open Text |
97,800 | 5,709 | ||||||
Quebecor, Cl B |
20,000 | 552 | ||||||
ShawCor |
128,900 | 4,719 | ||||||
Suncor Energy |
146,200 | 4,658 | ||||||
Transcontinental, Cl A |
17,100 | 244 | ||||||
|
|
|||||||
74,970 | ||||||||
|
|
|||||||
China 0.3% |
||||||||
PICC Property & Casualty |
3,628,400 | 7,002 | ||||||
|
|
|||||||
Denmark 1.8% |
||||||||
AP Moeller - Maersk, Cl A |
487 | 932 | ||||||
AP Moeller - Maersk, Cl B |
2,207 | 4,390 | ||||||
Coloplast, Cl B |
12,609 | 1,055 | ||||||
Danske Bank |
93,527 | 2,529 | ||||||
DSV |
26,069 | 794 | ||||||
H Lundbeck |
183,062 | 3,634 | ||||||
ISS * |
357,260 | 10,256 | ||||||
Jyske Bank * |
128,901 | 6,516 | ||||||
Novo Nordisk, Cl B |
147,559 | 6,243 | ||||||
Pandora |
97,598 | 7,912 | ||||||
TDC |
144,918 | 1,105 | ||||||
Vestas Wind Systems * |
62,557 | 2,272 | ||||||
|
|
|||||||
47,638 | ||||||||
|
|
|||||||
Finland 0.5% |
||||||||
Elisa, Cl A |
19,921 | 544 | ||||||
Fortum |
78,255 | 1,699 | ||||||
Neste Oil |
58,511 | 1,425 | ||||||
Nokia |
29,294 | 232 | ||||||
Orion, Cl B |
64,680 | 2,011 | ||||||
Sampo, Cl A |
63,784 | 2,986 | ||||||
Stora Enso, Cl R |
253,562 | 2,267 | ||||||
Tieto |
15,404 | 399 | ||||||
UPM-Kymmene |
105,792 | 1,734 | ||||||
|
|
|||||||
13,297 | ||||||||
|
|
1 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund
December 31, 2014
Description | Shares | Market Value ($ Thousands) |
||||||
France 9.3% |
||||||||
Accor |
14,933 | $ | 671 | |||||
Aeroports de Paris |
4,954 | 599 | ||||||
Alcatel-Lucent * |
2,787,740 | 9,972 | ||||||
Arkema |
69,127 | 4,572 | ||||||
AtoS |
8,099 | 644 | ||||||
AXA |
265,197 | 6,111 | ||||||
BNP Paribas |
285,936 | 16,880 | ||||||
Boiron |
1,900 | 161 | ||||||
Carrefour |
320,879 | 9,765 | ||||||
Cie Generale des Etablissements-Michelin, Cl B |
113,410 | 10,237 | ||||||
CNP Assurances (B) |
30,308 | 537 | ||||||
Credit Agricole |
19,244 | 248 | ||||||
Dassault Systemes (B) |
17,556 | 1,071 | ||||||
Electricite de France |
209,505 | 5,767 | ||||||
Etablissements Maurel et Prom |
15,912 | 149 | ||||||
Eutelsat Communications |
27,227 | 881 | ||||||
Fonciere Des Regions (A) |
5,431 | 502 | ||||||
GDF Suez |
455,561 | 10,623 | ||||||
Groupe Eurotunnel |
33,212 | 429 | ||||||
Groupe Fnac * |
1,286 | 64 | ||||||
Ipsen |
28,498 | 1,475 | ||||||
IPSOS |
4,049 | 116 | ||||||
Lagardere |
52,247 | 1,361 | ||||||
Legrand (B) |
222,545 | 11,674 | ||||||
Metropole Television |
10,297 | 194 | ||||||
Natixis |
133,741 | 882 | ||||||
Nexity (B) |
7,174 | 272 | ||||||
Orange |
133,400 | 2,269 | ||||||
Pernod Ricard |
47,955 | 5,330 | ||||||
Peugeot |
35,586 | 436 | ||||||
Publicis Groupe |
102,056 | 7,319 | ||||||
Rallye |
18,165 | 637 | ||||||
Rexel |
931,456 | 16,688 | ||||||
Sanofi |
382,935 | 34,912 | ||||||
Schneider Electric |
243,985 | 17,769 | ||||||
SEB |
6,066 | 451 | ||||||
SES |
53,554 | 1,922 | ||||||
Societe BIC |
4,474 | 595 | ||||||
Sodexo |
97,619 | 9,555 | ||||||
Tarkett (B) |
2,067 | 45 | ||||||
Technicolor * |
209,719 | 1,171 | ||||||
Technip (B) |
161,300 | 9,608 | ||||||
Teleperformance (B) |
4,248 | 289 | ||||||
Thales |
108,098 | 5,849 | ||||||
Total |
410,802 | 21,046 | ||||||
Unibail-Rodamco (A) |
2,525 | 648 | ||||||
Valeo |
22,739 | 2,829 | ||||||
Vallourec |
226,490 | 6,138 | ||||||
Veolia Environnement * |
48,555 | 860 | ||||||
Vetoquinol |
1,345 | 58 | ||||||
Vinci |
1,840 | 100 | ||||||
|
|
|||||||
242,381 | ||||||||
|
|
|||||||
Germany 6.5% |
||||||||
Bayer |
240,665 | 32,805 | ||||||
Borussia Dortmund GmbH & KGaA |
10,137 | 47 | ||||||
Brenntag |
140,312 | 7,845 | ||||||
Continental |
50,838 | 10,723 | ||||||
Daimler |
156,604 | 13,007 | ||||||
Daimler ADR |
4,220 | 349 | ||||||
Deutsche Boerse |
98,324 | 6,987 | ||||||
Deutsche Lufthansa |
157,289 | 2,606 |
Description | Shares | Market Value ($ Thousands) |
||||||
Deutsche Post |
59,970 | $ | 1,947 | |||||
Deutsche Telekom |
57,570 | 921 | ||||||
Deutsche Wohnen |
65,828 | 1,553 | ||||||
Dialog Semiconductor * |
180,220 | 6,292 | ||||||
Duerr |
7,405 | 651 | ||||||
Gerresheimer |
20,399 | 1,111 | ||||||
Henkel |
11,871 | 1,150 | ||||||
Hochtief |
51,963 | 3,666 | ||||||
Hugo Boss |
5,356 | 655 | ||||||
Indus Holding |
1,095 | 50 | ||||||
Infineon Technologies |
470,607 | 4,980 | ||||||
Infineon Technologies ADR |
133,024 | 1,413 | ||||||
KION Group |
2,542 | 97 | ||||||
Krones |
1,165 | 113 | ||||||
KUKA |
9,697 | 686 | ||||||
Linde |
99,696 | 18,364 | ||||||
Merck |
51,484 | 4,845 | ||||||
Muenchener Rueckversicherungs |
22,513 | 4,483 | ||||||
Nordex * |
68,932 | 1,230 | ||||||
OSRAM Licht * |
2,108 | 83 | ||||||
Rhoen Klinikum |
44,286 | 1,241 | ||||||
RWE |
285,000 | 8,796 | ||||||
SAP |
114,046 | 7,964 | ||||||
SAP ADR |
106,800 | 7,439 | ||||||
Siemens |
68,538 | 7,690 | ||||||
Software |
8,543 | 208 | ||||||
STADA Arzneimittel |
7,027 | 213 | ||||||
Suedzucker (B) |
26,383 | 379 | ||||||
ThyssenKrupp |
91,504 | 2,331 | ||||||
TUI * |
181,714 | 3,000 | ||||||
Wacker Neuson |
2,833 | 58 | ||||||
|
|
|||||||
167,978 | ||||||||
|
|
|||||||
Hong Kong 2.9% |
||||||||
AIA Group |
1,675,000 | 9,238 | ||||||
BOC Hong Kong Holdings |
193,500 | 645 | ||||||
Chaoda Modern Agriculture *(C) |
2,440,000 | | ||||||
Cheung Kong Holdings |
257,000 | 4,304 | ||||||
Cheung Kong Infrastructure Holdings |
107,000 | 787 | ||||||
China Merchants Holdings International |
1,311,779 | 4,406 | ||||||
China Mobile |
1,156,740 | 13,548 | ||||||
CLP Holdings |
95,000 | 823 | ||||||
CNOOC |
5,802,000 | 7,845 | ||||||
Cosmo Lady China Holdings *(D) |
5,174,862 | 3,504 | ||||||
Digital China Holdings |
4,431,000 | 4,097 | ||||||
Hang Lung Properties |
184,000 | 513 | ||||||
Henderson Land Development |
752,000 | 5,227 | ||||||
HKT Trust |
502,000 | 654 | ||||||
Hong Kong & China Gas |
558,000 | 1,271 | ||||||
Hong Kong Exchanges and Clearing |
127,500 | 2,815 | ||||||
Hutchison Whampoa |
76,500 | 875 | ||||||
Jardine Matheson Holdings |
96,242 | 5,848 | ||||||
Link |
420,000 | 2,629 | ||||||
MTR |
144,500 | 591 | ||||||
New World Development |
717,000 | 823 | ||||||
Power Assets Holdings |
143,500 | 1,387 | ||||||
Sun Hung Kai Properties |
49,000 | 742 | ||||||
Swire Pacific, Cl A |
98,000 | 1,272 | ||||||
Swire Properties |
203,600 | 599 | ||||||
Wheelock |
154,000 | 715 | ||||||
|
|
|||||||
75,158 | ||||||||
|
|
2 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund
December 31, 2014
Description | Shares | Market Value ($ Thousands) |
||||||
India 0.1% |
||||||||
Tata Motors ADR |
68,385 | $ | 2,891 | |||||
|
|
|||||||
Indonesia 0.1% |
||||||||
APERAM *(B) |
77,101 | 2,262 | ||||||
|
|
|||||||
Ireland 0.3% |
||||||||
DCC |
38,400 | 2,115 | ||||||
ICON * |
59,702 | 3,044 | ||||||
Kerry Group, Cl A |
11,307 | 781 | ||||||
Ryanair Holdings * |
42,800 | 3,051 | ||||||
|
|
|||||||
8,991 | ||||||||
|
|
|||||||
Israel 2.0% |
||||||||
Bank Hapoalim |
153,463 | 723 | ||||||
Bezeq Israeli Telecommunication |
5,228,364 | 9,296 | ||||||
Check Point Software Technologies * |
181,200 | 14,237 | ||||||
Teva Pharmaceutical Industries |
461,300 | 26,527 | ||||||
|
|
|||||||
50,783 | ||||||||
|
|
|||||||
Italy 2.0% |
||||||||
Atlantia |
60,770 | 1,412 | ||||||
Azimut Holding |
255,440 | 5,549 | ||||||
Enel |
1,137,095 | 5,069 | ||||||
Eni |
32,045 | 561 | ||||||
Exor |
96,153 | 3,945 | ||||||
Fiat Chrysler Automobiles * |
20,367 | 237 | ||||||
Intesa Sanpaolo |
1,911,679 | 5,546 | ||||||
Mediaset * |
2,196,651 | 9,038 | ||||||
Recordati |
20,281 | 314 | ||||||
Saipem |
45,087 | 473 | ||||||
Snam Rete Gas |
369,590 | 1,829 | ||||||
Telecom Italia (B) |
924,598 | 986 | ||||||
Telecom Italia RNC |
6,654,510 | 5,564 | ||||||
Terna Rete Elettrica Nazionale (B) |
160,035 | 727 | ||||||
UniCredit |
1,487,671 | 9,529 | ||||||
Unione di Banche Italiane |
125,417 | 897 | ||||||
UnipolSai |
127,991 | 345 | ||||||
|
|
|||||||
52,021 | ||||||||
|
|
|||||||
Japan 17.5% |
||||||||
Alfresa Holdings |
81,600 | 984 | ||||||
Alpine Electronics |
3,300 | 54 | ||||||
Alps Electric |
38,400 | 725 | ||||||
Arcland Sakamoto |
16,700 | 324 | ||||||
Asahi Kasei |
259,000 | 2,360 | ||||||
Asics |
159,280 | 3,831 | ||||||
Astellas Pharma |
108,700 | 1,512 | ||||||
Bandai Namco Holdings |
20,200 | 427 | ||||||
Bic Camera (B) |
7,300 | 84 | ||||||
Brother Industries |
35,700 | 647 | ||||||
Calbee |
14,500 | 499 | ||||||
Canon Marketing Japan |
67,400 | 1,141 | ||||||
Casio Computer |
37,200 | 568 | ||||||
Central Japan Railway |
48,800 | 7,307 | ||||||
Chiba Bank |
102,000 | 668 | ||||||
Chugai Pharmaceutical |
47,300 | 1,160 | ||||||
Dai Nippon Printing |
651,000 | 5,858 | ||||||
Daicel |
49,000 | 572 | ||||||
Daikin Industries |
21,300 | 1,365 | ||||||
Daikyo |
86,000 | 133 | ||||||
Daito Trust Construction |
53,300 | 6,040 | ||||||
Daiwa House Industry |
174,000 | 3,284 | ||||||
Dena (B) |
25,900 | 309 |
Description | Shares | Market Value ($ Thousands) |
||||||
Dydo Drinco |
8,700 | $ | 362 | |||||
East Japan Railway |
77,100 | 5,805 | ||||||
Ebara |
1,802,670 | 7,379 | ||||||
Fanuc |
55,800 | 9,191 | ||||||
Foster Electric |
3,300 | 58 | ||||||
Fuji Film Holdings |
479,238 | 14,609 | ||||||
Fuji Heavy Industries |
168,325 | 5,951 | ||||||
Fuji Soft |
6,100 | 124 | ||||||
Fujitsu |
850,000 | 4,528 | ||||||
Fukuoka Financial Group |
91,000 | 469 | ||||||
Geo Holdings |
20,000 | 160 | ||||||
Hamamatsu Photonics |
11,900 | 566 | ||||||
Hitachi |
1,490,000 | 10,987 | ||||||
Hoya |
210,036 | 7,098 | ||||||
Inpex |
121,800 | 1,355 | ||||||
IT Holdings |
56,200 | 848 | ||||||
Japan Airlines |
134,000 | 3,969 | ||||||
Japan Prime Realty Investment, Cl A (A) |
38 | 132 | ||||||
Japan Tobacco |
358,200 | 9,849 | ||||||
JGC |
213,000 | 4,381 | ||||||
Kajima |
177,000 | 727 | ||||||
Kaken Pharmaceutical |
14,000 | 270 | ||||||
Kanematsu |
158,000 | 225 | ||||||
Kansai Paint |
721,600 | 11,168 | ||||||
Kao |
81,000 | 3,191 | ||||||
KDDI |
281,100 | 17,643 | ||||||
Keio |
105,000 | 755 | ||||||
Keisei Electric Railway |
50,000 | 607 | ||||||
Keyence |
18,200 | 8,102 | ||||||
Kobe Steel |
389,000 | 669 | ||||||
Koito Manufacturing |
188,064 | 5,748 | ||||||
Komatsu |
439,830 | 9,714 | ||||||
Ks Holdings |
4,100 | 108 | ||||||
Kuraray |
56,400 | 640 | ||||||
Kyowa Hakko Kirin |
40,000 | 376 | ||||||
Mabuchi Motor |
184,600 | 7,320 | ||||||
MEIJI Holdings |
10,300 | 936 | ||||||
Miraca Holdings |
128,900 | 5,540 | ||||||
Misawa Homes |
24,600 | 209 | ||||||
Mitsubishi |
28,300 | 517 | ||||||
Mitsubishi Electric |
63,000 | 748 | ||||||
Mitsubishi Tanabe Pharma |
360,400 | 5,278 | ||||||
Mitsui |
96,800 | 1,295 | ||||||
Morinaga Milk Industry |
122,000 | 421 | ||||||
MS&AD Insurance Group Holdings |
437,400 | 10,356 | ||||||
Nagoya Railroad |
105,000 | 391 | ||||||
Nexon |
27,900 | 260 | ||||||
NGK Insulators |
34,000 | 696 | ||||||
NGK Spark Plug |
29,800 | 905 | ||||||
NH Foods |
61,000 | 1,333 | ||||||
Nidec |
40,600 | 2,620 | ||||||
Nihon Kohden |
92,700 | 4,564 | ||||||
Nikon (B) |
724,600 | 9,618 | ||||||
Nippo |
16,000 | 260 | ||||||
Nippon Flour Mills |
20,000 | 89 | ||||||
Nippon Paint Holdings |
29,000 | 840 | ||||||
Nippon Prologis |
301 | 653 | ||||||
Nippon Suisan Kaisha |
348,448 | 1,082 | ||||||
Nippon Telegraph & Telephone |
126,300 | 6,446 | ||||||
Nippon Telegraph & Telephone ADR |
416,739 | 10,673 | ||||||
Nishimatsu Construction |
353,145 | 1,444 | ||||||
Nissan Tokyo Sales Holdings |
8,100 | 19 |
3 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund
December 31, 2014
Description | Shares | Market Value ($ Thousands) |
||||||
Nisshin Fudosan |
10,600 | $ | 43 | |||||
Nissin Food Products |
12,300 | 586 | ||||||
Nitori Holdings |
12,700 | 682 | ||||||
Nomura Real Estate Holdings |
63,000 | 1,077 | ||||||
North Pacific Bank |
140,000 | 540 | ||||||
NSK |
73,000 | 861 | ||||||
NTT DOCOMO |
313,624 | 4,563 | ||||||
Obayashi |
96,000 | 618 | ||||||
Odakyu Electric Railway |
55,000 | 487 | ||||||
Oriental Land |
26,485 | 6,102 | ||||||
Otsuka Holdings |
123,100 | 3,687 | ||||||
Panasonic |
343,400 | 4,041 | ||||||
Pioneer * |
20,600 | 39 | ||||||
Rohm |
82,400 | 4,960 | ||||||
Ryohin Keikaku |
24,465 | 3,012 | ||||||
Santen Pharmaceutical |
102,500 | 5,513 | ||||||
Seiko Epson |
18,900 | 790 | ||||||
Seino Holdings |
96,000 | 967 | ||||||
Sekisui House |
468,300 | 6,156 | ||||||
Seven & I Holdings |
164,600 | 5,915 | ||||||
Shimano |
12,100 | 1,566 | ||||||
Shimizu |
91,000 | 617 | ||||||
Shin-Etsu Chemical |
142,100 | 9,242 | ||||||
Shionogi |
29,700 | 767 | ||||||
Shiseido |
551,600 | 7,728 | ||||||
SKY Perfect JSAT Holdings |
30,100 | 177 | ||||||
SMC |
45,200 | 11,841 | ||||||
SoftBank |
268,780 | 15,983 | ||||||
Sugi Holdings |
101,000 | 4,119 | ||||||
Sumitomo Heavy Industries |
308,256 | 1,656 | ||||||
Sumitomo Metal Mining |
60,000 | 894 | ||||||
Sumitomo Mitsui Financial Group |
508,800 | 18,377 | ||||||
Sumitomo Mitsui Trust Holdings |
1,944,220 | 7,440 | ||||||
Sundrug |
72,500 | 2,961 | ||||||
Suntory Beverage & Food |
23,200 | 801 | ||||||
Suzuki Motor |
49,600 | 1,485 | ||||||
Sysmex |
21,100 | 936 | ||||||
Taisei |
137,000 | 776 | ||||||
TDK |
14,200 | 835 | ||||||
Toho |
21,900 | 496 | ||||||
Tokyo Electron |
7,000 | 530 | ||||||
Tokyo Gas |
150,000 | 809 | ||||||
Tokyu |
114,000 | 706 | ||||||
Tosoh |
47,000 | 226 | ||||||
Toyota Motor |
379,200 | 23,608 | ||||||
Toyota Motor ADR (B) |
52,058 | 6,532 | ||||||
Tsuruha Holdings |
168,000 | 9,712 | ||||||
Ulvac * |
14,800 | 225 | ||||||
Unicharm |
21,400 | 512 | ||||||
United Urban Investment (A) |
81 | 127 | ||||||
USS |
44,700 | 686 | ||||||
Wacoal Holdings |
599,704 | 6,048 | ||||||
Warabeya Nichiyo |
13,300 | 224 | ||||||
Watabe Wedding |
6,395 | 27 | ||||||
West Japan Railway |
29,800 | 1,408 | ||||||
Yamaha Motor |
37,300 | 746 | ||||||
Yamazaki Baking |
80,000 | 986 | ||||||
Yellow Hat |
12,500 | 255 | ||||||
Zenkoku Hosho |
2,400 | 68 | ||||||
|
|
|||||||
454,900 | ||||||||
|
|
|||||||
Malta 0.0% |
||||||||
BGP Holdings * |
198,683 | | ||||||
|
|
Description | Shares | Market Value ($ Thousands) |
||||||
Mexico 0.1% |
||||||||
America Movil ADR, Ser L |
90,707 | $ | 2,012 | |||||
Gruma, Cl B |
27,044 | 288 | ||||||
|
|
|||||||
2,300 | ||||||||
|
|
|||||||
Netherlands 6.5% |
||||||||
Aegon (B) |
766,580 | 5,762 | ||||||
Akzo Nobel |
385,148 | 26,649 | ||||||
ASML Holding |
191,093 | 20,647 | ||||||
BinckBank |
34,364 | 292 | ||||||
Boskalis Westminster (B) |
31,544 | 1,726 | ||||||
Corio (A)(B) |
12,708 | 622 | ||||||
Heineken Holding (B) |
5,558 | 348 | ||||||
ING Groep *(B) |
583,827 | 7,543 | ||||||
James Hardie Industries |
83,667 | 895 | ||||||
Koninklijke Ahold |
367,764 | 6,536 | ||||||
Koninklijke DSM (B) |
87,365 | 5,329 | ||||||
Koninklijke KPN |
1,173 | 4 | ||||||
Nielsen |
190,500 | 8,521 | ||||||
NXP Semiconductors * |
97,893 | 7,479 | ||||||
PostNL |
954,622 | 3,548 | ||||||
QIAGEN * |
31,542 | 735 | ||||||
Reed Elsevier |
914,927 | 21,849 | ||||||
Royal Dutch Shell, Cl A |
427,335 | 14,253 | ||||||
Royal Dutch Shell, Cl B |
66,628 | 2,303 | ||||||
Royal Dutch Shell ADR, Cl B (B) |
175,042 | 12,176 | ||||||
TNT Express (B) |
1,156,888 | 7,712 | ||||||
Unilever |
210,223 | 8,223 | ||||||
Wolters Kluwer |
215,778 | 6,585 | ||||||
|
|
|||||||
169,737 | ||||||||
|
|
|||||||
New Zealand 0.1% |
||||||||
Air New Zealand |
139,644 | 269 | ||||||
Fletcher Building |
17,138 | 111 | ||||||
Ryman Healthcare |
55,085 | 366 | ||||||
Spark New Zealand |
319,942 | 777 | ||||||
|
|
|||||||
1,523 | ||||||||
|
|
|||||||
Norway 1.1% |
||||||||
Aker Solutions * |
590,886 | 3,267 | ||||||
DnB |
378,645 | 5,552 | ||||||
Gjensidige Forsikring |
25,753 | 418 | ||||||
Kvaerner |
80,275 | 95 | ||||||
Marine Harvest |
22,810 | 311 | ||||||
Norsk Hydro |
463,795 | 2,597 | ||||||
Orkla |
171,094 | 1,158 | ||||||
Salmar |
7,125 | 121 | ||||||
Statoil |
384,066 | 6,722 | ||||||
Telenor |
273,888 | 5,507 | ||||||
Veidekke |
8,294 | 82 | ||||||
Yara International |
33,080 | 1,464 | ||||||
|
|
|||||||
27,294 | ||||||||
|
|
|||||||
Poland 0.0% |
||||||||
Tauron Polska Energia |
59,269 | 83 | ||||||
|
|
|||||||
Portugal 0.4% |
||||||||
CTT Correios de Portugal |
1,006,231 | 9,718 | ||||||
Energias de Portugal |
425,993 | 1,652 | ||||||
|
|
|||||||
11,370 | ||||||||
|
|
|||||||
Puerto Rico 0.0% |
||||||||
Triple-S Management, Cl B * |
23,165 | 554 | ||||||
|
|
|||||||
Russia 0.2% |
||||||||
Eurasia Drilling GDR |
137,351 | 2,445 | ||||||
Gazprom ADR |
854,460 | 3,934 |
4 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund
December 31, 2014
Description | Shares | Market Value ($ Thousands) |
||||||
Surgutneftegas ADR |
8,414 | $ | 35 | |||||
|
|
|||||||
6,414 | ||||||||
|
|
|||||||
Singapore 1.2% |
||||||||
CapitaCommercial Trust (A) |
406,000 | 536 | ||||||
CapitaLand |
267,000 | 664 | ||||||
City Developments |
771,000 | 5,946 | ||||||
ComfortDelgro |
353,000 | 691 | ||||||
DBS Group Holdings |
368,000 | 5,695 | ||||||
Flextronics International * |
398,582 | 4,456 | ||||||
Sembcorp Industries |
731,000 | 2,447 | ||||||
Sembcorp Marine (B) |
1,153,000 | 2,828 | ||||||
Singapore Airlines |
84,000 | 733 | ||||||
Singapore Telecommunications |
255,000 | 748 | ||||||
United Overseas Bank |
294,600 | 5,435 | ||||||
|
|
|||||||
30,179 | ||||||||
|
|
|||||||
South Africa 0.2% |
||||||||
Impala Platinum Holdings |
594,419 | 3,884 | ||||||
Net 1 UEPS Technologies * |
5,340 | 61 | ||||||
|
|
|||||||
3,945 | ||||||||
|
|
|||||||
South Korea 2.9% |
||||||||
Cosmax * |
95,208 | 8,595 | ||||||
Coway * |
16,809 | 1,282 | ||||||
Hyundai Motor * |
63,990 | 9,775 | ||||||
KB Financial Group ADR |
152,945 | 4,989 | ||||||
KT&G * |
129,750 | 9,009 | ||||||
LG Display ADR (B) |
215,154 | 3,260 | ||||||
Meritz Financial Group * |
8,884 | 72 | ||||||
POSCO |
17,660 | 4,448 | ||||||
Samsung Electronics |
9,255 | 11,127 | ||||||
SK Telecom |
54,857 | 13,418 | ||||||
SK Telecom ADR |
293,466 | 7,926 | ||||||
|
|
|||||||
73,901 | ||||||||
|
|
|||||||
Spain 0.9% |
||||||||
Abertis Infraestructuras |
5,654 | 112 | ||||||
ACS Actividades de Construccion y Servicios |
129,720 | 4,521 | ||||||
Amadeus IT Holding, Cl A |
25,891 | 1,031 | ||||||
Banco Santander |
443,174 | 3,720 | ||||||
CaixaBank |
88,665 | 465 | ||||||
Enagas |
33,212 | 1,048 | ||||||
Ferrovial |
44,015 | 870 | ||||||
Gas Natural |
57,565 | 1,446 | ||||||
Grifols |
221 | 9 | ||||||
Iberdrola |
552,664 | 3,725 | ||||||
Red Electrica (B) |
19,665 | 1,734 | ||||||
Tecnicas Reunidas |
97,929 | 4,280 | ||||||
|
|
|||||||
22,961 | ||||||||
|
|
|||||||
Sweden 1.6% |
||||||||
Boliden |
43,728 | 696 | ||||||
Electrolux, Cl B |
174,769 | 5,085 | ||||||
Husqvarna, Cl B |
105,104 | 769 | ||||||
Industrivarden, Cl C |
50,642 | 875 | ||||||
Intrum Justitia |
19,757 | 583 | ||||||
Investor, Cl B |
37,219 | 1,348 | ||||||
JM |
25,049 | 791 | ||||||
L E Lundbergforetagen, Cl B |
4,775 | 206 | ||||||
Loomis, Cl B |
6,766 | 195 | ||||||
Meda, Cl A |
14,812 | 211 | ||||||
Nordea Bank |
573,451 | 6,610 | ||||||
Peab |
11,408 | 80 | ||||||
Skandinaviska Enskilda Banken, Cl A |
451,220 | 5,706 |
Description | Shares | Market Value ($ Thousands) |
||||||
Skanska, Cl B |
41,520 | $ | 888 | |||||
Svenska Handelsbanken, Cl A |
20,559 | 958 | ||||||
Swedbank, Cl A |
12,312 | 304 | ||||||
Telefonaktiebolaget LM Ericsson |
614,218 | 7,432 | ||||||
Telefonaktiebolaget LM Ericsson, Cl B |
706,598 | 8,520 | ||||||
Unibet Group |
17,350 | 1,085 | ||||||
|
|
|||||||
42,342 | ||||||||
|
|
|||||||
Switzerland 8.5% |
||||||||
Actelion |
35,292 | 4,065 | ||||||
Aryzta |
13,921 | 1,070 | ||||||
Barry Callebaut |
30 | 31 | ||||||
Chocoladefabriken Lindt & Sprungli |
198 | 1,666 | ||||||
Cie Financiere Richemont |
31,230 | 2,770 | ||||||
Clariant |
864,866 | 14,500 | ||||||
Credit Suisse Group |
591,929 | 14,878 | ||||||
Emmi |
824 | 288 | ||||||
EMS-Chemie Holding |
1,413 | 572 | ||||||
Galenica |
892 | 712 | ||||||
Geberit |
5,086 | 1,722 | ||||||
Georg Fischer |
277 | 175 | ||||||
Givaudan |
11,866 | 21,298 | ||||||
Holcim |
12,233 | 875 | ||||||
Julius Baer Group |
121,235 | 5,538 | ||||||
Lonza Group |
35,009 | 3,944 | ||||||
Nestle |
13,839 | 1,009 | ||||||
Novartis |
426,109 | 39,541 | ||||||
Pargesa Holding |
2,541 | 196 | ||||||
Partners Group Holding |
21,420 | 6,235 | ||||||
Roche Holding |
110,430 | 29,937 | ||||||
SGS |
5,039 | 10,295 | ||||||
Siegfried Holding |
717 | 117 | ||||||
Sika |
289 | 853 | ||||||
Sonova Holding |
45,299 | 6,659 | ||||||
Swiss Life Holding |
18,242 | 4,314 | ||||||
Swiss Re |
30,400 | 2,548 | ||||||
Swisscom |
2,588 | 1,359 | ||||||
TE Connectivity |
69,718 | 4,410 | ||||||
UBS |
566,431 | 9,363 | ||||||
UBS Group * |
1,119,137 | 19,248 | ||||||
Zurich Insurance Group |
33,660 | 10,525 | ||||||
|
|
|||||||
220,713 | ||||||||
|
|
|||||||
Taiwan 0.2% |
||||||||
AU Optronics ADR |
48,693 | 248 | ||||||
Hon Hai Precision Industry |
1,532,160 | 4,231 | ||||||
United Microelectronics ADR |
257,109 | 584 | ||||||
|
|
|||||||
5,063 | ||||||||
|
|
|||||||
United Kingdom 17.1% |
||||||||
Admiral Group |
2,478 | 51 | ||||||
Amlin |
1,218,784 | 9,045 | ||||||
Anglo American |
31,208 | 578 | ||||||
Aon |
99,400 | 9,426 | ||||||
Ashtead Group |
435,723 | 7,742 | ||||||
Associated British Foods |
131,625 | 6,438 | ||||||
AstraZeneca |
120,628 | 8,524 | ||||||
Aviva |
1,917,610 | 14,414 | ||||||
BAE Systems |
203,420 | 1,488 | ||||||
Balfour Beatty |
773,027 | 2,555 | ||||||
Barclays |
5,347,830 | 20,113 | ||||||
Berendsen |
54,241 | 927 | ||||||
BG Group |
1,168,986 | 15,650 | ||||||
BHP Billiton |
26,374 | 565 | ||||||
BP |
629,814 | 6,299 |
5 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund
December 31, 2014
Description | Shares |
Market Value ($ Thousands) |
||||||
British American Tobacco |
339,078 | $ | 18,383 | |||||
British Land (A) |
222,872 | 2,689 | ||||||
BT Group, Cl A |
80,484 | 501 | ||||||
Bunzl |
449,049 | 12,281 | ||||||
Capita |
86,807 | 1,456 | ||||||
Carnival |
211,803 | 9,577 | ||||||
Catlin Group |
686,353 | 7,153 | ||||||
Cobham |
61,708 | 310 | ||||||
Compass Group |
291,348 | 4,982 | ||||||
Diageo |
42,638 | 1,222 | ||||||
GlaxoSmithKline |
759,839 | 16,308 | ||||||
Glencore |
292,925 | 1,353 | ||||||
Hammerson (A) |
152,652 | 1,430 | ||||||
Hikma Pharmaceuticals |
43,058 | 1,322 | ||||||
Home Retail Group |
2,606,352 | 8,403 | ||||||
Howden Joinery Group |
1,023,705 | 6,389 | ||||||
HSBC Holdings |
2,017,113 | 19,138 | ||||||
Imperial Tobacco Group |
38,568 | 1,698 | ||||||
Inchcape |
57,618 | 648 | ||||||
Indivior * |
15,608 | 36 | ||||||
InterContinental Hotels Group |
42,366 | 1,705 | ||||||
International Consolidated Airlines Group * |
1,688,206 | 12,714 | ||||||
Intu Properties (A) |
156,397 | 809 | ||||||
Investec |
451,816 | 3,783 | ||||||
ITV |
2,883,711 | 9,623 | ||||||
John Wood Group |
18,089 | 167 | ||||||
Kingfisher |
1,286,278 | 6,802 | ||||||
Land Securities Group (A) |
39,877 | 717 | ||||||
Legal & General Group |
764,713 | 2,954 | ||||||
Lloyds Banking Group * |
16,897,642 | 19,884 | ||||||
London Stock Exchange Group |
16,756 | 577 | ||||||
Man Group |
590,574 | 1,470 | ||||||
Michael Page International |
699,531 | 4,463 | ||||||
Mondi |
107,590 | 1,749 | ||||||
National Grid |
228,928 | 3,250 | ||||||
Next |
27,003 | 2,865 | ||||||
Petrofac |
153,135 | 1,669 | ||||||
Prudential |
353,410 | 8,174 | ||||||
QinetiQ Group |
192,599 | 562 | ||||||
Randgold Resources |
11,224 | 762 | ||||||
Reckitt Benckiser Group |
15,608 | 1,265 | ||||||
Reed Elsevier |
875,091 | 14,955 | ||||||
Rentokil Initial |
5,250,868 | 9,892 | ||||||
Rexam |
693,323 | 4,883 | ||||||
Rio Tinto |
254,645 | 11,743 | ||||||
SABMiller |
119,850 | 6,251 | ||||||
Sage Group |
106,918 | 773 | ||||||
Segro (A) |
116,190 | 666 | ||||||
Severn Trent |
26,984 | 842 | ||||||
Shire |
126,500 | 8,973 | ||||||
Smith & Nephew |
182,783 | 3,297 | ||||||
Spectris |
89,900 | 2,937 | ||||||
SSE |
92,420 | 2,336 | ||||||
St. Jamess Place |
474,566 | 5,986 | ||||||
Synthomer |
21,503 | 79 | ||||||
TalkTalk Telecom Group |
1,768,790 | 8,328 | ||||||
Tate & Lyle |
18,421 | 173 | ||||||
Tesco |
2,277,895 | 6,644 | ||||||
Travis Perkins |
245,747 | 7,077 | ||||||
TSB Banking Group *(B)(D) |
1,862,894 | 8,059 | ||||||
Unilever |
34,406 | 1,398 | ||||||
United Utilities Group |
122,124 | 1,735 | ||||||
Vodafone Group |
5,202,635 | 17,845 |
Description |
Shares/Face Amount ($ Thousands) |
Market Value ($ Thousands) |
||||||
Weir Group |
34,117 | $ | 979 | |||||
Whitbread |
29,617 | 2,193 | ||||||
WPP |
456,350 | 9,492 | ||||||
Xchanging |
57,394 | 138 | ||||||
|
|
|||||||
442,732 | ||||||||
|
|
|||||||
United States 1.4% |
||||||||
Adamas Pharmaceuticals * |
4,034 | 70 | ||||||
Affymetrix * |
6,280 | 62 | ||||||
Alliance HealthCare Services * |
7,648 | 160 | ||||||
Apple |
42,362 | 4,676 | ||||||
Argan |
12,894 | 434 | ||||||
Axis Capital Holdings |
176,543 | 9,020 | ||||||
Bassett Furniture Industries |
5,007 | 98 | ||||||
Central Garden and Pet, Cl A * |
6,077 | 58 | ||||||
Computer Sciences |
53,826 | 3,394 | ||||||
Ducommun * |
1,905 | 48 | ||||||
EnerNOC * |
8,113 | 125 | ||||||
Gilead Sciences * |
54,256 | 5,114 | ||||||
Harvard Bioscience * |
14,767 | 84 | ||||||
JetBlue Airways * |
50,977 | 808 | ||||||
ManpowerGroup |
86,207 | 5,877 | ||||||
Medifast * |
11,233 | 377 | ||||||
Omega Protein * |
7,484 | 79 | ||||||
Pantry * |
8,932 | 331 | ||||||
Pilgrims Pride *(B) |
48,416 | 1,587 | ||||||
Provident Financial Holdings |
5,496 | 83 | ||||||
Reading International, Cl A * |
6,849 | 91 | ||||||
Renewable Energy Group * |
14,101 | 137 | ||||||
REX American Resources * |
11,831 | 733 | ||||||
SciClone Pharmaceuticals * |
7,716 | 68 | ||||||
Skilled Healthcare Group, Cl A * |
9,096 | 78 | ||||||
Sykes Enterprises * |
2,630 | 62 | ||||||
Take-Two Interactive Software * |
84,728 | 2,375 | ||||||
Taro Pharmaceutical Industries * |
6,680 | 989 | ||||||
Tribune Publishing |
3,213 | 73 | ||||||
|
|
|||||||
37,091 | ||||||||
|
|
|||||||
Total Common Stock |
2,430,582 | |||||||
|
|
|||||||
PREFERRED STOCK 1.2% |
||||||||
Germany 0.9% |
||||||||
Bayerische Motoren Werke |
8,215 | 671 | ||||||
Draegerwerk |
2,624 | 267 | ||||||
Henkel |
74,380 | 8,012 | ||||||
Volkswagen |
69,869 | 15,529 | ||||||
|
|
|||||||
24,479 | ||||||||
|
|
|||||||
South Korea 0.3% |
||||||||
Samsung Electronics |
6,754 | 6,353 | ||||||
|
|
|||||||
Total Preferred Stock |
30,832 | |||||||
|
|
|||||||
U.S. TREASURY OBLIGATION (E)(F) 0.5% |
| |||||||
U.S. Treasury Bills |
$ | 14,007 | 14,003 | |||||
|
|
|||||||
Total U.S. Treasury Obligation |
14,003 | |||||||
|
|
6 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund
December 31, 2014
Description | Shares |
Market Value ($ Thousands) |
||||||
AFFILIATED PARTNERSHIP 2.2% |
||||||||
SEI Liquidity Fund, L.P. |
58,084,553 | $ | 58,085 | |||||
|
|
|||||||
Total Affiliated Partnership |
58,085 | |||||||
|
|
|||||||
CASH EQUIVALENT 1.3% |
||||||||
SEI Daily Income Trust, Prime |
32,755,874 | 32,756 | ||||||
|
|
|||||||
Total Cash Equivalent |
32,756 | |||||||
|
|
|||||||
Total Investments 98.9% |
$ | 2,566,258 | ||||||
|
|
A list of the open futures contracts held by the Fund at December 31, 2014, is as follows:
Type of Contract | Number of Contracts Long |
Expiration Date |
Unrealized Appreciation |
|||||||||
DJ Euro Stoxx 50 Index |
451 | Mar-2015 | $ | 560 | ||||||||
FTSE 100 Index |
138 | Mar-2015 | 592 | |||||||||
Hang Seng Index |
17 | Jan-2015 | (28 | ) | ||||||||
SPI 200 Index |
41 | Mar-2015 | 212 | |||||||||
Topix Index |
95 | Mar-2015 | (262 | ) | ||||||||
|
|
|||||||||||
$ | 1,074 | |||||||||||
|
|
For the period ended December 31, 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.
Percentages are based on a Net Assets of $2,594,746 ($ Thousands).
* | Non-income producing security. |
** | Rate shown is the 7-day effective yield as of December 31, 2014. |
| Investment in Affiliated Security. |
(A) | Real Estate Investment Trust. |
(B) | This security or a partial position of this security is on loan at December 31, 2014. The total market value of securities on loan at December 31, 2014 was $55,241 ($ Thousands). |
(C) | Securities considered illiquid. The total market value of such securities as of December 31, 2014 was $0 ($ Thousands) and represented 0.0% of Net Assets. |
(D) | Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may be sold only to dealers in that program or other accredited investors. These securities have been determined to be liquid under guidelines established by the Board of Trustees. |
(E) | Security, or portion thereof, has been pledged as collateral on open futures contracts. |
(F) | Zero coupon security. The rate reported on the Schedule of Investments is the effective yield at time of purchase. |
(G) | This security was purchased with cash collateral held from securities on loan. The total value of such securities as of December 31, 2014 was $58,085 ($ Thousands). |
§ | At December 31, 2014, the tax basis cost of the Funds investments was $2,503,366 ($ Thousands), and the unrealized appreciation and depreciation were $231,168 ($ Thousands) and ($168,276) ($ Thousands), respectively. |
ADR American Depositary Receipt
Cl Class
DJ Dow Jones
FTSE Financial Times and the London Stock Exchange
GDR Global Depositary Receipt
L.P. Limited Partnership
Ser Series
SPI Share Price Index
The following is a list of the level of inputs used as of December 31, 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 |
$ | 500,972 | $ | 1,929,610 | $ | | $ | 2,430,582 | ||||||||
Preferred Stock |
| 30,832 | | 30,832 | ||||||||||||
U.S. Treasury Obligation |
| 14,003 | | 14,003 | ||||||||||||
Affiliated Partnership |
| 58,085 | | 58,085 | ||||||||||||
Cash Equivalent |
32,756 | | | 32,756 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments in Securities |
$ | 533,728 | $ | 2,032,530 | $ | | $ | 2,566,258 | ||||||||
|
|
|
|
|
|
|
|
Other Financial Instruments | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Futures Contracts * |
||||||||||||||||
Unrealized Appreciation |
$ | 1,364 | $ | | $ | | $ | 1,364 | ||||||||
Unrealized Depreciation |
(290 | ) | | | (290 | ) | ||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Other Financial Instruments |
$ | 1,074 | $ | | $ | | $ | 1,074 | ||||||||
|
|
|
|
|
|
|
|
* | Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument. |
For the period ended December 31, 2014, there were transfers between Level 1 and Level 2 assets and liabilities. The primary reason for changes in the classifications between Levels 1 and 2 occurs when foreign equity securities are fair valued using other observable market-based inputs in place of the closing exchange price due to events occurring after the close of the exchange or market on which the investment is principally traded.
For the period ended December 31, 2014, there were no transfers from Level 2 into Level 3 assets and liabilities.
Amounts designated as are $0 or have been rounded to $0.
For information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial statements.
7 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund
December 31, 2014
Description | Shares | Market Value ($ Thousands) |
||||||
COMMON STOCK 91.3% |
||||||||
Argentina 0.3% |
||||||||
Arcos Dorados Holdings, Cl A (A) |
320,900 | $ | 1,736 | |||||
MercadoLibre (A) |
20,500 | 2,617 | ||||||
YPF ADR |
48,900 | 1,295 | ||||||
|
|
|||||||
5,648 | ||||||||
|
|
|||||||
Bermuda 0.0% |
||||||||
Credicorp |
100 | 16 | ||||||
|
|
|||||||
Brazil 7.1% |
||||||||
ALL - America Latina Logistica |
403,261 | 768 | ||||||
AMBEV |
803,000 | 4,939 | ||||||
AMBEV ADR (A) |
853,992 | 5,312 | ||||||
B2W Cia Digital * |
598,553 | 5,053 | ||||||
Banco Bradesco ADR |
592,759 | 7,925 | ||||||
Banco do Brasil |
265,580 | 2,375 | ||||||
Banco Santander Brasil (A) |
508,215 | 2,551 | ||||||
BB Seguridade Participacoes |
325,400 | 3,937 | ||||||
BR Malls Participacoes |
193,600 | 1,197 | ||||||
Brasil Insurance Participacoes e Administracao |
382,300 | 489 | ||||||
Braskem (A) |
222,510 | 2,872 | ||||||
BRF ADR (A) |
185,154 | 4,323 | ||||||
CCR |
535,300 | 3,103 | ||||||
CETIP - Mercados Organizados |
89,900 | 1,089 | ||||||
Cia Energetica de Minas Gerais ADR (A) |
217,306 | 1,080 | ||||||
Cia Paranaense de Energia ADR (A) |
24,910 | 328 | ||||||
Cielo |
338,240 | 5,302 | ||||||
Cosan Industria e Comercio |
50,800 | 551 | ||||||
Cyrela Brazil Realty Empreendimentos e Participacoes |
684,500 | 2,848 | ||||||
EcoRodovias Infraestrutura e Logistica |
318,200 | 1,276 | ||||||
EDP - Energias do Brasil |
151,400 | 511 | ||||||
Estacio Participacoes |
596,400 | 5,344 | ||||||
Fibria Celulose ADR *(A) |
288,185 | 3,496 | ||||||
Gerdau ADR |
978,426 | 3,473 | ||||||
Gol Linhas Aereas Inteligentes ADR (A) |
706,745 | 4,064 | ||||||
Hypermarcas * |
655,460 | 4,105 | ||||||
JBS |
556,600 | 2,345 | ||||||
Klabin |
269,300 | 1,478 | ||||||
Kroton Educacional |
432,800 | 2,524 | ||||||
Localiza Rent a Car |
150,132 | 2,017 | ||||||
Lojas Renner |
38,200 | 1,099 | ||||||
Mahle-Metal Leve Industria e Comercio |
22,600 | 178 | ||||||
MRV Engenharia e Participacoes |
248,700 | 702 | ||||||
Multiplus |
72,000 | 867 | ||||||
Petroleo Brasileiro |
82,822 | 299 | ||||||
Petroleo Brasileiro ADR (A) |
634,765 | 4,634 | ||||||
Porto Seguro |
116,000 | 1,327 | ||||||
Qualicorp * |
303,700 | 3,176 | ||||||
Raia Drogasil |
71,800 | 685 | ||||||
Santos Brasil Participacoes |
73,020 | 384 | ||||||
Sao Martinho |
36,800 | 502 | ||||||
Telefonica Brasil ADR (A) |
96,100 | 1,699 | ||||||
Tim Participacoes |
141,100 | 625 | ||||||
Tim Participacoes ADR |
377,700 | 8,389 | ||||||
Totvs |
121,800 | 1,604 |
Description | Shares | Market Value ($ Thousands) |
||||||
Vale |
56,186 | $ | 463 | |||||
Vale ADR, Cl B (A) |
566,361 | 4,633 | ||||||
Valid Solucoes e Servicos de Seguranca em Meios de Pagamento e Identificacao S.A |
114,000 | 1,818 | ||||||
Via Varejo * |
285,500 | 2,231 | ||||||
|
|
|||||||
121,990 | ||||||||
|
|
|||||||
Canada 0.1% |
||||||||
SEMAFO * |
321,813 | 828 | ||||||
|
|
|||||||
Chile 0.8% |
||||||||
Banco de Chile |
34,561,581 | 4,005 | ||||||
Banco Santander Chile |
63,815,726 | 3,189 | ||||||
Cia Cervecerias Unidas ADR (A) |
161,491 | 2,996 | ||||||
SACI Falabella |
221,990 | 1,489 | ||||||
Sociedad Quimica y Minera de Chile ADR |
101,000 | 2,412 | ||||||
|
|
|||||||
14,091 | ||||||||
|
|
|||||||
China 15.9% |
||||||||
AAC Technologies Holdings (A) |
1,395,980 | 7,424 | ||||||
Agricultural Bank of China |
28,719,432 | 14,445 | ||||||
Alibaba Group Holding ADR * |
9,500 | 987 | ||||||
Anhui Conch Cement (A) |
1,694,000 | 6,272 | ||||||
ANTA Sports Products |
1,834,000 | 3,224 | ||||||
Anton Oilfield Services Group (A) |
2,666,000 | 570 | ||||||
Baidu ADR * |
128,985 | 29,405 | ||||||
Bank of China |
24,009,105 | 13,475 | ||||||
BYD Electronic International |
695,000 | 668 | ||||||
Changyou.com ADR *(A) |
118,900 | 3,253 | ||||||
China BlueChemical |
878,000 | 311 | ||||||
China Child Care (A) |
4,708,100 | 727 | ||||||
China CITIC Bank |
1,486,000 | 1,185 | ||||||
China Coal Energy (A) |
2,571,000 | 1,607 | ||||||
China Construction Bank |
21,027,993 | 17,175 | ||||||
China Life Insurance |
1,118,000 | 4,380 | ||||||
China Merchants Bank |
2,029,076 | 5,065 | ||||||
China National Materials (A) |
8,425,438 | 2,526 | ||||||
China Oilfield Services |
1,128,000 | 1,948 | ||||||
China Petroleum & Chemical |
9,401,839 | 7,614 | ||||||
China Petroleum & Chemical ADR |
8,400 | 680 | ||||||
China Shenhua Energy |
767,500 | 2,265 | ||||||
China Telecom |
978,000 | 567 | ||||||
China Vanke *(A) |
2,550,324 | 5,657 | ||||||
Chongqing Rural Commercial Bank |
2,726,612 | 1,692 | ||||||
CITIC Securities |
696,500 | 2,603 | ||||||
Coolpad Group |
7,480,000 | 1,467 | ||||||
Datang International Power Generation |
1,510,000 | 815 | ||||||
Dongfeng Motor Group |
1,450,000 | 2,028 | ||||||
Evergrande Real Estate Group (A) |
8,665,000 | 3,492 | ||||||
Great Wall Motor |
992,200 | 5,612 | ||||||
Guangzhou R&F Properties (A) |
2,601,600 | 3,167 | ||||||
Huaneng Power International |
3,304,000 | 4,464 | ||||||
Industrial & Commercial Bank of China |
30,315,768 | 22,136 | ||||||
Jiangsu Expressway |
2,876,000 | 3,424 | ||||||
Jiangxi Copper |
1,338,000 | 2,284 | ||||||
KWG Property Holding |
1,737,370 | 1,183 | ||||||
New Oriental Education & Technology Group ADR * |
271,100 | 5,533 | ||||||
Perfect World |
30,927 | 487 |
1 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund
December 31, 2014
Description | Shares | Market Value ($ Thousands) |
||||||
PetroChina |
2,596,000 | $ | 2,882 | |||||
PetroChina ADR (A) |
54,315 | 6,027 | ||||||
PICC Property & Casualty |
1,977,800 | 3,817 | ||||||
Ping An Insurance Group of China |
704,000 | 7,128 | ||||||
Shanghai Electric Group |
1,382,000 | 734 | ||||||
Shimao Property Holdings |
460,000 | 1,019 | ||||||
SINA * |
66,700 | 2,495 | ||||||
Sinopec Engineering Group |
2,321,600 | 1,562 | ||||||
Sinotrans |
768,000 | 507 | ||||||
SOHO China |
2,051,028 | 1,447 | ||||||
Sohu.com * |
99,800 | 5,307 | ||||||
Tencent Holdings |
1,074,235 | 15,543 | ||||||
Tingyi Cayman Islands Holding |
1,240,000 | 2,818 | ||||||
TravelSky Technology |
233,000 | 251 | ||||||
Tsingtao Brewery |
442,000 | 2,981 | ||||||
Uni-President China Holdings |
5,375,400 | 4,949 | ||||||
WuXi PharmaTech Cayman * |
31,674 | 1,066 | ||||||
Youku Tudou ADR *(A) |
55,700 | 992 | ||||||
Zhejiang Expressway |
3,518,000 | 4,074 | ||||||
Zhuzhou CSR Times Electric (B)(C) |
2,037,900 | 11,891 | ||||||
ZTE (A) |
892,800 | 1,932 | ||||||
|
|
|||||||
271,239 | ||||||||
|
|
|||||||
Colombia 0.6% |
||||||||
Bancolombia ADR, Cl R (A) |
87,700 | 4,199 | ||||||
Ecopetrol |
3,622,018 | 3,170 | ||||||
Grupo Argos |
81,692 | 705 | ||||||
Pacific Rubiales Energy (A) |
301,776 | 1,873 | ||||||
|
|
|||||||
9,947 | ||||||||
|
|
|||||||
Czech Republic 0.6% |
||||||||
CEZ |
157,057 | 4,031 | ||||||
Komercni Banka |
32,276 | 6,639 | ||||||
|
|
|||||||
10,670 | ||||||||
|
|
|||||||
Egypt 0.1% |
||||||||
Commercial International Bank Egypt GDR |
134,788 | 886 | ||||||
|
|
|||||||
Greece 0.2% |
||||||||
OPAP |
117,565 | 1,260 | ||||||
Piraeus Bank * |
2,413,728 | 2,626 | ||||||
|
|
|||||||
3,886 | ||||||||
|
|
|||||||
Hong Kong 6.6% |
||||||||
Bolina Holding (A) |
3,616,300 | 1,460 | ||||||
Chaoda Modern Agriculture *(B) |
2,056,181 | | ||||||
China Everbright International |
5,220,600 | 7,707 | ||||||
China High Precision Automation Group (B) |
1,385,624 | 222 | ||||||
China Medical System Holdings |
1,965,000 | 3,237 | ||||||
China Mengniu Dairy |
1,703,915 | 7,016 | ||||||
China Minsheng Banking |
1,185,100 | 1,549 | ||||||
China Mobile |
1,864,241 | 21,835 | ||||||
China Mobile ADR |
81,740 | 4,808 | ||||||
China Power International Development (A) |
2,861,000 | 1,444 | ||||||
China State Construction International Holdings |
6,995,984 | 9,784 | ||||||
China Taiping Insurance Holdings * |
1,232,600 | 3,503 | ||||||
China Unicom Hong Kong ADR (A) |
101,690 | 1,368 | ||||||
CNOOC |
6,874,607 | 9,295 |
Description | Shares | Market Value ($ Thousands) |
||||||
CNOOC ADR (A) |
16,110 | $ | 2,182 | |||||
Far East Horizon |
1,044,000 | 1,026 | ||||||
Galaxy Entertainment Group |
311,100 | 1,729 | ||||||
GOME Electrical Appliances Holding |
9,371,000 | 1,370 | ||||||
Haier Electronics Group |
2,410,000 | 5,701 | ||||||
Hua Hong Semiconductor *(D) |
2,236,000 | 2,952 | ||||||
Lenovo Group |
1,010,000 | 1,319 | ||||||
Melco Crown Entertainment |
84,300 | 2,141 | ||||||
Nine Dragons Paper Holdings |
2,006,500 | 1,747 | ||||||
Poly Property Group |
1,355,000 | 552 | ||||||
Samsonite International |
462,952 | 1,372 | ||||||
Sands China |
406,100 | 1,977 | ||||||
Shanghai Industrial Holdings |
107,000 | 319 | ||||||
Shenzhen International Holdings |
817,500 | 1,192 | ||||||
Sunny Optical Technology Group |
4,586,107 | 7,875 | ||||||
Techtronic Industries |
1,996,500 | 6,405 | ||||||
|
|
|||||||
113,087 | ||||||||
|
|
|||||||
Hungary 0.0% |
||||||||
Richter Gedeon Nyrt |
59,370 | 802 | ||||||
|
|
|||||||
India 8.3% |
||||||||
Adani Ports & Special Economic Zone |
776,865 | 3,910 | ||||||
Aurobindo Pharma |
514,327 | 9,232 | ||||||
Axis Bank |
649,932 | 5,144 | ||||||
Bank of Baroda |
416,537 | 7,113 | ||||||
Cairn India |
838,870 | 3,197 | ||||||
Canara Bank |
203,639 | 1,440 | ||||||
Crompton Greaves |
548,828 | 1,620 | ||||||
Cummins India |
431,250 | 5,951 | ||||||
Dabur India |
1,010,452 | 3,729 | ||||||
Glenmark Pharmaceuticals |
588,915 | 7,170 | ||||||
HCL Technologies |
50,347 | 1,272 | ||||||
HDFC Bank |
76,245 | 3,869 | ||||||
Housing Development Finance |
44,756 | 803 | ||||||
ICICI Bank ADR |
884,520 | 10,216 | ||||||
Idea Cellular |
702,622 | 1,703 | ||||||
Indiabulls Housing Finance |
215,603 | 1,561 | ||||||
Infosys ADR (A) |
29,272 | 921 | ||||||
ITC |
584,410 | 3,404 | ||||||
Jubilant Foodworks * |
134,207 | 2,915 | ||||||
Mahindra & Mahindra GDR |
133,783 | 2,619 | ||||||
NCC |
1,018,209 | 1,311 | ||||||
Oil & Natural Gas |
207,600 | 1,117 | ||||||
Oil India |
59,070 | 537 | ||||||
Oriental Bank of Commerce |
234,465 | 1,252 | ||||||
Power Finance |
253,630 | 1,205 | ||||||
Power Grid Corp of India |
1,895,534 | 4,132 | ||||||
Prestige Estates Projects |
778,700 | 2,949 | ||||||
Reliance Communications * |
789,935 | 996 | ||||||
Reliance Industries |
257,678 | 3,623 | ||||||
Reliance Industries GDR (D) |
551,576 | 15,394 | ||||||
Rural Electrification |
225,164 | 1,188 | ||||||
Sesa Sterlite |
535,207 | 1,808 | ||||||
Shriram Transport Finance |
264,954 | 4,605 | ||||||
SKS Microfinance * |
220,855 | 1,440 | ||||||
Syndicate Bank |
165,516 | 343 | ||||||
Tata Consultancy Services |
8,433 | 341 | ||||||
Tata Global Beverages |
1,210,725 | 2,887 | ||||||
Tata Motors, Cl A |
556,650 | 2,945 | ||||||
Tata Motors ADR (A) |
89,100 | 3,767 | ||||||
Tata Steel |
258,149 | 1,626 |
2 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund
December 31, 2014
Description | Shares | Market Value ($ Thousands) |
||||||
UCO Bank |
543,854 | $ | 723 | |||||
UPL |
401,778 | 2,198 | ||||||
Wipro ADR (A) |
142,168 | 1,609 | ||||||
WNS Holdings ADR * |
11,629 | 240 | ||||||
Yes Bank |
321,530 | 3,907 | ||||||
Zee Entertainment Enterprises |
310,267 | 1,864 | ||||||
|
|
|||||||
141,796 | ||||||||
|
|
|||||||
Indonesia 2.6% |
||||||||
Adaro Energy |
12,255,100 | 1,022 | ||||||
AKR Corporindo |
8,631,800 | 2,869 | ||||||
Astra International |
1,860,000 | 1,109 | ||||||
Bank Negara Indonesia Persero |
2,982,200 | 1,461 | ||||||
Bank Rakyat Indonesia Persero |
8,158,451 | 7,669 | ||||||
Gudang Garam |
645,800 | 3,164 | ||||||
Indo Tambangraya Megah |
312,600 | 386 | ||||||
Indocement Tunggal Prakarsa |
587,500 | 1,185 | ||||||
Kalbe Farma |
16,028,300 | 2,363 | ||||||
Link Net * |
5,800,400 | 2,304 | ||||||
Matahari Department Store |
2,409,200 | 2,903 | ||||||
Matahari Putra Prima |
2,831,900 | 696 | ||||||
Perusahaan Gas Negara Persero |
4,448,400 | 2,153 | ||||||
Perusahaan Perkebunan London Sumatra Indonesia |
2,177,800 | 331 | ||||||
Semen Indonesia Persero |
3,837,400 | 5,010 | ||||||
Tambang Batubara Bukit Asam |
1,571,300 | 1,574 | ||||||
Telekomunikasi Indonesia Persero |
30,397,480 | 6,986 | ||||||
United Tractors |
1,150,881 | 1,607 | ||||||
|
|
|||||||
44,792 | ||||||||
|
|
|||||||
Israel 0.5% |
||||||||
Teva Pharmaceutical Industries ADR |
159,700 | 9,184 | ||||||
|
|
|||||||
Malaysia 1.5% |
||||||||
AMMB Holdings |
800,500 | 1,503 | ||||||
Axiata Group |
3,406,536 | 6,856 | ||||||
British American Tobacco Malaysia |
41,451 | 768 | ||||||
Hong Leong Financial Group |
56,400 | 265 | ||||||
IOI |
513,100 | 704 | ||||||
IOI Properties Group |
542,049 | 374 | ||||||
Malayan Banking |
1,484,600 | 3,888 | ||||||
Petronas Chemicals Group |
829,700 | 1,290 | ||||||
Petronas Gas |
157,100 | 996 | ||||||
Sime Darby |
312,400 | 822 | ||||||
Telekom Malaysia |
979,976 | 1,924 | ||||||
Top Glove |
1,617,628 | 2,090 | ||||||
UEM Sunrise |
3,433,195 | 1,376 | ||||||
UMW Holdings |
711,400 | 2,234 | ||||||
YTL |
838,300 | 381 | ||||||
|
|
|||||||
25,471 | ||||||||
|
|
|||||||
Mexico 4.8% |
||||||||
Alfa, Cl A * |
382,500 | 855 | ||||||
America Movil, Ser L |
3,822,574 | 4,253 | ||||||
America Movil ADR, Ser L (A) |
268,068 | 5,946 | ||||||
Arca Continental * |
534,200 | 3,383 | ||||||
Cemex ADR *(A) |
599,012 | 6,104 | ||||||
Coca-Cola Femsa ADR |
8,092 | 700 | ||||||
Compartamos * |
1,736,700 | 3,494 | ||||||
Controladora Comercial Mexicana |
181,900 | 644 | ||||||
Empresas ICA ADR *(A) |
228,580 | 1,125 | ||||||
Fibra Uno Administracion (E) |
1,245,100 | 3,673 | ||||||
Fomento Economico Mexicano * |
274,957 | 8,382 |
Description | Shares | Market Value ($ Thousands) |
||||||
Genomma Lab Internacional, Cl B *(A) |
2,234,100 | $ | 4,253 | |||||
Gruma, Cl B |
154,532 | 1,649 | ||||||
Grupo Financiero Banorte, Cl O |
2,391,407 | 13,174 | ||||||
Grupo Financiero Santander Mexico ADR |
218,078 | 2,259 | ||||||
Grupo Mexico, Ser B |
1,873,000 | 5,441 | ||||||
Grupo Televisa ADR * |
347,691 | 11,842 | ||||||
Inmobiliaria Vesta (A) |
1,554,100 | 3,087 | ||||||
Wal-Mart de Mexico, Ser V |
946,998 | 2,038 | ||||||
|
|
|||||||
82,302 | ||||||||
|
|
|||||||
Peru 0.9% |
||||||||
Credicorp |
91,192 | 14,607 | ||||||
|
|
|||||||
Philippines 1.0% |
||||||||
Aboitiz Equity Ventures |
1,015,700 | 1,185 | ||||||
Alliance Global Group |
1,204,488 | 602 | ||||||
Ayala |
239,540 | 3,701 | ||||||
BDO Unibank |
1,114,433 | 2,726 | ||||||
DMCI Holdings |
1,085,550 | 380 | ||||||
International Container Terminal Services |
1,488,334 | 3,804 | ||||||
RFM |
10,338,900 | 1,157 | ||||||
SM Investments |
158,520 | 2,864 | ||||||
SM Prime Holdings |
3,722,800 | 1,409 | ||||||
|
|
|||||||
17,828 | ||||||||
|
|
|||||||
Poland 0.8% |
||||||||
Asseco Poland |
33,224 | 475 | ||||||
Energa |
167,390 | 1,085 | ||||||
Eurocash (A) |
235,481 | 2,512 | ||||||
KGHM Polska Miedz |
34,120 | 1,037 | ||||||
PGE Polska Grupa Energetyczna |
281,646 | 1,484 | ||||||
Polski Koncern Naftowy Orlen |
163,482 | 2,228 | ||||||
Powszechna Kasa Oszczednosci Bank Polski |
84,143 | 842 | ||||||
Powszechny Zaklad Ubezpieczen |
15,138 | 2,059 | ||||||
Tauron Polska Energia |
772,294 | 1,089 | ||||||
|
|
|||||||
12,811 | ||||||||
|
|
|||||||
Qatar 0.1% |
||||||||
Barwa Real Estate |
76,567 | 869 | ||||||
|
|
|||||||
Russia 3.7% |
||||||||
Etalon Group GDR |
56,800 | 114 | ||||||
Eurasia Drilling GDR |
80,004 | 1,424 | ||||||
Gazprom ADR |
1,090,781 | 4,930 | ||||||
Globaltrans Investment GDR |
295,007 | 1,482 | ||||||
Lukoil ADR |
233,609 | 8,959 | ||||||
Magnit GDR |
118,754 | 5,367 | ||||||
Mail.ru Group GDR * |
14,310 | 231 | ||||||
MegaFon GDR |
136,020 | 1,854 | ||||||
MMC Norilsk Nickel ADR |
186,264 | 2,664 | ||||||
Mobile TeleSystems ADR *(A) |
252,415 | 1,916 | ||||||
NovaTek GDR |
59,638 | 4,644 | ||||||
Phosagro GDR |
30,133 | 277 | ||||||
QIWI ADR |
132,279 | 2,671 | ||||||
Rosneft GDR |
555,777 | 1,938 | ||||||
Sberbank of Russia ADR (A) |
1,487,455 | 5,761 | ||||||
Severstal GDR |
174,931 | 1,592 | ||||||
Sistema GDR |
55,343 | 288 | ||||||
Surgutneftegas ADR |
146,322 | 607 | ||||||
Tatneft ADR (A) |
90,633 | 2,222 | ||||||
TMK GDR |
411,725 | 969 |
3 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund
December 31, 2014
Description | Shares | Market Value ($ Thousands) |
||||||
X5 Retail Group GDR * |
513,985 | $ | 6,228 | |||||
Yandex, Cl A * |
442,300 | 7,944 | ||||||
|
|
|||||||
64,082 | ||||||||
|
|
|||||||
Singapore 0.2% |
||||||||
Asian Pay Television Trust |
5,272,400 | 3,422 | ||||||
China Yuchai International |
27,469 | 522 | ||||||
|
|
|||||||
3,944 | ||||||||
|
|
|||||||
South Africa 6.5% |
||||||||
Alexander Forbes Group Holdings *(A) |
5,052,249 | 4,149 | ||||||
Anglo American Platinum * |
25,492 | 748 | ||||||
AngloGold Ashanti ADR (A) |
58,100 | 505 | ||||||
AVI |
96,691 | 648 | ||||||
Barclays Africa Group (A) |
222,575 | 3,480 | ||||||
Barloworld |
136,983 | 1,127 | ||||||
Bidvest Group (A) |
243,842 | 6,374 | ||||||
Coronation Fund Managers (A) |
85,274 | 844 | ||||||
Exxaro Resources (A) |
305,937 | 2,730 | ||||||
FirstRand (A) |
1,234,889 | 5,368 | ||||||
Foschini Group (A) |
61,588 | 707 | ||||||
Gold Fields |
220,214 | 995 | ||||||
Imperial Holdings (A) |
56,695 | 903 | ||||||
Investec (A) |
202,421 | 1,696 | ||||||
Kumba Iron Ore (A) |
23,295 | 482 | ||||||
Liberty Holdings (A) |
84,209 | 893 | ||||||
Life Healthcare Group Holdings |
1,140,746 | 4,214 | ||||||
Mediclinic International |
235,105 | 2,035 | ||||||
MMI Holdings |
335,353 | 870 | ||||||
Mondi |
91,891 | 1,495 | ||||||
MTN Group |
685,961 | 13,048 | ||||||
Murray & Roberts Holdings (A) |
239,957 | 441 | ||||||
Nampak |
351,318 | 1,320 | ||||||
Naspers, Cl N (A) |
56,458 | 7,303 | ||||||
Nedbank Group (A) |
99,081 | 2,122 | ||||||
Netcare |
608,312 | 1,988 | ||||||
Redefine Properties (E) |
3,317,149 | 3,068 | ||||||
Remgro (A) |
157,096 | 3,436 | ||||||
RMB Holdings |
329,328 | 1,819 | ||||||
Sasol (A) |
205,336 | 7,663 | ||||||
Sasol ADR (A) |
57,175 | 2,171 | ||||||
Shoprite Holdings |
130,615 | 1,890 | ||||||
Sibanye Gold ADR (A) |
88,629 | 671 | ||||||
SPAR Group (A) |
161,661 | 2,245 | ||||||
Standard Bank Group (A) |
776,779 | 9,573 | ||||||
Steinhoff International Holdings (A) |
584,022 | 2,987 | ||||||
Telkom |
107,522 | 646 | ||||||
Tongaat Hulett |
19,087 | 285 | ||||||
Truworths International (A) |
149,160 | 990 | ||||||
Vodacom Group |
183,132 | 2,026 | ||||||
Woolworths Holdings (A) |
710,575 | 4,712 | ||||||
|
|
|||||||
110,667 | ||||||||
|
|
|||||||
South Korea 11.7% |
||||||||
Chongkundang Holdings * |
1,449 | 78 | ||||||
Coway * |
153,913 | 11,736 | ||||||
Dongbu Insurance * |
48,607 | 2,427 | ||||||
Doosan Heavy Industries & Construction * |
19,933 | 426 | ||||||
Grand Korea Leisure |
38,594 | 1,122 | ||||||
GS Home Shopping |
1,349 | 269 | ||||||
Halla Visteon Climate Control * |
114,726 | 5,054 | ||||||
Hanil Cement * |
1,745 | 231 | ||||||
Hanwha Life Insurance * |
196,551 | 1,485 |
Description | Shares | Market Value ($ Thousands) |
||||||
Hite Jinro * |
62,170 | $ | 1,306 | |||||
Hyosung * |
11,642 | 723 | ||||||
Hyundai Marine & Fire Insurance * |
60,849 | 1,440 | ||||||
Hyundai Mobis * |
1,295 | 277 | ||||||
Hyundai Motor |
48,203 | 7,363 | ||||||
Industrial Bank of Korea * |
194,797 | 2,492 | ||||||
Kangwon Land * |
70,526 | 1,944 | ||||||
KB Financial Group ADR (A) |
142,225 | 4,639 | ||||||
KCC |
7,448 | 3,511 | ||||||
KH Vatec * |
45,550 | 1,729 | ||||||
Kia Motors |
105,698 | 5,022 | ||||||
Korea Aerospace Industries * |
137,993 | 4,980 | ||||||
KT * |
26,140 | 739 | ||||||
KT ADR |
206,890 | 2,921 | ||||||
KT&G |
61,011 | 4,236 | ||||||
LF * |
16,119 | 437 | ||||||
LG * |
37,726 | 2,095 | ||||||
LG Display |
47,280 | 1,434 | ||||||
LG Display ADR (A) |
204,740 | 3,102 | ||||||
LG Electronics |
34,085 | 1,826 | ||||||
Lotte Chemical * |
6,889 | 992 | ||||||
Lotte Chilsung Beverage * |
2,921 | 3,968 | ||||||
Lotte Confectionery * |
2,421 | 3,923 | ||||||
LS Industrial Systems * |
23,123 | 1,256 | ||||||
NAVER |
6,003 | 3,845 | ||||||
NCSoft |
34,457 | 5,651 | ||||||
Nong Shim * |
918 | 211 | ||||||
POSCO |
1,355 | 341 | ||||||
S-1, Cl 1 |
16,455 | 1,062 | ||||||
Samsung Electronics |
45,412 | 54,596 | ||||||
Samsung Engineering * |
67,293 | 2,303 | ||||||
Samsung Fire & Marine Insurance |
3,289 | 844 | ||||||
Samsung Heavy Industries |
72,608 | 1,310 | ||||||
Samsung Life Insurance |
45,053 | 4,771 | ||||||
SFA Engineering * |
78,193 | 3,500 | ||||||
Shinhan Financial Group * |
184,510 | 7,416 | ||||||
SK C&C * |
7,535 | 1,459 | ||||||
SK Hynix |
86,040 | 3,677 | ||||||
SK Innovation * |
11,250 | 867 | ||||||
SK Networks * |
185,265 | 1,493 | ||||||
SK Telecom |
9,305 | 2,276 | ||||||
SK Telecom ADR |
502,971 | 13,585 | ||||||
Sung Kwang Bend * |
121,240 | 1,513 | ||||||
Sungwoo Hitech * |
128,440 | 1,361 | ||||||
Vieworks * |
45,134 | 1,400 | ||||||
Wonik IPS * |
137,237 | 1,724 | ||||||
|
|
|||||||
200,388 | ||||||||
|
|
|||||||
Spain 0.2% |
||||||||
Cemex Latam Holdings * |
502,759 | 3,385 | ||||||
|
|
|||||||
Taiwan 10.3% |
||||||||
Advanced Semiconductor Engineering |
3,629,000 | 4,310 | ||||||
Asustek Computer |
424,000 | 4,626 | ||||||
AU Optronics |
833,000 | 423 | ||||||
Catcher Technology |
506,000 | 3,908 | ||||||
Cathay Financial Holding |
3,290,337 | 4,862 | ||||||
Chailease Holding |
307,120 | 761 | ||||||
Cheng Shin Rubber Industry |
252,000 | 591 | ||||||
Chicony Electronics |
547,926 | 1,526 | ||||||
China Motor |
783,000 | 692 |
4 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund
December 31, 2014
Description | Shares | Market Value ($ Thousands) |
||||||
China Steel Chemical |
381,800 | $ | 1,865 | |||||
Chipbond Technology |
927,000 | 1,685 | ||||||
Compal Electronics |
1,784,000 | 1,246 | ||||||
CTCI |
672,000 | 1,072 | ||||||
Delta Electronics |
622,000 | 3,675 | ||||||
eMemory Technology |
288,300 | 3,312 | ||||||
Eva Airways * |
2,103,000 | 1,466 | ||||||
Evergreen Marine Taiwan |
2,263,000 | 1,596 | ||||||
Far Eastern Department Stores |
1,719,000 | 1,527 | ||||||
Farglory Land Development |
201,043 | 239 | ||||||
Fubon Financial Holding |
1,872,000 | 2,980 | ||||||
Hermes Microvision |
93,200 | 4,661 | ||||||
Hiwin Technologies |
591,078 | 4,892 | ||||||
Hon Hai Precision Industry |
2,816,807 | 7,779 | ||||||
Inventec |
2,424,000 | 1,621 | ||||||
King Yuan Electronics |
616,000 | 491 | ||||||
Kings Town Bank |
692,000 | 717 | ||||||
Kinsus Interconnect Technology |
211,000 | 697 | ||||||
Lite-On Technology |
2,648,917 | 3,026 | ||||||
Makalot Industrial |
286,000 | 1,521 | ||||||
MediaTek |
1,386,500 | 20,156 | ||||||
Merida Industry |
250,050 | 1,688 | ||||||
Mitac Holdings |
2,795,000 | 2,060 | ||||||
PChome Online |
138,504 | 1,487 | ||||||
Pegatron |
1,513,000 | 3,458 | ||||||
Pou Chen |
568,000 | 685 | ||||||
Powertech Technology |
353,000 | 601 | ||||||
President Chain Store |
318,652 | 2,461 | ||||||
Quanta Computer |
1,788,000 | 4,454 | ||||||
Radiant Opto-Electronics |
627,050 | 1,996 | ||||||
Realtek Semiconductor |
1,075,173 | 3,570 | ||||||
Simplo Technology |
172,000 | 848 | ||||||
Taishin Financial Holding |
5,146,481 | 2,113 | ||||||
Taiwan Cement |
2,274,000 | 3,109 | ||||||
Taiwan Semiconductor Manufacturing |
8,075,390 | 35,576 | ||||||
Taiwan Semiconductor Manufacturing ADR (A) |
483,675 | 10,825 | ||||||
Teco Electric and Machinery |
1,660,000 | 1,570 | ||||||
Transcend Information |
300,000 | 931 | ||||||
Tung Thih Electronic |
225,000 | 778 | ||||||
Uni-President Enterprises |
269,000 | 425 | ||||||
United Microelectronics |
1,488,000 | 691 | ||||||
United Microelectronics ADR (A) |
1,407,800 | 3,196 | ||||||
Vanguard International Semiconductor |
1,181,000 | 1,932 | ||||||
Wistron |
1,909,000 | 1,720 | ||||||
Wistron NeWeb |
198,900 | 418 | ||||||
WPG Holdings |
1,858,000 | 2,157 | ||||||
|
|
|||||||
176,672 | ||||||||
|
|
|||||||
Thailand 1.8% |
||||||||
Advanced Info Service |
203,300 | 1,542 | ||||||
Airports of Thailand |
243,800 | 2,077 | ||||||
Bangkok Bank |
204,154 | 1,199 | ||||||
Bangkok Bank Foreign |
654,100 | 3,886 | ||||||
Bangkok Dusit Medical Services |
2,282,000 | 1,189 | ||||||
Bangkok Dusit Medical Services, Cl F (A) |
1,208,600 | 630 | ||||||
Bangkok Expressway |
148,400 | 178 | ||||||
CP ALL |
1,809,400 | 2,326 | ||||||
CP Seven Eleven PCL (A) |
399,900 | 514 | ||||||
Delta Electronics Thailand (A) |
183,700 | 392 | ||||||
Kiatnakin Bank |
503,744 | 603 |
Description | Shares |
Market Value ($ Thousands) |
||||||
Krung Thai Bank NVDR |
3,373,300 | $ | 2,314 | |||||
PTT |
441,450 | 4,324 | ||||||
PTT Global Chemical |
1,356,700 | 2,105 | ||||||
Ratchaburi Electricity Generating Holding |
269,800 | 480 | ||||||
Siam Cement |
31,000 | 421 | ||||||
Siam Commercial Bank |
276,500 | 1,523 | ||||||
Thai Union Frozen Products |
751,300 | 2,054 | ||||||
Thanachart Capital |
1,825,200 | 1,752 | ||||||
VGI Global Media (A) |
3,780,024 | 1,343 | ||||||
|
|
|||||||
30,852 | ||||||||
|
|
|||||||
Turkey 2.8% |
||||||||
Anadolu Efes Biracilik Ve Malt Sanayii * |
229,485 | 2,225 | ||||||
Arcelik |
589,366 | 3,768 | ||||||
Aselsan Elektronik Sanayi Ve Ticaret |
787,430 | 4,034 | ||||||
EIS Eczacibasi Ilac ve Sinai ve Finansal Yatirimlar Sanayi ve Ticaret |
158,566 | 157 | ||||||
Emlak Konut Gayrimenkul Yatirim Ortakligi (E) |
7,343,428 | 8,674 | ||||||
Eregli Demir ve Celik Fabrikalari |
1,723,285 | 3,274 | ||||||
Ford Otomotiv Sanayi |
225,893 | 3,136 | ||||||
KOC Holding |
185,960 | 982 | ||||||
Pegasus Hava Tasimaciligi * |
86,855 | 1,227 | ||||||
TAV Havalimanlari Holding |
730,715 | 5,957 | ||||||
Tofas Turk Otomobil Fabrikasi |
519,118 | 3,533 | ||||||
Turk Hava Yollari * |
227,992 | 936 | ||||||
Turk Telekomunikasyon |
549,886 | 1,708 | ||||||
Turkcell Iletisim Hizmetleri ADR *(A) |
170,935 | 2,585 | ||||||
Turkiye Garanti Bankasi |
452,835 | 1,817 | ||||||
Turkiye Halk Bankasi |
373,607 | 2,210 | ||||||
Turkiye Is Bankasi, Cl C |
613,119 | 1,761 | ||||||
|
|
|||||||
47,984 | ||||||||
|
|
|||||||
United Arab Emirates 0.4% |
||||||||
Abu Dhabi Commercial Bank |
560,791 | 1,056 | ||||||
Air Arabia |
1,374,337 | 553 | ||||||
Dragon Oil |
415,208 | 3,480 | ||||||
Dubai Islamic Bank |
727,218 | 1,335 | ||||||
Union National Bank |
145,237 | 228 | ||||||
|
|
|||||||
6,652 | ||||||||
|
|
|||||||
United Kingdom 0.5% |
||||||||
Anglo American ADR (A) |
80,640 | 735 | ||||||
Hikma Pharmaceuticals |
97,380 | 2,989 | ||||||
SABMiller |
83,755 | 4,361 | ||||||
|
|
|||||||
8,085 | ||||||||
|
|
|||||||
United States 0.4% |
||||||||
First Cash Financial Services * |
65,000 | 3,618 | ||||||
Freeport-McMoRan |
142,200 | 3,322 | ||||||
|
|
|||||||
6,940 | ||||||||
|
|
|||||||
Total Common Stock |
1,562,401 | |||||||
|
|
|||||||
EXCHANGE TRADED FUNDS 3.7% |
||||||||
United States 3.7% |
||||||||
iPath MSCI India Index ETN |
133,902 | 9,326 | ||||||
iShares Core MSCI Emerging Markets ETF |
290,000 | 13,639 | ||||||
iShares MSCI Emerging Markets ETF |
789,117 | 31,005 | ||||||
iShares MSCI India ETF |
312,300 | 9,397 | ||||||
|
|
5 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund
December 31, 2014
Description | Shares/Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||||
Total Exchange Traded Funds |
$ | 63,367 | ||||||||||
|
|
|||||||||||
PREFERRED STOCK 2.4% |
||||||||||||
Brazil 2.2% |
||||||||||||
Banco do Estado do Rio Grande do Sul |
454,200 | 2,478 | ||||||||||
Centrais Eletricas Brasileiras |
174,500 | 537 | ||||||||||
Cia Brasileira de Distribuicao Grupo Pao de Acucar ADR (A) |
26,918 | 991 | ||||||||||
Cia Energetica de Sao Paulo, Cl B |
290,500 | 2,930 | ||||||||||
Itau Unibanco Holding |
432,942 | 5,635 | ||||||||||
Itau Unibanco Holding ADR (A) |
400,095 | 5,205 | ||||||||||
Itausa - Investimentos Itau |
40,889 | 145 | ||||||||||
Klabin |
1,061,000 | 1,150 | ||||||||||
Marcopolo |
2,241,800 | 2,808 | ||||||||||
Metalurgica Gerdau, Cl A |
332,560 | 1,414 | ||||||||||
Petroleo Brasileiro |
177,516 | 669 | ||||||||||
Petroleo Brasileiro ADR, Cl A |
481,826 | 3,652 | ||||||||||
Suzano Papel e Celulose, Cl A |
438,100 | 1,854 | ||||||||||
Vale, Cl A |
632,985 | 4,579 | ||||||||||
Vale ADR, Cl B (A) |
509,279 | 3,697 | ||||||||||
|
|
|||||||||||
37,744 | ||||||||||||
|
|
|||||||||||
Colombia 0.1% |
||||||||||||
Banco Davivienda |
95,138 | 1,125 | ||||||||||
Bancolombia |
42,795 | 516 | ||||||||||
|
|
|||||||||||
1,641 | ||||||||||||
|
|
|||||||||||
South Korea 0.1% |
||||||||||||
Samsung Electronics |
929 | 874 | ||||||||||
|
|
|||||||||||
Total Preferred Stock |
40,259 | |||||||||||
|
|
|||||||||||
Number Of Warrants |
||||||||||||
WARRANT 0.1% |
||||||||||||
United States 0.1% |
||||||||||||
Fuyao Glass Industry Group, Expires 11/25/15 * |
602,946 | 1,177 | ||||||||||
|
|
|||||||||||
Total Warrant |
1,177 | |||||||||||
|
|
|||||||||||
Number Of Rights |
||||||||||||
RIGHTS 0.0% |
||||||||||||
Taiwan 0.0% |
||||||||||||
EVA Airways, |
310 | 50 | ||||||||||
|
|
|||||||||||
Total Rights |
50 | |||||||||||
|
|
|||||||||||
DEBENTURE BOND 0.0% |
||||||||||||
Brazil 0.0% |
||||||||||||
Vale, Ser 1997 |
||||||||||||
0.000%, 09/30/2049 (F) |
BRL | 8 | | |||||||||
|
|
|||||||||||
Total Debenture Bond |
| |||||||||||
|
|
Description | Shares | Market Value ($ Thousands) |
||||||||
AFFILIATED PARTNERSHIP 10.1% |
||||||||||
SEI Liquidity Fund, L.P. |
||||||||||
0.100% **(G) |
173,432,055 | $ | 173,432 | |||||||
|
|
|||||||||
Total Affiliated Partnership |
173,432 | |||||||||
|
|
|||||||||
CASH EQUIVALENT 0.8% |
||||||||||
SEI Daily Income Trust, Prime Obligation Fund, Cl A |
||||||||||
0.010% ** |
14,155,098 | 14,155 | ||||||||
|
|
|||||||||
Total Cash Equivalent |
14,155 | |||||||||
|
|
|||||||||
Total Investments 108.4% |
$ | 1,854,841 | ||||||||
|
|
Percentages are based on a Net Assets of $1,711,444 ($ Thousands).
* | Non-income producing security. |
** | Rate shown is the 7-day effective yield as of December 31, 2014. |
| Investment in Affiliated Security. |
(A) | This security or a partial position of this security is on loan at December 31, 2014. The total market value of securities on loan at December 31, 2014 was $166,347 ($ Thousands). |
(B) | Securities considered illiquid. The total market value of such securities as of December 31, 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 December 31, 2014. |
(F) | This security was purchased with cash collateral held from securities on loan. The total value of such securities as of December 31, 2014 was $173,432 ($ Thousands). |
§ | At December 31, 2014, the tax basis cost of the Funds investments was $1,925,193 ($ Thousands), and the unrealized appreciation and depreciation were $155,973 ($ Thousands) and ($226,325) ($ Thousands), respectively. |
ADR American Depositary Receipt
BRL Brazilian Real
Cl Class
ETF Exchange Traded Fund
ETN Exchange Traded Note
GDR Global Depositary Receipt
L.P. Limited Partnership
MSCI Morgan Stanley Capital International
NVDR Non-Voting Depositary Receipt
Ser Series
The following is a list of the level of inputs used as of December 31, 2014, in valuing the Funds investments carried at value ($ Thousands):
Investments in Securities | Level 1 | Level 2 | Level 3(1) | Total | ||||||||||||
Common Stock |
$ | 487,535 | $ | 1,074,644 | $ | 222 | $ | 1,562,401 | ||||||||
Exchange Traded Funds |
63,367 | | | 63,367 | ||||||||||||
Preferred Stock |
39,385 | 874 | | 40,259 | ||||||||||||
Warrant |
1,177 | | | 1,177 | ||||||||||||
Rights |
50 | | | 50 | ||||||||||||
Debenture Bond |
| | | | ||||||||||||
Affiliated Partnership |
| 173,432 | | 173,432 | ||||||||||||
Cash Equivalent |
14,155 | | | 14,155 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments in Securities |
$ | 605,669 | $ | 1,248,950 | $ | 222 | $ | 1,854,841 | ||||||||
|
|
|
|
|
|
|
|
(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 December 31, 2014, there were transfers between Level 1 and Level 2 assets and liabilities. The primary reason for changes in the classifications between Levels 1 and 2 occurs when foreign equity securities are fair valued using other observable market-based inputs in place of the closing exchange price due to events occurring after the close of the exchange or market on which the investment is principally traded.
6 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund
December 31, 2014
For the period ended December 31, 2014, there were no transfers between Level 2 and Level 3 assets and liabilities.
Amounts designated as are $0 or have been rounded to $0.
For information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial statements.
7 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
December 31, 2014
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
GLOBAL BONDS 92.5% |
||||||||||||
Australia 1.9% |
||||||||||||
Aurizon Network MTN |
||||||||||||
2.000%, 09/18/2024 |
EUR | 300 | $ | 370 | ||||||||
Australia & New Zealand Banking Group MTN |
||||||||||||
3.625%, 07/18/2022 |
EUR | 300 | 441 | |||||||||
Commonwealth Bank of Australia |
||||||||||||
1.375%, 01/22/2019 |
EUR | 560 | 707 | |||||||||
Glencore Australia Holdings MTN |
||||||||||||
4.500%, 09/19/2019 |
900 | 752 | ||||||||||
Government of Australia |
||||||||||||
2.750%, 04/21/2024 |
3,820 | 3,127 | ||||||||||
Government of Australia, |
||||||||||||
5.250%, 03/15/2019 |
2,400 | 2,204 | ||||||||||
Government of Australia, |
||||||||||||
5.750%, 05/15/2021 |
1,300 | 1,270 | ||||||||||
Queensland Treasury, Ser 17 |
||||||||||||
6.000%, 09/14/2017 |
780 | 700 | ||||||||||
Westpac Banking MTN |
||||||||||||
1.500%, 03/24/2021 |
EUR | 220 | 282 | |||||||||
1.375%, 04/17/2020 |
EUR | 230 | 292 | |||||||||
|
|
|||||||||||
10,145 | ||||||||||||
|
|
|||||||||||
Austria 0.4% |
||||||||||||
Republic of Austria |
||||||||||||
3.650%, 04/20/2022 |
290 | 434 | ||||||||||
3.200%, 02/20/2017 |
600 | 776 | ||||||||||
3.150%, 06/20/2044 |
150 | 253 | ||||||||||
1.950%, 06/18/2019 |
280 | 367 | ||||||||||
1.650%, 10/21/2024 |
225 | 296 | ||||||||||
|
|
|||||||||||
2,126 | ||||||||||||
|
|
|||||||||||
Belgium 0.6% |
||||||||||||
Kingdom of Belgium |
||||||||||||
3.750%, 06/22/2045 |
338 | 582 | ||||||||||
3.000%, 06/22/2034 |
350 | 521 | ||||||||||
2.600%, 06/22/2024 |
490 | 688 | ||||||||||
Kingdom of Belgium, Ser 44 |
||||||||||||
5.000%, 03/28/2035 |
150 | 287 | ||||||||||
Kingdom of Belgium, Ser 58 |
||||||||||||
3.750%, 09/28/2020 |
231 | 335 | ||||||||||
Kingdom of Belgium, Ser 69 |
||||||||||||
1.250%, 06/22/2018 |
545 | 687 | ||||||||||
|
|
|||||||||||
3,100 | ||||||||||||
|
|
|||||||||||
Brazil 0.4% |
||||||||||||
Braskem Finance |
||||||||||||
6.450%, 02/03/2024 |
USD | 300 | 301 | |||||||||
Brazil Notas do Tesouro Nacional |
||||||||||||
10.000%, 01/01/2017 |
2,035 | 729 | ||||||||||
BRF |
||||||||||||
3.950%, 05/22/2023 (A) |
USD | 410 | 379 | |||||||||
Cosan |
||||||||||||
5.000%, 03/14/2023 (A) |
USD | 240 | 213 | |||||||||
Petrobras International Finance MTN |
||||||||||||
6.250%, 12/14/2026 |
GBP | 260 | 363 | |||||||||
Raizen Energy Finance |
||||||||||||
7.000%, 02/01/2017 (A) |
USD | 270 | 284 | |||||||||
Vale |
||||||||||||
5.625%, 09/11/2042 |
USD | 59 | 55 | |||||||||
|
|
|||||||||||
2,324 | ||||||||||||
|
|
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Canada 3.4% |
||||||||||||
Bell Canada MTN |
||||||||||||
5.000%, 02/15/2017 |
270 | $ | 248 | |||||||||
4.700%, 09/11/2023 |
80 | 76 | ||||||||||
3.350%, 06/18/2019 |
29 | 26 | ||||||||||
3.250%, 06/17/2020 |
95 | 84 | ||||||||||
Bombardier |
||||||||||||
6.000%, 10/15/2022 (A) |
USD | 310 | 313 | |||||||||
Canada Housing Trust No. 1 |
||||||||||||
4.100%, 12/15/2018 |
1,390 | 1,319 | ||||||||||
CDP Financial |
||||||||||||
4.400%, 11/25/2019 (A) |
USD | 850 | 936 | |||||||||
Government of Canada |
||||||||||||
5.750%, 06/01/2033 |
585 | 772 | ||||||||||
5.000%, 06/01/2037 |
1,300 | 1,649 | ||||||||||
4.250%, 12/01/2021 |
605 | 672 | ||||||||||
4.000%, 06/01/2041 |
1,035 | 1,185 | ||||||||||
2.500%, 06/01/2024 |
2,210 | 2,025 | ||||||||||
1.750%, 09/01/2019 |
1,000 | 879 | ||||||||||
Muskrat Falls |
||||||||||||
3.630%, 06/01/2029 |
340 | 330 | ||||||||||
National Bank of Canada |
||||||||||||
1.500%, 03/25/2021 |
EUR | 257 | 329 | |||||||||
NOVA Chemicals |
||||||||||||
5.250%, 08/01/2023 (A) |
USD | 150 | 151 | |||||||||
Province of British Columbia |
||||||||||||
3.250%, 12/18/2021 |
1,150 | 1,067 | ||||||||||
2.250%, 03/01/2019 |
575 | 511 | ||||||||||
Province of Manitoba Canada |
||||||||||||
3.850%, 12/01/2021 |
710 | 680 | ||||||||||
Province of Ontario Canada |
||||||||||||
8.100%, 09/08/2023 |
700 | 870 | ||||||||||
3.500%, 06/02/2024 |
125 | 116 | ||||||||||
3.450%, 06/02/2045 |
245 | 219 | ||||||||||
3.150%, 06/02/2022 |
2,000 | 1,826 | ||||||||||
Province of Quebec Canada |
||||||||||||
3.500%, 12/01/2045 |
145 | 129 | ||||||||||
3.000%, 09/01/2023 |
500 | 447 | ||||||||||
Quebecor Media |
||||||||||||
5.750%, 01/15/2023 |
USD | 128 | 131 | |||||||||
Rogers Communications |
||||||||||||
4.000%, 06/06/2022 |
165 | 150 | ||||||||||
TransCanada PipeLines |
||||||||||||
2.500%, 08/01/2022 |
USD | 300 | 283 | |||||||||
Yamana |
||||||||||||
4.950%, 07/15/2024 |
USD | 324 | 316 | |||||||||
|
|
|||||||||||
17,739 | ||||||||||||
|
|
|||||||||||
Chile 0.2% |
||||||||||||
Empresa de Transporte de Pasajeros Metro |
||||||||||||
4.750%, 02/04/2024 (A) |
USD | 390 | 410 | |||||||||
ENTEL Chile |
||||||||||||
4.875%, 10/30/2024 |
USD | 380 | 383 | |||||||||
|
|
|||||||||||
793 | ||||||||||||
|
|
|||||||||||
China 0.3% |
||||||||||||
CNOOC Nexen Finance |
||||||||||||
4.250%, 04/30/2024 |
USD | 390 | 404 | |||||||||
State Grid Overseas Investment |
||||||||||||
4.125%, 05/07/2024 (A) |
USD | 390 | 410 | |||||||||
Talent Yield Investments |
||||||||||||
4.500%, 04/25/2022 (A) |
USD | 310 | 325 |
1 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
December 31, 2014
Description |
Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Tencent Holdings MTN |
||||||||||||
3.375%, 05/02/2019 (A) |
USD | 390 | $ | 396 | ||||||||
|
|
|||||||||||
1,535 | ||||||||||||
|
|
|||||||||||
Colombia 0.1% |
||||||||||||
Ecopetrol |
||||||||||||
5.875%, 05/28/2045 |
USD | 109 | 101 | |||||||||
Oleoducto Central |
||||||||||||
4.000%, 05/07/2021 |
USD | 390 | 371 | |||||||||
|
|
|||||||||||
472 | ||||||||||||
|
|
|||||||||||
Czech Republic 0.1% |
||||||||||||
Government of Czech Republic |
||||||||||||
4.700%, 09/12/2022 |
1,500 | 87 | ||||||||||
3.875%, 05/24/2022 |
EUR | 50 | 74 | |||||||||
Government of Czech Republic, Ser 51 |
||||||||||||
4.000%, 04/11/2017 |
8,050 | 382 | ||||||||||
|
|
|||||||||||
543 | ||||||||||||
|
|
|||||||||||
Denmark 1.2% |
||||||||||||
Danske Bank |
||||||||||||
5.375%, 09/29/2021 (B) |
GBP | 170 | 277 | |||||||||
3.875%, 10/04/2023 (B) |
EUR | 150 | 195 | |||||||||
3.500%, 04/16/2018 |
EUR | 155 | 208 | |||||||||
DONG Energy MTN |
||||||||||||
5.750%, 04/09/2040 |
GBP | 200 | 404 | |||||||||
Kingdom of Denmark |
||||||||||||
4.500%, 11/15/2039 |
1,300 | 351 | ||||||||||
4.000%, 11/15/2017 |
1,600 | 290 | ||||||||||
3.000%, 11/15/2021 |
21,800 | 4,186 | ||||||||||
1.500%, 11/15/2023 |
670 | 118 | ||||||||||
|
|
|||||||||||
6,029 | ||||||||||||
|
|
|||||||||||
Finland 0.3% |
||||||||||||
Elisa MTN |
||||||||||||
2.250%, 10/04/2019 |
300 | 385 | ||||||||||
Government of Finland |
||||||||||||
1.500%, 04/15/2023 |
340 | 444 | ||||||||||
Nordea Bank Finland MTN |
||||||||||||
2.375%, 07/17/2017 |
190 | 243 | ||||||||||
2.250%, 05/03/2019 |
170 | 223 | ||||||||||
|
|
|||||||||||
1,295 | ||||||||||||
|
|
|||||||||||
France 7.5% |
||||||||||||
ALD International MTN |
||||||||||||
2.000%, 05/26/2017 |
500 | 623 | ||||||||||
Arkema |
||||||||||||
3.850%, 04/30/2020 |
200 | 279 | ||||||||||
AXA MTN |
||||||||||||
5.625%, 01/16/2054 (B) |
GBP | 302 | 507 | |||||||||
Banque Federative du Credit Mutuel MTN |
||||||||||||
2.000%, 09/19/2019 |
400 | 516 | ||||||||||
Banque PSA Finance MTN |
||||||||||||
4.875%, 09/25/2015 |
450 | 559 | ||||||||||
4.000%, 06/24/2015 |
450 | 552 | ||||||||||
BNP Paribas |
||||||||||||
5.019%, 12/31/2049 (B) |
100 | 126 | ||||||||||
4.730%, 04/12/2049 (B) |
200 | 248 | ||||||||||
BNP Paribas Home Loan SFH MTN |
||||||||||||
3.125%, 03/22/2022 |
200 | 286 | ||||||||||
BPCE MTN |
||||||||||||
5.250%, 04/16/2029 |
GBP | 100 | 167 | |||||||||
4.500%, 03/15/2025 (A) |
USD | 430 | 420 | |||||||||
1.375%, 05/22/2019 |
200 | 250 |
Description |
Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
BPCE SFH |
||||||||||||
1.750%, 11/29/2019 |
600 | $ | 777 | |||||||||
1.500%, 01/30/2020 |
400 | 512 | ||||||||||
Caisse Centrale du Credit Immobilier de France MTN |
||||||||||||
1.125%, 04/22/2019 |
100 | 126 | ||||||||||
Caisse de Refinancement de lHabitat |
||||||||||||
3.750%, 12/12/2016 |
400 | 518 | ||||||||||
3.500%, 04/25/2017 |
350 | 457 | ||||||||||
Caisse Francaise de Financement Local MTN |
||||||||||||
4.875%, 07/03/2017 |
220 | 298 | ||||||||||
3.750%, 05/18/2016 |
225 | 286 | ||||||||||
3.625%, 02/26/2018 |
63 | 84 | ||||||||||
Casino Guichard Perrachon MTN |
||||||||||||
4.726%, 05/26/2021 |
300 | 439 | ||||||||||
Christian Dior |
||||||||||||
1.375%, 06/19/2019 |
300 | 369 | ||||||||||
Cie de Financement Foncier MTN |
||||||||||||
4.625%, 09/23/2017 |
575 | 781 | ||||||||||
Cie de Saint-Gobain MTN |
||||||||||||
3.500%, 09/30/2015 |
550 | 681 | ||||||||||
Coface |
||||||||||||
4.125%, 03/27/2024 |
200 | 266 | ||||||||||
Credit Agricole MTN |
||||||||||||
2.375%, 11/27/2020 |
600 | 799 | ||||||||||
Credit Agricole Home Loan SFH MTN |
||||||||||||
3.250%, 03/23/2017 |
100 | 129 | ||||||||||
2.875%, 09/09/2016 |
300 | 380 | ||||||||||
Dexia Credit Local MTN |
||||||||||||
2.000%, 01/22/2021 |
200 | 262 | ||||||||||
1.625%, 10/29/2018 |
565 | 718 | ||||||||||
1.375%, 09/18/2019 |
500 | 632 | ||||||||||
Electricite de France MTN |
||||||||||||
6.500%, 01/26/2019 (A) |
USD | 250 | 293 | |||||||||
5.375%, 12/12/2049 (B) |
200 | 276 | ||||||||||
French Treasury Note |
||||||||||||
1.000%, 07/25/2017 |
850 | 1,056 | ||||||||||
Government of France |
||||||||||||
4.500%, 04/25/2041 |
220 | 417 | ||||||||||
4.000%, 10/25/2038 |
285 | 495 | ||||||||||
3.750%, 10/25/2019 |
1,225 | 1,737 | ||||||||||
3.250%, 05/25/2045 |
820 | 1,300 | ||||||||||
2.500%, 05/25/2030 |
1,440 | 2,007 | ||||||||||
2.250%, 05/25/2024 |
1,515 | 2,084 | ||||||||||
1.750%, 11/25/2024 |
865 | 1,138 | ||||||||||
1.000%, 05/25/2018 |
366 | 458 | ||||||||||
1.000%, 11/25/2018 |
1,390 | 1,743 | ||||||||||
1.000%, 05/25/2019 |
3,215 | 4,041 | ||||||||||
0.500%, 11/25/2019 |
1,000 | 1,229 | ||||||||||
HSBC SFH France MTN |
||||||||||||
2.000%, 10/16/2023 |
700 | 938 | ||||||||||
Iliand |
||||||||||||
4.875%, 06/01/2016 |
300 | 382 | ||||||||||
Infra Foch |
||||||||||||
2.125%, 04/16/2025 |
600 | 745 | ||||||||||
1.250%, 10/16/2020 |
400 | 490 | ||||||||||
Numericable Group |
||||||||||||
5.375%, 05/15/2022 |
225 | 281 | ||||||||||
Publicis Groupe |
||||||||||||
1.125%, 12/16/2021 |
600 | 732 |
2 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
December 31, 2014
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
RCI Banque MTN |
||||||||||||
5.625%, 10/05/2015 |
500 | $ | 628 | |||||||||
Renault MTN |
||||||||||||
3.625%, 09/19/2018 |
450 | 592 | ||||||||||
Sanofi MTN |
||||||||||||
2.500%, 11/14/2023 |
200 | 273 | ||||||||||
Societe Generale SFH MTN |
||||||||||||
3.250%, 06/06/2016 |
400 | 506 | ||||||||||
Societe Generale MTN |
||||||||||||
5.750%, 04/20/2016 (A) |
USD | 111 | 116 | |||||||||
5.200%, 04/15/2021 (A) |
USD | 225 | 255 | |||||||||
3.875%, 12/17/2015 |
GBP | 100 | 160 | |||||||||
Unibail-Rodamco MTN |
||||||||||||
2.375%, 02/25/2021 (C) |
500 | 662 | ||||||||||
Veolia Environnement MTN |
||||||||||||
4.625%, 03/30/2027 |
200 | 317 | ||||||||||
Wendel |
||||||||||||
5.875%, 09/17/2019 |
800 | 1,170 | ||||||||||
|
|
|||||||||||
39,568 | ||||||||||||
|
|
|||||||||||
Germany 9.4% |
||||||||||||
Bundesobligation |
||||||||||||
0.500%, 02/23/2018 |
1,500 | 1,848 | ||||||||||
Bundesrepublik Deutschland |
||||||||||||
6.500%, 07/04/2027 |
125 | 255 | ||||||||||
4.750%, 09/20/2033 |
490 | 887 | ||||||||||
4.000%, 01/04/2037 |
110 | 203 | ||||||||||
2.500%, 07/04/2044 |
5,085 | 7,823 | ||||||||||
2.250%, 09/04/2021 |
320 | 441 | ||||||||||
1.500%, 05/15/2023 |
1,465 | 1,940 | ||||||||||
1.500%, 05/15/2024 |
6,810 | 8,985 | ||||||||||
1.000%, 08/15/2024 |
750 | 946 | ||||||||||
Bundesrepublik Deutschland, Ser 00 |
||||||||||||
5.500%, 01/04/2031 |
550 | 1,105 | ||||||||||
Bundesrepublik Deutschland, Ser 03 |
||||||||||||
4.750%, 07/04/2034 |
1,005 | 1,977 | ||||||||||
Bundesschatzanweisungen |
||||||||||||
0.000%, 06/12/2015 (D) |
11,750 | 14,224 | ||||||||||
Continental MTN |
||||||||||||
3.125%, 09/09/2020 |
600 | 817 | ||||||||||
Deutsche Bank |
||||||||||||
1.250%, 09/08/2021 |
1,000 | 1,238 | ||||||||||
Deutsche Bundesrepublik Inflation Linked Bond |
||||||||||||
0.100%, 04/15/2023 |
1,554 | 1,965 | ||||||||||
Deutsche Telekom International Finance MTN |
||||||||||||
7.375%, 12/04/2019 |
GBP | 200 | 389 | |||||||||
E.ON International Finance MTN |
||||||||||||
6.000%, 10/30/2019 |
GBP | 300 | 553 | |||||||||
KFW |
||||||||||||
3.875%, 01/21/2019 |
575 | 803 | ||||||||||
3.375%, 08/30/2017 |
CHF | 370 | 406 | |||||||||
Linde Finance MTN |
||||||||||||
3.875%, 06/01/2021 |
450 | 655 | ||||||||||
Muenchener Rueckversicherungs MTN |
||||||||||||
6.250%, 05/26/2042 (B) |
200 | 302 | ||||||||||
ProSiebenSat.1 Media |
||||||||||||
2.625%, 04/15/2021 |
300 | 381 | ||||||||||
Robert Bosch GmbH MTN |
||||||||||||
1.750%, 07/08/2024 |
600 | 780 |
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Vier Gas Transport GmbH MTN |
||||||||||||
3.125%, 07/10/2023 |
250 | $ | 349 | |||||||||
2.875%, 06/12/2025 |
200 | 276 | ||||||||||
|
|
|||||||||||
49,548 | ||||||||||||
|
|
|||||||||||
Guatemala 0.1% |
||||||||||||
Comcel Trust |
||||||||||||
6.875%, 02/06/2024 |
USD | 230 | 241 | |||||||||
|
|
|||||||||||
Hong Kong 0.1% |
||||||||||||
Hutchison Whampoa |
||||||||||||
1.375%, 10/31/2021 |
EUR | 550 | 674 | |||||||||
|
|
|||||||||||
Ireland 1.8% |
||||||||||||
AIB Mortgage Bank MTN |
||||||||||||
2.625%, 07/29/2016 |
400 | 501 | ||||||||||
Allied Irish Banks MTN |
||||||||||||
2.875%, 11/28/2016 |
400 | 499 | ||||||||||
Aquarius and Investments for Zurich Insurance MTN |
||||||||||||
4.250%, 10/02/2043 (B) |
100 | 137 | ||||||||||
Bank of Ireland MTN |
||||||||||||
3.250%, 01/15/2019 |
150 | 195 | ||||||||||
2.750%, 06/05/2016 |
250 | 310 | ||||||||||
2.080%, 09/22/2015 (A)(B) |
CAD | 205 | 172 | |||||||||
Bank of Ireland Mortgage Bank |
||||||||||||
1.750%, 03/19/2019 |
450 | 573 | ||||||||||
CRH Finland Services MTN |
||||||||||||
2.750%, 10/15/2020 |
350 | 461 | ||||||||||
FGA Capital Ireland MTN |
||||||||||||
2.875%, 01/26/2018 |
210 | 263 | ||||||||||
2.625%, 04/17/2019 |
350 | 439 | ||||||||||
GE Capital UK Funding MTN |
||||||||||||
4.375%, 07/31/2019 |
GBP | 400 | 689 | |||||||||
Ireland Government Bond |
||||||||||||
5.400%, 03/13/2025 |
2,060 | 3,435 | ||||||||||
4.500%, 10/18/2018 |
345 | 483 | ||||||||||
2.400%, 05/15/2030 |
1,050 | 1,367 | ||||||||||
|
|
|||||||||||
9,524 | ||||||||||||
|
|
|||||||||||
Israel 0.1% |
||||||||||||
Israel Government Bond |
||||||||||||
4.250%, 03/31/2023 |
750 | 229 | ||||||||||
Teva Pharmaceutical |
||||||||||||
2.875%, 04/15/2019 |
EUR | 300 | 395 | |||||||||
|
|
|||||||||||
624 | ||||||||||||
|
|
|||||||||||
Italy 9.3% |
||||||||||||
Banca Monte dei Paschi di Siena |
||||||||||||
5.000%, 02/09/2018 |
230 | 312 | ||||||||||
4.875%, 09/15/2016 |
700 | 904 | ||||||||||
Banco Popolare SC MTN |
||||||||||||
3.500%, 03/14/2019 |
350 | 441 | ||||||||||
Buoni Poliennali Del Tesoro |
||||||||||||
4.000%, 02/01/2037 |
120 | 168 | ||||||||||
Edison MTN |
||||||||||||
3.875%, 11/10/2017 |
600 | 794 | ||||||||||
Eni MTN |
||||||||||||
3.625%, 01/29/2029 |
600 | 864 | ||||||||||
Intesa Sanpaolo MTN |
||||||||||||
5.250%, 01/12/2024 |
USD | 375 | 406 | |||||||||
5.017%, 06/26/2024 (A) |
USD | 200 | 194 | |||||||||
4.875%, 07/10/2015 |
300 | 371 | ||||||||||
4.000%, 11/09/2017 |
368 | 484 | ||||||||||
3.928%, 09/15/2026 |
550 | 679 |
3 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
December 31, 2014
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||
Italy Buoni Poliennali Del Tesoro |
||||||||||
6.500%, 11/01/2027 |
305 | $ | 538 | |||||||
5.750%, 02/01/2033 |
150 | 258 | ||||||||
5.500%, 11/01/2022 |
890 | 1,385 | ||||||||
5.000%, 03/01/2022 |
890 | 1,338 | ||||||||
5.000%, 03/01/2025 |
960 | 1,488 | ||||||||
5.000%, 09/01/2040 |
370 | 591 | ||||||||
4.750%, 09/01/2021 |
3,250 | 4,786 | ||||||||
4.750%, 09/01/2044 |
355 | 556 | ||||||||
4.500%, 02/01/2020 |
570 | 809 | ||||||||
4.500%, 03/01/2024 |
7,374 | 10,980 | ||||||||
4.000%, 09/01/2020 |
1,205 | 1,687 | ||||||||
3.750%, 05/01/2021 |
880 | 1,222 | ||||||||
3.750%, 09/01/2024 |
1,425 | 2,012 | ||||||||
3.500%, 11/01/2017 |
2,161 | 2,822 | ||||||||
3.500%, 03/01/2030 |
1,390 | 1,879 | ||||||||
2.750%, 11/15/2016 |
1,100 | 1,386 | ||||||||
2.250%, 04/22/2017 |
4,370 | 5,462 | ||||||||
1.500%, 08/01/2019 |
1,065 | 1,322 | ||||||||
1.150%, 05/15/2017 |
1,490 | 1,825 | ||||||||
Telecom Italia MTN |
||||||||||
4.500%, 01/25/2021 |
400 | 529 | ||||||||
Unione di Banche Italiane MTN |
||||||||||
4.500%, 02/22/2016 |
200 | 253 | ||||||||
|
|
|||||||||
48,745 | ||||||||||
|
|
|||||||||
Japan 16.1% |
||||||||||
Government of Japan 5 Year Bond |
||||||||||
0.300%, 09/20/2015 |
724,100 | 6,053 | ||||||||
0.300%, 09/20/2018 |
1,063,600 | 8,969 | ||||||||
Government of Japan 5 Year Bond, |
||||||||||
0.200%, 09/20/2017 |
850,000 | 7,131 | ||||||||
Government of Japan 10 Year Bond |
||||||||||
0.800%, 09/20/2023 |
911,650 | 7,976 | ||||||||
Government of Japan 10 Year Bond, Ser 301 |
||||||||||
1.500%, 06/20/2019 |
85,300 | 758 | ||||||||
Government of Japan 10 Year Bond, Ser 308 |
||||||||||
1.300%, 06/20/2020 |
155,000 | 1,381 | ||||||||
Government of Japan 10 Year Bond, Ser 313 |
||||||||||
1.300%, 03/20/2021 |
750,000 | 6,738 | ||||||||
Government of Japan 20 Year Bond |
||||||||||
1.700%, 06/20/2033 |
345,300 | 3,241 | ||||||||
1.400%, 09/20/2034 |
107,000 | 948 | ||||||||
Government of Japan 20 Year Bond, Ser 106 |
||||||||||
2.200%, 09/20/2028 |
110,900 | 1,122 | ||||||||
Government of Japan 20 Year Bond, Ser 112 |
||||||||||
2.100%, 06/20/2029 |
249,200 | 2,497 | ||||||||
Government of Japan 20 Year Bond, Ser 128 |
||||||||||
1.900%, 06/20/2031 |
55,000 | 536 | ||||||||
Government of Japan 20 Year Bond, Ser 140 |
||||||||||
1.700%, 09/20/2032 |
34,850 | 329 | ||||||||
Government of Japan 20 Year Bond, Ser 143 |
||||||||||
1.600%, 03/20/2033 |
298,400 | 2,764 |
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Government of Japan 20 Year Bond, Ser 144 |
||||||||||||
1.500%, 03/20/2033 |
146,650 | $ | 1,338 | |||||||||
Government of Japan 20 Year Bond, Ser 55 |
||||||||||||
2.000%, 03/21/2022 |
257,000 | 2,434 | ||||||||||
Government of Japan 20 Year Bond, Ser 99 |
||||||||||||
2.100%, 12/20/2027 |
459,650 | 4,593 | ||||||||||
Government of Japan 30 Year Bond, Ser 30 |
||||||||||||
2.300%, 03/20/2039 |
322,500 | 3,317 | ||||||||||
Government of Japan 30 Year Bond, Ser 33 |
||||||||||||
2.000%, 09/20/2040 |
717,000 | 7,019 | ||||||||||
Government of Japan 30 Year Bond, Ser 34 |
||||||||||||
2.200%, 03/20/2041 |
30,000 | 305 | ||||||||||
Government of Japan 30 Year Bond, Ser 36 |
||||||||||||
2.000%, 03/20/2042 |
94,450 | 927 | ||||||||||
Government of Japan 30 Year Bond, Ser 38 |
||||||||||||
1.800%, 03/20/2043 |
169,800 | 1,601 | ||||||||||
Government of Japan 30 Year Bond, Ser 44 |
||||||||||||
1.700%, 09/20/2044 |
196,850 | 1,815 | ||||||||||
Government of Japan 40 Year Bond, Ser 6 |
||||||||||||
1.900%, 03/20/2053 |
20,000 | 193 | ||||||||||
Japan Treasury Bills (D) |
||||||||||||
0.000%, 01/26/2015 |
380,000 | 3,169 | ||||||||||
0.000%, 02/09/2015 |
450,000 | 3,753 | ||||||||||
0.000%, 03/16/2015 |
260,000 | 2,169 | ||||||||||
Mizuho Financial Group Cayman 3 |
||||||||||||
4.600%, 03/27/2024 |
USD | 306 | 317 | |||||||||
SMFG Preferred Capital |
||||||||||||
10.231%, 01/25/2029 (B) |
GBP | 575 | 1,300 | |||||||||
|
|
|||||||||||
84,693 | ||||||||||||
|
|
|||||||||||
Malaysia 0.1% |
||||||||||||
Malaysia Government Bond |
||||||||||||
5.734%, 07/30/2019 |
1,500 | 463 | ||||||||||
3.418%, 08/15/2022 |
445 | 122 | ||||||||||
|
|
|||||||||||
585 | ||||||||||||
|
|
|||||||||||
Mexico 1.3% |
||||||||||||
Mexican Bonos |
||||||||||||
8.000%, 06/11/2020 |
12,606 | 963 | ||||||||||
7.750%, 11/13/2042 |
9,050 | 707 | ||||||||||
4.750%, 06/14/2018 |
38,475 | 2,604 | ||||||||||
Mexican Bonos, Ser M10 |
||||||||||||
8.500%, 12/13/2018 |
23,860 | 1,824 | ||||||||||
Mexican Bonos, Ser M20 |
||||||||||||
10.000%, 12/05/2024 |
1,941 | 172 | ||||||||||
Petroleos Mexicanos |
||||||||||||
3.500%, 01/30/2023 |
USD | 425 | 406 | |||||||||
|
|
|||||||||||
6,676 | ||||||||||||
|
|
|||||||||||
Morocco 0.1% |
||||||||||||
OCP |
||||||||||||
5.625%, 04/25/2024 |
USD | 390 | 410 | |||||||||
|
|
|||||||||||
Netherlands 5.5% |
||||||||||||
ABN AMRO Bank MTN |
||||||||||||
6.375%, 04/27/2021 |
245 | 369 |
4 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
December 31, 2014
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Achmea MTN |
||||||||||||
2.500%, 11/19/2020 |
625 | $ | 821 | |||||||||
Achmea Bank MTN |
||||||||||||
2.750%, 02/18/2021 |
150 | 199 | ||||||||||
2.375%, 02/08/2016 |
275 | 340 | ||||||||||
Akzo Nobel MTN |
||||||||||||
8.000%, 04/06/2016 |
GBP | 205 | 347 | |||||||||
ASML Holding |
||||||||||||
3.375%, 09/19/2023 |
450 | 631 | ||||||||||
Bharti Airtel International |
||||||||||||
4.000%, 12/10/2018 |
270 | 353 | ||||||||||
Coco-Cola HBC Finance |
||||||||||||
2.375%, 06/18/2020 |
750 | 963 | ||||||||||
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA |
||||||||||||
2.500%, 05/26/2026 (B) |
260 | 320 | ||||||||||
Deutsche Annington Finance MTN |
||||||||||||
3.125%, 07/25/2019 |
300 | 398 | ||||||||||
2.125%, 07/09/2022 |
541 | 692 | ||||||||||
EDP Finance MTN |
||||||||||||
2.625%, 01/18/2022 |
440 | 539 | ||||||||||
Generali Finance MTN |
||||||||||||
4.596%, 11/30/2049 (B) |
550 | 675 | ||||||||||
Heineken MTN |
||||||||||||
2.125%, 08/04/2020 |
200 | 260 | ||||||||||
ING Bank MTN |
||||||||||||
6.125%, 05/29/2023 (B) |
145 | 200 | ||||||||||
5.800%, 09/25/2023 (A) |
USD | 375 | 416 | |||||||||
3.625%, 02/25/2026 (B) |
180 | 235 | ||||||||||
3.375%, 03/23/2017 |
125 | 162 | ||||||||||
Kingdom of Netherlands |
||||||||||||
4.000%, 01/15/2037 |
300 | 553 | ||||||||||
3.500%, 07/15/2020 |
2,825 | 4,047 | ||||||||||
3.250%, 07/15/2021 |
705 | 1,016 | ||||||||||
2.250%, 07/15/2022 |
1,255 | 1,725 | ||||||||||
2.000%, 07/15/2024 |
625 | 848 | ||||||||||
1.750%, 07/15/2023 |
1,015 | 1,351 | ||||||||||
1.750%, 07/15/2023 |
4,250 | 5,657 | ||||||||||
1.250%, 01/15/2019 |
770 | 978 | ||||||||||
NN Group |
||||||||||||
4.625%, 04/08/2044 (B) |
850 | 1,084 | ||||||||||
Repsol International Finance MTN |
||||||||||||
2.625%, 05/28/2020 |
300 | 388 | ||||||||||
Robert Bosch Investment Nederland MTN |
||||||||||||
1.625%, 05/24/2021 |
500 | 644 | ||||||||||
Schaeffler Finance BV |
||||||||||||
7.750%, 02/15/2017 |
235 | 318 | ||||||||||
Shell International Finance |
||||||||||||
2.250%, 01/06/2023 |
USD | 825 | 789 | |||||||||
2.000%, 11/15/2018 |
USD | 560 | 559 | |||||||||
TenneT Holding |
||||||||||||
2.125%, 11/01/2020 |
350 | 455 | ||||||||||
UPCB Finance |
||||||||||||
7.625%, 01/15/2020 |
250 | 315 | ||||||||||
Wuerth Finance International MTN |
||||||||||||
1.750%, 05/21/2020 |
150 | 193 | ||||||||||
|
|
|||||||||||
28,840 | ||||||||||||
|
|
|||||||||||
New Zealand 0.1% |
||||||||||||
Government of New Zealand |
||||||||||||
5.500%, 04/15/2023 |
320 | 282 | ||||||||||
5.000%, 03/15/2019 |
435 | 359 |
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Westpac Securities MTN |
||||||||||||
0.875%, 06/24/2019 |
EUR | 100 | $ | 124 | ||||||||
|
|
|||||||||||
765 | ||||||||||||
|
|
|||||||||||
Norway 0.4% |
||||||||||||
DNB Bank |
||||||||||||
6.012%, 01/29/2049 (B) |
GBP | 150 | 244 | |||||||||
Eksportfinans |
||||||||||||
2.375%, 05/25/2016 |
USD | 200 | 200 | |||||||||
2.000%, 09/15/2015 |
USD | 20 | 20 | |||||||||
Government of Norway |
||||||||||||
4.500%, 05/22/2019 |
2,325 | 357 | ||||||||||
2.000%, 05/24/2023 |
645 | 90 | ||||||||||
Kommunalbanken MTN |
||||||||||||
1.000%, 03/15/2018 (A) |
USD | 800 | 788 | |||||||||
SpareBank 1 Boligkreditt MTN |
||||||||||||
2.375%, 11/22/2016 |
EUR | 170 | 214 | |||||||||
Yara International |
||||||||||||
7.875%, 06/11/2019 (A) |
USD | 185 | 220 | |||||||||
|
|
|||||||||||
2,133 | ||||||||||||
|
|
|||||||||||
Peru 0.1% |
||||||||||||
Minsur |
||||||||||||
6.250%, 02/07/2024 |
USD | 230 | 248 | |||||||||
|
|
|||||||||||
Poland 0.4% |
||||||||||||
Republic of Poland |
||||||||||||
5.125%, 04/21/2021 |
USD | 135 | 152 | |||||||||
4.000%, 10/25/2023 |
300 | 95 | ||||||||||
2.500%, 07/25/2018 |
710 | 203 | ||||||||||
Republic of Poland, Ser 1019 |
||||||||||||
5.500%, 10/25/2019 |
1,475 | 478 | ||||||||||
Republic of Poland, Ser 1021 |
||||||||||||
5.750%, 10/25/2021 |
3,490 | 1,194 | ||||||||||
|
|
|||||||||||
2,122 | ||||||||||||
|
|
|||||||||||
Portugal 0.3% |
||||||||||||
Caixa Geral de Depositos MTN |
||||||||||||
3.000%, 01/15/2019 |
300 | 396 | ||||||||||
Portugal Obrigacoes do Tesouro OT |
||||||||||||
4.750%, 06/14/2019 |
290 | 400 | ||||||||||
3.875%, 02/15/2030 |
215 | 272 | ||||||||||
3.850%, 04/15/2021 |
240 | 322 | ||||||||||
|
|
|||||||||||
1,390 | ||||||||||||
|
|
|||||||||||
Romania 0.0% |
||||||||||||
Romanian Government International Bond MTN |
||||||||||||
4.625%, 09/18/2020 |
EUR | 40 | 56 | |||||||||
3.625%, 04/24/2024 |
EUR | 20 | 27 | |||||||||
|
|
|||||||||||
83 | ||||||||||||
|
|
|||||||||||
Singapore 0.4% |
||||||||||||
Government of Singapore |
||||||||||||
4.000%, 09/01/2018 |
495 | 411 | ||||||||||
3.125%, 09/01/2022 |
275 | 222 | ||||||||||
Singapore Government Bond |
||||||||||||
3.375%, 09/01/2033 |
900 | 737 | ||||||||||
Temasek Financial I MTN |
||||||||||||
2.375%, 01/23/2023 (A) |
USD | 495 | 481 | |||||||||
|
|
|||||||||||
1,851 | ||||||||||||
|
|
|||||||||||
Slovak Republic 0.0% |
||||||||||||
Slovakia Government Bond |
||||||||||||
3.375%, 11/15/2024 |
110 | 161 | ||||||||||
|
|
5 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
December 31, 2014
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
South Africa 0.5% |
||||||||||||
Gold Fields Orogen Holding |
||||||||||||
4.875%, 10/07/2020 |
USD | 400 | $ | 336 | ||||||||
Republic of South Africa |
||||||||||||
8.250%, 09/15/2017 |
15,605 | 1,391 | ||||||||||
8.000%, 01/31/2030 |
2,820 | 237 | ||||||||||
7.000%, 02/28/2031 |
5,005 | 377 | ||||||||||
|
|
|||||||||||
2,341 | ||||||||||||
|
|
|||||||||||
South Korea 0.6% |
||||||||||||
Korea Treasury Bond |
||||||||||||
4.250%, 06/10/2021 |
1,270,230 | 1,281 | ||||||||||
4.000%, 12/10/2031 |
510,000 | 539 | ||||||||||
3.500%, 09/10/2016 |
973,960 | 907 | ||||||||||
3.500%, 03/10/2024 |
194,510 | 190 | ||||||||||
2.750%, 03/10/2018 |
511,230 | 474 | ||||||||||
|
|
|||||||||||
3,391 | ||||||||||||
|
|
|||||||||||
Spain 4.9% |
||||||||||||
Ayt Cedulas Cajas Global |
||||||||||||
3.750%, 12/14/2022 |
200 | 282 | ||||||||||
AyT Cedulas Cajas X Fondo de Titulizacion de Activos |
||||||||||||
0.150%, 06/30/2015 (B) |
200 | 241 | ||||||||||
Banco de Sabadell |
||||||||||||
3.375%, 01/23/2018 |
100 | 132 | ||||||||||
Banco Popular Espanol |
||||||||||||
4.000%, 10/18/2016 |
100 | 129 | ||||||||||
3.750%, 01/22/2019 |
100 | 136 | ||||||||||
2.125%, 10/08/2019 |
100 | 129 | ||||||||||
Bankia |
||||||||||||
4.000%, 02/03/2025 |
300 | 447 | ||||||||||
CaixaBank |
||||||||||||
0.154%, 01/09/2018 (A)(B) |
200 | 239 | ||||||||||
Ferrovial Emisiones MTN |
||||||||||||
3.375%, 06/07/2021 |
475 | 651 | ||||||||||
Fondo de Amortizacion del Deficit Electrico MTN |
||||||||||||
4.125%, 03/17/2017 |
200 | 261 | ||||||||||
2.250%, 12/17/2016 |
700 | 874 | ||||||||||
Fundacion Bancaria Caixa dEstalvis i Pensions de Barcelona |
||||||||||||
2.375%, 05/09/2019 |
700 | 882 | ||||||||||
Government of Spain |
||||||||||||
6.000%, 01/31/2029 |
465 | 813 | ||||||||||
5.850%, 01/31/2022 |
470 | 749 | ||||||||||
5.500%, 07/30/2017 |
315 | 429 | ||||||||||
5.500%, 04/30/2021 |
1,980 | 3,041 | ||||||||||
5.150%, 10/31/2044 |
680 | 1,177 | ||||||||||
4.850%, 10/31/2020 |
1,430 | 2,105 | ||||||||||
4.700%, 07/30/2041 |
295 | 478 | ||||||||||
3.800%, 04/30/2024 |
1,000 | 1,448 | ||||||||||
3.300%, 07/30/2016 |
3,400 | 4,295 | ||||||||||
3.150%, 01/31/2016 |
1,350 | 1,683 | ||||||||||
2.750%, 04/30/2019 |
855 | 1,122 | ||||||||||
2.750%, 10/31/2024 |
585 | 781 | ||||||||||
1.800%, 11/30/2024 |
1,503 | 2,015 | ||||||||||
Santander Consumer Finance |
||||||||||||
3.875%, 03/23/2016 |
200 | 252 | ||||||||||
Santander International Debt MTN |
||||||||||||
4.625%, 03/21/2016 |
700 | 889 | ||||||||||
|
|
|||||||||||
25,680 | ||||||||||||
|
|
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Supra-National 0.8% |
||||||||||||
European Financial Stability Facility |
||||||||||||
1.625%, 07/17/2020 |
EUR | 1,700 | $ | 2,207 | ||||||||
European Investment Bank MTN |
||||||||||||
2.750%, 09/15/2021 |
EUR | 1,000 | 1,402 | |||||||||
1.375%, 09/15/2021 |
EUR | 575 | 742 | |||||||||
|
|
|||||||||||
4,351 | ||||||||||||
|
|
|||||||||||
Sweden 0.8% |
||||||||||||
Akzo Nobel Sweden Finance MTN |
||||||||||||
2.625%, 07/27/2022 |
EUR | 150 | 202 | |||||||||
Kingdom of Sweden |
||||||||||||
3.500%, 03/30/2039 |
260 | 46 | ||||||||||
1.500%, 11/13/2023 |
2,200 | 297 | ||||||||||
Kingdom of Sweden, Ser 1047 |
||||||||||||
5.000%, 12/01/2020 |
3,700 | 599 | ||||||||||
Kingdom of Sweden, Ser 1052 |
||||||||||||
4.250%, 03/12/2019 |
4,485 | 671 | ||||||||||
Kingdom of Sweden, Ser 1054 |
||||||||||||
3.500%, 06/01/2022 |
3,535 | 545 | ||||||||||
Nordea Bank MTN |
||||||||||||
4.500%, 03/26/2020 |
EUR | 225 | 315 | |||||||||
4.000%, 03/29/2021 |
EUR | 255 | 354 | |||||||||
Skandinaviska Enskilda Banken MTN |
||||||||||||
1.875%, 11/14/2019 |
EUR | 175 | 226 | |||||||||
Svenska Handelsbanken |
||||||||||||
2.656%, 01/15/2024 (B) |
EUR | 651 | 820 | |||||||||
|
|
|||||||||||
4,075 | ||||||||||||
|
|
|||||||||||
Switzerland 0.8% |
||||||||||||
Credit Suisse MTN |
||||||||||||
5.750%, 09/18/2025 (B) |
EUR | 250 | 342 | |||||||||
4.750%, 08/05/2019 |
EUR | 400 | 573 | |||||||||
Government of Switzerland |
||||||||||||
3.000%, 05/12/2019 |
160 | 183 | ||||||||||
2.000%, 04/28/2021 |
1,070 | 1,208 | ||||||||||
2.000%, 05/25/2022 |
110 | 126 | ||||||||||
1.500%, 04/30/2042 |
120 | 142 | ||||||||||
1.250%, 06/11/2024 |
100 | 109 | ||||||||||
UBS MTN |
||||||||||||
6.625%, 04/11/2018 |
GBP | 150 | 271 | |||||||||
6.375%, 07/20/2016 |
GBP | 160 | 270 | |||||||||
4.750%, 02/12/2026 (B) |
EUR | 500 | 648 | |||||||||
4.280%, 04/29/2049 (B) |
EUR | 200 | 242 | |||||||||
|
|
|||||||||||
4,114 | ||||||||||||
|
|
|||||||||||
Thailand 0.1% |
||||||||||||
Thailand Government Bond |
||||||||||||
3.650%, 12/17/2021 |
16,020 | 519 | ||||||||||
3.625%, 06/16/2023 |
3,705 | 121 | ||||||||||
|
|
|||||||||||
640 | ||||||||||||
|
|
|||||||||||
Turkey 0.0% |
||||||||||||
Republic of Turkey |
||||||||||||
5.500%, 02/16/2017 |
EUR | 50 | 66 | |||||||||
|
|
|||||||||||
United Arab Emirates 0.1% |
||||||||||||
Emirates Telecommunications MTN |
||||||||||||
2.750%, 06/18/2026 |
EUR | 275 | 354 | |||||||||
IPIC GMTN MTN |
||||||||||||
6.875%, 03/14/2026 |
GBP | 100 | 199 | |||||||||
5.875%, 03/14/2021 |
EUR | 125 | 190 | |||||||||
|
|
|||||||||||
743 | ||||||||||||
|
|
6 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
December 31, 2014
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
United Kingdom 16.4% |
||||||||||||
AA Bond |
||||||||||||
4.720%, 07/02/2043 |
500 | $ | 834 | |||||||||
Abbey National Treasury Services MTN |
||||||||||||
5.250%, 02/16/2029 |
450 | 911 | ||||||||||
5.125%, 04/14/2021 |
300 | 556 | ||||||||||
4.250%, 04/12/2021 |
EUR | 350 | 520 | |||||||||
3.625%, 09/08/2016 |
EUR | 300 | 384 | |||||||||
2.000%, 01/14/2019 |
EUR | 400 | 510 | |||||||||
1.750%, 01/15/2018 |
EUR | 525 | 658 | |||||||||
Aviva |
||||||||||||
6.875%, 05/22/2038 (B) |
EUR | 195 | 271 | |||||||||
6.125%, 11/14/2036 (B) |
200 | 354 | ||||||||||
AWG Parent |
||||||||||||
6.875%, 08/21/2023 |
230 | 473 | ||||||||||
BAE Systems |
||||||||||||
4.125%, 06/08/2022 |
250 | 423 | ||||||||||
Bank of Scotland MTN |
||||||||||||
4.750%, 06/08/2022 |
EUR | 290 | 456 | |||||||||
4.625%, 06/08/2017 |
EUR | 275 | 368 | |||||||||
Barclays Bank MTN |
||||||||||||
6.750%, 01/16/2023 (B) |
350 | 596 | ||||||||||
6.625%, 03/30/2022 |
EUR | 340 | 531 | |||||||||
4.250%, 01/12/2022 |
250 | 446 | ||||||||||
BAT International Finance MTN |
||||||||||||
7.250%, 03/12/2024 |
250 | 526 | ||||||||||
5.375%, 06/29/2017 |
EUR | 425 | 578 | |||||||||
Bishopsgate Asset Finance |
||||||||||||
4.808%, 08/14/2044 |
180 | 293 | ||||||||||
Boparan Finance |
||||||||||||
5.250%, 07/15/2019 |
140 | 187 | ||||||||||
BP Capital Markets MTN |
||||||||||||
2.994%, 02/18/2019 |
EUR | 162 | 214 | |||||||||
2.177%, 09/28/2021 |
EUR | 245 | 317 | |||||||||
British American Tobacco Holdings MTN |
||||||||||||
4.000%, 07/07/2020 |
100 | 143 | ||||||||||
Canary Wharf Finance II |
||||||||||||
6.455%, 04/22/2030 |
16 | 32 | ||||||||||
Channel Link Enterprises Finance |
||||||||||||
3.559%, 06/30/2050 (B) |
EUR | 700 | 841 | |||||||||
Co-Operative Bank |
||||||||||||
4.750%, 11/11/2021 |
250 | 435 | ||||||||||
Coventry Building Society MTN |
||||||||||||
4.625%, 04/19/2018 |
230 | 396 | ||||||||||
Direct Line Insurance Group |
||||||||||||
9.250%, 04/27/2042 (B) |
100 | 199 | ||||||||||
Eastern Power Networks MTN |
||||||||||||
6.250%, 11/12/2036 |
160 | 338 | ||||||||||
ENW Finance MTN |
||||||||||||
6.125%, 07/21/2021 |
350 | 656 | ||||||||||
Eversholt Funding MTN |
||||||||||||
6.697%, 02/22/2035 |
100 | 206 | ||||||||||
FCE Bank MTN |
||||||||||||
5.125%, 11/16/2015 |
200 | 322 | ||||||||||
4.825%, 02/15/2017 |
200 | 332 | ||||||||||
1.875%, 05/12/2016 |
EUR | 250 | 308 | |||||||||
1.625%, 09/09/2016 |
EUR | 100 | 123 | |||||||||
First Hydro Finance |
||||||||||||
9.000%, 07/31/2021 |
220 | 466 | ||||||||||
Great Rolling Stock MTN |
||||||||||||
6.250%, 07/27/2020 |
300 | 549 |
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
HBOS Capital Funding |
||||||||||||
6.461%, 11/30/2049 (B) |
115 | $ | 187 | |||||||||
Heathrow Funding MTN |
||||||||||||
1.875%, 05/23/2022 |
175 | 221 | ||||||||||
HSBC Bank MTN |
||||||||||||
4.750%, 09/29/2020 (B) |
225 | 356 | ||||||||||
4.125%, 08/12/2020 |
USD | 375 | 406 | |||||||||
HSBC Holdings MTN |
||||||||||||
6.500%, 05/20/2024 |
250 | 507 | ||||||||||
Imperial Tobacco Finance MTN |
||||||||||||
8.375%, 02/17/2016 |
EUR | 575 | 757 | |||||||||
5.500%, 09/28/2026 |
350 | 647 | ||||||||||
3.375%, 02/26/2026 |
EUR | 400 | 548 | |||||||||
2.250%, 02/26/2021 |
EUR | 400 | 514 | |||||||||
Intu SGS Finance MTN |
||||||||||||
3.875%, 03/17/2023 (C) |
250 | 404 | ||||||||||
Lloyds Banking Group |
||||||||||||
7.000%, 12/29/2049 (B) |
750 | 1,161 | ||||||||||
Lloyds TSB Bank MTN |
||||||||||||
6.500%, 03/24/2020 |
EUR | 275 | 410 | |||||||||
4.625%, 02/02/2017 |
EUR | 150 | 197 | |||||||||
Mondi Finance MTN |
||||||||||||
3.375%, 09/28/2020 |
EUR | 400 | 535 | |||||||||
Motability Operations Group MTN |
||||||||||||
3.750%, 11/29/2017 |
EUR | 300 | 398 | |||||||||
National Westminster Bank |
||||||||||||
6.500%, 09/07/2021 |
220 | 389 | ||||||||||
6.500%, 09/07/2021 |
550 | 972 | ||||||||||
Nationwide Building Society MTN |
||||||||||||
4.625%, 02/08/2021 |
EUR | 550 | 830 | |||||||||
4.125%, 03/20/2023 (B) |
EUR | 1,200 | 1,550 | |||||||||
Network Rail Infrastructure Finance MTN |
||||||||||||
4.400%, 03/06/2016 |
CAD | 690 | 617 | |||||||||
Northumbrian Water Finance |
||||||||||||
6.875%, 02/06/2023 |
190 | 381 | ||||||||||
6.000%, 10/11/2017 |
500 | 874 | ||||||||||
NRAM Covered Bond |
||||||||||||
5.625%, 06/22/2017 (A) |
USD | 1,750 | 1,917 | |||||||||
Paragon Offshore |
||||||||||||
7.250%, 08/15/2024 (A) |
USD | 214 | 128 | |||||||||
6.750%, 07/15/2022 (A) |
USD | 30 | 18 | |||||||||
PGH Capital |
||||||||||||
5.750%, 07/07/2021 |
250 | 416 | ||||||||||
RL Finance Bonds No. 2 |
||||||||||||
6.125%, 11/30/2043 (B) |
100 | 168 | ||||||||||
Rolls-Royce |
||||||||||||
6.750%, 04/30/2019 |
100 | 188 | ||||||||||
Royal Bank of Scotland |
||||||||||||
9.500%, 03/16/2022 (B) |
USD | 200 | 227 | |||||||||
6.934%, 04/09/2018 |
EUR | 300 | 418 | |||||||||
5.125%, 01/13/2024 |
400 | 764 | ||||||||||
Severn Trent Utilities Finance |
||||||||||||
6.125%, 02/26/2024 |
195 | 382 | ||||||||||
Sky MTN |
||||||||||||
3.750%, 09/16/2024 (A) |
USD | 211 | 212 | |||||||||
2.500%, 09/15/2026 |
EUR | 500 | 637 | |||||||||
1.500%, 09/15/2021 |
EUR | 250 | 308 | |||||||||
Southern Gas Networks MTN |
||||||||||||
4.875%, 10/05/2023 |
215 | 388 | ||||||||||
Standard Chartered MTN |
||||||||||||
4.000%, 07/12/2022 (B) |
USD | 390 | 396 | |||||||||
Standard Life MTN |
||||||||||||
5.500%, 12/04/2042 (B) |
250 | 422 |
7 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
December 31, 2014
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
5.314%, 01/06/2049 (B) |
EUR | 230 | $ | 279 | ||||||||
Tesco |
||||||||||||
6.052%, 10/13/2039 |
103 | 167 | ||||||||||
Tesco Property Finance 3 |
||||||||||||
5.744%, 04/13/2040 |
59 | 91 | ||||||||||
Thames Water Utilities Cayman Finance |
||||||||||||
4.000%, 06/19/2025 |
335 | 568 | ||||||||||
United Kingdom Gilt |
||||||||||||
5.000%, 03/07/2018 |
2,545 | 4,491 | ||||||||||
4.500%, 09/07/2034 |
250 | 523 | ||||||||||
4.500%, 12/07/2042 |
1,675 | 3,686 | ||||||||||
4.250%, 12/07/2027 |
125 | 245 | ||||||||||
4.250%, 06/07/2032 |
110 | 221 | ||||||||||
3.750%, 09/07/2019 |
2,990 | 5,217 | ||||||||||
3.750%, 09/07/2020 |
215 | 380 | ||||||||||
3.750%, 07/22/2052 |
450 | 918 | ||||||||||
3.500%, 01/22/2045 |
675 | 1,270 | ||||||||||
3.250%, 01/22/2044 |
745 | 1,340 | ||||||||||
2.750%, 09/07/2024 |
345 | 585 | ||||||||||
2.750%, 09/07/2024 |
340 | 577 | ||||||||||
2.250%, 09/07/2023 |
2,530 | 4,134 | ||||||||||
2.000%, 07/22/2020 |
945 | 1,525 | ||||||||||
1.750%, 07/22/2019 |
5,830 | 9,324 | ||||||||||
United Kingdom Treasury |
||||||||||||
4.750%, 12/07/2030 |
1,380 | 2,906 | ||||||||||
4.750%, 12/07/2038 |
350 | 778 | ||||||||||
4.250%, 03/07/2036 |
770 | 1,573 | ||||||||||
4.250%, 09/07/2039 |
1,170 | 2,437 | ||||||||||
4.000%, 03/07/2022 |
2,170 | 3,969 | ||||||||||
1.750%, 01/22/2017 |
800 | 1,279 | ||||||||||
Wales & West Utilities Finance |
||||||||||||
6.750%, 12/17/2036 (B) |
200 | 360 | ||||||||||
6.250%, 11/30/2021 |
240 | 461 | ||||||||||
Western Power Distribution South West |
||||||||||||
5.750%, 03/23/2040 |
200 | 405 | ||||||||||
Western Power Distribution West Midlands |
||||||||||||
3.875%, 10/17/2024 |
230 | 385 | ||||||||||
Yorkshire Power Finance |
||||||||||||
7.250%, 08/04/2028 |
208 | 448 | ||||||||||
Yorkshire Water Services Bradford Finance |
||||||||||||
6.375%, 08/19/2039 |
100 | 223 | ||||||||||
|
|
|||||||||||
86,367 | ||||||||||||
|
|
|||||||||||
United States 5.5% |
||||||||||||
21st Century Fox America |
||||||||||||
4.500%, 02/15/2021 |
75 | 82 | ||||||||||
Aetna |
||||||||||||
2.750%, 11/15/2022 |
165 | 160 | ||||||||||
Altria Group |
||||||||||||
4.750%, 05/05/2021 |
180 | 199 | ||||||||||
4.250%, 08/09/2042 |
265 | 254 | ||||||||||
American Equity Investment Life Holding |
||||||||||||
6.625%, 07/15/2021 |
144 | 153 | ||||||||||
American International Group |
||||||||||||
8.175%, 05/15/2058 (B) |
240 | 325 | ||||||||||
5.750%, 03/15/2067 |
150 | 242 | ||||||||||
Anthem |
||||||||||||
4.650%, 01/15/2043 |
110 | 114 | ||||||||||
2.300%, 07/15/2018 |
150 | 151 |
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
AT&T |
||||||||||||
5.875%, 04/28/2017 |
GBP | 200 | $ | 342 | ||||||||
4.875%, 06/01/2044 |
GBP | 130 | 225 | |||||||||
Bank of America MTN |
||||||||||||
0.919%, 03/28/2018 (B) |
EUR | 300 | 358 | |||||||||
0.634%, 09/14/2018 (B) |
EUR | 375 | 443 | |||||||||
Bristol-Myers Squibb |
||||||||||||
2.000%, 08/01/2022 |
670 | 636 | ||||||||||
Chevron |
||||||||||||
2.355%, 12/05/2022 |
810 | 785 | ||||||||||
Citigroup |
||||||||||||
4.450%, 01/10/2017 |
250 | 264 | ||||||||||
2.375%, 05/22/2024 |
EUR | 700 | 916 | |||||||||
2.125%, 09/10/2026 |
EUR | 650 | 820 | |||||||||
Coca-Cola |
||||||||||||
2.750%, 05/06/2026 |
EUR | 160 | 212 | |||||||||
Diamond Offshore Drilling |
||||||||||||
4.875%, 11/01/2043 |
130 | 111 | ||||||||||
Discovery Communications |
||||||||||||
2.375%, 03/07/2022 |
EUR | 350 | 453 | |||||||||
Dover MTN |
||||||||||||
2.125%, 12/01/2020 |
EUR | 250 | 325 | |||||||||
General Electric |
||||||||||||
2.700%, 10/09/2022 |
320 | 320 | ||||||||||
General Electric Capital MTN |
||||||||||||
5.500%, 01/08/2020 |
305 | 349 | ||||||||||
5.300%, 02/11/2021 |
205 | 234 | ||||||||||
4.625%, 01/07/2021 |
750 | 836 | ||||||||||
Glencore Funding |
||||||||||||
4.125%, 05/30/2023 (A) |
94 | 92 | ||||||||||
Goldman Sachs Group MTN |
||||||||||||
4.250%, 01/29/2026 |
GBP | 190 | 320 | |||||||||
2.625%, 08/19/2020 |
EUR | 350 | 461 | |||||||||
Healthcare Trust of America Holdings |
||||||||||||
3.375%, 07/15/2021 (C) |
86 | 86 | ||||||||||
Illinois Tool Works MTN |
||||||||||||
3.000%, 05/19/2034 |
EUR | 400 | 555 | |||||||||
INEOS Group Holdings |
||||||||||||
5.750%, 02/15/2019 |
350 | 407 | ||||||||||
Intelsat Jackson Holdings |
||||||||||||
5.500%, 08/01/2023 |
240 | 239 | ||||||||||
International Business Machines MTN |
||||||||||||
1.375%, 11/19/2019 |
EUR | 250 | 315 | |||||||||
Jefferies Group MTN |
||||||||||||
2.375%, 05/20/2020 |
EUR | 700 | 862 | |||||||||
John Deere Bank MTN |
||||||||||||
1.500%, 07/16/2018 |
250 | 314 | ||||||||||
JPMorgan Chase Bank |
||||||||||||
0.769%, 05/31/2017 (B) |
EUR | 1,250 | 1,509 | |||||||||
JPMorgan Chase MTN |
||||||||||||
0.479%, 10/12/2015 (B) |
EUR | 350 | 423 | |||||||||
Merck |
||||||||||||
2.500%, 10/15/2034 |
500 | 667 | ||||||||||
1.875%, 10/15/2026 |
300 | 380 | ||||||||||
1.125%, 10/15/2021 |
400 | 496 | ||||||||||
Metropolitan Life Global Funding I MTN |
||||||||||||
4.625%, 05/16/2017 |
EUR | 200 | 266 | |||||||||
Morgan Stanley MTN |
||||||||||||
5.375%, 08/10/2020 |
EUR | 150 | 224 | |||||||||
3.750%, 09/21/2017 |
EUR | 350 | 459 | |||||||||
2.375%, 03/31/2021 |
EUR | 1,250 | 1,625 |
8 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
December 31, 2014
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Nabors Industries |
||||||||||||
5.100%, 09/15/2023 |
262 | $ | 249 | |||||||||
Nissan Motor Acceptance |
||||||||||||
2.350%, 03/04/2019 (A) |
540 | 541 | ||||||||||
Offshore Group Investment |
||||||||||||
7.125%, 04/01/2023 |
218 | 155 | ||||||||||
Owens Corning |
||||||||||||
6.500%, 12/01/2016 |
9 | 10 | ||||||||||
Philip Morris International |
||||||||||||
2.900%, 11/15/2021 |
325 | 330 | ||||||||||
2.875%, 05/30/2024 |
EUR | 100 | 138 | |||||||||
2.875%, 03/03/2026 |
EUR | 435 | 598 | |||||||||
2.125%, 05/30/2019 |
EUR | 100 | 129 | |||||||||
PNC Funding |
||||||||||||
5.125%, 02/08/2020 |
300 | 337 | ||||||||||
3.300%, 03/08/2022 |
150 | 154 | ||||||||||
Priceline Group |
||||||||||||
2.375%, 09/23/2024 |
EUR | 250 | 321 | |||||||||
Principal Financial Group |
||||||||||||
1.850%, 11/15/2017 |
175 | 175 | ||||||||||
Procter & Gamble |
||||||||||||
2.000%, 11/05/2021 |
EUR | 150 | 197 | |||||||||
Prologis International Funding II MTN |
||||||||||||
2.875%, 04/04/2022 |
220 | 288 | ||||||||||
Prologis |
||||||||||||
3.375%, 02/20/2024 |
EUR | 300 | 414 | |||||||||
3.000%, 01/18/2022 |
EUR | 250 | 334 | |||||||||
3.000%, 06/02/2026 |
EUR | 200 | 264 | |||||||||
Prudential Financial |
||||||||||||
5.625%, 06/15/2043 (B) |
545 | 557 | ||||||||||
Rabobank Capital Funding Trust IV |
||||||||||||
5.556%, 12/31/2019 (B) |
GBP | 153 | 249 | |||||||||
Regency Energy Partners |
||||||||||||
4.500%, 11/01/2023 |
72 | 66 | ||||||||||
Republic Services |
||||||||||||
4.750%, 05/15/2023 |
155 | 172 | ||||||||||
Reynolds American |
||||||||||||
3.250%, 11/01/2022 |
180 | 175 | ||||||||||
Ryder System MTN |
||||||||||||
5.850%, 11/01/2016 |
116 | 125 | ||||||||||
Sabine Pass Liquefaction |
||||||||||||
5.750%, 05/15/2024 |
230 | 226 | ||||||||||
Seagate HDD |
||||||||||||
4.750%, 01/01/2025 (A) |
123 | 127 | ||||||||||
Sirius XM Radio |
||||||||||||
4.625%, 05/15/2023 (A) |
254 | 237 | ||||||||||
SM Energy |
||||||||||||
6.500%, 01/01/2023 |
16 | 15 | ||||||||||
Societe Generale |
||||||||||||
5.922%, 04/05/2017 (A)(B) |
180 | 187 | ||||||||||
Sprint |
||||||||||||
7.875%, 09/15/2023 |
187 | 185 | ||||||||||
Thermo Fisher Scientific |
||||||||||||
2.000%, 04/15/2025 |
164 | 205 | ||||||||||
Time Warner Cable |
||||||||||||
5.750%, 06/02/2031 |
GBP | 250 | 474 | |||||||||
UBS MTN |
||||||||||||
5.875%, 12/20/2017 |
USD | 247 | 276 | |||||||||
United Technologies |
||||||||||||
1.800%, 06/01/2017 |
201 | 204 | ||||||||||
Verizon Communications |
||||||||||||
6.550%, 09/15/2043 |
165 | 211 |
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||
5.012%, 08/21/2054 (A) |
44 | $ | 45 | |||||||
2.625%, 12/01/2031 |
100 | 123 | ||||||||
1.625%, 03/01/2024 |
700 | 858 | ||||||||
Viacom |
||||||||||
3.875%, 04/01/2024 |
148 | 149 | ||||||||
Wells Fargo MTN |
||||||||||
4.600%, 04/01/2021 |
75 | 83 | ||||||||
Williams Partners |
||||||||||
3.900%, 01/15/2025 |
228 | 219 | ||||||||
Windstream |
||||||||||
7.500%, 04/01/2023 |
57 | 57 | ||||||||
|
|
|||||||||
28,868 | ||||||||||
|
|
|||||||||
Total Global Bonds |
485,618 | |||||||||
|
|
|||||||||
MORTGAGE-BACKED SECURITIES 2.0% |
|
|||||||||
Agency Mortgage-Backed Obligation 0.1% |
|
|||||||||
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2014- HQ2, Cl M1 |
||||||||||
1.620%, 09/25/2024 (A)(B) |
424 | 421 | ||||||||
FHLMC, Ser K501, Cl X1A, IO |
||||||||||
1.807%, 08/25/2016 (B) |
286 | 5 | ||||||||
|
|
|||||||||
426 | ||||||||||
|
|
|||||||||
Non-Agency Mortgage-Backed Obligation 1.9% |
|
|||||||||
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-6, Cl 3A |
||||||||||
2.666%, 09/25/2034 (A)(B) |
90 | 87 | ||||||||
Bear Stearns Commercial Mortgage Securities, Ser 2005- PW10, Cl A4 |
||||||||||
5.405%, 12/11/2040 (B) |
200 | 205 | ||||||||
Bear Stearns Commercial Mortgage Securities, Ser 2005- PWR9, Cl A4A |
||||||||||
4.871%, 09/11/2042 |
90 | 92 | ||||||||
Bear Stearns Commercial Mortgage Securities, Ser 2005- T20, Cl A4A |
||||||||||
5.281%, 10/12/2042 (B) |
38 | 39 | ||||||||
Bear Stearns Commercial Mortgage Securities, Ser 2006- PW13, Cl AJ |
||||||||||
5.611%, 09/11/2041 (B) |
241 | 247 | ||||||||
Bear Stearns Commercial Mortgage Securities, Ser 2006- T24, Cl A4 |
||||||||||
5.537%, 10/12/2041 |
188 | 199 | ||||||||
Bear Stearns Commercial Mortgage Securities, Ser 2007- PW15, Cl A4 |
||||||||||
5.331%, 02/11/2044 |
74 | 79 | ||||||||
Bear Stearns Commercial Mortgage Securities, Ser 2007- PW16, Cl A4 |
||||||||||
5.898%, 06/11/2040 (B) |
76 | 82 | ||||||||
Bear Stearns Commercial Mortgage Securities, Ser 2007- PW17, Cl A4 |
||||||||||
5.694%, 06/11/2050 (B) |
175 | 190 |
9 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
December 31, 2014
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||
Bear Stearns Commercial Mortgage Securities, Ser 2007- T26, Cl A4 |
||||||||||
5.471%, 01/12/2045 (B) |
65 | $ | 69 | |||||||
CD Mortgage Trust, Ser 2007- CD5, Cl A4 |
||||||||||
5.886%, 11/15/2044 (B) |
87 | 95 | ||||||||
Citigroup Commercial Mortgage Trust, Ser 2006-C4, Cl A3 |
||||||||||
5.965%, 03/15/2049 (B) |
140 | 147 | ||||||||
Citigroup Commercial Mortgage Trust, Ser 2008-C7, Cl A4 |
||||||||||
6.338%, 12/10/2049 (B) |
431 | 472 | ||||||||
Citigroup Commercial Mortgage Trust, Ser 2014-GC19, Cl D |
||||||||||
4.900%, 03/10/2047 (A)(B) |
20 | 19 | ||||||||
Citigroup Mortgage Loan Trust, Ser 2005-2, Cl 1A4 |
||||||||||
2.597%, 05/25/2035 (A)(B) |
572 | 551 | ||||||||
COBALT Commercial Mortgage Trust, Ser 2006-C1, Cl AM |
||||||||||
5.254%, 08/15/2048 |
35 | 36 | ||||||||
COBALT Commercial Mortgage Trust, Ser 2006-C1, Cl A4 |
||||||||||
5.223%, 08/15/2048 |
45 | 47 | ||||||||
COMM Mortgage Trust, Ser 2006- C7, Cl A4 |
||||||||||
5.756%, 06/10/2046 (B) |
125 | 131 | ||||||||
COMM Mortgage Trust, Ser 2013- CCRE9, Cl A4 |
||||||||||
4.238%, 07/10/2045 (B) |
35 | 38 | ||||||||
COMM Mortgage Trust, Ser 2013- CR8, Cl A4 |
||||||||||
3.334%, 06/10/2046 |
130 | 134 | ||||||||
COMM Mortgage Trust, Ser 2013- CR9, Cl A3 |
||||||||||
4.022%, 07/10/2045 |
50 | 54 | ||||||||
COMM Mortgage Trust, Ser 2014- CCRE14, Cl A3 |
||||||||||
3.955%, 02/10/2047 |
70 | 75 | ||||||||
COMM Mortgage Trust, Ser 2014- SAVA, Cl A |
||||||||||
1.311%, 06/15/2034 (A)(B) |
230 | 230 | ||||||||
COMM Mortgage Trust, Ser 2014- UBS4, Cl A5 |
||||||||||
3.694%, 08/10/2047 |
65 | 68 | ||||||||
Commercial Mortgage Loan Trust, Ser 2008-LS1, Cl A4B |
||||||||||
6.241%, 12/10/2049 (B) |
275 | 296 | ||||||||
Commercial Mortgage Pass- Through Certificates, Ser 2008- C1, Cl A3 |
||||||||||
5.970%, 02/15/2041 (B) |
55 | 60 | ||||||||
Commerical Mortgage Trust, Ser 2006-GG7, Cl A4 |
||||||||||
6.014%, 07/10/2038 (B) |
141 | 147 | ||||||||
Commerical Mortgage Trust, Ser 2007-GG11, Cl A4 |
||||||||||
5.736%, 12/10/2049 |
240 | 260 | ||||||||
Commerical Mortgage Trust, Ser 2007-GG9, Cl AM |
||||||||||
5.475%, 03/10/2039 |
370 | 388 |
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Credit Suisse First Boston Mortgage Securities, |
||||||||||||
4.877%, 04/15/2037 |
85 | $ | 85 | |||||||||
Eddystone Finance, Ser 2006-1, |
||||||||||||
1.083%, 04/19/2021 (B) |
GBP | 119 | 183 | |||||||||
FNMA Connecticut Avenue Securities, Ser 2013-C01, |
||||||||||||
2.155%, 10/25/2023 (A)(B) |
123 | 123 | ||||||||||
FNMA Connecticut Avenue Securities, Ser 2014-C01, |
||||||||||||
1.770%, 01/25/2024 (A)(B) |
317 | 316 | ||||||||||
FNMA Connecticut Avenue Securities, Ser 2014-C04, |
||||||||||||
2.270%, 11/25/2024 (A)(B) |
808 | 807 | ||||||||||
GE Capital Commercial Mortgage, Ser 2005-C4, Cl A4 |
||||||||||||
5.313%, 11/10/2045 (B) |
55 | 56 | ||||||||||
GMAC Commercial Mortgage Securities Trust, Ser 2006-C1, Cl A4 |
||||||||||||
5.238%, 11/10/2045 (B) |
108 | 110 | ||||||||||
Granite Master Issuer, Ser 2005-1, Cl A5 |
||||||||||||
0.205%, 12/20/2054 (A)(B) |
EUR | 89 | 107 | |||||||||
Granite Master Issuer, Ser 2006-2, Cl A5 |
||||||||||||
0.209%, 12/20/2054 (A)(B) |
EUR | 176 | 212 | |||||||||
GS Mortgage Securities Trust, |
||||||||||||
1.689%, 08/10/2044 (A)(B) |
301 | 18 | ||||||||||
GS Mortgage Securities Trust, |
||||||||||||
0.313%, 07/10/2046 (B) |
2,892 | 33 | ||||||||||
GS Mortgage Securities Trust, |
||||||||||||
4.867%, 04/10/2047 (A)(B) |
80 | 76 | ||||||||||
GSR Mortgage Loan Trust, |
||||||||||||
4.506%, 01/25/2035 (A)(B) |
141 | 137 | ||||||||||
JPMBB Commercial Mortgage Securities, Ser 2014-C23, |
||||||||||||
0.888%, 09/15/2047 (B) |
999 | 52 | ||||||||||
JPMBB Commercial Mortgage Securities, Ser 2014-C26, |
||||||||||||
3.494%, 01/15/2048 |
15 | 16 | ||||||||||
JPMorgan Chase Commercial Mortgage Securities, |
||||||||||||
5.419%, 01/12/2043 (B) |
85 | 87 | ||||||||||
JPMorgan Chase Commercial Mortgage Securities, |
||||||||||||
5.865%, 04/15/2045 (B) |
90 | 94 | ||||||||||
JPMorgan Chase Commercial Mortgage Securities, |
||||||||||||
5.399%, 05/15/2045 |
74 | 78 |
10 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
December 31, 2014
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2007- C1, Cl A4 |
||||||||
5.716%, 02/15/2051 |
85 | $ | 91 | |||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2007- CB19, Cl A4 |
||||||||
5.891%, 02/12/2049 (B) |
235 | 252 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2008- C2, Cl A4 |
||||||||
6.068%, 02/12/2051 |
28 | 31 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2008- C2, Cl A4FL |
||||||||
1.654%, 02/12/2051 (B) |
207 | 208 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2012- C8, Cl E |
||||||||
4.822%, 10/15/2045 (A)(B) |
100 | 99 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2012- C8, Cl A3 |
||||||||
2.829%, 10/15/2045 |
135 | 135 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2012- LC9, Cl A5 |
||||||||
2.840%, 12/15/2047 |
135 | 136 | ||||||
JPMorgan Mortgage Trust, Ser 2004-A5, Cl 3A1 |
||||||||
2.165%, 12/25/2034 (A)(B) |
97 | 97 | ||||||
LB-UBS Commercial Mortgage Trust, Ser 2007-C2, Cl A3 |
||||||||
5.430%, 02/15/2040 |
| | ||||||
LB-UBS Commercial Mortgage Trust, Ser 2007-C6, Cl A4 |
||||||||
5.858%, 07/15/2040 (B) |
169 | 178 | ||||||
LB-UBS Commercial Mortgage Trust, Ser 2007-C7, Cl A3 |
||||||||
5.866%, 09/15/2045 (B) |
64 | 70 | ||||||
LB-UBS Commercial Mortgage Trust, Ser 2008-C1, Cl A2 |
||||||||
6.150%, 04/15/2041 (B) |
51 | 56 | ||||||
Merrill Lynch Mortgage Trust, Ser 2005-CIP1, Cl AJ |
||||||||
5.137%, 07/12/2038 (B) |
55 | 56 | ||||||
ML-CFC Commercial Mortgage Trust, Ser 2007-5, Cl AM |
||||||||
5.419%, 08/12/2048 |
40 | 42 | ||||||
ML-CFC Commercial Mortgage Trust, Ser 2007-5, Cl A4 |
||||||||
5.378%, 08/12/2048 |
134 | 142 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2013- C10, Cl A4 |
||||||||
4.083%, 07/15/2046 (B) |
60 | 65 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2014- C17, Cl A5 |
||||||||
3.741%, 08/15/2047 |
65 | 69 | ||||||
Morgan Stanley Capital I Trust, Ser 2005-HQ6, Cl A4A |
||||||||
4.989%, 08/13/2042 |
155 | 155 |
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||
Morgan Stanley Capital I Trust, |
||||||||
5.404%, 10/12/2052 (A)(B) |
10 | $ | 10 | |||||
Morgan Stanley Capital I Trust, |
||||||||
5.404%, 10/12/2052 (A)(B) |
15 | 15 | ||||||
Morgan Stanley Capital I Trust, |
||||||||
5.692%, 04/15/2049 (B) |
160 | 172 | ||||||
Morgan Stanley Capital I, Ser 2006-IQ16, Cl A4 |
||||||||
5.809%, 12/12/2049 |
75 | 81 | ||||||
Morgan Stanley Re-REMIC Trust, |
||||||||
5.990%, 08/15/2045 (A)(B) |
173 | 185 | ||||||
UBS-Barclays Commercial Mortgage Trust, Ser 2013-C5, Cl A4 |
||||||||
3.185%, 03/10/2046 |
130 | 132 | ||||||
UBS-Barclays Commercial Mortgage Trust, Ser 2013-C6, Cl A3 |
||||||||
2.971%, 04/10/2046 |
70 | 70 | ||||||
Wachovia Bank Commercial Mortgage Trust, Ser 2006-C23, Cl A4 |
||||||||
5.418%, 01/15/2045 (B) |
86 | 88 | ||||||
Wells Fargo Commercial Mortgage Trust, Ser 2012-LC5, Cl D |
||||||||
4.937%, 10/15/2045 (A)(B) |
35 | 35 | ||||||
WFRBS Commercial Mortgage Trust, Ser 2011-C4, Cl A4 |
||||||||
4.902%, 06/15/2044 (A)(B) |
120 | 135 | ||||||
WFRBS Commercial Mortgage Trust, Ser 2014-C20, Cl A5 |
||||||||
3.995%, 05/15/2047 |
65 | 70 | ||||||
WFRBS Commerical Mortgage Trust, Ser 2013-C15, Cl A3 |
||||||||
3.881%, 08/15/2046 |
70 | 75 | ||||||
|
|
|||||||
10,077 | ||||||||
|
|
|||||||
Total Mortgage-Backed Securities |
10,503 | |||||||
|
|
|||||||
CORPORATE OBLIGATIONS 0.9% |
||||||||
United States 0.9% |
||||||||
Access Midstream Partners |
||||||||
4.875%, 03/15/2024 |
200 | 203 | ||||||
Anadarko Petroleum |
||||||||
6.375%, 09/15/2017 |
330 | 367 | ||||||
Bank of America MTN |
||||||||
4.200%, 08/26/2024 |
214 | 218 | ||||||
CNA Financial |
||||||||
7.250%, 11/15/2023 |
110 | 137 | ||||||
6.500%, 08/15/2016 |
40 | 43 | ||||||
Credit Suisse NY MTN |
||||||||
3.625%, 09/09/2024 |
260 | 265 | ||||||
Crown Castle International |
||||||||
4.875%, 04/15/2022 (C) |
120 | 121 | ||||||
Duke Realty |
||||||||
6.750%, 03/15/2020 (C) |
140 | 165 | ||||||
Enterprise Products Operating |
||||||||
5.950%, 02/01/2041 |
100 | 118 | ||||||
General Electric Capital MTN |
||||||||
5.550%, 05/04/2020 |
45 | 52 |
11 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
December 31, 2014
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||
2.375%, 06/30/2015 |
150 | $ | 152 | |||||
Kinder Morgan Energy Partners |
||||||||
6.850%, 02/15/2020 |
150 | 172 | ||||||
3.500%, 09/01/2023 |
171 | 162 | ||||||
2.650%, 02/01/2019 |
39 | 38 | ||||||
McGraw Hill Financial |
||||||||
5.900%, 11/15/2017 |
325 | 353 | ||||||
Morgan Stanley |
||||||||
3.450%, 11/02/2015 |
125 | 128 | ||||||
Navient MTN |
||||||||
5.500%, 01/15/2019 |
433 | 443 | ||||||
Noble Holding International |
||||||||
4.900%, 08/01/2020 |
25 | 23 | ||||||
PNC Bank |
||||||||
2.700%, 11/01/2022 |
445 | 426 | ||||||
Prudential Financial MTN |
||||||||
6.100%, 06/15/2017 |
125 | 138 | ||||||
Ryder System MTN |
||||||||
7.200%, 09/01/2015 |
108 | 113 | ||||||
Time Warner |
||||||||
4.875%, 03/15/2020 |
150 | 165 | ||||||
Total System Services |
||||||||
2.375%, 06/01/2018 |
236 | 234 | ||||||
Viacom |
||||||||
6.125%, 10/05/2017 |
325 | 362 | ||||||
Williams Partners |
||||||||
4.125%, 11/15/2020 |
95 | 97 | ||||||
4.000%, 11/15/2021 |
150 | 150 | ||||||
|
|
|||||||
Total Corporate Obligations |
4,845 | |||||||
|
|
|||||||
ASSET-BACKED SECURITIES 0.1% |
||||||||
Automotive 0.1% |
||||||||
Bavarian Sky, Ser 2013-GER1, Cl A |
||||||||
0.249%, 06/20/2020 (B) |
232 | 281 | ||||||
|
|
|||||||
Other Asset-Backed Securities 0.0% |
||||||||
Volta Electricity Receivables, Ser 2013-1, Cl SNR |
||||||||
4.172%, 02/16/2017 |
183 | 226 | ||||||
|
|
|||||||
Total Asset-Backed Securities |
507 | |||||||
|
|
|||||||
Total Investments 95.5% |
$ | 501,473 | ||||||
|
|
A list of the open futures contracts held by the Fund at December 31, 2014, is as follows:
Type of Contract |
Number of (Short) |
Expiration Date |
Unrealized (Depreciation) |
|||||||||
10-YR MINI JGB |
45 | Mar-2015 | $ | 33 | ||||||||
Australian 10-Year Bond |
(4 | ) | Mar-2015 | (2 | ) | |||||||
Australian 3-Year Bond |
(5 | ) | Mar-2015 | | ||||||||
Australian 3-Year Bond |
11 | Mar-2015 | 4 | |||||||||
Canadian 10-Year Bond |
33 | Mar-2015 | 41 | |||||||||
Euro-Bobl |
49 | Mar-2015 | 40 | |||||||||
Euro-Bund |
53 | Mar-2015 | 175 | |||||||||
Euro-Bund |
(6 | ) | Mar-2015 | | ||||||||
Euro-Buxl 30 Year Bond |
(4 | ) | Mar-2015 | (30 | ) | |||||||
Euro-Buxl 30 Year Bond |
3 | Mar-2015 | 7 | |||||||||
Euro-Schatz |
30 | Mar-2015 | 6 | |||||||||
Japanese 10-Year Bond |
4 | Mar-2015 | 28 | |||||||||
Long Gilt 10-Year Bond |
1 | Mar-2015 | 1 | |||||||||
Long Gilt 10-Year Bond |
(13 | ) | Mar-2015 | (67 | ) | |||||||
U.S. 10-Year Treasury Note |
23 | Mar-2015 | 15 | |||||||||
U.S. 10-Year Treasury Note |
(102 | ) | Mar-2015 | (50 | ) | |||||||
U.S. 2-Year Treasury Note |
(61 | ) | Mar-2015 | 18 | ||||||||
U.S. 5-Year Treasury Note |
(114 | ) | Mar-2015 | 1 | ||||||||
U.S. 5-Year Treasury Note |
70 | Mar-2015 | 2 | |||||||||
U.S. Long Treasury Bond |
(10 | ) | Mar-2015 | 6 | ||||||||
U.S. Ultra Long Treasury Bond |
2 | Mar-2015 | 1 | |||||||||
U.S. Ultra Long Treasury Bond |
(9 | ) | Mar-2015 | (75 | ) | |||||||
|
|
|||||||||||
$ | 154 | |||||||||||
|
|
For the period ended December 31, 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.
12 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
December 31, 2014
A list of the open forward foreign currency contracts held by the Fund at December 31, 2014, is as follows:
Settlement Date |
Currency (Thousands) |
Currency (Thousands) |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||||||
1/5/15 |
USD | 727 | BRL | 1,929 | $ | (2 | ) | |||||||||
1/5/15 |
USD | 3,916 | DKK | 23,974 | (20 | ) | ||||||||||
1/5/15-1/16/15 |
USD | 2,515 | AUD | 3,052 | (19 | ) | ||||||||||
1/5/15-1/16/15 |
USD | 7,096 | CAD | 8,180 | (34 | ) | ||||||||||
1/5/15-1/16/15 |
USD | 125,153 | EUR | 102,863 | (681 | ) | ||||||||||
1/5/15-1/16/15 |
USD | 25,384 | GBP | 16,324 | 68 | |||||||||||
1/5/15-1/16/15 |
USD | 26,668 | JPY | 3,187,810 | (78 | ) | ||||||||||
1/5/15-1/16/15 |
USD | 728 | SEK | 5,600 | (13 | ) | ||||||||||
1/5/15-2/3/15 |
BRL | 3,858 | USD | 1,474 | 29 | |||||||||||
1/5/15-2/4/15 |
AUD | 19,646 | USD | 16,449 | 399 | |||||||||||
1/5/15-2/4/15 |
CAD | 27,144 | USD | 23,837 | 408 | |||||||||||
1/5/15-2/4/15 |
DKK | 52,286 | USD | 8,671 | 172 | |||||||||||
1/5/15-2/4/15 |
EUR | 310,622 | USD | 384,428 | 8,521 | |||||||||||
1/5/15-2/4/15 |
GBP | 65,443 | USD | 102,497 | 481 | |||||||||||
1/5/15-2/4/15 |
SEK | 20,043 | USD | 2,669 | 108 | |||||||||||
1/5/15-8/21/15 |
JPY | 13,565,877 | USD | 114,907 | 1,720 | |||||||||||
1/14/15-1/16/15 |
ZAR | 24,062 | USD | 2,156 | 80 | |||||||||||
1/15/15-1/16/15 |
MXN | 105,454 | USD | 7,676 | 527 | |||||||||||
1/15/15-1/16/15 |
USD | 632 | MXN | 9,184 | (10 | ) | ||||||||||
1/16/15 |
CHF | 3,619 | USD | 3,755 | 111 | |||||||||||
1/16/15 |
CZK | 10,333 | USD | 464 | 12 | |||||||||||
1/16/15 |
ILS | 777 | USD | 201 | 1 | |||||||||||
1/16/15 |
KRW | 6,272,233 | USD | 5,627 | (78 | ) | ||||||||||
1/16/15 |
MYR | 2,129 | USD | 629 | 21 | |||||||||||
1/16/15 |
NOK | 5,015 | USD | 737 | 69 | |||||||||||
1/16/15 |
THB | 16,305 | USD | 494 | (1 | ) | ||||||||||
1/16/15 |
USD | 920 | CHF | 882 | (32 | ) | ||||||||||
1/16/15 |
USD | 2,036 | KRW | 2,255,248 | 15 | |||||||||||
1/16/15 |
USD | 254 | NOK | 1,790 | (15 | ) | ||||||||||
1/16/15 |
USD | 2,287 | NZD | 2,928 | (2 | ) | ||||||||||
1/16/15-1/23/15 |
SGD | 1,800 | USD | 1,375 | 17 | |||||||||||
1/16/15-1/28/15 |
PLN | 6,636 | USD | 1,968 | 101 | |||||||||||
1/16/15-2/13/15 |
NZD | 3,781 | USD | 2,943 | (6 | ) | ||||||||||
|
|
|||||||||||||||
$ | 11,869 | |||||||||||||||
|
|
A list of the counterparties for the open forward foreign currency contracts held by the Fund at December 31, 2014, is as follows:
Counterparty | Currency to Deliver |
Currency to Receive ($Thousands) |
Unrealized (Depreciation) |
|||||||||
Bank of America |
$ | (4,179 | ) | $ | 4,284 | $ | 105 | |||||
Bank of Montreal |
(1,833 | ) | 1,832 | (1 | ) | |||||||
Barclays PLC |
(1,425 | ) | 1,456 | 31 | ||||||||
BNP Paribas |
(47,243 | ) | 47,942 | 699 | ||||||||
Brown Brothers Harriman |
(543,498 | ) | 548,344 | 4,846 | ||||||||
Citigroup |
(20,249 | ) | 20,360 | 111 | ||||||||
Commonwealth Associates |
(3,908 | ) | 4,014 | 106 | ||||||||
Credit Suisse First Boston |
(2,938 | ) | 2,993 | 55 | ||||||||
Deutsche Bank |
(4,501 | ) | 4,553 | 52 | ||||||||
Goldman Sachs |
(25,401 | ) | 25,513 | 112 | ||||||||
HSBC |
(7,619 | ) | 7,550 | (69 | ) | |||||||
JPMorgan Chase Bank |
(81,169 | ) | 83,065 | 1,896 | ||||||||
National Australia Bank |
(31,145 | ) | 31,664 | 519 | ||||||||
RBC |
(9,123 | ) | 9,315 | 192 | ||||||||
Royal Bank of Scotland |
(75,154 | ) | 78,186 | 3,032 | ||||||||
Standard Bank |
(116 | ) | 116 | | ||||||||
State Street |
(3,449 | ) | 3,530 | 81 | ||||||||
UBS |
(1,789 | ) | 1,853 | 64 | ||||||||
Westpac Banking |
(3,841 | ) | 3,879 | 38 | ||||||||
|
|
|||||||||||
$ | 11,869 | |||||||||||
|
|
For the period ended December 31, 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.
13 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
December 31, 2014
A list of the open OTC swap agreements held by the Fund at December 31, 2014, is as follows:
Interest Rate Swaps | ||||||||||||||||||||
Counterparty | Fund Pays | Fund Receives | Termination Date | Currency | Notional Amount (Thousands) |
Net Unrealized Depreciation ($ Thousands) |
||||||||||||||
Citibank |
2.83% | 3-Month USD - LIBOR | 08/08/23 | USD | 6,000 | $ | (376 | ) | ||||||||||||
Citibank |
EU CPI Overall Excluding Tobacco | 1.22% | 04/03/19 | EUR | 2,450 | (86 | ) | |||||||||||||
Citigroup |
3.79% | 6-Month GBP - LIBOR | 05/19/19 | GBP | 2,500 | (420 | ) | |||||||||||||
|
|
|||||||||||||||||||
$ | (882 | ) | ||||||||||||||||||
|
|
A list of the open centrally cleared swap agreements held by the Fund at December 31, 2014, is as follows:
Credit Default Swaps | ||||||||||||||||||||
Counterparty | Reference Entity/Obligation | Buy/Sell Protection |
(Pays)/Receives Rate |
Termination Date | Notional Amount ($ Thousands) |
Net Unrealized Appreciation ($ Thousands) |
||||||||||||||
Citibank |
CDX.NA.HY.23 5Y Index | Buy | 5.00 | 12/20/19 | $ | 830 | $ | 3 | ||||||||||||
|
|
Interest Rate Swaps | ||||||||||||||||||||
Counterparty | Fund Pays | Fund Receives | Termination Date | Currency | Notional Amount (Thousands) |
Net Unrealized Appreciation (Depreciation) ($ Thousands) |
||||||||||||||
Citibank |
3.34% | 6-Month GBP - LIBOR | 01/17/44 | GBP | 1,000 | $ | (358 | ) | ||||||||||||
JPMorgan Chase Bank |
6-Month JPY - LIBOR | 1.56% | 11/28/33 | JPY | 600,000 | 422 | ||||||||||||||
JPMorgan Chase Bank |
1.90% | 6-Month EUR - EURIBOR | 03/24/24 | EUR | 2,200 | (276 | ) | |||||||||||||
JPMorgan Chase Bank |
2.87% | 6-Month GBP - LIBOR | 02/14/24 | GBP | 250 | (34 | ) | |||||||||||||
JPMorgan Chase Bank |
1.49% | 6-Month EUR - EURIBOR | 11/21/23 | EUR | 5,500 | (745 | ) | |||||||||||||
JPMorgan Chase Bank |
1.49% | 6-Month EUR - EURIBOR | 09/12/18 | EUR | 7,000 | (385 | ) | |||||||||||||
|
|
|||||||||||||||||||
$ | (1,376 | ) | ||||||||||||||||||
|
|
For the period ended December 31, 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 $525,174 ($ Thousands).
(1) | In local currency 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 December 31, 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. |
§ | At December 31, 2014, the tax basis cost of the Funds investments was $518,938 ($ Thousands), and the unrealized appreciation and depreciation were $8,963 ($ Thousands) and ($26,428) ($ Thousands), respectively. |
AUD Australian Dollar
BRL Brazilian Real
CAD Canadian Dollar
CHF Swiss Franc
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
FNMA Federal National Mortgage Association
GBP British Pound Sterling
ILS Israeli Shekel
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
PLN Polish Zlotty
Re-REMIC Real Estate Mortgage Investment Conduit
SEK Swedish Krone
Ser Series
SGD Singapore Dollar
THB Thai Baht
USD U.S. Dollar
ZAR South African Rand
The following is a list of the levels of inputs used as of December 31, 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 |
$ | | $ | 485,618 | $ | | $ | 485,618 | ||||||||
Mortgage-Backed Securities |
| 10,503 | | 10,503 | ||||||||||||
Corporate Obligations |
| 4,845 | | 4,845 | ||||||||||||
Asset-Backed Securities |
| 507 | | 507 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments in Securities |
$ | | $ | 501,473 | $ | | $ | 501,473 | ||||||||
|
|
|
|
|
|
|
|
14 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
December 31, 2014
Other Financial Instruments | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Futures Contracts * |
||||||||||||||||
Unrealized Appreciation |
$ | 378 | $ | | $ | | $ | 378 | ||||||||
Unrealized Depreciation |
(224 | ) | | | (224 | ) | ||||||||||
Forwards Contracts * |
||||||||||||||||
Unrealized Appreciation |
| 12,860 | | 12,860 | ||||||||||||
Unrealized Depreciation |
| (991 | ) | | (991 | ) | ||||||||||
OTC Swaps |
||||||||||||||||
Interest Rate Swaps * |
||||||||||||||||
Unrealized Depreciation |
| (882 | ) | | (882 | ) | ||||||||||
Centrally Cleared Swaps |
||||||||||||||||
Credit Default Swaps * |
||||||||||||||||
Unrealized Appreciation |
| 3 | | 3 | ||||||||||||
Interest Rate Swaps * |
||||||||||||||||
Unrealized Appreciation |
| 422 | | 422 | ||||||||||||
Unrealized Depreciation |
| (1,798 | ) | | (1,798 | ) | ||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Other Financial Instruments |
$ | 154 | $ | 9,614 | $ | | $ | 9,768 | ||||||||
|
|
|
|
|
|
|
|
* | Futures contracts, forwards contracts and swaps are valued at the net unrealized appreciation (depreciation) on the instrument. |
For the period ended December 31, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities.
For the period ended December 31, 2014, there were no transfers between Level 2 and Level 3 assets and liabilities.
Amounts designated as are $0 or have been rounded to $0.
For information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial statements.
15 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
December 31, 2014
Description |
Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
GLOBAL BONDS 93.6% |
||||||||||||
Angola 0.2% |
||||||||||||
Republic of Angola Via Northern Lights III |
||||||||||||
7.000%, 08/16/2019 |
2,536 | $ | 2,523 | |||||||||
|
|
|||||||||||
Argentina 0.8% |
||||||||||||
City of Buenos Aires Argentina |
||||||||||||
9.950%, 03/01/2017 (A) |
1,150 | 1,173 | ||||||||||
9.950%, 03/01/2017 |
410 | 418 | ||||||||||
Republic of Argentina |
||||||||||||
7.000%, 10/03/2015 |
765 | 745 | ||||||||||
7.000%, 04/17/2017 |
6,732 | 6,369 | ||||||||||
6.000%, 03/31/2023 (B) |
815 | 1,027 | ||||||||||
YPF |
||||||||||||
8.750%, 04/04/2024 (A) |
800 | 796 | ||||||||||
|
|
|||||||||||
10,528 | ||||||||||||
|
|
|||||||||||
Azerbaijan 0.8% |
||||||||||||
International Bank of Azerbaijan |
||||||||||||
5.625%, 06/11/2019 |
1,700 | 1,594 | ||||||||||
Republic of Azerbaijan International Bond |
||||||||||||
4.750%, 03/18/2024 |
700 | 688 | ||||||||||
4.750%, 03/18/2024 (A) |
2,559 | 2,514 | ||||||||||
State Oil of the Azerbaijan Republic |
||||||||||||
5.450%, 02/09/2017 |
1,312 | 1,348 | ||||||||||
4.750%, 03/13/2023 |
3,694 | 3,565 | ||||||||||
4.750%, 03/13/2023 |
500 | 482 | ||||||||||
|
|
|||||||||||
10,191 | ||||||||||||
|
|
|||||||||||
Bahrain 0.1% |
||||||||||||
Kingdom of Bahrain |
||||||||||||
6.000%, 09/19/2044 (A) |
855 | 812 | ||||||||||
|
|
|||||||||||
Barbados 0.1% |
||||||||||||
Columbus International |
||||||||||||
7.375%, 03/30/2021 (A) |
1,515 | 1,587 | ||||||||||
|
|
|||||||||||
Belize 0.2% |
||||||||||||
Belize Government International Bond |
||||||||||||
5.000%, 08/20/2017 (C) |
4,500 | 3,218 | ||||||||||
|
|
|||||||||||
Bermuda 0.2% |
||||||||||||
Government of Bermuda |
||||||||||||
4.854%, 02/06/2024 |
1,680 | 1,747 | ||||||||||
4.138%, 01/03/2023 (A) |
820 | 828 | ||||||||||
|
|
|||||||||||
2,575 | ||||||||||||
|
|
|||||||||||
Bolivia 0.4% |
||||||||||||
Government of Bolivia |
||||||||||||
5.950%, 08/22/2023 |
4,539 | 4,766 | ||||||||||
5.950%, 08/22/2023 |
500 | 525 | ||||||||||
|
|
|||||||||||
5,291 | ||||||||||||
|
|
|||||||||||
Bosnia and Herzegovina 0.0% |
||||||||||||
Republic of Bosnia & Herzegovina |
||||||||||||
2.063%, 12/11/2017 (D) |
DEM | 1,125 | 588 | |||||||||
|
|
Description |
Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Brazil 9.5% |
||||||||||||
Banco Nacional de Desenvolvimento Economico e Social |
||||||||||||
6.500%, 06/10/2019 (A) |
660 | $ | 700 | |||||||||
5.750%, 09/26/2023 |
280 | 288 | ||||||||||
5.500%, 07/12/2020 (A) |
400 | 412 | ||||||||||
4.000%, 04/14/2019 (A) |
730 | 719 | ||||||||||
Brazil Letras do Tesouro Nacional |
||||||||||||
12.745%, 01/01/2016 (E) |
BRL | 20,010 | 6,663 | |||||||||
12.230%, 01/01/2018 (E) |
BRL | 77,439 | 20,312 | |||||||||
11.554%, 07/01/2018 (E) |
BRL | 21,385 | 5,294 | |||||||||
9.734%, 01/01/2017 (E) |
BRL | 23,112 | 6,818 | |||||||||
Brazil Loan Trust 1 |
||||||||||||
5.477%, 07/24/2023 (A) |
2,344 | 2,379 | ||||||||||
5.477%, 07/24/2023 |
351 | 357 | ||||||||||
Brazil Notas do Tesouro Nacional, Ser B |
||||||||||||
6.000%, 08/15/2020 |
BRL | 4,385 | 4,106 | |||||||||
Brazil Notas do Tesouro Nacional |
||||||||||||
10.000%, 01/01/2017 |
BRL | 24,900 | 8,918 | |||||||||
Brazil Notas do Tesouro Nacional, Serie F |
||||||||||||
10.000%, 01/01/2018 |
BRL | 18,754 | 6,602 | |||||||||
10.000%, 01/01/2021 |
BRL | 17,474 | 5,933 | |||||||||
10.000%, 01/01/2023 |
BRL | 17,650 | 5,882 | |||||||||
10.000%, 01/01/2025 |
BRL | 30,877 | 10,168 | |||||||||
BRF |
||||||||||||
4.750%, 05/22/2024 (A) |
1,723 | 1,673 | ||||||||||
Caixa Economica Federal |
||||||||||||
4.250%, 05/13/2019 |
200 | 195 | ||||||||||
CIMPOR Financial Operations |
||||||||||||
5.750%, 07/17/2024 (A) |
718 | 630 | ||||||||||
Cosan |
||||||||||||
5.000%, 03/14/2023 (A) |
761 | 677 | ||||||||||
ESAL GmbH |
||||||||||||
6.250%, 02/05/2023 (A) |
979 | 928 | ||||||||||
Federal Republic of Brazil |
||||||||||||
10.125%, 05/15/2027 |
850 | 1,301 | ||||||||||
10.125%, 05/15/2027 |
1,378 | 2,108 | ||||||||||
8.250%, 01/20/2034 |
5,610 | 7,700 | ||||||||||
7.125%, 01/20/2037 |
6,983 | 8,851 | ||||||||||
4.875%, 01/22/2021 |
420 | 446 | ||||||||||
2.625%, 01/05/2023 (F) |
6,382 | 5,808 | ||||||||||
JBS Finance II |
||||||||||||
8.250%, 01/29/2018 |
370 | 378 | ||||||||||
8.250%, 01/29/2018 (A) |
350 | 358 | ||||||||||
Marfrig Holding Europe |
||||||||||||
6.875%, 06/24/2019 (A) |
355 | 330 | ||||||||||
Marfrig Holding Europe BV |
||||||||||||
8.375%, 05/09/2018 |
2,500 | 2,463 | ||||||||||
Marfrig Overseas |
||||||||||||
9.500%, 05/04/2020 (A) |
835 | 843 | ||||||||||
9.500%, 05/04/2020 |
650 | 657 | ||||||||||
Minerva Luxembourg |
||||||||||||
12.250%, 02/10/2022 (A) |
650 | 748 | ||||||||||
7.750%, 01/31/2023 |
1,400 | 1,372 | ||||||||||
Odebrecht Drilling Norbe VIII/IX |
||||||||||||
6.350%, 06/30/2021 (A) |
124 | 116 | ||||||||||
Odebrecht Offshore Drilling Finance |
||||||||||||
6.750%, 10/01/2022 (A) |
321 | 294 | ||||||||||
Petrobras Global Finance BV |
||||||||||||
7.250%, 03/17/2044 |
107 | 106 |
1 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
December 31, 2014
Description |
Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Petrobras International Finance |
||||||||||||
6.875%, 01/20/2040 |
238 | $ | 220 | |||||||||
Rio Oil Finance Trust, |
||||||||||||
6.250%, 07/06/2024 (A) |
1,265 | 1,210 | ||||||||||
|
|
|||||||||||
124,963 | ||||||||||||
|
|
|||||||||||
Chile 1.9% |
||||||||||||
Banco del Estado de Chile |
||||||||||||
4.125%, 10/07/2020 |
30 | 31 | ||||||||||
3.875%, 02/08/2022 (A) |
230 | 232 | ||||||||||
BancoEstado |
||||||||||||
4.125%, 10/07/2020 (A) |
270 | 283 | ||||||||||
Bonos de la Tesoreria de la Republica en pesos |
||||||||||||
6.000%, 01/01/2020 |
CLP | 80,000 | 149 | |||||||||
6.000%, 01/01/2022 |
CLP | 90,000 | 169 | |||||||||
Chile Government International Bond |
||||||||||||
3.125%, 03/27/2025 |
750 | 746 | ||||||||||
Empresa Electrica Angamos |
||||||||||||
4.875%, 05/25/2029 (A) |
523 | 514 | ||||||||||
Empresa Nacional del Petroleo |
||||||||||||
6.250%, 07/08/2019 (A) |
100 | 111 | ||||||||||
6.250%, 07/08/2019 |
50 | 55 | ||||||||||
5.250%, 08/10/2020 (A) |
240 | 253 | ||||||||||
5.250%, 08/10/2020 |
100 | 106 | ||||||||||
4.375%, 10/30/2024 (A) |
564 | 553 | ||||||||||
ENTEL Chile |
||||||||||||
4.875%, 10/30/2024 (A) |
200 | 203 | ||||||||||
Nacional del Cobre de Chile |
||||||||||||
6.150%, 10/24/2036 |
1,748 | 2,078 | ||||||||||
5.625%, 09/21/2035 |
880 | 987 | ||||||||||
5.625%, 10/18/2043 |
250 | 282 | ||||||||||
4.875%, 11/04/2044 (A) |
880 | 894 | ||||||||||
4.500%, 08/13/2023 |
1,041 | 1,100 | ||||||||||
4.500%, 08/13/2023 (A) |
3,266 | 3,450 | ||||||||||
3.875%, 11/03/2021 |
646 | 663 | ||||||||||
3.875%, 11/03/2021 (A) |
403 | 414 | ||||||||||
3.000%, 07/17/2022 (A) |
1,923 | 1,845 | ||||||||||
Republic of Chile |
||||||||||||
5.500%, 08/05/2020 |
CLP | 323,000 | 559 | |||||||||
3.875%, 08/05/2020 |
4,467 | 4,791 | ||||||||||
2.250%, 10/30/2022 |
3,981 | 3,818 | ||||||||||
VTR Finance |
||||||||||||
6.875%, 01/15/2024 (A) |
805 | 821 | ||||||||||
|
|
|||||||||||
25,107 | ||||||||||||
|
|
|||||||||||
China 1.0% |
||||||||||||
Amber Circle Funding |
||||||||||||
3.250%, 12/04/2022 |
850 | 832 | ||||||||||
CITIC |
||||||||||||
7.875%, 04/15/2049 (D) |
183 | 190 | ||||||||||
6.800%, 01/17/2023 |
2,100 | 2,418 | ||||||||||
CNOOC Curtis Funding No. 1 Pty |
||||||||||||
4.500%, 10/03/2023 |
400 | 422 | ||||||||||
Country Garden Holdings |
||||||||||||
11.125%, 02/23/2018 |
286 | 303 | ||||||||||
7.250%, 04/04/2021 |
115 | 109 | ||||||||||
Kaisa Group Holdings |
||||||||||||
8.875%, 03/19/2018 (A) |
143 | 96 | ||||||||||
Sinochem Offshore Capital MTN |
||||||||||||
3.250%, 04/29/2019 (A) |
1,432 | 1,452 | ||||||||||
Sinochem Overseas Capital |
||||||||||||
4.500%, 11/12/2020 |
1,480 | 1,563 | ||||||||||
4.500%, 11/12/2020 (A) |
2,035 | 2,149 |
Description |
Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Sinopec Capital |
||||||||||||
3.125%, 04/24/2023 (A) |
1,219 | $ | 1,162 | |||||||||
Sinopec Group Overseas Development |
||||||||||||
4.875%, 05/17/2042 (A) |
300 | 325 | ||||||||||
4.375%, 04/10/2024 (A) |
1,273 | 1,335 | ||||||||||
State Grid Overseas Investment |
||||||||||||
4.125%, 05/07/2024 (A) |
1,216 | 1,279 | ||||||||||
|
|
|||||||||||
13,635 | ||||||||||||
|
|
|||||||||||
Colombia 5.5% |
||||||||||||
Bancolombia |
||||||||||||
5.125%, 09/11/2022 |
150 | 149 | ||||||||||
Bogota Distrito Capital |
||||||||||||
9.750%, 07/26/2028 (A) |
COP | 8,820,000 | 4,404 | |||||||||
9.750%, 07/26/2028 |
COP | 370,000 | 185 | |||||||||
Citigroup Funding, CLN (Republic of Colombia) |
||||||||||||
11.000%, 07/27/2020 |
COP | 7,940,000 | 4,056 | |||||||||
Colombian TES |
||||||||||||
11.250%, 10/24/2018 |
COP | 69,800 | 35 | |||||||||
10.000%, 07/24/2024 |
COP | 7,335,100 | 3,679 | |||||||||
7.500%, 08/26/2026 |
COP | 4,030,200 | 1,696 | |||||||||
7.000%, 09/11/2019 |
COP | 3,275,300 | 1,434 | |||||||||
7.000%, 09/11/2019 |
COP | 9,034,800 | 3,956 | |||||||||
7.000%, 05/04/2022 |
COP | 580,000 | 245 | |||||||||
7.000%, 05/04/2022 |
COP | 13,092,000 | 5,537 | |||||||||
7.000%, 05/04/2022 |
COP | 864,000 | 365 | |||||||||
6.000%, 04/28/2028 |
COP | 12,114,300 | 4,423 | |||||||||
5.000%, 11/21/2018 |
COP | 4,884,800 | 1,992 | |||||||||
Ecopetrol |
||||||||||||
5.875%, 05/28/2045 |
1,051 | 972 | ||||||||||
Emgesa ESP |
||||||||||||
8.750%, 01/25/2021 |
COP | 1,450,000 | 657 | |||||||||
Empresas Publicas de Medellin ESP |
||||||||||||
8.375%, 02/01/2021 |
COP | 4,482,000 | 1,982 | |||||||||
7.625%, 09/10/2024 (A) |
COP | 3,971,000 | 1,619 | |||||||||
Financiera de Desarrollo Territorial Findeter |
||||||||||||
7.875%, 08/12/2024 (A) |
COP | 1,645,000 | 700 | |||||||||
7.875%, 08/12/2024 |
COP | 884,000 | 376 | |||||||||
JPMorgan, CLN (Republic of Columbia) |
||||||||||||
7.000%, 05/04/2022 |
COP | 2,087,000 | 883 | |||||||||
Pacific Rubiales Energy |
||||||||||||
7.250%, 12/12/2021 |
2,171 | 1,889 | ||||||||||
5.125%, 03/28/2023 (A) |
429 | 338 | ||||||||||
Republic of Colombia |
||||||||||||
12.000%, 10/22/2015 |
COP | 1,531,000 | 676 | |||||||||
12.000%, 10/22/2015 |
COP | 799,000 | 353 | |||||||||
11.750%, 02/25/2020 |
1,587 | 2,251 | ||||||||||
10.375%, 01/28/2033 |
360 | 562 | ||||||||||
9.850%, 06/28/2027 |
COP | 6,219,000 | 3,283 | |||||||||
9.850%, 06/28/2027 |
COP | 283,000 | 149 | |||||||||
8.125%, 05/21/2024 |
1,190 | 1,580 | ||||||||||
7.750%, 04/14/2021 |
COP | 2,951,000 | 1,336 | |||||||||
7.375%, 03/18/2019 |
2,046 | 2,404 | ||||||||||
7.375%, 09/18/2037 |
7,052 | 9,503 | ||||||||||
6.125%, 01/18/2041 |
1,485 | 1,778 | ||||||||||
5.625%, 02/26/2044 |
1,970 | 2,216 | ||||||||||
4.375%, 07/12/2021 |
4,915 | 5,198 | ||||||||||
4.375%, 03/21/2023 |
COP | 988,000 | 364 |
2 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
December 31, 2014
Description |
Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
4.375%, 03/21/2023 |
COP | 1,017,000 | $ | 375 | ||||||||
|
|
|||||||||||
73,600 | ||||||||||||
|
|
|||||||||||
Costa Rica 0.4% |
||||||||||||
Banco Nacional de Costa Rica |
||||||||||||
6.250%, 11/01/2023 (A) |
240 | 239 | ||||||||||
Costa Rica Government International Bond |
||||||||||||
7.000%, 04/04/2044 (A) |
988 | 968 | ||||||||||
4.375%, 04/30/2025 |
702 | 618 | ||||||||||
4.375%, 04/30/2025 (A) |
781 | 687 | ||||||||||
4.250%, 01/26/2023 |
1,857 | 1,699 | ||||||||||
Instituto Costarricense de Electricidad |
||||||||||||
6.950%, 11/10/2021 |
400 | 415 | ||||||||||
6.375%, 05/15/2043 |
250 | 210 | ||||||||||
|
|
|||||||||||
4,836 | ||||||||||||
|
|
|||||||||||
Croatia 0.7% |
||||||||||||
Government of Croatia |
||||||||||||
6.750%, 11/05/2019 |
790 | 865 | ||||||||||
6.625%, 07/14/2020 |
1,437 | 1,574 | ||||||||||
6.375%, 03/24/2021 (A) |
1,636 | 1,787 | ||||||||||
6.250%, 04/27/2017 (A) |
630 | 668 | ||||||||||
6.000%, 01/26/2024 (A) |
1,786 | 1,924 | ||||||||||
6.000%, 01/26/2024 |
1,500 | 1,616 | ||||||||||
5.875%, 07/09/2018 |
EUR | 150 | 200 | |||||||||
|
|
|||||||||||
8,634 | ||||||||||||
|
|
|||||||||||
Dominican Republic 1.4% |
||||||||||||
Dominican Republic |
||||||||||||
15.950%, 06/04/2021 |
DOP | 3,800 | 104 | |||||||||
11.500%, 05/10/2024 |
DOP | 55,000 | 1,251 | |||||||||
11.000%, 01/05/2018 |
DOP | 6,320 | 143 | |||||||||
11.000%, 07/30/2021 (A) |
DOP | 53,760 | 1,181 | |||||||||
9.040%, 01/23/2018 |
1,390 | 1,474 | ||||||||||
8.625%, 04/20/2027 |
1,407 | 1,650 | ||||||||||
7.500%, 05/06/2021 (A) |
1,830 | 2,007 | ||||||||||
7.500%, 05/06/2021 |
3,049 | 3,343 | ||||||||||
7.450%, 04/30/2044 (A) |
2,850 | 3,121 | ||||||||||
7.450%, 04/30/2044 |
1,310 | 1,432 | ||||||||||
6.600%, 01/28/2024 |
1,556 | 1,657 | ||||||||||
5.875%, 04/18/2024 |
210 | 215 | ||||||||||
5.875%, 04/18/2024 (A) |
770 | 785 | ||||||||||
|
|
|||||||||||
18,363 | ||||||||||||
|
|
|||||||||||
Ecuador 0.1% |
||||||||||||
Republic of Ecuador |
||||||||||||
9.375%, 12/15/2015 |
1,554 | 1,515 | ||||||||||
|
|
|||||||||||
Egypt 0.1% |
||||||||||||
Government of Egypt |
||||||||||||
6.875%, 04/30/2040 |
1,434 | 1,473 | ||||||||||
5.750%, 04/29/2020 |
450 | 470 | ||||||||||
5.750%, 04/29/2020 (A) |
100 | 105 | ||||||||||
|
|
|||||||||||
2,048 | ||||||||||||
|
|
|||||||||||
El Salvador 0.6% |
||||||||||||
Republic of El Salvador |
||||||||||||
8.250%, 04/10/2032 |
267 | 304 | ||||||||||
8.250%, 04/10/2032 |
513 | 585 | ||||||||||
7.750%, 01/24/2023 |
802 | 882 | ||||||||||
7.750%, 01/24/2023 |
708 | 779 | ||||||||||
7.375%, 12/01/2019 |
400 | 444 | ||||||||||
6.375%, 01/18/2027 (A) |
1,482 | 1,486 | ||||||||||
5.875%, 01/30/2025 (A) |
638 | 630 | ||||||||||
5.875%, 01/30/2025 |
1,743 | 1,695 |
Description |
Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Telemovil Finance |
||||||||||||
8.000%, 10/01/2017 |
476 | $ | 490 | |||||||||
|
|
|||||||||||
7,295 | ||||||||||||
|
|
|||||||||||
Ethiopia 0.1% |
||||||||||||
Federal Democratic Republic of Ethiopia |
||||||||||||
6.625%, 12/11/2024 (A) |
1,473 | 1,451 | ||||||||||
6.625%, 12/11/2024 |
600 | 585 | ||||||||||
|
|
|||||||||||
2,036 | ||||||||||||
|
|
|||||||||||
Gabon 0.0% |
||||||||||||
Gabonese Republic |
||||||||||||
8.200%, 12/12/2017 |
490 | 529 | ||||||||||
6.375%, 12/12/2024 |
255 | 242 | ||||||||||
|
|
|||||||||||
771 | ||||||||||||
|
|
|||||||||||
Ghana 0.4% |
||||||||||||
Republic of Ghana |
||||||||||||
8.500%, 10/04/2017 (A) |
300 | 299 | ||||||||||
8.125%, 01/18/2026 (A) |
1,567 | 1,450 | ||||||||||
8.125%, 01/18/2026 |
2,504 | 2,316 | ||||||||||
7.875%, 08/07/2023 |
1,400 | 1,295 | ||||||||||
|
|
|||||||||||
5,360 | ||||||||||||
|
|
|||||||||||
Guatemala 0.1% |
||||||||||||
Comcel Trust |
||||||||||||
6.875%, 02/06/2024 (A) |
1,090 | 1,142 | ||||||||||
Guatemala Government Bond |
||||||||||||
4.875%, 02/13/2028 |
509 | 510 | ||||||||||
|
|
|||||||||||
1,652 | ||||||||||||
|
|
|||||||||||
Honduras 0.2% |
||||||||||||
Republic of Honduras |
||||||||||||
8.750%, 12/16/2020 |
1,851 | 2,045 | ||||||||||
|
|
|||||||||||
Hong Kong 0.0% |
||||||||||||
MCE Finance |
||||||||||||
5.000%, 02/15/2021 (A) |
326 | 305 | ||||||||||
|
|
|||||||||||
Hungary 4.3% |
||||||||||||
Magyar Export-Import Bank |
||||||||||||
4.000%, 01/30/2020 (A) |
925 | 918 | ||||||||||
Republic of Hungary |
||||||||||||
8.000%, 02/12/2015 |
HUF | 230,000 | 887 | |||||||||
7.750%, 08/24/2015 |
HUF | 33,320 | 133 | |||||||||
7.625%, 03/29/2041 |
5,748 | 7,642 | ||||||||||
7.500%, 11/12/2020 |
HUF | 581,160 | 2,720 | |||||||||
7.000%, 06/24/2022 |
HUF | 1,238,810 | 5,829 | |||||||||
6.750%, 02/24/2017 |
HUF | 302,710 | 1,269 | |||||||||
6.750%, 11/24/2017 |
HUF | 463,610 | 1,985 | |||||||||
6.750%, 10/22/2028 |
HUF | 764,970 | 3,813 | |||||||||
6.500%, 06/24/2019 |
HUF | 1,104,960 | 4,838 | |||||||||
6.375%, 03/29/2021 |
1,254 | 1,433 | ||||||||||
6.250%, 01/29/2020 |
770 | 865 | ||||||||||
6.000%, 11/24/2023 |
HUF | 261,390 | 1,187 | |||||||||
5.750%, 11/22/2023 |
3,716 | 4,116 | ||||||||||
5.500%, 12/22/2016 |
HUF | 992,170 | 4,060 | |||||||||
5.500%, 12/20/2018 |
HUF | 420,400 | 1,763 | |||||||||
5.500%, 06/24/2025 |
HUF | 173,140 | 765 | |||||||||
5.375%, 02/21/2023 |
3,127 | 3,369 | ||||||||||
5.375%, 03/25/2024 |
536 | 580 | ||||||||||
5.000%, 03/30/2016 |
GBP | 227 | 372 | |||||||||
4.125%, 02/19/2018 |
3,504 | 3,634 | ||||||||||
4.000%, 04/25/2018 |
HUF | 465,170 | 1,843 | |||||||||
4.000%, 03/25/2019 |
1,856 | 1,907 | ||||||||||
3.500%, 06/24/2020 |
HUF | 121,180 | 471 | |||||||||
|
|
|||||||||||
56,399 | ||||||||||||
|
|
3 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
December 31, 2014
Description |
Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
India 0.2% |
||||||||||||
Bharti Airtel International Netherlands |
||||||||||||
5.350%, 05/20/2024 (A) |
927 | $ | 1,003 | |||||||||
Export-Import Bank of India MTN |
||||||||||||
4.000%, 08/07/2017 |
200 | 208 | ||||||||||
Vedanta Resources |
||||||||||||
8.250%, 06/07/2021 (A) |
30 | 30 | ||||||||||
7.125%, 05/31/2023 (A) |
160 | 147 | ||||||||||
6.750%, 06/07/2016 |
125 | 129 | ||||||||||
6.000%, 01/31/2019 (A) |
444 | 433 | ||||||||||
|
|
|||||||||||
1,950 | ||||||||||||
|
|
|||||||||||
Indonesia 8.3% |
||||||||||||
Deutsche Bank, CLN (Republic of Indonesia) |
||||||||||||
7.000%, 05/15/2022 |
IDR | 2,300,000 | 178 | |||||||||
7.000%, 05/15/2027 |
IDR | 2,300,000 | 170 | |||||||||
6.625%, 05/15/2033 |
IDR | 2,300,000 | 155 | |||||||||
Deutsche Bank MTN |
||||||||||||
7.000%, 05/17/2022 |
IDR | 9,000,000 | 689 | |||||||||
Genel Energy Finance |
||||||||||||
7.500%, 05/14/2019 |
1,000 | 840 | ||||||||||
JPMorgan, CLN (Republic of Indonesia) |
||||||||||||
7.000%, 05/15/2022 |
IDR | 105,300,000 | 8,162 | |||||||||
6.625%, 05/15/2033 |
IDR | 3,100,000 | 209 | |||||||||
Listrindo Capital |
||||||||||||
6.950%, 02/21/2019 (A) |
200 | 211 | ||||||||||
Majapahit Holding |
||||||||||||
8.000%, 08/07/2019 |
470 | 545 | ||||||||||
7.875%, 06/29/2037 (A) |
205 | 240 | ||||||||||
7.750%, 01/20/2020 |
894 | 1,035 | ||||||||||
Pelabuhan Indonesia III |
||||||||||||
4.875%, 10/01/2024 |
1,659 | 1,667 | ||||||||||
4.875%, 10/01/2024 (A) |
200 | 201 | ||||||||||
Pertamina Persero MTN |
||||||||||||
6.500%, 05/27/2041 (A) |
380 | 389 | ||||||||||
6.450%, 05/30/2044 (A) |
1,432 | 1,495 | ||||||||||
6.000%, 05/03/2042 (A) |
935 | 913 | ||||||||||
6.000%, 05/03/2042 |
340 | 332 | ||||||||||
5.625%, 05/20/2043 |
3,882 | 3,649 | ||||||||||
5.250%, 05/23/2021 (A) |
500 | 515 | ||||||||||
4.875%, 05/03/2022 (A) |
220 | 220 | ||||||||||
Republic of Indonesia MTN |
||||||||||||
12.800%, 06/15/2021 |
IDR | 1,965,000 | 197 | |||||||||
11.625%, 03/04/2019 |
3,403 | 4,496 | ||||||||||
11.625%, 03/04/2019 (A) |
975 | 1,288 | ||||||||||
11.625%, 03/04/2019 |
1,674 | 2,212 | ||||||||||
11.000%, 09/15/2025 |
IDR | 3,200,000 | 314 | |||||||||
9.000%, 03/15/2029 |
IDR | 111,485,000 | 9,641 | |||||||||
8.500%, 10/12/2035 |
1,000 | 1,390 | ||||||||||
8.500%, 10/12/2035 |
1,969 | 2,737 | ||||||||||
8.375%, 03/15/2024 |
IDR | 192,192,000 | 16,158 | |||||||||
8.375%, 09/15/2026 |
IDR | 580,000 | 48 | |||||||||
8.375%, 03/15/2034 |
IDR | 70,160,000 | 5,710 | |||||||||
8.375%, 03/15/2034 |
IDR | 55,920,000 | 4,551 | |||||||||
8.250%, 06/15/2032 |
IDR | 17,369,000 | 1,406 | |||||||||
7.875%, 04/15/2019 |
IDR | 26,065,000 | 2,118 | |||||||||
7.750%, 01/17/2038 |
1,478 | 1,934 | ||||||||||
7.750%, 01/17/2038 |
7,418 | 9,708 | ||||||||||
7.000%, 05/15/2022 |
IDR | 59,080,000 | 4,579 | |||||||||
6.875%, 01/17/2018 |
2,394 | 2,705 | ||||||||||
6.750%, 01/15/2044 |
700 | 866 | ||||||||||
6.750%, 01/15/2044 (A) |
1,650 | 2,042 |
Description |
Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
6.625%, 05/15/2033 |
IDR | 30,376,000 | $ | 2,052 | ||||||||
6.625%, 02/17/2037 |
210 | 246 | ||||||||||
6.625%, 02/17/2037 |
676 | 791 | ||||||||||
6.125%, 05/15/2028 |
IDR | 26,020,000 | 1,742 | |||||||||
5.875%, 03/13/2020 (A) |
224 | 248 | ||||||||||
5.625%, 05/15/2023 |
IDR | 44,408,000 | 3,090 | |||||||||
5.250%, 01/17/2042 |
1,029 | 1,038 | ||||||||||
4.875%, 05/05/2021 |
2,357 | 2,490 | ||||||||||
4.875%, 05/05/2021 (A) |
200 | 211 | ||||||||||
3.375%, 04/15/2023 (A) |
1,939 | 1,832 | ||||||||||
2.875%, 07/08/2021 (A) |
EUR | 594 | 729 | |||||||||
|
|
|||||||||||
110,384 | ||||||||||||
|
|
|||||||||||
Iraq 0.6% |
||||||||||||
Republic of Iraq |
||||||||||||
5.800%, 01/15/2028 |
9,324 | 7,786 | ||||||||||
|
|
|||||||||||
Israel 0.1% |
||||||||||||
Altice Financing |
||||||||||||
8.000%, 12/15/2019 |
EUR | 400 | 512 | |||||||||
7.875%, 12/15/2019 |
400 | 409 | ||||||||||
Altice Finco |
||||||||||||
9.875%, 12/15/2020 |
300 | 321 | ||||||||||
|
|
|||||||||||
1,242 | ||||||||||||
|
|
|||||||||||
Italy 0.0% |
||||||||||||
Wind Acquisition Finance |
||||||||||||
4.750%, 07/15/2020 (A) |
49 | 46 | ||||||||||
4.000%, 07/15/2020 (A) |
EUR | 200 | 237 | |||||||||
|
|
|||||||||||
283 | ||||||||||||
|
|
|||||||||||
Ivory Coast 1.0% |
||||||||||||
Ivory Coast Government Bond |
||||||||||||
7.774%, 12/31/2032 |
3,413 | 3,259 | ||||||||||
5.750%, 12/31/2032 |
300 | 287 | ||||||||||
5.750%, 12/31/2032 |
7,916 | 7,560 | ||||||||||
5.375%, 07/23/2024 (A) |
3,013 | 2,878 | ||||||||||
|
|
|||||||||||
13,984 | ||||||||||||
|
|
|||||||||||
Jamaica 0.5% |
||||||||||||
Digicel Group |
||||||||||||
8.250%, 09/30/2020 |
2,200 | 2,134 | ||||||||||
7.125%, 04/01/2022 (A) |
790 | 735 | ||||||||||
Jamaica Government International Bond |
||||||||||||
7.625%, 07/09/2025 |
3,804 | 3,966 | ||||||||||
|
|
|||||||||||
6,835 | ||||||||||||
|
|
|||||||||||
Kazakhstan 2.3% |
||||||||||||
Development Bank of Kazakhstan |
||||||||||||
4.125%, 12/10/2022 |
770 | 647 | ||||||||||
Halyk Savings Bank of Kazakhstan |
||||||||||||
7.250%, 01/28/2021 (A) |
400 | 392 | ||||||||||
7.250%, 01/28/2021 |
200 | 196 | ||||||||||
KazAgro National Management Holding |
||||||||||||
4.625%, 05/24/2023 |
3,830 | 3,198 | ||||||||||
Kazakhstan Government International Bond |
||||||||||||
3.875%, 10/14/2024 (A) |
2,574 | 2,410 | ||||||||||
Kazakhstan Temir Zholy Finance |
||||||||||||
6.950%, 07/10/2042 (A) |
250 | 242 | ||||||||||
Kazatomprom Natsionalnaya Atomnaya Kompaniya |
||||||||||||
6.250%, 05/20/2015 (A) |
450 | 447 | ||||||||||
6.250%, 05/20/2015 |
100 | 99 |
4 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
December 31, 2014
Description |
Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
KazMunayGas National MTN |
||||||||||||
11.750%, 01/23/2015 |
1,611 | $ | 1,616 | |||||||||
9.125%, 07/02/2018 (A) |
2,342 | 2,562 | ||||||||||
9.125%, 07/02/2018 |
1,248 | 1,365 | ||||||||||
7.000%, 05/05/2020 (A) |
676 | 703 | ||||||||||
6.375%, 04/09/2021 (A) |
4,301 | 4,349 | ||||||||||
6.375%, 04/09/2021 |
1,435 | 1,451 | ||||||||||
5.750%, 04/30/2043 (A) |
362 | 302 | ||||||||||
5.750%, 04/30/2043 |
7,924 | 6,656 | ||||||||||
4.875%, 05/07/2025 (A) |
1,026 | 906 | ||||||||||
4.400%, 04/30/2023 (A) |
523 | 460 | ||||||||||
4.400%, 04/30/2023 |
1,022 | 908 | ||||||||||
Nostrum Oil & Gas Finance BV |
||||||||||||
6.375%, 02/14/2019 (A) |
418 | 357 | ||||||||||
Republic of Kazakhstan |
||||||||||||
6.375%, 10/06/2020 (A) |
600 | 591 | ||||||||||
Samruk-Energy JSC MTN |
||||||||||||
3.750%, 12/20/2017 |
500 | 480 | ||||||||||
Zhaikmunai Via Zhaikmunai International |
||||||||||||
7.125%, 11/13/2019 (A) |
425 | 367 | ||||||||||
|
|
|||||||||||
30,704 | ||||||||||||
|
|
|||||||||||
Kenya 0.6% |
||||||||||||
Kenya Government International Bond |
||||||||||||
6.875%, 06/24/2024 (A) |
5,376 | 5,631 | ||||||||||
6.875%, 06/24/2024 |
403 | 422 | ||||||||||
Kenya Infrastructure Bond |
||||||||||||
11.000%, 09/15/2025 |
KES | 230,000 | 2,548 | |||||||||
|
|
|||||||||||
8,601 | ||||||||||||
|
|
|||||||||||
Latvia 0.1% |
||||||||||||
Republic of Latvia |
||||||||||||
2.750%, 01/12/2020 |
670 | 660 | ||||||||||
|
|
|||||||||||
Lithuania 0.2% |
||||||||||||
Republic of Lithuania |
||||||||||||
7.375%, 02/11/2020 |
462 | 557 | ||||||||||
6.625%, 02/01/2022 |
200 | 242 | ||||||||||
6.125%, 03/09/2021 (A) |
1,424 | 1,656 | ||||||||||
|
|
|||||||||||
2,455 | ||||||||||||
|
|
|||||||||||
Malaysia 5.5% |
||||||||||||
Malaysia Government Bond |
||||||||||||
5.248%, 09/15/2028 (A) |
MYR | 1,050 | 326 | |||||||||
4.935%, 09/30/2043 |
MYR | 3,700 | 1,080 | |||||||||
4.498%, 04/15/2030 |
MYR | 1,240 | 357 | |||||||||
4.392%, 04/15/2026 |
MYR | 10,601 | 3,064 | |||||||||
4.378%, 11/29/2019 |
MYR | 1,353 | 395 | |||||||||
4.262%, 09/15/2016 |
MYR | 17,620 | 5,102 | |||||||||
4.181%, 07/15/2024 |
MYR | 30,947 | 8,883 | |||||||||
4.160%, 07/15/2021 |
MYR | 4,769 | 1,372 | |||||||||
4.048%, 09/30/2021 |
MYR | 7,830 | 2,239 | |||||||||
4.012%, 09/15/2017 |
MYR | 13,780 | 3,975 | |||||||||
3.892%, 03/15/2027 |
MYR | 1,369 | 375 | |||||||||
3.889%, 07/31/2020 |
MYR | 6,983 | 1,984 | |||||||||
3.844%, 04/15/2033 |
MYR | 1,770 | 465 | |||||||||
3.835%, 08/12/2015 |
MYR | 4,097 | 1,175 | |||||||||
3.741%, 02/27/2015 |
MYR | 2,000 | 572 | |||||||||
3.654%, 10/31/2019 |
MYR | 14,860 | 4,208 | |||||||||
3.580%, 09/28/2018 |
MYR | 4,747 | 1,344 | |||||||||
3.502%, 05/31/2027 |
MYR | 1,050 | 276 | |||||||||
3.492%, 03/31/2020 |
MYR | 25,539 | 7,148 | |||||||||
3.480%, 03/15/2023 |
MYR | 14,448 | 3,944 | |||||||||
3.418%, 08/15/2022 |
MYR | 8,999 | 2,455 |
Description |
Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
3.394%, 03/15/2017 |
MYR | 1,220 | $ | 347 | ||||||||
3.314%, 10/31/2017 |
MYR | 22,180 | 6,285 | |||||||||
3.260%, 03/01/2018 |
MYR | 18,210 | 5,120 | |||||||||
3.197%, 10/15/2015 |
MYR | 9,213 | 2,627 | |||||||||
3.172%, 07/15/2016 |
MYR | 8,630 | 2,453 | |||||||||
Malaysia Government Investment Issue |
||||||||||||
4.444%, 05/22/2024 |
MYR | 11,600 | 3,375 | |||||||||
|
|
|||||||||||
70,946 | ||||||||||||
|
|
|||||||||||
Mexico 7.0% |
||||||||||||
America Movil |
||||||||||||
6.000%, 06/09/2019 |
MXN | 12,420 | 840 | |||||||||
BBVA Bancomer |
||||||||||||
6.750%, 09/30/2022 (A) |
500 | 550 | ||||||||||
4.375%, 04/10/2024 (A) |
1,855 | 1,864 | ||||||||||
Cemex |
||||||||||||
6.500%, 12/10/2019 |
550 | 558 | ||||||||||
5.700%, 01/11/2025 (A) |
147 | 143 | ||||||||||
Cemex Espana Luxembourg |
||||||||||||
9.875%, 04/30/2019 |
950 | 1,043 | ||||||||||
Cemex Finance |
||||||||||||
9.375%, 10/12/2022 (A) |
350 | 390 | ||||||||||
6.000%, 04/01/2024 (A) |
77 | 75 | ||||||||||
Comision Federal de Electricidad |
||||||||||||
5.750%, 02/14/2042 (A) |
500 | 533 | ||||||||||
4.875%, 05/26/2021 (A) |
400 | 425 | ||||||||||
4.875%, 01/15/2024 (A) |
637 | 666 | ||||||||||
El Puerto de Liverpool |
||||||||||||
3.950%, 10/02/2024 |
348 | 343 | ||||||||||
Fermaca Enterprises S de RL |
||||||||||||
6.375%, 03/30/2038 (A) |
361 | 367 | ||||||||||
Mexican Bonos |
||||||||||||
7.750%, 11/23/2034 |
MXN | 10,980 | 853 | |||||||||
7.750%, 11/13/2042 |
MXN | 3,280 | 256 | |||||||||
7.500%, 06/03/2027 |
MXN | 36,854 | 2,790 | |||||||||
6.500%, 06/09/2022 |
MXN | 16,438 | 1,169 | |||||||||
6.250%, 06/16/2016 |
MXN | 44,177 | 3,109 | |||||||||
6.000%, 06/18/2015 |
MXN | 5,099 | 351 | |||||||||
5.000%, 06/15/2017 |
MXN | 39,491 | 2,740 | |||||||||
Mexican Bonos, Ser M |
||||||||||||
6.500%, 06/10/2021 |
MXN | 123,434 | 8,795 | |||||||||
Mexican Bonos, Ser M10 |
||||||||||||
8.500%, 12/13/2018 |
MXN | 12,020 | 919 | |||||||||
8.000%, 12/17/2015 |
MXN | 37,960 | 2,689 | |||||||||
7.750%, 12/14/2017 |
MXN | 32,714 | 2,424 | |||||||||
7.250%, 12/15/2016 |
MXN | 37,764 | 2,733 | |||||||||
Mexican Bonos, Ser M20 |
||||||||||||
10.000%, 12/05/2024 |
MXN | 43,220 | 3,841 | |||||||||
8.500%, 05/31/2029 |
MXN | 11,603 | 951 | |||||||||
8.000%, 12/07/2023 |
MXN | 53,603 | 4,179 | |||||||||
7.750%, 05/29/2031 |
MXN | 98,710 | 7,606 | |||||||||
Mexican Bonos, Ser M30 |
||||||||||||
10.000%, 11/20/2036 |
MXN | 8,900 | 846 | |||||||||
8.500%, 11/18/2038 |
MXN | 38,121 | 3,198 | |||||||||
Mexican Udibonos |
||||||||||||
4.500%, 11/22/2035 |
MXN | 5,716 | 2,465 | |||||||||
2.500%, 12/10/2020 |
MXN | 6,273 | 2,300 | |||||||||
2.000%, 06/09/2022 |
MXN | 1,471 | 516 | |||||||||
Offshore Drilling Holding |
||||||||||||
8.625%, 09/20/2020 |
1,700 | 1,479 | ||||||||||
Petroleos Mexicanos |
||||||||||||
7.190%, 09/12/2024 |
MXN | 44,250 | 2,989 | |||||||||
6.625%, 06/15/2035 |
2,800 | 3,234 | ||||||||||
6.500%, 06/02/2041 |
572 | 656 |
5 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
December 31, 2014
Description |
Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
6.375%, 01/23/2045 (A) |
806 | $ | 913 | |||||||||
4.250%, 01/15/2025 (A) |
560 | 556 | ||||||||||
3.500%, 01/30/2023 (A) |
185 | 177 | ||||||||||
Sixsigma Networks Mexico |
||||||||||||
8.250%, 11/07/2021 (A) |
465 | 472 | ||||||||||
Trust F |
||||||||||||
5.250%, 12/15/2024 (A)(G) |
1,080 | 1,113 | ||||||||||
United Mexican States MTN |
||||||||||||
6.050%, 01/11/2040 |
1,548 | 1,901 | ||||||||||
5.750%, 10/12/2110 |
468 | 503 | ||||||||||
5.550%, 01/21/2045 |
6,381 | 7,418 | ||||||||||
4.750%, 03/08/2044 |
1,218 | 1,270 | ||||||||||
4.000%, 10/02/2023 |
2,702 | 2,803 | ||||||||||
3.500%, 01/21/2021 |
175 | 179 | ||||||||||
United Mexican States, Ser A MTN |
||||||||||||
6.750%, 09/27/2034 |
2,980 | 3,892 | ||||||||||
|
|
|||||||||||
92,082 | ||||||||||||
|
|
|||||||||||
Mongolia 0.6% |
||||||||||||
Development Bank of Mongolia MTN |
||||||||||||
5.750%, 03/21/2017 |
902 | 866 | ||||||||||
Mongolia Government Bond MTN |
||||||||||||
5.125%, 12/05/2022 |
3,832 | 3,296 | ||||||||||
5.125%, 12/05/2022 |
481 | 414 | ||||||||||
4.125%, 01/05/2018 |
2,556 | 2,352 | ||||||||||
|
|
|||||||||||
6,928 | ||||||||||||
|
|
|||||||||||
Montenegro 0.0% |
||||||||||||
Republic of Montenegro |
||||||||||||
7.875%, 09/14/2015 |
EUR | 120 | 150 | |||||||||
5.375%, 05/20/2019 |
EUR | 399 | 502 | |||||||||
|
|
|||||||||||
652 | ||||||||||||
|
|
|||||||||||
Morocco 0.4% |
||||||||||||
Kingdom of Morocco |
||||||||||||
5.500%, 12/11/2042 (A) |
200 | 206 | ||||||||||
5.500%, 12/11/2042 |
1,000 | 1,029 | ||||||||||
4.250%, 12/11/2022 |
1,180 | 1,195 | ||||||||||
4.250%, 12/11/2022 (A) |
1,348 | 1,365 | ||||||||||
OCP |
||||||||||||
5.625%, 04/25/2024 (A) |
1,678 | 1,762 | ||||||||||
|
|
|||||||||||
5,557 | ||||||||||||
|
|
|||||||||||
Mozambique 0.1% |
||||||||||||
EMATUM Via Mozambique EMATUM Finance 2020 |
||||||||||||
6.305%, 09/11/2020 |
845 | 824 | ||||||||||
|
|
|||||||||||
Nigeria 0.4% |
||||||||||||
Nigeria Treasury Bill |
||||||||||||
11.843%, 05/07/2015 (E) |
NGN | 12,900 | 67 | |||||||||
11.815%, 02/05/2015 (E) |
NGN | 37,000 | 199 | |||||||||
11.793%, 04/23/2015 (E) |
NGN | 25,200 | 132 | |||||||||
11.441%, 03/05/2015 (E) |
NGN | 24,553 | 131 | |||||||||
Republic of Nigeria |
||||||||||||
16.390%, 01/27/2022 |
NGN | 111,580 | 635 | |||||||||
16.000%, 06/29/2019 |
NGN | 168,722 | 940 | |||||||||
15.100%, 04/27/2017 |
NGN | 23,192 | 126 | |||||||||
14.200%, 03/14/2024 |
NGN | 124,767 | 648 | |||||||||
6.750%, 01/28/2021 |
1,922 | 1,980 | ||||||||||
6.750%, 01/28/2021 (A) |
550 | 567 | ||||||||||
6.375%, 07/12/2023 (A) |
551 | 541 | ||||||||||
|
|
|||||||||||
5,966 | ||||||||||||
|
|
Description |
Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Pakistan 0.4% |
||||||||||||
Republic of Pakistan |
||||||||||||
8.250%, 04/15/2024 |
3,400 | $ | 3,494 | |||||||||
7.250%, 04/15/2019 (A) |
500 | 506 | ||||||||||
7.125%, 03/31/2016 |
500 | 508 | ||||||||||
6.875%, 06/01/2017 |
430 | 435 | ||||||||||
6.875%, 06/01/2017 |
100 | 101 | ||||||||||
|
|
|||||||||||
5,044 | ||||||||||||
|
|
|||||||||||
Panama 0.8% |
||||||||||||
Panama Notas del Tesoro |
||||||||||||
4.875%, 02/05/2021 |
704 | 742 | ||||||||||
Republic of Panama |
||||||||||||
9.375%, 01/16/2023 |
560 | 767 | ||||||||||
9.375%, 04/01/2029 |
2,614 | 3,967 | ||||||||||
8.875%, 09/30/2027 |
270 | 391 | ||||||||||
8.125%, 04/28/2034 |
2,128 | 2,942 | ||||||||||
7.125%, 01/29/2026 |
100 | 129 | ||||||||||
6.700%, 01/26/2036 |
1,350 | 1,745 | ||||||||||
4.300%, 04/29/2053 |
130 | 122 | ||||||||||
4.000%, 09/22/2024 |
380 | 390 | ||||||||||
|
|
|||||||||||
11,195 | ||||||||||||
|
|
|||||||||||
Paraguay 0.5% |
||||||||||||
Republic of Paraguay |
||||||||||||
6.100%, 08/11/2044 (A) |
2,926 | 3,116 | ||||||||||
6.100%, 08/11/2044 |
400 | 426 | ||||||||||
4.625%, 01/25/2023 (F) |
1,960 | 1,989 | ||||||||||
4.625%, 01/25/2023 (A) |
737 | 748 | ||||||||||
Telefonica Celular del Paraguay |
||||||||||||
6.750%, 12/13/2022 |
200 | 208 | ||||||||||
6.750%, 12/13/2022 |
200 | 208 | ||||||||||
|
|
|||||||||||
6,695 | ||||||||||||
|
|
|||||||||||
Peru 1.8% |
||||||||||||
Abengoa Transmision Sur |
||||||||||||
6.875%, 04/30/2043 (A) |
273 | 302 | ||||||||||
BBVA Banco Continental |
||||||||||||
5.250%, 09/22/2029 (A)(D) |
651 | 660 | ||||||||||
Cementos Pacasmayo SAA |
||||||||||||
4.500%, 02/08/2023 (A) |
200 | 184 | ||||||||||
Peru Enhanced Pass-Through Finance |
||||||||||||
4.648%, 06/02/2025 (A)(E) |
1,000 | 712 | ||||||||||
2.265%, 05/31/2018 (E) |
94 | 89 | ||||||||||
2.007%, 05/31/2018 (A)(E) |
254 | 241 | ||||||||||
Republic of Peru |
||||||||||||
9.910%, 05/05/2015 |
PEI | 675 | 232 | |||||||||
8.750%, 11/21/2033 |
4,077 | 6,350 | ||||||||||
8.200%, 08/12/2026 |
PEI | 4,268 | 1,719 | |||||||||
7.350%, 07/21/2025 |
2,955 | 3,923 | ||||||||||
7.125%, 03/30/2019 |
2,073 | 2,451 | ||||||||||
6.950%, 08/12/2031 |
PEI | 1,798 | 641 | |||||||||
6.900%, 08/12/2037 |
PEI | 4,630 | 1,615 | |||||||||
6.850%, 02/12/2042 |
PEI | 613 | 208 | |||||||||
6.550%, 03/14/2037 |
372 | 483 | ||||||||||
5.700%, 08/12/2024 (A) |
PEI | 10,512 | 3,628 | |||||||||
5.700%, 08/12/2024 |
PEI | 2,159 | 725 | |||||||||
|
|
|||||||||||
24,163 | ||||||||||||
|
|
|||||||||||
Philippines 0.2% |
||||||||||||
Development Bank of Philippines |
||||||||||||
5.500%, 03/25/2021 |
330 | 359 | ||||||||||
National Power |
||||||||||||
9.625%, 05/15/2028 |
1,100 | 1,672 |
6 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
December 31, 2014
Description |
Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Republic of Philippines |
||||||||||||
3.900%, 11/26/2022 |
PHP | 45,000 | $ | 983 | ||||||||
|
|
|||||||||||
3,014 | ||||||||||||
|
|
|||||||||||
Poland 2.6% |
||||||||||||
Republic of Poland |
||||||||||||
5.750%, 04/25/2029 |
PLN | 9,279 | 3,551 | |||||||||
5.000%, 04/25/2016 |
PLN | 3,160 | 926 | |||||||||
5.000%, 03/23/2022 |
357 | 400 | ||||||||||
4.750%, 04/25/2017 |
PLN | 1,810 | 542 | |||||||||
4.000%, 10/25/2023 |
PLN | 13,514 | 4,284 | |||||||||
4.000%, 01/22/2024 |
682 | 724 | ||||||||||
3.250%, 07/25/2025 |
PLN | 23,357 | 7,019 | |||||||||
3.000%, 08/24/2016 |
PLN | 7,190 | 2,666 | |||||||||
2.881%, 01/25/2016 (E) |
PLN | 9,150 | 2,528 | |||||||||
2.750%, 08/25/2023 |
PLN | 15,175 | 5,506 | |||||||||
2.500%, 07/25/2018 |
PLN | 4,970 | 1,422 | |||||||||
Republic of Poland, Ser 0922 |
||||||||||||
5.750%, 09/23/2022 |
PLN | 11,267 | 3,929 | |||||||||
Republic of Poland, Ser 1017 |
||||||||||||
5.250%, 10/25/2017 |
PLN | 2,170 | 666 | |||||||||
|
|
|||||||||||
34,163 | ||||||||||||
|
|
|||||||||||
Qatar 0.1% |
||||||||||||
Ooredoo International Finance |
||||||||||||
7.875%, 06/10/2019 |
665 | 809 | ||||||||||
|
|
|||||||||||
Romania 2.0% |
||||||||||||
Government of Romania MTN |
||||||||||||
6.750%, 02/07/2022 |
3,324 | 4,001 | ||||||||||
6.750%, 02/07/2022 (A) |
350 | 421 | ||||||||||
6.125%, 01/22/2044 |
390 | 473 | ||||||||||
5.950%, 06/11/2021 |
RON | 15,970 | 4,969 | |||||||||
5.850%, 04/26/2023 |
RON | 12,340 | 3,862 | |||||||||
5.800%, 07/26/2027 |
RON | 2,900 | 915 | |||||||||
5.750%, 04/29/2020 |
RON | 810 | 248 | |||||||||
4.875%, 01/22/2024 |
126 | 137 | ||||||||||
4.875%, 01/22/2024 (A) |
165 | 181 | ||||||||||
4.875%, 01/22/2024 (A) |
2,342 | 2,559 | ||||||||||
4.750%, 08/29/2016 |
RON | 8,980 | 2,530 | |||||||||
4.750%, 06/24/2019 |
RON | 1,940 | 567 | |||||||||
4.750%, 02/24/2025 |
RON | 8,055 | 2,368 | |||||||||
4.750%, 02/24/2025 |
RON | 5,400 | 1,598 | |||||||||
4.375%, 08/22/2023 |
1,462 | 1,537 | ||||||||||
|
|
|||||||||||
26,366 | ||||||||||||
|
|
|||||||||||
Russia 6.0% |
||||||||||||
Alfa Bank Via Alfa Bond Issuance |
||||||||||||
7.750%, 04/28/2021 |
500 | 423 | ||||||||||
7.500%, 09/26/2019 |
750 | 633 | ||||||||||
Credit Bank of Moscow Via CBOM Finance |
||||||||||||
7.700%, 02/01/2018 |
1,000 | 740 | ||||||||||
Gaz Capital |
||||||||||||
6.510%, 03/07/2022 (A) |
224 | 200 | ||||||||||
Gazprom Neft OAO Via GPN Capital |
||||||||||||
6.000%, 11/27/2023 (A) |
480 | 382 | ||||||||||
Gazprom OAO Via Gaz Capital |
||||||||||||
9.250%, 04/23/2019 (A) |
305 | 311 | ||||||||||
4.300%, 11/12/2015 (A) |
533 | 520 | ||||||||||
Lukoil International Finance BV |
||||||||||||
3.416%, 04/24/2018 (A) |
180 | 153 | ||||||||||
Ritekro |
||||||||||||
13.684%, 11/07/2022 (E)(H) |
914 | 457 |
Description |
Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Russian Federal Bond - OFZ |
||||||||||||
8.150%, 02/03/2027 |
RUB | 221,831 | $ | 2,616 | ||||||||
7.600%, 04/14/2021 |
RUB | 579,784 | 6,885 | |||||||||
7.600%, 07/20/2022 |
RUB | 271,756 | 3,148 | |||||||||
7.500%, 03/15/2018 |
RUB | 116,073 | 1,567 | |||||||||
7.500%, 02/27/2019 |
RUB | 114,810 | 1,473 | |||||||||
7.400%, 04/19/2017 |
RUB | 93,640 | 1,330 | |||||||||
7.400%, 06/14/2017 |
RUB | 28,100 | 393 | |||||||||
7.350%, 01/20/2016 |
RUB | 80,000 | 1,247 | |||||||||
7.050%, 01/19/2028 |
RUB | 395,299 | 4,134 | |||||||||
7.000%, 01/25/2023 |
RUB | 208,328 | 2,335 | |||||||||
7.000%, 08/16/2023 |
RUB | 244,724 | 2,733 | |||||||||
6.900%, 08/03/2016 |
RUB | 48,434 | 716 | |||||||||
6.800%, 12/11/2019 |
RUB | 100,024 | 1,209 | |||||||||
6.700%, 05/15/2019 |
RUB | 38,568 | 478 | |||||||||
6.500%, 12/03/2014 (C) |
RUB | 22,770 | 262 | |||||||||
6.400%, 05/27/2020 |
RUB | 27,020 | 313 | |||||||||
6.200%, 01/31/2018 |
RUB | 133,390 | 1,745 | |||||||||
Russian Federation Registered |
||||||||||||
7.500%, 03/31/2030 |
7,880 | 8,171 | ||||||||||
Russian Foreign Bond - Eurobond |
||||||||||||
7.850%, 03/10/2018 |
RUB | 120,000 | 1,630 | |||||||||
7.500%, 03/31/2030 |
22,271 | 23,095 | ||||||||||
5.625%, 04/04/2042 |
600 | 501 | ||||||||||
5.000%, 04/29/2020 |
1,700 | 1,581 | ||||||||||
4.875%, 09/16/2023 (A) |
1,200 | 1,069 | ||||||||||
4.875%, 09/16/2023 |
400 | 356 | ||||||||||
3.250%, 04/04/2017 |
1,200 | 1,144 | ||||||||||
Sistema Via Sistema International Funding |
||||||||||||
6.950%, 05/17/2019 |
1,000 | 690 | ||||||||||
6.950%, 05/17/2019 |
500 | 345 | ||||||||||
TMK OAO Via TMK Capital |
||||||||||||
6.750%, 04/03/2020 |
1,300 | 728 | ||||||||||
VEB-Leasing Via VEB Leasing Investment |
||||||||||||
5.125%, 05/27/2016 |
320 | 290 | ||||||||||
Vimpel Communications Via VIP Finance Ireland |
||||||||||||
7.748%, 02/02/2021 (A) |
19 | 16 | ||||||||||
VimpelCom Holdings |
||||||||||||
7.504%, 03/01/2022 |
870 | 705 | ||||||||||
7.504%, 03/01/2022 (A) |
405 | 328 | ||||||||||
5.950%, 02/13/2023 (A) |
95 | 72 | ||||||||||
5.200%, 02/13/2019 (A) |
500 | 405 | ||||||||||
Vnesheconombank Via VEB Finance |
||||||||||||
6.902%, 07/09/2020 |
1,310 | 1,050 | ||||||||||
6.800%, 11/22/2025 |
580 | 455 | ||||||||||
6.800%, 11/22/2025 (A) |
150 | 118 | ||||||||||
5.450%, 11/22/2017 (A) |
400 | 349 | ||||||||||
|
|
|||||||||||
79,501 | ||||||||||||
|
|
|||||||||||
Senegal 0.2% |
||||||||||||
Republic of Senegal |
||||||||||||
8.750%, 05/13/2021 (A) |
540 | 593 | ||||||||||
8.750%, 05/13/2021 |
200 | 220 | ||||||||||
6.250%, 07/30/2024 (A) |
426 | 406 | ||||||||||
6.250%, 07/30/2024 |
1,200 | 1,143 | ||||||||||
|
|
|||||||||||
2,362 | ||||||||||||
|
|
|||||||||||
Serbia 0.3% |
||||||||||||
Republic of Serbia |
||||||||||||
7.250%, 09/28/2021 |
1,369 | 1,533 |
7 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
December 31, 2014
Description |
Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
7.250%, 09/28/2021 (A) |
200 | $ | 224 | |||||||||
5.875%, 12/03/2018 |
1,297 | 1,352 | ||||||||||
5.875%, 12/03/2018 (A) |
530 | 553 | ||||||||||
4.875%, 02/25/2020 |
200 | 200 | ||||||||||
|
|
|||||||||||
3,862 | ||||||||||||
|
|
|||||||||||
Singapore 0.6% |
||||||||||||
ABJA Investment Pte |
||||||||||||
5.950%, 07/31/2024 |
472 | 471 | ||||||||||
Singapore Government Bond |
||||||||||||
3.375%, 09/01/2033 |
1,530 | 1,253 | ||||||||||
3.000%, 09/01/2024 |
SGD | 7,156 | 5,741 | |||||||||
|
|
|||||||||||
7,465 | ||||||||||||
|
|
|||||||||||
Slovak Republic 0.0% |
||||||||||||
Slovakia Government International Bond |
||||||||||||
4.375%, 05/21/2022 |
617 | 667 | ||||||||||
|
|
|||||||||||
Slovenia 0.6% |
||||||||||||
Slovenia Government International Bond |
||||||||||||
5.850%, 05/10/2023 |
1,344 | 1,520 | ||||||||||
5.850%, 05/10/2023 |
691 | 781 | ||||||||||
5.250%, 02/18/2024 (A) |
1,151 | 1,265 | ||||||||||
5.250%, 02/18/2024 |
3,400 | 3,736 | ||||||||||
4.125%, 02/18/2019 |
900 | 943 | ||||||||||
|
|
|||||||||||
8,245 | ||||||||||||
|
|
|||||||||||
South Africa 4.6% |
||||||||||||
Eskom Holdings |
||||||||||||
6.750%, 08/06/2023 (A) |
1,289 | 1,337 | ||||||||||
6.750%, 08/06/2023 |
1,100 | 1,141 | ||||||||||
Republic of South Africa |
||||||||||||
8.750%, 01/31/2044 |
ZAR | 23,470 | 2,033 | |||||||||
8.750%, 02/28/2048 |
ZAR | 59,909 | 5,191 | |||||||||
8.250%, 09/15/2017 |
ZAR | 29,822 | 2,659 | |||||||||
8.250%, 03/31/2032 |
ZAR | 55,106 | 4,624 | |||||||||
8.000%, 12/21/2018 |
ZAR | 47,730 | 4,227 | |||||||||
8.000%, 01/31/2030 |
ZAR | 84,358 | 7,075 | |||||||||
7.750%, 02/28/2023 |
ZAR | 39,961 | 3,437 | |||||||||
7.250%, 01/15/2020 |
ZAR | 123,307 | 10,545 | |||||||||
7.000%, 02/28/2031 |
ZAR | 40,180 | 3,030 | |||||||||
6.875%, 05/27/2019 |
580 | 663 | ||||||||||
6.500%, 02/28/2041 |
ZAR | 23,065 | 1,552 | |||||||||
6.250%, 03/31/2036 |
ZAR | 42,260 | 2,833 | |||||||||
5.875%, 09/16/2025 |
6,443 | 7,256 | ||||||||||
4.665%, 01/17/2024 |
545 | 564 | ||||||||||
Transnet SOC |
||||||||||||
9.500%, 05/13/2021 (A) |
ZAR | 13,360 | 1,163 | |||||||||
4.000%, 07/26/2022 (A) |
1,119 | 1,057 | ||||||||||
ZAR Sovereign Capital Fund Propriety |
||||||||||||
3.903%, 06/24/2020 (A) |
1,046 | 1,057 | ||||||||||
|
|
|||||||||||
61,444 | ||||||||||||
|
|
|||||||||||
Sri Lanka 0.2% |
||||||||||||
Bank of Ceylon |
||||||||||||
6.875%, 05/03/2017 (A) |
320 | 337 | ||||||||||
Republic of Sri Lanka |
||||||||||||
6.250%, 10/04/2020 |
1,298 | 1,352 | ||||||||||
6.250%, 07/27/2021 |
300 | 314 | ||||||||||
6.250%, 07/27/2021 (A) |
200 | 209 | ||||||||||
5.875%, 07/25/2022 |
220 | 224 | ||||||||||
5.125%, 04/11/2019 (A) |
673 | 678 | ||||||||||
|
|
|||||||||||
3,114 | ||||||||||||
|
|
Description |
Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Supra-National 0.2% |
||||||||||||
European Investment Bank MTN |
||||||||||||
8.500%, 09/17/2024 |
ZAR | 9,200 | $ | 795 | ||||||||
Inter-American Development Bank MTN |
||||||||||||
7.350%, 09/12/2018 |
IDR | 20,140,000 | 1,627 | |||||||||
|
|
|||||||||||
2,422 | ||||||||||||
|
|
|||||||||||
Thailand 2.9% |
||||||||||||
PTT Exploration & Production |
||||||||||||
4.875%, 06/18/2019 (A)(D) |
1,544 | 1,521 | ||||||||||
Thailand Government Bond |
||||||||||||
5.670%, 03/13/2028 |
THB | 3,000 | 114 | |||||||||
4.875%, 06/22/2029 |
THB | 4,979 | 179 | |||||||||
3.875%, 06/13/2019 |
THB | 328,520 | 10,610 | |||||||||
3.650%, 12/17/2021 |
THB | 164,040 | 5,318 | |||||||||
3.625%, 05/22/2015 |
THB | 8,630 | 264 | |||||||||
3.625%, 06/16/2023 |
THB | 379,100 | 12,353 | |||||||||
3.580%, 12/17/2027 |
THB | 62,700 | 1,993 | |||||||||
3.250%, 06/16/2017 |
THB | 60,460 | 1,886 | |||||||||
1.250%, 03/12/2028 |
THB | 22,900 | 637 | |||||||||
1.200%, 07/14/2021 |
THB | 67,300 | 2,091 | |||||||||
|
|
|||||||||||
36,966 | ||||||||||||
|
|
|||||||||||
Trinidad & Tobago 0.1% |
||||||||||||
Republic of Trinidad & Tobago |
||||||||||||
4.375%, 01/16/2024 (A) |
1,305 | 1,383 | ||||||||||
|
|
|||||||||||
Turkey 7.6% |
||||||||||||
Export Credit Bank of Turkey |
||||||||||||
5.875%, 04/24/2019 (A) |
200 | 213 | ||||||||||
5.000%, 09/23/2021 (A) |
538 | 548 | ||||||||||
Finansbank |
||||||||||||
6.250%, 04/30/2019 (A) |
1,342 | 1,393 | ||||||||||
Republic of Turkey |
||||||||||||
11.875%, 01/15/2030 |
900 | 1,592 | ||||||||||
10.700%, 02/24/2016 |
TRY | 3,230 | 1,420 | |||||||||
10.500%, 01/15/2020 |
TRY | 5,260 | 2,495 | |||||||||
10.400%, 03/27/2019 |
TRY | 3,040 | 1,417 | |||||||||
10.400%, 03/20/2024 |
TRY | 9,525 | 4,751 | |||||||||
9.500%, 01/12/2022 |
TRY | 8,610 | 4,000 | |||||||||
9.000%, 01/27/2016 |
TRY | 10,200 | 4,398 | |||||||||
9.000%, 03/08/2017 |
TRY | 8,485 | 3,717 | |||||||||
9.000%, 07/24/2024 |
TRY | 10,090 | 4,657 | |||||||||
8.800%, 11/14/2018 |
TRY | 2,160 | 955 | |||||||||
8.800%, 09/27/2023 |
TRY | 9,373 | 4,242 | |||||||||
8.500%, 07/10/2019 |
TRY | 14,341 | 6,294 | |||||||||
8.500%, 09/14/2022 |
TRY | 13,148 | 5,815 | |||||||||
8.300%, 10/07/2015 |
TRY | 5,088 | 2,173 | |||||||||
8.300%, 06/20/2018 |
TRY | 2,500 | 1,087 | |||||||||
8.300%, 06/20/2018 |
TRY | 12,721 | 5,529 | |||||||||
8.200%, 07/13/2016 |
TRY | 7,657 | 3,292 | |||||||||
8.000%, 02/14/2034 |
1,350 | 1,848 | ||||||||||
7.500%, 07/14/2017 |
3,838 | 4,284 | ||||||||||
7.500%, 11/07/2019 |
3,579 | 4,196 | ||||||||||
7.375%, 02/05/2025 |
5,301 | 6,596 | ||||||||||
7.250%, 03/05/2038 |
200 | 259 | ||||||||||
7.100%, 03/08/2023 |
TRY | 9,440 | 3,848 | |||||||||
7.100%, 03/08/2023 |
TRY | 1,120 | 457 | |||||||||
7.000%, 06/05/2020 |
4,852 | 5,642 | ||||||||||
6.875%, 03/17/2036 |
1,559 | 1,927 | ||||||||||
6.750%, 04/03/2018 |
1,555 | 1,730 | ||||||||||
6.750%, 05/30/2040 |
375 | 463 | ||||||||||
6.625%, 02/17/2045 |
600 | 736 | ||||||||||
6.300%, 02/14/2018 |
TRY | 1,090 | 448 |
8 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
December 31, 2014
Description |
Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||
6.250%, 09/26/2022 |
830 | $ | 947 | |||||||
6.000%, 01/14/2041 |
1,786 | 2,027 | ||||||||
5.625%, 03/30/2021 |
2,370 | 2,604 | ||||||||
5.125%, 03/25/2022 |
573 | 609 | ||||||||
3.250%, 03/23/2023 |
539 | 511 | ||||||||
TC Ziraat Bankasi |
||||||||||
4.250%, 07/03/2019 (A) |
1,440 | 1,438 | ||||||||
|
|
|||||||||
100,558 | ||||||||||
|
|
|||||||||
Ukraine 0.8% |
||||||||||
Government of Ukraine |
||||||||||
9.250%, 07/24/2017 (A) |
403 | 246 | ||||||||
9.250%, 07/24/2017 |
7,228 | 4,409 | ||||||||
7.950%, 02/23/2021 (A) |
250 | 152 | ||||||||
7.950%, 02/23/2021 |
650 | 396 | ||||||||
7.800%, 11/28/2022 (A) |
300 | 183 | ||||||||
7.500%, 04/17/2023 (A) |
1,049 | 619 | ||||||||
6.875%, 09/23/2015 |
674 | 479 | ||||||||
6.750%, 11/14/2017 |
2,881 | 1,783 | ||||||||
6.580%, 11/21/2016 |
403 | 250 | ||||||||
6.580%, 11/21/2016 |
1,430 | 887 | ||||||||
6.250%, 06/17/2016 |
1,251 | 811 | ||||||||
Ukraine Railways Via Shortline |
||||||||||
9.500%, 05/21/2018 |
200 | 102 | ||||||||
Ukreximbank Via Biz Finance |
||||||||||
8.750%, 01/22/2018 |
670 | 382 | ||||||||
|
|
|||||||||
10,699 | ||||||||||
|
|
|||||||||
United Kingdom 0.0% |
||||||||||
Tullow Oil |
||||||||||
6.000%, 11/01/2020 (A) |
294 | 244 | ||||||||
|
|
|||||||||
Uruguay 0.7% |
||||||||||
Republic of Uruguay PIK |
||||||||||
7.875%, 01/15/2033 |
1,780 | 2,447 | ||||||||
Republic of Uruguay |
||||||||||
7.625%, 03/21/2036 |
1,270 | 1,731 | ||||||||
5.100%, 06/18/2050 |
3,273 | 3,322 | ||||||||
4.500%, 08/14/2024 |
632 | 663 | ||||||||
|
|
|||||||||
8,163 | ||||||||||
|
|
|||||||||
Venezuela 2.9% |
||||||||||
Petroleos de Venezuela |
||||||||||
9.750%, 05/17/2035 |
1,439 | 640 | ||||||||
9.000%, 11/17/2021 |
3,888 | 1,701 | ||||||||
8.500%, 11/02/2017 |
11,271 | 6,447 | ||||||||
8.500%, 11/02/2017 |
4,047 | 2,315 | ||||||||
6.000%, 05/16/2024 |
4,375 | 1,651 | ||||||||
6.000%, 05/16/2024 |
8,301 | 3,113 | ||||||||
6.000%, 11/15/2026 |
1,681 | 614 | ||||||||
5.500%, 04/12/2037 |
250 | 86 | ||||||||
5.375%, 04/12/2027 |
390 | 137 | ||||||||
5.250%, 04/12/2017 |
6,883 | 3,097 | ||||||||
5.250%, 04/12/2017 |
156 | 70 | ||||||||
5.000%, 10/28/2015 |
1,300 | 982 | ||||||||
Republic of Venezuela |
||||||||||
13.625%, 08/15/2018 |
144 | 71 | ||||||||
13.625%, 08/15/2018 |
1,716 | 897 | ||||||||
12.750%, 08/23/2022 (F) |
5,637 | 2,883 | ||||||||
11.950%, 08/05/2031 |
790 | 395 | ||||||||
11.950%, 08/05/2031 |
1,678 | 839 | ||||||||
11.750%, 10/21/2026 |
2,515 | 1,241 | ||||||||
9.375%, 01/13/2034 |
2,561 | 1,112 | ||||||||
9.250%, 09/15/2027 |
1,313 | 606 | ||||||||
9.250%, 05/07/2028 |
2,445 | 1,073 | ||||||||
9.000%, 05/07/2023 |
20 | 9 |
Description |
Face Amount(1) (Thousands)/Shares |
Market Value ($ Thousands) |
||||||||||
9.000%, 05/07/2023 |
500 | $ | 219 | |||||||||
8.250%, 10/13/2024 |
3,500 | 1,523 | ||||||||||
8.250%, 10/13/2024 |
1,252 | 545 | ||||||||||
7.750%, 10/13/2019 |
4,091 | 1,816 | ||||||||||
7.650%, 04/21/2025 |
290 | 123 | ||||||||||
6.000%, 12/09/2020 |
345 | 146 | ||||||||||
5.750%, 02/26/2016 (F) |
6,477 | 4,042 | ||||||||||
|
|
|||||||||||
38,393 | ||||||||||||
|
|
|||||||||||
Vietnam 0.1% |
||||||||||||
Republic of Vietnam |
||||||||||||
6.750%, 01/29/2020 |
439 | 493 | ||||||||||
4.800%, 11/19/2024 (A) |
1,026 | 1,054 | ||||||||||
|
|
|||||||||||
1,547 | ||||||||||||
|
|
|||||||||||
Zambia 0.4% |
||||||||||||
Republic of Zambia |
||||||||||||
10.000%, 09/03/2015 |
ZMW | 2,210 | 325 | |||||||||
8.500%, 04/14/2024 |
600 | 657 | ||||||||||
5.375%, 09/20/2022 |
2,360 | 2,177 | ||||||||||
Republic of Zambia Treasury Bills |
||||||||||||
20.994%, 08/24/2015 (E) |
ZMW | 1,755 | 244 | |||||||||
20.175%, 02/09/2015 (E) |
ZMW | 3,440 | 529 | |||||||||
18.003%, 09/21/2015 (E) |
ZMW | 12,000 | 1,646 | |||||||||
|
|
|||||||||||
5,578 | ||||||||||||
|
|
|||||||||||
Total Global Bonds |
1,237,778 | |||||||||||
|
|
|||||||||||
LOAN PARTICIPATIONS 0.4% |
||||||||||||
Singapore 0.4% |
||||||||||||
Ashmore Cayman SPC, No. 1 |
||||||||||||
0.000%, 08/31/2011 (B)(H) |
9,161 | 4,820 | ||||||||||
Morton Bay |
||||||||||||
6.220%, 12/31/2013 (H) |
3,158 | 300 | ||||||||||
|
|
|||||||||||
Total Loan Participations |
5,120 | |||||||||||
|
|
|||||||||||
AFFILIATED PARTNERSHIP 0.9% |
||||||||||||
SEI Liquidity Fund, L.P. |
||||||||||||
0.100% *(I) |
11,576,849 | 11,577 | ||||||||||
|
|
|||||||||||
Total Affiliated Partnership |
11,577 | |||||||||||
|
|
|||||||||||
Total Investments 94.9% |
$ | 1,254,475 | ||||||||||
|
|
9 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
December 31, 2014
A list of the open futures contracts held by the Fund at December 31, 2014, is as follows:
Type of Contract |
Number of Contracts Long (Short) |
Expiration Date |
Unrealized ($ Thousands) |
|||||||||
Euro-Bobl |
(11 | ) | Mar-2015 | $ | (12 | ) | ||||||
JSE Bond Future |
302 | Feb-2015 | (63 | ) | ||||||||
JSE Yield-X |
842 | Feb-2015 | (21 | ) | ||||||||
Korea 10-Year Bond |
(63 | ) | Mar-2015 | (41 | ) | |||||||
Korea 3-Year Bond |
(45 | ) | Mar-2015 | (2 | ) | |||||||
U.S. 10-Year Treasury Note |
51 | Mar-2015 | 35 | |||||||||
U.S. 10-Year Treasury Note |
(104 | ) | Mar-2015 | (49 | ) | |||||||
U.S. 2-Year Treasury Note |
(7 | ) | Mar-2015 | 2 | ||||||||
U.S. 5-Year Treasury Note |
(235 | ) | Apr-2015 | (28 | ) | |||||||
U.S. 5-Year Treasury Note |
47 | Mar-2015 | 1 | |||||||||
U.S. Long Treasury Bond |
72 | Mar-2015 | 275 | |||||||||
|
|
|||||||||||
$ | 97 | |||||||||||
|
|
For the period ended December 31, 2014, the total amount of all open future contracts, as presented in the table above, is 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 December 31, 2014, is as follows:
Settlement Date |
Currency (Thousands) |
Currency (Thousands) |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||||||
1/5/15-3/18/15 |
COP | 42,235,333 | USD | 18,818 | $ | 1,062 | ||||||||||
1/5/15-3/18/15 |
USD | 20,575 | COP | 46,557,033 | (1,005 | ) | ||||||||||
1/6/15-3/25/15 |
EUR | 63,438 | USD | 78,872 | 2,090 | |||||||||||
1/6/15-3/25/15 |
USD | 60,023 | EUR | 48,278 | (1,592 | ) | ||||||||||
1/8/15 |
GBP | 243 | USD | 380 | 1 | |||||||||||
1/8/15-2/17/15 |
EUR | 2,823 | RON | 12,642 | (6 | ) | ||||||||||
1/8/15-2/17/15 |
RON | 30,500 | EUR | 6,862 | 74 | |||||||||||
1/8/15-10/28/15 |
TRY | 68,166 | USD | 29,618 | 643 | |||||||||||
1/8/15-10/28/15 |
USD | 45,433 | TRY | 104,679 | (1,034 | ) | ||||||||||
1/9/15-3/18/15 |
PEI | 72,616 | USD | 24,503 | 306 | |||||||||||
1/9/15-3/18/15 |
USD | 9,638 | PEI | 28,591 | (89 | ) | ||||||||||
1/12/15 |
AUD | 9,856 | USD | 8,338 | 279 | |||||||||||
1/12/15 |
USD | 5,126 | AUD | 6,252 | (13 | ) | ||||||||||
1/12/15-3/18/15 |
USD | 16,832 | MYR | 56,929 | (583 | ) | ||||||||||
1/12/15-9/15/15 |
USD | 53,860 | CNH | 349,328 | 1,565 | |||||||||||
1/14/15-3/18/15 |
MXN | 654,424 | USD | 46,466 | 2,168 | |||||||||||
1/14/15-3/18/15 |
USD | 77,202 | MXN | 1,078,304 | (4,204 | ) | ||||||||||
1/14/15-3/18/15 |
USD | 31,463 | ZAR | 356,054 | (816 | ) | ||||||||||
1/14/15-3/18/15 |
ZAR | 345,438 | USD | 30,223 | 563 | |||||||||||
1/15/15-1/26/15 |
PLN | 48,243 | EUR | 11,395 | 216 | |||||||||||
1/16/15-1/26/15 |
EUR | 15,491 | PLN | 65,328 | (369 | ) | ||||||||||
1/16/15-2/5/15 |
USD | 10,405 | THB | 343,160 | 12 | |||||||||||
1/16/15-3/18/15 |
THB | 439,280 | USD | 13,280 | (47 | ) | ||||||||||
1/20/15 |
CAD | 5,970 | USD | 5,112 | (41 | ) | ||||||||||
1/20/15-2/18/15 |
USD | 4,248 | NGN | 742,526 | (401 | ) | ||||||||||
1/20/15-3/18/15 |
INR | 295,224 | USD | 4,621 | 11 | |||||||||||
1/20/15-3/18/15 |
USD | 13,265 | INR | 827,568 | (252 | ) | ||||||||||
1/21/15 |
CNY | 5,200 | USD | 846 | 10 | |||||||||||
1/21/15 |
TWD | 350,760 | USD | 11,637 | 536 | |||||||||||
1/21/15 |
USD | 5,921 | CNY | 36,579 | (39 | ) | ||||||||||
1/22/15 |
USD | 8,010 | RUB | 402,005 | (1,381 | ) | ||||||||||
1/22/15-4/15/15 |
RUB | 448,934 | USD | 7,406 | 123 | |||||||||||
1/29/15-3/18/15 |
MYR | 57,719 | USD | 16,494 | 46 | |||||||||||
1/30/15-2/27/15 |
BRL | 85,304 | USD | 32,559 | 791 | |||||||||||
1/30/15-2/27/15 |
USD | 12,634 | BRL | 34,474 | 193 |
Settlement Date |
Currency (Thousands) |
Currency (Thousands) |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||||||
1/30/15-3/18/15 |
HUF | 2,998,145 | USD | 12,458 | $ | 970 | ||||||||||
1/30/15-3/18/15 |
USD | 5,051 | HUF | 1,283,991 | (130 | ) | ||||||||||
2/17/15-3/4/15 |
KRW | 15,184,227 | USD | 13,857 | 56 | |||||||||||
2/17/15-3/4/15 |
USD | 8,554 | KRW | 9,450,349 | 36 | |||||||||||
2/17/15-3/18/15 |
SGD | 39,816 | USD | 30,617 | 591 | |||||||||||
2/17/15-3/18/15 |
USD | 1,911 | SGD | 2,504 | (22 | ) | ||||||||||
2/18/15-2/23/15 |
USD | 1,331 | PHP | 59,859 | 4 | |||||||||||
2/18/15-3/25/15 |
HUF | 5,098,264 | EUR | 16,363 | 289 | |||||||||||
2/18/15-12/4/15 |
NGN | 708,794 | USD | 3,679 | 95 | |||||||||||
2/20/15-3/18/15 |
USD | 12,012 | CLP | 7,361,912 | 57 | |||||||||||
2/23/15 |
JPY | 293,042 | USD | 2,458 | 13 | |||||||||||
2/23/15 |
PHP | 238,432 | USD | 5,278 | (41 | ) | ||||||||||
2/24/15-3/18/15 |
CLP | 1,977,603 | USD | 3,193 | (47 | ) | ||||||||||
2/27/15 |
ILS | 42,759 | USD | 10,980 | (17 | ) | ||||||||||
2/27/15 |
USD | 779 | ILS | 3,061 | 8 | |||||||||||
3/18/15 |
PLN | 6,575 | USD | 1,949 | 103 | |||||||||||
3/18/15 |
RON | 19,066 | USD | 5,276 | 136 | |||||||||||
3/18/15 |
USD | 9,782 | PLN | 33,360 | (417 | ) | ||||||||||
3/18/15 |
USD | 1,260 | TWD | 39,200 | (19 | ) | ||||||||||
3/18/15-11/20/15 |
IDR | 38,110,898 | USD | 2,967 | (31 | ) | ||||||||||
3/18/15-11/20/15 |
USD | 11,268 | IDR | 143,216,518 | 5 | |||||||||||
3/19/15-3/25/15 |
EUR | 17,798 | HUF | 5,494,497 | (512 | ) | ||||||||||
7/17/15-9/15/15 |
CNH | 223,229 | USD | 33,755 | (1,618 | ) | ||||||||||
|
|
|||||||||||||||
$ | (1,674 | ) | ||||||||||||||
|
|
A list of the counterparties for the open forward foreign currency contracts held by the Fund at December 31, 2014, is as follows:
Counterparty | Currency Deliver to ($ Thousands) |
Currency to Receive ($ Thousands) |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||
Citigroup |
$ | (155,400 | ) | $ | 155,617 | $ | 217 | |||||
Goldman Sachs |
(320,567 | ) | 322,134 | 1,567 | ||||||||
HSBC |
(66,055 | ) | 66,045 | (10 | ) | |||||||
JPMorgan Chase Bank |
(416,491 | ) | 413,043 | (3,448 | ) | |||||||
|
|
|||||||||||
$ | (1,674 | ) | ||||||||||
|
|
For the period ended December 31, 2014, the total amount of all open forward foreign currency contracts, as presented in the table above, is representative of the volume of activity for this derivative type during the period.
10 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
December 31, 2014
A list of the open OTC swap agreements held by the fund at December 31, 2014, is as follows:
Interest Rate Swaps | ||||||||||||||||||||
Counterparty | Fund Pays | Fund Receives | Termination Date | Currency | Notional Amount (Thousands) |
Net Unrealized Appreciation (Depreciation) ($ Thousands) |
||||||||||||||
JPMorgan Chase Bank |
0.64% | 3-Month ILS - TELBOR | 07/31/16 | ILS | 15,000 | $ | (22 | ) | ||||||||||||
Goldman Sachs |
3-Month ZAR - JIBAR | 8.76% | 01/16/29 | ZAR | 52,000 | 212 | ||||||||||||||
Goldman Sachs |
3-Month ZAR - JIBAR | 8.30% | 01/16/24 | ZAR | 23,000 | 68 | ||||||||||||||
Goldman Sachs |
3-Month ZAR - JIBAR | 8.19% | 12/20/23 | ZAR | 10,000 | 20 | ||||||||||||||
Goldman Sachs |
1-YEAR BRL-CDI | 10.89% | 01/03/23 | BRL | 5,012 | (175 | ) | |||||||||||||
Goldman Sachs |
4.89% | Colombia IBR | 12/05/19 | COP | 15,000,000 | 95 | ||||||||||||||
Goldman Sachs |
5.12% | 28-Day MXN - TIIE | 11/28/19 | MXN | 12,000 | 8 | ||||||||||||||
Goldman Sachs |
28-DAY MXN - TIIE | 6.82% | 06/27/19 | MXN | 218,869 | 26 | ||||||||||||||
Goldman Sachs |
28-DAY MXN - TIIE | 7.45% | 04/01/19 | MXN | 194,784 | 112 | ||||||||||||||
Goldman Sachs |
3-Month ILS - TELBOR | 2.29% | 12/24/18 | ILS | 14,000 | 168 | ||||||||||||||
Goldman Sachs |
1-Year BRL-CDI | 11.81% | 01/02/18 | BRL | 9,833 | (94 | ) | |||||||||||||
Goldman Sachs |
1-Year BRL-CDI | 11.98% | 01/02/18 | BRL | 3,338 | (26 | ) | |||||||||||||
Goldman Sachs |
2-Year CLP - CLICP | 3.17% | 10/16/16 | CLP | 8,385,019 | 2 | ||||||||||||||
Goldman Sachs |
2.45% | 6-Month HUF - BUBOR | 07/11/16 | HUF | 3,073,496 | (47 | ) | |||||||||||||
Goldman Sachs |
0.76% | 3-Month ILS - TELBOR | 05/22/16 | ILS | 11,000 | (28 | ) | |||||||||||||
Goldman Sachs |
0.95% | 3-Month ILS - TELBOR | 04/02/16 | ILS | 6,000 | (22 | ) | |||||||||||||
Goldman Sachs |
1.21% | 3-Month ILS - TELBOR | 02/14/16 | ILS | 8,000 | (42 | ) | |||||||||||||
Goldman Sachs |
3.31% | 6-Month PLN - WIBOR | 02/03/16 | PLN | 30,000 | (295 | ) | |||||||||||||
Goldman Sachs |
1.20% | 3-Month ILS - TELBOR | 01/16/16 | ILS | 34,383 | (181 | ) | |||||||||||||
Goldman Sachs |
1-Year BRL-CDI | 11.59% | 01/04/16 | BRL | 5,024 | (25 | ) | |||||||||||||
Goldman Sachs |
1-Year BRL-CDI | 11.00% | 01/04/16 | BRL | 45,820 | (307 | ) | |||||||||||||
Goldman Sachs |
1-Year BRL-CDI | 11.92% | 01/04/16 | BRL | 20,309 | (70 | ) | |||||||||||||
Goldman Sachs |
1.18% | 3-Month ILS - TELBOR | 12/24/15 | ILS | 33,000 | (75 | ) | |||||||||||||
Goldman Sachs |
7.93% | 1-Day INR - MIBOR | 11/05/15 | INR | 1,360,000 | (8 | ) | |||||||||||||
JPMorgan Chase Bank |
4.29% | 6-Month HUF - BUBOR | 08/04/24 | HUF | 800,000 | (312 | ) | |||||||||||||
|
|
|||||||||||||||||||
$ | (1,018 | ) | ||||||||||||||||||
|
|
Cross Currency Swaps | ||||||||||||||||||||
Counterparty | Fund Pays | Fund Receives | Termination Date | Currency | Notional Amount (Thousands) |
Net Unrealized Appreciation ($ Thousands) |
||||||||||||||
JPMorgan Chase Bank |
3-Month USD - LIBOR | 8.57% | 10/28/16 | TRY | 44,174 | $ | 234 | |||||||||||||
|
|
For the period ended December 31, 2014, the total number of all open swap agreements, as presented in the tables above, are representative of the volume of activity for this derivative type during the period.
Percentages are based on a Net Assets of $1,321,829 ($ Thousands).
* | Rate shown is the 7-day effective yield as of December 31, 2014. |
| Investment in Affiliated Security. |
(1) | In U.S. dollars unless otherwise indicated. |
(A) | Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may be sold only to dealers in that program or other accredited investors. These securities have been determined to be liquid under guidelines established by the Board of Trustees. |
(B) | Security in default on interest payments. |
(C) | Step Bonds - The rate reflected on the Schedule of Investments is the effective yield on December 31, 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 December 31, 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 December 31, 2014. The total market value of securities on loan at December 31, 2014 was $10,990 ($ Thousands). |
(G) | Real Estate Investment Trust. |
(H) | Securities considered illiquid. The total market value of such securities as of December 31, 2014 was $5,577 ($ Thousands) and represented 0.4% of Net Assets. |
(I) | This security was purchased with cash collateral held from securities on loan. The total value of such securities as of December 31, 2014 was $11,577 ($ Thousands). |
§ | At December 31, 2014, the tax basis cost of the Funds investments was $1,378,495 ($ Thousands), and the unrealized appreciation and depreciation were $25,738 ($ Thousands) and ($149,758) ($ Thousands), respectively. |
AUD Australian Dollar
BRL Brazilian Real
BUBOR Budapest Interbank Offered Rate
CAD Canadian Dollar
CDI Average One-Day Interbank Deposit Rate
CLICP Sinacofi Chile Interbank Rate Average
CLN Credit Linked Note
CLP Chilean Peso
CNH Chinese Yuen (Offshore)
CNY Chinese Renminbi
COP Colombian Peso
CZK Czech Koruna
DEM German Mark
DOP Dominican Peso
EUR Euro
GBP British Pound Sterling
HUF Hungarian Forint
IBR Inter-bank Rate
IDR Indonesia Rupiah
ILS Israeli Shekel
INR India Rupee
JIBAR Johannesburg Interbank Agreed Rate
JPY Japanese Yen
JSE Johannesburg Stock Exchange
KES Kenyan Shilling
KRW Korean Won
KZT Kazakhstan Tenge
L.P. Limited Partnership
MIBOR Mumbai Interbank Offered Rate
MTN Medium Term Note
MXN Mexican Peso
MYR Malaysian Ringgit
NGN Nigerian Naira
OTC Over the Counter
11 | SEI Institutional International Trust / Quarterly Report / December 31, 2014 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
December 31, 2014
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
WIBOR Warsaw Interbank Offered Rate
ZAR South African Rand
ZMW Zambian Kwacha
The following is a list of the level of inputs used as of December 31, 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 |
$ | | $ | 1,237,321 | $ | 457 | $ | 1,237,778 | ||||||||
Loan Participations |
| | 5,120 | 5,120 | ||||||||||||
Affiliated Partnership |
| 11,577 | | 11,577 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments in Securities |
$ | | $ | 1,248,898 | $ | 5,577 | $ | 1,254,475 | ||||||||
|
|
|
|
|
|
|
|
Other Financial Instruments | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Futures Contracts * |
||||||||||||||||
Unrealized Appreciation |
$ | 313 | $ | | $ | | $ | 313 | ||||||||
Unrealized Depreciation |
(216 | ) | | | (216 | ) | ||||||||||
Forwards Contracts * |
||||||||||||||||
Unrealized Appreciation |
| 13,052 | | 13,052 | ||||||||||||
Unrealized Depreciation |
| (14,726 | ) | | (14,726 | ) | ||||||||||
OTC Swaps |
||||||||||||||||
Interest Rate Swaps * |
||||||||||||||||
Unrealized Appreciation |
| 711 | | 711 | ||||||||||||
Unrealized Depreciation |
| (1,729 | ) | | (1,729 | ) | ||||||||||
Cross Currency Swaps * |
||||||||||||||||
Unrealized Appreciation |
| 234 | | 234 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Other Financial Instruments |
$ | 97 | $ | (2,458 | ) | $ | | $ | (2,361 | ) | ||||||
|
|
|
|
|
|
|
|
(1) | Of the $5,577 ($ Thousands) in Level 3 securities as of December 31, 2014, $5,577 ($ Thousands) or 0.4% are not valued via third party pricing vendors and broker quotes. If significant, the disclosure of the unobservable inputs and the interrelationships and sensitivity between these inputs are required for those Level 3 securities that are not valued by third party pricing vendors or broker quotes. |
* | Futures contracts, forwards contracts and swap contracts are valued at the unrealized appreciation/(depreciation) on the instrument. |
For the period ended December 31, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities.
For the period ended December 31, 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.
12 | SEI Institutional International Trust / Quarterly Report / December 31, 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: February 27, 2015
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: February 27, 2015
By | /s/ Peter A. Rodriguez | |||||
Peter A. Rodriguez, Controller & CFO |
Date: February 27, 2015
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: February 27, 2015
/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: February 27, 2015
/s/ Peter A. Rodriguez |
Peter A. Rodriguez |
Controller & CFO |