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: June 30, 2015
Item 1. | Schedule of Investments |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund
June 30, 2015
Description | Shares | Market Value ($ Thousands) |
||||||
COMMON STOCK 92.2% |
||||||||
Australia 2.6% |
||||||||
Alumina |
421,737 | $ | 496 | |||||
Amcor |
552,346 | 5,824 | ||||||
AMP |
98,120 | 454 | ||||||
APA Group |
201,256 | 1,275 | ||||||
Australia & New Zealand Banking Group |
222,375 | 5,503 | ||||||
Australian Stock Exchange |
50,546 | 1,550 | ||||||
Bendigo & Adelaide Bank |
63,662 | 600 | ||||||
Boral |
23,149 | 104 | ||||||
Brambles |
694,305 | 5,657 | ||||||
Caltex Australia |
185,362 | 4,538 | ||||||
Cochlear |
10,440 | 643 | ||||||
Commonwealth Bank of Australia |
197,633 | 12,931 | ||||||
CSL |
64,084 | 4,259 | ||||||
CSR |
633,976 | 1,774 | ||||||
Dexus Property Group (A) |
128,349 | 720 | ||||||
Downer EDI |
168,919 | 621 | ||||||
Echo Entertainment Group |
154,008 | 516 | ||||||
Federation Centres (A) |
232,451 | 522 | ||||||
Goodman Group (A) |
266,047 | 1,282 | ||||||
GPT Group (A) |
202,429 | 666 | ||||||
Insurance Australia Group |
1,888,221 | 8,098 | ||||||
Lend Lease |
127,221 | 1,470 | ||||||
Macquarie Group |
60,286 | 3,772 | ||||||
Nufarm |
46,389 | 258 | ||||||
Qantas Airways * |
1,071,309 | 2,602 | ||||||
Ramsay Health Care |
13,363 | 631 | ||||||
Regis Healthcare * |
35,746 | 142 | ||||||
Sandfire Resources NL |
16,266 | 72 | ||||||
Scentre Group (A) |
380,413 | 1,096 | ||||||
Stockland (A) |
199,487 | 629 | ||||||
Suncorp Group |
28,521 | 294 | ||||||
Tatts Group |
251,629 | 719 | ||||||
Telstra |
265,264 | 1,252 | ||||||
Transurban Group |
225,935 | 1,615 | ||||||
Westfield (A) |
354,686 | 2,486 | ||||||
|
|
|||||||
75,071 | ||||||||
|
|
|||||||
Austria 0.3% |
||||||||
Andritz |
114,265 | 6,321 | ||||||
Immobilien Anlagen |
5,092 | 89 | ||||||
OMV |
33,055 | 909 | ||||||
|
|
|||||||
7,319 | ||||||||
|
|
|||||||
Belgium 1.7% |
||||||||
Ageas |
259,056 | 9,974 | ||||||
AGFA-Gevaert * |
70,231 | 196 | ||||||
Anheuser-Busch InBev |
22,206 | 2,660 | ||||||
Colruyt |
132,466 | 5,928 | ||||||
Delhaize Group |
72,238 | 5,961 | ||||||
Groupe Bruxelles Lambert |
75,982 | 6,112 | ||||||
KBC Groep |
265,393 | 17,724 |
Description | Shares | Market Value ($ Thousands) |
||||||
Proximus |
24,914 | $ | 879 | |||||
|
|
|||||||
49,434 | ||||||||
|
|
|||||||
Brazil 0.0% |
||||||||
Cia Energetica de Minas Gerais ADR |
237,782 | 906 | ||||||
JBS |
23,200 | 122 | ||||||
|
|
|||||||
1,028 | ||||||||
|
|
|||||||
Canada 2.6% |
||||||||
Agrium |
62,777 | 6,651 | ||||||
Alimentation Couche-Tard, Cl B |
250,800 | 10,733 | ||||||
Baytex Energy (B) |
416,009 | 6,474 | ||||||
Cameco |
396,299 | 5,659 | ||||||
Canadian Imperial Bank of Commerce (B) |
5,700 | 421 | ||||||
Canadian Natural Resources |
139,200 | 3,781 | ||||||
CGI Group, Cl A * |
37,600 | 1,471 | ||||||
Cogeco Cable |
27,200 | 1,574 | ||||||
Constellation Software |
600 | 238 | ||||||
Dominion Diamond |
17,400 | 244 | ||||||
Entertainment One |
45,396 | 254 | ||||||
Gildan Activewear (B) |
363,000 | 12,064 | ||||||
Home Capital Group, Cl B (B) |
157,600 | 5,464 | ||||||
Imperial Oil |
205,420 | 7,939 | ||||||
Jean Coutu Group PJC, Cl A |
3,000 | 56 | ||||||
Linamar |
21,100 | 1,371 | ||||||
Magellan Aerospace |
5,200 | 71 | ||||||
Magna International, Cl A |
87,700 | 4,924 | ||||||
Power Corp of Canada |
14,200 | 363 | ||||||
Quebecor, Cl B |
20,000 | 500 | ||||||
ShawCor |
128,900 | 3,778 | ||||||
Suncor Energy |
101,500 | 2,797 | ||||||
Transcontinental, Cl A |
17,100 | 211 | ||||||
|
|
|||||||
77,038 | ||||||||
|
|
|||||||
China 0.1% |
||||||||
Alibaba Group Holding ADR * |
50,200 | 4,130 | ||||||
|
|
|||||||
Denmark 1.2% |
||||||||
Bavarian Nordic * |
4,192 | 195 | ||||||
Coloplast, Cl B |
12,609 | 827 | ||||||
Danske Bank |
30,199 | 888 | ||||||
H Lundbeck |
206,880 | 3,986 | ||||||
ISS |
320,433 | 10,567 | ||||||
Jyske Bank * |
128,901 | 6,473 | ||||||
Novo Nordisk, Cl B |
130,347 | 7,098 | ||||||
Pandora |
37,322 | 4,008 | ||||||
PER Aarsleff, Cl B |
478 | 164 | ||||||
|
|
|||||||
34,206 | ||||||||
|
|
|||||||
Finland 0.6% |
||||||||
Aktia Bank |
5,931 | 70 | ||||||
Fortum |
13,502 | 240 | ||||||
Kone, Cl B |
45,378 | 1,840 | ||||||
Metsa Board, Cl B (B) |
15,105 | 94 | ||||||
Neste (B) |
114,696 | 2,921 | ||||||
Nokia |
88,505 | 601 | ||||||
Orion, Cl B |
61,183 | 2,139 |
1 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund
June 30, 2015
Description | Shares | Market Value ($ Thousands) |
||||||
Sampo, Cl A |
63,784 | $ | 3,003 | |||||
Stora Enso, Cl R (B) |
359,778 | 3,706 | ||||||
Tieto |
15,404 | 359 | ||||||
UPM-Kymmene |
148,966 | 2,634 | ||||||
Valmet (B) |
24,475 | 275 | ||||||
|
|
|||||||
17,882 | ||||||||
|
|
|||||||
France 8.7% |
||||||||
Alcatel-Lucent * |
3,170,925 | 11,546 | ||||||
Arkema |
69,127 | 4,978 | ||||||
AtoS |
8,099 | 604 | ||||||
AXA |
215,828 | 5,442 | ||||||
BNP Paribas |
328,588 | 19,825 | ||||||
Boiron |
1,900 | 186 | ||||||
Bonduelle S.C.A. |
2,303 | 59 | ||||||
Carrefour |
320,879 | 10,268 | ||||||
Christian Dior |
4,948 | 965 | ||||||
Cie des Alpes |
3,261 | 61 | ||||||
Coface |
7,187 | 83 | ||||||
Dassault Systemes (B) |
11,098 | 806 | ||||||
Electricite de France |
252,648 | 5,630 | ||||||
Essilor International |
7,247 | 864 | ||||||
Etablissements Maurel et Prom |
15,912 | 118 | ||||||
Eurofins Scientific |
1,076 | 327 | ||||||
Eutelsat Communications |
27,227 | 878 | ||||||
Faurecia |
7,219 | 297 | ||||||
GDF Suez |
584,151 | 10,830 | ||||||
Groupe Eurotunnel |
33,212 | 481 | ||||||
Groupe Fnac * |
1,286 | 77 | ||||||
Ipsen |
30,854 | 1,701 | ||||||
IPSOS |
4,049 | 105 | ||||||
Legrand |
191,515 | 10,746 | ||||||
LOreal |
5,803 | 1,035 | ||||||
Metropole Television |
26,187 | 509 | ||||||
Natixis |
133,741 | 962 | ||||||
Numericable-SFR SAS * |
15,399 | 816 | ||||||
Orange |
979,844 | 15,077 | ||||||
Pernod Ricard |
47,955 | 5,536 | ||||||
Peugeot * |
72,859 | 1,497 | ||||||
Publicis Groupe |
90,856 | 6,714 | ||||||
Rallye |
15,835 | 477 | ||||||
Rexel |
1,011,147 | 16,291 | ||||||
Sanofi |
382,935 | 37,649 | ||||||
Schneider Electric |
259,230 | 17,888 | ||||||
SES |
53,554 | 1,798 | ||||||
Societe BIC |
4,474 | 713 | ||||||
Sodexo |
97,619 | 9,265 | ||||||
SPIE * |
138,000 | 2,745 | ||||||
Technicolor |
209,719 | 1,367 | ||||||
Technip |
131,535 | 8,137 | ||||||
Teleperformance |
4,248 | 300 | ||||||
Thales |
108,098 | 6,523 | ||||||
Total |
500,043 | 24,275 | ||||||
UBISOFT Entertainment * |
6,689 | 119 |
Description | Shares | Market Value ($ Thousands) |
||||||
Unibail-Rodamco (A) |
2,525 | $ | 638 | |||||
Valeo |
44,170 | 6,956 | ||||||
Vetoquinol |
1,345 | 56 | ||||||
Virbac (B) |
481 | 103 | ||||||
|
|
|||||||
254,323 | ||||||||
|
|
|||||||
Germany 6.3% |
||||||||
Bayer |
226,442 | 31,677 | ||||||
Bayerische Motoren Werke |
109,000 | 11,924 | ||||||
Brenntag |
140,312 | 8,040 | ||||||
Continental |
40,418 | 9,558 | ||||||
Daimler |
165,315 | 15,038 | ||||||
Daimler ADR |
4,220 | 387 | ||||||
Deutsche Annington Immobilien |
77,930 | 2,197 | ||||||
Deutsche Bank * |
130,121 | 3,911 | ||||||
Deutsche Boerse |
110,698 | 9,158 | ||||||
Deutsche Euroshop (B) |
29,331 | 1,287 | ||||||
Deutsche Lufthansa |
201,271 | 2,593 | ||||||
Deutsche Post |
38,252 | 1,117 | ||||||
Deutsche Telekom |
117,541 | 2,023 | ||||||
Deutsche Wohnen |
65,828 | 1,508 | ||||||
Dialog Semiconductor * |
118,482 | 6,401 | ||||||
Duerr |
12,456 | 1,160 | ||||||
Evonik Industries |
6,811 | 260 | ||||||
Fresenius |
21,650 | 1,388 | ||||||
Fresenius Medical Care |
11,933 | 984 | ||||||
Gerresheimer |
20,399 | 1,271 | ||||||
Hannover Rueck |
19,091 | 1,846 | ||||||
Henkel |
912 | 87 | ||||||
Hochtief |
51,963 | 4,024 | ||||||
KION Group |
2,542 | 122 | ||||||
Krones |
4,729 | 494 | ||||||
KUKA |
17,706 | 1,474 | ||||||
Linde |
97,693 | 18,494 | ||||||
Merck |
77,504 | 7,718 | ||||||
Nordex * |
68,932 | 1,651 | ||||||
Pfeiffer Vacuum Technology |
15,427 | 1,374 | ||||||
ProSiebenSat.1 Media |
42,709 | 2,108 | ||||||
QIAGEN * |
31,542 | 774 | ||||||
Rhoen Klinikum |
41,757 | 1,120 | ||||||
Salzgitter |
1,628 | 58 | ||||||
SAP |
172,557 | 12,036 | ||||||
SAP ADR (B) |
106,800 | 7,500 | ||||||
Siemens |
68,538 | 6,900 | ||||||
STADA Arzneimittel |
7,027 | 237 | ||||||
STRATEC Biomedical |
1,381 | 76 | ||||||
Symrise |
14,365 | 891 | ||||||
ThyssenKrupp |
5,661 | 147 | ||||||
TUI |
156,224 | 2,524 | ||||||
|
|
|||||||
183,537 | ||||||||
|
|
|||||||
Hong Kong 3.4% |
||||||||
AIA Group |
2,352,205 | 15,398 | ||||||
BOC Hong Kong Holdings |
686,000 | 2,858 | ||||||
Chaoda Modern Agriculture |
2,440,000 | 164 |
2 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund
June 30, 2015
Description | Shares | Market Value ($ Thousands) |
||||||
Cheung Kong Infrastructure Holdings |
107,000 | $ | 831 | |||||
Cheung Kong Property Holdings * |
248,826 | 2,064 | ||||||
China Merchants Holdings International |
1,389,779 | 5,961 | ||||||
China Mobile |
1,156,740 | 14,809 | ||||||
CK Hutchison Holdings |
212,826 | 3,127 | ||||||
CLP Holdings |
205,500 | 1,747 | ||||||
CNOOC |
6,425,000 | 9,116 | ||||||
Cosmo Lady China Holdings (B) (C) |
4,997,919 | 4,925 | ||||||
Digital China Holdings |
3,997,000 | 5,393 | ||||||
Hang Seng Bank |
25,300 | 494 | ||||||
Henderson Land Development |
872,200 | 5,968 | ||||||
HKT Trust |
502,000 | 590 | ||||||
Hong Kong & China Gas |
1,038,400 | 2,178 | ||||||
Hong Kong Exchanges and Clearing |
105,900 | 3,737 | ||||||
Hysan Development |
101,000 | 438 | ||||||
Jardine Matheson Holdings (B) |
49,500 | 2,809 | ||||||
Link (A) |
420,000 | 2,460 | ||||||
MTR |
144,500 | 673 | ||||||
New World Development |
717,000 | 938 | ||||||
Power Assets Holdings |
235,000 | 2,143 | ||||||
Samsonite International |
1,315,900 | 4,549 | ||||||
Sun Hung Kai Properties |
166,000 | 2,689 | ||||||
Swire Pacific, Cl A |
98,000 | 1,232 | ||||||
Swire Properties |
203,600 | 650 | ||||||
Wheelock |
154,000 | 787 | ||||||
|
|
|||||||
98,728 | ||||||||
|
|
|||||||
India 0.3% |
||||||||
ICICI Bank ADR |
592,000 | 6,168 | ||||||
Tata Motors ADR |
63,498 | 2,189 | ||||||
|
|
|||||||
8,357 | ||||||||
|
|
|||||||
Indonesia 0.1% |
||||||||
APERAM * |
74,291 | 2,986 | ||||||
|
|
|||||||
Ireland 0.7% |
||||||||
Bank of Ireland * (B) |
2,505,607 | 1,011 | ||||||
CRH |
70,504 | 1,989 | ||||||
DCC |
78,900 | 6,204 | ||||||
ICON * |
60,862 | 4,096 | ||||||
Pentair |
65,600 | 4,510 | ||||||
Ryanair Holdings ADR |
42,800 | 3,054 | ||||||
|
|
|||||||
20,864 | ||||||||
|
|
|||||||
Israel 1.9% |
||||||||
Bezeq Israeli Telecommunication |
5,228,364 | 8,912 | ||||||
Check Point Software Technologies * |
181,200 | 14,414 | ||||||
Teva Pharmaceutical Industries |
48,784 | 2,886 | ||||||
Teva Pharmaceutical Industries ADR |
483,042 | 28,548 | ||||||
|
|
|||||||
54,760 | ||||||||
|
|
|||||||
Italy 1.9% |
||||||||
Atlantia |
23,758 | 587 | ||||||
Azimut Holding |
214,470 | 6,270 | ||||||
Brembo |
38,819 | 1,655 | ||||||
Enel |
407,133 | 1,844 | ||||||
Exor |
78,286 | 3,735 |
Description | Shares | Market Value ($ Thousands) |
||||||
Fiat Chrysler Automobiles * |
181,100 | $ | 2,651 | |||||
Finmeccanica * |
74,777 | 940 | ||||||
Intesa Sanpaolo |
1,526,081 | 5,530 | ||||||
Luxottica Group |
30,270 | 2,012 | ||||||
Mediaset |
1,174,000 | 5,640 | ||||||
Recordati |
27,315 | 572 | ||||||
Salini Impregilo |
72,850 | 333 | ||||||
Saras * |
90,316 | 160 | ||||||
Telecom Italia RNC |
5,620,472 | 5,733 | ||||||
Tenaris |
442,062 | 5,950 | ||||||
UniCredit |
1,669,427 | 11,207 | ||||||
|
|
|||||||
54,819 | ||||||||
|
|
|||||||
Japan 19.1% |
||||||||
Ain Pharmaciez |
12,900 | 599 | ||||||
Ajinomoto |
82,000 | 1,777 | ||||||
Alfresa Holdings |
8,800 | 137 | ||||||
Alpine Electronics |
9,200 | 177 | ||||||
Alps Electric |
97,500 | 3,008 | ||||||
ANA Holdings |
167,000 | 453 | ||||||
Arcland Sakamoto |
16,700 | 378 | ||||||
Asahi Glass |
61,000 | 366 | ||||||
Asahi Kasei |
540,000 | 4,437 | ||||||
ASKUL (B) |
196,282 | 6,184 | ||||||
Astellas Pharma |
170,400 | 2,431 | ||||||
Bic Camera (B) |
7,300 | 92 | ||||||
Brother Industries |
35,700 | 506 | ||||||
Calbee |
14,500 | 611 | ||||||
Calsonic Kansei |
32,000 | 228 | ||||||
Canon Marketing Japan |
67,400 | 1,147 | ||||||
Central Japan Railway |
50,900 | 9,195 | ||||||
Chiba Bank |
102,000 | 778 | ||||||
Dai Nippon Printing |
651,000 | 6,727 | ||||||
Daicel |
49,000 | 630 | ||||||
Daikin Industries |
4,800 | 346 | ||||||
Daito Trust Construction |
39,500 | 4,093 | ||||||
Daiwa House Industry |
174,000 | 4,057 | ||||||
Daiwa Securities Group |
35,000 | 262 | ||||||
Denki Kagaku Kogyo |
32,000 | 142 | ||||||
Don Quijote Holdings |
154,102 | 6,561 | ||||||
Dydo Drinco |
8,000 | 348 | ||||||
East Japan Railway |
135,500 | 12,192 | ||||||
Ebara |
2,579,570 | 12,501 | ||||||
Electric Power Development |
24,500 | 866 | ||||||
Fanuc |
39,900 | 8,178 | ||||||
Fast Retailing |
5,600 | 2,543 | ||||||
Foster Electric |
3,300 | 74 | ||||||
Fuji Film Holdings |
550,038 | 19,659 | ||||||
Fuji Heavy Industries |
147,430 | 5,431 | ||||||
Fuji Soft |
6,100 | 124 | ||||||
Fujitsu |
282,000 | 1,577 | ||||||
Fujitsu General |
9,000 | 115 | ||||||
Fukuoka Financial Group |
91,000 | 472 | ||||||
Geo Holdings |
20,000 | 246 |
3 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund
June 30, 2015
Description | Shares | Market Value ($ Thousands) |
||||||
Haseko |
50,000 | $ | 590 | |||||
Hitachi |
1,942,000 | 12,804 | ||||||
Hokuetsu Kishu Paper |
34,000 | 188 | ||||||
Hoya |
136,035 | 5,455 | ||||||
Ichinen Holdings |
6,300 | 60 | ||||||
Iida Group Holdings |
17,100 | 273 | ||||||
Isetan Mitsukoshi Holdings |
60,900 | 1,089 | ||||||
Ishihara Sangyo Kaisha * |
132,000 | 134 | ||||||
IT Holdings |
30,500 | 649 | ||||||
Japan Airlines |
121,500 | 4,240 | ||||||
Japan Prime Realty Investment, Cl A (A) |
38 | 118 | ||||||
Japan Tobacco |
531,944 | 18,956 | ||||||
JGC |
306,000 | 5,782 | ||||||
kabu.com Securities |
92,000 | 308 | ||||||
Kaken Pharmaceutical |
18,000 | 629 | ||||||
Kanematsu |
158,000 | 276 | ||||||
Kansai Paint |
721,600 | 11,187 | ||||||
Kanto Denka Kogyo |
12,000 | 81 | ||||||
Kao |
56,700 | 2,638 | ||||||
Kawasaki Heavy Industries |
204,000 | 952 | ||||||
KDDI |
876,100 | 21,150 | ||||||
Keio |
105,000 | 752 | ||||||
Keisei Electric Railway |
50,000 | 595 | ||||||
Keyence |
21,000 | 11,337 | ||||||
Kikkoman |
23,000 | 719 | ||||||
Kobe Steel |
389,000 | 655 | ||||||
Koito Manufacturing |
200,547 | 7,826 | ||||||
Komatsu |
422,100 | 8,475 | ||||||
Konica Minolta |
42,700 | 499 | ||||||
Kose |
1,900 | 156 | ||||||
Kyudenko |
8,000 | 144 | ||||||
Mabuchi Motor |
170,200 | 10,766 | ||||||
Maeda Road Construction |
14,000 | 258 | ||||||
Mazda Motor |
153,026 | 2,999 | ||||||
Medipal Holdings |
4,400 | 72 | ||||||
MEIJI Holdings |
10,300 | 1,330 | ||||||
Minebea |
59,000 | 974 | ||||||
Miraca Holdings |
128,900 | 6,447 | ||||||
Mitsubishi Chemical Holdings |
169,200 | 1,065 | ||||||
Mitsui Chemicals |
152,000 | 565 | ||||||
Mizuho Financial Group |
2,260,300 | 4,895 | ||||||
Morinaga Milk Industry |
155,000 | 569 | ||||||
MS&AD Insurance Group Holdings |
437,400 | 13,630 | ||||||
Murata Manufacturing |
5,700 | 995 | ||||||
Nexon |
25,000 | 344 | ||||||
NGK Spark Plug |
29,800 | 827 | ||||||
NH Foods |
30,000 | 685 | ||||||
Nichi-iko Pharmaceutical |
19,600 | 533 | ||||||
Nidec |
36,400 | 2,726 | ||||||
Nihon Kohden |
219,400 | 5,433 | ||||||
Nihon Unisys |
7,200 | 74 | ||||||
Nikon (B) |
724,600 | 8,385 | ||||||
Nippo |
16,000 | 274 |
Description | Shares | Market Value ($ Thousands) |
||||||
Nippon Chemi-Con |
31,000 | $ | 93 | |||||
Nippon Paint Holdings |
29,000 | 819 | ||||||
Nippon Paper Industries |
23,700 | 416 | ||||||
Nippon Prologis (A) |
301 | 554 | ||||||
Nippon Suisan Kaisha |
104,300 | 298 | ||||||
Nippon Telegraph & Telephone |
113,800 | 4,123 | ||||||
Nippon Telegraph & Telephone ADR |
370,250 | 13,436 | ||||||
Nissha Printing |
41,900 | 708 | ||||||
Nitori Holdings |
12,700 | 1,036 | ||||||
Nitto Denko |
16,000 | 1,315 | ||||||
NOK |
16,300 | 506 | ||||||
Nomura Real Estate Holdings |
38,000 | 798 | ||||||
North Pacific Bank |
73,600 | 329 | ||||||
NTT Data |
15,300 | 669 | ||||||
NTT DOCOMO |
449,824 | 8,617 | ||||||
OKUMA |
13,000 | 147 | ||||||
Olympus |
13,300 | 460 | ||||||
Oriental Land |
52,072 | 3,326 | ||||||
Otsuka Holdings |
106,300 | 3,391 | ||||||
Panasonic |
343,400 | 4,719 | ||||||
Pigeon |
93,671 | 2,951 | ||||||
Rakuten |
121,700 | 1,967 | ||||||
Rohm |
82,400 | 5,529 | ||||||
Santen Pharmaceutical |
554,500 | 7,853 | ||||||
SBI Holdings |
91,500 | 1,261 | ||||||
Seino Holdings |
88,600 | 993 | ||||||
Sekisui House |
468,300 | 7,440 | ||||||
Seven & I Holdings |
164,600 | 7,076 | ||||||
Shimano |
12,100 | 1,651 | ||||||
Shin-Etsu Chemical |
106,900 | 6,639 | ||||||
Shinsei Bank |
164,000 | 331 | ||||||
Shionogi |
56,200 | 2,179 | ||||||
Shiseido |
378,500 | 8,593 | ||||||
SKY Perfect JSAT Holdings |
39,200 | 210 | ||||||
SMC |
45,200 | 13,617 | ||||||
SoftBank Group |
318,300 | 18,752 | ||||||
Sony |
170,100 | 4,812 | ||||||
Sugi Holdings |
71,200 | 3,637 | ||||||
Sumitomo Chemical |
306,000 | 1,841 | ||||||
Sumitomo Heavy Industries |
192,000 | 1,120 | ||||||
Sumitomo Metal Mining |
11,000 | 168 | ||||||
Sumitomo Mitsui Financial Group |
484,200 | 21,601 | ||||||
Sumitomo Mitsui Trust Holdings |
1,944,220 | 8,907 | ||||||
Sundrug |
116,400 | 6,935 | ||||||
Suruga Bank |
23,000 | 494 | ||||||
Suzuken |
2,200 | 70 | ||||||
Suzuki Motor |
34,700 | 1,173 | ||||||
Sysmex |
21,100 | 1,259 | ||||||
Taisei |
137,000 | 787 | ||||||
Takuma |
24,000 | 153 | ||||||
TDK |
14,200 | 1,087 | ||||||
Terumo |
35,300 | 847 | ||||||
Tochigi Bank |
10,000 | 57 |
4 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund
June 30, 2015
Description | Shares | Market Value ($ Thousands) |
||||||
Toho Holdings |
4,500 | $ | 104 | |||||
Tohoku Electric Power |
83,900 | 1,137 | ||||||
Tokyo Electric Power * |
324,800 | 1,770 | ||||||
Tokyo Electron |
21,400 | 1,355 | ||||||
Tokyo Gas |
150,000 | 797 | ||||||
Toppan Forms |
6,600 | 91 | ||||||
Toray Industries |
296,000 | 2,505 | ||||||
Tosoh |
47,000 | 292 | ||||||
Toyota Motor |
406,600 | 27,257 | ||||||
Toyota Motor ADR |
52,058 | 6,963 | ||||||
Tsuruha Holdings |
145,652 | 11,344 | ||||||
Ulvac |
11,800 | 182 | ||||||
Unicharm |
52,400 | 1,246 | ||||||
Unipres |
2,600 | 54 | ||||||
United Urban Investment (A) |
81 | 115 | ||||||
Wacoal Holdings |
599,704 | 7,013 | ||||||
Warabeya Nichiyo |
13,300 | 321 | ||||||
Watabe Wedding |
6,395 | 26 | ||||||
West Japan Railway |
31,800 | 2,036 | ||||||
Yamaha Motor |
37,300 | 816 | ||||||
Yamazaki Baking |
112,000 | 1,866 | ||||||
Yellow Hat |
6,500 | 127 | ||||||
Yurtec |
9,000 | 65 | ||||||
Zenkoku Hosho |
13,100 | 467 | ||||||
|
|
|||||||
557,910 | ||||||||
|
|
|||||||
Jordan 0.1% |
||||||||
Hikma Pharmaceuticals |
51,075 | 1,553 | ||||||
|
|
|||||||
Malta 0.0% |
||||||||
BGP Holdings * |
198,683 | | ||||||
|
|
|||||||
Mexico 0.1% |
||||||||
America Movil ADR, Ser L |
70,216 | 1,496 | ||||||
Gruma, Cl B |
27,044 | 350 | ||||||
Grupo Financiero Santander Mexico ADR |
17,280 | 158 | ||||||
|
|
|||||||
2,004 | ||||||||
|
|
|||||||
Netherlands 5.8% |
||||||||
Aegon |
927,949 | 6,816 | ||||||
Akzo Nobel |
385,148 | 28,010 | ||||||
Altice * |
7,644 | 1,052 | ||||||
ASML Holding |
211,550 | 21,850 | ||||||
BE Semiconductor Industries |
4,697 | 131 | ||||||
BinckBank |
34,364 | 327 | ||||||
Boskalis Westminster |
21,963 | 1,074 | ||||||
Heineken Holding |
5,558 | 390 | ||||||
ING Groep |
754,777 | 12,455 | ||||||
Koninklijke Ahold |
293,264 | 5,489 | ||||||
Koninklijke DSM |
115,463 | 6,690 | ||||||
Koninklijke Vopak |
4,815 | 243 | ||||||
Nielsen |
190,500 | 8,529 | ||||||
NXP Semiconductors * |
63,554 | 6,241 | ||||||
PostNL * |
946,783 | 4,206 | ||||||
Randstad Holding |
71,712 | 4,667 |
Description | Shares | Market Value ($ Thousands) |
||||||
Refresco Gerber * (C) |
264,899 | $ | 4,347 | |||||
Relx |
892,463 | 21,156 | ||||||
Royal Dutch Shell, Cl A |
281,754 | 7,964 | ||||||
Royal Dutch Shell ADR, Cl B (B) |
175,042 | 10,039 | ||||||
Unilever |
235,271 | 9,792 | ||||||
Wolters Kluwer |
272,946 | 8,103 | ||||||
|
|
|||||||
169,571 | ||||||||
|
|
|||||||
New Zealand 0.0% |
||||||||
Air New Zealand |
139,644 | 241 | ||||||
Fletcher Building |
17,138 | 94 | ||||||
Spark New Zealand |
294,596 | 557 | ||||||
|
|
|||||||
892 | ||||||||
|
|
|||||||
Norway 0.8% |
||||||||
Aker Solutions |
698,874 | 3,909 | ||||||
DnB |
241,912 | 4,022 | ||||||
Norsk Hydro |
28,844 | 121 | ||||||
Petroleum Geo-Services (B) |
221,249 | 1,187 | ||||||
Statoil |
362,339 | 6,452 | ||||||
Statoil ADR (B) |
43,172 | 773 | ||||||
Telenor |
294,453 | 6,430 | ||||||
Veidekke |
8,294 | 92 | ||||||
Yara International (B) |
17,690 | 918 | ||||||
|
|
|||||||
23,904 | ||||||||
|
|
|||||||
Poland 0.0% |
||||||||
Emperia Holding |
4,811 | 86 | ||||||
Polski Koncern Naftowy Orlen |
13,890 | 272 | ||||||
Tauron Polska Energia |
59,269 | 69 | ||||||
|
|
|||||||
427 | ||||||||
|
|
|||||||
Portugal 0.3% |
||||||||
CTT Correios de Portugal |
983,468 | 10,140 | ||||||
Semapa-Sociedade de Investimento e Gestao |
5,449 | 74 | ||||||
|
|
|||||||
10,214 | ||||||||
|
|
|||||||
Russia 0.0% |
||||||||
Surgutneftegas ADR |
8,414 | 50 | ||||||
|
|
|||||||
Singapore 1.0% |
||||||||
CapitaLand |
267,000 | 694 | ||||||
CapitaLand Commercial Trust (A) |
406,000 | 470 | ||||||
City Developments |
1,054,800 | 7,661 | ||||||
ComfortDelgro |
353,000 | 821 | ||||||
DBS Group Holdings |
453,200 | 6,964 | ||||||
Flextronics International * |
452,911 | 5,123 | ||||||
Oversea-Chinese Banking |
124,200 | 939 | ||||||
Singapore Airlines |
186,900 | 1,489 | ||||||
Singapore Telecommunications |
255,000 | 797 | ||||||
United Overseas Bank |
294,600 | 5,048 | ||||||
|
|
|||||||
30,006 | ||||||||
|
|
|||||||
South Africa 0.2% |
||||||||
Aeci |
6,190 | 58 | ||||||
FirstRand |
42,754 | 188 | ||||||
Impala Platinum Holdings |
184,765 | 827 | ||||||
Investec |
451,816 | 4,072 |
5 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund
June 30, 2015
Description | Shares | Market Value ($ Thousands) |
||||||
Liberty Holdings |
35,960 | $ | 430 | |||||
|
|
|||||||
5,575 | ||||||||
|
|
|||||||
South Korea 3.0% |
||||||||
Cosmax |
50,984 | 9,210 | ||||||
Hyundai Motor |
66,316 | 8,086 | ||||||
KB Financial Group ADR |
152,945 | 5,027 | ||||||
KT&G |
126,602 | 10,771 | ||||||
LG Display ADR (B) |
215,154 | 2,494 | ||||||
Samsung Electronics |
17,815 | 20,252 | ||||||
Shinhan Financial Group |
219,500 | 8,176 | ||||||
SK Hynix |
7,965 | 302 | ||||||
SK Telecom |
64,131 | 14,373 | ||||||
SK Telecom ADR |
406,379 | 10,074 | ||||||
|
|
|||||||
88,765 | ||||||||
|
|
|||||||
Spain 0.9% |
||||||||
ACS Actividades de Construccion y Servicios |
72,292 | 2,324 | ||||||
Banco Bilbao Vizcaya Argentaria |
441,216 | 4,322 | ||||||
Banco Santander |
37,412 | 261 | ||||||
Bankinter |
131,463 | 971 | ||||||
Bolsas y Mercados Espanoles SHMSF |
1,571 | 63 | ||||||
CaixaBank |
1,187,493 | 5,499 | ||||||
Enagas (B) |
33,212 | 903 | ||||||
Ferrovial |
44,015 | 954 | ||||||
Iberdrola |
625,160 | 4,209 | ||||||
International Consolidated Airlines Group * |
123,502 | 960 | ||||||
Red Electrica (B) |
19,665 | 1,575 | ||||||
Tecnicas Reunidas |
82,940 | 4,260 | ||||||
|
|
|||||||
26,301 | ||||||||
|
|
|||||||
Sweden 1.4% |
||||||||
Assa Abloy, Cl B |
37,872 | 712 | ||||||
BillerudKorsnas |
50,982 | 801 | ||||||
Boliden |
159,211 | 2,899 | ||||||
Electrolux, Cl B |
171,377 | 5,366 | ||||||
Fastighets Balder, Cl B * |
5,244 | 81 | ||||||
Holmen, Cl B |
6,119 | 178 | ||||||
Husqvarna, Cl B |
171,267 | 1,289 | ||||||
Industrivarden, Cl C |
50,642 | 953 | ||||||
Investor, Cl B |
37,219 | 1,386 | ||||||
JM |
25,049 | 682 | ||||||
L E Lundbergforetagen, Cl B |
10,706 | 475 | ||||||
Loomis, Cl B |
6,766 | 190 | ||||||
Meda, Cl A |
11,807 | 164 | ||||||
Mycronic |
9,212 | 67 | ||||||
Nordea Bank |
455,803 | 5,680 | ||||||
Peab |
32,395 | 239 | ||||||
Skandinaviska Enskilda Banken, Cl A |
283,104 | 3,617 | ||||||
Tele2, Cl B |
55,832 | 649 | ||||||
Telefonaktiebolaget LM Ericsson, Cl B |
706,598 | 7,315 | ||||||
Telefonaktiebolaget LM Ericsson ADR |
794,241 | 8,292 | ||||||
|
|
|||||||
41,035 | ||||||||
|
|
|||||||
Switzerland 8.3% |
||||||||
Actelion |
31,018 | 4,540 |
Description | Shares | Market Value ($ Thousands) |
||||||
ams |
59,878 | $ | 2,621 | |||||
Aryzta * (B) |
128,179 | 6,323 | ||||||
Baloise Holding |
6,136 | 749 | ||||||
Barry Callebaut |
558 | 636 | ||||||
Chocoladefabriken Lindt & Sprungli (B) |
198 | 1,792 | ||||||
Cie Financiere Richemont (B) |
134,285 | 10,928 | ||||||
Clariant |
615,773 | 12,624 | ||||||
Credit Suisse Group |
212,804 | 5,852 | ||||||
Dufry * (B) |
31,201 | 4,347 | ||||||
Emmi |
824 | 265 | ||||||
Galenica (B) |
892 | 931 | ||||||
Geberit |
5,086 | 1,696 | ||||||
Georg Fischer |
277 | 190 | ||||||
Givaudan |
10,476 | 18,137 | ||||||
Julius Baer Group |
139,465 | 7,827 | ||||||
Lonza Group |
37,707 | 5,039 | ||||||
Mobilezone Holding |
4,909 | 90 | ||||||
Novartis |
418,321 | 41,248 | ||||||
Partners Group Holding |
24,695 | 7,386 | ||||||
Roche Holding |
126,790 | 35,545 | ||||||
SGS (B) |
5,039 | 9,199 | ||||||
Siegfried Holding |
717 | 127 | ||||||
Sika |
771 | 2,721 | ||||||
Sonova Holding |
32,640 | 4,415 | ||||||
Swiss Life Holding (B) |
18,242 | 4,179 | ||||||
Swiss Re |
25,519 | 2,260 | ||||||
Swisscom |
788 | 442 | ||||||
UBS |
587,256 | 12,473 | ||||||
UBS Group |
1,183,522 | 25,113 | ||||||
Zurich Insurance Group (B) |
41,343 | 12,590 | ||||||
|
|
|||||||
242,285 | ||||||||
|
|
|||||||
Taiwan 0.2% |
||||||||
AU Optronics ADR (B) |
48,693 | 217 | ||||||
Hon Hai Precision Industry |
1,419,160 | 4,462 | ||||||
United Microelectronics ADR |
257,109 | 527 | ||||||
|
|
|||||||
5,206 | ||||||||
|
|
|||||||
Thailand 0.0% |
||||||||
Asia Plus Group Holdings Securities |
755,600 | 95 | ||||||
Tipco Asphalt |
183,000 | 124 | ||||||
|
|
|||||||
219 | ||||||||
|
|
|||||||
United Kingdom 16.9% |
||||||||
3i Group |
208,746 | 1,696 | ||||||
Amlin (B) |
1,218,784 | 9,132 | ||||||
Aon |
99,400 | 9,908 | ||||||
ARM Holdings (B) |
104,439 | 1,703 | ||||||
Ashtead Group (B) |
468,157 | 8,092 | ||||||
Associated British Foods (B) |
98,571 | 4,451 | ||||||
AstraZeneca |
102,510 | 6,479 | ||||||
Aviva |
2,134,609 | 16,534 | ||||||
BAE Systems |
452,406 | 3,210 | ||||||
Balfour Beatty (B) |
1,297,490 | 4,936 | ||||||
Barclays (B) |
4,851,446 | 19,876 | ||||||
Berendsen (B) |
54,241 | 869 |
6 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund
June 30, 2015
Description | Shares | Market Value ($ Thousands) |
||||||
Berkeley Group Holdings |
2,277 | $ | 120 | |||||
BG Group |
713,000 | 11,881 | ||||||
BP (B) |
515,877 | 3,409 | ||||||
BP ADR |
72,369 | 2,892 | ||||||
British American Tobacco |
367,810 | 19,754 | ||||||
British Land (A) |
222,872 | 2,781 | ||||||
BT Group, Cl A |
80,484 | 570 | ||||||
Bunzl (B) |
449,049 | 12,274 | ||||||
Burberry Group |
69,367 | 1,714 | ||||||
Capita |
23,327 | 454 | ||||||
Carnival (B) |
242,213 | 12,376 | ||||||
Compass Group |
291,348 | 4,825 | ||||||
Diageo |
42,638 | 1,235 | ||||||
Dixons Carphone |
129,263 | 922 | ||||||
DS Smith (B) |
2,039,730 | 12,382 | ||||||
Genus (B) |
13,622 | 306 | ||||||
GlaxoSmithKline |
967,436 | 20,122 | ||||||
Glencore (B) |
955,029 | 3,835 | ||||||
Greggs |
21,949 | 408 | ||||||
Hammerson (A) |
152,652 | 1,478 | ||||||
Home Retail Group (B) |
3,330,672 | 8,852 | ||||||
Howden Joinery Group |
1,023,705 | 8,332 | ||||||
HSBC Holdings |
2,397,097 | 21,614 | ||||||
Imperial Tobacco Group |
57,847 | 2,790 | ||||||
Inchcape |
57,618 | 735 | ||||||
Indivior * |
114,855 | 406 | ||||||
Inmarsat |
75,931 | 1,093 | ||||||
InterContinental Hotels Group (B) |
42,366 | 1,710 | ||||||
International Consolidated Airlines Group * (B) |
1,040,793 | 8,098 | ||||||
Intu Properties (A) |
156,397 | 757 | ||||||
ITV (B) |
2,828,000 | 11,710 | ||||||
Kingfisher |
610,185 | 3,333 | ||||||
Land Securities Group (A) |
126,540 | 2,396 | ||||||
Legal & General Group |
764,713 | 2,993 | ||||||
Lloyds Banking Group |
24,802,267 | 33,249 | ||||||
London Stock Exchange Group |
40,070 | 1,494 | ||||||
Lonmin |
13 | | ||||||
Man Group |
328,419 | 810 | ||||||
Michael Page International |
699,531 | 5,996 | ||||||
Mondi |
168,552 | 3,634 | ||||||
Moneysupermarket.com Group |
28,261 | 129 | ||||||
National Grid |
341,693 | 4,391 | ||||||
Next |
22,654 | 2,654 | ||||||
Pearson (B) |
83,136 | 1,575 | ||||||
Persimmon |
33,789 | 1,050 | ||||||
Prudential (B) |
398,015 | 9,593 | ||||||
QinetiQ Group |
129,486 | 457 | ||||||
Reckitt Benckiser Group |
15,608 | 1,347 | ||||||
Reed Elsevier |
740,591 | 12,055 | ||||||
Rentokil Initial (B) |
5,069,760 | 11,800 | ||||||
Royal Bank of Scotland Group * |
1,655,846 | 9,154 | ||||||
Royal Mail (B) |
50,995 | 413 |
Description | Shares | Market Value ($ Thousands) |
||||||
SABMiller |
103,040 | $ | 5,354 | |||||
Sage Group (B) |
136,151 | 1,097 | ||||||
Schroders (B) |
62,831 | 3,138 | ||||||
Segro (A) |
116,190 | 742 | ||||||
Severn Trent (B) |
40,183 | 1,315 | ||||||
Shire |
86,044 | 6,895 | ||||||
Smith & Nephew |
104,220 | 1,760 | ||||||
Spectris |
131,100 | 4,350 | ||||||
SSE (B) |
650,537 | 15,715 | ||||||
St. Jamess Place (B) |
474,566 | 6,762 | ||||||
Synthomer |
21,503 | 105 | ||||||
TalkTalk Telecom Group (B) |
1,768,790 | 10,640 | ||||||
Tesco (B) |
2,406,461 | 8,044 | ||||||
Travis Perkins |
299,117 | 9,926 | ||||||
Unilever (B) |
34,406 | 1,477 | ||||||
United Utilities Group |
122,124 | 1,713 | ||||||
Vodafone Group |
6,077,842 | 21,970 | ||||||
Whitbread |
29,617 | 2,304 | ||||||
Wolseley (B) |
35,538 | 2,271 | ||||||
WPP |
576,411 | 12,927 | ||||||
Xchanging (B) |
37,173 | 70 | ||||||
|
|
|||||||
493,819 | ||||||||
|
|
|||||||
United States 1.7% |
| |||||||
Apple |
34,999 | 4,390 | ||||||
Axis Capital Holdings |
176,543 | 9,422 | ||||||
Cognizant Technology Solutions, Cl A * |
196,077 | 11,978 | ||||||
Gilead Sciences |
48,641 | 5,695 | ||||||
Grifols ADR |
398,000 | 12,326 | ||||||
ManpowerGroup |
67,867 | 6,066 | ||||||
Taro Pharmaceutical Industries * |
6,680 | 960 | ||||||
|
|
|||||||
50,837 | ||||||||
|
|
|||||||
Total Common Stock |
|
2,695,055 | ||||||
|
|
|||||||
PREFERRED STOCK 1.4% |
| |||||||
Germany 1.0% |
| |||||||
Draegerwerk |
2,624 | 281 | ||||||
Henkel |
74,380 | 8,337 | ||||||
Volkswagen |
93,699 | 21,715 | ||||||
|
|
|||||||
30,333 | ||||||||
|
|
|||||||
South Korea 0.4% |
| |||||||
Hyundai Motor |
50,510 | 4,619 | ||||||
Samsung Electronics |
6,754 | 6,012 | ||||||
|
|
|||||||
10,631 | ||||||||
|
|
|||||||
Total Preferred Stock |
|
40,964 | ||||||
|
|
7 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund
June 30, 2015
Description | Face Amount ($ Thousands)/Shares |
Market Value ($ Thousands) |
||||||
U.S. TREASURY OBLIGATION 0.3% |
| |||||||
U.S. Treasury Bills |
||||||||
0.110%, 02/04/2016 (D) (E) |
$ | 7,243 | $ | 7,239 | ||||
|
|
|||||||
Total U.S. Treasury Obligation |
|
7,239 | ||||||
|
|
|||||||
AFFILIATED PARTNERSHIP 9.6% |
| |||||||
SEI Liquidity Fund, L.P. |
||||||||
0.050% ** (F) |
281,087,318 | 281,087 | ||||||
|
|
|||||||
Total Affiliated Partnership |
|
281,087 | ||||||
|
|
|||||||
CASH EQUIVALENT 4.0% |
| |||||||
SEI Daily Income Trust, Prime Obligation Fund, Cl A |
||||||||
0.010% ** |
116,991,632 | 116,992 | ||||||
|
|
|||||||
Total Cash Equivalent |
|
116,992 | ||||||
|
|
|||||||
Total Investments 107.5% |
|
$ | 3,141,337 | |||||
|
|
A list of the open futures contracts held by the Fund at June 30, 2015, is as follows:
Type of Contract | Number of Contracts Long |
Expiration Date |
Unrealized Depreciation ($ Thousands) |
|||||||||
Hang Seng Index |
37 | Jul-2015 | $ | (240 | ) | |||||||
Topix Index |
236 | Sep-2015 | (660 | ) | ||||||||
DJ Euro Stoxx 50 Index |
1,147 | Sep-2015 | (747 | ) | ||||||||
SPI 200 Index |
108 | Sep-2015 | (123 | ) | ||||||||
FTSE 100 Index |
312 | Sep-2015 | (1,198 | ) | ||||||||
|
|
|||||||||||
$ | (2,968 | ) | ||||||||||
|
|
For the period ended June 30, 2015, 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 $2,922,887 ($ Thousands).
* | Non-income producing security. |
** | Rate shown is the 7-day effective yield as of June 30, 2015. |
| Investment in Affiliated Security. |
(A) | Real Estate Investment Trust. |
(B) | This security or a partial position of this security is on loan at June 30, 2015. The total market value of securities on loan at June 30, 2015 was $266,073 ($ Thousands). |
(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) | Security, or portion thereof, has been pledged as collateral on open futures contracts. |
(E) | Zero coupon security. The rate reported on the Schedule of Investments is the effective yield at time of purchase. |
(F) | This security was purchased with cash collateral held from securities on loan. The total value of such securities as of June 30, 2015 was $281,087 ($ Thousands). |
§ | At June 30, 2015, the tax basis cost of the Funds investments was $2,935,072 ($ Thousands), and the unrealized appreciation and depreciation were $332,135 ($ Thousands) and ($125,870) ($ Thousands), respectively. |
ADR American Depositary Receipt
Cl Class
DJ Dow Jones
FTSE Financial Times and the London Stock Exchange
L.P. Limited Partnership
Ser Series
SPI Share Price Index
The following is a list of the level of inputs used as of June 30, 2015, in valuing the Funds investments and other financial instruments carried at value ($ Thousands):
Investments in Securities | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Common Stock |
$ | 2,695,055 | $ | | $ | | $ | 2,695,055 | ||||||||
Preferred Stock |
40,964 | | | 40,964 | ||||||||||||
U.S. Treasury Obligation |
| 7,239 | | 7,239 | ||||||||||||
Affiliated Partnership |
| 281,087 | | 281,087 | ||||||||||||
Cash Equivalent |
116,992 | | | 116,992 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments in Securities |
$ | 2,853,011 | $ | 288,326 | $ | | $ | 3,141,337 | ||||||||
|
|
|
|
|
|
|
|
Other Financial Instruments | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Futures Contracts * |
||||||||||||||||
Unrealized Depreciation |
$ | (2,968 | ) | $ | | $ | | $ | (2,968 | ) | ||||||
|
|
|
|
|
|
|
|
* | Futures contracts are valued at the unrealized depreciation on the instrument. |
For the period ended June 30, 2015, there were transfers between Level 1 and Level 2 assets and liabilities. The primary reason for changes in the classifications between Levels 1 and 2 occurs when foreign equity securities are fair valued using other observable market based inputs in place of the closing exchange price due to events occurring after the close of the exchange or market on which the investment is principally traded.
For the period ended June 30, 2015, there were no transfers from Level 2 into Level 3 assets and liabilities.
Amounts designated as are $0 or have been rounded to $0.
For information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial statements.
8 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund
June 30, 2015
Description | Shares | Market Value ($ Thousands) |
||||||
COMMON STOCK 91.8% |
||||||||
Argentina 0.8% |
||||||||
Arcos Dorados Holdings, Cl A (A) |
320,900 | $ | 1,688 | |||||
Banco Macro ADR * |
28,700 | 1,309 | ||||||
Grupo Financiero Galicia ADR * |
73,300 | 1,377 | ||||||
MercadoLibre (A) |
17,900 | 2,536 | ||||||
YPF * |
28,781 | 790 | ||||||
YPF ADR |
234,154 | 6,423 | ||||||
|
|
|||||||
14,123 | ||||||||
|
|
|||||||
Austria 0.2% |
||||||||
Erste Group Bank |
109,658 | 3,113 | ||||||
|
|
|||||||
Brazil 6.7% |
||||||||
AMBEV |
636,800 | 3,907 | ||||||
AMBEV ADR |
853,992 | 5,209 | ||||||
B2W Cia Digital * |
598,553 | 3,915 | ||||||
Banco Bradesco ADR |
481,517 | 4,411 | ||||||
Banco do Brasil |
444,080 | 3,452 | ||||||
Banco Santander Brasil ADR (A) |
508,215 | 2,765 | ||||||
BB Seguridade Participacoes |
891,800 | 9,830 | ||||||
Braskem ADR |
222,510 | 1,927 | ||||||
BRF ADR |
119,954 | 2,508 | ||||||
CCR |
754,500 | 3,636 | ||||||
CETIP - Mercados Organizados |
53,900 | 592 | ||||||
Cielo |
318,028 | 4,500 | ||||||
Cosan Industria e Comercio |
227,800 | 1,843 | ||||||
Cyrela Brazil Realty Empreendimentos e Participacoes |
727,300 | 2,327 | ||||||
EcoRodovias Infraestrutura e Logistica |
289,500 | 725 | ||||||
EDP - Energias do Brasil |
115,900 | 428 | ||||||
Embraer |
141,900 | 1,074 | ||||||
Embraer ADR (A) |
61,200 | 1,854 | ||||||
Estacio Participacoes |
696,700 | 4,026 | ||||||
FPC Par Corretora de Seguros * |
442,800 | 1,936 | ||||||
Gerdau ADR |
714,726 | 1,722 | ||||||
Gol Linhas Aereas Inteligentes ADR (A) |
517,245 | 1,226 | ||||||
Hypermarcas * |
959,760 | 7,004 | ||||||
JBS |
475,700 | 2,507 | ||||||
Klabin |
389,700 | 2,386 | ||||||
Kroton Educacional |
330,500 | 1,264 | ||||||
Light |
130,700 | 714 | ||||||
Localiza Rent a Car |
93,132 | 923 | ||||||
Lojas Americanas |
154,800 | 667 | ||||||
Lojas Renner |
93,300 | 3,412 | ||||||
Mahle-Metal Leve |
49,500 | 342 | ||||||
MRV Engenharia e Participacoes |
248,700 | 624 | ||||||
Multiplus |
38,400 | 463 | ||||||
Petroleo Brasileiro ADR * (A) |
948,265 | 8,582 | ||||||
Qualicorp |
303,700 | 1,915 | ||||||
Raia Drogasil |
90,700 | 1,171 | ||||||
Rumo Logistica Operadora Multimodal * |
1,161,110 | 478 | ||||||
Santos Brasil Participacoes |
73,020 | 310 |
Description | Shares | Market Value ($ Thousands) |
||||||
Telefonica Brasil ADR |
176,500 | $ | 2,459 | |||||
Tim Participacoes ADR |
416,905 | 6,821 | ||||||
Totvs |
77,000 | 966 | ||||||
Vale ADR, Cl B (A) |
449,461 | 2,647 | ||||||
Valid Solucoes e Servicos de Seguranca em Meios de Pagamento e Identificacao S.A |
143,200 | 2,266 | ||||||
Via Varejo |
292,500 | 1,057 | ||||||
|
|
|||||||
112,791 | ||||||||
|
|
|||||||
Canada 0.1% |
||||||||
SEMAFO * |
581,446 | 1,565 | ||||||
|
|
|||||||
Chile 0.8% |
||||||||
Banco de Chile |
22,823,993 | 2,501 | ||||||
Banco Santander Chile |
47,512,239 | 2,400 | ||||||
Cia Cervecerias Unidas ADR (A) |
161,491 | 3,420 | ||||||
CorpBanca ADR |
16,690 | 276 | ||||||
Empresas COPEC |
60,239 | 640 | ||||||
SACI Falabella |
344,490 | 2,406 | ||||||
Sociedad Quimica y Minera de Chile ADR |
101,000 | 1,618 | ||||||
|
|
|||||||
13,261 | ||||||||
|
|
|||||||
China 16.7% |
||||||||
AAC Technologies Holdings (A) |
1,005,480 | 5,681 | ||||||
Agricultural Bank of China |
18,491,932 | 9,947 | ||||||
Alibaba Group Holding ADR * (A) |
55,100 | 4,533 | ||||||
Anhui Conch Cement |
1,612,200 | 5,656 | ||||||
ANTA Sports Products |
2,349,000 | 5,696 | ||||||
Baidu ADR * |
125,450 | 24,975 | ||||||
Bank of China |
18,643,105 | 12,120 | ||||||
Beijing Capital International Airport |
772,000 | 890 | ||||||
BYD Electronic International |
695,000 | 941 | ||||||
Changyou.com ADR * |
118,900 | 3,547 | ||||||
China BlueChemical |
878,000 | 321 | ||||||
China Child Care (A) |
4,486,200 | 775 | ||||||
China Construction Bank |
17,446,993 | 15,933 | ||||||
China Life Insurance |
1,565,000 | 6,813 | ||||||
China Merchants Bank |
953,076 | 2,778 | ||||||
China Petroleum & Chemical |
9,989,839 | 8,621 | ||||||
China Petroleum & Chemical ADR |
8,400 | 720 | ||||||
China Shenhua Energy |
925,500 | 2,111 | ||||||
China Telecom |
978,000 | 574 | ||||||
China Vanke (A) |
3,288,924 | 8,094 | ||||||
Chongqing Rural Commercial Bank |
2,726,612 | 2,184 | ||||||
CITIC Securities (A) |
785,400 | 2,832 | ||||||
Country Garden Holdings |
5,604,000 | 2,465 | ||||||
Ctrip.com International ADR * |
12,700 | 922 | ||||||
Datang International Power Generation |
3,704,000 | 1,897 | ||||||
Dongfeng Motor Group |
378,000 | 507 | ||||||
Evergrande Real Estate Group (A) |
7,942,000 | 4,743 | ||||||
Great Wall Motor (B) |
534,000 | 2,617 | ||||||
Guangzhou R&F Properties |
932,800 | 1,144 | ||||||
Huaneng Power International |
3,678,000 | 5,124 | ||||||
Industrial & Commercial Bank of China |
35,045,768 | 27,847 |
1 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund
June 30, 2015
Description | Shares | Market Value ($ Thousands) |
||||||
JD.com ADR * |
27,200 | $ | 928 | |||||
Jiangsu Expressway |
2,844,000 | 3,734 | ||||||
Jiangxi Copper |
1,352,000 | 2,257 | ||||||
Kingdee International Software Group (A) |
1,764,000 | 1,051 | ||||||
KWG Property Holding |
1,737,370 | 1,466 | ||||||
New Oriental Education & Technology Group ADR * |
288,900 | 7,084 | ||||||
Perfect World ADR * |
652 | 13 | ||||||
PetroChina |
2,036,000 | 2,272 | ||||||
PetroChina ADR |
64,717 | 7,171 | ||||||
PICC Property & Casualty |
1,977,800 | 4,505 | ||||||
Ping An Insurance Group of China |
902,900 | 12,194 | ||||||
Qunar Cayman Islands ADR * |
25,100 | 1,076 | ||||||
Shanghai Electric Group (A) |
2,844,000 | 2,322 | ||||||
SINA * |
66,700 | 3,573 | ||||||
Sinopec Engineering Group |
1,400,500 | 1,297 | ||||||
Sinopharm Group |
336,800 | 1,497 | ||||||
Sinotrans |
2,685,000 | 1,791 | ||||||
SOHO China |
1,400,528 | 912 | ||||||
Sohu.com * |
99,800 | 5,897 | ||||||
Tencent Holdings |
1,290,035 | 25,742 | ||||||
Tingyi Cayman Islands Holding |
1,240,000 | 2,534 | ||||||
TravelSky Technology |
233,000 | 343 | ||||||
Tsingtao Brewery |
442,000 | 2,682 | ||||||
Uni-President China Holdings (A) |
5,375,400 | 4,958 | ||||||
Vipshop Holdings ADR * |
71,200 | 1,584 | ||||||
Youku Tudou ADR * |
55,700 | 1,366 | ||||||
Zhejiang Expressway |
3,052,000 | 4,236 | ||||||
Zhuzhou CSR Times Electric |
437,300 | 3,277 | ||||||
|
|
|||||||
280,770 | ||||||||
|
|
|||||||
Colombia 0.4% |
||||||||
Bancolombia ADR, Cl R (A) |
80,600 | 3,466 | ||||||
Cementos Argos |
127,957 | 455 | ||||||
Cemex Latam Holdings * |
396,311 | 1,945 | ||||||
Ecopetrol |
894,853 | 596 | ||||||
|
|
|||||||
6,462 | ||||||||
|
|
|||||||
Czech Republic 0.5% |
||||||||
CEZ (A) |
139,795 | 3,246 | ||||||
Komercni Banka |
22,694 | 5,030 | ||||||
|
|
|||||||
8,276 | ||||||||
|
|
|||||||
Egypt 0.1% |
||||||||
Commercial International Bank Egypt GDR |
134,788 | 991 | ||||||
|
|
|||||||
Greece 0.2% |
||||||||
FF Group (B) |
44,400 | 1,136 | ||||||
National Bank of Greece * (B) |
1,239,500 | 1,364 | ||||||
Piraeus Bank * (B) |
1,090,500 | 402 | ||||||
|
|
|||||||
2,902 | ||||||||
|
|
|||||||
Hong Kong 7.9% |
||||||||
Belle International Holdings |
972,000 | 1,120 | ||||||
Bolina Holding (A) |
1,228,900 | 430 | ||||||
Brilliance China Automotive Holdings |
784,700 | 1,225 | ||||||
CAR * (A) |
847,000 | 1,803 |
Description | Shares | Market Value ($ Thousands) |
||||||
Chaoda Modern Agriculture |
2,056,181 | $ | 138 | |||||
China Everbright |
368,000 | 1,277 | ||||||
China Everbright International |
4,213,500 | 7,555 | ||||||
China High Precision Automation Group (B) (C) |
1,385,624 | 222 | ||||||
China Medical System Holdings |
3,182,000 | 4,457 | ||||||
China Mengniu Dairy |
1,320,915 | 6,585 | ||||||
China Minsheng Banking |
1,990,100 | 2,608 | ||||||
China Mobile |
2,494,141 | 31,931 | ||||||
China Mobile ADR |
97,840 | 6,271 | ||||||
China Overseas Land & Investment |
168,000 | 593 | ||||||
China Power International Development |
2,861,000 | 2,181 | ||||||
China Resources Land |
98,000 | 318 | ||||||
China State Construction International Holdings |
5,055,984 | 9,104 | ||||||
China Taiping Insurance Holdings * |
1,044,200 | 3,751 | ||||||
China Unicom Hong Kong ADR (A) |
82,390 | 1,293 | ||||||
CNOOC |
7,380,107 | 10,472 | ||||||
Far East Horizon |
1,216,000 | 1,158 | ||||||
Galaxy Entertainment Group |
484,400 | 1,931 | ||||||
Geely Automobile Holdings |
4,691,700 | 2,505 | ||||||
Haier Electronics Group |
2,410,000 | 6,497 | ||||||
Hua Hong Semiconductor * (D) |
2,236,000 | 2,971 | ||||||
Huadian Fuxin Energy |
2,245,385 | 1,074 | ||||||
Lee & Man Paper Manufacturing |
3,088,000 | 1,968 | ||||||
Lenovo Group |
1,010,000 | 1,399 | ||||||
Melco Crown Entertainment ADR (A) |
55,500 | 1,089 | ||||||
PAX Global Technology * |
1,320,000 | 1,893 | ||||||
Samsonite International |
431,752 | 1,492 | ||||||
Shanghai Fosun Pharmaceutical Group |
365,500 | 1,355 | ||||||
Shanghai Industrial Holdings |
107,000 | 363 | ||||||
Skyworth Digital Holdings |
502,000 | 447 | ||||||
Sunny Optical Technology Group (A) |
4,211,807 | 9,181 | ||||||
Techtronic Industries |
1,314,500 | 4,307 | ||||||
Xinyi Solar Holdings |
1,994,000 | 828 | ||||||
|
|
|||||||
133,792 | ||||||||
|
|
|||||||
Hungary 0.2% |
||||||||
MOL Hungarian Oil & Gas |
9,904 | 507 | ||||||
OTP Bank (A) |
95,099 | 1,882 | ||||||
Richter Gedeon Nyrt |
67,591 | 1,015 | ||||||
|
|
|||||||
3,404 | ||||||||
|
|
|||||||
India 6.1% |
||||||||
Adani Ports & Special Economic Zone |
297,065 | 1,436 | ||||||
Aurobindo Pharma |
284,019 | 6,476 | ||||||
Axis Bank |
425,574 | 3,735 | ||||||
Bharat Petroleum |
155,021 | 2,141 | ||||||
Cairn India |
702,427 | 2,003 | ||||||
Canara Bank |
253,991 | 1,108 | ||||||
Cummins India |
380,550 | 5,358 | ||||||
Dabur India |
1,010,452 | 4,444 | ||||||
Dish TV India * |
888,473 | 1,484 | ||||||
Glenmark Pharmaceuticals |
508,646 | 7,941 | ||||||
HCL Technologies |
134,404 | 1,941 |
2 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund
June 30, 2015
Description | Shares | Market Value ($ Thousands) |
||||||
HDFC Bank ADR |
98,345 | $ | 5,953 | |||||
Hero MotoCorp |
25,700 | 1,018 | ||||||
Hindustan Zinc |
144,735 | 380 | ||||||
Housing Development Finance |
58,601 | 1,193 | ||||||
ICICI Bank |
577,200 | 2,792 | ||||||
ICICI Bank ADR |
687,720 | 7,166 | ||||||
Idea Cellular |
760,968 | 2,105 | ||||||
IFCI * |
737,425 | 299 | ||||||
Indiabulls Housing Finance |
107,556 | 1,051 | ||||||
Infosys ADR (A) |
73,506 | 1,165 | ||||||
NCC |
836,213 | 1,033 | ||||||
Oriental Bank of Commerce |
234,465 | 618 | ||||||
Power Finance |
278,814 | 1,121 | ||||||
Power Grid Corp of India |
1,598,934 | 3,493 | ||||||
Prestige Estates Projects |
710,100 | 2,757 | ||||||
Reliance Capital |
226,221 | 1,288 | ||||||
Reliance Industries |
273,198 | 4,291 | ||||||
Reliance Industries GDR (D) |
451,203 | 14,055 | ||||||
Rural Electrification |
248,373 | 1,073 | ||||||
Shriram Transport Finance |
79,114 | 1,060 | ||||||
SKS Microfinance * |
237,491 | 1,740 | ||||||
SRF |
18,546 | 359 | ||||||
Syndicate Bank |
165,516 | 255 | ||||||
Tata Chemicals |
104,241 | 689 | ||||||
Tata Consultancy Services |
8,433 | 338 | ||||||
Tata Global Beverages |
769,100 | 1,597 | ||||||
Tata Motors, Cl A |
466,295 | 1,909 | ||||||
UCO Bank |
740,322 | 617 | ||||||
UPL |
119,331 | 1,004 | ||||||
Vedanta |
405,523 | 1,109 | ||||||
WNS Holdings ADR * |
11,629 | 311 | ||||||
Zee Entertainment Enterprises |
269,226 | 1,555 | ||||||
|
|
|||||||
103,461 | ||||||||
|
|
|||||||
Indonesia 2.2% |
||||||||
AKR Corporindo |
8,168,200 | 3,630 | ||||||
Astra International |
2,050,500 | 1,088 | ||||||
Bank Negara Indonesia Persero |
2,982,200 | 1,185 | ||||||
Bank Pembangunan Daerah Jawa Barat Dan Banten |
4,107,500 | 253 | ||||||
Bank Rakyat Indonesia Persero |
7,644,651 | 5,935 | ||||||
Gudang Garam |
792,500 | 2,681 | ||||||
Indofood CBP Sukses Makmur |
325,600 | 305 | ||||||
Kalbe Farma |
10,355,700 | 1,301 | ||||||
Link Net * |
5,800,400 | 2,208 | ||||||
Matahari Department Store |
2,649,200 | 3,288 | ||||||
Matahari Putra Prima |
2,831,900 | 627 | ||||||
Perusahaan Gas Negara Persero |
5,061,600 | 1,638 | ||||||
Perusahaan Perkebunan London Sumatra Indonesia |
2,177,800 | 254 | ||||||
Semen Indonesia Persero |
2,436,600 | 2,193 | ||||||
Sumber Alfaria Trijaya |
24,629,200 | 1,099 | ||||||
Tambang Batubara Bukit Asam |
1,571,300 | 990 | ||||||
Telekomunikasi Indonesia Persero |
25,636,580 | 5,634 |
Description | Shares | Market Value ($ Thousands) |
||||||
United Tractors |
1,609,781 | $ | 2,460 | |||||
Vale Indonesia |
1,143,500 | 232 | ||||||
|
|
|||||||
37,001 | ||||||||
|
|
|||||||
Jordan 0.2% |
||||||||
Hikma Pharmaceuticals |
97,380 | 2,960 | ||||||
|
|
|||||||
Malaysia 1.0% |
||||||||
AMMB Holdings |
828,600 | 1,324 | ||||||
Astro Malaysia Holdings |
1,835,400 | 1,498 | ||||||
Axiata Group |
2,817,336 | 4,779 | ||||||
British American Tobacco Malaysia |
53,251 | 875 | ||||||
IOI Properties Group |
542,049 | 266 | ||||||
Malayan Banking |
720,300 | 1,745 | ||||||
Sime Darby |
1,097,500 | 2,478 | ||||||
Sunway |
274,900 | 251 | ||||||
Sunway Construction Group * |
16,510 | | ||||||
Telekom Malaysia |
547,776 | 950 | ||||||
Top Glove |
203,600 | 359 | ||||||
UEM Sunrise |
3,433,195 | 887 | ||||||
UMW Holdings |
361,000 | 970 | ||||||
YTL |
1,081,400 | 444 | ||||||
|
|
|||||||
16,826 | ||||||||
|
|
|||||||
Mexico 5.1% |
||||||||
Alfa, Cl A |
376,600 | 723 | ||||||
America Movil, Ser L |
4,273,574 | 4,576 | ||||||
America Movil ADR, Ser L (A) |
164,675 | 3,509 | ||||||
Arca Continental |
534,200 | 3,039 | ||||||
Cemex ADR * |
902,404 | 8,266 | ||||||
Coca-Cola Femsa ADR (A) |
8,092 | 643 | ||||||
Controladora Comercial Mexicana |
243,600 | 764 | ||||||
Empresas ICA ADR * (A) |
228,580 | 715 | ||||||
Fomento Economico Mexicano |
202,900 | 1,811 | ||||||
Fomento Economico Mexicano ADR |
61,711 | 5,498 | ||||||
Gentera (A) |
1,090,600 | 1,943 | ||||||
Gruma, Cl B |
154,532 | 1,997 | ||||||
Grupo Financiero Banorte, Cl O |
2,889,001 | 15,912 | ||||||
Grupo Financiero Santander Mexico ADR |
218,078 | 1,995 | ||||||
Grupo GICSA * |
2,263,200 | 2,341 | ||||||
Grupo Mexico, Ser B |
1,534,600 | 4,625 | ||||||
Grupo Televisa |
75,600 | 588 | ||||||
Grupo Televisa ADR |
353,185 | 13,711 | ||||||
Infraestructura Energetica Nova |
374,900 | 1,854 | ||||||
Inmobiliaria Vesta |
1,973,700 | 3,220 | ||||||
Unifin Financiera * |
1,044,200 | 2,188 | ||||||
Wal-Mart de Mexico |
2,209,498 | 5,406 | ||||||
|
|
|||||||
85,324 | ||||||||
|
|
|||||||
Pakistan 0.1% |
||||||||
United Bank |
764,200 | 1,283 | ||||||
|
|
|||||||
Peru 0.7% |
||||||||
Credicorp |
90,548 | 12,579 | ||||||
|
|
3 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund
June 30, 2015
Description | Shares |
Market Value ($ Thousands) |
||||||||
Philippines 1.3% |
||||||||||
Aboitiz Equity Ventures |
853,410 | $ | 1,099 | |||||||
Alliance Global Group |
1,204,488 | 580 | ||||||||
Ayala |
215,340 | 3,773 | ||||||||
BDO Unibank |
1,225,253 | 2,945 | ||||||||
Cebu Air |
201,950 | 381 | ||||||||
DMCI Holdings |
1,085,550 | 318 | ||||||||
Globe Telecom |
8,695 | 484 | ||||||||
International Container Terminal Services |
1,488,334 | 3,637 | ||||||||
JG Summit Holdings |
273,400 | 435 | ||||||||
Megaworld |
4,165,800 | 440 | ||||||||
RFM |
10,338,900 | 951 | ||||||||
SM Investments |
142,210 | 2,823 | ||||||||
SM Prime Holdings |
4,012,500 | 1,778 | ||||||||
Universal Robina |
472,900 | 2,034 | ||||||||
Vista Land & Lifescapes |
2,371,200 | 334 | ||||||||
|
|
|||||||||
22,012 | ||||||||||
|
|
|||||||||
Poland 0.9% |
||||||||||
Asseco Poland |
40,041 | 617 | ||||||||
Energa |
184,429 | 1,115 | ||||||||
Eurocash (A) |
248,894 | 2,472 | ||||||||
KGHM Polska Miedz (A) |
115,668 | 3,277 | ||||||||
PGE Polska Grupa Energetyczna (A) |
332,055 | 1,628 | ||||||||
Polish Oil & Gas |
457,542 | 803 | ||||||||
Polski Koncern Naftowy Orlen (A) |
130,028 | 2,553 | ||||||||
Powszechna Kasa Oszczednosci Bank Polski |
84,143 | 696 | ||||||||
Powszechny Zaklad Ubezpieczen (A) |
8,216 | 945 | ||||||||
Tauron Polska Energia |
857,976 | 999 | ||||||||
|
|
|||||||||
15,105 | ||||||||||
|
|
|||||||||
Portugal 0.1% |
||||||||||
Jeronimo Martins (A) |
160,835 | 2,061 | ||||||||
|
|
|||||||||
Qatar 0.1% |
||||||||||
Barwa Real Estate |
129,771 | 1,889 | ||||||||
United Development |
64,728 | 437 | ||||||||
|
|
|||||||||
2,326 | ||||||||||
|
|
|||||||||
Russia 4.6% |
||||||||||
Etalon Group GDR |
56,800 | 105 | ||||||||
Gazprom ADR |
1,400,485 | 7,338 | ||||||||
Lukoil ADR |
260,158 | 11,684 | ||||||||
Magnit GDR |
173,221 | 9,642 | ||||||||
Mail.Ru Group GDR * |
14,310 | 298 | ||||||||
MegaFon GDR (A) |
91,234 | 1,268 | ||||||||
MMC Norilsk Nickel ADR (A) |
183,838 | 3,101 | ||||||||
Mobile TeleSystems ADR |
209,266 | 2,047 | ||||||||
NovaTek GDR |
29,598 | 3,013 | ||||||||
Novolipetsk Steel GDR |
111,200 | 1,479 | ||||||||
Phosagro GDR |
30,133 | 371 | ||||||||
QIWI ADR |
140,699 | 3,947 | ||||||||
Rosneft GDR |
555,777 | 2,290 | ||||||||
Sberbank of Russia ADR (A) |
2,119,290 | 11,240 | ||||||||
Severstal GDR |
217,854 | 2,305 |
Description | Shares |
Market Value ($ Thousands) |
||||||||
Sistema GDR |
55,343 | $ | 490 | |||||||
Surgutneftegas ADR |
224,162 | 1,321 | ||||||||
Tatneft ADR (A) |
76,596 | 2,449 | ||||||||
TMK GDR (A) |
241,296 | 1,037 | ||||||||
X5 Retail Group GDR * (A) |
331,554 | 5,521 | ||||||||
Yandex, Cl A * |
380,000 | 5,783 | ||||||||
|
|
|||||||||
76,729 | ||||||||||
|
|
|||||||||
Singapore 0.2% |
||||||||||
Asian Pay Television Trust |
5,272,400 | 3,328 | ||||||||
China Yuchai International |
22,250 | 373 | ||||||||
|
|
|||||||||
3,701 | ||||||||||
|
|
|||||||||
South Africa 5.8% |
||||||||||
Alexander Forbes Group Holdings |
5,052,249 | 3,725 | ||||||||
Anglo American Platinum * (A) |
25,492 | 576 | ||||||||
AngloGold Ashanti ADR |
58,100 | 520 | ||||||||
Aspen Pharmacare Holdings |
80,600 | 2,391 | ||||||||
AVI |
96,691 | 650 | ||||||||
Barclays Africa Group |
172,222 | 2,596 | ||||||||
Barloworld |
73,229 | 582 | ||||||||
Bidvest Group (A) |
210,367 | 5,341 | ||||||||
Clicks Group |
55,416 | 411 | ||||||||
Coronation Fund Managers |
85,274 | 579 | ||||||||
DataTec |
74,779 | 397 | ||||||||
FirstRand |
1,143,923 | 5,025 | ||||||||
Foschini Group |
62,969 | 825 | ||||||||
Gold Fields |
266,457 | 855 | ||||||||
Investec |
466,952 | 4,207 | ||||||||
Liberty Holdings |
78,366 | 937 | ||||||||
Life Healthcare Group Holdings |
1,298,546 | 4,015 | ||||||||
Mediclinic International |
110,069 | 928 | ||||||||
MMI Holdings |
334,449 | 831 | ||||||||
Mondi |
89,456 | 1,967 | ||||||||
MTN Group |
679,264 | 12,802 | ||||||||
Murray & Roberts Holdings |
336,265 | 356 | ||||||||
Naspers, Cl N |
54,986 | 8,585 | ||||||||
Netcare |
608,312 | 1,918 | ||||||||
Petra Diamonds * |
429,148 | 1,005 | ||||||||
Redefine Properties (E) |
2,716,674 | 2,285 | ||||||||
Remgro |
157,096 | 3,313 | ||||||||
RMB Holdings |
382,795 | 2,096 | ||||||||
Sappi * |
180,100 | 640 | ||||||||
Sasol |
148,964 | 5,523 | ||||||||
Sasol ADR |
32,575 | 1,207 | ||||||||
Shoprite Holdings |
186,941 | 2,672 | ||||||||
Sibanye Gold ADR |
104,839 | 676 | ||||||||
SPAR Group |
128,856 | 2,013 | ||||||||
Standard Bank Group |
443,532 | 5,853 | ||||||||
Steinhoff International Holdings |
619,437 | 3,929 | ||||||||
Telkom * |
107,522 | 568 | ||||||||
Tongaat Hulett |
19,087 | 204 | ||||||||
Truworths International |
143,834 | 1,016 | ||||||||
Tsogo Sun Holdings |
559,167 | 1,123 |
4 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund
June 30, 2015
Description | Shares |
Market Value ($ Thousands) |
||||||||
Vodacom Group |
183,132 | $ | 2,093 | |||||||
|
|
|||||||||
97,235 | ||||||||||
|
|
|||||||||
South Korea 12.3% |
||||||||||
BGF retail |
6,710 | 962 | ||||||||
Chongkundang Holdings |
1,449 | 158 | ||||||||
CJ CGV (A) |
17,139 | 1,967 | ||||||||
Coway |
131,076 | 10,740 | ||||||||
Daewoo International |
70,844 | 1,639 | ||||||||
Dongbu Insurance |
30,565 | 1,548 | ||||||||
E-Mart |
6,517 | 1,350 | ||||||||
GS Engineering & Construction (A) |
36,681 | 881 | ||||||||
GS Home Shopping |
7,786 | 1,465 | ||||||||
GS Retail |
39,074 | 1,636 | ||||||||
Halla Visteon Climate Control (A) |
34,243 | 1,183 | ||||||||
Hanil Cement |
1,745 | 266 | ||||||||
Hanwha |
42,418 | 1,795 | ||||||||
Hanwha Life Insurance |
207,763 | 1,477 | ||||||||
Hite Jinro (A) |
28,341 | 575 | ||||||||
Hotel Shilla (A) |
16,426 | 1,642 | ||||||||
Hyosung |
29,507 | 3,809 | ||||||||
Hyundai Development |
32,600 | 1,935 | ||||||||
Hyundai Marine & Fire Insurance (A) |
58,059 | 1,535 | ||||||||
Hyundai Motor |
62,604 | 7,633 | ||||||||
Kangwon Land |
103,706 | 3,440 | ||||||||
KB Financial Group ADR (A) |
115,597 | 3,800 | ||||||||
KCC |
11,089 | 4,881 | ||||||||
Kia Motors |
59,035 | 2,398 | ||||||||
Korea Aerospace Industries |
62,509 | 4,455 | ||||||||
KT |
18,069 | 461 | ||||||||
KT ADR |
145,000 | 1,837 | ||||||||
KT&G |
73,086 | 6,218 | ||||||||
LF |
16,119 | 438 | ||||||||
LG |
32,709 | 1,812 | ||||||||
LG Chem |
13,000 | 3,246 | ||||||||
LG Display |
64,675 | 1,499 | ||||||||
LG Display ADR |
134,540 | 1,559 | ||||||||
LG International |
32,893 | 1,147 | ||||||||
LG Uplus |
188,781 | 1,669 | ||||||||
Lotte Chemical (A) |
11,312 | 2,931 | ||||||||
Lotte Chilsung Beverage (A) |
2,083 | 4,964 | ||||||||
Lotte Confectionery |
2,421 | 4,219 | ||||||||
LS Industrial Systems |
21,178 | 868 | ||||||||
NAVER |
13,876 | 7,887 | ||||||||
NCSoft |
28,652 | 5,099 | ||||||||
NH Investment & Securities |
91,731 | 1,003 | ||||||||
S-1, Cl 1 |
17,452 | 1,228 | ||||||||
Samsung Electronics |
38,672 | 43,961 | ||||||||
Samsung Engineering (A) |
67,293 | 1,906 | ||||||||
Samsung Life Insurance |
63,555 | 6,125 | ||||||||
Samsung Techwin |
18,887 | 496 | ||||||||
Seah Besteel |
12,579 | 491 | ||||||||
SFA Engineering |
75,193 | 3,317 | ||||||||
Shinhan Financial Group |
162,575 | 6,056 |
Description | Shares |
Market Value ($ Thousands) |
||||||||
SK C&C |
8,740 | $ | 2,166 | |||||||
SK Holdings |
11,172 | 1,983 | ||||||||
SK Hynix |
237,161 | 8,994 | ||||||||
SK Telecom |
10,918 | 2,447 | ||||||||
SK Telecom ADR |
471,929 | 11,699 | ||||||||
Sung Kwang Bend (A) |
95,700 | 1,017 | ||||||||
Tongyang Life Insurance |
38,651 | 528 | ||||||||
Vieworks (A) |
45,697 | 1,760 | ||||||||
Yuhan |
12,543 | 3,070 | ||||||||
|
|
|||||||||
207,271 | ||||||||||
|
|
|||||||||
Taiwan 11.2% |
||||||||||
Advanced Semiconductor Engineering |
3,292,000 | 4,460 | ||||||||
Asustek Computer |
458,000 | 4,461 | ||||||||
Bizlink Holding * |
250,500 | 1,348 | ||||||||
Catcher Technology |
333,000 | 4,166 | ||||||||
Cathay Financial Holding |
3,923,337 | 6,854 | ||||||||
Chailease Holding |
307,120 | 741 | ||||||||
Cheng Shin Rubber Industry |
400,000 | 885 | ||||||||
Cheng Uei Precision Industry |
225,000 | 389 | ||||||||
Chicony Electronics |
629,926 | 1,690 | ||||||||
China Development Financial Holding |
4,351,000 | 1,650 | ||||||||
China Steel Chemical |
381,800 | 1,720 | ||||||||
Chipbond Technology |
834,000 | 1,803 | ||||||||
Compal Electronics |
1,419,000 | 1,081 | ||||||||
CTBC Financial Holding |
705,000 | 555 | ||||||||
CTCI |
733,000 | 1,185 | ||||||||
Delta Electronics |
778,600 | 3,987 | ||||||||
Eclat Textile |
191,000 | 3,132 | ||||||||
Elite Advanced Laser |
172,000 | 911 | ||||||||
eMemory Technology |
259,800 | 3,507 | ||||||||
Far Eastern New Century |
889,000 | 942 | ||||||||
Farglory Land Development |
297,043 | 310 | ||||||||
Fubon Financial Holding |
2,274,000 | 4,525 | ||||||||
Hermes Microvision |
62,200 | 4,052 | ||||||||
Highwealth Construction |
487,000 | 1,162 | ||||||||
Hiwin Technologies |
182,078 | 1,198 | ||||||||
Hon Hai Precision Industry |
3,590,207 | 11,287 | ||||||||
Hota Industrial Manufacturing |
21,000 | 68 | ||||||||
Hu Lane Associate |
230,500 | 1,031 | ||||||||
Inventec |
2,052,000 | 1,420 | ||||||||
Kenda Rubber Industrial * |
214,000 | 333 | ||||||||
King Yuan Electronics |
616,000 | 538 | ||||||||
Kings Town Bank |
802,000 | 697 | ||||||||
Largan Precision |
33,200 | 3,793 | ||||||||
Lite-On Technology |
1,463,917 | 1,718 | ||||||||
Makalot Industrial |
231,000 | 1,988 | ||||||||
MediaTek |
1,490,600 | 20,387 | ||||||||
Mega Financial Holding |
786,000 | 708 | ||||||||
Merida Industry |
136,050 | 882 | ||||||||
Mitac Holdings |
2,795,000 | 3,003 | ||||||||
PChome Online |
118,504 | 1,959 | ||||||||
Pegatron |
1,609,000 | 4,709 | ||||||||
Pou Chen |
1,221,000 | 1,741 |
5 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund
June 30, 2015
Description | Shares |
Market Value ($ Thousands) |
||||||
Powertech Technology |
403,000 | $ | 872 | |||||
Quanta Computer |
1,769,000 | 4,185 | ||||||
Radiant Opto-Electronics |
735,050 | 2,728 | ||||||
Realtek Semiconductor |
1,110,173 | 2,846 | ||||||
Simplo Technology |
196,000 | 908 | ||||||
Taishin Financial Holding |
5,146,481 | 2,143 | ||||||
Taiwan Cement |
3,302,000 | 4,168 | ||||||
Taiwan Semiconductor Manufacturing |
7,278,790 | 33,145 | ||||||
Taiwan Semiconductor Manufacturing ADR |
464,553 | 10,550 | ||||||
Teco Electric and Machinery |
951,000 | 738 | ||||||
Transcend Information |
265,000 | 975 | ||||||
Tung Thih Electronic |
632,600 | 3,588 | ||||||
United Microelectronics |
5,008,000 | 2,118 | ||||||
United Microelectronics ADR (A) |
561,600 | 1,151 | ||||||
Vanguard International Semiconductor |
1,271,000 | 2,035 | ||||||
Wistron NeWeb |
388,000 | 1,102 | ||||||
WPG Holdings |
1,770,000 | 2,217 | ||||||
Yuanta Financial Holding |
1,894,000 | 1,025 | ||||||
|
|
|||||||
189,470 | ||||||||
|
|
|||||||
Thailand 2.1% |
||||||||
Advanced Info Service |
214,500 | 1,524 | ||||||
Asian Property Development |
2,502,800 | 533 | ||||||
Bangkok Bank Foreign |
654,100 | 3,457 | ||||||
Bangkok Dusit Medical Services |
2,282,000 | 1,331 | ||||||
Bangkok Dusit Medical Services, Cl F (A) |
1,208,600 | 705 | ||||||
Bangkok Expressway |
148,400 | 174 | ||||||
CP ALL |
3,029,200 | 4,148 | ||||||
CP Seven Eleven PCL (A) |
1,166,900 | 1,598 | ||||||
Delta Electronics Thailand |
290,900 | 779 | ||||||
Hana Microelectronics |
292,900 | 351 | ||||||
Kasikornbank NVDR |
468,700 | 2,623 | ||||||
Krung Thai Bank NVDR (A) |
1,633,900 | 827 | ||||||
Major Cineplex Group (A) |
280,100 | 280 | ||||||
Minor International |
1,350,000 | 1,199 | ||||||
PTT |
571,650 | 6,076 | ||||||
PTT Global Chemical |
1,435,900 | 2,944 | ||||||
Ratchaburi Electricity Generating Holding |
275,700 | 467 | ||||||
Siam Cement |
93,700 | 1,443 | ||||||
Siam Commercial Bank (A) |
288,200 | 1,327 | ||||||
Thai Union Frozen Products |
2,541,800 | 1,641 | ||||||
Thanachart Capital |
1,188,700 | 1,170 | ||||||
Tisco Financial Group * |
276,600 | 377 | ||||||
|
|
|||||||
34,974 | ||||||||
|
|
|||||||
Turkey 1.9% |
||||||||
Akbank |
1,099,975 | 3,182 | ||||||
Anadolu Efes Biracilik Ve Malt Sanayii (A) |
229,485 | 2,073 | ||||||
Arcelik (A) |
483,500 | 2,626 | ||||||
Aselsan Elektronik Sanayi Ve Ticaret (A) |
518,563 | 2,690 | ||||||
Brisa Bridgestone Sabanci Sanayi ve Ticaret (A) |
31,208 | 103 | ||||||
Emlak Konut Gayrimenkul Yatirim Ortakligi (A) (E) |
3,688,542 | 3,800 | ||||||
Eregli Demir ve Celik Fabrikalari (A) |
1,228,088 | 1,989 |
Description | Shares |
Market Value ($ Thousands) |
||||||
Ford Otomotiv Sanayi |
87,389 | $ | 1,169 | |||||
KOC Holding |
162,377 | 752 | ||||||
Koza Altin Isletmeleri (A) |
23,343 | 247 | ||||||
TAV Havalimanlari Holding |
139,278 | 1,183 | ||||||
Tofas Turk Otomobil Fabrikasi |
343,551 | 2,347 | ||||||
Trakya Cam Sanayii |
98,388 | 103 | ||||||
Tupras Turkiye Petrol Rafinerileri |
43,700 | 1,108 | ||||||
Turk Hava Yollari * |
185,970 | 611 | ||||||
Turkcell Iletisim Hizmetleri ADR |
170,935 | 1,964 | ||||||
Turkiye Garanti Bankasi |
1,195,335 | 3,730 | ||||||
Turkiye Halk Bankasi |
392,026 | 1,807 | ||||||
Turkiye Is Bankasi, Cl C |
255,036 | 537 | ||||||
|
|
|||||||
32,021 | ||||||||
|
|
|||||||
United Arab Emirates 0.7% |
|
|||||||
Abu Dhabi Commercial Bank |
560,791 | 1,174 | ||||||
Air Arabia |
4,346,616 | 1,917 | ||||||
Dragon Oil |
415,208 | 4,741 | ||||||
Emaar Properties |
1,989,900 | 4,269 | ||||||
Union National Bank |
145,237 | 269 | ||||||
|
|
|||||||
12,370 | ||||||||
|
|
|||||||
United Kingdom 0.3% |
|
|||||||
Anglo American ADR |
80,640 | 584 | ||||||
SABMiller |
83,755 | 4,356 | ||||||
|
|
|||||||
4,940 | ||||||||
|
|
|||||||
United States 0.3% |
|
|||||||
First Cash Financial Services * |
23,300 | 1,062 | ||||||
Freeport-McMoRan |
149,400 | 2,782 | ||||||
Weibo ADR * (A) |
42,200 | 723 | ||||||
|
|
|||||||
4,567 | ||||||||
|
|
|||||||
Total Common Stock |
|
1,545,666 | ||||||
|
|
|||||||
Number Of Participation Notes |
||||||||
PARTICIPATION NOTES 2.5% |
|
|||||||
Switzerland 0.4% |
||||||||
CITIC Securities, Expires 10/22/19 * |
499,527 | 2,168 | ||||||
Qingdao Haier, Expires 10/22/19 * |
772,879 | 3,782 | ||||||
|
|
|||||||
5,950 | ||||||||
|
|
|||||||
United States 1.2% |
||||||||
Axis Bank, Expires 06/13/18 * |
317,600 | 2,763 | ||||||
Bupa Arabia for Cooperative Insurance, Expires 04/05/17 * |
5,386 | 341 | ||||||
Dr Reddys Laboratories, Expires 11/02/18 * |
49,300 | 2,736 | ||||||
Fuyao Glass Industry Group, Expires 11/25/15 * |
612,428 | 1,407 | ||||||
Huangshan Tourism Development, Expires 12/09/19 * |
375,684 | 1,330 | ||||||
IRB Infrastructure Developers, Expires 06/25/20 * |
701,669 | 2,551 | ||||||
National Bank of Kuwait, Expires 03/24/16 * |
886,800 | 2,525 | ||||||
State Bank of India, Expires 05/31/18 * |
518,200 | 2,130 |
6 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund
June 30, 2015
Description | Number of Participation Notes/Shares |
Market Value ($ Thousands) |
||||||
Tata Motors, Expires 06/25/20 * |
496,900 | $ | 3,374 | |||||
UPL, Expires 03/18/19 * |
160,300 | 1,349 | ||||||
|
|
|||||||
20,506 | ||||||||
|
|
|||||||
China 0.6% |
||||||||
China Vanke, Expires 06/29/20 * |
2,072,900 | 4,856 | ||||||
Hangzhou Hikvision Digital Technology, Expires 06/29/20 * |
443,800 | 3,207 | ||||||
Kweichow Moutai, Expires 10/22/19 * |
46,700 | 1,941 | ||||||
Wuliangye Yibin, Expires 06/29/20 * |
125,600 | 642 | ||||||
|
|
|||||||
10,646 | ||||||||
|
|
|||||||
Saudi Arabia 0.1% |
||||||||
Al Tayyar, Expires 03/05/18 * |
63,800 | 1,665 | ||||||
Bupa Arabia, Expires 10/10/16 * |
13,714 | 868 | ||||||
|
|
|||||||
2,533 | ||||||||
|
|
|||||||
United Kingdom 0.1% |
||||||||
Mouswat Medical, Expires 03/05/18 * |
36,858 | 1,402 | ||||||
|
|
|||||||
India 0.1% |
||||||||
Tech Mahindra, Expires 06/25/20 * |
138,100 | 1,034 | ||||||
|
|
|||||||
Total Participation Notes |
42,071 | |||||||
|
|
|||||||
PREFERRED STOCK 1.4% |
||||||||
Brazil 1.3% |
||||||||
Banco Bradesco |
46,500 | 427 | ||||||
Banco do Estado do Rio Grande do Sul |
183,500 | 530 | ||||||
Bradespar |
276,600 | 940 | ||||||
Cia Energetica de Sao Paulo, Cl B |
199,500 | 1,257 | ||||||
Cia Paranaense de Energia |
50,700 | 563 | ||||||
Itau Unibanco Holding |
528,842 | 5,831 | ||||||
Itau Unibanco Holding ADR |
400,095 | 4,381 | ||||||
Itausa - Investimentos Itau |
44,978 | 129 | ||||||
Metalurgica Gerdau, Cl A |
369,960 | 754 | ||||||
Petroleo Brasileiro ADR, Cl A * |
387,549 | 3,162 | ||||||
Suzano Papel e Celulose, Cl A |
338,600 | 1,806 | ||||||
Vale, Cl A |
294,400 | 1,484 | ||||||
|
|
|||||||
21,264 | ||||||||
|
|
|||||||
Colombia 0.0% |
||||||||
Banco Davivienda |
81,221 | 835 | ||||||
|
|
|||||||
South Korea 0.1% |
||||||||
Samsung Electronics |
2,503 | 2,228 | ||||||
|
|
|||||||
Total Preferred Stock |
24,327 | |||||||
|
|
|||||||
EXCHANGE TRADED FUNDS 1.1% |
|
|||||||
United States 1.1% |
||||||||
iPath MSCI India Index ETN |
126,737 | 8,913 |
Description | Shares/ Face Amount |
Market Value ($ Thousands) |
||||||||||
iShares MSCI India ETF |
|
292,800 | $ | 8,875 | ||||||||
|
|
|||||||||||
Total Exchange Traded Funds |
|
17,788 | ||||||||||
|
|
|||||||||||
DEBENTURE BOND 0.0% |
|
|||||||||||
Brazil 0.0% |
|
|||||||||||
Vale, Ser 1997 |
|
|||||||||||
0.000%, 09/30/2049 (F) |
BRL | 8 | | |||||||||
|
|
|||||||||||
Total Debenture Bond |
|
| ||||||||||
|
|
|||||||||||
AFFILIATED PARTNERSHIP 7.8% |
|
|||||||||||
SEI Liquidity Fund, L.P. |
|
|||||||||||
0.050% ** (G) |
|
130,913,643 | 130,914 | |||||||||
|
|
|||||||||||
Total Affiliated Partnership |
|
130,914 | ||||||||||
|
|
|||||||||||
CASH EQUIVALENT 0.5% |
|
|||||||||||
SEI Daily Income Trust, Prime Obligation Fund, Cl A |
|
|||||||||||
0.010% ** |
|
8,718,946 | 8,719 | |||||||||
|
|
|||||||||||
Total Cash Equivalent |
|
8,719 | ||||||||||
|
|
|||||||||||
Total Investments 105.1% |
|
$ | 1,769,485 | |||||||||
|
|
Percentages are based on a Net Assets of $1,684,034 ($ Thousands).
* | Non-income producing security. |
** | Rate shown is the 7-day effective yield as of June 30, 2015. |
| Investment in Affiliated Security. |
(A) | This security or a partial position of this security is on loan at June 30, 2015. The total market value of securities on loan at June 30, 2015 was $125,523 ($ Thousands). |
(B) | Security fair valued using methods determined in good faith by the Valuation Committee of the Board of Trustees. The total market value of such securities as of June 30, 2015 was $5,741 ($ Thousands) and represented 0.3% of Net Assets. |
(C) | Securities considered illiquid. The total market value of such securities as of June 30, 2015 was $222 ($ 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) | Real Estate Investment Trust. |
(F) | Variable Rate Security - The rate reported on the Schedule of Investments is the rate in effect as of June 30, 2015. |
(G) | This security was purchased with cash collateral held from securities on loan. The total value of such securities as of June 30, 2015 was $130,914 ($ Thousands). |
§ | At June 30, 2015, the tax basis cost of the Funds investments was $1,811,770 ($ Thousands), and the unrealized appreciation and depreciation were $153,095 ($ Thousands) and ($195,380) ($ Thousands), respectively. |
7 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund
June 30, 2015
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 June 30, 2015, in valuing the Funds investments carried at value ($ Thousands):
Investments in Securities | Level 1 | Level 2 | Level 3 (1) | Total | ||||||||||||
Common Stock |
$ | 1,539,925 | $ | | $ | 5,741 | $ | 1,545,666 | ||||||||
Participation Notes |
| 42,071 | | 42,071 | ||||||||||||
Preferred Stock |
22,235 | 2,092 | | 24,327 | ||||||||||||
Exchange Traded Funds |
17,788 | | | 17,788 | ||||||||||||
Debenture Bond |
| | | | ||||||||||||
Affiliated Partnership |
| 130,914 | | 130,914 | ||||||||||||
Cash Equivalent |
8,719 | | | 8,719 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments in Securities |
$ | 1,588,667 | $ | 175,077 | $ | 5,741 | $ | 1,769,485 | ||||||||
|
|
|
|
|
|
|
|
(1) | A reconciliation of Level 3 investments is presented when the Fund has a significant amount of Level 3 investments at the beginning and/or end of the period in relation to net assets. |
For the period ended June 30, 2015, there were no transfers between Level 1 and Level 2 assets and liabilities.
For the period ended June 30, 2015, there were no transfers between Level 2 and Level 3 assets and liabilities.
For the period ended June 30, 2015, there were transfers into Level 3 assets and liabilities.
Amounts designated as are $0 or have been rounded to $0.
For information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial statements.
8 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2015
Description |
Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
GLOBAL BONDS 94.0% |
||||||||||||
Australia 3.4% |
||||||||||||
Aurizon Network MTN |
||||||||||||
2.000%, 09/18/2024 |
EUR | 300 | $ | 326 | ||||||||
Australia & New Zealand Banking Group MTN |
||||||||||||
3.625%, 07/18/2022 |
EUR | 300 | 397 | |||||||||
Commonwealth Bank of Australia |
||||||||||||
1.375%, 01/22/2019 |
EUR | 560 | 648 | |||||||||
Glencore Australia Holdings MTN |
||||||||||||
4.500%, 09/19/2019 |
900 | 700 | ||||||||||
Government of Australia |
||||||||||||
4.500%, 04/21/2033 |
135 | 118 | ||||||||||
3.750%, 04/21/2037 |
845 | 660 | ||||||||||
3.250%, 04/21/2025 |
4,590 | 3,597 | ||||||||||
2.750%, 04/21/2024 |
1,485 | 1,126 | ||||||||||
Government of Australia, Ser 122 |
||||||||||||
5.250%, 03/15/2019 |
4,825 | 4,120 | ||||||||||
Government of Australia, Ser 124 |
||||||||||||
5.750%, 05/15/2021 |
5,300 | 4,795 | ||||||||||
Queensland Treasury, Ser 17 |
||||||||||||
6.000%, 09/14/2017 |
780 | 648 | ||||||||||
Westpac Banking MTN |
||||||||||||
1.500%, 03/24/2021 |
EUR | 220 | 256 | |||||||||
1.375%, 04/17/2020 |
EUR | 230 | 266 | |||||||||
|
|
|||||||||||
17,657 | ||||||||||||
|
|
|||||||||||
Austria 0.4% |
||||||||||||
Republic of Austria |
||||||||||||
4.150%, 03/15/2037 |
55 | 89 | ||||||||||
3.650%, 04/20/2022 |
290 | 389 | ||||||||||
3.200%, 02/20/2017 |
600 | 705 | ||||||||||
3.150%, 06/20/2044 |
150 | 217 | ||||||||||
1.950%, 06/18/2019 |
280 | 335 | ||||||||||
1.650%, 10/21/2024 |
225 | 265 | ||||||||||
|
|
|||||||||||
2,000 | ||||||||||||
|
|
|||||||||||
Belgium 0.8% |
||||||||||||
Kingdom of Belgium |
||||||||||||
3.750%, 06/22/2045 |
338 | 511 | ||||||||||
3.000%, 06/22/2034 |
350 | 461 | ||||||||||
2.600%, 06/22/2024 |
715 | 902 | ||||||||||
1.000%, 06/22/2031 |
710 | 704 | ||||||||||
Kingdom of Belgium, Ser 44 |
||||||||||||
5.000%, 03/28/2035 |
150 | 253 | ||||||||||
Kingdom of Belgium, Ser 58 |
||||||||||||
3.750%, 09/28/2020 |
496 | 650 | ||||||||||
Kingdom of Belgium, Ser 69 |
||||||||||||
1.250%, 06/22/2018 |
545 | 630 | ||||||||||
|
|
|||||||||||
4,111 | ||||||||||||
|
|
|||||||||||
Brazil 1.2% |
||||||||||||
Brazil Letras do Tesouro Nacional |
||||||||||||
13.485%, 01/01/2016 (A) |
8,020 | 2,411 |
Description |
Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
Brazil Notas do Tesouro Nacional |
||||||||||||
10.000%, 01/01/2017 |
2,800 | $ | 855 | |||||||||
Brazil Notas do Tesouro Nacional, Serie B |
||||||||||||
6.000%, 08/15/2050 |
BRL | 2,383 | 2,029 | |||||||||
6.000%, 05/15/2055 |
282 | 241 | ||||||||||
Raizen Energy Finance |
||||||||||||
7.000%, 02/01/2017 (B) |
USD | 270 | 285 | |||||||||
|
|
|||||||||||
5,821 | ||||||||||||
|
|
|||||||||||
Canada 3.9% |
||||||||||||
Bell Canada MTN |
||||||||||||
5.000%, 02/15/2017 |
270 | 229 | ||||||||||
4.700%, 09/11/2023 |
80 | 71 | ||||||||||
3.350%, 06/18/2019 |
29 | 25 | ||||||||||
3.250%, 06/17/2020 |
95 | 79 | ||||||||||
Bombardier |
||||||||||||
6.000%, 10/15/2022 (B) |
USD | 310 | 275 | |||||||||
Canada Housing Trust No. 1 |
||||||||||||
4.100%, 12/15/2018 |
1,390 | 1,232 | ||||||||||
Canadian Government Bond |
||||||||||||
2.250%, 06/01/2025 |
705 | 594 | ||||||||||
CDP Financial |
||||||||||||
4.400%, 11/25/2019 (B) |
USD | 850 | 930 | |||||||||
Government of Canada |
||||||||||||
5.750%, 06/01/2033 |
1,025 | 1,255 | ||||||||||
5.000%, 06/01/2037 |
1,300 | 1,529 | ||||||||||
4.250%, 12/01/2021 |
605 | 638 | ||||||||||
4.000%, 06/01/2041 |
1,035 | 1,098 | ||||||||||
3.500%, 12/01/2045 |
85 | 86 | ||||||||||
2.500%, 06/01/2024 |
1,425 | 1,227 | ||||||||||
2.000%, 06/01/2016 |
1,595 | 1,294 | ||||||||||
1.750%, 09/01/2019 |
1,000 | 837 | ||||||||||
1.500%, 09/01/2017 |
1,945 | 1,592 | ||||||||||
Muskrat Falls |
||||||||||||
3.630%, 06/01/2029 |
340 | 309 | ||||||||||
National Bank of Canada |
||||||||||||
1.500%, 03/25/2021 |
EUR | 257 | 300 | |||||||||
NOVA Chemicals |
||||||||||||
5.250%, 08/01/2023 (B) |
USD | 150 | 152 | |||||||||
Province of British Columbia |
||||||||||||
3.250%, 12/18/2021 |
1,150 | 1,007 | ||||||||||
2.250%, 03/01/2019 |
575 | 481 | ||||||||||
Province of Manitoba Canada |
||||||||||||
3.850%, 12/01/2021 |
710 | 640 | ||||||||||
Province of Ontario Canada |
||||||||||||
3.500%, 06/02/2024 |
1,200 | 1,050 | ||||||||||
3.450%, 06/02/2045 |
245 | 206 | ||||||||||
3.150%, 06/02/2022 |
2,000 | 1,729 | ||||||||||
Province of Quebec Canada |
||||||||||||
3.500%, 12/01/2045 |
145 | 122 | ||||||||||
3.000%, 09/01/2023 |
500 | 424 | ||||||||||
Quebecor Media |
||||||||||||
5.750%, 01/15/2023 |
USD | 128 | 128 |
1 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2015
Description |
Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
Rogers Communications |
||||||||||||
4.000%, 06/06/2022 |
165 | $ | 141 | |||||||||
Teck Resources |
||||||||||||
4.500%, 01/15/2021 |
231 | 222 | ||||||||||
Yamana Gold |
||||||||||||
4.950%, 07/15/2024 |
USD | 324 | 312 | |||||||||
|
|
|||||||||||
20,214 | ||||||||||||
|
|
|||||||||||
China 0.1% |
||||||||||||
Tencent Holdings MTN |
||||||||||||
3.375%, 05/02/2019 (B) |
USD | 390 | 400 | |||||||||
|
|
|||||||||||
Colombia 0.0% |
||||||||||||
Ecopetrol |
||||||||||||
7.375%, 09/18/2043 |
121 | 127 | ||||||||||
5.875%, 05/28/2045 |
USD | 109 | 96 | |||||||||
|
|
|||||||||||
223 | ||||||||||||
|
|
|||||||||||
Czech Republic 0.1% |
||||||||||||
Government of Czech Republic |
||||||||||||
4.700%, 09/12/2022 |
1,500 | 78 | ||||||||||
3.875%, 05/24/2022 |
EUR | 50 | 67 | |||||||||
Government of Czech Republic, Ser 51 |
||||||||||||
4.000%, 04/11/2017 |
8,050 | 352 | ||||||||||
|
|
|||||||||||
497 | ||||||||||||
|
|
|||||||||||
Denmark 1.3% |
||||||||||||
Danske Bank |
||||||||||||
5.375%, 09/29/2021 (C) |
GBP | 170 | 282 | |||||||||
3.875%, 10/04/2023 (C) |
EUR | 150 | 179 | |||||||||
3.500%, 04/16/2018 |
EUR | 155 | 189 | |||||||||
DONG Energy MTN |
||||||||||||
5.750%, 04/09/2040 |
GBP | 200 | 386 | |||||||||
Kingdom of Denmark |
||||||||||||
4.500%, 11/15/2039 |
1,300 | 304 | ||||||||||
4.000%, 11/15/2017 |
1,600 | 263 | ||||||||||
3.000%, 11/15/2021 |
21,800 | 3,781 | ||||||||||
1.500%, 11/15/2023 |
670 | 106 | ||||||||||
0.100%, 11/15/2023 |
5,845 | 914 | ||||||||||
|
|
|||||||||||
6,404 | ||||||||||||
|
|
|||||||||||
Finland 0.3% |
||||||||||||
Elisa MTN |
||||||||||||
2.250%, 10/04/2019 |
300 | 352 | ||||||||||
Government of Finland |
||||||||||||
2.625%, 07/04/2042 |
55 | 75 | ||||||||||
1.500%, 04/15/2023 |
340 | 400 | ||||||||||
Nordea Bank Finland MTN |
||||||||||||
2.375%, 07/17/2017 |
190 | 222 | ||||||||||
2.250%, 05/03/2019 |
170 | 204 | ||||||||||
|
|
|||||||||||
1,253 | ||||||||||||
|
|
|||||||||||
France 7.1% |
||||||||||||
ALD International MTN |
||||||||||||
2.000%, 05/26/2017 |
500 | 572 | ||||||||||
Arkema MTN |
||||||||||||
3.850%, 04/30/2020 |
200 | 252 | ||||||||||
1.500%, 01/20/2025 |
300 | 318 |
Description |
Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
AXA MTN |
||||||||||||
5.625%, 01/16/2054 (C) |
GBP | 302 | $ | 482 | ||||||||
BNP Paribas |
||||||||||||
5.019%, 12/31/2049 (C) |
100 | 116 | ||||||||||
4.730%, 04/12/2049 (C) |
200 | 226 | ||||||||||
BNP Paribas Home Loan SFH MTN |
||||||||||||
3.125%, 03/22/2022 |
200 | 259 | ||||||||||
BPCE MTN |
||||||||||||
5.250%, 04/16/2029 |
GBP | 100 | 163 | |||||||||
4.500%, 03/15/2025 (B) |
USD | 215 | 208 | |||||||||
1.375%, 05/22/2019 |
200 | 227 | ||||||||||
BPCE SFH |
||||||||||||
1.750%, 11/29/2019 |
600 | 710 | ||||||||||
Bureau Veritas |
||||||||||||
3.125%, 01/21/2021 |
100 | 120 | ||||||||||
Caisse Centrale du Credit Immobilier de France MTN |
||||||||||||
1.125%, 04/22/2019 |
100 | 115 | ||||||||||
Caisse de Refinancement de lHabitat |
||||||||||||
3.750%, 12/12/2016 |
400 | 470 | ||||||||||
3.500%, 04/25/2017 |
350 | 414 | ||||||||||
Caisse Francaise de Financement Local MTN |
||||||||||||
4.875%, 07/03/2017 |
220 | 269 | ||||||||||
3.750%, 05/18/2016 |
225 | 259 | ||||||||||
3.625%, 02/26/2018 |
63 | 77 | ||||||||||
Christian Dior |
||||||||||||
1.375%, 06/19/2019 |
300 | 339 | ||||||||||
Cie de Financement Foncier MTN |
||||||||||||
4.625%, 09/23/2017 |
575 | 705 | ||||||||||
Cie de Saint-Gobain MTN |
||||||||||||
3.500%, 09/30/2015 |
550 | 618 | ||||||||||
Coface |
||||||||||||
4.125%, 03/27/2024 |
200 | 246 | ||||||||||
Credit Agricole MTN |
||||||||||||
2.375%, 11/27/2020 |
600 | 709 | ||||||||||
Credit Agricole Home Loan SFH MTN |
||||||||||||
3.250%, 03/23/2017 |
100 | 117 | ||||||||||
2.875%, 09/09/2016 |
300 | 345 | ||||||||||
Dexia Credit Local MTN |
||||||||||||
2.000%, 01/22/2021 |
200 | 239 | ||||||||||
1.625%, 10/29/2018 |
565 | 658 | ||||||||||
1.375%, 09/18/2019 |
500 | 579 | ||||||||||
0.625%, 01/21/2022 |
1,550 | 1,703 | ||||||||||
Electricite de France MTN |
||||||||||||
6.500%, 01/26/2019 (B) |
USD | 250 | 288 | |||||||||
4.500%, 11/12/2040 |
250 | 338 | ||||||||||
Eurofins Scientific |
||||||||||||
2.250%, 01/27/2022 |
200 | 217 | ||||||||||
France Government Bond OAT |
||||||||||||
0.500%, 05/25/2025 |
3,605 | 3,759 | ||||||||||
French Treasury Note |
||||||||||||
1.000%, 07/25/2017 |
850 | 969 |
2 | SEI Institutional International Trust / Quaterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2015
Description |
Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
Government of France |
||||||||||||
4.750%, 04/25/2035 |
185 | $ | 303 | |||||||||
4.500%, 04/25/2041 |
220 | 363 | ||||||||||
4.000%, 10/25/2038 |
285 | 434 | ||||||||||
3.250%, 05/25/2045 |
1,205 | 1,652 | ||||||||||
2.500%, 05/25/2030 |
1,440 | 1,773 | ||||||||||
2.250%, 05/25/2024 |
1,515 | 1,865 | ||||||||||
1.000%, 05/25/2019 |
1,280 | 1,474 | ||||||||||
0.500%, 11/25/2019 |
2,040 | 2,300 | ||||||||||
HSBC SFH France MTN |
||||||||||||
2.000%, 10/16/2023 |
700 | 847 | ||||||||||
Iliand |
||||||||||||
4.875%, 06/01/2016 |
300 | 347 | ||||||||||
Infra Foch |
||||||||||||
2.125%, 04/16/2025 |
1,000 | 1,099 | ||||||||||
Klepierre MTN |
||||||||||||
1.000%, 04/17/2023 (D) |
100 | 106 | ||||||||||
Lafarge MTN |
||||||||||||
8.750%, 05/30/2017 |
GBP | 160 | 286 | |||||||||
6.625%, 11/29/2017 |
99 | 171 | ||||||||||
4.750%, 03/23/2020 |
195 | 249 | ||||||||||
Orange MTN |
||||||||||||
5.000%, 10/20/2049 (C) |
130 | 149 | ||||||||||
Publicis Groupe |
||||||||||||
1.125%, 12/16/2021 |
600 | 659 | ||||||||||
RCI Banque MTN |
||||||||||||
5.625%, 10/05/2015 |
500 | 565 | ||||||||||
Renault MTN |
||||||||||||
3.625%, 09/19/2018 |
450 | 540 | ||||||||||
Sanofi MTN |
||||||||||||
2.500%, 11/14/2023 |
200 | 241 | ||||||||||
Societe Generale SFH MTN |
||||||||||||
3.250%, 06/06/2016 |
400 | 459 | ||||||||||
Societe Generale MTN |
||||||||||||
5.750%, 04/20/2016 (B) |
USD | 111 | 114 | |||||||||
3.875%, 12/17/2015 |
GBP | 100 | 159 | |||||||||
Unibail-Rodamco MTN |
||||||||||||
2.375%, 02/25/2021 (D) |
500 | 595 | ||||||||||
Veolia Environnement MTN |
||||||||||||
4.625%, 03/30/2027 |
200 | 281 | ||||||||||
Wendel |
||||||||||||
5.875%, 09/17/2019 |
800 | 1,050 | ||||||||||
2.500%, 02/09/2027 |
300 | 315 | ||||||||||
|
|
|||||||||||
35,482 | ||||||||||||
|
|
|||||||||||
Germany 5.7% |
||||||||||||
Bundesobligation |
||||||||||||
0.500%, 02/23/2018 |
1,400 | 1,589 | ||||||||||
Bundesrepublik Deutschland |
||||||||||||
4.750%, 09/20/2033 |
490 | 789 | ||||||||||
4.000%, 01/04/2037 |
661 | 1,074 | ||||||||||
2.500%, 07/04/2044 |
790 | 1,073 | ||||||||||
2.500%, 08/15/2046 |
200 | 273 | ||||||||||
2.250%, 09/04/2021 |
1,500 | 1,874 |
Description |
Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
1.500%, 05/15/2024 |
1,240 | $ | 1,480 | |||||||||
Bundesrepublik Deutschland, Ser 00 |
||||||||||||
5.500%, 01/04/2031 |
115 | 205 | ||||||||||
Bundesrepublik Deutschland, Ser 03 |
||||||||||||
4.750%, 07/04/2034 |
630 | 1,092 | ||||||||||
Bundesrepublik Deutschland, Ser 08 |
||||||||||||
4.250%, 07/04/2018 |
1,375 | 1,736 | ||||||||||
Bundesschatzanweisungen |
||||||||||||
0.000%, 12/11/2015 |
7,450 | 8,311 | ||||||||||
Continental MTN |
||||||||||||
3.125%, 09/09/2020 |
600 | 733 | ||||||||||
Deutsche Bank |
||||||||||||
1.250%, 09/08/2021 |
1,000 | 1,092 | ||||||||||
Deutsche Bundesrepublik Inflation Linked Bond |
||||||||||||
0.100%, 04/15/2023 |
1,245 | 1,479 | ||||||||||
Deutsche Telekom International Finance MTN |
||||||||||||
7.375%, 12/04/2019 |
GBP | 200 | 383 | |||||||||
E.ON International Finance MTN |
||||||||||||
6.000%, 10/30/2019 |
GBP | 300 | 541 | |||||||||
FMS Wertmanagement |
||||||||||||
1.125%, 12/07/2016 |
600 | 947 | ||||||||||
Grand City Properties |
||||||||||||
1.500%, 04/17/2025 |
1,400 | 1,389 | ||||||||||
Infineon Technologies |
||||||||||||
1.000%, 09/10/2018 |
100 | 111 | ||||||||||
KFW |
||||||||||||
3.875%, 01/21/2019 |
575 | 728 | ||||||||||
3.375%, 08/30/2017 |
CHF | 370 | 431 | |||||||||
Linde Finance MTN |
||||||||||||
3.875%, 06/01/2021 |
450 | 589 | ||||||||||
Muenchener Rueckversicherungs MTN |
||||||||||||
6.250%, 05/26/2042 (C) |
200 | 273 | ||||||||||
ProSiebenSat.1 Media |
||||||||||||
2.625%, 04/15/2021 |
300 | 347 | ||||||||||
Vier Gas Transport GmbH MTN |
||||||||||||
2.875%, 06/12/2025 |
200 | 245 | ||||||||||
ZF North America Capital |
||||||||||||
4.000%, 04/29/2020 (B) |
180 | 180 | ||||||||||
|
|
|||||||||||
28,964 | ||||||||||||
|
|
|||||||||||
Hong Kong 0.2% |
||||||||||||
Hutchison Whampoa Finance 14 |
||||||||||||
1.375%, 10/31/2021 |
EUR | 935 | 1,038 | |||||||||
|
|
|||||||||||
Indonesia 0.2% |
||||||||||||
Indonesia Government International Bond MTN |
||||||||||||
2.875%, 07/08/2021 |
730 | 819 | ||||||||||
|
|
|||||||||||
Ireland 2.5% |
||||||||||||
AIB Mortgage Bank MTN |
||||||||||||
2.625%, 07/29/2016 |
400 | 457 |
3 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2015
Description |
Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
Allied Irish Banks MTN |
||||||||||||
2.875%, 11/28/2016 |
400 | $ | 455 | |||||||||
Aquarius and Investments for Zurich Insurance MTN |
||||||||||||
4.250%, 10/02/2043 (C) |
100 | 122 | ||||||||||
Bank of Ireland MTN |
||||||||||||
3.250%, 01/15/2019 |
150 | 176 | ||||||||||
2.750%, 06/05/2016 |
250 | 283 | ||||||||||
1.787%, 09/22/2015 (B) (C) |
CAD | 205 | 159 | |||||||||
1.250%, 04/09/2020 |
600 | 647 | ||||||||||
Bank of Ireland Mortgage Bank |
||||||||||||
1.750%, 03/19/2019 |
450 | 525 | ||||||||||
CRH Finland Services MTN |
||||||||||||
2.750%, 10/15/2020 |
350 | 415 | ||||||||||
FCA Capital Ireland MTN |
||||||||||||
2.875%, 01/26/2018 |
210 | 243 | ||||||||||
2.625%, 04/17/2019 |
350 | 403 | ||||||||||
GE Capital UK Funding MTN |
||||||||||||
4.375%, 07/31/2019 |
GBP | 400 | 682 | |||||||||
Ireland Government Bond |
||||||||||||
5.400%, 03/13/2025 |
2,165 | 3,212 | ||||||||||
4.500%, 10/18/2018 |
345 | 437 | ||||||||||
4.500%, 04/18/2020 |
450 | 592 | ||||||||||
3.400%, 03/18/2024 |
1,035 | 1,331 | ||||||||||
2.400%, 05/15/2030 |
470 | 542 | ||||||||||
2.000%, 02/18/2045 |
950 | 925 | ||||||||||
0.800%, 03/15/2022 |
800 | 881 | ||||||||||
|
|
|||||||||||
12,487 | ||||||||||||
|
|
|||||||||||
Israel 0.0% |
||||||||||||
Israel Government Bond |
||||||||||||
4.250%, 03/31/2023 |
750 | 231 | ||||||||||
|
|
|||||||||||
Italy 8.4% |
||||||||||||
Banca Monte dei Paschi di Siena |
||||||||||||
5.000%, 02/09/2018 |
230 | 283 | ||||||||||
4.875%, 09/15/2016 |
700 | 819 | ||||||||||
Banco Popolare SC MTN |
||||||||||||
3.500%, 03/14/2019 |
350 | 401 | ||||||||||
Buoni Poliennali Del Tesoro |
||||||||||||
4.000%, 02/01/2037 |
450 | 562 | ||||||||||
Edison MTN |
||||||||||||
3.875%, 11/10/2017 |
600 | 720 | ||||||||||
Eni MTN |
||||||||||||
3.625%, 01/29/2029 |
600 | 756 | ||||||||||
Intesa Sanpaolo MTN |
||||||||||||
5.250%, 01/12/2024 |
USD | 375 | 399 | |||||||||
5.017%, 06/26/2024 (B) |
USD | 200 | 194 | |||||||||
4.875%, 07/10/2015 |
300 | 335 | ||||||||||
4.000%, 11/09/2017 |
368 | 437 | ||||||||||
3.928%, 09/15/2026 |
550 | 608 | ||||||||||
1.125%, 03/04/2022 |
200 | 209 | ||||||||||
Italy Buoni Poliennali Del Tesoro |
||||||||||||
6.000%, 05/01/2031 |
1,373 | 2,116 |
Description |
Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||
5.500%, 09/01/2022 |
400 | $ | 552 | |||||||
5.500%, 11/01/2022 |
135 | 186 | ||||||||
5.000%, 03/01/2025 |
444 | 606 | ||||||||
5.000%, 08/01/2034 |
1,575 | 2,239 | ||||||||
4.750%, 09/01/2021 |
3,250 | 4,285 | ||||||||
4.750%, 08/01/2023 |
542 | 724 | ||||||||
4.750%, 09/01/2044 |
300 | 421 | ||||||||
4.500%, 05/01/2023 |
1,130 | 1,487 | ||||||||
4.500%, 03/01/2024 |
6,700 | 8,805 | ||||||||
4.000%, 09/01/2020 |
1,555 | 1,967 | ||||||||
3.750%, 05/01/2021 |
561 | 702 | ||||||||
3.750%, 09/01/2024 |
1,425 | 1,779 | ||||||||
3.500%, 11/01/2017 |
2,161 | 2,573 | ||||||||
3.500%, 03/01/2030 |
1,390 | 1,689 | ||||||||
2.600%, 09/15/2023 |
973 | 1,217 | ||||||||
1.500%, 08/01/2019 |
1,905 | 2,168 | ||||||||
1.350%, 04/15/2022 |
1,707 | 1,853 | ||||||||
1.150%, 05/15/2017 |
2,135 | 2,411 | ||||||||
|
|
|||||||||
43,503 | ||||||||||
|
|
|||||||||
Japan 18.3% |
||||||||||
Government of Japan |
||||||||||
0.100%, 09/10/2024 |
329,393 | 2,891 | ||||||||
Government of Japan 10 Year Bond |
||||||||||
0.800%, 09/20/2023 |
820,350 | 6,962 | ||||||||
0.600%, 03/20/2024 |
684,000 | 5,703 | ||||||||
Government of Japan 10 Year Bond, Ser 301 |
||||||||||
1.500%, 06/20/2019 |
85,300 | 737 | ||||||||
Government of Japan 10 Year Bond, Ser 308 |
||||||||||
1.300%, 06/20/2020 |
295,600 | 2,556 | ||||||||
Government of Japan 10 Year Bond, Ser 313 |
||||||||||
1.300%, 03/20/2021 |
750,000 | 6,531 | ||||||||
Government of Japan 20 Year Bond |
||||||||||
1.700%, 06/20/2033 |
444,850 | 4,016 | ||||||||
1.400%, 09/20/2034 |
540,000 | 4,599 | ||||||||
Government of Japan 20 Year Bond, Ser 106 |
||||||||||
2.200%, 09/20/2028 |
110,900 | 1,080 | ||||||||
Government of Japan 20 Year Bond, Ser 112 |
||||||||||
2.100%, 06/20/2029 |
249,200 | 2,402 | ||||||||
Government of Japan 20 Year Bond, Ser 128 |
||||||||||
1.900%, 06/20/2031 |
55,000 | 516 | ||||||||
Government of Japan 20 Year Bond, Ser 140 |
||||||||||
1.700%, 09/20/2032 |
34,850 | 316 | ||||||||
Government of Japan 20 Year Bond, Ser 143 |
||||||||||
1.600%, 03/20/2033 |
298,400 | 2,658 |
4 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2015
Description |
Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
Government of Japan 20 Year Bond, Ser 144 |
||||||||||||
1.500%, 03/20/2033 |
146,650 | $ | 1,288 | |||||||||
Government of Japan 20 Year Bond, Ser 55 |
||||||||||||
2.000%, 03/21/2022 |
107,000 | 980 | ||||||||||
Government of Japan 20 Year Bond, Ser 99 |
||||||||||||
2.100%, 12/20/2027 |
459,650 | 4,416 | ||||||||||
Government of Japan 30 Year Bond, Ser 30 |
||||||||||||
2.300%, 03/20/2039 |
322,500 | 3,150 | ||||||||||
Government of Japan 30 Year Bond, Ser 33 |
||||||||||||
2.000%, 09/20/2040 |
827,000 | 7,671 | ||||||||||
Government of Japan 30 Year Bond, Ser 34 |
||||||||||||
2.200%, 03/20/2041 |
55,700 | 536 | ||||||||||
Government of Japan 30 Year Bond, Ser 36 |
||||||||||||
2.000%, 03/20/2042 |
94,450 | 875 | ||||||||||
Government of Japan 30 Year Bond, Ser 38 |
||||||||||||
1.800%, 03/20/2043 |
239,400 | 2,131 | ||||||||||
Government of Japan 30 Year Bond, Ser 44 |
||||||||||||
1.700%, 09/20/2044 |
141,000 | 1,221 | ||||||||||
Government of Japan 40 Year Bond, Ser 6 |
||||||||||||
1.900%, 03/20/2053 |
20,000 | 180 | ||||||||||
Government of Japan 5 Year Bond |
||||||||||||
0.300%, 09/20/2015 |
724,100 | 5,921 | ||||||||||
0.300%, 09/20/2018 |
1,063,600 | 8,770 | ||||||||||
Government of Japan 5 Year Bond, Ser 106 |
||||||||||||
0.200%, 09/20/2017 |
850,000 | 6,976 | ||||||||||
Japan Treasury Discount Bill |
||||||||||||
0.000%, 08/10/2015 (A) |
200,000 | 1,634 | ||||||||||
0.000%, 08/17/2015 (A) |
330,000 | 2,697 | ||||||||||
0.000%, 09/24/2015 (A) |
290,000 | 2,370 | ||||||||||
Mizuho Financial Group Cayman 3 |
||||||||||||
4.600%, 03/27/2024 |
USD | 306 | 315 | |||||||||
SMFG Preferred Capital |
||||||||||||
10.231%, 01/25/2029 (C) |
GBP | 475 | 1,165 | |||||||||
|
|
|||||||||||
93,263 | ||||||||||||
|
|
|||||||||||
Malaysia 0.2% |
||||||||||||
Malaysia Government Bond |
||||||||||||
5.734%, 07/30/2019 |
1,500 | 429 | ||||||||||
3.955%, 09/15/2025 |
1,135 | 299 | ||||||||||
3.418%, 08/15/2022 |
445 | 114 | ||||||||||
|
|
|||||||||||
842 | ||||||||||||
|
|
|||||||||||
Mexico 0.6% |
||||||||||||
Mexican Bonos |
||||||||||||
8.000%, 06/11/2020 |
12,606 | 898 | ||||||||||
7.750%, 11/13/2042 |
16,680 | 1,185 | ||||||||||
Mexican Bonos, Ser M |
||||||||||||
6.500%, 06/10/2021 |
5,356 | 356 | ||||||||||
Mexican Bonos, Ser M20 |
||||||||||||
10.000%, 12/05/2024 |
1,941 | 158 | ||||||||||
United Mexican States MTN |
||||||||||||
1.625%, 03/06/2024 |
416 | 435 | ||||||||||
|
|
|||||||||||
3,032 | ||||||||||||
|
|
Description |
Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
Morocco 0.1% |
||||||||||||
OCP |
||||||||||||
5.625%, 04/25/2024 |
USD | 390 | $ | 407 | ||||||||
|
|
|||||||||||
Netherlands 5.2% |
||||||||||||
ABN AMRO Bank MTN |
||||||||||||
6.375%, 04/27/2021 |
245 | 332 | ||||||||||
4.310%, 03/29/2049 (C) |
155 | 174 | ||||||||||
2.875%, 06/30/2025 (C) |
550 | 616 | ||||||||||
Achmea MTN |
||||||||||||
2.500%, 11/19/2020 |
625 | 733 | ||||||||||
Achmea Bank MTN |
||||||||||||
2.750%, 02/18/2021 |
150 | 177 | ||||||||||
2.375%, 02/08/2016 |
275 | 310 | ||||||||||
Akzo Nobel MTN |
||||||||||||
8.000%, 04/06/2016 |
GBP | 205 | 339 | |||||||||
ASML Holding |
||||||||||||
3.375%, 09/19/2023 |
450 | 562 | ||||||||||
Bharti Airtel International |
||||||||||||
4.000%, 12/10/2018 |
270 | 321 | ||||||||||
Coco-Cola HBC Finance |
||||||||||||
2.375%, 06/18/2020 |
750 | 870 | ||||||||||
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA |
||||||||||||
5.500%, 01/22/2049 (C) |
600 | 674 | ||||||||||
2.500%, 05/26/2026 (C) |
260 | 287 | ||||||||||
Delta Lloyd MTN |
||||||||||||
4.375%, 06/29/2049 (C) |
200 | 205 | ||||||||||
Deutsche Annington Finance MTN |
||||||||||||
2.125%, 07/09/2022 |
177 | 200 | ||||||||||
EDP Finance MTN |
||||||||||||
2.625%, 01/18/2022 |
440 | 490 | ||||||||||
Geberit International |
||||||||||||
0.688%, 03/30/2021 |
1,100 | 1,205 | ||||||||||
Generali Finance MTN |
||||||||||||
4.596%, 11/30/2049 (C) |
550 | 584 | ||||||||||
Heineken MTN |
||||||||||||
2.125%, 08/04/2020 |
200 | 235 | ||||||||||
ING Bank MTN |
||||||||||||
5.800%, 09/25/2023 (B) |
USD | 375 | 409 | |||||||||
3.375%, 03/23/2017 |
125 | 147 | ||||||||||
Kingdom of Netherlands |
||||||||||||
4.000%, 01/15/2037 |
300 | 484 | ||||||||||
3.750%, 01/15/2042 |
60 | 98 | ||||||||||
2.750%, 01/15/2047 |
2,350 | 3,270 | ||||||||||
2.250%, 07/15/2022 |
610 | 758 | ||||||||||
2.000%, 07/15/2024 |
625 | 763 | ||||||||||
1.750%, 07/15/2023 |
1,890 | 2,268 | ||||||||||
1.250%, 01/15/2019 |
770 | 896 | ||||||||||
Netherlands Government Bond |
||||||||||||
5.500%, 01/15/2028 |
295 | 491 | ||||||||||
0.250%, 01/15/2020 |
340 | 380 | ||||||||||
0.250%, 07/15/2025 |
1,750 | 1,803 |
5 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2015
Description |
Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
0.250%, 07/15/2025 |
2,605 | $ | 2,684 | |||||||||
NN Group |
||||||||||||
4.625%, 04/08/2044 (C) |
675 | 775 | ||||||||||
Shell International Finance |
||||||||||||
2.250%, 01/06/2023 |
USD | 825 | 780 | |||||||||
2.000%, 11/15/2018 |
USD | 560 | 566 | |||||||||
TenneT Holding |
||||||||||||
2.125%, 11/01/2020 |
350 | 414 | ||||||||||
Wuerth Finance International MTN |
||||||||||||
1.750%, 05/21/2020 |
150 | 174 | ||||||||||
1.000%, 05/19/2022 |
500 | 548 | ||||||||||
|
|
|||||||||||
26,022 | ||||||||||||
|
|
|||||||||||
New Zealand 0.2% |
||||||||||||
Government of New Zealand |
||||||||||||
5.500%, 04/15/2023 |
320 | 249 | ||||||||||
New Zealand Government Bond |
||||||||||||
3.000%, 04/15/2020 |
590 | 398 | ||||||||||
Westpac Securities MTN |
||||||||||||
0.875%, 06/24/2019 |
EUR | 100 | 113 | |||||||||
|
|
|||||||||||
760 | ||||||||||||
|
|
|||||||||||
Norway 0.5% |
||||||||||||
DNB Bank |
||||||||||||
6.012%, 01/29/2049 (C) |
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 | 335 | ||||||||||
2.000%, 05/24/2023 |
645 | 84 | ||||||||||
Kommunalbanken MTN |
||||||||||||
1.000%, 03/15/2018 (B) |
USD | 800 | 796 | |||||||||
SpareBank 1 Boligkreditt MTN |
||||||||||||
2.375%, 11/22/2016 |
EUR | 170 | 195 | |||||||||
Yara International |
||||||||||||
7.875%, 06/11/2019 (B) |
USD | 185 | 216 | |||||||||
|
|
|||||||||||
2,090 | ||||||||||||
|
|
|||||||||||
Poland 0.3% |
||||||||||||
Republic of Poland |
||||||||||||
5.250%, 01/20/2025 |
85 | 123 | ||||||||||
5.125%, 04/21/2021 |
USD | 135 | 150 | |||||||||
3.250%, 07/25/2025 |
575 | 152 | ||||||||||
2.500%, 07/25/2018 |
710 | 190 | ||||||||||
Republic of Poland, Ser 1019 |
||||||||||||
5.500%, 10/25/2019 |
670 | 200 | ||||||||||
Republic of Poland, Ser 1021 |
||||||||||||
5.750%, 10/25/2021 |
3,490 | 1,075 | ||||||||||
|
|
|||||||||||
1,890 | ||||||||||||
|
|
|||||||||||
Portugal 0.2% |
||||||||||||
Caixa Geral de Depositos MTN |
||||||||||||
3.000%, 01/15/2019 |
300 | 363 | ||||||||||
Portugal Obrigacoes do Tesouro OT |
||||||||||||
3.875%, 02/15/2030 |
215 | 252 | ||||||||||
|
|
|||||||||||
615 | ||||||||||||
|
|
Description |
Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
Romania 0.0% |
||||||||||||
Romanian Government International Bond MTN |
||||||||||||
4.625%, 09/18/2020 |
EUR | 40 | $ | 50 | ||||||||
3.625%, 04/24/2024 |
EUR | 20 | 23 | |||||||||
|
|
|||||||||||
73 | ||||||||||||
|
|
|||||||||||
Singapore 0.2% |
||||||||||||
Government of Singapore |
||||||||||||
4.000%, 09/01/2018 |
495 | 398 | ||||||||||
3.125%, 09/01/2022 |
275 | 214 | ||||||||||
Temasek Financial I MTN |
||||||||||||
2.375%, 01/23/2023 (B) |
USD | 495 | 480 | |||||||||
|
|
|||||||||||
1,092 | ||||||||||||
|
|
|||||||||||
Slovak Republic 0.0% |
||||||||||||
Slovakia Government Bond |
||||||||||||
3.375%, 11/15/2024 |
110 | 145 | ||||||||||
|
|
|||||||||||
South Africa 0.9% |
||||||||||||
Gold Fields Orogen Holding |
||||||||||||
4.875%, 10/07/2020 |
USD | 400 | 366 | |||||||||
Republic of South Africa |
||||||||||||
10.500%, 12/21/2026 |
21,125 | 2,026 | ||||||||||
8.250%, 09/15/2017 |
15,605 | 1,312 | ||||||||||
8.000%, 01/31/2030 |
2,820 | 219 | ||||||||||
7.750%, 02/28/2023 |
ZAR | 4,095 | 330 | |||||||||
7.000%, 02/28/2031 |
5,005 | 351 | ||||||||||
|
|
|||||||||||
4,604 | ||||||||||||
|
|
|||||||||||
South Korea 0.8% |
||||||||||||
Korea Treasury Bond |
||||||||||||
4.250%, 06/10/2021 |
1,270,230 | 1,268 | ||||||||||
4.000%, 12/10/2031 |
574,090 | 607 | ||||||||||
3.750%, 12/10/2033 |
133,450 | 139 | ||||||||||
3.500%, 09/10/2016 |
973,960 | 892 | ||||||||||
3.500%, 03/10/2024 |
194,510 | 189 | ||||||||||
3.000%, 09/10/2024 |
487,470 | 457 | ||||||||||
2.750%, 03/10/2018 |
511,230 | 470 | ||||||||||
|
|
|||||||||||
4,022 | ||||||||||||
|
|
|||||||||||
Spain 4.8% |
||||||||||||
Banco Popular Espanol |
||||||||||||
8.250%, 04/29/2049 (C) |
200 | 221 | ||||||||||
4.000%, 10/18/2016 |
100 | 117 | ||||||||||
3.750%, 01/22/2019 |
100 | 124 | ||||||||||
2.125%, 10/08/2019 |
100 | 118 | ||||||||||
Bankia |
||||||||||||
4.125%, 03/24/2036 |
350 | 479 | ||||||||||
CaixaBank |
||||||||||||
0.091%, 01/09/2018 (B) (C) |
200 | 221 | ||||||||||
Criteria CaixaHolding MTN |
||||||||||||
1.625%, 04/21/2022 |
800 | 844 | ||||||||||
Ferrovial Emisiones MTN |
||||||||||||
3.375%, 06/07/2021 |
475 | 584 | ||||||||||
Fondo de Amortizacion del Deficit Electrico |
||||||||||||
4.125%, 03/17/2017 |
200 | 236 |
6 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2015
Description |
Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
2.250%, 12/17/2016 |
700 | $ | 800 | |||||||||
Government of Spain |
||||||||||||
6.000%, 01/31/2029 |
465 | 705 | ||||||||||
5.850%, 01/31/2022 |
975 | 1,364 | ||||||||||
5.500%, 07/30/2017 |
315 | 388 | ||||||||||
5.500%, 04/30/2021 |
1,980 | 2,695 | ||||||||||
4.700%, 07/30/2041 |
295 | 410 | ||||||||||
4.400%, 10/31/2023 |
970 | 1,270 | ||||||||||
4.200%, 01/31/2037 |
475 | 613 | ||||||||||
3.800%, 04/30/2024 |
1,000 | 1,257 | ||||||||||
3.300%, 07/30/2016 |
3,400 | 3,916 | ||||||||||
2.750%, 10/31/2024 |
790 | 915 | ||||||||||
1.950%, 07/30/2030 |
1,510 | 1,510 | ||||||||||
1.800%, 11/30/2024 |
1,004 | 1,187 | ||||||||||
0.500%, 10/31/2017 |
585 | 651 | ||||||||||
Santander Consumer Finance |
||||||||||||
3.875%, 03/23/2016 |
200 | 229 | ||||||||||
Santander International Debt MTN |
||||||||||||
4.625%, 03/21/2016 |
700 | 803 | ||||||||||
Spain Government Bond |
||||||||||||
5.900%, 07/30/2026 |
125 | 185 | ||||||||||
1.400%, 01/31/2020 |
885 | 998 | ||||||||||
Telefonica Emisiones SAU MTN |
||||||||||||
5.375%, 02/02/2018 |
185 | 314 | ||||||||||
5.289%, 12/09/2022 |
GBP | 250 | 435 | |||||||||
|
|
|||||||||||
23,589 | ||||||||||||
|
|
|||||||||||
Supra-National 1.0% |
||||||||||||
European Financial Stability Facility |
||||||||||||
1.625%, 07/17/2020 |
EUR | 1,700 | 2,014 | |||||||||
European Investment Bank MTN |
||||||||||||
2.750%, 09/15/2021 |
EUR | 1,000 | 1,267 | |||||||||
1.375%, 09/15/2021 |
EUR | 575 | 675 | |||||||||
International Bank for Reconstruction & Development MTN |
||||||||||||
1.000%, 12/28/2016 |
600 | 946 | ||||||||||
|
|
|||||||||||
4,902 | ||||||||||||
|
|
|||||||||||
Sweden 0.8% |
||||||||||||
Akzo Nobel Sweden Finance MTN |
||||||||||||
2.625%, 07/27/2022 |
EUR | 150 | 181 | |||||||||
Kingdom of Sweden |
||||||||||||
3.500%, 03/30/2039 |
260 | 41 | ||||||||||
1.500%, 11/13/2023 |
1,020 | 129 | ||||||||||
Kingdom of Sweden, Ser 1047 |
||||||||||||
5.000%, 12/01/2020 |
3,700 | 556 | ||||||||||
Kingdom of Sweden, Ser 1052 |
||||||||||||
4.250%, 03/12/2019 |
5,275 | 734 | ||||||||||
Kingdom of Sweden, Ser 1054 |
||||||||||||
3.500%, 06/01/2022 |
3,535 | 508 | ||||||||||
Nordea Bank MTN |
||||||||||||
4.500%, 03/26/2020 |
EUR | 225 | 287 | |||||||||
4.000%, 03/29/2021 |
EUR | 255 | 323 | |||||||||
Skandinaviska Enskilda Banken MTN |
||||||||||||
1.875%, 11/14/2019 |
EUR | 175 | 204 |
Description |
Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
Stadshypotek MTN |
||||||||||||
4.250%, 10/10/2017 |
600 | $ | 474 | |||||||||
Svenska Handelsbanken |
||||||||||||
2.656%, 01/15/2024 (C) |
EUR | 651 | 753 | |||||||||
|
|
|||||||||||
4,190 | ||||||||||||
|
|
|||||||||||
Switzerland 0.7% |
||||||||||||
Credit Suisse MTN |
||||||||||||
5.750%, 09/18/2025 (C) |
EUR | 250 | 309 | |||||||||
4.750%, 08/05/2019 |
EUR | 400 | 514 | |||||||||
Dufry Finance |
||||||||||||
4.500%, 07/15/2022 |
235 | 268 | ||||||||||
Government of Switzerland |
||||||||||||
3.000%, 05/12/2019 |
160 | 196 | ||||||||||
2.000%, 04/28/2021 |
1,070 | 1,303 | ||||||||||
2.000%, 05/25/2022 |
110 | 136 | ||||||||||
1.500%, 04/30/2042 |
120 | 152 | ||||||||||
1.250%, 06/11/2024 |
100 | 118 | ||||||||||
Switzerland Government Bond |
||||||||||||
3.500%, 04/08/2033 |
100 | 160 | ||||||||||
UBS MTN |
||||||||||||
6.625%, 04/11/2018 |
GBP | 150 | 267 | |||||||||
6.375%, 07/20/2016 |
GBP | 160 | 265 | |||||||||
4.750%, 02/12/2026 (C) |
EUR | 500 | 591 | |||||||||
|
|
|||||||||||
4,279 | ||||||||||||
|
|
|||||||||||
Thailand 0.2% |
||||||||||||
Thailand Government Bond |
||||||||||||
3.650%, 12/17/2021 |
16,020 | 502 | ||||||||||
3.625%, 06/16/2023 |
7,815 | 243 | ||||||||||
|
|
|||||||||||
745 | ||||||||||||
|
|
|||||||||||
Turkey 0.0% |
||||||||||||
Republic of Turkey |
||||||||||||
5.500%, 02/16/2017 |
EUR | 50 | 60 | |||||||||
|
|
|||||||||||
United Arab Emirates 0.1% |
||||||||||||
Emirates Telecommunications MTN |
||||||||||||
2.750%, 06/18/2026 |
EUR | 275 | 320 | |||||||||
IPIC GMTN MTN |
||||||||||||
6.875%, 03/14/2026 |
GBP | 100 | 200 | |||||||||
|
|
|||||||||||
520 | ||||||||||||
|
|
|||||||||||
United Kingdom 17.6% |
||||||||||||
AA Bond |
||||||||||||
4.720%, 07/02/2043 |
500 | 833 | ||||||||||
Abbey National Treasury Services MTN |
||||||||||||
5.250%, 02/16/2029 |
450 | 893 | ||||||||||
5.125%, 04/14/2021 |
300 | 546 | ||||||||||
4.250%, 04/12/2021 |
EUR | 350 | 470 | |||||||||
1.750%, 01/15/2018 |
EUR | 525 | 601 | |||||||||
1.125%, 01/14/2022 |
330 | 357 | ||||||||||
Aviva |
||||||||||||
6.875%, 05/22/2038 (C) |
EUR | 195 | 244 | |||||||||
6.125%, 11/14/2036 (C) |
200 | 339 | ||||||||||
AWG Parent |
||||||||||||
6.875%, 08/21/2023 |
230 | 458 |
7 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2015
Description |
Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
Bank of Scotland |
||||||||||||
7.281%, 05/29/2049 (C) |
950 | $ | 1,755 | |||||||||
4.750%, 06/08/2022 |
EUR | 290 | 409 | |||||||||
4.625%, 06/08/2017 |
EUR | 275 | 333 | |||||||||
Barclays Bank MTN |
||||||||||||
6.750%, 01/16/2023 (C) |
350 | 599 | ||||||||||
6.625%, 03/30/2022 |
EUR | 272 | 375 | |||||||||
4.250%, 01/12/2022 |
250 | 440 | ||||||||||
BAT International Finance MTN |
||||||||||||
7.250%, 03/12/2024 |
250 | 508 | ||||||||||
5.375%, 06/29/2017 |
EUR | 425 | 520 | |||||||||
Bishopsgate Asset Finance |
||||||||||||
4.808%, 08/14/2044 |
178 | 281 | ||||||||||
BP Capital Markets MTN |
||||||||||||
2.177%, 09/28/2021 |
EUR | 245 | 288 | |||||||||
British American Tobacco Holdings MTN |
||||||||||||
4.000%, 07/07/2020 |
100 | 128 | ||||||||||
Canary Wharf Finance II |
||||||||||||
6.455%, 04/22/2030 |
16 | 33 | ||||||||||
5.952%, 01/22/2035 |
15 | 28 | ||||||||||
Channel Link Enterprises Finance |
||||||||||||
3.299%, 06/30/2050 (C) |
EUR | 700 | 780 | |||||||||
Co-Operative Bank |
||||||||||||
4.750%, 11/11/2021 |
250 | 433 | ||||||||||
Coventry Building Society MTN |
||||||||||||
4.625%, 04/19/2018 |
230 | 394 | ||||||||||
CPUK Finance |
||||||||||||
3.588%, 02/28/2042 |
400 | 616 | ||||||||||
2.666%, 02/28/2042 |
700 | 1,092 | ||||||||||
Delphi Automotive |
||||||||||||
1.500%, 03/10/2025 |
300 | 305 | ||||||||||
Direct Line Insurance Group |
||||||||||||
9.250%, 04/27/2042 (C) |
100 | 194 | ||||||||||
Eastern Power Networks MTN |
||||||||||||
6.250%, 11/12/2036 |
160 | 330 | ||||||||||
ENW Finance MTN |
||||||||||||
6.125%, 07/21/2021 |
350 | 644 | ||||||||||
Eversholt Funding MTN |
||||||||||||
6.697%, 02/22/2035 |
100 | 203 | ||||||||||
FCE Bank MTN |
||||||||||||
5.125%, 11/16/2015 |
350 | 558 | ||||||||||
4.825%, 02/15/2017 |
200 | 330 | ||||||||||
1.875%, 05/12/2016 |
EUR | 250 | 282 | |||||||||
1.625%, 09/09/2016 |
EUR | 100 | 113 | |||||||||
First Hydro Finance |
||||||||||||
9.000%, 07/31/2021 |
220 | 456 | ||||||||||
Firstgroup |
||||||||||||
5.250%, 11/29/2022 |
200 | 338 | ||||||||||
Great Rolling Stock MTN |
||||||||||||
6.250%, 07/27/2020 |
300 | 544 | ||||||||||
HBOS Capital Funding |
||||||||||||
6.461%, 11/30/2049 (C) |
115 | 192 |
Description |
Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
Heathrow Funding MTN |
||||||||||||
1.875%, 05/23/2022 |
175 | $ | 201 | |||||||||
HSBC Bank MTN |
||||||||||||
4.750%, 09/29/2020 (C) |
225 | 356 | ||||||||||
4.125%, 08/12/2020 |
USD | 375 | 403 | |||||||||
HSBC Holdings MTN |
||||||||||||
6.500%, 05/20/2024 |
250 | 488 | ||||||||||
3.000%, 06/30/2025 |
320 | 355 | ||||||||||
Imperial Tobacco Finance MTN |
||||||||||||
8.375%, 02/17/2016 |
EUR | 575 | 673 | |||||||||
5.500%, 09/28/2026 |
350 | 624 | ||||||||||
2.250%, 02/26/2021 |
EUR | 400 | 464 | |||||||||
Intu SGS Finance MTN |
||||||||||||
3.875%, 03/17/2023 (D) |
250 | 402 | ||||||||||
Jaguar Land Rover Automotive |
||||||||||||
5.000%, 02/15/2022 |
100 | 162 | ||||||||||
Lloyds Banking Group |
||||||||||||
7.000%, 12/29/2049 (C) |
750 | 1,183 | ||||||||||
Lloyds TSB Bank MTN |
||||||||||||
4.625%, 02/02/2017 |
EUR | 150 | 179 | |||||||||
Merlin Entertainment |
||||||||||||
2.750%, 03/15/2022 |
300 | 316 | ||||||||||
Mondi Finance MTN |
||||||||||||
5.750%, 04/03/2017 |
1,100 | 1,332 | ||||||||||
3.375%, 09/28/2020 |
EUR | 400 | 485 | |||||||||
National Westminster Bank |
||||||||||||
6.500%, 09/07/2021 |
220 | 387 | ||||||||||
6.500%, 09/07/2021 |
550 | 967 | ||||||||||
Nationwide Building Society MTN |
||||||||||||
4.625%, 02/08/2021 |
EUR | 550 | 748 | |||||||||
4.125%, 03/20/2023 (C) |
EUR | 1,200 | 1,418 | |||||||||
0.750%, 06/25/2019 |
266 | 301 | ||||||||||
Network Rail Infrastructure Finance MTN |
||||||||||||
4.400%, 03/06/2016 |
CAD | 690 | 566 | |||||||||
Northumbrian Water Finance |
||||||||||||
6.875%, 02/06/2023 |
190 | 374 | ||||||||||
6.000%, 10/11/2017 |
500 | 862 | ||||||||||
NRAM Covered Bond |
||||||||||||
5.625%, 06/22/2017 (B) |
USD | 1,750 | 1,896 | |||||||||
PGH Capital |
||||||||||||
5.750%, 07/07/2021 |
250 | 415 | ||||||||||
RL Finance Bonds No. 2 |
||||||||||||
6.125%, 11/30/2043 (C) |
100 | 164 | ||||||||||
Rolls-Royce |
||||||||||||
6.750%, 04/30/2019 |
100 | 185 | ||||||||||
Royal Bank of Scotland |
||||||||||||
9.500%, 03/16/2022 (C) |
USD | 200 | 221 | |||||||||
6.934%, 04/09/2018 |
EUR | 300 | 374 | |||||||||
5.125%, 01/13/2024 |
400 | 747 | ||||||||||
3.875%, 10/19/2020 |
123 | 161 | ||||||||||
Santander UK |
||||||||||||
6.222%, 05/29/2049 (C) |
170 | 276 |
8 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2015
Description | Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
Santander UK Group Holdings |
||||||||||||
7.375%, 06/24/2022 (C) |
250 | $ | 392 | |||||||||
Sky |
||||||||||||
3.750%, 09/16/2024 (B) |
USD | 211 | 206 | |||||||||
Standard Chartered MTN |
||||||||||||
4.000%, 07/12/2022 (C) |
USD | 390 | 399 | |||||||||
Standard Life MTN |
||||||||||||
5.500%, 12/04/2042 (C) |
250 | 416 | ||||||||||
Tesco |
||||||||||||
6.052%, 10/13/2039 |
648 | 1,032 | ||||||||||
United Kingdom Gilt |
||||||||||||
6.000%, 12/07/2028 |
100 | 226 | ||||||||||
5.000%, 03/07/2018 |
1,390 | 2,430 | ||||||||||
4.500%, 09/07/2034 |
250 | 506 | ||||||||||
4.500%, 12/07/2042 |
1,675 | 3,561 | ||||||||||
4.250%, 12/07/2027 |
125 | 239 | ||||||||||
4.250%, 06/07/2032 |
110 | 214 | ||||||||||
3.750%, 09/07/2019 |
2,990 | 5,175 | ||||||||||
3.750%, 07/22/2052 |
375 | 740 | ||||||||||
3.500%, 01/22/2045 |
775 | 1,410 | ||||||||||
3.250%, 01/22/2044 |
910 | 1,579 | ||||||||||
2.750%, 09/07/2024 |
850 | 1,415 | ||||||||||
2.250%, 09/07/2023 |
2,605 | 4,193 | ||||||||||
2.000%, 07/22/2020 |
2,930 | 4,717 | ||||||||||
2.000%, 09/07/2025 |
120 | 186 | ||||||||||
1.750%, 07/22/2019 |
1,765 | 2,824 | ||||||||||
1.000%, 09/07/2017 |
1,190 | 1,882 | ||||||||||
United Kingdom Treasury |
||||||||||||
5.000%, 03/07/2025 |
300 | 595 | ||||||||||
4.750%, 12/07/2030 |
1,380 | 2,817 | ||||||||||
4.750%, 12/07/2038 |
350 | 751 | ||||||||||
4.250%, 03/07/2036 |
615 | 1,215 | ||||||||||
4.250%, 09/07/2039 |
1,170 | 2,354 | ||||||||||
4.250%, 12/07/2040 |
370 | 748 | ||||||||||
4.000%, 03/07/2022 |
1,565 | 2,821 | ||||||||||
1.750%, 01/22/2017 |
800 | 1,281 | ||||||||||
United Kingdom Treasury Bill |
||||||||||||
0.473%, 10/19/2015 (A) |
3,000 | 4,710 | ||||||||||
Virgin Money MTN |
||||||||||||
2.250%, 04/21/2020 |
225 | 345 | ||||||||||
Wales & West Utilities Finance |
||||||||||||
6.750%, 12/17/2036 (C) |
200 | 357 | ||||||||||
6.250%, 11/30/2021 |
240 | 453 | ||||||||||
Western Power Distribution West Midlands |
||||||||||||
3.875%, 10/17/2024 |
230 | 381 | ||||||||||
Yorkshire Power Finance |
||||||||||||
7.250%, 08/04/2028 |
208 | 436 | ||||||||||
Yorkshire Water Services Bradford Finance |
||||||||||||
6.375%, 08/19/2039 |
100 | 212 | ||||||||||
|
|
|||||||||||
89,145 | ||||||||||||
|
|
|||||||||||
United States 5.7% |
||||||||||||
21st Century Fox America |
||||||||||||
4.500%, 02/15/2021 |
75 | 81 |
Description | Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
AbbVie |
||||||||||||
3.600%, 05/14/2025 |
359 | $ | 355 | |||||||||
2.500%, 05/14/2020 |
280 | 277 | ||||||||||
Aetna |
||||||||||||
2.750%, 11/15/2022 |
125 | 118 | ||||||||||
Altria Group |
||||||||||||
4.750%, 05/05/2021 |
180 | 195 | ||||||||||
4.250%, 08/09/2042 |
265 | 235 | ||||||||||
American International Group |
||||||||||||
8.175%, 05/15/2058 (C) |
240 | 318 | ||||||||||
5.750%, 03/15/2067 |
150 | 245 | ||||||||||
Anthem |
||||||||||||
4.650%, 01/15/2043 |
110 | 101 | ||||||||||
2.300%, 07/15/2018 |
150 | 151 | ||||||||||
AT&T |
||||||||||||
5.875%, 04/28/2017 |
GBP | 200 | 337 | |||||||||
4.875%, 06/01/2044 |
GBP | 130 | 205 | |||||||||
Bank of America MTN |
||||||||||||
0.825%, 03/28/2018 (C) |
EUR | 300 | 332 | |||||||||
0.536%, 09/14/2018 (C) |
EUR | 375 | 411 | |||||||||
Berkshire Hathaway |
||||||||||||
1.125%, 03/16/2027 |
297 | 294 | ||||||||||
Bristol-Myers Squibb |
||||||||||||
2.000%, 08/01/2022 |
670 | 637 | ||||||||||
Chevron |
||||||||||||
2.355%, 12/05/2022 |
535 | 512 | ||||||||||
Citigroup |
||||||||||||
4.450%, 01/10/2017 |
250 | 261 | ||||||||||
2.375%, 05/22/2024 |
EUR | 700 | 800 | |||||||||
Coca-Cola |
||||||||||||
2.750%, 05/06/2026 |
EUR | 160 | 184 | |||||||||
Devon Energy |
||||||||||||
5.000%, 06/15/2045 |
270 | 267 | ||||||||||
Diamond Offshore Drilling |
||||||||||||
4.875%, 11/01/2043 |
130 | 103 | ||||||||||
Dover MTN |
||||||||||||
2.125%, 12/01/2020 |
EUR | 250 | 292 | |||||||||
Entergy |
||||||||||||
4.000%, 07/15/2022 |
314 | 316 | ||||||||||
Enterprise Products Operating |
||||||||||||
3.700%, 02/15/2026 |
123 | 119 | ||||||||||
Exelon |
||||||||||||
3.950%, 06/15/2025 |
356 | 358 | ||||||||||
General Electric |
||||||||||||
2.700%, 10/09/2022 |
320 | 313 | ||||||||||
1.875%, 05/28/2027 |
800 | 876 | ||||||||||
1.250%, 05/26/2023 |
200 | 218 | ||||||||||
General Electric Capital MTN |
||||||||||||
5.500%, 01/08/2020 |
305 | 346 | ||||||||||
5.300%, 02/11/2021 |
205 | 231 | ||||||||||
4.625%, 01/07/2021 |
750 | 826 | ||||||||||
Glencore Funding |
||||||||||||
4.125%, 05/30/2023 (B) |
94 | 91 |
9 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2015
Description | Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
2.125%, 04/16/2018 (B) |
242 | $ | 240 | |||||||||
Goldman Sachs Group MTN |
||||||||||||
2.625%, 08/19/2020 |
EUR | 350 | 415 | |||||||||
Illinois Tool Works MTN |
||||||||||||
3.000%, 05/19/2034 |
EUR | 200 | 228 | |||||||||
INEOS Group Holdings |
||||||||||||
5.750%, 02/15/2019 |
350 | 394 | ||||||||||
Intelsat Jackson Holdings |
||||||||||||
5.500%, 08/01/2023 |
195 | 173 | ||||||||||
International Business Machines MTN |
||||||||||||
1.375%, 11/19/2019 |
EUR | 250 | 288 | |||||||||
International Paper |
||||||||||||
5.150%, 05/15/2046 |
38 | 36 | ||||||||||
3.800%, 01/15/2026 |
374 | 366 | ||||||||||
Jefferies Group MTN |
||||||||||||
2.375%, 05/20/2020 |
EUR | 700 | 758 | |||||||||
John Deere Bank MTN |
||||||||||||
1.500%, 07/16/2018 |
250 | 287 | ||||||||||
JPMorgan Chase MTN |
||||||||||||
1.068%, 05/30/2017 (C) |
100 | 155 | ||||||||||
0.412%, 10/12/2015 (C) |
EUR | 350 | 390 | |||||||||
Kinder Morgan |
||||||||||||
2.250%, 03/16/2027 |
144 | 149 | ||||||||||
1.500%, 03/16/2022 |
600 | 642 | ||||||||||
Mellon Capital III |
||||||||||||
6.369%, 09/05/2066 (C) |
150 | 244 | ||||||||||
Merck |
||||||||||||
2.500%, 10/15/2034 |
500 | 560 | ||||||||||
1.875%, 10/15/2026 |
300 | 335 | ||||||||||
1.125%, 10/15/2021 |
400 | 446 | ||||||||||
MetLife |
||||||||||||
5.250%, 12/29/2049 (C) |
349 | 346 | ||||||||||
Mondelez International |
||||||||||||
2.375%, 03/06/2035 |
100 | 95 | ||||||||||
1.625%, 03/08/2027 |
300 | 301 | ||||||||||
1.000%, 03/07/2022 |
200 | 214 | ||||||||||
Morgan Stanley MTN |
||||||||||||
3.750%, 09/21/2017 |
EUR | 350 | 418 | |||||||||
2.375%, 03/31/2021 |
EUR | 1,250 | 1,461 | |||||||||
1.750%, 01/30/2025 |
205 | 219 | ||||||||||
Nabors Industries |
||||||||||||
5.100%, 09/15/2023 |
93 | 92 | ||||||||||
ONEOK Partners |
||||||||||||
3.800%, 03/15/2020 |
128 | 131 | ||||||||||
Owens Corning |
||||||||||||
6.500%, 12/01/2016 |
9 | 10 | ||||||||||
Philip Morris International |
||||||||||||
2.900%, 11/15/2021 |
325 | 328 | ||||||||||
2.875%, 05/30/2024 |
EUR | 100 | 122 | |||||||||
2.875%, 03/03/2026 |
EUR | 435 | 523 | |||||||||
Plains All American Pipeline |
||||||||||||
3.600%, 11/01/2024 |
330 | 319 |
Description | Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
PNC Funding |
||||||||||||
5.125%, 02/08/2020 |
300 | $ | 336 | |||||||||
3.300%, 03/08/2022 |
150 | 153 | ||||||||||
Priceline Group |
||||||||||||
2.375%, 09/23/2024 |
EUR | 250 | 273 | |||||||||
1.800%, 03/03/2027 |
400 | 393 | ||||||||||
Principal Financial Group |
||||||||||||
1.850%, 11/15/2017 |
175 | 176 | ||||||||||
Prologis International Funding II MTN |
||||||||||||
2.875%, 04/04/2022 |
220 | 258 | ||||||||||
Prologis |
||||||||||||
3.375%, 02/20/2024 |
EUR | 300 | 361 | |||||||||
3.000%, 01/18/2022 |
EUR | 250 | 295 | |||||||||
3.000%, 06/02/2026 |
EUR | 200 | 231 | |||||||||
Prudential Financial |
||||||||||||
5.625%, 06/15/2043 (C) |
545 | 565 | ||||||||||
Rabobank Capital Funding Trust IV |
||||||||||||
5.556%, 12/31/2019 (C) |
GBP | 153 | 256 | |||||||||
Republic Services |
||||||||||||
4.750%, 05/15/2023 |
155 | 168 | ||||||||||
Reynolds American |
||||||||||||
5.850%, 08/15/2045 |
146 | 153 | ||||||||||
4.450%, 06/12/2025 |
360 | 367 | ||||||||||
3.250%, 11/01/2022 |
180 | 173 | ||||||||||
RJ Reynolds Tobacco |
||||||||||||
3.750%, 05/20/2023 |
180 | 175 | ||||||||||
Ryder System MTN |
||||||||||||
5.850%, 11/01/2016 |
116 | 123 | ||||||||||
Seagate HDD |
||||||||||||
4.750%, 01/01/2025 (B) |
123 | 122 | ||||||||||
Societe Generale |
||||||||||||
5.922%, 04/05/2017 (B) (C) |
180 | 184 | ||||||||||
Sprint |
||||||||||||
7.875%, 09/15/2023 |
187 | 182 | ||||||||||
Thermo Fisher Scientific |
||||||||||||
2.000%, 04/15/2025 |
164 | 176 | ||||||||||
UBS MTN |
||||||||||||
5.875%, 12/20/2017 |
USD | 247 | 272 | |||||||||
United Technologies |
||||||||||||
1.800%, 06/01/2017 |
201 | 204 | ||||||||||
Verizon Communications |
||||||||||||
6.550%, 09/15/2043 |
144 | 168 | ||||||||||
5.012%, 08/21/2054 |
44 | 40 | ||||||||||
2.625%, 12/01/2031 |
100 | 108 | ||||||||||
1.625%, 03/01/2024 |
700 | 760 | ||||||||||
Viacom |
||||||||||||
3.875%, 04/01/2024 |
148 | 145 | ||||||||||
Wells Fargo MTN |
||||||||||||
4.600%, 04/01/2021 |
75 | 82 | ||||||||||
Williams Partners |
||||||||||||
3.900%, 01/15/2025 |
228 | 215 |
10 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2015
Description | Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||
Zurich Finance USA MTN |
||||||||
6.500%, 10/14/2015 |
500 | $ | 567 | |||||
|
|
|||||||
28,771 | ||||||||
|
|
|||||||
Total Global Bonds |
476,162 | |||||||
|
|
|||||||
MORTGAGE-BACKED SECURITIES 2.6% |
| |||||||
Agency Mortgage-Backed Obligation 0.7% |
| |||||||
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2014-DN1, Cl M1 |
||||||||
1.187%, 02/25/2024 (B) (C) |
376 | 375 | ||||||
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2014-HQ2, Cl M1 |
||||||||
1.637%, 09/25/2024 (B) (C) |
411 | 413 | ||||||
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-DNA1, Cl M2 |
||||||||
2.037%, 10/25/2027 (B) (C) |
490 | 479 | ||||||
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-DNA2, Cl M2 |
||||||||
2.787%, 12/25/2027 (B) (C) |
250 | 251 | ||||||
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-DNA2, Cl M1 |
||||||||
1.337%, 12/25/2027 (B) (C) |
450 | 450 | ||||||
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-HQ1, Cl M1 |
||||||||
1.237%, 03/25/2025 (B) (C) |
246 | 245 | ||||||
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-HQ2, Cl M1 |
||||||||
1.287%, 05/25/2025 (B) (C) |
348 | 347 | ||||||
FHLMC, Ser K501, Cl X1A, IO |
||||||||
1.613%, 08/25/2016 (C) |
248 | 3 | ||||||
|
|
|||||||
2,563 | ||||||||
|
|
|||||||
Non-Agency Mortgage-Backed Obligation 1.9% |
| |||||||
Banc of America Commercial Mortgage, Ser 2007-5, Cl A4 |
||||||||
5.492%, 02/10/2051 |
111 | 117 | ||||||
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-6, Cl 3A |
||||||||
2.682%, 09/25/2034 (B) (C) |
81 | 79 | ||||||
Bear Stearns Commercial Mortgage Securities, Ser 2005-PW10, Cl A4 |
||||||||
5.405%, 12/11/2040 (C) |
146 | 147 | ||||||
Bear Stearns Commercial Mortgage Securities, Ser 2005-PWR9, Cl A4A |
||||||||
4.871%, 09/11/2042 |
7 | 7 | ||||||
Bear Stearns Commercial Mortgage Securities, Ser 2005-T20, Cl A4A |
||||||||
5.139%, 10/12/2042 (C) |
21 | 21 | ||||||
Bear Stearns Commercial Mortgage Securities, Ser 2006-PW13, Cl AJ |
||||||||
5.611%, 09/11/2041 (C) |
241 | 244 | ||||||
Bear Stearns Commercial Mortgage Securities, Ser 2006-T24, Cl A4 |
||||||||
5.537%, 10/12/2041 |
68 | 70 |
Description | Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||
Bear Stearns Commercial Mortgage Securities, Ser 2006-TOP22, Cl AJ |
||||||||
5.573%, 04/12/2038 (C) |
25 | $ | 26 | |||||
Bear Stearns Commercial Mortgage Securities, Ser 2007-PW15, Cl A4 |
||||||||
5.331%, 02/11/2044 |
72 | 76 | ||||||
Bear Stearns Commercial Mortgage Securities, Ser 2007-PW16, Cl A4 |
||||||||
5.706%, 06/11/2040 (C) |
76 | 80 | ||||||
Bear Stearns Commercial Mortgage Securities, Ser 2007-PW17, Cl A4 |
||||||||
5.694%, 06/11/2050 (C) |
175 | 187 | ||||||
Bear Stearns Commercial Mortgage Securities, Ser 2007-T26, Cl A4 |
||||||||
5.471%, 01/12/2045 (C) |
63 | 67 | ||||||
CD Mortgage Trust, Ser 2007-CD5, Cl A4 |
||||||||
5.886%, 11/15/2044 (C) |
86 | 93 | ||||||
Citigroup Commercial Mortgage Trust, Ser 2006-C4, Cl A3 |
||||||||
5.776%, 03/15/2049 (C) |
137 | 140 | ||||||
Citigroup Commercial Mortgage Trust, Ser 2008-C7, Cl A4 |
||||||||
6.144%, 12/10/2049 (C) |
427 | 460 | ||||||
Citigroup Commercial Mortgage Trust, Ser 2014-GC19, Cl D |
||||||||
4.900%, 03/10/2047 (B) (C) |
20 | 19 | ||||||
Citigroup Mortgage Loan Trust, Ser 2005-2, Cl 1A4 |
||||||||
2.615%, 05/25/2035 (B) (C) |
534 | 519 | ||||||
COBALT Commercial Mortgage Trust, Ser 2006-C1, Cl AM |
||||||||
5.254%, 08/15/2048 |
35 | 36 | ||||||
COMM Mortgage Trust, Ser 2006-C8, Cl A1A |
||||||||
5.292%, 12/10/2046 |
117 | 124 | ||||||
COMM Mortgage Trust, Ser 2012-CRE4, Cl XA, IO |
||||||||
1.953%, 10/15/2045 (C) |
173 | 17 | ||||||
COMM Mortgage Trust, Ser 2013-CCRE9, Cl A4 |
||||||||
4.238%, 07/10/2045 (C) |
35 | 38 | ||||||
COMM Mortgage Trust, Ser 2013-CR8, Cl A4 |
||||||||
3.334%, 06/10/2046 |
130 | 133 | ||||||
COMM Mortgage Trust, Ser 2013-CR9, Cl A3 |
||||||||
4.022%, 07/10/2045 |
50 | 53 | ||||||
COMM Mortgage Trust, Ser 2014-CCRE14, Cl A3 |
||||||||
3.955%, 02/10/2047 |
70 | 74 | ||||||
COMM Mortgage Trust, Ser 2014-CR19, Cl A5 |
||||||||
3.796%, 08/10/2047 |
65 | 68 | ||||||
COMM Mortgage Trust, Ser 2014-SAVA, Cl A |
||||||||
1.336%, 06/15/2034 (B) (C) |
230 | 230 |
11 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2015
Description | Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||
COMM Mortgage Trust, Ser 2014-UBS4, Cl A5 |
||||||||
3.694%, 08/10/2047 |
65 | $ | 67 | |||||
Commercial Mortgage Loan Trust, Ser 2008-LS1, Cl A4B |
||||||||
6.038%, 12/10/2049 (C) |
270 | 286 | ||||||
Commercial Mortgage Pass Through Certificates, Ser CR14, Cl XA, IO |
||||||||
1.030%, 02/10/2047 (C) |
694 | 31 | ||||||
Commercial Mortgage Pass-Through Certificates, Ser 2008-C1, Cl A3 |
||||||||
5.970%, 02/15/2041 (C) |
55 | 60 | ||||||
Commerical Mortgage Trust, Ser 2006-GG7, Cl A4 |
||||||||
5.819%, 07/10/2038 (C) |
139 | 142 | ||||||
Commerical Mortgage Trust, Ser 2007-GG11, Cl A4 |
||||||||
5.736%, 12/10/2049 |
265 | 281 | ||||||
Commerical Mortgage Trust, Ser 2007-GG9, Cl AM |
||||||||
5.475%, 03/10/2039 |
370 | 386 | ||||||
Credit Suisse Commercial Mortgage Trust, Ser 2007-C3, Cl A4 |
||||||||
5.890%, 06/15/2039 (C) |
132 | 140 | ||||||
Credit Suisse First Boston Mortgage Securities, Ser 2005-C2, Cl AMFX |
||||||||
4.877%, 04/15/2037 |
65 | 65 | ||||||
CSAIL Commercial Mortgage Trust, Ser 2015-C2, Cl XA, IO |
||||||||
1.055%, 06/15/2057 |
545 | 35 | ||||||
Eddystone Finance, Ser 2006-1, Cl A2 |
||||||||
1.094%, 04/19/2021 (C) |
110 | 168 | ||||||
FNMA Connecticut Avenue Securities, Ser 2013-C01, Cl M1 |
||||||||
2.187%, 10/25/2023 (B) (C) |
106 | 108 | ||||||
FNMA Connecticut Avenue Securities, Ser 2014-C01, Cl M1 |
||||||||
1.787%, 01/25/2024 (B) (C) |
283 | 284 | ||||||
FNMA Connecticut Avenue Securities, Ser 2014-C02, Cl 2M1 |
||||||||
1.137%, 05/25/2024 (B) (C) |
18 | 18 | ||||||
FNMA Connecticut Avenue Securities, Ser 2014-C04, Cl 2M1 |
||||||||
2.287%, 11/25/2024 (B) (C) |
335 | 338 | ||||||
FNMA Connecticut Avenue Securities, Ser 2015-C02, Cl 2M1 |
||||||||
1.387%, 05/25/2025 (B) (C) |
85 | 84 | ||||||
GE Capital Commercial Mortgage, Ser 2005-C4, Cl A4 |
||||||||
5.315%, 11/10/2045 (C) |
55 | 55 | ||||||
GE Commercial Mortgage Trust, Ser 2007-C1, Cl AM |
||||||||
5.606%, 12/10/2049 (C) |
35 | 37 |
Description | Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||
GMAC Commercial Mortgage Securities Trust, Ser 2006-C1, Cl A4 |
||||||||
5.238%, 11/10/2045 (C) |
87 | $ | 87 | |||||
Granite Master Issuer, Ser 2005-1, Cl A5 |
||||||||
0.117%, 12/20/2054 (B) (C) |
66 | 73 | ||||||
Granite Master Issuer, Ser 2006-2, Cl A5 |
||||||||
0.137%, 12/20/2054 (B) (C) |
130 | 145 | ||||||
GS Mortgage Securities II, Ser 2007-GG10, Cl A4 |
||||||||
5.989%, 08/10/2045 (C) |
139 | 148 | ||||||
GS Mortgage Securities Trust, Ser 2011-GC5, Cl XA, IO |
||||||||
1.658%, 08/10/2044 (B) (C) |
297 | 15 | ||||||
GS Mortgage Securities Trust, Ser 2013-GC13, Cl XA, IO |
||||||||
0.301%, 07/10/2046 (C) |
2,882 | 29 | ||||||
GS Mortgage Securities Trust, Ser 2014-GC20, Cl D |
||||||||
4.867%, 04/10/2047 (B) (C) |
80 | 74 | ||||||
GSR Mortgage Loan Trust, Ser 2005-AR1, Cl 4A1 |
||||||||
2.232%, 01/25/2035 (B) (C) |
131 | 127 | ||||||
JPMBB Commercial Mortgage Securities, Ser 2014-C23, Cl XA, IO |
||||||||
0.883%, 09/15/2047 (C) |
996 | 48 | ||||||
JPMBB Commercial Mortgage Securities, Ser 2014-C26, Cl A4 |
||||||||
3.494%, 01/15/2048 |
15 | 15 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2005-CB13, Cl A4 |
||||||||
5.246%, 01/12/2043 (C) |
77 | 77 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2006-LDP7, Cl A4 |
||||||||
5.905%, 04/15/2045 (C) |
83 | 85 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2006-LDP8, Cl A4 |
||||||||
5.399%, 05/15/2045 |
72 | 75 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2006-LDP9, Cl A3 |
||||||||
5.336%, 05/15/2047 |
125 | 130 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2007-C1, Cl A4 |
||||||||
5.716%, 02/15/2051 |
45 | 48 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2007-CB19, Cl A4 |
||||||||
5.697%, 02/12/2049 (C) |
234 | 249 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2008-C2, Cl A4FL |
||||||||
1.689%, 02/12/2051 (C) |
320 | 315 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2008-C2, Cl A4 |
||||||||
6.068%, 02/12/2051 |
28 | 31 |
12 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2015
Description | Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2012-C8, Cl E |
||||||||
4.666%, 10/15/2045 (B) (C) |
100 | $ | 97 | |||||
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 | 135 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2014-INN, Cl A |
||||||||
1.106%, 06/15/2029 (B) (C) |
130 | 130 | ||||||
JPMorgan Mortgage Trust, Ser 2004-A5, Cl 3A1 |
||||||||
2.185%, 12/25/2034 (B) (C) |
90 | 89 | ||||||
LB-UBS Commercial Mortgage Trust, Ser 2007-C6, Cl A4 |
||||||||
5.858%, 07/15/2040 (C) |
165 | 174 | ||||||
LB-UBS Commercial Mortgage Trust, Ser 2007-C7, Cl A3 |
||||||||
5.866%, 09/15/2045 (C) |
64 | 69 | ||||||
LB-UBS Commercial Mortgage Trust, Ser 2008-C1, Cl A2 |
||||||||
6.150%, 04/15/2041 (C) |
50 | 54 | ||||||
Merrill Lynch Mortgage Trust, Ser 2005-CIP1, Cl AJ |
||||||||
5.137%, 07/12/2038 (C) |
55 | 55 | ||||||
Merrill Lynch Mortgage Trust, Ser 2006-C2, Cl AM |
||||||||
5.782%, 08/12/2043 (C) |
120 | 125 | ||||||
ML-CFC Commercial Mortgage Trust, Ser 2007-5, Cl A4 |
||||||||
5.378%, 08/12/2048 |
129 | 134 | ||||||
ML-CFC Commercial Mortgage Trust, Ser 2007-5, Cl AM |
||||||||
5.419%, 08/12/2048 |
40 | 42 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2013-C10, Cl A4 |
||||||||
4.218%, 07/15/2046 (C) |
60 | 64 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2014-C17, Cl A5 |
||||||||
3.741%, 08/15/2047 |
65 | 67 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C20, Cl A4 |
||||||||
3.249%, 02/15/2048 |
65 | 64 | ||||||
Morgan Stanley Capital I Trust, Ser 2006-IQ16, Cl A4 |
||||||||
5.809%, 12/12/2049 |
72 | 77 | ||||||
Morgan Stanley Capital I Trust, Ser 2006-T21, Cl D |
||||||||
5.553%, 10/12/2052 (B) (C) |
15 | 15 | ||||||
Morgan Stanley Capital I Trust, Ser 2006-T21, Cl E |
Description | Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||
5.553%, 10/12/2052 (B) (C) |
10 | $ | 10 | |||||
Morgan Stanley Capital I Trust, Ser 2007-HQ13, Cl A3 |
||||||||
5.569%, 12/15/2044 |
105 | 111 | ||||||
Morgan Stanley Capital I Trust, Ser 2007-IQ14, Cl A4 |
||||||||
5.692%, 04/15/2049 (C) |
160 | 169 | ||||||
Morgan Stanley Capital I Trust, Ser 2008-TOP29, Cl D |
||||||||
6.460%, 01/11/2043 (B) (C) |
35 | 36 | ||||||
Morgan Stanley Re-REMIC Trust, Ser 2010-GG10, Cl A4A |
||||||||
5.795%, 08/15/2045 (B) (C) |
257 | 272 | ||||||
UBS-Barclays Commercial Mortgage Trust, Ser 2013-C5, Cl A4 |
||||||||
3.185%, 03/10/2046 |
130 | 131 | ||||||
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 (C) |
83 | 84 | ||||||
Wells Fargo Commercial Mortgage Trust, Ser 2012-LC5, Cl D |
||||||||
4.777%, 10/15/2045 (B) (C) |
35 | 35 | ||||||
Wells Fargo Commercial Mortgage Trust, Ser 2015-NXS1, Cl D |
||||||||
4.243%, 05/15/2048 (C) |
65 | 56 | ||||||
WFRBS Commercial Mortgage Trust, Ser 2011-C4, Cl A4 |
||||||||
4.902%, 06/15/2044 (B) (C) |
120 | 134 | ||||||
WFRBS Commercial Mortgage Trust, Ser 2012-C9, Cl A3 |
||||||||
2.870%, 11/15/2045 |
75 | 75 | ||||||
WFRBS Commercial Mortgage Trust, Ser 2014-C20, Cl A5 |
||||||||
3.995%, 05/15/2047 |
65 | 69 | ||||||
WFRBS Commercial Mortgage Trust, Ser 2014-C21, Cl A5 |
||||||||
3.678%, 08/15/2047 |
60 | 62 | ||||||
WFRBS Commerical Mortgage Trust, Ser 2013-C15, Cl A3 |
||||||||
3.881%, 08/15/2046 |
70 | 74 | ||||||
|
|
|||||||
10,395 | ||||||||
|
|
|||||||
Total Mortgage-Backed Securities |
12,958 | |||||||
|
|
|||||||
CORPORATE OBLIGATIONS 1.0% |
||||||||
United States 1.0% |
||||||||
Anadarko Petroleum |
||||||||
6.375%, 09/15/2017 |
330 | 362 | ||||||
CNA Financial |
||||||||
7.250%, 11/15/2023 |
110 | 133 |
13 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2015
Description | Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||
6.500%, 08/15/2016 |
40 | $ | 42 | |||||
Cox Communications |
||||||||
2.950%, 06/30/2023 (B) |
127 | 117 | ||||||
Credit Suisse NY MTN |
||||||||
3.625%, 09/09/2024 |
260 | 258 | ||||||
EnLink Midstream Partners |
||||||||
4.150%, 06/01/2025 |
460 | 448 | ||||||
Enterprise Products Operating |
||||||||
5.950%, 02/01/2041 |
100 | 109 | ||||||
General Electric Capital MTN |
||||||||
5.550%, 05/04/2020 |
45 | 51 | ||||||
Goldman Sachs Group |
||||||||
5.150%, 05/22/2045 |
148 | 143 | ||||||
HJ Heinz |
||||||||
3.500%, 07/15/2022 (B) |
230 | 231 | ||||||
2.800%, 07/02/2020 (B) |
270 | 270 | ||||||
Kinder Morgan |
||||||||
5.000%, 02/15/2021 (B) |
170 | 180 | ||||||
Kinder Morgan Energy Partners |
||||||||
3.500%, 09/01/2023 |
171 | 159 | ||||||
2.650%, 02/01/2019 |
39 | 39 | ||||||
McGraw Hill Financial |
||||||||
5.900%, 11/15/2017 |
325 | 355 | ||||||
Morgan Stanley |
||||||||
3.450%, 11/02/2015 |
125 | 126 | ||||||
Mosaic |
||||||||
5.625%, 11/15/2043 |
24 | 26 | ||||||
Navient MTN |
||||||||
5.500%, 01/15/2019 |
248 | 253 | ||||||
PNC Bank |
||||||||
2.700%, 11/01/2022 |
445 | 428 | ||||||
Prudential Financial MTN |
||||||||
6.100%, 06/15/2017 |
125 | 136 | ||||||
Ryder System MTN |
||||||||
7.200%, 09/01/2015 |
108 | 109 | ||||||
Time Warner |
||||||||
4.875%, 03/15/2020 |
150 | 164 | ||||||
Total System Services |
||||||||
2.375%, 06/01/2018 |
236 | 235 | ||||||
Viacom |
||||||||
6.125%, 10/05/2017 |
325 | 355 | ||||||
Williams Partners |
||||||||
4.125%, 11/15/2020 |
95 | 98 | ||||||
4.000%, 11/15/2021 |
150 | 151 | ||||||
|
|
|||||||
Total Corporate Obligations |
4,978 | |||||||
|
|
|||||||
U.S. TREASURY OBLIGATIONS 0.9% |
|
|||||||
U.S. Treasury Note |
||||||||
2.500%, 05/15/2024 |
3,300 | 3,356 | ||||||
|
|
Description | Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||
U.S. Treasury Bond |
||||||||
3.000%, 11/15/2044 |
1,235 | $ | 1,208 | |||||
|
|
|||||||
Total U.S. Treasury Obligations |
4,564 | |||||||
|
|
|||||||
ASSET-BACKED SECURITIES 0.0% |
| |||||||
Automotive 0.0% |
||||||||
Bavarian Sky, Ser 2013-GER1, Cl A |
||||||||
0.177%, 06/20/2020 (C) |
89 | 99 | ||||||
|
|
|||||||
Other Asset-Backed Securities 0.0% |
||||||||
Volta Electricity Receivables, Ser 2013-1, Cl SNR |
||||||||
4.172%, 02/16/2017 |
142 | 160 | ||||||
|
|
|||||||
Total Asset-Backed Securities |
259 | |||||||
|
|
|||||||
Total Investments 98.5% |
$ | 498,921 | ||||||
|
|
A list of the open futures contracts held by the Fund at June 30, 2015, is as follows:
Type of Contract | Number of Contracts Long (Short) |
Expiration Date |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||
10-YR MINI JGB |
17 | Sep-2015 | $ | 4 | ||||||||
Australian 10-Year Bond |
6 | Sep-2015 | 3 | |||||||||
Australian 3-Year Bond |
10 | Sep-2015 | 1 | |||||||||
Canadian 10-Year Bond |
19 | Sep-2015 | 4 | |||||||||
Canadian 10-Year Bond |
(1 | ) | Sep-2015 | (1 | ) | |||||||
Euro-Buxl 30 Year Bond |
8 | Sep-2015 | (95 | ) | ||||||||
Euro-Bobl |
56 | Sep-2015 | 10 | |||||||||
Euro-Bund Index |
53 | Sep-2015 | 26 | |||||||||
Euro-Bund Index |
(11 | ) | Sep-2015 | 5 | ||||||||
Euro-Schatz |
41 | Sep-2015 | 3 | |||||||||
Japanese 10-Year Bond |
5 | Sep-2015 | 10 | |||||||||
Long Gilt 10-Year Bond |
(13 | ) | Sep-2015 | (11 | ) | |||||||
Long Gilt 10-Year Bond |
35 | Sep-2015 | (68 | ) | ||||||||
U.S. 10-Year Treasury Note |
(237 | ) | Sep-2015 | 198 | ||||||||
U.S. 2-Year Treasury Note |
(86 | ) | Oct-2015 | (34 | ) | |||||||
U.S. 5-Year Treasury Note |
(28 | ) | Oct-2015 | | ||||||||
U.S. Long Treasury Bond |
(6 | ) | Sep-2015 | 13 | ||||||||
U.S. Ultra Long Treasury Bond |
(10 | ) | Sep-2015 | 39 | ||||||||
|
|
|||||||||||
$ | 107 | |||||||||||
|
|
For the period ended June 30, 2015, 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.
14 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2015
A list of the forward foreign currency contracts held by the Fund at June 30, 2015, is as follows:
Settlement Date |
Currency to Deliver (Thousands) |
Currency To Receive (Thousands) |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||||||||||
07/02/15-01/06/16 |
BRL | 3,858 | USD | 12,190 | $ | 38 | ||||||||||||||
07/02/15-01/06/16 |
USD | 34,297 | BRL | 10,579 | (193 | ) | ||||||||||||||
07/07/15-08/07/15 |
USD | 38,069 | AUD | 29,157 | (47 | ) | ||||||||||||||
07/07/15-08/06/15 |
USD | 72,190 | GBP | 111,797 | (1,713 | ) | ||||||||||||||
07/07/15-07/31/15 |
CAD | 314 | USD | 392 | | |||||||||||||||
07/07/15-08/06/15 |
USD | 47,948 | DKK | 7,128 | (38 | ) | ||||||||||||||
07/07/15-08/06/15 |
USD | 31,593 | CAD | 25,530 | 231 | |||||||||||||||
07/07/15-08/06/15 |
USD | 22,625 | SEK | 2,723 | (6 | ) | ||||||||||||||
07/07/15-07/31/15 |
JPY | 11,154 | USD | 1,374,482 | 83 | |||||||||||||||
07/07/15-08/06/15 |
EUR | 9,996 | USD | 8,920 | (56 | ) | ||||||||||||||
07/07/15-08/21/15 |
USD | 15,569,909 | JPY | 126,873 | (418 | ) | ||||||||||||||
07/07/15-08/06/15 |
USD | 296,140 | EUR | 329,683 | (355 | ) | ||||||||||||||
07/07/15-07/31/15 |
GBP | 3,418 | USD | 2,192 | 29 | |||||||||||||||
07/10/15 |
IDR | 1,046 | USD | 13,967,617 | | |||||||||||||||
07/15/15-07/31/15 |
USD | 54,358 | ZAR | 4,473 | 8 | |||||||||||||||
07/15/15 |
ZAR | 90 | USD | 1,109 | 1 | |||||||||||||||
07/16/15-07/31/15 |
USD | 74,096 | MXP | 4,811 | 95 | |||||||||||||||
07/16/15-07/16/15 |
MXP | 2,133 | USD | 32,726 | (49 | ) | ||||||||||||||
07/23/15-07/31/15 |
USD | 6,358 | PLN | 1,696 | 6 | |||||||||||||||
07/24/15 |
SGD | 879 | USD | 1,193 | 7 | |||||||||||||||
07/24/15-07/31/15 |
USD | 2,308 | SGD | 1,717 | 3 | |||||||||||||||
07/31/15-08/07/15 |
USD | 8,845,748 | KRW | 7,930 | 1 | |||||||||||||||
07/31/15-07/31/15 |
USD | 2,952 | CHF | 3,171 | 8 | |||||||||||||||
07/31/15 |
USD | 24,826 | THB | 732 | (2 | ) | ||||||||||||||
07/31/15 |
USD | 10,333 | CZK | 424 | 1 | |||||||||||||||
07/31/15 |
CHF | 84 | USD | 78 | | |||||||||||||||
07/31/15 |
SEK | 1,607 | USD | 13,230 | (12 | ) | ||||||||||||||
07/31/15-08/14/15 |
USD | 2,165 | NZD | 1,480 | 21 | |||||||||||||||
07/31/15 |
USD | 5,195 | NOK | 660 | | |||||||||||||||
07/31/15 |
USD | 777 | ILS | 207 | 1 | |||||||||||||||
07/31/15 |
USD | 3,275 | MYR | 868 | 1 | |||||||||||||||
08/07/15 |
AUD | 2,476 | USD | 3,223 | (5 | ) | ||||||||||||||
08/14/15 |
USD | 28,244 | TWD | 911 | (5 | ) | ||||||||||||||
|
|
|||||||||||||||||||
$ | (2,365 | ) | ||||||||||||||||||
|
|
A list of the counterparties for the open forward foreign currency contracts held by the Fund at June 30, 2015, is as follows:
Counterparty | Currency
to ($ Thousands) |
Currency
to ($ Thousands) |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||
Bank of America |
$ | (176 | ) | $ | 177 | $ | 1 | |||||
Bank of Montreal |
(9,370 | ) | 9,448 | 78 | ||||||||
Barclays PLC |
(10,398 | ) | 10,313 | (85 | ) | |||||||
BNP Paribas |
(49,708 | ) | 48,950 | (758 | ) | |||||||
Brown Brothers Harriman |
(338,647 | ) | 336,335 | (2,313 | ) | |||||||
Chase Manhattan |
(3,126 | ) | 3,100 | (26 | ) | |||||||
Citigroup |
(109,902 | ) | 110,641 | 739 | ||||||||
Credit Suisse First Boston |
(2,651 | ) | 2,693 | 42 | ||||||||
Deutsche Bank |
(1,251 | ) | 1,244 | (7 | ) | |||||||
Goldman Sachs |
(41,301 | ) | 40,552 | (749 | ) | |||||||
HSBC |
(50,364 | ) | 50,451 | 87 | ||||||||
JPMorgan Chase Bank |
(5,497 | ) | 5,509 | 12 | ||||||||
Morgan Stanley |
(3,862 | ) | 3,844 | (18 | ) | |||||||
National Australia Capital Markets |
(2,934 | ) | 2,930 | (4 | ) | |||||||
National Bank of Australia |
(38,539 | ) | 38,135 | (404 | ) | |||||||
RBC |
(1,442 | ) | 1,466 | 23 | ||||||||
Royal Bank of Scotland |
(37,237 | ) | 38,171 | 935 | ||||||||
Standard Bank |
(2,448 | ) | 2,453 | 4 | ||||||||
State Street |
(1,183 | ) | 1,178 | (5 | ) | |||||||
UBS |
(1,573 | ) | 1,650 | 77 | ||||||||
Westpac Banking |
(397 | ) | 401 | 4 | ||||||||
|
|
|||||||||||
$ | (2,365 | ) | ||||||||||
|
|
For the period ended June 30, 2015, the total amount of all open forward foreign currency contracts, as presented in the table above are representative of the volume of activity for this derivative type during the period.
A list of open OTC swap agreements held by the Fund at June 30, 2015, are as follows:
Interest Rate Swaps | ||||||||||||||||||||
Counterparty | Fund Pays | Fund Receives | Termination Date | Currency | Notional Amount (Thousands) |
Net Unrealized Depreciation ($ Thousands) |
||||||||||||||
Citibank | 3.83% | 3-Month USD LIBOR | 08/08/2023 | USD | 6,000 | $ | (324 | ) | ||||||||||||
Citibank | Euro CPI Overall Excluding Tobacco | 1.22% | 04/03/2019 | EUR | 2,450 | (9 | ) | |||||||||||||
Citigroup | 3.79% | 6-Month GBP EURIBOR | 05/19/2019 | GBP | 2,500 | (353 | ) | |||||||||||||
|
|
|||||||||||||||||||
$ | (686 | ) | ||||||||||||||||||
|
|
15 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2015
A list of open centrally cleared swap agreements held by the Fund at June 30, 2015, are as follows:
Credit Default Swaps | ||||||||||||||||||
Counterparty | Reference/Entity Obligation | Buy/Sell Protection | (Pays)/Receives Rate | Termination Date | Notional Amount ($ Thousands) |
Net Unrealized Depreciation ($ Thousands) |
||||||||||||
Citibank | CDX.NA.HY.23 5Y Index | Buy | 5.00 | 12/20/2019 | $ | 805 | $ | (14 | ) | |||||||||
Citibank | ITRAXX-XOVERS23V1-5Y | Sell | 5.00 | 06/20/2020 | (1,490 | ) | (26 | ) | ||||||||||
|
|
|||||||||||||||||
$ | (40 | ) | ||||||||||||||||
|
|
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 EURIBOR | 01/17/2044 | GBP | 1,000 | $ | (341 | ) | ||||||||||||
JPMorgan Chase Bank | 6-Month JPY LIBOR | 1.56% | 11/28/2033 | JPY | 600,000 | 310 | ||||||||||||||
JPMorgan Chase Bank | 1.90% | 6-Month EUR EURIBOR | 3/24/2024 | EUR | 2,200 | (184 | ) | |||||||||||||
JPMorgan Chase Bank | 2.87% | 6-Month GBP EURIBOR | 02/14/2023 | GBP | 250 | (26 | ) | |||||||||||||
JPMorgan Chase Bank | 1.49% | 6-Month EUR EURIBOR | 11/21/2023 | EUR | 5,500 | (518 | ) | |||||||||||||
JPMorgan Chase Bank | 1.49% | 6-Month EUR EURIBOR | 09/12/2018 | EUR | 7,000 | (311 | ) | |||||||||||||
|
|
|||||||||||||||||||
$ | (1,070 | ) | ||||||||||||||||||
|
|
For the period ended June 30, 2015, 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 $506,775 ($ Thousands).
(1) | In local currency unless otherwise indicated. |
(A) | Zero coupon security. The rate reported on the Schedule of Investments is the effective yield at time of purchase. |
(B) | Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may be sold only to dealers in that program or other accredited investors. These securities have been determined to be liquid under guidelines established by the Board of Trustees. |
(C) | Variable Rate Security The rate reported on the Schedule of Investments is the rate in effect as of June 30, 2015. |
(D) | Real Estate Investment Trust. |
§ | At June 30, 2015, the tax basis cost of the Funds investments was $535,013 ($ Thousands), and the unrealized appreciation and depreciation were $5,133 ($ Thousands) and ($41,225) ($ Thousands), respectively. |
AUD Australian Dollar
BRL Brazilian Real
CAD Canadian Dollar
CHF Swiss Franc
Cl Class
CPI Consumer Price Index
CZK Czech Koruna
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
IDR Indonesian Rupiah
ILS Isreali 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 Norweigan Krone
NZD New Zealand Dollar
PLN Polish Zlotty
SEK Swedish Krona
Ser Series
SGD Singapore Dollar
THB Thai Bhat
TWD Taiwan Dollar
USD U.S. Dollar
ZAR South African Rand
16 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2015
The following is a list of the level of inputs used as of June 30, 2015, in valuing the Funds investments and other financial instruments carried at value ($ Thousands):
Investments in Securities | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Global Bonds |
$ | | $ | 476,162 | $ | | $ | 476,162 | ||||||||
Mortgage-Backed Securities |
| 12,958 | | 12,958 | ||||||||||||
Corporate Obligations |
| 4,978 | | 4,978 | ||||||||||||
U.S. Treasury Obligations |
| 4,564 | | 4,564 | ||||||||||||
Asset-Backed Securities |
| 259 | | 259 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments in Securities |
$ | | $ | 498,921 | $ | | $ | 498,921 | ||||||||
|
|
|
|
|
|
|
|
Other Financial Instruments | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Futures Contracts * |
||||||||||||||||
Unrealized Appreciation |
$ | 316 | $ | | $ | | $ | 316 | ||||||||
Unrealized Depreciation |
(209 | ) | | | (209 | ) | ||||||||||
Forwards Contracts * |
||||||||||||||||
Unrealized Appreciation |
| 534 | | 534 | ||||||||||||
Unrealized Depreciation |
| (2,899 | ) | | (2,899 | ) | ||||||||||
OTC Swaps |
||||||||||||||||
Interest Rate Swaps * |
||||||||||||||||
Unrealized Depreciation |
| (686 | ) | | (686 | ) | ||||||||||
Centrally Cleared Swaps |
||||||||||||||||
Credit Default Swaps * |
||||||||||||||||
Unrealized Depreciation |
| (40 | ) | | (40 | ) | ||||||||||
Interest Rate Swaps * |
||||||||||||||||
Unrealized Appreciation |
| 310 | | 310 | ||||||||||||
Unrealized Depreciation |
| (1,380 | ) | | (1,380 | ) | ||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Other Financial Instruments |
$ | 107 | $ | (4,161 | ) | $ | | $ | (4,054 | ) | ||||||
|
|
|
|
|
|
|
|
* | Futures contracts, forwards contracts, and swap contracts are valued at the net unrealized appreciation (depreciation) on the instrument. |
For the period ended June 30, 2015, there were no transfers between Level 1 and Level 2 assets and liabilities.
For the period ended June 30, 2015, there were no transfers between Level 2 and Level 3 assets and liabilities.
Amounts designated as are $0 or have been rounded to $0.
For information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial statements.
17 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
June 30, 2015
Description | Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
GLOBAL BONDS 93.1% |
| |||||||||||
Angola 0.1% |
||||||||||||
Republic of Angola Via Northern Lights III |
||||||||||||
7.000%, 08/16/2019 |
749 | $ | 748 | |||||||||
|
|
|||||||||||
Argentina 1.2% |
||||||||||||
City of Buenos Aires Argentina MTN |
||||||||||||
8.950%, 02/19/2021 |
925 | 948 | ||||||||||
Provincia de Buenos Aires |
||||||||||||
9.375%, 09/14/2018 |
1,175 | 1,161 | ||||||||||
Republic of Argentina |
||||||||||||
7.000%, 04/17/2017 |
5,819 | 5,604 | ||||||||||
6.000%, 03/31/2023 (A) |
815 | 889 | ||||||||||
5.870%, 03/31/2023 (A) |
DEM | 590 | 313 | |||||||||
3.043%, 12/15/2035 (B) |
1,203 | 98 | ||||||||||
0.044%, 12/15/2035 (B) |
23,021 | 1,922 | ||||||||||
YPF |
||||||||||||
8.875%, 12/19/2018 |
485 | 515 | ||||||||||
8.750%, 04/04/2024 (C) |
800 | 802 | ||||||||||
8.500%, 07/28/2025 (C) |
3,885 | 3,861 | ||||||||||
|
|
|||||||||||
16,113 | ||||||||||||
|
|
|||||||||||
Armenia 0.3% |
||||||||||||
Republic of Armenia |
||||||||||||
7.150%, 03/26/2025 (C) |
4,476 | 4,431 | ||||||||||
|
|
|||||||||||
Azerbaijan 0.8% |
||||||||||||
International Bank of Azerbaijan |
||||||||||||
5.625%, 06/11/2019 |
1,700 | 1,647 | ||||||||||
Republic of Azerbaijan |
||||||||||||
4.750%, 03/18/2024 (C) |
1,820 | 1,854 | ||||||||||
4.750%, 03/18/2024 |
1,500 | 1,528 | ||||||||||
State Oil of the Azerbaijan Republic |
||||||||||||
6.950%, 03/18/2030 |
830 | 880 | ||||||||||
5.450%, 02/09/2017 |
1,312 | 1,359 | ||||||||||
4.750%, 03/13/2023 |
3,694 | 3,516 | ||||||||||
4.750%, 03/13/2023 |
500 | 476 | ||||||||||
|
|
|||||||||||
11,260 | ||||||||||||
|
|
|||||||||||
Belize 0.2% |
||||||||||||
Belize Government International Bond |
||||||||||||
5.000%, 02/20/2038 (D) |
3,212 | 2,409 | ||||||||||
|
|
|||||||||||
Bermuda 0.1% |
||||||||||||
Government of Bermuda |
||||||||||||
4.854%, 02/06/2024 |
1,680 | 1,764 | ||||||||||
|
|
|||||||||||
Bolivia 0.2% |
||||||||||||
Government of Bolivia |
||||||||||||
5.950%, 08/22/2023 |
2,189 | 2,320 | ||||||||||
5.950%, 08/22/2023 |
500 | 530 | ||||||||||
|
|
|||||||||||
2,850 | ||||||||||||
|
|
Description | Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
Bosnia and Herzegovina 0.0% |
|
|||||||||||
Republic of Bosnia & Herzegovina |
||||||||||||
2.063%, 12/11/2017 (B) |
DEM | 75 | $ | 36 | ||||||||
|
|
|||||||||||
Brazil 8.2% |
||||||||||||
Banco Nacional de Desenvolvimento Economico e Social |
||||||||||||
6.500%, 06/10/2019 (C) |
660 | 712 | ||||||||||
5.500%, 07/12/2020 (C) |
400 | 416 | ||||||||||
Brazil Letras do Tesouro Nacional |
||||||||||||
13.485%, 01/01/2016 (E) |
BRL | 20,010 | 6,016 | |||||||||
12.246%, 07/01/2018 (E) |
BRL | 23,485 | 5,229 | |||||||||
11.531%, 01/01/2018 (E) |
BRL | 49,632 | 11,667 | |||||||||
8.358%, 01/01/2017 (E) |
BRL | 9,932 | 2,625 | |||||||||
Brazil Loan Trust 1 |
||||||||||||
5.477%, 07/24/2023 (C) |
2,254 | 2,232 | ||||||||||
5.477%, 07/24/2023 |
351 | 346 | ||||||||||
Brazil Notas do Tesouro Nacional, Ser B |
||||||||||||
15.665%, 08/15/2020 |
BRL | 4,385 | 3,661 | |||||||||
Brazil Notas do Tesouro Nacional |
||||||||||||
10.000%, 01/01/2017 |
BRL | 32,932 | 10,056 | |||||||||
Brazil Notas do Tesouro Nacional, Serie F |
||||||||||||
10.000%, 01/01/2018 |
BRL | 10,986 | 3,304 | |||||||||
10.000%, 01/01/2021 |
BRL | 27,352 | 7,900 | |||||||||
10.000%, 01/01/2023 |
BRL | 20,498 | 5,800 | |||||||||
10.000%, 01/01/2025 |
BRL | 68,540 | 19,034 | |||||||||
Caixa Economica Federal |
||||||||||||
4.250%, 05/13/2019 |
200 | 198 | ||||||||||
CIMPOR Financial Operations |
||||||||||||
5.750%, 07/17/2024 (C) |
651 | 527 | ||||||||||
Cosan |
||||||||||||
5.000%, 03/14/2023 (C) |
708 | 653 | ||||||||||
ESAL GmbH |
||||||||||||
6.250%, 02/05/2023 (C) |
647 | 637 | ||||||||||
Federal Republic of Brazil |
||||||||||||
10.125%, 05/15/2027 |
1,378 | 2,033 | ||||||||||
10.125%, 05/15/2027 |
850 | 1,254 | ||||||||||
8.250%, 01/20/2034 |
4,604 | 5,720 | ||||||||||
7.125%, 01/20/2037 |
6,913 | 7,812 | ||||||||||
5.000%, 01/27/2045 |
524 | 453 | ||||||||||
4.875%, 01/22/2021 |
420 | 439 | ||||||||||
4.250%, 01/07/2025 |
6,167 | 5,954 | ||||||||||
2.625%, 01/05/2023 |
1,627 | 1,444 | ||||||||||
Gerdau Trade |
||||||||||||
5.750%, 01/30/2021 (C) |
USD | 53 | 54 | |||||||||
GTL Trade Finance |
||||||||||||
5.893%, 04/29/2024 (C) |
716 | 699 | ||||||||||
Marfrig Holding Europe |
||||||||||||
8.375%, 05/09/2018 |
1,280 | 1,289 | ||||||||||
Marfrig Overseas |
||||||||||||
9.500%, 05/04/2020 (C) |
835 | 853 | ||||||||||
9.500%, 05/04/2020 |
650 | 664 |
1 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
June 30, 2015
Description | Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
Minerva Luxembourg |
||||||||||||
7.750%, 01/31/2023 |
1,400 | $ | 1,411 | |||||||||
Petrobras Global Finance |
||||||||||||
4.875%, 03/17/2020 |
549 | 522 | ||||||||||
Petrobras International Finance |
||||||||||||
5.750%, 01/20/2020 |
1,517 | 1,503 | ||||||||||
Rio Oil Finance Trust, Ser 2014-1 |
||||||||||||
6.250%, 07/06/2024 (C) |
1,265 | 1,243 | ||||||||||
|
|
|||||||||||
114,360 | ||||||||||||
|
|
|||||||||||
Chile 1.6% |
||||||||||||
Banco del Estado de Chile |
||||||||||||
4.125%, 10/07/2020 |
30 | 32 | ||||||||||
3.875%, 02/08/2022 (C) |
230 | 236 | ||||||||||
BancoEstado |
||||||||||||
4.125%, 10/07/2020 (C) |
270 | 286 | ||||||||||
Bonos de la Tesoreria de la Republica en pesos |
||||||||||||
6.000%, 01/01/2020 |
CLP | 80,000 | 139 | |||||||||
6.000%, 01/01/2022 |
CLP | 90,000 | 158 | |||||||||
Empresa Electrica Angamos |
||||||||||||
4.875%, 05/25/2029 (C) |
523 | 514 | ||||||||||
Empresa Nacional del Petroleo |
||||||||||||
6.250%, 07/08/2019 (C) |
100 | 111 | ||||||||||
6.250%, 07/08/2019 |
50 | 56 | ||||||||||
5.250%, 08/10/2020 (C) |
240 | 254 | ||||||||||
5.250%, 08/10/2020 |
100 | 106 | ||||||||||
4.375%, 10/30/2024 (C) |
564 | 563 | ||||||||||
Nacional del Cobre de Chile |
||||||||||||
6.150%, 10/24/2036 |
1,748 | 1,995 | ||||||||||
5.625%, 09/21/2035 |
880 | 947 | ||||||||||
5.625%, 10/18/2043 |
250 | 267 | ||||||||||
4.875%, 11/04/2044 (C) |
4,284 | 4,092 | ||||||||||
4.500%, 08/13/2023 (C) |
1,152 | 1,213 | ||||||||||
4.250%, 07/17/2042 |
265 | 234 | ||||||||||
3.875%, 11/03/2021 (C) |
403 | 414 | ||||||||||
3.000%, 07/17/2022 (C) |
1,950 | 1,873 | ||||||||||
Republic of Chile |
||||||||||||
5.500%, 08/05/2020 |
CLP | 323,000 | 539 | |||||||||
3.875%, 08/05/2020 |
1,207 | 1,307 | ||||||||||
3.125%, 03/27/2025 |
750 | 750 | ||||||||||
2.250%, 10/30/2022 |
3,981 | 3,842 | ||||||||||
VTR Finance |
||||||||||||
6.875%, 01/15/2024 (C) |
821 | 839 | ||||||||||
|
|
|||||||||||
20,767 | ||||||||||||
|
|
|||||||||||
China 1.2% |
||||||||||||
Amber Circle Funding |
||||||||||||
3.250%, 12/04/2022 |
850 | 835 | ||||||||||
China Cinda Finance MTN |
||||||||||||
4.250%, 04/23/2025 (C) |
600 | 573 | ||||||||||
CITIC |
||||||||||||
7.875%, 04/15/2049 (B) |
183 | 190 | ||||||||||
6.800%, 01/17/2023 |
2,100 | 2,428 |
Description | Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
CNOOC Curtis Funding No. 1 Pty |
||||||||||||
4.500%, 10/03/2023 |
650 | $ | 682 | |||||||||
CNOOC Finance |
||||||||||||
3.500%, 05/05/2025 |
234 | 225 | ||||||||||
Country Garden Holdings |
||||||||||||
7.875%, 05/27/2019 |
674 | 716 | ||||||||||
7.250%, 04/04/2021 |
319 | 323 | ||||||||||
Longfor Properties |
||||||||||||
6.750%, 01/29/2023 |
200 | 197 | ||||||||||
Sinochem Offshore Capital MTN |
||||||||||||
3.250%, 04/29/2019 (C) |
1,432 | 1,452 | ||||||||||
Sinochem Overseas Capital |
||||||||||||
4.500%, 11/12/2020 (C) |
891 | 942 | ||||||||||
4.500%, 11/12/2020 |
2,361 | 2,497 | ||||||||||
Sinopec Capital |
||||||||||||
3.125%, 04/24/2023 (C) |
1,019 | 975 | ||||||||||
Sinopec Group Overseas Development |
||||||||||||
4.375%, 10/17/2023 |
921 | 965 | ||||||||||
4.375%, 04/10/2024 (C) |
800 | 839 | ||||||||||
3.250%, 04/28/2025 (C) |
1,094 | 1,051 | ||||||||||
State Grid Overseas Investment |
||||||||||||
4.125%, 05/07/2024 (C) |
1,216 | 1,274 | ||||||||||
Three Gorges Finance I Cayman Islands |
||||||||||||
3.700%, 06/10/2025 (C) |
341 | 344 | ||||||||||
|
|
|||||||||||
16,508 | ||||||||||||
|
|
|||||||||||
Colombia 5.7% |
||||||||||||
Bogota Distrito Capital |
||||||||||||
9.750%, 07/26/2028 (C) |
COP | 8,820,000 | 4,030 | |||||||||
9.750%, 07/26/2028 |
COP | 370,000 | 169 | |||||||||
Citigroup Funding, CLN (Republic of Colombia) |
||||||||||||
11.000%, 07/27/2020 |
COP | 7,940,000 | 3,677 | |||||||||
Colombian TES |
||||||||||||
11.250%, 10/24/2018 |
COP | 69,800 | 31 | |||||||||
11.000%, 07/24/2020 |
COP | 227,500 | 105 | |||||||||
10.000%, 07/24/2024 |
COP | 2,909,100 | 1,321 | |||||||||
7.750%, 09/18/2030 |
COP | 27,355,800 | 10,264 | |||||||||
7.500%, 08/26/2026 |
COP | 8,163,400 | 3,084 | |||||||||
7.000%, 09/11/2019 |
COP | 1,593,400 | 637 | |||||||||
7.000%, 05/04/2022 |
COP | 864,000 | 335 | |||||||||
7.000%, 05/04/2022 |
COP | 580,000 | 225 | |||||||||
7.000%, 05/04/2022 |
COP | 22,627,000 | 8,766 | |||||||||
6.000%, 04/28/2028 |
COP | 12,792,700 | 4,186 | |||||||||
Ecopetrol |
||||||||||||
5.375%, 06/26/2026 |
717 | 710 | ||||||||||
Emgesa ESP |
||||||||||||
8.750%, 01/25/2021 |
COP | 1,450,000 | 592 | |||||||||
Empresas Publicas de Medellin ESP |
||||||||||||
8.375%, 02/01/2021 |
COP | 4,272,000 | 1,732 | |||||||||
7.625%, 09/10/2024 (C) |
COP | 3,971,000 | 1,479 | |||||||||
Financiera de Desarrollo Territorial Findeter |
||||||||||||
7.875%, 08/12/2024 (C) |
COP | 1,645,000 | 625 |
2 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
June 30, 2015
Description | Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
7.875%, 08/12/2024 |
COP | 884,000 | $ | 336 | ||||||||
JPMorgan, CLN (Republic of Columbia) |
||||||||||||
7.000%, 05/04/2022 |
COP | 2,087,000 | 809 | |||||||||
Pacific Rubiales Energy |
||||||||||||
7.250%, 12/12/2021 |
2,171 | 1,780 | ||||||||||
5.375%, 01/26/2019 |
900 | 739 | ||||||||||
5.125%, 03/28/2023 (C) |
326 | 233 | ||||||||||
Republic of Colombia |
||||||||||||
12.000%, 10/22/2015 |
COP | 1,531,000 | 600 | |||||||||
12.000%, 10/22/2015 |
COP | 1,484,000 | 581 | |||||||||
11.750%, 02/25/2020 |
1,587 | 2,158 | ||||||||||
10.375%, 01/28/2033 |
360 | 541 | ||||||||||
9.850%, 06/28/2027 |
COP | 777,000 | 367 | |||||||||
9.850%, 06/28/2027 |
COP | 5,078,000 | 2,397 | |||||||||
8.125%, 05/21/2024 |
1,190 | 1,525 | ||||||||||
7.750%, 04/14/2021 |
COP | 3,875,000 | 1,637 | |||||||||
7.375%, 03/18/2019 |
2,046 | 2,369 | ||||||||||
7.375%, 09/18/2037 |
7,239 | 8,922 | ||||||||||
6.125%, 01/18/2041 |
2,110 | 2,284 | ||||||||||
5.625%, 02/26/2044 |
870 | 881 | ||||||||||
5.000%, 06/15/2045 |
2,309 | 2,136 | ||||||||||
4.375%, 07/12/2021 |
4,457 | 4,662 | ||||||||||
4.375%, 03/21/2023 |
COP | 1,917,000 | 666 | |||||||||
4.375%, 03/21/2023 |
COP | 1,184,000 | 412 | |||||||||
4.000%, 02/26/2024 |
1,531 | 1,523 | ||||||||||
|
|
|||||||||||
79,526 | ||||||||||||
|
|
|||||||||||
Costa Rica 0.7% |
||||||||||||
Banco Nacional de Costa Rica |
||||||||||||
6.250%, 11/01/2023 (C) |
240 | 241 | ||||||||||
Instituto Costarricense de Electricidad |
||||||||||||
6.950%, 11/10/2021 |
400 | 420 | ||||||||||
6.375%, 05/15/2043 |
250 | 210 | ||||||||||
Republic of Costa Rica |
||||||||||||
7.158%, 03/12/2045 |
500 | 488 | ||||||||||
7.158%, 03/12/2045 (C) |
1,237 | 1,200 | ||||||||||
7.000%, 04/04/2044 |
1,400 | 1,355 | ||||||||||
7.000%, 04/04/2044 (C) |
3,101 | 3,000 | ||||||||||
4.375%, 04/30/2025 |
702 | 633 | ||||||||||
4.375%, 04/30/2025 (C) |
781 | 704 | ||||||||||
4.250%, 01/26/2023 |
766 | 707 | ||||||||||
|
|
|||||||||||
8,958 | ||||||||||||
|
|
|||||||||||
Croatia 0.5% |
||||||||||||
Government of Croatia |
||||||||||||
6.750%, 11/05/2019 |
790 | 869 | ||||||||||
6.625%, 07/14/2020 |
1,103 | 1,206 | ||||||||||
6.375%, 03/24/2021 (C) |
1,636 | 1,765 | ||||||||||
6.250%, 04/27/2017 (C) |
630 | 667 | ||||||||||
6.000%, 01/26/2024 (C) |
1,677 | 1,773 | ||||||||||
6.000%, 01/26/2024 |
100 | 106 | ||||||||||
5.875%, 07/09/2018 |
EUR | 150 | 182 | |||||||||
|
|
|||||||||||
6,568 | ||||||||||||
|
|
Description | Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
Dominican Republic 1.4% |
||||||||||||
Dominican Republic |
||||||||||||
15.950%, 06/04/2021 |
DOP | 3,800 | $ | 108 | ||||||||
11.500%, 05/10/2024 |
DOP | 55,000 | 1,343 | |||||||||
11.000%, 01/05/2018 |
DOP | 6,320 | 146 | |||||||||
11.000%, 07/30/2021 (C) |
DOP | 53,760 | 1,247 | |||||||||
9.040%, 01/23/2018 |
1,192 | 1,284 | ||||||||||
8.625%, 04/20/2027 |
1,407 | 1,681 | ||||||||||
7.500%, 05/06/2021 (C) |
1,830 | 2,054 | ||||||||||
7.500%, 05/06/2021 |
3,304 | 3,709 | ||||||||||
7.450%, 04/30/2044 (C) |
2,850 | 3,107 | ||||||||||
7.450%, 04/30/2044 |
1,015 | 1,109 | ||||||||||
6.850%, 01/27/2045 (C) |
1,699 | 1,733 | ||||||||||
6.850%, 01/27/2045 |
400 | 408 | ||||||||||
6.600%, 01/28/2024 |
882 | 950 | ||||||||||
5.875%, 04/18/2024 |
210 | 218 | ||||||||||
5.875%, 04/18/2024 (C) |
770 | 799 | ||||||||||
|
|
|||||||||||
19,896 | ||||||||||||
|
|
|||||||||||
Ecuador 0.9% |
||||||||||||
EP PetroEcuador via Noble Sovereign Funding I |
||||||||||||
5.897%, 09/24/2019 (B) |
3,466 | 3,068 | ||||||||||
Republic of Ecuador |
||||||||||||
10.500%, 03/24/2020 (C) |
3,770 | 3,779 | ||||||||||
9.375%, 12/15/2015 |
1,554 | 1,542 | ||||||||||
7.950%, 06/20/2024 |
5,350 | 4,775 | ||||||||||
|
|
|||||||||||
13,164 | ||||||||||||
|
|
|||||||||||
Egypt 0.3% |
||||||||||||
Government of Egypt |
||||||||||||
6.875%, 04/30/2040 |
734 | 717 | ||||||||||
5.875%, 06/11/2025 (C) |
3,442 | 3,361 | ||||||||||
|
|
|||||||||||
4,078 | ||||||||||||
|
|
|||||||||||
El Salvador 0.7% |
||||||||||||
Republic of El Salvador |
||||||||||||
8.250%, 04/10/2032 |
513 | 561 | ||||||||||
8.250%, 04/10/2032 |
267 | 292 | ||||||||||
7.750%, 01/24/2023 |
802 | 871 | ||||||||||
7.750%, 01/24/2023 |
708 | 769 | ||||||||||
7.650%, 06/15/2035 |
2,147 | 2,158 | ||||||||||
7.375%, 12/01/2019 |
400 | 434 | ||||||||||
6.375%, 01/18/2027 (C) |
1,217 | 1,177 | ||||||||||
6.375%, 01/18/2027 |
2,530 | 2,448 | ||||||||||
5.875%, 01/30/2025 (C) |
638 | 615 | ||||||||||
5.875%, 01/30/2025 |
210 | 201 | ||||||||||
|
|
|||||||||||
9,526 | ||||||||||||
|
|
|||||||||||
Ethiopia 0.0% |
||||||||||||
Federal Democratic Republic of Ethiopia |
||||||||||||
6.625%, 12/11/2024 (C) |
669 | 660 | ||||||||||
6.625%, 12/11/2024 |
600 | 592 | ||||||||||
|
|
|||||||||||
1,252 | ||||||||||||
|
|
|||||||||||
Gabon 0.1% |
||||||||||||
Gabonese Republic |
||||||||||||
8.200%, 12/12/2017 |
490 | 521 |
3 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
June 30, 2015
Description | Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
6.950%, 06/16/2025 (C) |
893 | $ | 886 | |||||||||
6.375%, 12/12/2024 (C) |
261 | 253 | ||||||||||
6.375%, 12/12/2024 |
255 | 246 | ||||||||||
|
|
|||||||||||
1,906 | ||||||||||||
|
|
|||||||||||
Georgia 0.3% |
||||||||||||
Georgian Railway JSC |
||||||||||||
7.750%, 07/11/2022 |
3,377 | 3,662 | ||||||||||
|
|
|||||||||||
Ghana 0.5% |
||||||||||||
Republic of Ghana |
||||||||||||
8.500%, 10/04/2017 (C) |
300 | 309 | ||||||||||
8.125%, 01/18/2026 |
2,890 | 2,630 | ||||||||||
8.125%, 01/18/2026 (C) |
2,604 | 2,370 | ||||||||||
7.875%, 08/07/2023 |
1,400 | 1,264 | ||||||||||
|
|
|||||||||||
6,573 | ||||||||||||
|
|
|||||||||||
Guatemala 0.1% |
||||||||||||
Comcel Trust |
||||||||||||
6.875%, 02/06/2024 (C) |
1,090 | 1,147 | ||||||||||
Guatemala Government Bond |
||||||||||||
4.875%, 02/13/2028 |
509 | 498 | ||||||||||
|
|
|||||||||||
1,645 | ||||||||||||
|
|
|||||||||||
Honduras 0.1% |
||||||||||||
Republic of Honduras |
||||||||||||
8.750%, 12/16/2020 |
1,018 | 1,153 | ||||||||||
|
|
|||||||||||
Hong Kong 0.1% |
||||||||||||
Shimao Property Holdings |
||||||||||||
8.125%, 01/22/2021 |
700 | 731 | ||||||||||
|
|
|||||||||||
Hungary 4.0% |
||||||||||||
Magyar Export-Import Bank |
||||||||||||
4.000%, 01/30/2020 (C) |
925 | 928 | ||||||||||
Republic of Hungary |
||||||||||||
7.750%, 08/24/2015 |
HUF | 33,320 | 119 | |||||||||
7.625%, 03/29/2041 |
6,428 | 8,518 | ||||||||||
7.500%, 11/12/2020 |
HUF | 262,990 | 1,133 | |||||||||
7.000%, 06/24/2022 |
HUF | 2,727,700 | 11,601 | |||||||||
6.750%, 11/24/2017 |
HUF | 31,310 | 124 | |||||||||
6.500%, 06/24/2019 |
HUF | 1,100,810 | 4,453 | |||||||||
6.375%, 03/29/2021 |
1,254 | 1,423 | ||||||||||
6.250%, 01/29/2020 |
770 | 862 | ||||||||||
6.000%, 11/24/2023 |
HUF | 200,030 | 816 | |||||||||
5.750%, 11/22/2023 |
4,802 | 5,318 | ||||||||||
5.500%, 12/22/2016 |
HUF | 555,220 | 2,087 | |||||||||
5.500%, 12/20/2018 |
HUF | 94,460 | 369 | |||||||||
5.500%, 06/24/2025 |
HUF | 1,695,740 | 6,750 | |||||||||
5.375%, 02/21/2023 |
3,127 | 3,382 | ||||||||||
5.375%, 03/25/2024 |
536 | 581 | ||||||||||
5.000%, 03/30/2016 |
GBP | 227 | 366 | |||||||||
4.125%, 02/19/2018 |
3,504 | 3,647 | ||||||||||
4.000%, 04/25/2018 |
HUF | 174,740 | 649 | |||||||||
4.000%, 03/25/2019 |
1,856 | 1,916 | ||||||||||
3.500%, 06/24/2020 |
125,550 | 455 |
Description | Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
3.500%, 06/24/2020 |
HUF | 121,180 | $ | 439 | ||||||||
2.500%, 06/22/2018 |
239,220 | 854 | ||||||||||
|
|
|||||||||||
56,790 | ||||||||||||
|
|
|||||||||||
India 0.1% |
||||||||||||
ABJA Investment Pte |
||||||||||||
5.950%, 07/31/2024 |
200 | 200 | ||||||||||
Export-Import Bank of India MTN |
||||||||||||
4.000%, 08/07/2017 |
200 | 208 | ||||||||||
Vedanta Resources |
||||||||||||
8.250%, 06/07/2021 (C) |
30 | 31 | ||||||||||
6.000%, 01/31/2019 (C) |
364 | 352 | ||||||||||
|
|
|||||||||||
791 | ||||||||||||
|
|
|||||||||||
Indonesia 8.4% |
||||||||||||
Deutsche Bank, CLN (Republic of Indonesia) |
||||||||||||
7.000%, 05/15/2022 |
IDR | 2,300,000 | 161 | |||||||||
7.000%, 05/15/2027 |
IDR | 2,300,000 | 156 | |||||||||
6.625%, 05/15/2033 |
IDR | 2,300,000 | 142 | |||||||||
Deutsche Bank MTN |
||||||||||||
7.000%, 05/17/2022 |
IDR | 9,000,000 | 628 | |||||||||
JPMorgan, CLN (Republic of Indonesia) |
||||||||||||
7.000%, 05/15/2022 |
IDR | 105,300,000 | 7,349 | |||||||||
6.625%, 05/15/2033 |
IDR | 3,100,000 | 192 | |||||||||
Majapahit Holding |
||||||||||||
8.000%, 08/07/2019 |
470 | 542 | ||||||||||
7.875%, 06/29/2037 (C) |
205 | 236 | ||||||||||
7.750%, 01/20/2020 |
894 | 1,034 | ||||||||||
Pelabuhan Indonesia III |
||||||||||||
4.875%, 10/01/2024 |
1,659 | 1,653 | ||||||||||
Pertamina Persero MTN |
||||||||||||
6.500%, 05/27/2041 (C) |
380 | 377 | ||||||||||
6.450%, 05/30/2044 (C) |
885 | 872 | ||||||||||
6.450%, 05/30/2044 |
439 | 434 | ||||||||||
6.000%, 05/03/2042 |
340 | 315 | ||||||||||
6.000%, 05/03/2042 (C) |
935 | 867 | ||||||||||
5.625%, 05/20/2043 |
3,882 | 3,445 | ||||||||||
5.250%, 05/23/2021 (C) |
500 | 518 | ||||||||||
4.875%, 05/03/2022 (C) |
220 | 222 | ||||||||||
Republic of Indonesia |
||||||||||||
12.800%, 06/15/2021 |
IDR | 210,000 | 19 | |||||||||
11.625%, 03/04/2019 |
1,674 | 2,193 | ||||||||||
11.625%, 03/04/2019 (C) |
975 | 1,277 | ||||||||||
11.625%, 03/04/2019 |
80 | 105 | ||||||||||
11.000%, 09/15/2025 |
IDR | 3,200,000 | 282 | |||||||||
9.000%, 03/15/2029 |
IDR | 167,545,000 | 13,245 | |||||||||
8.500%, 10/12/2035 |
1,000 | 1,350 | ||||||||||
8.500%, 10/12/2035 |
1,969 | 2,658 | ||||||||||
8.375%, 03/15/2024 |
IDR | 215,216,000 | 16,195 | |||||||||
8.375%, 09/15/2026 |
IDR | 580,000 | 44 | |||||||||
8.375%, 03/15/2034 |
IDR | 168,780,000 | 12,628 | |||||||||
8.250%, 06/15/2032 |
IDR | 17,369,000 | 1,273 | |||||||||
7.875%, 04/15/2019 |
IDR | 47,746,000 | 3,550 |
4 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
June 30, 2015
Description | Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
7.750%, 01/17/2038 |
1,478 | $ | 1,881 | |||||||||
7.750%, 01/17/2038 |
7,418 | 9,439 | ||||||||||
7.000%, 05/15/2022 |
IDR | 59,080,000 | 4,123 | |||||||||
6.875%, 01/17/2018 |
2,004 | 2,243 | ||||||||||
6.750%, 01/15/2044 (C) |
1,650 | 1,914 | ||||||||||
6.625%, 05/15/2033 |
IDR | 30,376,000 | 1,882 | |||||||||
6.625%, 02/17/2037 |
1,426 | 1,611 | ||||||||||
6.125%, 05/15/2028 |
IDR | 26,020,000 | 1,602 | |||||||||
5.875%, 01/15/2024 |
2,876 | 3,178 | ||||||||||
5.625%, 05/15/2023 |
IDR | 44,408,000 | 2,813 | |||||||||
5.250%, 01/17/2042 |
692 | 665 | ||||||||||
5.125%, 01/15/2045 (C) |
1,084 | 1,034 | ||||||||||
4.875%, 05/05/2021 |
1,051 | 1,115 | ||||||||||
4.875%, 05/05/2021 (C) |
200 | 212 | ||||||||||
4.125%, 01/15/2025 |
5,081 | 4,986 | ||||||||||
3.375%, 04/15/2023 (C) |
1,939 | 1,828 | ||||||||||
2.875%, 07/08/2021 (C) |
EUR | 594 | 666 | |||||||||
|
|
|||||||||||
115,154 | ||||||||||||
|
|
|||||||||||
Iraq 0.2% |
||||||||||||
Republic of Iraq |
||||||||||||
5.800%, 01/15/2028 |
3,280 | 2,652 | ||||||||||
|
|
|||||||||||
Israel 0.0% |
||||||||||||
Altice Financing |
||||||||||||
8.000%, 12/15/2019 |
EUR | 400 | 472 | |||||||||
|
|
|||||||||||
Italy 0.0% |
||||||||||||
Wind Acquisition Finance |
||||||||||||
4.750%, 07/15/2020 (C) |
49 | 48 | ||||||||||
|
|
|||||||||||
Ivory Coast 1.2% |
||||||||||||
Ivory Coast Government Bond |
||||||||||||
11.660%, 12/31/2032 |
7,396 | 6,935 | ||||||||||
11.660%, 12/31/2032 |
3,413 | 3,200 | ||||||||||
6.375%, 03/03/2028 (C) |
2,420 | 2,366 | ||||||||||
5.750%, 12/31/2032 |
1,100 | 1,031 | ||||||||||
5.375%, 07/23/2024 (C) |
2,769 | 2,596 | ||||||||||
|
|
|||||||||||
16,128 | ||||||||||||
|
|
|||||||||||
Jamaica 0.4% |
||||||||||||
Digicel Group |
||||||||||||
8.250%, 09/30/2020 |
2,200 | 2,205 | ||||||||||
7.125%, 04/01/2022 (C) |
1,040 | 988 | ||||||||||
Government of Jamaica |
||||||||||||
7.625%, 07/09/2025 |
2,911 | 3,260 | ||||||||||
|
|
|||||||||||
6,453 | ||||||||||||
|
|
|||||||||||
Kazakhstan 2.4% |
||||||||||||
Development Bank of Kazakhstan |
||||||||||||
4.125%, 12/10/2022 |
770 | 685 | ||||||||||
Halyk Savings Bank of Kazakhstan |
||||||||||||
7.250%, 01/28/2021 (C) |
400 | 412 | ||||||||||
7.250%, 01/28/2021 |
200 | 206 | ||||||||||
KazAgro National Management Holding |
||||||||||||
4.625%, 05/24/2023 |
3,830 | 3,370 |
Description | Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
Kazakhstan Temir Zholy Finance |
||||||||||||
6.950%, 07/10/2042 (C) |
250 | $ | 240 | |||||||||
KazMunayGas National MTN |
||||||||||||
9.125%, 07/02/2018 |
1,707 | 1,929 | ||||||||||
9.125%, 07/02/2018 (C) |
2,342 | 2,647 | ||||||||||
7.000%, 05/05/2020 (C) |
676 | 726 | ||||||||||
6.375%, 04/09/2021 |
365 | 382 | ||||||||||
6.375%, 04/09/2021 (C) |
6,341 | 6,640 | ||||||||||
6.000%, 11/07/2044 (C) |
605 | 514 | ||||||||||
5.750%, 04/30/2043 (C) |
3,133 | 2,606 | ||||||||||
5.750%, 04/30/2043 |
10,694 | 8,923 | ||||||||||
4.875%, 05/07/2025 (C) |
390 | 354 | ||||||||||
4.400%, 04/30/2023 (C) |
1,509 | 1,367 | ||||||||||
4.400%, 04/30/2023 |
1,022 | 931 | ||||||||||
Nostrum Oil & Gas Finance |
||||||||||||
6.375%, 02/14/2019 (C) |
362 | 342 | ||||||||||
Republic of Kazakhstan |
||||||||||||
6.375%, 10/06/2020 (C) |
600 | 627 | ||||||||||
Samruk-Energy JSC MTN |
||||||||||||
3.750%, 12/20/2017 |
500 | 485 | ||||||||||
Zhaikmunai Via Zhaikmunai International |
||||||||||||
7.125%, 11/13/2019 (C) |
282 | 267 | ||||||||||
|
|
|||||||||||
33,653 | ||||||||||||
|
|
|||||||||||
Kenya 0.6% |
||||||||||||
Kenya Government International Bond |
||||||||||||
6.875%, 06/24/2024 (C) |
3,822 | 3,878 | ||||||||||
6.875%, 06/24/2024 |
403 | 409 | ||||||||||
5.875%, 06/24/2019 (C) |
1,295 | 1,317 | ||||||||||
Kenya Infrastructure Bond |
||||||||||||
11.000%, 09/15/2025 |
KES | 230,000 | 2,170 | |||||||||
11.000%, 10/12/2026 |
20,000 | 185 | ||||||||||
|
|
|||||||||||
7,959 | ||||||||||||
|
|
|||||||||||
Kuwait 0.0% |
||||||||||||
NBK Tier 1 Financing |
||||||||||||
5.750%, 12/29/2049 (B) |
328 | 332 | ||||||||||
|
|
|||||||||||
Latvia 0.0% |
||||||||||||
Republic of Latvia |
||||||||||||
2.750%, 01/12/2020 |
459 | 458 | ||||||||||
|
|
|||||||||||
Lithuania 0.1% |
||||||||||||
Republic of Lithuania |
||||||||||||
7.375%, 02/11/2020 |
462 | 549 | ||||||||||
6.625%, 02/01/2022 |
200 | 238 | ||||||||||
6.125%, 03/09/2021 (C) |
1,424 | 1,639 | ||||||||||
|
|
|||||||||||
2,426 | ||||||||||||
|
|
|||||||||||
Malaysia 5.2% |
||||||||||||
1MDB Global Investments |
||||||||||||
4.400%, 03/09/2023 |
3,100 | 2,713 | ||||||||||
Malaysia Government Bond |
||||||||||||
5.248%, 09/15/2028 (C) |
MYR | 1,050 | 307 | |||||||||
4.935%, 09/30/2043 |
MYR | 6,200 | 1,690 | |||||||||
4.498%, 04/15/2030 |
MYR | 1,240 | 339 |
5 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
June 30, 2015
Description | Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
4.392%, 04/15/2026 |
MYR | 10,601 | $ | 2,863 | ||||||||
4.378%, 11/29/2019 |
MYR | 1,353 | 370 | |||||||||
4.262%, 09/15/2016 |
MYR | 20,610 | 5,536 | |||||||||
4.181%, 07/15/2024 |
MYR | 28,507 | 7,651 | |||||||||
4.160%, 07/15/2021 |
MYR | 4,769 | 1,290 | |||||||||
4.048%, 09/30/2021 |
MYR | 4,330 | 1,162 | |||||||||
4.012%, 09/15/2017 |
MYR | 900 | 242 | |||||||||
3.955%, 09/15/2025 |
2,900 | 764 | ||||||||||
3.892%, 03/15/2027 |
MYR | 1,369 | 354 | |||||||||
3.889%, 07/31/2020 |
MYR | 6,983 | 1,865 | |||||||||
3.844%, 04/15/2033 |
MYR | 1,770 | 442 | |||||||||
3.835%, 08/12/2015 |
MYR | 4,097 | 1,087 | |||||||||
3.654%, 10/31/2019 |
MYR | 11,780 | 3,123 | |||||||||
3.580%, 09/28/2018 |
MYR | 4,747 | 1,260 | |||||||||
3.502%, 05/31/2027 |
MYR | 1,050 | 261 | |||||||||
3.492%, 03/31/2020 |
MYR | 22,299 | 5,861 | |||||||||
3.480%, 03/15/2023 |
MYR | 14,448 | 3,706 | |||||||||
3.418%, 08/15/2022 |
MYR | 15,169 | 3,892 | |||||||||
3.314%, 10/31/2017 |
MYR | 39,479 | 10,479 | |||||||||
3.260%, 03/01/2018 |
MYR | 18,210 | 4,801 | |||||||||
3.197%, 10/15/2015 |
MYR | 8,823 | 2,341 | |||||||||
3.172%, 07/15/2016 |
MYR | 5,310 | 1,409 | |||||||||
Malaysia Government Investment |
||||||||||||
4.444%, 05/22/2024 |
MYR | 11,600 | 3,142 | |||||||||
Petronas Capital MTN |
||||||||||||
4.500%, 03/18/2045 (C) |
1,010 | 977 | ||||||||||
3.500%, 03/18/2025 (C) |
2,829 | 2,799 | ||||||||||
|
|
|||||||||||
72,726 | ||||||||||||
|
|
|||||||||||
Mexico 8.9% |
||||||||||||
America Movil |
||||||||||||
7.125%, 12/09/2024 |
MXN | 18,110 | 1,119 | |||||||||
6.000%, 06/09/2019 |
MXN | 12,420 | 792 | |||||||||
BBVA Bancomer |
||||||||||||
6.750%, 09/30/2022 (C) |
500 | 551 | ||||||||||
Cemex |
||||||||||||
6.125%, 05/05/2025 (C) |
1,241 | 1,224 | ||||||||||
5.700%, 01/11/2025 (C) |
213 | 203 | ||||||||||
Cemex Finance |
||||||||||||
9.375%, 10/12/2022 |
1,500 | 1,671 | ||||||||||
9.375%, 10/12/2022 (C) |
618 | 688 | ||||||||||
6.000%, 04/01/2024 (C) |
77 | 76 | ||||||||||
Comision Federal de Electricidad |
||||||||||||
7.350%, 11/25/2025 |
21,225 | 1,308 | ||||||||||
5.750%, 02/14/2042 (C) |
500 | 488 | ||||||||||
4.875%, 01/15/2024 (C) |
237 | 242 | ||||||||||
Fermaca Enterprises S de RL |
||||||||||||
6.375%, 03/30/2038 (C) |
358 | 364 | ||||||||||
JB y |
||||||||||||
3.750%, 05/13/2025 (C) |
311 | 302 | ||||||||||
Mexican Bonos |
||||||||||||
7.750%, 11/23/2034 |
MXN | 1,846 | 131 | |||||||||
7.750%, 11/13/2042 |
MXN | 3,280 | 233 | |||||||||
7.500%, 06/03/2027 |
MXN | 39,023 | 2,732 |
Description | Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
6.500%, 06/09/2022 |
MXN | 60,549 | $ | 3,998 | ||||||||
6.250%, 06/16/2016 |
MXN | 30,049 | 1,966 | |||||||||
5.000%, 06/15/2017 |
MXN | 39,491 | 2,559 | |||||||||
5.000%, 12/11/2019 |
52,380 | 3,311 | ||||||||||
Mexican Bonos, Ser M10 |
||||||||||||
8.500%, 12/13/2018 |
MXN | 16,050 | 1,141 | |||||||||
8.000%, 12/17/2015 |
MXN | 37,960 | 2,472 | |||||||||
7.750%, 12/14/2017 |
MXN | 44,191 | 3,041 | |||||||||
7.250%, 12/15/2016 |
MXN | 51,369 | 3,431 | |||||||||
Mexican Bonos, Ser M20 |
||||||||||||
10.000%, 12/05/2024 |
MXN | 279,970 | 22,847 | |||||||||
8.500%, 05/31/2029 |
MXN | 15,768 | 1,197 | |||||||||
8.000%, 12/07/2023 |
MXN | 11,575 | 834 | |||||||||
7.750%, 05/29/2031 |
MXN | 73,086 | 5,195 | |||||||||
Mexican Bonos, Ser M30 |
||||||||||||
10.000%, 11/20/2036 |
MXN | 8,900 | 776 | |||||||||
8.500%, 11/18/2038 |
MXN | 67,335 | 5,133 | |||||||||
Mexican Udibonos |
||||||||||||
2.500%, 12/10/2020 |
MXN | 6,273 | 2,145 | |||||||||
2.000%, 06/09/2022 |
MXN | 1,471 | 477 | |||||||||
Mexico Cetes |
||||||||||||
0.000%, 03/03/2016 (E) |
MXN | 1,131,090 | 7,048 | |||||||||
Petroleos Mexicanos MTN |
||||||||||||
7.190%, 09/12/2024 |
MXN | 55,630 | 3,426 | |||||||||
6.625%, 06/15/2035 |
3,450 | 3,683 | ||||||||||
6.500%, 06/02/2041 |
572 | 595 | ||||||||||
6.375%, 01/23/2045 (C) |
806 | 827 | ||||||||||
4.250%, 01/15/2025 (C) |
560 | 545 | ||||||||||
4.250%, 01/15/2025 |
3,625 | 3,530 | ||||||||||
3.500%, 01/30/2023 (C) |
185 | 175 | ||||||||||
Petroloes Mexicanos MTN |
||||||||||||
5.625%, 01/23/2046 (C) |
1,193 | 1,114 | ||||||||||
Sixsigma Networks Mexico |
||||||||||||
8.250%, 11/07/2021 (C) |
465 | 481 | ||||||||||
Southern Copper |
||||||||||||
3.875%, 04/23/2025 |
680 | 655 | ||||||||||
Trust F |
||||||||||||
5.250%, 12/15/2024 (C) (F) |
1,080 | 1,123 | ||||||||||
United Mexican States MTN |
||||||||||||
7.500%, 04/08/2033 |
336 | 452 | ||||||||||
6.050%, 01/11/2040 |
1,548 | 1,765 | ||||||||||
5.750%, 10/12/2110 |
468 | 460 | ||||||||||
5.550%, 01/21/2045 |
6,482 | 6,895 | ||||||||||
4.750%, 03/08/2044 |
2,218 | 2,107 | ||||||||||
4.600%, 01/23/2046 |
4,551 | 4,210 | ||||||||||
4.000%, 10/02/2023 |
3,394 | 3,487 | ||||||||||
3.600%, 01/30/2025 |
5,377 | 5,302 | ||||||||||
3.500%, 01/21/2021 |
507 | 517 | ||||||||||
United Mexican States, Ser A MTN |
||||||||||||
6.750%, 09/27/2034 |
3,474 | 4,360 | ||||||||||
|
|
|||||||||||
125,404 | ||||||||||||
|
|
6 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
June 30, 2015
Description |
Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
Mongolia 0.8% |
||||||||||||
Development Bank of Mongolia MTN |
||||||||||||
5.750%, 03/21/2017 |
902 | $ | 884 | |||||||||
Mongolia Government Bond MTN |
||||||||||||
5.125%, 12/05/2022 |
7,907 | 7,136 | ||||||||||
5.125%, 12/05/2022 |
481 | 434 | ||||||||||
4.125%, 01/05/2018 |
2,556 | 2,447 | ||||||||||
Trade & Development Bank of Mongolia MTN |
||||||||||||
9.375%, 05/19/2020 (C) |
355 | 378 | ||||||||||
|
|
|||||||||||
11,279 | ||||||||||||
|
|
|||||||||||
Montenegro 0.0% |
||||||||||||
Republic of Montenegro |
||||||||||||
7.875%, 09/14/2015 |
EUR | 120 | 134 | |||||||||
5.375%, 05/20/2019 |
EUR | 399 | 447 | |||||||||
|
|
|||||||||||
581 | ||||||||||||
|
|
|||||||||||
Morocco 0.1% |
||||||||||||
Kingdom of Morocco |
||||||||||||
5.500%, 12/11/2042 |
900 | 911 | ||||||||||
5.500%, 12/11/2042 (C) |
200 | 202 | ||||||||||
4.250%, 12/11/2022 (C) |
287 | 293 | ||||||||||
OCP |
||||||||||||
5.625%, 04/25/2024 (C) |
305 | 318 | ||||||||||
4.500%, 10/22/2025 (C) |
543 | 515 | ||||||||||
|
|
|||||||||||
2,239 | ||||||||||||
|
|
|||||||||||
Mozambique 0.0% |
||||||||||||
EMATUM Via Mozambique EMATUM Finance 2020 |
||||||||||||
6.305%, 09/11/2020 |
649 | 603 | ||||||||||
|
|
|||||||||||
Nigeria 0.5% |
||||||||||||
Republic of Nigeria |
||||||||||||
16.390%, 01/27/2022 |
NGN | 111,580 | 596 | |||||||||
16.000%, 06/29/2019 |
NGN | 168,722 | 874 | |||||||||
15.100%, 04/27/2017 |
NGN | 23,192 | 117 | |||||||||
14.200%, 03/14/2024 |
NGN | 124,767 | 610 | |||||||||
6.750%, 01/28/2021 (C) |
550 | 569 | ||||||||||
6.750%, 01/28/2021 |
2,902 | 3,000 | ||||||||||
6.375%, 07/12/2023 |
2,200 | 2,209 | ||||||||||
|
|
|||||||||||
7,975 | ||||||||||||
|
|
|||||||||||
Pakistan 0.3% |
||||||||||||
Republic of Pakistan |
||||||||||||
8.250%, 04/15/2024 |
3,400 | 3,698 | ||||||||||
7.250%, 04/15/2019 (C) |
500 | 524 | ||||||||||
7.125%, 03/31/2016 |
500 | 513 | ||||||||||
6.875%, 06/01/2017 |
430 | 447 | ||||||||||
6.875%, 06/01/2017 |
100 | 104 | ||||||||||
|
|
|||||||||||
5,286 | ||||||||||||
|
|
|||||||||||
Panama 1.1% |
||||||||||||
Panama Notas del Tesoro |
||||||||||||
4.875%, 02/05/2021 |
704 | 750 | ||||||||||
Republic of Panama |
||||||||||||
9.375%, 01/16/2023 |
560 | 769 |
Description |
Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
9.375%, 04/01/2029 |
3,456 | $ | 5,115 | |||||||||
8.875%, 09/30/2027 |
1,070 | 1,514 | ||||||||||
8.125%, 04/28/2034 |
2,128 | 2,857 | ||||||||||
6.700%, 01/26/2036 |
1,350 | 1,667 | ||||||||||
4.300%, 04/29/2053 |
130 | 113 | ||||||||||
4.000%, 09/22/2024 |
901 | 906 | ||||||||||
3.750%, 03/16/2025 |
512 | 504 | ||||||||||
|
|
|||||||||||
14,195 | ||||||||||||
|
|
|||||||||||
Paraguay 0.6% |
||||||||||||
Republic of Paraguay |
||||||||||||
6.100%, 08/11/2044 (C) |
1,536 | 1,559 | ||||||||||
6.100%, 08/11/2044 |
861 | 874 | ||||||||||
4.625%, 01/25/2023 (C) |
737 | 744 | ||||||||||
4.625%, 01/25/2023 |
3,216 | 3,248 | ||||||||||
Telefonica Celular del Paraguay |
||||||||||||
6.750%, 12/13/2022 |
200 | 207 | ||||||||||
6.750%, 12/13/2022 |
200 | 207 | ||||||||||
|
|
|||||||||||
6,839 | ||||||||||||
|
|
|||||||||||
Peru 1.5% |
||||||||||||
Abengoa Transmision Sur |
||||||||||||
6.875%, 04/30/2043 (C) |
273 | 303 | ||||||||||
BBVA Banco Continental |
||||||||||||
5.250%, 09/22/2029 (B) (C) |
651 | 660 | ||||||||||
Peru Enhanced Pass-Through Finance |
||||||||||||
4.648%, 06/02/2025 (C) (E) |
1,000 | 748 | ||||||||||
2.265%, 05/31/2018 (E) |
81 | 77 | ||||||||||
2.007%, 05/31/2018 (C) (E) |
218 | 208 | ||||||||||
Republic of Peru |
||||||||||||
8.750%, 11/21/2033 |
3,637 | 5,492 | ||||||||||
8.200%, 08/12/2026 |
PEI | 4,268 | 1,501 | |||||||||
7.350%, 07/21/2025 |
1,344 | 1,754 | ||||||||||
6.950%, 08/12/2031 |
PEI | 6,696 | 2,062 | |||||||||
6.950%, 08/12/2031 |
PEI | 11,078 | 3,412 | |||||||||
6.850%, 02/12/2042 |
PEI | 613 | 182 | |||||||||
6.550%, 03/14/2037 |
778 | 969 | ||||||||||
5.700%, 08/12/2024 (C) |
PEI | 10,512 | 3,122 | |||||||||
5.700%, 08/12/2024 |
PEI | 3,584 | 1,074 | |||||||||
|
|
|||||||||||
21,564 | ||||||||||||
|
|
|||||||||||
Philippines 0.3% |
||||||||||||
Development Bank of Philippines |
||||||||||||
5.500%, 03/25/2021 |
330 | 366 | ||||||||||
National Power |
||||||||||||
9.625%, 05/15/2028 |
1,100 | 1,672 | ||||||||||
Republic of Philippines |
||||||||||||
6.375%, 01/15/2032 |
1,360 | 1,763 | ||||||||||
4.200%, 01/21/2024 |
474 | 517 | ||||||||||
3.900%, 11/26/2022 |
PHP | 45,000 | 988 | |||||||||
|
|
|||||||||||
5,306 | ||||||||||||
|
|
|||||||||||
Poland 2.0% |
||||||||||||
Republic of Poland |
||||||||||||
4.000%, 10/25/2023 |
PLN | 11,538 | 3,248 | |||||||||
4.000%, 01/22/2024 |
682 | 714 | ||||||||||
3.250%, 07/25/2025 |
PLN | 18,890 | 5,010 |
7 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
June 30, 2015
Description | Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
3.000%, 08/24/2016 |
PLN | 9,171 | $ | 2,508 | ||||||||
2.750%, 08/25/2023 |
PLN | 16,998 | 4,972 | |||||||||
2.500%, 07/25/2018 |
PLN | 4,970 | 1,330 | |||||||||
1.545%, 01/25/2016 (E) |
PLN | 11,378 | 2,998 | |||||||||
0.000%, 07/25/2017 (E) |
800 | 204 | ||||||||||
Republic of Poland, Ser 0922 |
||||||||||||
5.750%, 09/23/2022 |
PLN | 11,501 | 3,570 | |||||||||
Republic of Poland, Ser 1017 |
||||||||||||
5.250%, 10/25/2017 |
PLN | 7,330 | 2,090 | |||||||||
|
|
|||||||||||
26,644 | ||||||||||||
|
|
|||||||||||
Qatar 0.3% |
||||||||||||
Ooredoo International Finance |
||||||||||||
7.875%, 06/10/2019 |
665 | 804 | ||||||||||
State of Qatar |
||||||||||||
6.400%, 01/20/2040 |
2,150 | 2,774 | ||||||||||
|
|
|||||||||||
3,578 | ||||||||||||
|
|
|||||||||||
Romania 2.2% |
||||||||||||
Government of Romania MTN |
||||||||||||
6.750%, 02/07/2022 (C) |
350 | 409 | ||||||||||
6.750%, 02/07/2022 |
5,071 | 5,920 | ||||||||||
6.125%, 01/22/2044 |
690 | 773 | ||||||||||
5.950%, 06/11/2021 |
RON | 13,520 | 3,809 | |||||||||
5.850%, 04/26/2023 |
RON | 5,840 | 1,625 | |||||||||
5.750%, 04/29/2020 |
15,130 | 4,207 | ||||||||||
5.750%, 04/29/2020 |
RON | 810 | 225 | |||||||||
4.875%, 01/22/2024 (C) |
1,424 | 1,508 | ||||||||||
4.875%, 01/22/2024 |
597 | 631 | ||||||||||
4.750%, 08/29/2016 |
RON | 8,980 | 2,311 | |||||||||
4.750%, 06/24/2019 |
RON | 20,360 | 5,435 | |||||||||
4.750%, 02/24/2025 |
RON | 4,900 | 1,274 | |||||||||
4.375%, 08/22/2023 |
1,462 | 1,499 | ||||||||||
4.375%, 08/22/2023 (C) |
539 | 552 | ||||||||||
|
|
|||||||||||
30,178 | ||||||||||||
|
|
|||||||||||
Russia 6.5% |
||||||||||||
Alfa Bank Via Alfa Bond Issuance |
||||||||||||
7.750%, 04/28/2021 |
1,500 | 1,477 | ||||||||||
EDC Finance |
||||||||||||
4.875%, 04/17/2020 |
1,300 | 1,135 | ||||||||||
Gaz Capital |
||||||||||||
6.510%, 03/07/2022 (C) |
224 | 224 | ||||||||||
Gazprom Neft OAO Via GPN Capital |
||||||||||||
4.375%, 09/19/2022 (C) |
230 | 195 | ||||||||||
Gazprom OAO Via Gaz Capital |
||||||||||||
9.250%, 04/23/2019 |
3,575 | 3,968 | ||||||||||
9.250%, 04/23/2019 (C) |
381 | 423 | ||||||||||
4.950%, 07/19/2022 (C) |
157 | 144 | ||||||||||
4.300%, 11/12/2015 (C) |
533 | 536 | ||||||||||
Lukoil International Finance |
||||||||||||
3.416%, 04/24/2018 (C) |
180 | 173 | ||||||||||
Ritekro |
||||||||||||
12.950%, 11/07/2022 (E) (G) (H) |
914 | 457 |
Description | Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
Rosneft Oil via Rosneft International Finance |
||||||||||||
3.149%, 03/06/2017 (C) |
7 | $ | 7 | |||||||||
Russian Federal Bond - OFZ |
||||||||||||
8.150%, 02/03/2027 |
RUB | 34,254 | 510 | |||||||||
7.600%, 04/14/2021 |
RUB | 621,334 | 9,585 | |||||||||
7.600%, 07/20/2022 |
RUB | 415,187 | 6,275 | |||||||||
7.500%, 03/15/2018 |
RUB | 320,194 | 5,306 | |||||||||
7.500%, 02/27/2019 |
RUB | 602,354 | 9,725 | |||||||||
7.400%, 04/19/2017 |
RUB | 70,000 | 1,191 | |||||||||
7.400%, 06/14/2017 |
RUB | 52,000 | 881 | |||||||||
7.350%, 01/20/2016 |
RUB | 80,000 | 1,413 | |||||||||
7.050%, 01/19/2028 |
RUB | 165,852 | 2,233 | |||||||||
7.000%, 01/25/2023 |
RUB | 233,026 | 3,365 | |||||||||
7.000%, 08/16/2023 |
RUB | 193,574 | 2,760 | |||||||||
6.900%, 08/03/2016 |
RUB | 48,434 | 838 | |||||||||
6.800%, 12/11/2019 |
RUB | 86,684 | 1,336 | |||||||||
6.700%, 05/15/2019 |
RUB | 308,062 | 4,813 | |||||||||
6.500%, 12/03/2014 (D) |
RUB | 22,770 | 333 | |||||||||
6.400%, 05/27/2020 |
RUB | 30,800 | 460 | |||||||||
6.200%, 01/31/2018 |
RUB | 304,954 | 4,918 | |||||||||
Russian Foreign Bond - Eurobond |
||||||||||||
7.850%, 03/10/2018 |
RUB | 120,000 | 1,981 | |||||||||
5.625%, 04/04/2042 |
2,600 | 2,444 | ||||||||||
5.000%, 04/29/2020 |
9,300 | 9,545 | ||||||||||
4.875%, 09/16/2023 |
3,000 | 2,967 | ||||||||||
4.875%, 09/16/2023 (C) |
1,200 | 1,187 | ||||||||||
4.500%, 04/04/2022 |
600 | 587 | ||||||||||
3.625%, 09/16/2020 |
700 | 774 | ||||||||||
3.500%, 01/16/2019 |
600 | 590 | ||||||||||
3.250%, 04/04/2017 |
1,200 | 1,224 | ||||||||||
VEB-Leasing Via VEB Leasing Investment |
||||||||||||
5.125%, 05/27/2016 |
320 | 323 | ||||||||||
Vimpel Communications Via VIP Finance Ireland |
||||||||||||
7.748%, 02/02/2021 (C) |
429 | 431 | ||||||||||
VimpelCom Holdings |
||||||||||||
7.504%, 03/01/2022 (C) |
1,061 | 1,037 | ||||||||||
5.950%, 02/13/2023 (C) |
95 | 84 | ||||||||||
5.200%, 02/13/2019 (C) |
500 | 477 | ||||||||||
Vnesheconombank Via VEB Finance |
||||||||||||
6.902%, 07/09/2020 |
1,310 | 1,271 | ||||||||||
6.800%, 11/22/2025 |
2,205 | 1,984 | ||||||||||
6.800%, 11/22/2025 (C) |
150 | 135 | ||||||||||
5.450%, 11/22/2017 (C) |
400 | 400 | ||||||||||
|
|
|||||||||||
92,122 | ||||||||||||
|
|
|||||||||||
Senegal 0.5% |
||||||||||||
Republic of Senegal |
||||||||||||
8.750%, 05/13/2021 |
790 | 877 | ||||||||||
8.750%, 05/13/2021 (C) |
540 | 600 | ||||||||||
6.250%, 07/30/2024 |
5,820 | 5,576 | ||||||||||
6.250%, 07/30/2024 (C) |
426 | 408 | ||||||||||
|
|
|||||||||||
7,461 | ||||||||||||
|
|
8 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
June 30, 2015
Description | Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
Serbia 0.3% |
||||||||||||
Republic of Serbia |
||||||||||||
7.250%, 09/28/2021 (C) |
200 | $ | 224 | |||||||||
7.250%, 09/28/2021 |
2,569 | 2,877 | ||||||||||
5.875%, 12/03/2018 |
815 | 857 | ||||||||||
5.875%, 12/03/2018 (C) |
530 | 557 | ||||||||||
4.875%, 02/25/2020 (C) |
246 | 248 | ||||||||||
4.875%, 02/25/2020 |
200 | 202 | ||||||||||
|
|
|||||||||||
4,965 | ||||||||||||
|
|
|||||||||||
Singapore 0.0% |
||||||||||||
ABJA Investment Pte |
||||||||||||
5.950%, 07/31/2024 |
472 | 473 | ||||||||||
|
|
|||||||||||
Slovenia 0.6% |
||||||||||||
Slovenia Government International Bond |
||||||||||||
5.850%, 05/10/2023 |
1,800 | 2,037 | ||||||||||
5.250%, 02/18/2024 |
5,680 | 6,191 | ||||||||||
4.125%, 02/18/2019 |
900 | 936 | ||||||||||
|
|
|||||||||||
9,164 | ||||||||||||
|
|
|||||||||||
South Africa 5.5% |
||||||||||||
Eskom Holdings MTN |
||||||||||||
7.125%, 02/11/2025 (C) |
6,531 | 6,608 | ||||||||||
6.750%, 08/06/2023 |
1,100 | 1,111 | ||||||||||
6.750%, 08/06/2023 (C) |
1,289 | 1,307 | ||||||||||
5.750%, 01/26/2021 |
1,100 | 1,078 | ||||||||||
Republic of South Africa |
||||||||||||
10.500%, 12/21/2026 |
ZAR | 125,230 | 12,009 | |||||||||
8.750%, 01/31/2044 |
ZAR | 23,470 | 1,894 | |||||||||
8.750%, 02/28/2048 |
ZAR | 36,920 | 2,980 | |||||||||
8.500%, 01/31/2037 |
ZAR | 44,123 | 3,488 | |||||||||
8.250%, 09/15/2017 |
ZAR | 29,822 | 2,507 | |||||||||
8.250%, 03/31/2032 |
ZAR | 70,090 | 5,463 | |||||||||
8.000%, 12/21/2018 |
ZAR | 5,380 | 449 | |||||||||
8.000%, 01/31/2030 |
ZAR | 167,076 | 12,988 | |||||||||
7.750%, 02/28/2023 |
ZAR | 25,582 | 2,060 | |||||||||
7.250%, 01/15/2020 |
ZAR | 33,382 | 2,695 | |||||||||
7.000%, 02/28/2031 |
ZAR | 42,150 | 2,957 | |||||||||
6.875%, 05/27/2019 |
580 | 660 | ||||||||||
6.750%, 03/31/2021 |
ZAR | 31,200 | 2,432 | |||||||||
6.500%, 02/28/2041 |
ZAR | 23,065 | 1,445 | |||||||||
6.250%, 03/31/2036 |
ZAR | 53,179 | 3,302 | |||||||||
5.875%, 09/16/2025 (I) |
6,137 | 6,799 | ||||||||||
Transnet SOC MTN |
||||||||||||
9.500%, 05/13/2021 (C) |
ZAR | 13,360 | 1,083 | |||||||||
ZAR Sovereign Capital Fund Propriety |
||||||||||||
3.903%, 06/24/2020 (C) |
1,046 | 1,059 | ||||||||||
|
|
|||||||||||
76,374 | ||||||||||||
|
|
|||||||||||
Sri Lanka 0.6% |
||||||||||||
Republic of Sri Lanka |
||||||||||||
6.250%, 10/04/2020 (C) |
694 | 711 | ||||||||||
6.125%, 06/03/2025 (C) |
2,005 | 1,973 | ||||||||||
6.000%, 01/14/2019 |
2,140 | 2,185 | ||||||||||
5.875%, 07/25/2022 |
1,020 | 1,002 |
Description | Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
5.875%, 07/25/2022 (C) |
724 | $ | 711 | |||||||||
|
|
|||||||||||
6,582 | ||||||||||||
|
|
|||||||||||
Supra-National 0.2% |
||||||||||||
European Investment Bank MTN |
||||||||||||
8.500%, 09/17/2024 |
ZAR | 9,200 | 741 | |||||||||
Inter-American Development Bank MTN |
||||||||||||
7.350%, 09/12/2018 |
IDR | 20,140,000 | 1,456 | |||||||||
|
|
|||||||||||
2,197 | ||||||||||||
|
|
|||||||||||
Thailand 2.2% |
||||||||||||
PTT Exploration & Production |
||||||||||||
4.875%, 06/18/2019 (B) (C) |
295 | 296 | ||||||||||
Thailand Government Bond |
||||||||||||
5.670%, 03/13/2028 |
THB | 3,000 | 110 | |||||||||
4.875%, 06/22/2029 |
THB | 4,979 | 171 | |||||||||
3.875%, 06/13/2019 |
THB | 130,520 | 4,114 | |||||||||
3.850%, 12/12/2025 |
THB | 91,963 | 2,937 | |||||||||
3.650%, 12/17/2021 |
THB | 299,110 | 9,376 | |||||||||
3.625%, 06/16/2023 |
THB | 310,880 | 9,672 | |||||||||
3.580%, 12/17/2027 |
THB | 62,700 | 1,910 | |||||||||
1.250%, 03/12/2028 |
THB | 23,343 | 624 | |||||||||
1.200%, 07/14/2021 |
THB | 71,513 | 2,040 | |||||||||
|
|
|||||||||||
31,250 | ||||||||||||
|
|
|||||||||||
Trinidad & Tobago 0.1% |
||||||||||||
Republic of Trinidad & Tobago |
||||||||||||
4.375%, 01/16/2024 (C) (I) |
1,316 | 1,412 | ||||||||||
|
|
|||||||||||
Tunisia 0.1% |
||||||||||||
Banque Centrale de Tunisie |
||||||||||||
5.750%, 01/30/2025 (C) |
1,298 | 1,267 | ||||||||||
|
|
|||||||||||
Turkey 6.5% |
||||||||||||
Export Credit Bank of Turkey |
||||||||||||
5.875%, 04/24/2019 (C) |
200 | 211 | ||||||||||
5.000%, 09/23/2021 (C) |
538 | 541 | ||||||||||
Finansbank MTN |
||||||||||||
6.250%, 04/30/2019 (C) |
1,342 | 1,353 | ||||||||||
Republic of Turkey |
||||||||||||
11.875%, 01/15/2030 |
900 | 1,514 | ||||||||||
10.700%, 02/24/2016 |
TRY | 4,760 | 1,785 | |||||||||
10.500%, 01/15/2020 |
TRY | 4,340 | 1,695 | |||||||||
10.400%, 03/27/2019 |
TRY | 3,560 | 1,367 | |||||||||
10.400%, 03/20/2024 |
TRY | 2,250 | 902 | |||||||||
9.500%, 01/12/2022 |
TRY | 8,610 | 3,244 | |||||||||
9.000%, 01/27/2016 |
TRY | 10,200 | 3,788 | |||||||||
9.000%, 03/08/2017 |
TRY | 10,845 | 4,016 | |||||||||
9.000%, 07/24/2024 |
TRY | 21,228 | 7,852 | |||||||||
8.800%, 11/14/2018 |
TRY | 4,572 | 1,674 | |||||||||
8.500%, 07/10/2019 |
TRY | 18,266 | 6,627 | |||||||||
8.500%, 09/14/2022 |
TRY | 13,148 | 4,711 | |||||||||
8.300%, 10/07/2015 |
TRY | 5,088 | 1,893 | |||||||||
8.300%, 06/20/2018 |
TRY | 14,151 | 5,124 | |||||||||
8.200%, 07/13/2016 |
TRY | 8,477 | 3,114 | |||||||||
8.000%, 03/12/2025 |
4,469 | 1,541 |
9 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
June 30, 2015
Description |
Face Amount (Thousands) (1) |
Market Value ($ Thousands) |
||||||||||
8.000%, 02/14/2034 |
1,350 | $ | 1,741 | |||||||||
7.400%, 02/05/2020 |
19,160 | 6,623 | ||||||||||
7.375%, 02/05/2025 |
3,051 | 3,661 | ||||||||||
7.100%, 03/08/2023 |
TRY | 6,560 | 2,172 | |||||||||
7.000%, 06/05/2020 |
3,187 | 3,638 | ||||||||||
6.875%, 03/17/2036 |
3,637 | 4,219 | ||||||||||
6.750%, 04/03/2018 |
1,374 | 1,515 | ||||||||||
6.750%, 05/30/2040 |
2,513 | 2,890 | ||||||||||
6.300%, 02/14/2018 |
TRY | 1,090 | 378 | |||||||||
6.250%, 09/26/2022 |
2,867 | 3,189 | ||||||||||
6.000%, 01/14/2041 |
1,086 | 1,144 | ||||||||||
5.625%, 03/30/2021 |
1,912 | 2,061 | ||||||||||
5.125%, 03/25/2022 (I) |
573 | 600 | ||||||||||
4.250%, 04/14/2026 |
1,278 | 1,218 | ||||||||||
TC Ziraat Bankasi |
||||||||||||
4.250%, 07/03/2019 (C) |
1,440 | 1,438 | ||||||||||
|
|
|||||||||||
89,439 | ||||||||||||
|
|
|||||||||||
Ukraine 0.0% |
||||||||||||
Government of Ukraine |
||||||||||||
9.250%, 07/24/2017 |
1,240 | 596 | ||||||||||
|
|
|||||||||||
Uruguay 0.6% |
||||||||||||
Republic of Uruguay PIK |
||||||||||||
7.875%, 01/15/2033 |
1,809 | 2,429 | ||||||||||
Republic of Uruguay |
||||||||||||
7.625%, 03/21/2036 |
786 | 1,048 | ||||||||||
5.100%, 06/18/2050 |
2,752 | 2,621 | ||||||||||
4.500%, 08/14/2024 |
632 | 663 | ||||||||||
Uruguay Treasury Bills |
||||||||||||
12.685%, 07/17/2015 (E) |
7,119 | 263 | ||||||||||
|
|
|||||||||||
7,024 | ||||||||||||
|
|
|||||||||||
Venezuela 2.5% |
||||||||||||
Petroleos de Venezuela |
||||||||||||
9.000%, 11/17/2021 |
1,200 | 489 | ||||||||||
8.500%, 11/02/2017 |
4,603 | 3,165 | ||||||||||
8.500%, 11/02/2017 |
10,528 | 7,238 | ||||||||||
6.000%, 05/16/2024 |
7,010 | 2,489 | ||||||||||
5.250%, 04/12/2017 |
7,392 | 3,681 | ||||||||||
5.250%, 04/12/2017 |
156 | 78 | ||||||||||
Republic of Venezuela |
||||||||||||
13.625%, 08/15/2018 |
144 | 94 | ||||||||||
13.625%, 08/15/2018 |
1,716 | 1,218 | ||||||||||
12.750%, 08/23/2022 |
2,801 | 1,280 | ||||||||||
11.950%, 08/05/2031 |
1,420 | 607 | ||||||||||
11.750%, 10/21/2026 |
2,515 | 1,081 | ||||||||||
9.375%, 01/13/2034 |
4,840 | 1,888 | ||||||||||
9.250%, 09/15/2027 |
1,313 | 555 | ||||||||||
9.250%, 05/07/2028 |
2,445 | 935 | ||||||||||
9.000%, 05/07/2023 |
20 | 8 | ||||||||||
9.000%, 05/07/2023 |
500 | 194 | ||||||||||
8.250%, 10/13/2024 |
500 | 186 | ||||||||||
8.250%, 10/13/2024 |
7,020 | 2,615 | ||||||||||
7.750%, 10/13/2019 |
4,415 | 1,711 |
Description |
Face Amount (Thousands) (1)/Shares |
Market Value ($ Thousands) |
||||||||||
7.650%, 04/21/2025 |
290 | $ | 106 | |||||||||
5.750%, 02/26/2016 |
5,961 | 4,925 | ||||||||||
|
|
|||||||||||
34,543 | ||||||||||||
|
|
|||||||||||
Vietnam 0.1% |
||||||||||||
Republic of Vietnam |
||||||||||||
6.750%, 01/29/2020 |
439 | 485 | ||||||||||
4.800%, 11/19/2024 (C) |
1,026 | 1,026 | ||||||||||
|
|
|||||||||||
1,511 | ||||||||||||
|
|
|||||||||||
Zambia 0.3% |
||||||||||||
Republic of Zambia |
||||||||||||
10.000%, 09/03/2015 |
ZMW | 2,210 | 288 | |||||||||
8.500%, 04/14/2024 |
975 | 980 | ||||||||||
5.375%, 09/20/2022 |
2,360 | 2,038 | ||||||||||
Republic of Zambia Treasury Bills |
||||||||||||
23.166%, 08/24/2015 (E) |
ZMW | 1,755 | 227 | |||||||||
19.625%, 09/21/2015 (E) |
ZMW | 12,000 | 1,522 | |||||||||
|
|
|||||||||||
5,055 | ||||||||||||
|
|
|||||||||||
Total Global Bonds |
1,299,032 | |||||||||||
|
|
|||||||||||
LOAN PARTICIPATIONS 0.0% |
|
|||||||||||
Singapore 0.0% |
||||||||||||
Ashmore Cayman SPC, No. 1 |
||||||||||||
0.000%, 08/31/2011 (A) (G) (H) |
423 | 114 | ||||||||||
Morton Bay |
||||||||||||
6.220%, 12/31/2013 (G) (H) |
3,158 | | ||||||||||
|
|
|||||||||||
Total Loan Participations |
114 | |||||||||||
|
|
|||||||||||
AFFILIATED PARTNERSHIP 0.5% |
|
|||||||||||
SEI Liquidity Fund, L.P. |
||||||||||||
0.050% * (J) |
6,322,625 | 6,323 | ||||||||||
|
|
|||||||||||
Total Affiliated Partnership |
6,323 | |||||||||||
|
|
|||||||||||
Total Investments 93.6% |
$ | 1,305,469 | ||||||||||
|
|
10 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
June 30, 2015
A list of the open futures contracts held by the Fund at June 30, 2015, is as follows:
Type of Contract |
Number of (Short) |
Expiration Date |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||
Euro-Bund Index |
(27 | ) | Sep-2015 | $ | (104 | ) | ||||||
Korea 10-Year Bond |
38 | Sep-2015 | 8 | |||||||||
Korea 3-Year Bond |
126 | Sep-2015 | (10 | ) | ||||||||
JSE Bond Future R2037 |
166 | Aug-2015 | (30 | ) | ||||||||
JSE Bond Future R208 |
670 | Aug-2015 | (68 | ) | ||||||||
U.S. 10-Year Treasury Note |
18 | Sep-2015 | (17 | ) | ||||||||
U.S. 10-Year Treasury Note |
(153 | ) | Sep-2015 | (28 | ) | |||||||
U.S. 2-Year Treasury Note |
13 | Oct-2015 | 4 | |||||||||
U.S. 5-Year Treasury Note |
(114 | ) | Oct-2015 | (4 | ) | |||||||
U.S. 5-Year Treasury Note |
(26 | ) | Oct-2015 | (13 | ) | |||||||
U.S. Long Treasury Bond |
(6 | ) | Sep-2015 | 23 | ||||||||
|
|
|||||||||||
$ | (239 | ) | ||||||||||
|
|
For the period ended June 30, 2015, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.
A list of the open forward foreign currency contracts held by the Fund at June 30, 2015, is as follows:
Settlement Date |
Currency to Deliver (Thousands) |
Currency To Receive (Thousands) |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||||||||||
07/02/15-09/16/15 |
PLN | 41,324 | USD | 154,047 | $ | (408 | ) | |||||||||||||
07/02/15-09/16/15 |
USD | 50,108 | PLN | 13,516 | 209 | |||||||||||||||
07/02/15-09/01/15 |
USD | 182,297 | BRL | 57,665 | (376 | ) | ||||||||||||||
07/02/15-08/10/15 |
EUR | 52,173 | USD | 47,081 | 295 | |||||||||||||||
07/02/15-09/16/15 |
USD | 32,169 | EUR | 35,974 | 127 | |||||||||||||||
07/07/15-09/28/15 |
PLN | 24,659 | EUR | 101,110 | (625 | ) | ||||||||||||||
07/07/15-07/07/15 |
TWD | 2,907 | USD | 91,939 | 73 | |||||||||||||||
07/07/15-09/30/15 |
USD | 411,204 | TWD | 13,178 | (155 | ) | ||||||||||||||
07/07/15-07/07/15 |
EUR | 42,239 | PLN | 10,206 | 143 | |||||||||||||||
07/08/15 |
USD | 236 | GBP | 359 | (12 | ) | ||||||||||||||
07/08/15-09/16/15 |
INR | 17,729 | USD | 1,138,044 | 6 | |||||||||||||||
07/08/15 |
USD | 151,046 | INR | 2,324 | (45 | ) | ||||||||||||||
07/08/15-09/16/15 |
ZAR | 12,842 | USD | 157,393 | 40 | |||||||||||||||
07/08/15-09/02/15 |
BRL | 23,874 | USD | 74,266 | (292 | ) | ||||||||||||||
07/10/15-09/15/15 |
CNH | 31,414 | USD | 201,419 | 973 | |||||||||||||||
07/10/15-07/10/15 |
AUD | 5,301 | USD | 6,826 | (58 | ) | ||||||||||||||
07/10/15-09/15/15 |
USD | 203,350 | CNH | 31,732 | (967 | ) | ||||||||||||||
07/10/15-07/10/15 |
USD | 6,826 | AUD | 5,309 | 66 | |||||||||||||||
07/13/15-09/16/15 |
COP | 14,548 | USD | 36,340,115 | (629 | ) | ||||||||||||||
07/13/15-09/16/15 |
USD | 41,312,249 | COP | 16,290 | 449 | |||||||||||||||
07/14/15-09/08/15 |
USD | 1,663,529 | RUB | 30,764 | 1,049 | |||||||||||||||
07/15/15-10/28/15 |
USD | 38,945 | TRY | 14,395 | 171 | |||||||||||||||
07/22/15-11/20/15 |
USD | 209,948,380 | IDR | 15,586 | 71 | |||||||||||||||
07/27/15-07/27/15 |
THB | 8,964 | USD | 302,119 | (25 | ) | ||||||||||||||
07/27/15-09/16/15 |
RON | 12,401 | USD | 49,406 | (112 | ) | ||||||||||||||
07/27/15-09/16/15 |
USD | 348,120 | THB | 10,491 | 193 |
Settlement Date |
Currency to Deliver (Thousands) |
Currency To Receive (Thousands) |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||||||||||
07/27/15-09/16/15 |
CLP | 17,459 | USD | 10,981,461 | $ | (382 | ) | |||||||||||||
07/29/15-09/16/15 |
USD | 28,676 | SGD | 21,359 | 73 | |||||||||||||||
07/31/15-09/16/15 |
HUF | 4,668 | USD | 1,290,204 | (109 | ) | ||||||||||||||
07/31/15-09/16/15 |
USD | 1,875,042 | HUF | 6,794 | 169 | |||||||||||||||
07/31/15-09/17/15 |
USD | 97,027 | MXN | 6,306 | 140 | |||||||||||||||
07/31/15-09/16/15 |
USD | 182,067 | ZAR | 14,684 | (184 | ) | ||||||||||||||
07/31/15-09/17/15 |
MXN | 27,772 | USD | 427,745 | (611 | ) | ||||||||||||||
08/10/15 |
EUR | 65,052 | RON | 14,585 | 74 | |||||||||||||||
08/10/15 |
RON | 12,260 | EUR | 54,736 | (49 | ) | ||||||||||||||
08/11/15-11/20/15 |
IDR | 20,662 | USD | 276,893,432 | (331 | ) | ||||||||||||||
08/11/15-10/28/15 |
TRY | 24,711 | USD | 67,873 | 126 | |||||||||||||||
08/17/15-09/16/15 |
PHP | 9,354 | USD | 418,295 | (111 | ) | ||||||||||||||
08/24/15-09/08/15 |
USD | 71,224 | ILS | 18,427 | (463 | ) | ||||||||||||||
08/26/15-09/16/15 |
USD | 45,676 | PEI | 14,247 | (7 | ) | ||||||||||||||
09/02/15-09/17/15 |
MYR | 8,734 | USD | 32,202 | (241 | ) | ||||||||||||||
09/08/15 |
CAD | 7,940 | USD | 9,886 | (28 | ) | ||||||||||||||
09/08/15-09/16/15 |
USD | 5,966,905 | CLP | 9,434 | 163 | |||||||||||||||
09/08/15 |
USD | 9,886 | CAD | 7,884 | (28 | ) | ||||||||||||||
09/08/15 |
ILS | 14,076 | USD | 53,077 | 2 | |||||||||||||||
09/10/15 |
EUR | 729,739 | HUF | 2,324 | 14 | |||||||||||||||
09/10/15-09/10/15 |
HUF | 2,535 | EUR | 787,436 | (46 | ) | ||||||||||||||
09/16/15-09/16/15 |
SGD | 1,656 | USD | 2,240 | 6 | |||||||||||||||
09/16/15 |
CNY | 10,074 | USD | 61,995 | (129 | ) | ||||||||||||||
09/16/15 |
PEI | 171 | USD | 549 | | |||||||||||||||
09/16/15-09/16/15 |
USD | 27,004 | RON | 6,748 | 35 | |||||||||||||||
09/16/15-09/24/15 |
USD | 15,985,222 | KRW | 14,392 | 64 | |||||||||||||||
09/16/15 |
KRW | 167,494 | USD | 5,158,876 | 57 | |||||||||||||||
09/17/15 |
USD | 11,429 | MYR | 3,007 | (6 | ) | ||||||||||||||
10/21/15-06/02/16 |
NGN | 7,382 | USD | 1,836,197 | 1,276 | |||||||||||||||
12/04/15-03/23/16 |
USD | 1,174,956 | NGN | 5,039 | (480 | ) | ||||||||||||||
|
|
|||||||||||||||||||
$ | (845 | ) | ||||||||||||||||||
|
|
A list of the counterparties for the open forward foreign currency contracts held by the Fund at June 30, 2015, is as follows:
Counterparty | Currency
to ($ Thousands) |
Currency
to ($ Thousands) |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||
Citigroup |
$ | (130,855 | ) | $ | 130,308 | $ | (547 | ) | ||||
Goldman Sachs |
(308,174 | ) | 308,185 | 11 | ||||||||
HSBC |
(24,954 | ) | 24,954 | | ||||||||
JPMorgan Chase Bank |
(314,554 | ) | 314,240 | (314 | ) | |||||||
Merrill Lynch |
(49,441 | ) | 49,498 | 57 | ||||||||
Standard Chartered |
(49,216 | ) | 49,164 | (52 | ) | |||||||
|
|
|||||||||||
$ | (845 | ) | ||||||||||
|
|
For the period ended June 30, 2015, 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.
11 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
June 30, 2015
A list of open OTC swap agreements held by the Fund at June 30, 2015, are as follows:
Interest Rate Swaps | ||||||||||||||||||||
Counterparty | Fund Pays | Fund Receives | Termination Date | Currency | Notional Amount (Thousands) |
Net Unrealized Appreciation (Depreciation) ($ Thousands) |
||||||||||||||
Goldman Sachs | 3-Month ZAR - JIBAR | 8.76% | 01/16/2029 | ZAR | 52,000 | $ | 93 | |||||||||||||
Goldman Sachs | 6-Month PLN - WIBOR | 2.99% | 06/11/2025 | PLN | 13,391 | 3 | ||||||||||||||
Goldman Sachs | 28-Day MXN - TIIE | 6.36% | 05/21/2025 | MXN | 23,145 | 4 | ||||||||||||||
Goldman Sachs | 3.45% | 6-Month HUF - BUBOR | 05/11/2025 | HUF | 800,000 | (7 | ) | |||||||||||||
Goldman Sachs | 4.53% | 1-Day CLP - CLICP | 03/11/2025 | CLP | 791,933 | 124 | ||||||||||||||
Goldman Sachs | 3-Month ZAR JIBAR | 8.30% | 01/16/2024 | ZAR | 23,000 | 22 | ||||||||||||||
Goldman Sachs | 3-Month ZAR JIBAR | 8.19% | 12/20/2023 | ZAR | 10,000 | 2 | ||||||||||||||
Goldman Sachs | 1-Year BRL - CDI | 10.89% | 01/03/2023 | BRL | 5,012 | (186 | ) | |||||||||||||
Goldman Sachs | 1-Day BRL - CDI | 11.99% | 01/02/2023 | BRL | 3,000 | (39 | ) | |||||||||||||
Goldman Sachs | 1-Day BRL - CDI | 12.73% | 01/04/2021 | BRL | 10,608 | 6 | ||||||||||||||
Goldman Sachs | 0.59% | 6-Month CZK - PRIBOR | 03/13/2020 | CZK | 25,000 | 4 | ||||||||||||||
Goldman Sachs | 5.12% | 28-Day MXN - TIIE | 11/28/2019 | MXN | 12,000 | 2 | ||||||||||||||
Goldman Sachs | 28-Day MXN - TIIE | 6.82% | 06/27/2019 | MXN | 218,869 | 58 | ||||||||||||||
Goldman Sachs | 1-Year BRL - CDI | 11.81% | 01/02/2018 | BRL | 9,833 | (111 | ) | |||||||||||||
Goldman Sachs | 1-Year BRL - CDI | 11.98% | 01/02/2018 | BRL | 3,338 | (33 | ) | |||||||||||||
Goldman Sachs | 1-Day BRL - CDI | 13.27% | 01/02/2017 | BRL | 27,961 | (80 | ) | |||||||||||||
Goldman Sachs | 2.45% | 6-Month HUF - BUBOR | 07/11/2016 | HUF | 3,073,496 | (107 | ) | |||||||||||||
Goldman Sachs | 0.76% | 3-Month ILS - TELBOR | 05/22/2016 | ILS | 11,000 | (19 | ) | |||||||||||||
Goldman Sachs | 0.95% | 3-Month ILS - TELBOR | 04/02/2016 | ILS | 6,000 | (13 | ) | |||||||||||||
Goldman Sachs | 1.21% | 3-Month ILS - TELBOR | 02/14/2016 | ILS | 8,000 | (25 | ) | |||||||||||||
Goldman Sachs | 3.31% | 6-Month PLN - WIBOR | 02/03/2016 | PLN | 30,000 | (112 | ) | |||||||||||||
Goldman Sachs | 1.20% | 3-Month ILS - TELBOR | 01/16/2016 | ILS | 34,383 | (104 | ) | |||||||||||||
Goldman Sachs | 1-Year BRL - CDI | 11.59% | 01/04/2016 | BRL | 5,024 | (23 | ) | |||||||||||||
Goldman Sachs | 1-Year BRL - CDI | 11.00% | 01/04/2016 | BRL | 45,820 | (233 | ) | |||||||||||||
Goldman Sachs | 1-Year BRL - CDI | 11.92% | 01/04/2016 | BRL | 20,309 | (73 | ) | |||||||||||||
JPMorgan Chase Bank | 4.72% | 1-Day CLP - CLICP | 06/05/2025 | CLP | 1,293,489 | 181 | ||||||||||||||
JPMorgan Chase Bank | 4.29% | 6-Month HUF - BUBOR | 08/04/2024 | HUF | 800,000 | (298 | ) | |||||||||||||
JPMorgan Chase Bank | 6-Month THB - BIBOR | 2.13% | 05/18/2020 | THB | 185,000 | (14 | ) | |||||||||||||
JPMorgan Chase Bank | 0.50% | 6-Month CZK - PRIBOR | 05/05/2020 | CZK | 140,000 | 51 | ||||||||||||||
JPMorgan Chase Bank | 5.33% | Columbia IBR Overnight Interbank | 03/11/2020 | COP | 6,515,340 | 68 | ||||||||||||||
JPMorgan Chase Bank | 0.54% | 6-Month CZK - PRIBOR | 02/16/2020 | CZK | 250,000 | 1 | ||||||||||||||
JPMorgan Chase Bank | 3-Month ILS - TELBOR | 1.14% | 03/24/2019 | ILS | 100,000 | (166 | ) | |||||||||||||
JPMorgan Chase Bank | 0.64% | 3-Month ILS - TELBOR | 07/31/2016 | ILS | 15,000 | (44 | ) | |||||||||||||
|
|
|||||||||||||||||||
$ | (1,068 | ) | ||||||||||||||||||
|
|
Cross Currency Swaps | ||||||||||||||||||||||||
Counterparty | Fund Pays | Fund Receives | Termination Date | Currency | Notional Amount (Thousands) |
Notional Amount of Currency Delivered (Thousands) |
Net Unrealized Depreciation ($ Thousands) |
|||||||||||||||||
JPMorgan Chase Bank |
3-Month USD - LIBOR | 8.57% | 10/28/2016 | TRY | 80,000 | (35,826 | ) | $ | (479 | ) | ||||||||||||||
|
|
12 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
June 30, 2015
A list of open centrally cleared swap agreements held by the Fund at June 30, 2015, are as follows:
Interest Rate Swaps | ||||||||||||||||||||
Counterparty | Fund Pays | Fund Receives | Termination Date | Currency | Notional Amount (Thousands) |
Net Unrealized Appreciation ($ Thousands) |
||||||||||||||
Bank of America | 2.34% | 3-Month USD - LIBOR | 02/06/2045 | USD | 1,930 | $ | 221 | |||||||||||||
Bank of America | 2.14% | 3-Month USD - LIBOR | 01/12/2025 | USD | 3,534 | 53 | ||||||||||||||
JPMorgan Chase Bank | 2.08% | 3-Month USD - LIBOR | 01/13/2025 | USD | 4,680 | 97 | ||||||||||||||
|
|
|||||||||||||||||||
$ | 371 | |||||||||||||||||||
|
|
For the period ended June 30, 2015, the total amount of all open swap agreements, as presented in the table above, are representative of the volume of activity for this derivative type during the period.
Percentages are based on a Net Assets of $1,394,874 ($ Thousands).
* | Rate shown is the 7-day effective yield as of June 30, 2015. |
| Investment in Affiliated Security. |
(1) | In U.S. dollars unless otherwise indicated. |
(A) | Security in default on interest payments. |
(B) | Variable Rate Security The rate reported on the Schedule of Investments is the rate in effect as of June 30, 2015. |
(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) | Step Bonds The rate reflected on the Schedule of Investments is the effective yield on June 30, 2015. The coupon on a step bond changes on a specified date. |
(E) | Zero coupon security. The rate reported on the Schedule of Investments is the effective yield at time of purchase. |
(F) | Real Estate Investment Trust. |
(G) | Security fair valued using methods determined in good faith by the Valuation Committee of the Board of Trustees. The total market value of such securities as of June 30, 2015 was $571 ($ Thousands) and represented 0.0% of Net Assets. |
(H) | Securities considered illiquid. The total market value of such securities as of June 30, 2015 was $571 ($ Thousands) and represented 0.0% of Net Assets. |
(I) | This security or a partial position of this security is on loan at June 30, 2015. The total market value of securities on loan at June 30, 2015 was $5,134 ($ Thousands). |
(J) | This security was purchased with cash collateral held from securities on loan. The total value of such securities as of June 30, 2015 was $6,323 ($ Thousands). |
§ | At June 30, 2015, the tax basis cost of the Funds investments was $1,433,030 ($ Thousands), and the unrealized appreciation and depreciation were $16,513 ($ Thousands) and ($144,074) ($ Thousands), respectively. |
AUD Australian Dollar
BRL Brazilian Real
BIBOR Bangkok Interbank Offered Rate
BUBOR Budapest Interbank Offered Rate
CAD Canadian Dollar
CDI Average One-Day Interbank Deposit Rate
CLN Credit Linked Note
CLICP Colombia IBR Overnight Interbank Reference Rate
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 Interbank Rate
IDR Indonesian Rupiah
ILS Israeli Shekel
INR India Rupee
JIBAR Johannesburg Interbank Agreed Rate
KES Kenyan Shilling
KRW Korean Won
IDR Indonesian Rupiah
L.P. Limited Partnership
LIBOR London Interbank Offered Rate
MTN Medium Term Note
MXN Mexican Peso
MYR Malaysian Ringgit
NGN Nigerian Naira
PEI Peruvian Inca
PHP Philippine Peso
PIK Payment-in-Kind
PLC Public Limited Company
PLN Polish Zloty
PRIBOR Prague Interbank Offered Rate
RON Romanian Leu
RUB Russian Ruble
Ser Series
SGD Singapore Dollar
SPC Segregated Portfolio Company
TELBOR Tel Aviv Interbank Offered Rate
THB Thai Baht
TIIE Equilibrium Interbank Offered Rate
TRY New Turkish Lira
TWD Taiwan Dollar
13 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
June 30, 2015
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 June 30, 2015, 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 |
$ | | $ | 1,298,575 | $ | 457 | $ | 1,299,032 | ||||||||
Loan Participations |
| | 114 | 114 | ||||||||||||
Affiliated Partnership |
| 6,323 | | 6,323 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments in Securities |
$ | | $ | 1,304,898 | $ | 571 | $ | 1,305,469 | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Other Financial Instruments | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Futures Contracts * |
||||||||||||||||
Unrealized Appreciation |
$ | 35 | $ | | $ | | $ | 35 | ||||||||
Unrealized Depreciation |
(274 | ) | | | (274 | ) | ||||||||||
Forwards Contracts * |
||||||||||||||||
Unrealized Appreciation |
| 6,064 | | 6,064 | ||||||||||||
Unrealized Depreciation |
| (6,909 | ) | | (6,909 | ) | ||||||||||
OTC Swaps |
||||||||||||||||
Interest Rate Swaps * |
||||||||||||||||
Unrealized Appreciation |
| 619 | | 619 | ||||||||||||
Unrealized Depreciation |
| (1,687 | ) | | (1,687 | ) | ||||||||||
Cross Currency Swaps * |
||||||||||||||||
Unrealized Depreciation |
| (479 | ) | | (479 | ) | ||||||||||
Centrally Cleared Swaps |
||||||||||||||||
Interest Rate Swaps * |
||||||||||||||||
Unrealized Appreciation |
| 371 | | 371 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Other Financial Instruments |
$ | (239 | ) | $ | (2,021 | ) | $ | | $ | (2,260 | ) | |||||
|
|
|
|
|
|
|
|
(1) | Of the $571 ($ Thousands) in Level 3 securities as of June 30, 2015, $571 ($ Thousands) or 0.04% are not valued via third party pricing vendors and broker quotes. If significant, the disclosure of the unobservable inputs and the interrelationships and sensitivity between these inputs are required for those Level 3 securities that are no valued by third party pricing vendors or broker quotes. A reconciliation of Level 3 investments is presented when the Fund has a significant amount of Level 3 investments at the beginning and/or end of the period in relation to net assets. |
* | Futures contracts, forwards contracts and swaps are valued at the unrealized appreciation (depreciation) on the instrument. |
For the period ended June 30, 2015, there were no transfers between Level 1 and Level 2 assets and liabilities.
For the period ended June 30, 2015, 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.
14 | SEI Institutional International Trust / Quarterly Report / June 30, 2015 |
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 (17 CFR 270.30a-3(b)) and Rule 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934 (17 CFR 240.13a-15(b) or 240.15d-15(b)) 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 (17 CFR 270.30a-3(d)) that occurred during the last fiscal quarter of the period covered by this report that have materially affected, or are reasonably likely to materially affect, the Registrants internal control over financial reporting.
Item 3. | Exhibits. |
(a) A separate certification for each principal executive officer and principal financial officer of the Registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)), are filed herewith.
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the Registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
SEI Institutional International Trust | ||||
By | /s/ Robert A. Nesher | |||
Robert A. Nesher, President |
Date: August 28, 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: August 28, 2015 | ||||
By | /s/ Arthur Ramanjulu | |||
Arthur Ramanjulu, Controller & CFO |
Date: August 28, 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: August 28, 2015
/s/ Robert A. Nesher |
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Robert A. Nesher President |
CERTIFICATIONS
Pursuant to Section 302
Of the Sarbanes-Oxley Act of 2002
I, Arthur Ramanjulu, certify that:
1. I have reviewed this report on Form N-Q of SEI Institutional International Trust;
2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;
3. Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed;
4. The registrants other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:
(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;
(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;
(c) Evaluated the effectiveness of the registrants disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and
(d) Disclosed in this report any change in the registrants internal control over financial reporting that occurred during the registrants most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrants internal control over financial reporting; and
5. The registrants other certifying officer(s) and I have disclosed to the registrants auditors and the audit committee of the registrants board of directors (or persons performing the equivalent functions):
(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrants ability to record, process, summarize, and report financial information; and
(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrants internal control over financial reporting.
Date: August 28, 2015
/s/ Arthur Ramanjulu |
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Arthur Ramanjulu Controller & CFO |