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, 2016
Date of reporting period: December 31, 2015
Item 1. | Schedule of Investments |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund
December 31, 2015
Description | Shares |
Market Value ($ Thousands) |
||||||
COMMON STOCK 89.8% |
| |||||||
Australia 1.5% |
| |||||||
AGL Energy |
6,557 | $ | 86 | |||||
Amcor |
84,850 | 827 | ||||||
APA Group |
158,908 | 1,000 | ||||||
Aristocrat Leisure |
83,396 | 617 | ||||||
Bank of Queensland |
7,178 | 73 | ||||||
Brambles |
432,155 | 3,624 | ||||||
Caltex Australia |
202,270 | 5,532 | ||||||
Challenger |
4,132 | 26 | ||||||
CIMIC Group |
16,152 | 284 | ||||||
Cochlear |
3,764 | 261 | ||||||
Commonwealth Bank of Australia |
15,660 | 969 | ||||||
CSL |
137,160 | 10,490 | ||||||
CSR |
542,657 | 1,136 | ||||||
Downer EDI |
121,970 | 318 | ||||||
Incitec Pivot |
153,094 | 438 | ||||||
Insurance Australia Group |
1,219,170 | 4,911 | ||||||
Macquarie Group |
44,040 | 2,635 | ||||||
Newcrest Mining* |
9,865 | 93 | ||||||
Qantas Airways |
1,325,580 | 3,936 | ||||||
QBE Insurance Group |
24,470 | 223 | ||||||
Ramsay Health Care |
20,746 | 1,023 | ||||||
Scentre Group |
39,976 | 121 | ||||||
Sirtex Medical |
23,248 | 674 | ||||||
Sonic Healthcare |
545 | 7 | ||||||
Star Entertainment Grp |
154,008 | 569 | ||||||
Tabcorp Holdings |
115,042 | 392 | ||||||
Tatts Group |
10,780 | 34 | ||||||
Telstra |
359,836 | 1,464 | ||||||
TPG Telecom |
44,293 | 318 | ||||||
Transurban Group |
151,827 | 1,154 | ||||||
Treasury Wine Estates |
55,533 | 333 | ||||||
Westfield |
79,020 | 544 | ||||||
|
|
|||||||
44,112 | ||||||||
|
|
|||||||
Austria 0.2% |
||||||||
ANDRITZ |
80,595 | 3,946 | ||||||
Erste Group Bank |
18,976 | 598 | ||||||
OMV |
62,339 | 1,774 | ||||||
|
|
|||||||
6,318 | ||||||||
|
|
|||||||
Belgium 1.6% |
||||||||
Ageas |
308,802 | 14,320 | ||||||
AGFA-Gevaert* |
70,231 | 399 | ||||||
Anheuser-Busch InBev |
8,867 | 1,097 | ||||||
Colruyt |
45,886 | 2,361 | ||||||
Delhaize Group |
49,206 | 4,797 | ||||||
Euronav |
12,316 | 170 | ||||||
Groupe Bruxelles Lambert |
83,482 | 7,115 | ||||||
KBC Groep |
259,979 | 16,279 | ||||||
Proximus |
5,561 | 181 | ||||||
|
|
|||||||
46,719 | ||||||||
|
|
Description | Shares |
Market Value ($ Thousands) |
||||||
Brazil 0.0% |
||||||||
Cia Energetica de Minas Gerais ADR |
237,782 | $ | 357 | |||||
JBS |
113,100 | 353 | ||||||
Tupy |
15,500 | 73 | ||||||
|
|
|||||||
783 | ||||||||
|
|
|||||||
Canada 2.7% |
||||||||
Agrium |
73,373 | 6,555 | ||||||
Alimentation Couche-Tard, Cl B |
148,800 | 6,525 | ||||||
Bank of Montreal |
10,300 | 579 | ||||||
Baytex Energy (A) |
470,869 | 1,519 | ||||||
Cameco (A) |
502,302 | 6,193 | ||||||
Canadian Imperial Bank of Commerce (A) |
61,100 | 4,011 | ||||||
Canadian Natural Resources |
170,545 | 3,723 | ||||||
Canadian Pacific Railway (A) |
49,480 | 6,314 | ||||||
CGI Group, Cl A* |
23,900 | 953 | ||||||
Cogeco Cable |
27,200 | 1,210 | ||||||
Constellation Software (A) |
17,800 | 7,392 | ||||||
Entertainment One |
106,941 | 263 | ||||||
Gildan Activewear |
381,961 | 10,817 | ||||||
Home Capital Group, Cl B (A) |
119,900 | 2,324 | ||||||
Imperial Oil |
225,220 | 7,309 | ||||||
Linamar |
21,100 | 1,135 | ||||||
Magna International, Cl A |
81,500 | 3,293 | ||||||
Power Corp of Canada |
38,900 | 810 | ||||||
Quebecor, Cl B |
9,900 | 241 | ||||||
Royal Bank of Canada |
64,100 | 3,422 | ||||||
Sun Life Financial |
31,700 | 985 | ||||||
Suncor Energy |
60,797 | 1,563 | ||||||
|
|
|||||||
77,136 | ||||||||
|
|
|||||||
China 0.8% |
||||||||
Alibaba Group Holding ADR* |
51,100 | 4,153 | ||||||
Ctrip.com International ADR* |
168,500 | 7,807 | ||||||
NetEase ADR |
20,000 | 3,625 | ||||||
Tencent Holdings |
416,900 | 8,203 | ||||||
|
|
|||||||
23,788 | ||||||||
|
|
|||||||
Denmark 2.2% |
||||||||
Bavarian Nordic* |
11,467 | 598 | ||||||
Chr Hansen Holding |
136,277 | 8,583 | ||||||
Coloplast, Cl B |
101,405 | 8,253 | ||||||
DSV |
10,601 | 419 | ||||||
H Lundbeck |
154,388 | 5,287 | ||||||
ISS |
352,675 | 12,795 | ||||||
Jyske Bank* |
43,682 | 1,979 | ||||||
Novo Nordisk, Cl B |
4,575 | 266 | ||||||
Novo Nordisk ADR |
182,630 | 10,607 | ||||||
Novozymes, Cl B |
157,252 | 7,567 | ||||||
Pandora |
43,488 | 5,496 | ||||||
Vestas Wind Systems |
13,289 | 935 | ||||||
William Demant Holding* |
377 | 36 | ||||||
|
|
|||||||
62,821 | ||||||||
|
|
1 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund (Continued)
December 31, 2015
Description | Shares |
Market Value ($ Thousands) |
||||||
Finland 0.6% |
| |||||||
Amer Sports, Cl A |
27,087 | $ | 790 | |||||
Cargotec, Cl B |
4,821 | 180 | ||||||
Elisa, Cl A |
52,556 | 1,976 | ||||||
Neste |
130,826 | 3,908 | ||||||
Orion, Cl B |
61,183 | 2,117 | ||||||
Sampo, Cl A |
33,151 | 1,683 | ||||||
Stora Enso, Cl R |
432,437 | 3,942 | ||||||
Tieto |
15,404 | 413 | ||||||
UPM-Kymmene |
168,774 | 3,152 | ||||||
Valmet |
24,475 | 236 | ||||||
|
|
|||||||
18,397 | ||||||||
|
|
|||||||
France 8.0% |
||||||||
Airbus Group |
87 | 6 | ||||||
Alcatel-Lucent* |
3,043,000 | 12,062 | ||||||
Arkema |
47,344 | 3,328 | ||||||
Atos |
29,616 | 2,495 | ||||||
AXA |
1,645 | 45 | ||||||
BNP Paribas |
323,828 | 18,409 | ||||||
Boiron |
1,900 | 154 | ||||||
Cap Gemini |
9,411 | 878 | ||||||
Carrefour |
372,892 | 10,798 | ||||||
Christian Dior |
13,961 | 2,378 | ||||||
Cie des Alpes |
3,261 | 55 | ||||||
CNP Assurances |
19,539 | 264 | ||||||
Credit Agricole |
2,019 | 24 | ||||||
Dassault Systemes |
9,285 | 744 | ||||||
Engie |
762,129 | 13,542 | ||||||
Essilor International |
11,483 | 1,436 | ||||||
Eurofins Scientific |
4,393 | 1,538 | ||||||
Eutelsat Communications |
3,455 | 104 | ||||||
Groupe Eurotunnel |
54,149 | 675 | ||||||
Ipsen |
30,854 | 2,042 | ||||||
JC Decaux |
3,088 | 118 | ||||||
Lagardere |
14,190 | 425 | ||||||
Legrand |
191,515 | 10,879 | ||||||
LOreal |
4,919 | 831 | ||||||
LVMH Moet Hennessy Louis Vuitton |
37,645 | 5,933 | ||||||
Metropole Television |
37,494 | 645 | ||||||
Natixis |
100,723 | 571 | ||||||
Nexity |
5,617 | 249 | ||||||
Numericable-SFR SAS |
1,832 | 67 | ||||||
Orange |
748,037 | 12,612 | ||||||
Pernod Ricard |
28,450 | 3,257 | ||||||
Peugeot* |
116,208 | 2,047 | ||||||
Publicis Groupe |
53,826 | 3,598 | ||||||
Renault |
4,804 | 485 | ||||||
Rexel |
1,147,884 | 15,318 | ||||||
Safran |
13,265 | 912 | ||||||
Sanofi |
313,872 | 26,789 | ||||||
Schneider Electric |
239,031 | 13,658 |
Description | Shares |
Market Value ($ Thousands) |
||||||
SCOR |
24,509 | $ | 923 | |||||
SEB |
5,886 | 605 | ||||||
Societe BIC |
4,474 | 737 | ||||||
Sodexo |
57,919 | 5,680 | ||||||
SPIE* |
183,020 | 3,374 | ||||||
Suez Environnement |
17,070 | 321 | ||||||
Technicolor |
209,719 | 1,709 | ||||||
Technip |
139,246 | 6,935 | ||||||
Teleperformance |
4,248 | 358 | ||||||
Thales |
99,590 | 7,486 | ||||||
Total |
548,520 | 24,627 | ||||||
Unibail-Rodamco |
392 | 99 | ||||||
Valeo |
48,226 | 7,483 | ||||||
Veolia Environnement |
43,273 | 1,029 | ||||||
Vetoquinol |
569 | 24 | ||||||
Vinci |
870 | 56 | ||||||
Vivendi |
7,626 | 165 | ||||||
Wendel |
2,139 | 255 | ||||||
|
|
|||||||
231,237 | ||||||||
|
|
|||||||
Germany 6.7% |
||||||||
Adidas |
3,413 | 333 | ||||||
Allianz |
50,856 | 9,008 | ||||||
Aurubis |
5,028 | 256 | ||||||
Bayer |
196,362 | 24,947 | ||||||
Bayerische Motoren Werke |
112,000 | 11,756 | ||||||
Brenntag |
83,257 | 4,325 | ||||||
Continental |
32,911 | 8,027 | ||||||
Daimler |
87,616 | 7,341 | ||||||
Daimler ADR |
4,915 | 411 | ||||||
DCC |
46,740 | 3,901 | ||||||
Deutsche Bank (A) |
96,252 | 2,342 | ||||||
Deutsche Boerse |
105,978 | 9,334 | ||||||
Deutsche EuroShop |
23,538 | 1,036 | ||||||
Deutsche Lufthansa |
303,231 | 4,802 | ||||||
Deutsche Telekom |
59,184 | 1,069 | ||||||
Deutsche Wohnen |
47,105 | 1,311 | ||||||
Duerr |
8,895 | 709 | ||||||
Evonik Industries |
96,484 | 3,219 | ||||||
Fresenius |
17,951 | 1,286 | ||||||
Fresenius Medical Care |
10,787 | 909 | ||||||
Gerresheimer |
20,399 | 1,596 | ||||||
Hannover Rueck |
43,388 | 4,963 | ||||||
Henkel |
10,833 | 1,044 | ||||||
Hochtief |
60,368 | 5,652 | ||||||
Infineon Technologies |
404 | 6 | ||||||
Krones |
9,931 | 1,189 | ||||||
LANXESS |
1,132 | 52 | ||||||
Linde |
92,101 | 13,393 | ||||||
Merck |
64,769 | 6,342 | ||||||
Muenchener Rueckversicherungs |
9,303 | 1,864 | ||||||
Nordex* |
68,932 | 2,455 |
2 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund (Continued)
December 31, 2015
Description | Shares |
Market Value ($ Thousands) |
||||||
OSRAM Licht |
14,152 | $ | 595 | |||||
Pfeiffer Vacuum Technology |
7,126 | 724 | ||||||
ProSiebenSat.1 Media |
72,660 | 3,681 | ||||||
QIAGEN* |
28,155 | 776 | ||||||
Rheinmetall |
3,952 | 264 | ||||||
Rhoen Klinikum |
36,763 | 1,105 | ||||||
SAP |
425,782 | 33,959 | ||||||
SAP ADR (A) |
63,400 | 5,015 | ||||||
Siemens |
88,361 | 8,687 | ||||||
STADA Arzneimittel |
7,027 | 284 | ||||||
Symrise |
18,451 | 1,227 | ||||||
Talanx |
13,993 | 434 | ||||||
Telefonica Deutschland Holding |
86,786 | 460 | ||||||
TUI |
156,224 | 2,849 | ||||||
Vonovia |
24,794 | 770 | ||||||
|
|
|||||||
195,708 | ||||||||
|
|
|||||||
Hong Kong 2.1% |
||||||||
AIA Group |
2,312,693 | 13,900 | ||||||
BOC Hong Kong Holdings |
190,500 | 580 | ||||||
Cathay Pacific Airways |
100,000 | 173 | ||||||
Chaoda Modern Agriculture |
2,440,000 | 77 | ||||||
Cheung Kong Infrastructure Holdings (A) |
102,000 | 944 | ||||||
China Merchants Holdings International |
1,401,338 | 4,445 | ||||||
China Mobile |
1,268,740 | 14,245 | ||||||
CK Hutchison Holdings |
826 | 11 | ||||||
CLP Holdings |
34,000 | 289 | ||||||
CNOOC |
9,170,000 | 9,574 | ||||||
Digital China Holdings |
3,997,000 | 4,577 | ||||||
Hang Seng Bank |
33,700 | 640 | ||||||
Henderson Land Development |
719,198 | 4,392 | ||||||
Hysan Development |
6,000 | 25 | ||||||
IMAX China Holding* (B) |
380,435 | 2,683 | ||||||
Link REIT |
17,000 | 102 | ||||||
MTR |
177,000 | 875 | ||||||
Power Assets Holdings |
81,500 | 748 | ||||||
Samsonite International |
780,400 | 2,348 | ||||||
Swire Properties |
30,600 | 88 | ||||||
Techtronic Industries |
106,000 | 432 | ||||||
Wheelock |
12,000 | 51 | ||||||
|
|
|||||||
61,199 | ||||||||
|
|
|||||||
India 0.2% |
||||||||
HDFC Bank ADR |
75,590 | 4,656 | ||||||
WNS Holdings ADR* |
13,053 | 407 | ||||||
|
|
|||||||
5,063 | ||||||||
|
|
|||||||
Indonesia 0.0% |
||||||||
Telekomunikasi Indonesia Persero |
4,560,300 | 1,025 | ||||||
|
|
|||||||
Ireland 0.4% |
||||||||
CRH |
26,573 | 771 | ||||||
Experian |
387,393 | 6,874 | ||||||
Kerry Group, Cl A (A) |
23 | 2 |
Description | Shares |
Market Value ($ Thousands) |
||||||
Ryanair Holdings ADR |
37,300 | $ | 3,225 | |||||
|
|
|||||||
10,872 | ||||||||
|
|
|||||||
Israel 1.5% |
||||||||
Bank Hapoalim |
94,787 | 490 | ||||||
Bank Leumi Le-Israel* |
92,036 | 319 | ||||||
Bezeq Israeli Telecommunication |
2,608,327 | 5,757 | ||||||
Check Point Software Technologies* |
107,600 | 8,757 | ||||||
NICE Systems |
9,089 | 520 | ||||||
Teva Pharmaceutical Industries ADR |
426,831 | 28,017 | ||||||
|
|
|||||||
43,860 | ||||||||
|
|
|||||||
Italy 1.8% |
||||||||
Atlantia |
65,871 | 1,754 | ||||||
Azimut Holding |
143,985 | 3,600 | ||||||
Brembo |
107,825 | 5,229 | ||||||
DiaSorin |
11,692 | 615 | ||||||
Enel |
187,377 | 790 | ||||||
EXOR |
90,682 | 4,132 | ||||||
Fiat Chrysler Automobiles* |
230,682 | 3,241 | ||||||
Finmeccanica* |
67,709 | 946 | ||||||
Intesa Sanpaolo |
993,192 | 3,284 | ||||||
Luxottica Group |
26,062 | 1,706 | ||||||
Mediaset |
832,990 | 3,454 | ||||||
Mediobanca |
10,402 | 100 | ||||||
Prysmian |
26,379 | 580 | ||||||
Recordati |
105,450 | 2,757 | ||||||
Salini Impregilo |
180,297 | 779 | ||||||
Saras* |
692,920 | 1,339 | ||||||
Telecom Italia RNC |
432,951 | 444 | ||||||
Tenaris |
485,562 | 5,809 | ||||||
Terna Rete Elettrica Nazionale |
34,018 | 176 | ||||||
UniCredit |
2,083,000 | 11,578 | ||||||
|
|
|||||||
52,313 | ||||||||
|
|
|||||||
Japan 18.0% |
||||||||
Adastria |
22,700 | 1,275 | ||||||
Aeon |
46,800 | 725 | ||||||
AEON Financial Service |
16,600 | 372 | ||||||
Ain Holdings |
4,800 | 229 | ||||||
Ajinomoto |
39,000 | 930 | ||||||
Alfresa Holdings |
27,600 | 545 | ||||||
Alps Electric |
21,100 | 578 | ||||||
Amada Holdings |
1,400 | 13 | ||||||
ANA Holdings |
221,000 | 639 | ||||||
Arcland Sakamoto |
16,700 | 387 | ||||||
Asahi Glass |
207,000 | 1,193 | ||||||
Asahi Kasei |
50,000 | 341 | ||||||
ASKUL (A) |
203,308 | 8,149 | ||||||
Bank of Yokohama |
49,000 | 303 | ||||||
Calsonic Kansei |
95,000 | 839 | ||||||
Canon Marketing Japan |
67,400 | 1,050 | ||||||
Casio Computer (A) |
5,800 | 137 |
3 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund (Continued)
December 31, 2015
Description | Shares |
Market Value ($ Thousands) |
||||||
Central Japan Railway |
38,000 | $ | 6,795 | |||||
Chiba Bank |
1,000 | 7 | ||||||
Chubu Electric Power |
18,300 | 251 | ||||||
Coca-Cola West |
12,800 | 261 | ||||||
Dai Nippon Printing |
737,000 | 7,352 | ||||||
Daicel |
3,100 | 46 | ||||||
Daiichi Sankyo |
128,400 | 2,670 | ||||||
Daiichikosho |
10,500 | 416 | ||||||
Daikin Industries |
26,500 | 1,949 | ||||||
Daikyo |
678,000 | 1,099 | ||||||
Daito Trust Construction |
36,800 | 4,274 | ||||||
Daiwa House Industry |
213,400 | 6,185 | ||||||
Daiwa Securities Group |
179,000 | 1,101 | ||||||
Dentsu |
3,200 | 175 | ||||||
Don Quijote Holdings |
179,562 | 6,347 | ||||||
Dydo Drinco |
8,000 | 372 | ||||||
East Japan Railway |
169,700 | 16,079 | ||||||
Fanuc |
30,500 | 5,310 | ||||||
Fuji Film Holdings |
463,971 | 19,468 | ||||||
Fuji Heavy Industries |
200,012 | 8,311 | ||||||
Fujitsu |
269,000 | 1,350 | ||||||
Fujitsu General |
55,000 | 700 | ||||||
Furukawa Electric |
211,000 | 449 | ||||||
Geo Holdings |
20,000 | 315 | ||||||
Gunma Bank |
15,000 | 87 | ||||||
Haseko |
155,100 | 1,720 | ||||||
Hiroshima Bank |
44,000 | 250 | ||||||
Hisamitsu Pharmaceutical |
4,000 | 168 | ||||||
Hitachi |
2,380,000 | 13,587 | ||||||
Hokuetsu Kishu Paper |
45,800 | 270 | ||||||
Hokuhoku Financial Group |
172,000 | 351 | ||||||
Hoya |
107,468 | 4,423 | ||||||
Iida Group Holdings |
139,400 | 2,588 | ||||||
Isetan Mitsukoshi Holdings |
54,600 | 713 | ||||||
IT Holdings |
53,000 | 1,212 | ||||||
Itochu |
27,100 | 323 | ||||||
Iyo Bank |
10,300 | 100 | ||||||
J Front Retailing |
38,300 | 556 | ||||||
Japan Airlines |
349,300 | 12,542 | ||||||
Japan Airport Terminal (A) |
6,100 | 270 | ||||||
Japan Exchange Group |
55,600 | 870 | ||||||
Japan Tobacco |
542,044 | 19,930 | ||||||
Kajima |
18,000 | 108 | ||||||
Kaken Pharmaceutical |
15,300 | 1,045 | ||||||
Kandenko |
33,000 | 222 | ||||||
Kaneka |
55,000 | 572 | ||||||
Kanematsu |
158,000 | 266 | ||||||
Kansai Electric Power |
16,400 | 198 | ||||||
Kansai Paint |
428,600 | 6,502 | ||||||
Kao |
83,431 | 4,315 | ||||||
KDDI |
791,300 | 20,702 | ||||||
Keihan Electric Railway |
81,000 | 542 |
Description | Shares |
Market Value ($ Thousands) |
||||||
Keyence |
22,100 | $ | 12,227 | |||||
Kikkoman |
23,000 | 804 | ||||||
Koito Manufacturing |
239,310 | 9,826 | ||||||
Konami Holdings |
36,000 | 862 | ||||||
Kose |
4,700 | 435 | ||||||
Kyowa Hakko Kirin |
36,000 | 569 | ||||||
Kyudenko |
47,000 | 842 | ||||||
Kyushu Electric Power |
3,000 | 33 | ||||||
Kyushu Financial Group* |
55,200 | 389 | ||||||
Lawson |
3,000 | 244 | ||||||
Mabuchi Motor |
176,900 | 9,601 | ||||||
Maeda Road Construction |
43,000 | 721 | ||||||
Makita |
1,100 | 64 | ||||||
Marui Group |
35,200 | 577 | ||||||
Mazda Motor |
143,550 | 2,991 | ||||||
Medipal Holdings |
52,000 | 893 | ||||||
MEIJI Holdings |
19,300 | 1,594 | ||||||
Miraca Holdings |
76,500 | 3,371 | ||||||
Mitsubishi Chemical Holdings |
216,200 | 1,383 | ||||||
Mitsubishi Tanabe Pharma |
9,100 | 158 | ||||||
Mitsubishi UFJ Financial Group |
97,000 | 606 | ||||||
Mitsui Chemicals |
74,000 | 332 | ||||||
Mizuho Financial Group |
2,830,700 | 5,697 | ||||||
Morinaga Milk Industry |
155,000 | 706 | ||||||
MS&AD Insurance Group Holdings |
371,800 | 10,989 | ||||||
Murata Manufacturing |
4,800 | 690 | ||||||
Nichi-iko Pharmaceutical |
58,200 | 1,387 | ||||||
Nidec |
22,500 | 1,632 | ||||||
Nikon (A) |
724,600 | 9,755 | ||||||
Nintendo |
5,600 | 769 | ||||||
Nippo |
28,000 | 455 | ||||||
Nippon Paper Industries (A) |
27,500 | 446 | ||||||
Nippon Signal |
44,500 | 486 | ||||||
Nippon Suisan Kaisha |
170,000 | 957 | ||||||
Nippon Telegraph & Telephone |
116,700 | 4,676 | ||||||
Nippon Telegraph & Telephone ADR |
328,689 | 13,062 | ||||||
Nissha Printing |
41,900 | 814 | ||||||
Nisshin Seifun Group |
23,100 | 378 | ||||||
Nitori Holdings |
11,800 | 992 | ||||||
Nitto Denko |
11,700 | 861 | ||||||
Nomura Real Estate Holdings |
1,100 | 20 | ||||||
Nomura Research Institute |
19,700 | 761 | ||||||
NTT Data |
31,900 | 1,555 | ||||||
NTT DOCOMO |
230,124 | 4,728 | ||||||
Obayashi |
99,000 | 919 | ||||||
Oji Holdings |
123,000 | 498 | ||||||
Oriental Land |
10,700 | 650 | ||||||
Otsuka |
7,500 | 368 | ||||||
Otsuka Holdings |
128,400 | 4,591 | ||||||
Panasonic |
434,800 | 4,447 | ||||||
Park24 |
5,700 | 138 | ||||||
Pigeon |
190,488 | 4,666 |
4 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund (Continued)
December 31, 2015
Description | Shares |
Market Value ($ Thousands) |
||||||
Rakuten |
4,900 | $ | 56 | |||||
Relo Holdings |
3,600 | 434 | ||||||
Resona Holdings |
43,000 | 209 | ||||||
Rinnai |
700 | 62 | ||||||
Rohm |
89,600 | 4,521 | ||||||
Ryohin Keikaku |
3,800 | 770 | ||||||
Saizeriya |
28,900 | 725 | ||||||
Santen Pharmaceutical |
303,900 | 5,020 | ||||||
SBI Holdings |
113,500 | 1,225 | ||||||
Secom |
1,000 | 68 | ||||||
Sekisui House |
457,500 | 7,751 | ||||||
Seven & I Holdings |
172,100 | 7,917 | ||||||
Shikoku Electric Power |
28,100 | 439 | ||||||
Shimadzu |
40,000 | 670 | ||||||
Shimamura |
1,200 | 141 | ||||||
Shimano |
8,300 | 1,276 | ||||||
Shimizu |
60,000 | 491 | ||||||
Shin-Etsu Chemical |
83,500 | 4,570 | ||||||
Shionogi |
47,000 | 2,141 | ||||||
Shiseido |
220,800 | 4,616 | ||||||
SMC |
20,800 | 5,400 | ||||||
SoftBank Group |
204,700 | 10,397 | ||||||
Sohgo Security Services |
100 | 5 | ||||||
Sompo Japan Nipponkoa Holdings |
9,000 | 296 | ||||||
Sony |
87,200 | 2,160 | ||||||
Sony Financial Holdings |
4,500 | 81 | ||||||
Sumitomo Chemical |
762,000 | 4,410 | ||||||
Sumitomo Mitsui Financial Group |
609,900 | 23,208 | ||||||
Sumitomo Mitsui Trust Holdings |
2,283,220 | 8,695 | ||||||
Sumitomo Osaka Cement |
332,000 | 1,217 | ||||||
Sundrug |
68,900 | 4,432 | ||||||
Suntory Beverage & Food |
3,900 | 171 | ||||||
Suruga Bank |
11,700 | 244 | ||||||
Suzuken |
12,300 | 468 | ||||||
Sysmex |
159,700 | 10,345 | ||||||
T&D Holdings |
16,200 | 215 | ||||||
Taisei |
91,000 | 603 | ||||||
TDK |
8,000 | 517 | ||||||
Teijin |
514,000 | 1,764 | ||||||
Tochigi Bank |
65,000 | 371 | ||||||
Toho Gas |
63,000 | 407 | ||||||
Tohoku Electric Power |
18,900 | 238 | ||||||
Tokio Marine Holdings |
4,000 | 156 | ||||||
Tokyo Electric Power* |
639,300 | 3,699 | ||||||
TonenGeneral Sekiyu |
66,000 | 557 | ||||||
Toppan Forms |
28,400 | 336 | ||||||
Toppan Printing |
83,000 | 768 | ||||||
Tosoh |
242,000 | 1,245 | ||||||
TOTO |
19,700 | 697 | ||||||
Toyo Seikan Group Holdings |
25,900 | 481 | ||||||
Toyota Boshoku |
15,400 | 312 | ||||||
Toyota Industries |
3,200 | 173 |
Description | Shares |
Market Value ($ Thousands) |
||||||
Toyota Motor |
305,600 | $ | 18,894 | |||||
Toyota Motor ADR (A) |
78,023 | 9,600 | ||||||
Trend Micro |
2,800 | 114 | ||||||
Tsuruha Holdings |
135,452 | 11,758 | ||||||
Ube Industries |
1,263,000 | 2,685 | ||||||
Unicharm |
213,300 | 4,374 | ||||||
Wacoal Holdings |
658,704 | 7,908 | ||||||
Warabeya Nichiyo |
13,300 | 252 | ||||||
West Japan Railway |
57,100 | 3,970 | ||||||
Yamaguchi Financial Group |
86,000 | 1,018 | ||||||
Yamaha |
26,200 | 634 | ||||||
Yamaha Motor |
27,300 | 618 | ||||||
Yamazaki Baking |
123,000 | 2,780 | ||||||
Zenkoku Hosho |
13,100 | 433 | ||||||
|
|
|||||||
522,242 | ||||||||
|
|
|||||||
Jordan 0.1% |
||||||||
Hikma Pharmaceuticals |
51,075 | 1,743 | ||||||
|
|
|||||||
Luxembourg 0.1% |
||||||||
APERAM* |
49,288 | 1,755 | ||||||
|
|
|||||||
Malaysia 0.0% |
||||||||
Malaysian Pacific Industries |
50,100 | 109 | ||||||
Petronas Chemicals Group |
114,400 | 193 | ||||||
|
|
|||||||
302 | ||||||||
|
|
|||||||
Malta 0.0% |
||||||||
BGP Holdings* |
198,683 | | ||||||
|
|
|||||||
Mexico 0.3% |
||||||||
Arca Continental |
91,033 | 552 | ||||||
Gruma, Cl B |
27,044 | 378 | ||||||
Grupo Financiero Interacciones, Cl O |
34,523 | 209 | ||||||
Wal-Mart de Mexico |
2,449,055 | 6,167 | ||||||
|
|
|||||||
7,306 | ||||||||
|
|
|||||||
Netherlands 5.2% |
||||||||
ABN AMRO Group* (B) |
70,049 | 1,573 | ||||||
AerCap Holdings* |
58,400 | 2,521 | ||||||
Akzo Nobel |
352,991 | 23,647 | ||||||
Altice, Cl B* |
1,297 | 19 | ||||||
Altice* |
9,642 | 139 | ||||||
ASML Holding |
189,383 | 16,542 | ||||||
BinckBank |
34,364 | 295 | ||||||
Boskalis Westminster |
44,415 | 1,796 | ||||||
Heineken |
9,980 | 847 | ||||||
Heineken Holding |
35,258 | 2,721 | ||||||
ING Groep |
863,384 | 11,521 | ||||||
James Hardie Industries |
69,314 | 876 | ||||||
Koninklijke Ahold |
173,959 | 3,680 | ||||||
Koninklijke DSM |
202,512 | 10,160 | ||||||
Koninklijke KPN |
227,753 | 864 | ||||||
Koninklijke Philips |
130,317 | 3,319 | ||||||
Koninklijke Philips ADR |
40,364 | 1,027 |
5 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund (Continued)
December 31, 2015
Description | Shares |
Market Value ($ Thousands) |
||||||
NN Group |
1,348 | $ | 48 | |||||
PostNL* |
946,783 | 3,599 | ||||||
Randstad Holding |
75,373 | 4,698 | ||||||
Refresco Gerber* (B) |
290,799 | 5,010 | ||||||
RELX |
1,203,107 | 20,102 | ||||||
Royal Dutch Shell, Cl A |
390,019 | 8,937 | ||||||
Royal Dutch Shell ADR, Cl B (A) |
212,993 | 9,806 | ||||||
Unilever |
163,457 | 7,057 | ||||||
Wolters Kluwer |
310,891 | 10,400 | ||||||
|
|
|||||||
151,204 | ||||||||
|
|
|||||||
New Zealand 0.0% |
||||||||
Air New Zealand |
193,571 | 392 | ||||||
|
|
|||||||
Norway 1.0% |
||||||||
Aker Solutions |
767,074 | 2,626 | ||||||
DnB |
206,201 | 2,553 | ||||||
Gjensidige Forsikring |
173,323 | 2,782 | ||||||
Marine Harvest |
280,608 | 3,785 | ||||||
Norwegian Finans Holding* |
198,972 | 1,119 | ||||||
Orkla |
31,431 | 249 | ||||||
Statoil |
272,000 | 3,809 | ||||||
Statoil ADR (A) |
50,197 | 701 | ||||||
Storebrand, Cl A* |
870,868 | 3,443 | ||||||
Telenor |
524,214 | 8,767 | ||||||
Yara International |
10,263 | 440 | ||||||
|
|
|||||||
30,274 | ||||||||
|
|
|||||||
Peru 0.0% |
||||||||
Credicorp |
6,961 | 677 | ||||||
|
|
|||||||
Poland 0.0% |
||||||||
Emperia Holding |
4,811 | 83 | ||||||
Eurocash |
42,099 | 517 | ||||||
Polski Koncern Naftowy Orlen |
13,890 | 238 | ||||||
|
|
|||||||
838 | ||||||||
|
|
|||||||
Portugal 0.3% |
||||||||
Altri SGPS |
34,867 | 180 | ||||||
CTT Correios de Portugal |
804,731 | 7,729 | ||||||
Jeronimo Martins |
27,136 | 353 | ||||||
|
|
|||||||
8,262 | ||||||||
|
|
|||||||
Russia 0.2% |
||||||||
Surgutneftegas ADR |
8,414 | 39 | ||||||
Yandex, Cl A* |
262,550 | 4,127 | ||||||
|
|
|||||||
4,166 | ||||||||
|
|
|||||||
Singapore 0.7% |
||||||||
City Developments |
1,319,100 | 7,097 | ||||||
ComfortDelgro |
334,800 | 718 | ||||||
DBS Group Holdings |
423,800 | 4,969 | ||||||
Oversea-Chinese Banking |
886,400 | 5,480 | ||||||
Singapore Airlines |
186,900 | 1,475 | ||||||
Singapore Exchange |
67,400 | 365 |
Description | Shares |
Market Value ($ Thousands) |
||||||
UOL Group |
15,500 | $ | 68 | |||||
|
|
|||||||
20,172 | ||||||||
|
|
|||||||
South Africa 0.3% |
||||||||
FirstRand |
321,798 | 879 | ||||||
Investec |
597,340 | 4,230 | ||||||
Liberty Holdings |
35,960 | 266 | ||||||
Sappi* |
78,129 | 329 | ||||||
Shoprite Holdings |
257,923 | 2,380 | ||||||
Vodacom Group Pty |
18,400 | 181 | ||||||
|
|
|||||||
8,265 | ||||||||
|
|
|||||||
South Korea 2.7% |
||||||||
Cosmax* |
71,285 | 11,093 | ||||||
Hyundai Motor |
10,569 | 1,335 | ||||||
Korea Electric Power* |
9,971 | 424 | ||||||
KT&G |
71,428 | 6,349 | ||||||
LG Display ADR |
215,154 | 2,246 | ||||||
Samsung Electronics |
22,092 | 23,625 | ||||||
Shinhan Financial Group* |
323,000 | 10,887 | ||||||
SK Hynix |
7,965 | 207 | ||||||
SK Telecom |
74,994 | 13,733 | ||||||
SK Telecom ADR (A) |
467,143 | 9,413 | ||||||
|
|
|||||||
79,312 | ||||||||
|
|
|||||||
Spain 1.4% |
||||||||
ACS Actividades de Construccion y Servicios |
96,116 | 2,815 | ||||||
Almirall |
16,041 | 325 | ||||||
Amadeus IT Holding, Cl A |
35,549 | 1,570 | ||||||
Banco Bilbao Vizcaya Argentaria |
381,991 | 2,793 | ||||||
CaixaBank (A) |
2,077,388 | 7,286 | ||||||
Enagas |
6,464 | 183 | ||||||
Ferrovial |
71,623 | 1,617 | ||||||
Grifols |
29,837 | 1,380 | ||||||
Grifols ADR |
355,000 | 11,502 | ||||||
Iberdrola |
333,522 | 2,368 | ||||||
Industria de Diseno Textil |
135,870 | 4,642 | ||||||
International Consolidated Airlines Group |
123,502 | 1,108 | ||||||
Red Electrica |
12,403 | 1,034 | ||||||
Tecnicas Reunidas (A) |
73,733 | 2,785 | ||||||
Zardoya Otis |
27,881 | 326 | ||||||
|
|
|||||||
41,734 | ||||||||
|
|
|||||||
Sweden 1.5% |
||||||||
Assa Abloy, Cl B |
71,165 | 1,492 | ||||||
BillerudKorsnas |
91,609 | 1,703 | ||||||
Boliden |
149,839 | 2,530 | ||||||
Electrolux, Cl B |
135,588 | 3,280 | ||||||
Hennes & Mauritz, Cl B |
9,675 | 344 | ||||||
Husqvarna, Cl B |
148,854 | 986 | ||||||
Industrivarden, Cl C |
30,903 | 529 | ||||||
Intrum Justitia |
11,105 | 379 | ||||||
Investor, Cl B |
68,036 | 2,512 |
6 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund (Continued)
December 31, 2015
Description | Shares |
Market Value ($ Thousands) |
||||||
L E Lundbergforetagen, Cl B |
16,420 | $ | 906 | |||||
Lundin Petroleum* |
14,650 | 213 | ||||||
Nordea Bank |
352,758 | 3,891 | ||||||
Peab |
123,524 | 948 | ||||||
Securitas, Cl B |
66,750 | 1,024 | ||||||
Skandinaviska Enskilda Banken, Cl A |
315,210 | 3,327 | ||||||
Svenska Cellulosa, Cl B |
147,486 | 4,287 | ||||||
Swedish Match |
120 | 4 | ||||||
Swedish Orphan Biovitrum* |
19,077 | 304 | ||||||
Telefonaktiebolaget LM Ericsson, Cl B |
419,243 | 4,056 | ||||||
Telefonaktiebolaget LM Ericsson ADR |
1,087,049 | 10,447 | ||||||
|
|
|||||||
43,162 | ||||||||
|
|
|||||||
Switzerland 8.0% |
||||||||
Actelion |
32,756 | 4,551 | ||||||
Adecco |
3,168 | 216 | ||||||
Aryzta* (A) |
162,670 | 8,314 | ||||||
Baloise Holding (A) |
500 | 64 | ||||||
Chocoladefabriken Lindt & Sprungli |
170 | 2,086 | ||||||
Cie Financiere Richemont (A) |
135,478 | 9,766 | ||||||
Clariant |
325,139 | 6,164 | ||||||
Coca-Cola HBC |
450,530 | 9,607 | ||||||
Dufry* |
45,140 | 5,409 | ||||||
Emmi |
1,144 | 517 | ||||||
Galenica (A) |
1,852 | 2,916 | ||||||
Geberit (A) |
3,110 | 1,056 | ||||||
Givaudan |
5,331 | 9,690 | ||||||
Julius Baer Group |
102,729 | 4,989 | ||||||
Kuehne & Nagel International |
53 | 7 | ||||||
Lonza Group |
48,950 | 7,961 | ||||||
Nestle |
140,940 | 10,486 | ||||||
Novartis |
371,649 | 31,963 | ||||||
Partners Group Holding (A) |
15,224 | 5,489 | ||||||
Roche Holding |
112,501 | 31,021 | ||||||
Schindler Holding |
7,394 | 1,242 | ||||||
SGS (A) |
6,324 | 12,077 | ||||||
Sika |
66 | 238 | ||||||
Sonova Holding (A) |
27,000 | 3,434 | ||||||
Swatch Group (A) |
8,637 | 3,007 | ||||||
Swiss Life Holding (A) |
18,242 | 4,940 | ||||||
Swiss Re |
65,172 | 6,390 | ||||||
TE Connectivity |
65,600 | 4,238 | ||||||
UBS Group |
1,587,938 | 30,881 | ||||||
Wolseley |
13,737 | 745 | ||||||
Zurich Insurance Group |
47,048 | 12,125 | ||||||
|
|
|||||||
231,589 | ||||||||
|
|
|||||||
Taiwan 0.6% |
||||||||
Chunghwa Telecom |
200,000 | 603 | ||||||
Hon Hai Precision Industry |
1,927,968 | 4,734 | ||||||
Taiwan Semiconductor Manufacturing ADR |
543,800 | 12,372 |
Description | Shares |
Market Value ($ Thousands) |
||||||
United Microelectronics ADR |
257,109 | $ | 483 | |||||
|
|
|||||||
18,192 | ||||||||
|
|
|||||||
Turkey 0.0% |
||||||||
Tupras Turkiye Petrol Rafinerileri |
19,466 | 464 | ||||||
Turkiye Garanti Bankasi |
72,012 | 176 | ||||||
|
|
|||||||
640 | ||||||||
|
|
|||||||
United Kingdom 15.5% |
||||||||
3i Group |
187,495 | 1,329 | ||||||
Admiral Group (A) |
18,083 | 442 | ||||||
Aon |
59,000 | 5,440 | ||||||
ARM Holdings ADR |
157,205 | 7,112 | ||||||
Ashtead Group (A) |
229,475 | 3,794 | ||||||
Associated British Foods (A) |
95,455 | 4,701 | ||||||
AstraZeneca |
66,419 | 4,527 | ||||||
Aviva |
2,203,761 | 16,743 | ||||||
BAE Systems |
104,058 | 766 | ||||||
Balfour Beatty (A) |
1,359,129 | 5,410 | ||||||
Barclays |
5,222,286 | 16,892 | ||||||
Barratt Developments |
156,347 | 1,439 | ||||||
Berendsen |
83,679 | 1,332 | ||||||
Berkeley Group Holdings |
17,882 | 971 | ||||||
BG Group |
824,000 | 11,955 | ||||||
BP |
265,106 | 1,391 | ||||||
BP ADR |
92,284 | 2,885 | ||||||
British American Tobacco |
319,497 | 17,785 | ||||||
British Land |
154,795 | 1,794 | ||||||
BT Group, Cl A |
26,904 | 187 | ||||||
Bunzl (A) |
279,792 | 7,760 | ||||||
Capita |
13,653 | 243 | ||||||
Carnival |
366,178 | 20,843 | ||||||
Compass Group |
544,379 | 9,434 | ||||||
Computacenter |
8,362 | 104 | ||||||
Diageo |
333,220 | 9,132 | ||||||
Dialog Semiconductor* (A) |
25,764 | 868 | ||||||
Direct Line Insurance Group |
216,619 | 1,303 | ||||||
Dixons Carphone (A) |
115,284 | 850 | ||||||
DS Smith |
1,953,000 | 11,408 | ||||||
Genus |
21,832 | 500 | ||||||
GlaxoSmithKline |
907,658 | 18,382 | ||||||
Glencore (A) |
2,044,613 | 2,731 | ||||||
Greggs |
21,949 | 426 | ||||||
Hammerson |
75,337 | 666 | ||||||
Hargreaves Lansdown (A) |
41,481 | 921 | ||||||
Home Retail Group (A) |
3,781,672 | 5,552 | ||||||
Howden Joinery Group |
607,400 | 4,713 | ||||||
HSBC Holdings |
2,964,179 | 23,528 | ||||||
ICAP (A) |
76,896 | 578 | ||||||
Imperial Tobacco Group |
36,838 | 1,949 | ||||||
Inchcape |
57,618 | 667 | ||||||
Indivior |
114,855 | 318 | ||||||
Inmarsat |
70,208 | 1,178 |
7 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund (Continued)
December 31, 2015
Description | Shares |
Market Value ($ Thousands) |
||||||
InterContinental Hotels Group |
3,581 | $ | 140 | |||||
International Consolidated Airlines Group (A) |
718,589 | 6,460 | ||||||
ITV |
3,336,156 | 13,608 | ||||||
JD Sports Fashion |
13,514 | 207 | ||||||
John Wood Group |
60,945 | 552 | ||||||
Land Securities Group |
97,076 | 1,687 | ||||||
Legal & General Group |
1,175,525 | 4,643 | ||||||
Lloyds Banking Group |
27,262,904 | 29,452 | ||||||
London Stock Exchange Group |
50,028 | 2,023 | ||||||
Michael Page International |
699,531 | 4,992 | ||||||
Mitie Group (A) |
716,645 | 3,285 | ||||||
Mondi |
227,149 | 4,470 | ||||||
National Grid |
56,150 | 777 | ||||||
Next |
21,277 | 2,287 | ||||||
Persimmon |
75,671 | 2,261 | ||||||
Petrofac (A) |
9,816 | 115 | ||||||
Premier Oil |
253,724 | 182 | ||||||
Prudential (A) |
248,455 | 5,613 | ||||||
QinetiQ Group |
234,596 | 936 | ||||||
Rank Group |
28,837 | 121 | ||||||
Reckitt Benckiser Group |
110,910 | 10,278 | ||||||
Regus |
177,425 | 872 | ||||||
RELX (A) |
491,946 | 8,688 | ||||||
Rentokil Initial |
5,213,592 | 12,220 | ||||||
Rightmove |
11,198 | 682 | ||||||
Royal Bank of Scotland Group* |
2,327,281 | 10,369 | ||||||
SABMiller |
61,135 | 3,679 | ||||||
Sage Group (A) |
44,187 | 393 | ||||||
Savills |
24,794 | 323 | ||||||
Schroders (A) |
100,662 | 4,415 | ||||||
Segro |
116,190 | 736 | ||||||
Shire |
42,437 | 2,934 | ||||||
Sky (A) |
31,798 | 521 | ||||||
Spectris (A) |
129,756 | 3,463 | ||||||
SSE (A) |
722,156 | 16,249 | ||||||
St. Jamess Place (A) |
281,576 | 4,187 | ||||||
St. Modwen Properties |
46,553 | 285 | ||||||
TalkTalk Telecom Group (A) |
1,203,585 | 3,860 | ||||||
Taylor Wimpey |
501,571 | 1,495 | ||||||
Tesco (A) |
3,070,292 | 6,765 | ||||||
Travis Perkins |
163,244 | 4,747 | ||||||
United Utilities Group |
55,023 | 760 | ||||||
Vodafone Group |
6,565,920 | 21,397 | ||||||
Whitbread |
13,815 | 897 | ||||||
Worldpay Group* (B) |
418,300 | 1,895 | ||||||
WPP |
575,087 | 13,271 | ||||||
|
|
|||||||
450,141 | ||||||||
|
|
Description | Shares |
Market Value ($ Thousands) |
||||||
United States 3.6% |
||||||||
Consumer Discretionary 0.2% |
||||||||
Dave & Busters Entertainment* |
116,515 | $ | 4,864 | |||||
|
|
|||||||
Energy 0.3% |
||||||||
Core Laboratories (A) |
68,505 | 7,449 | ||||||
|
|
|||||||
Financials 0.9% |
||||||||
ACE |
85,960 | 10,044 | ||||||
Axis Capital Holdings |
193,443 | 10,875 | ||||||
Lazard, Cl A |
128,915 | 5,803 | ||||||
|
|
|||||||
26,722 | ||||||||
|
|
|||||||
Health Care 1.0% |
||||||||
Gilead Sciences |
83,416 | 8,441 | ||||||
ICON* |
164,512 | 12,783 | ||||||
Perrigo |
42,920 | 6,210 | ||||||
Taro Pharmaceutical Industries* |
10,047 | 1,553 | ||||||
|
|
|||||||
28,987 | ||||||||
|
|
|||||||
Industrials 0.6% |
||||||||
ManpowerGroup |
74,667 | 6,294 | ||||||
Nielsen Holdings |
113,000 | 5,266 | ||||||
Sensata Technologies Holding* |
160,780 | 7,405 | ||||||
|
|
|||||||
18,965 | ||||||||
|
|
|||||||
Information Technology 0.6% |
||||||||
Atlassian, Cl A* (A) |
14,200 | 427 | ||||||
Cognizant Technology Solutions, Cl A* |
194,111 | 11,650 | ||||||
Flextronics International* |
512,911 | 5,750 | ||||||
Luxoft Holding, Cl A * |
7,464 | 576 | ||||||
|
|
|||||||
18,403 | ||||||||
|
|
|||||||
105,390 | ||||||||
|
|
|||||||
Total Common Stock |
||||||||
(Cost $2,599,955) ($ Thousands) |
2,609,109 | |||||||
|
|
|||||||
PREFERRED STOCK 1.2% |
||||||||
Germany 0.8% |
||||||||
Draegerwerk |
2,624 | 196 | ||||||
Fuchs Petrolub |
7,052 | 335 | ||||||
Henkel |
44,135 | 4,945 | ||||||
Volkswagen |
117,679 | 17,044 | ||||||
|
|
|||||||
22,520 | ||||||||
|
|
|||||||
South Korea 0.4% |
||||||||
Hyundai Motor |
64,682 | 5,661 | ||||||
Samsung Electronics |
7,654 | 7,078 | ||||||
|
|
|||||||
12,739 | ||||||||
|
|
|||||||
Total Preferred Stock |
||||||||
(Cost $41,681) ($ Thousands) |
35,259 | |||||||
|
|
8 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund (Continued)
December 31, 2015
Description | Shares | Market Value ($ Thousands) |
||||||
AFFILIATED PARTNERSHIP 8.1% |
| |||||||
SEI Liquidity Fund, L.P. |
||||||||
0.260%** (C) |
234,602,720 | $ | 234,603 | |||||
|
|
|||||||
Total Affiliated Partnership |
||||||||
(Cost $234,603) ($ Thousands) |
|
234,603 | ||||||
|
|
|||||||
CASH EQUIVALENT 6.0% |
|
|||||||
SEI Daily Income Trust, Prime Obligation Fund, Cl A |
||||||||
0.230%** |
173,593,712 | 173,594 | ||||||
|
|
|||||||
Total Cash Equivalent |
||||||||
(Cost $173,594) ($ Thousands) |
173,594 | |||||||
|
|
|||||||
Face Amount (Thousands) |
||||||||
U.S. TREASURY OBLIGATIONS 0.4% |
|
|||||||
U.S. Treasury Bills |
||||||||
0.115%, 03/03/16 (D)(E) |
$ | 700 | 700 | |||||
0.087%, 02/04/16 (D)(E) |
12,103 | 12,102 | ||||||
|
|
|||||||
Total U.S. Treasury Obligations |
||||||||
(Cost $12,802) ($ Thousands) |
|
12,802 | ||||||
|
|
|||||||
Total Investments 105.5% |
||||||||
(Cost $3,062,635) ($ Thousands) @ |
|
$ | 3,065,367 | |||||
|
|
A list of the open futures contracts held by the Fund at December 31, 2015, is as follows:
Type of Contract | Number of Contracts Long |
Expiration Date |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||
DJ Euro Stoxx 50 Index |
1,920 | Mar-2016 | $ | 1,000 | ||||||||
FTSE 100 Index |
524 | Mar-2016 | 1,810 |
Type of Contract | Number of Contracts Long |
Expiration Date |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||
Hang Seng Index |
55 | Jan-2016 | $ | (84 | ) | |||||||
SPI 200 Index |
157 | Mar-2016 | 949 | |||||||||
Topix Index |
368 | Mar-2016 | (648 | ) | ||||||||
|
|
|||||||||||
$ | 3,027 | |||||||||||
|
|
For the period ended December 31, 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 $2,906,446 ($ Thousands).
* | Non-income producing security. |
** | Rate shown is the 7-day effective yield as of December 31, 2015. |
| Investment in Affiliated Security. |
| Real Estate Investment Trust. |
(A) | This security or a partial position of this security is on loan at December 31, 2015. The total market value of securities on loan at December 31, 2015 was $222,458 ($ Thousands). |
(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) | This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2015 was $234,603 ($Thousands). |
(D) | Security, or portion thereof, has been pledged as collateral on open futures contracts. |
(E) | The rate reported is the effective yield at time of purchase. |
@ At December 31, 2015, the tax basis cost of the Funds investments was $3,062,635 ($ Thousands), and the unrealized appreciation and depreciation were $228,024 ($ Thousands) and ($225,292) ($ Thousands), respectively.
ADR American Depositary Receipt
Cl Class
DJ Dow Jones
FTSE Financial Times and the London Stock Exchange
L.P. Limited Partnership
SPI Share Price Index
The following is a summary of the transactions with affiliates for the period ended December 31, 2015 ($ Thousands):
Security Description | Value at 9/30/2015 |
Purchases at Cost |
Proceeds from Sales |
Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation) |
Value 12/31/2015 |
Dividend Income |
|||||||||||||||||||||
SEI Liquidity Fund, L.P. |
$ | 233,929 | $ | 244,562 | $ | (243,888 | ) | $ | | $ | | $ | 234,603 | $ | 246 | |||||||||||||
SEI Daily Income Trust, Prime Obligation Fund, Cl A |
91,924 | 101,686 | (20,016 | ) | | | 173,594 | 28 | ||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||
Totals |
$ | 325,853 | $ | 346,248 | $ | (263,904 | ) | $ | | $ | | $ | 408,197 | $ | 274 | |||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund (Concluded)
December 31, 2015
The following is a list of the level of inputs used as of December 31, 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 |
$ | 2,609,109 | $ | | $ | | $ | 2,609,109 | ||||||||
Preferred Stock |
35,259 | | | 35,259 | ||||||||||||
Affiliated Partnership |
| 234,603 | | 234,603 | ||||||||||||
Cash Equivalent |
173,594 | | | 173,594 | ||||||||||||
U.S. Treasury Obligations |
| 12,802 | | 12,802 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments in Securities |
$ | 2,817,962 | $ | 247,405 | $ | | $ | 3,065,367 | ||||||||
|
|
|
|
|
|
|
|
Other Financial Instruments | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Futures Contracts* |
||||||||||||||||
Unrealized Appreciation |
$ | 3,759 | $ | | $ | | $ | 3,759 | ||||||||
Unrealized Depreciation |
(732 | ) | | | (732 | ) | ||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Other Financial Instruments |
$ | 3,027 | $ | | $ | | $ | 3,027 | ||||||||
|
|
|
|
|
|
|
|
* | Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument. |
For the period ended December 31, 2015, there were no transfers between Level 1 and Level 2 assets and liabilities.
For the period ended December 31, 2015, there were no transfers between Level 2 into Level 3 assets and liabilities.
Amounts designated as are $0 or have been rounded to $0.
For information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial statements.
10 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund
December 31, 2015
Description | Shares | Market Value ($ Thousands) |
||||||
COMMON STOCK 91.9% |
| |||||||
Argentina 0.4% |
| |||||||
Arcos Dorados Holdings, Cl A |
320,900 | $ | 998 | |||||
Banco Macro ADR* |
12,696 | 738 | ||||||
Grupo Financiero Galicia ADR |
40,895 | 1,107 | ||||||
Pampa Energia ADR* |
12,162 | 250 | ||||||
YPF ADR |
158,158 | 2,486 | ||||||
|
|
|||||||
5,579 | ||||||||
|
|
|||||||
Austria - 0.2% |
||||||||
Erste Group Bank |
105,518 | 3,325 | ||||||
|
|
|||||||
Brazil - 5.0% |
||||||||
Ambev |
518,200 | 2,338 | ||||||
Ambev ADR |
885,586 | 3,950 | ||||||
B2W Cia Digital* |
674,353 | 2,596 | ||||||
Banco Bradesco ADR |
510,049 | 2,453 | ||||||
Banco do Brasil |
685,480 | 2,554 | ||||||
Banco Santander Brasil ADR (A) |
508,215 | 1,977 | ||||||
BB Seguridade Participacoes |
1,060,652 | 6,523 | ||||||
Braskem ADR |
166,410 | 2,253 | ||||||
BRF |
18,600 | 261 | ||||||
BRF ADR (A) |
21,274 | 294 | ||||||
CETIP - Mercados Organizados |
53,900 | 511 | ||||||
Cielo |
242,980 | 2,063 | ||||||
Cosan Industria e Comercio |
216,800 | 1,381 | ||||||
Cyrela Brazil Realty Empreendimentos e Participacoes |
406,800 | 771 | ||||||
EDP - Energias do Brasil |
115,900 | 353 | ||||||
Embraer |
135,700 | 1,036 | ||||||
Embraer ADR |
89,300 | 2,638 | ||||||
Estacio Participacoes |
805,300 | 2,840 | ||||||
FPC Par Corretora de Seguros |
420,600 | 1,029 | ||||||
Gerdau ADR |
1,930,390 | 2,317 | ||||||
Gol Linhas Aereas Inteligentes ADR |
517,245 | 296 | ||||||
Hypermarcas* |
846,460 | 4,645 | ||||||
JBS |
475,700 | 1,485 | ||||||
Klabin |
168,600 | 999 | ||||||
Lojas Americanas |
93,500 | 295 | ||||||
Lojas Renner |
632,100 | 2,732 | ||||||
Mahle-Metal Leve |
41,600 | 260 | ||||||
MRV Engenharia e Participacoes |
573,300 | 1,258 | ||||||
Multiplus |
38,400 | 362 | ||||||
Petroleo Brasileiro ADR* |
1,379,861 | 5,933 | ||||||
Raia Drogasil |
66,900 | 600 | ||||||
Rumo Logistica Operadora Multimodal* |
116,111 | 183 | ||||||
Santos Brasil Participacoes |
73,020 | 233 | ||||||
Telefonica Brasil ADR (A) |
382,717 | 3,456 | ||||||
Tim Participacoes ADR |
377,700 | 3,203 | ||||||
Ultrapar Participacoes |
57,800 | 883 | ||||||
Vale ADR, Cl B |
224,145 | 737 | ||||||
Valid Solucoes e Servicos de Seguranca em Meios de Pagamento e Identificacao |
225,500 | 2,422 |
Description | Shares | Market Value ($ Thousands) |
||||||
WEG |
65,100 | $ | 246 | |||||
|
|
|||||||
70,366 | ||||||||
|
|
|||||||
Canada 0.4% |
||||||||
First Quantum Minerals |
698,257 | 2,604 | ||||||
Parex Resources* |
141,124 | 1,032 | ||||||
SEMAFO* |
528,874 | 1,336 | ||||||
|
|
|||||||
4,972 | ||||||||
|
|
|||||||
Chile 0.9% |
||||||||
Banco de Chile |
14,205,011 | 1,447 | ||||||
Banco de Credito e Inversiones |
3,356 | 127 | ||||||
Banco Santander Chile |
23,472,732 | 1,053 | ||||||
Cia Cervecerias Unidas ADR (A) |
113,291 | 2,454 | ||||||
Embotelladora Andina ADR, Cl B |
8,038 | 140 | ||||||
Empresas CMPC |
565,410 | 1,220 | ||||||
Empresas COPEC |
51,738 | 444 | ||||||
Enersis ADR (A) |
43,637 | 530 | ||||||
SACI Falabella |
483,870 | 3,084 | ||||||
Sociedad Quimica y Minera de Chile ADR |
101,000 | 1,920 | ||||||
|
|
|||||||
12,419 | ||||||||
|
|
|||||||
China 18.0% |
||||||||
58.com ADR* (A) |
16,335 | 1,077 | ||||||
AAC Technologies Holdings (A) |
812,280 | 5,293 | ||||||
Agricultural Bank of China |
17,591,932 | 7,173 | ||||||
Alibaba Group Holding ADR* (A) |
98,922 | 8,039 | ||||||
Anhui Conch Cement |
2,343,700 | 6,269 | ||||||
ANTA Sports Products |
1,485,000 | 4,076 | ||||||
Baidu ADR* |
134,423 | 25,411 | ||||||
Bank of China |
14,266,105 | 6,349 | ||||||
Beijing Capital International Airport |
1,344,000 | 1,446 | ||||||
Changyou.com ADR* |
139,600 | 3,465 | ||||||
China Communications Services |
2,566,000 | 962 | ||||||
China Construction Bank |
22,323,993 | 15,234 | ||||||
China Lesso Group Holdings |
391,000 | 273 | ||||||
China Life Insurance |
935,000 | 3,010 | ||||||
China Merchants Bank |
944,576 | 2,218 | ||||||
China Petroleum & Chemical |
10,989,839 | 6,640 | ||||||
China Petroleum & Chemical ADR |
8,400 | 504 | ||||||
China Resources Beer Holdings |
610,000 | 1,306 | ||||||
China Shenhua Energy |
840,500 | 1,313 | ||||||
China Telecom |
3,634,000 | 1,701 | ||||||
China Vanke (A) |
2,329,524 | 6,860 | ||||||
Chongqing Rural Commercial Bank |
2,726,612 | 1,645 | ||||||
CITIC Securities |
1,628,900 | 3,792 | ||||||
Cogobuy Group*(A)(B) |
632,000 | 847 | ||||||
Country Garden Holdings |
5,355,000 | 2,195 | ||||||
Ctrip.com International ADR* |
56,400 | 2,613 | ||||||
Datang International Power Generation |
4,282,000 | 1,297 | ||||||
Dongfeng Motor Group |
1,504,000 | 2,006 | ||||||
Evergrande Real Estate Group (A) |
4,294,000 | 3,764 | ||||||
Guangzhou R&F Properties (A) |
2,910,400 | 3,582 |
1 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund (Continued)
December 31, 2015
Description | Shares | Market Value ($ Thousands) |
||||||
Huaneng Power International |
3,860,000 | $ | 3,316 | |||||
Industrial & Commercial Bank of China |
33,045,768 | 19,847 | ||||||
JD.com ADR* |
64,701 | 2,088 | ||||||
Jiangsu Expressway |
2,730,000 | 3,677 | ||||||
Jiangxi Copper |
1,219,000 | 1,438 | ||||||
KWG Property Holding |
2,295,370 | 1,698 | ||||||
NetEase ADR |
6,414 | 1,162 | ||||||
New Oriental Education & Technology Group ADR |
98,629 | 3,094 | ||||||
Peak Sport Products |
500,000 | 140 | ||||||
PetroChina |
250,000 | 164 | ||||||
PetroChina ADR |
60,337 | 3,957 | ||||||
PICC Property & Casualty |
2,933,800 | 5,824 | ||||||
Ping An Insurance Group of China |
1,843,000 | 10,179 | ||||||
Qunar Cayman Islands ADR*(A) |
36,000 | 1,899 | ||||||
Shanghai Electric Group |
180,000 | 95 | ||||||
SINA* |
66,700 | 3,295 | ||||||
Sinopec Engineering Group |
2,085,000 | 1,776 | ||||||
Sinopharm Group |
283,200 | 1,136 | ||||||
Sinotrans |
1,528,000 | 818 | ||||||
Sohu.com* |
148,809 | 8,510 | ||||||
Tencent Holdings |
1,458,135 | 28,692 | ||||||
Tingyi Cayman Islands Holding |
1,432,000 | 2,049 | ||||||
TravelSky Technology |
1,381,000 | 2,265 | ||||||
Uni-President China Holdings (A) |
5,375,400 | 4,151 | ||||||
Vipshop Holdings ADR* |
155,866 | 2,380 | ||||||
Want Want China Holdings (A) |
1,075,000 | 800 | ||||||
Weibo ADR* |
42,200 | 823 | ||||||
Zhejiang Expressway |
1,522,000 | 1,827 | ||||||
Zhuzhou CSR Times Electric |
579,975 | 3,349 | ||||||
ZTE |
374,574 | 852 | ||||||
|
|
|||||||
251,661 | ||||||||
|
|
|||||||
Colombia 0.3% |
||||||||
Bancolombia ADR, Cl R (A) |
79,713 | 2,132 | ||||||
Cementos Argos |
154,119 | 472 | ||||||
Cemex Latam Holdings* |
352,135 | 1,143 | ||||||
Interconexion Electrica ESP |
160,342 | 373 | ||||||
|
|
|||||||
4,120 | ||||||||
|
|
|||||||
Czech Republic 0.4% |
||||||||
CEZ (A) |
112,144 | 2,003 | ||||||
Komercni Banka |
21,494 | 4,276 | ||||||
|
|
|||||||
6,279 | ||||||||
|
|
|||||||
Egypt 0.0% |
||||||||
Commercial International Bank Egypt GDR |
168,485 | 729 | ||||||
|
|
|||||||
Greece 0.4% |
||||||||
Alpha Bank AE* |
476,611 | 1,289 | ||||||
Eurobank Ergasias* |
1,129,342 | 1,276 | ||||||
FF Group |
57,521 | 1,085 | ||||||
National Bank of Greece* |
3,906,803 | 1,456 | ||||||
|
|
|||||||
5,106 | ||||||||
|
|
Description | Shares | Market Value ($ Thousands) |
||||||
Hong Kong 9.1% |
||||||||
AIA Group |
562,300 | $ | 3,380 | |||||
Beijing Enterprises Holdings |
546,400 | 3,305 | ||||||
Brilliance China Automotive Holdings |
2,200,990 | 2,763 | ||||||
CAR* (A) |
857,000 | 1,419 | ||||||
Chaoda Modern Agriculture |
2,056,181 | 65 | ||||||
China Conch Venture Holdings |
352,500 | 730 | ||||||
China Everbright |
862,000 | 1,974 | ||||||
China Everbright Bank |
2,304,000 | 1,121 | ||||||
China Everbright International |
4,032,500 | 5,163 | ||||||
China High Precision Automation Group (C) |
1,385,624 | 222 | ||||||
China Medical System Holdings |
3,832,200 | 5,641 | ||||||
China Mengniu Dairy |
2,828,230 | 4,613 | ||||||
China Minsheng Banking |
1,171,500 | 1,157 | ||||||
China Mobile |
2,005,841 | 22,520 | ||||||
China Mobile ADR |
118,140 | 6,655 | ||||||
China Overseas Land & Investment |
577,900 | 2,016 | ||||||
China Power International Development |
3,699,000 | 2,133 | ||||||
China Resources Power Holdings |
580,000 | 1,122 | ||||||
China State Construction International Holdings |
5,249,984 | 9,114 | ||||||
China Taiping Insurance Holdings* |
1,174,582 | 3,617 | ||||||
CNOOC |
6,944,707 | 7,251 | ||||||
Far East Horizon |
863,000 | 804 | ||||||
Fuyao Glass Industry Group* (A)(B) |
748,667 | 1,804 | ||||||
Galaxy Entertainment Group |
1,063,000 | 3,338 | ||||||
Geely Automobile Holdings |
6,076,700 | 3,233 | ||||||
GOME Electrical Appliances Holding |
3,021,042 | 501 | ||||||
Haier Electronics Group |
2,264,000 | 4,601 | ||||||
Hengan International Group |
15,500 | 147 | ||||||
Hua Hong Semiconductor* (A)(B) |
2,161,900 | 2,104 | ||||||
Huadian Fuxin Energy |
2,907,385 | 830 | ||||||
Lee & Man Paper Manufacturing |
2,946,000 | 1,644 | ||||||
Lenovo Group |
2,072,000 | 2,097 | ||||||
Melco Crown Entertainment ADR (A) |
55,000 | 924 | ||||||
PAX Global Technology |
1,192,999 | 1,225 | ||||||
Shanghai Fosun Pharmaceutical Group (A) |
418,000 | 1,212 | ||||||
Shanghai Industrial Holdings |
607,000 | 1,585 | ||||||
Shimao Property Holdings |
614,000 | 1,087 | ||||||
Sino Biopharmaceutical |
337,000 | 305 | ||||||
Skyworth Digital Holdings |
2,290,000 | 1,492 | ||||||
SMI Holdings Group |
3,276,000 | 387 | ||||||
Sunny Optical Technology Group (A) |
3,024,207 | 6,949 | ||||||
Techtronic Industries |
853,500 | 3,482 | ||||||
Xinyi Solar Holdings |
4,056,000 | 1,655 | ||||||
|
|
|||||||
127,387 | ||||||||
|
|
|||||||
Hungary 0.5% |
||||||||
MOL Hungarian Oil & Gas |
21,474 | 1,055 | ||||||
OTP Bank (A) |
104,973 | 2,162 | ||||||
Richter Gedeon Nyrt |
189,724 | 3,565 | ||||||
|
|
|||||||
6,782 | ||||||||
|
|
2 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund (Continued)
December 31, 2015
Description | Shares | Market Value ($ Thousands) |
||||||
India 8.7% |
| |||||||
Adani Ports & Special Economic Zone |
332,458 | $ | 1,312 | |||||
Aurobindo Pharma |
530,575 | 7,038 | ||||||
Axis Bank |
406,548 | 2,759 | ||||||
Bajaj Auto |
33,303 | 1,276 | ||||||
Bharat Petroleum |
139,711 | 1,887 | ||||||
Cairn India |
1,674,927 | 3,505 | ||||||
Ceat |
102,837 | 1,633 | ||||||
Coal India |
482,275 | 2,408 | ||||||
Cummins India |
368,850 | 5,754 | ||||||
Dabur India |
1,010,452 | 4,238 | ||||||
Dewan Housing Finance |
753,200 | 2,681 | ||||||
Dish TV India* |
687,934 | 1,057 | ||||||
Divis Laboratories |
51,947 | 908 | ||||||
Glenmark Pharmaceuticals |
348,917 | 4,867 | ||||||
HCL Technologies |
83,355 | 1,077 | ||||||
HDFC Bank ADR |
95,745 | 5,898 | ||||||
Hero MotoCorp |
74,740 | 3,049 | ||||||
Hindustan Petroleum |
131,101 | 1,666 | ||||||
Hindustan Unilever |
153,789 | 2,006 | ||||||
Hindustan Zinc |
144,735 | 320 | ||||||
Housing Development Finance |
58,601 | 1,119 | ||||||
ICICI Bank ADR |
826,920 | 6,475 | ||||||
Idea Cellular |
491,949 | 1,068 | ||||||
IFCI |
737,425 | 307 | ||||||
Indian Oil |
165,268 | 1,072 | ||||||
IndusInd Bank |
47,200 | 691 | ||||||
Infosys |
339,337 | 5,682 | ||||||
Infosys ADR (A) |
71,522 | 1,198 | ||||||
InterGlobe Aviation* (B) |
56,412 | 1,053 | ||||||
ITC |
77,918 | 386 | ||||||
Larsen & Toubro |
67,145 | 1,292 | ||||||
NHPC |
423,760 | 135 | ||||||
NTPC |
385,881 | 853 | ||||||
Power Finance |
670,399 | 2,047 | ||||||
Power Grid Corp of India |
1,526,119 | 3,260 | ||||||
Prestige Estates Projects |
687,615 | 2,017 | ||||||
Reliance Capital |
226,221 | 1,497 | ||||||
Reliance Industries |
278,485 | 4,265 | ||||||
Reliance Industries GDR (B) |
451,203 | 13,798 | ||||||
Rural Electrification |
513,636 | 1,762 | ||||||
SH Kelkar* (B) |
412,379 | 1,580 | ||||||
Shriram Transport Finance |
109,012 | 1,420 | ||||||
SKS Microfinance* |
275,744 | 2,086 | ||||||
Sun TV Network |
217,635 | 1,404 | ||||||
Syndicate Bank |
396,022 | 526 | ||||||
Tata Consultancy Services |
73,337 | 2,702 | ||||||
Tata Motors, Cl A |
465,405 | 2,036 | ||||||
Tech Mahindra |
72,667 | 575 | ||||||
Wipro |
149,656 | 1,265 | ||||||
Wipro ADR (A) |
133,045 | 1,535 | ||||||
WNS Holdings ADR* |
11,629 | 363 |
Description | Shares | Market Value ($ Thousands) |
||||||
Zee Entertainment Enterprises |
269,226 | $ | 1,778 | |||||
|
|
|||||||
122,586 | ||||||||
|
|
|||||||
Indonesia 2.1% |
||||||||
AKR Corporindo |
5,388,000 | 2,789 | ||||||
Astra International |
1,853,100 | 804 | ||||||
Bank Pembangunan Daerah Jawa Barat Dan Banten |
4,107,500 | 223 | ||||||
Bank Rakyat Indonesia Persero |
6,168,195 | 5,107 | ||||||
Gudang Garam |
564,800 | 2,240 | ||||||
Indofood CBP Sukses Makmur |
325,600 | 317 | ||||||
Kalbe Farma |
11,549,500 | 1,100 | ||||||
Link Net* |
4,212,400 | 1,222 | ||||||
Matahari Department Store |
1,396,500 | 1,777 | ||||||
Pakuwon Jati |
9,645,000 | 345 | ||||||
Perusahaan Gas Negara Persero |
3,618,000 | 717 | ||||||
Semen Indonesia Persero |
3,063,900 | 2,525 | ||||||
Sumber Alfaria Trijaya |
42,526,700 | 1,780 | ||||||
Tambang Batubara Bukit Asam |
1,571,300 | 516 | ||||||
Telekomunikasi Indonesia Persero |
28,799,580 | 6,472 | ||||||
United Tractors |
1,437,281 | 1,772 | ||||||
|
|
|||||||
29,706 | ||||||||
|
|
|||||||
Jordan 0.3% |
||||||||
Hikma Pharmaceuticals |
109,799 | 3,747 | ||||||
|
|
|||||||
Malaysia 0.6% |
||||||||
AirAsia |
2,335,900 | 701 | ||||||
AMMB Holdings |
704,600 | 743 | ||||||
Astro Malaysia Holdings |
1,831,800 | 1,177 | ||||||
British American Tobacco Malaysia |
53,251 | 695 | ||||||
Inari Amertron |
925,100 | 987 | ||||||
Malayan Banking |
900,300 | 1,759 | ||||||
Petronas Chemicals Group |
480,500 | 810 | ||||||
Sunway |
274,900 | 197 | ||||||
Top Glove |
203,600 | 645 | ||||||
UEM Sunrise |
3,433,195 | 896 | ||||||
|
|
|||||||
8,610 | ||||||||
|
|
|||||||
Mexico 5.3% |
||||||||
Alfa, Cl A (A) |
146,500 | 289 | ||||||
Alsea |
316,400 | 1,096 | ||||||
America Movil, Ser L |
3,164,174 | 2,220 | ||||||
America Movil ADR, Ser L, Cl L (A) |
164,675 | 2,315 | ||||||
Arca Continental |
391,300 | 2,372 | ||||||
Cemex ADR* (A) |
1,153,164 | 6,423 | ||||||
Coca-Cola Femsa ADR (A) |
11,555 | 818 | ||||||
Controladora Comercial Mexicana |
214,300 | 587 | ||||||
El Puerto de Liverpool |
52,200 | 635 | ||||||
Fomento Economico Mexicano |
167,300 | 1,566 | ||||||
Fomento Economico Mexicano ADR (A) |
72,194 | 6,667 | ||||||
Gentera (A) |
765,900 | 1,479 | ||||||
Gruma, Cl B |
70,532 | 987 | ||||||
Grupo Aeroportuario del Pacifico, Cl B |
94,000 | 828 |
3 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund (Continued)
December 31, 2015
Description | Shares | Market Value ($ Thousands) |
||||||
Grupo Financiero Banorte, Cl O |
2,805,923 | $ | 15,432 | |||||
Grupo Financiero Santander Mexico ADR |
218,078 | 1,891 | ||||||
Grupo GICSA* |
2,162,500 | 2,025 | ||||||
Grupo Mexico, Ser B |
1,206,400 | 2,570 | ||||||
Grupo Televisa |
55,000 | 300 | ||||||
Grupo Televisa ADR |
273,064 | 7,430 | ||||||
Industrias Bachoco ADR (A) |
4,165 | 205 | ||||||
Infraestructura Energetica Nova |
520,400 | 2,180 | ||||||
Inmobiliaria Vesta |
1,887,600 | 2,869 | ||||||
Kimberly-Clark de Mexico, Cl A |
106,100 | 248 | ||||||
Megacable Holdings |
68,800 | 256 | ||||||
Nemak |
1,327,309 | 1,795 | ||||||
Telesites* |
158,209 | 103 | ||||||
Unifin Financiera* |
725,700 | 2,238 | ||||||
Wal-Mart de Mexico |
2,563,936 | 6,456 | ||||||
|
|
|||||||
74,280 | ||||||||
|
|
|||||||
Pakistan 0.1% |
||||||||
United Bank |
990,000 | 1,465 | ||||||
|
|
|||||||
Peru 0.7% |
||||||||
Credicorp |
101,043 | 9,834 | ||||||
|
|
|||||||
Philippines 1.3% |
||||||||
Ayala |
205,710 | 3,302 | ||||||
BDO Unibank |
1,235,083 | 2,750 | ||||||
Cebu Air |
201,950 | 354 | ||||||
International Container Terminal Services |
1,398,054 | 2,084 | ||||||
Philippine Long Distance Telephone |
29,470 | 1,286 | ||||||
SM Investments |
81,320 | 1,490 | ||||||
SM Prime Holdings |
4,475,400 | 2,060 | ||||||
Universal Robina |
1,111,760 | 4,402 | ||||||
Vista Land & Lifescapes |
2,371,200 | 260 | ||||||
|
|
|||||||
17,988 | ||||||||
|
|
|||||||
Poland 0.6% |
||||||||
Asseco Poland |
32,702 | 470 | ||||||
Eurocash |
198,477 | 2,435 | ||||||
KGHM Polska Miedz |
121,890 | 1,964 | ||||||
PGE Polska Grupa Energetyczna |
310,307 | 1,005 | ||||||
Polish Oil & Gas |
457,542 | 592 | ||||||
Powszechna Kasa Oszczednosci Bank Polski (A) |
189,796 | 1,312 | ||||||
Tauron Polska Energia (A) |
857,976 | 627 | ||||||
|
|
|||||||
8,405 | ||||||||
|
|
|||||||
Portugal 0.1% |
||||||||
Jeronimo Martins (A) |
117,851 | 1,532 | ||||||
|
|
|||||||
Qatar 0.2% |
||||||||
Barwa Real Estate |
161,740 | 1,776 | ||||||
United Development |
64,728 | 369 | ||||||
|
|
|||||||
2,145 | ||||||||
|
|
Description | Shares | Market Value ($ Thousands) |
||||||
Romania 0.1% |
||||||||
Banca Transilvania* |
1,798,165 | $ | 1,050 | |||||
|
|
|||||||
Russia 4.4% |
||||||||
Etalon Group GDR |
56,800 | 102 | ||||||
Gazprom ADR |
1,422,015 | 5,228 | ||||||
Lukoil ADR (A) |
161,816 | 5,255 | ||||||
Magnit GDR (A) |
158,268 | 6,373 | ||||||
MegaFon GDR |
165,781 | 1,939 | ||||||
MMC Norilsk Nickel ADR |
27,745 | 352 | ||||||
Mobile TeleSystems ADR |
209,266 | 1,293 | ||||||
NovaTek GDR |
28,390 | 2,327 | ||||||
Novolipetsk Steel GDR |
129,417 | 1,100 | ||||||
QIWI ADR |
92,800 | 1,666 | ||||||
Rosneft GDR |
679,927 | 2,368 | ||||||
Sberbank of Russia ADR (A) |
2,636,573 | 15,274 | ||||||
Severstal GDR |
241,161 | 2,015 | ||||||
Sistema GDR |
55,343 | 326 | ||||||
Surgutneftegas ADR |
224,162 | 1,027 | ||||||
Tatneft PAO ADR (A) |
65,372 | 1,722 | ||||||
TMK GDR |
222,787 | 712 | ||||||
X5 Retail Group GDR* |
301,033 | 5,692 | ||||||
Yandex, Cl A* |
432,580 | 6,800 | ||||||
|
|
|||||||
61,571 | ||||||||
|
|
|||||||
Singapore 0.1% |
||||||||
Asian Pay Television Trust |
3,922,100 | 1,769 | ||||||
|
|
|||||||
South Africa 4.3% |
||||||||
Alexander Forbes Group Holdings (A) |
4,512,654 | 1,724 | ||||||
AngloGold Ashanti ADR* |
58,100 | 413 | ||||||
Aspen Pharmacare Holdings |
104,418 | 2,085 | ||||||
AVI |
96,691 | 483 | ||||||
Barclays Africa Group |
157,710 | 1,457 | ||||||
Barloworld |
73,229 | 293 | ||||||
Bidvest Group |
272,184 | 5,765 | ||||||
Clicks Group |
55,416 | 318 | ||||||
DataTec |
74,779 | 249 | ||||||
FirstRand |
1,489,886 | 4,069 | ||||||
Foschini Group |
98,005 | 770 | ||||||
Gold Fields |
654,479 | 1,787 | ||||||
Impala Platinum Holdings |
222,399 | 358 | ||||||
Imperial Holdings |
103,074 | 793 | ||||||
Investec (A) |
455,489 | 3,214 | ||||||
Liberty Holdings |
155,829 | 1,155 | ||||||
Life Healthcare Group Holdings |
1,232,121 | 2,779 | ||||||
MMI Holdings |
882,813 | 1,251 | ||||||
Mondi |
140,552 | 2,784 | ||||||
Mr Price Group |
176,700 | 2,281 | ||||||
MTN Group |
237,034 | 2,028 | ||||||
Murray & Roberts Holdings |
336,265 | 173 | ||||||
Naspers, Cl N |
44,964 | 6,169 | ||||||
Netcare |
461,874 | 1,010 |
4 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund (Continued)
December 31, 2015
Description | Shares | Market Value ($ Thousands) |
||||||
Old Mutual |
330,665 | $ | 884 | |||||
Peregrine Holdings |
27,213 | 52 | ||||||
Petra Diamonds |
760,904 | 985 | ||||||
Redefine Properties |
1,334,607 | 834 | ||||||
RMB Holdings |
409,060 | 1,468 | ||||||
Sappi* |
180,100 | 758 | ||||||
Sasol |
124,282 | 3,377 | ||||||
SPAR Group |
119,780 | 1,425 | ||||||
Standard Bank Group |
509,475 | 3,720 | ||||||
Telkom |
107,522 | 446 | ||||||
Tongaat Hulett |
19,087 | 115 | ||||||
Truworths International |
108,374 | 638 | ||||||
Tsogo Sun Holdings |
529,801 | 827 | ||||||
Vodacom Group |
183,132 | 1,799 | ||||||
Vukile Property Fund |
36,998 | 40 | ||||||
Wilson Bayly Holmes-Ovcon |
19,986 | 146 | ||||||
|
|
|||||||
60,922 | ||||||||
|
|
|||||||
South Korea 13.2% |
||||||||
Amorepacific* |
1,155 | 406 | ||||||
BGF retail* |
25,972 | 3,799 | ||||||
CJ CGV* (A) |
25,435 | 2,710 | ||||||
Coway* |
116,884 | 8,362 | ||||||
Daewoo International (A) |
125,210 | 1,731 | ||||||
DGB Financial Group* |
48,626 | 415 | ||||||
Dongbu Insurance* |
72,483 | 4,340 | ||||||
GS Retail* |
41,886 | 1,913 | ||||||
Hanil Cement* |
1,745 | 157 | ||||||
Hankook Tire* |
45,871 | 1,834 | ||||||
Hanon Systems* (A) |
32,069 | 1,414 | ||||||
Hansae* |
43,167 | 1,941 | ||||||
Hansol Technics* |
47,286 | 1,143 | ||||||
Hanwha Life Insurance* (A) |
183,588 | 1,157 | ||||||
Hanwha Techwin* (A) |
48,499 | 1,457 | ||||||
Hite Jinro* (A) |
28,341 | 564 | ||||||
Hotel Shilla* (A) |
12,744 | 835 | ||||||
Hyosung* |
19,527 | 1,935 | ||||||
Hyundai Development* |
113,517 | 3,721 | ||||||
Hyundai Marine & Fire Insurance* |
115,332 | 3,537 | ||||||
Hyundai Motor |
43,475 | 5,491 | ||||||
Kangwon Land* |
112,391 | 3,677 | ||||||
KB Financial Group ADR |
115,597 | 3,222 | ||||||
KCC |
10,381 | 3,666 | ||||||
Kia Motors |
86,641 | 3,869 | ||||||
Korea Aerospace Industries* |
23,799 | 1,578 | ||||||
KT ADR |
145,000 | 1,727 | ||||||
KT Skylife* |
11,707 | 172 | ||||||
KT&G |
55,208 | 4,907 | ||||||
LG* |
70,243 | 4,222 | ||||||
LG Chem |
17,172 | 4,756 | ||||||
LG Display ADR |
134,540 | 1,405 | ||||||
LG Household & Health Care |
222 | 197 |
Description | Shares | Market Value ($ Thousands) |
||||||
LG Uplus |
188,781 | $ | 1,670 | |||||
Lotte Chemical* |
10,195 | 2,099 | ||||||
Lotte Chilsung Beverage* (A) |
2,083 | 3,940 | ||||||
Lotte Confectionery* |
2,421 | 4,706 | ||||||
Mando* |
8,144 | 1,149 | ||||||
NAVER |
15,998 | 8,953 | ||||||
NCSoft |
34,299 | 6,201 | ||||||
S-1, Cl 1 |
12,131 | 1,030 | ||||||
Samlip General Foods* |
4,181 | 981 | ||||||
Samsung Electronics |
41,990 | 44,904 | ||||||
Samsung Life Insurance |
33,153 | 3,101 | ||||||
Seah Besteel* |
12,579 | 294 | ||||||
SFA Engineering* (A) |
68,113 | 2,854 | ||||||
Shinhan Financial Group* |
61,042 | 2,057 | ||||||
SK Hynix |
92,085 | 2,388 | ||||||
SK Telecom |
7,303 | 1,337 | ||||||
SK Telecom ADR |
430,520 | 8,675 | ||||||
Tongyang Life Insurance* |
57,460 | 568 | ||||||
Vieworks*(A) |
45,697 | 1,721 | ||||||
Woori Bank |
171,561 | 1,290 | ||||||
Yuhan* |
10,947 | 2,535 | ||||||
|
|
|||||||
184,713 | ||||||||
|
|
|||||||
Taiwan 9.7% |
||||||||
Advanced Semiconductor Engineering |
4,016,000 | 4,633 | ||||||
Asustek Computer |
465,000 | 3,846 | ||||||
Catcher Technology |
237,000 | 1,987 | ||||||
Cathay Financial Holding |
2,624,987 | 3,690 | ||||||
Chailease Holding |
319,404 | 551 | ||||||
Cheng Shin Rubber Industry |
395,000 | 639 | ||||||
Chicony Electronics |
602,075 | 1,319 | ||||||
China Steel Chemical |
359,800 | 1,166 | ||||||
Compal Electronics |
2,920,000 | 1,639 | ||||||
CTBC Financial Holding |
846,088 | 434 | ||||||
CTCI |
205,000 | 223 | ||||||
Eclat Textile |
140,967 | 1,948 | ||||||
Elite Advanced Laser |
232,400 | 911 | ||||||
eMemory Technology |
248,800 | 2,803 | ||||||
Farglory Land Development |
297,043 | 310 | ||||||
Foxconn Technology |
857,000 | 1,812 | ||||||
Fubon Financial Holding |
1,625,000 | 2,216 | ||||||
Gigasolar Materials |
76,000 | 1,673 | ||||||
Hermes Microvision |
100,400 | 3,653 | ||||||
Highwealth Construction |
633,100 | 730 | ||||||
Hiwin Technologies |
185,630 | 729 | ||||||
Hon Hai Precision Industry |
4,734,367 | 11,625 | ||||||
Hota Industrial Manufacturing |
995,884 | 3,667 | ||||||
Hu Lane Associate |
436,600 | 1,754 | ||||||
Kenda Rubber Industrial |
224,702 | 331 | ||||||
Kingpak Technology* |
111,500 | 621 | ||||||
Kings Town Bank |
557,000 | 396 | ||||||
Largan Precision |
56,657 | 3,909 |
5 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund (Continued)
December 31, 2015
Description | Shares | Market Value ($ Thousands) |
||||||
Lite-On Technology |
1,259,296 | $ | 1,217 | |||||
Makalot Industrial |
157,094 | 1,113 | ||||||
MediaTek |
909,100 | 6,899 | ||||||
Mega Financial Holding |
786,000 | 508 | ||||||
Merida Industry |
186,000 | 1,001 | ||||||
Mitac Holdings |
2,271,000 | 1,716 | ||||||
Pegatron |
1,745,000 | 3,808 | ||||||
Pou Chen |
1,221,000 | 1,598 | ||||||
Powertech Technology |
1,192,000 | 2,363 | ||||||
Radiant Opto-Electronics |
1,459,050 | 3,333 | ||||||
Realtek Semiconductor |
380,173 | 912 | ||||||
Ruentex Industries |
760,000 | 1,420 | ||||||
Sercomm |
635,411 | 1,678 | ||||||
Silicon Motion Technology ADR |
55,500 | 1,740 | ||||||
Simplo Technology |
356,000 | 1,138 | ||||||
Taiwan Semiconductor Manufacturing |
6,415,790 | 27,818 | ||||||
Taiwan Semiconductor Manufacturing ADR |
419,091 | 9,534 | ||||||
Teco Electric and Machinery |
951,000 | 761 | ||||||
Transcend Information |
239,000 | 622 | ||||||
Tung Thih Electronic |
246,000 | 2,397 | ||||||
Uni-President Enterprises |
114,000 | 191 | ||||||
United Microelectronics |
3,058,000 | 1,125 | ||||||
Vanguard International Semiconductor |
626,000 | 816 | ||||||
WPG Holdings |
1,883,000 | 1,798 | ||||||
Yuanta Financial Holding |
5,018,677 | 1,854 | ||||||
|
|
|||||||
136,575 | ||||||||
|
|
|||||||
Thailand 1.5% |
||||||||
AP Thailand |
2,502,800 | 370 | ||||||
Bangkok Bank Foreign (A) |
654,100 | 2,793 | ||||||
Bangkok Dusit Medical Services, Cl F |
964,400 | 596 | ||||||
Bangkok Dusit Medical Services |
2,282,000 | 1,409 | ||||||
Banpu (A) |
2,578,600 | 1,143 | ||||||
Central Pattana |
788,800 | 1,026 | ||||||
CP ALL |
1,637,000 | 1,781 | ||||||
CP Seven Eleven PCL (A) |
48,300 | 53 | ||||||
Delta Electronics Thailand |
388,300 | 823 | ||||||
Hana Microelectronics |
292,900 | 291 | ||||||
Kasikornbank NVDR |
277,391 | 1,152 | ||||||
Krung Thai Bank NVDR (A) |
1,633,900 | 755 | ||||||
Minor International |
1,489,800 | 1,493 | ||||||
PTT |
269,550 | 1,819 | ||||||
PTT Exploration & Production |
304,900 | 485 | ||||||
PTT Global Chemical (A) |
1,594,000 | 2,200 | ||||||
Ratchaburi Electricity Generating Holding (A) |
211,200 | 277 | ||||||
Sino-Thai Engineering & Construction |
1,580,500 | 1,094 | ||||||
Thanachart Capital |
789,200 | 800 | ||||||
Tisco Financial Group |
276,600 | 325 | ||||||
|
|
|||||||
20,685 | ||||||||
|
|
|||||||
Turkey 2.1% |
||||||||
Akbank |
1,099,975 | 2,519 |
Description | Shares | Market Value ($ Thousands) |
||||||
Anadolu Efes Biracilik Ve Malt Sanayii (A) |
331,811 | $ | 2,145 | |||||
Arcelik |
103,426 | 496 | ||||||
Aselsan Elektronik Sanayi Ve Ticaret (A) |
390,021 | 2,257 | ||||||
Brisa Bridgestone Sabanci Sanayi ve |
31,208 | 85 | ||||||
Coca-Cola Icecek |
100,931 | 1,285 | ||||||
Emlak Konut Gayrimenkul Yatirim Ortakligi |
3,087,408 | 2,752 | ||||||
Eregli Demir ve Celik Fabrikalari |
1,104,418 | 1,151 | ||||||
Ford Otomotiv Sanayi |
86,607 | 897 | ||||||
KOC Holding |
336,154 | 1,258 | ||||||
Koza Altin Isletmeleri (A) |
23,343 | 98 | ||||||
TAV Havalimanlari Holding |
140,888 | 878 | ||||||
Tofas Turk Otomobil Fabrikasi |
139,762 | 907 | ||||||
Tupras Turkiye Petrol Rafinerileri |
84,912 | 2,026 | ||||||
Turk Hava Yollari* |
491,498 | 1,246 | ||||||
Turkcell Iletisim Hizmetleri ADR |
120,935 | 1,027 | ||||||
Turkiye Garanti Bankasi |
1,489,077 | 3,635 | ||||||
Turkiye Halk Bankasi (A) |
318,855 | 1,135 | ||||||
Turkiye Is Bankasi, Cl C |
255,036 | 402 | ||||||
Turkiye Sise ve Cam Fabrikalari |
| | ||||||
Turkiye Vakiflar Bankasi Tao, Cl D |
168,945 | 222 | ||||||
Ulker Biskuvi Sanayi |
457,214 | 2,757 | ||||||
|
|
|||||||
29,178 | ||||||||
|
|
|||||||
United Arab Emirates 0.4% |
||||||||
Abu Dhabi Commercial Bank |
560,791 | 1,006 | ||||||
Air Arabia |
2,133,787 | 794 | ||||||
Emaar Properties |
2,755,681 | 4,263 | ||||||
Union National Bank |
145,237 | 185 | ||||||
|
|
|||||||
6,248 | ||||||||
|
|
|||||||
United Kingdom 0.3% |
||||||||
Anglo American ADR* |
80,640 | 176 | ||||||
SABMiller |
78,020 | 4,713 | ||||||
|
|
|||||||
4,889 | ||||||||
|
|
|||||||
United States 0.2% |
||||||||
Consumer Staples 0.1% |
||||||||
PriceSmart |
12,065 | 1,001 | ||||||
|
|
|||||||
Materials 0.1% |
||||||||
Freeport-McMoRan (A) |
168,690 | 1,142 | ||||||
|
|
|||||||
2,143 | ||||||||
|
|
|||||||
Total Common Stock |
1,288,766 | |||||||
|
|
6 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund (Continued)
December 31, 2015
Description | Number of Participation Notes |
Market Value ($ Thousands) |
||||||
PARTICIPATION NOTES 2.5% |
| |||||||
China 0.6% |
| |||||||
China Vanke, Expires 06/29/2020* |
574 | $ | 2,159 | |||||
Hangzhou Hikvision, Expires 09/12/2018* |
255 | 1,350 | ||||||
Hangzhou Hikvision Digital Technology, Expires 06/29/2020* |
444 | 2,352 | ||||||
Huangshan Tour, Expires 11/06/2020* |
261 | 942 | ||||||
Inner Mongolia, Expires 12/12/2016* |
568 | 1,419 | ||||||
|
|
|||||||
8,222 | ||||||||
|
|
|||||||
India 1.2% |
||||||||
Axis Bank, Expires 06/13/2018* |
432 | 2,919 | ||||||
Dr Reddys Laboratories, Expires 11/02/2018* |
21 | 980 | ||||||
IRB Infrastructure Developers, Expires 06/25/2020* |
909 | 3,334 | ||||||
State Bank of India, Expires 05/31/2018* |
707 | 2,390 | ||||||
Tata Motors, Expires 06/25/2020* |
670 | 3,944 | ||||||
UPL, Expires 03/18/2019* |
250 | 1,650 | ||||||
Zee Entertainment Enterprises, Expires 09/03/2019* |
266 | 1,749 | ||||||
|
|
|||||||
16,966 | ||||||||
|
|
|||||||
Saudi Arabia 0.2% |
||||||||
Al Tayyar, Expires 03/05/2018* |
44 | 832 | ||||||
Al Tayyar Travel Group, Expires 03/05/2018* |
13 | 246 | ||||||
Bupa Arabia, Expires 04/05/2017* |
17 | 506 | ||||||
Fawaz Abdulaziz Al Hokair, Expires 03/02/2017* |
94 | 1,762 | ||||||
|
|
|||||||
3,346 | ||||||||
|
|
|||||||
Switzerland 0.4% |
||||||||
CITIC Securities, Expires 10/22/2019* |
647 | 1,930 | ||||||
Qingdao Haier, Expires 10/22/2019* |
2,002 | 3,065 | ||||||
|
|
|||||||
4,995 | ||||||||
|
|
|||||||
United Kingdom 0.0% |
||||||||
Mouswat Medical, Expires 03/05/2018* |
17 | 535 | ||||||
|
|
|||||||
Vietnam 0.1% |
||||||||
Hoa Phat Group, Expires 07/24/2018* |
489 | 629 | ||||||
|
|
|||||||
Total Participation Notes |
34,693 | |||||||
|
|
|||||||
Shares | ||||||||
EXCHANGE TRADED FUND 2.3% |
||||||||
United States 2.3% |
||||||||
iShares MSCI Emerging Markets ETF (A) |
1,027,372 | 33,071 | ||||||
|
|
|||||||
33,071 | ||||||||
|
|
|||||||
Total Exchange Traded Fund |
33,071 | |||||||
|
|
Description | Shares | Market Value ($ Thousands) |
||||||
PREFERRED STOCK 1.1% |
||||||||
Brazil 0.8% |
||||||||
Banco Bradesco |
192,800 | $ | 940 | |||||
Braskem |
94,500 | 660 | ||||||
Cia Brasileira de Distribuicao |
19,400 | 205 | ||||||
Cia Brasileira de Distribuicao Grupo Pao de Acucar ADR (A) |
125,000 | 1,315 | ||||||
Cia Energetica de Sao Paulo, Cl B |
103,700 | 351 | ||||||
Cia Paranaense de Energia |
85,900 | 528 | ||||||
Itau Unibanco Holding |
600,006 | 3,993 | ||||||
Itau Unibanco Holding ADR (A) |
487,304 | 3,172 | ||||||
Itausa - Investimentos Itau |
44,977 | 78 | ||||||
Petroleo Brasileiro ADR, Cl A* |
244,300 | 831 | ||||||
|
|
|||||||
12,073 | ||||||||
|
|
|||||||
Colombia 0.1% |
||||||||
Bancolombia |
134,885 | 918 | ||||||
|
|
|||||||
South Korea 0.2% |
||||||||
Samsung Electronics |
2,503 | 2,314 | ||||||
|
|
|||||||
Total Preferred Stock |
15,305 | |||||||
|
|
|||||||
Number of Rights |
||||||||
RIGHTS 0.0% |
||||||||
Brazil 0.0% |
||||||||
Banco Bradesco, Expires 05/02/2016* |
6 | | ||||||
Rumo Logistica Operadora Multimodal, Expires 02/01/2016* |
42 | 2 | ||||||
|
|
|||||||
Total Rights |
2 | |||||||
|
|
|||||||
Face Amount(1) (Thousands) |
||||||||
DEBENTURE BOND 0.0% |
||||||||
Brazil 0.0% |
||||||||
Vale, Ser 1997 |
||||||||
0.000%, 09/30/49 (D) |
BRL 8 | | ||||||
|
|
|||||||
Total Debenture Bond |
| |||||||
|
|
|||||||
Shares | ||||||||
AFFILIATED PARTNERSHIP 6.9% |
||||||||
SEI Liquidity Fund, L.P. |
||||||||
0.260%** (E) |
96,825,814 | 96,826 | ||||||
|
|
|||||||
Total Affiliated Partnership |
96,826 | |||||||
|
|
7 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund (Concluded)
December 31, 2015
Description | Shares | Market Value ($ Thousands) |
||||||
CASH EQUIVALENT 0.6% |
| |||||||
SEI Daily Income Trust, Prime Obligation Fund, Cl A |
||||||||
0.230%** |
7,749,453 | $ | 7,749 | |||||
|
|
|||||||
Total Cash Equivalent |
7,749 | |||||||
|
|
|||||||
Total Investments 105.3% |
$ | 1,476,412 | ||||||
|
|
Percentages are based on a Net Assets of $1,401,570 ($ Thousands).
* | Non-income producing security. |
** | Rate shown is the 7-day effective yield as of December 31, 2015. |
| Investment in Affiliated Security. |
| Real Estate Investment Trust. |
(1) | In U.S. dollars unless otherwise indicated. |
(A) | This security or a partial position of this security is on loan at December 31, 2015. The total market value of securities on loan at December 31, 2015 was $91,729 ($ Thousands). |
(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) | 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 December 31, 2015 was $222 ($ Thousands) and represented 0.0% of Net Assets. |
(D) | Variable Rate Security The rate reported on the Schedule of Investments is the rate in effect as of December 31, 2015. |
(E) | This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2015 was $96,826 ($Thousands). |
@ At December 31, 2015, the tax basis cost of the Funds investments was $1,708,403 ($ Thousands), and the unrealized appreciation and depreciation were $75,819 ($ Thousands) and ($307,810) ($ Thousands), respectively.
ADR American Depositary Receipt
BRL Brazilian Real
Cl Class
ETF Exchange Traded Fund
GDR Global Depositary Receipt
L.P. Limited Partnership
MSCI Morgan Stanley Capital International
NVDR Non-Voting Depositary Receipt
Ser Series
The following is a summary of the transactions with affiliates for the period ended December 31, 2015 ($ Thousands):
Security Description | Value at 9/30/2015 |
Purchases at Cost |
Proceeds from Sales |
Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation) |
Value 12/31/2015 |
Dividend Income | ||||||||||||||||||||||||||||
SEI Liquidity Fund, L.P. | $ | 135,645 | $ | 108,425 | $ | (147,244 | ) | $ | | $ | | $ | 96,826 | $ | 262 | ||||||||||||||||||||
SEI Daily Income Trust, Prime Obligation Fund, Cl A | 12,203 | 88,864 | (93,318 | ) | | | 7,749 | 2 | |||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
||||||||||||||||||||||
Totals | $ | 147,848 | $ | 197,289 | $ | (240,562 | ) | $ | | $ | | $ | 104,575 | $ | 264 | ||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
The following is a list of the level of inputs used as of December 31, 2015, in valuing the Funds investments carried at value ($ Thousands):
Investments in Securities | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Common Stock |
$ | 1,288,544 | $ | | $ | 222 | $ | 1,288,766 | ||||||||
Participation Notes |
| 34,693 | | 34,693 | ||||||||||||
Exchange Traded Fund |
33,071 | | | 33,071 | ||||||||||||
Preferred Stock |
15,305 | | | 15,305 | ||||||||||||
Rights |
2 | | | 2 | ||||||||||||
Debenture Bond |
| | | | ||||||||||||
Affiliated Partnership |
| 96,826 | | 96,826 | ||||||||||||
Cash Equivalent |
7,749 | | | 7,749 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments in Securities |
$ | 1,344,671 | $ | 131,519 | $ | 222 | $ | 1,476,412 | ||||||||
|
|
|
|
|
|
|
|
(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 December 31, 2015, there were no transfers between Level 1 and Level 2 assets and liabilities.
For the period ended December 31, 2015, there were no transfers between Level 2 and Level 3 assets and liabilities.
For the period ended December 31, 2015, there were no transfers into Level 3 assets and liabilities.
Amounts designated as are $0 or have been rounded to $0.
For information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial statements.
8 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
December 31, 2015
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
GLOBAL BONDS 93.9% |
| |||||||||||
Australia 2.9% |
| |||||||||||
Aurizon Network MTN |
||||||||||||
2.000%, 09/18/24 |
EUR | 300 | $ | 313 | ||||||||
Australia & New Zealand Banking Group MTN |
||||||||||||
3.625%, 07/18/22 |
EUR | 300 | 385 | |||||||||
Commonwealth Bank of Australia MTN |
||||||||||||
1.375%, 01/22/19 |
EUR | 560 | 629 | |||||||||
Government of Australia |
||||||||||||
4.500%, 04/21/33 |
285 | 240 | ||||||||||
3.750%, 04/21/37 |
845 | 643 | ||||||||||
3.250%, 04/21/25 |
3,440 | 2,589 | ||||||||||
2.750%, 04/21/24 |
1,785 | 1,298 | ||||||||||
Government of Australia, Ser 122 |
||||||||||||
5.250%, 03/15/19 |
2,400 | 1,918 | ||||||||||
Government of Australia, Ser 124 |
||||||||||||
5.750%, 05/15/21 |
5,300 | 4,520 | ||||||||||
National Australia Bank MTN |
||||||||||||
2.625%, 01/13/17 |
EUR | 370 | 412 | |||||||||
Queensland Treasury, Ser 17 |
||||||||||||
6.000%, 09/14/17 |
780 | 604 | ||||||||||
Westpac Banking MTN |
||||||||||||
1.500%, 03/24/21 |
EUR | 220 | 250 | |||||||||
1.375%, 04/17/20 |
EUR | 230 | 259 | |||||||||
|
|
|||||||||||
14,060 | ||||||||||||
|
|
|||||||||||
Austria 0.3% |
||||||||||||
Republic of Austria |
||||||||||||
4.150%, 03/15/37 |
115 | 181 | ||||||||||
3.650%, 04/20/22 |
290 | 382 | ||||||||||
3.150%, 06/20/44 |
150 | 213 | ||||||||||
1.950%, 06/18/19 |
280 | 326 | ||||||||||
1.650%, 10/21/24 |
225 | 264 | ||||||||||
|
|
|||||||||||
1,366 | ||||||||||||
|
|
|||||||||||
Belgium 0.8% |
||||||||||||
Kingdom of Belgium |
||||||||||||
3.750%, 06/22/45 |
338 | 507 | ||||||||||
3.000%, 06/22/34 |
350 | 455 | ||||||||||
1.000%, 06/22/31 |
710 | 705 | ||||||||||
0.800%, 06/22/25 |
715 | 765 | ||||||||||
Kingdom of Belgium, Ser 44 |
||||||||||||
5.000%, 03/28/35 |
150 | 249 | ||||||||||
Kingdom of Belgium, Ser 58 |
||||||||||||
3.750%, 09/28/20 |
496 | 634 | ||||||||||
Kingdom of Belgium, Ser 69 |
||||||||||||
1.250%, 06/22/18 |
545 | 614 | ||||||||||
|
|
|||||||||||
3,929 | ||||||||||||
|
|
|||||||||||
Brazil 0.6% |
||||||||||||
Brazil Letras do Tesouro Nacional |
||||||||||||
14.268%, 01/01/16 |
4,560 | 1,153 |
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Brazil Notas do Tesouro Nacional |
||||||||||||
10.000%, 01/01/17 |
6,260 | $ | 1,505 | |||||||||
Brazil Notas do Tesouro Nacional, Serie F |
||||||||||||
10.000%, 01/01/25 |
1,255 | 226 | ||||||||||
Raizen Energy Finance |
||||||||||||
7.000%, 02/01/17 (A) |
USD | 270 | 274 | |||||||||
|
|
|||||||||||
3,158 | ||||||||||||
|
|
|||||||||||
Canada 4.5% |
||||||||||||
Bank of Nova Scotia MTN |
||||||||||||
0.750%, 09/17/21 |
570 | 625 | ||||||||||
Bell Canada MTN |
||||||||||||
5.000%, 02/15/17 |
270 | 202 | ||||||||||
4.700%, 09/11/23 |
80 | 63 | ||||||||||
3.350%, 06/18/19 |
29 | 22 | ||||||||||
3.250%, 06/17/20 |
95 | 71 | ||||||||||
CDP Financial |
||||||||||||
4.400%, 11/25/19 (A) |
USD | 850 | 918 | |||||||||
Government of Canada |
||||||||||||
5.750%, 06/01/33 |
1,140 | 1,269 | ||||||||||
5.000%, 06/01/37 |
1,300 | 1,396 | ||||||||||
4.250%, 12/01/21 |
400 | 561 | ||||||||||
4.000%, 06/01/41 |
1,035 | 1,012 | ||||||||||
3.500%, 12/01/45 |
85 | 80 | ||||||||||
2.000%, 06/01/16 |
1,595 | 1,155 | ||||||||||
1.750%, 09/01/19 |
1,000 | 750 | ||||||||||
1.500%, 09/01/17 |
1,945 | 1,424 | ||||||||||
0.750%, 03/01/21 |
525 | 376 | ||||||||||
Muskrat Falls |
||||||||||||
3.630%, 06/01/29 |
340 | 279 | ||||||||||
National Bank of Canada |
||||||||||||
1.500%, 03/25/21 |
EUR | 567 | 647 | |||||||||
NOVA Chemicals |
||||||||||||
5.250%, 08/01/23 (A) |
USD | 150 | 148 | |||||||||
Province of British Columbia |
||||||||||||
3.250%, 12/18/21 |
1,150 | 906 | ||||||||||
2.250%, 03/01/19 |
575 | 430 | ||||||||||
Province of Manitoba Canada |
||||||||||||
3.850%, 12/01/21 |
710 | 571 | ||||||||||
Province of Ontario Canada |
||||||||||||
3.500%, 06/02/24 |
1,200 | 951 | ||||||||||
3.450%, 06/02/45 |
245 | 185 | ||||||||||
3.150%, 06/02/22 |
2,000 | 1,557 | ||||||||||
2.600%, 06/02/25 |
2,180 | 1,603 | ||||||||||
2.100%, 09/08/18 |
1,295 | 960 | ||||||||||
Province of Quebec Canada |
||||||||||||
4.500%, 12/01/18 |
1,190 | 942 | ||||||||||
3.500%, 12/01/45 |
145 | 110 | ||||||||||
3.000%, 09/01/23 |
500 | 384 | ||||||||||
2.750%, 09/01/25 |
2,175 | 1,616 | ||||||||||
Rogers Communications |
||||||||||||
4.000%, 06/06/22 |
165 | 126 |
1 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund (Continued)
December 31, 2015
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Royal Bank of Canada |
||||||||||||
1.625%, 08/04/20 |
EUR | 290 | $ | 332 | ||||||||
Teck Resources |
||||||||||||
4.500%, 01/15/21 |
305 | 156 | ||||||||||
Yamana Gold |
||||||||||||
4.950%, 07/15/24 |
USD | 324 | 275 | |||||||||
|
|
|||||||||||
22,102 | ||||||||||||
|
|
|||||||||||
China 0.1% |
||||||||||||
Sinopec Group Overseas Development |
||||||||||||
2.625%, 10/17/20 |
240 | 273 | ||||||||||
Tencent Holdings MTN |
||||||||||||
3.375%, 05/02/19 (A) |
USD | 390 | 396 | |||||||||
|
|
|||||||||||
669 | ||||||||||||
|
|
|||||||||||
Colombia 0.0% |
||||||||||||
Ecopetrol |
||||||||||||
7.375%, 09/18/43 |
USD | 121 | 102 | |||||||||
5.875%, 05/28/45 |
USD | 109 | 77 | |||||||||
|
|
|||||||||||
179 | ||||||||||||
|
|
|||||||||||
Czech Republic 0.1% |
||||||||||||
Government of Czech Republic |
||||||||||||
4.700%, 09/12/22 |
1,500 | 79 | ||||||||||
3.875%, 05/24/22 |
EUR | 50 | 65 | |||||||||
Government of Czech Republic, Ser 51 |
||||||||||||
4.000%, 04/11/17 |
8,050 | 343 | ||||||||||
|
|
|||||||||||
487 | ||||||||||||
|
|
|||||||||||
Denmark 1.3% |
||||||||||||
Danske Bank |
||||||||||||
5.375%, 09/29/21 (B) |
GBP | 170 | 263 | |||||||||
3.875%, 10/04/23 (B) |
EUR | 150 | 173 | |||||||||
3.500%, 04/16/18 |
EUR | 155 | 182 | |||||||||
DONG Energy MTN |
||||||||||||
5.750%, 04/09/40 |
GBP | 200 | 356 | |||||||||
Kingdom of Denmark |
||||||||||||
4.500%, 11/15/39 |
1,300 | 299 | ||||||||||
4.000%, 11/15/17 |
1,600 | 252 | ||||||||||
3.000%, 11/15/21 |
21,800 | 3,669 | ||||||||||
1.500%, 11/15/23 |
670 | 104 | ||||||||||
0.100%, 11/15/23 |
5,836 | 871 | ||||||||||
|
|
|||||||||||
6,169 | ||||||||||||
|
|
|||||||||||
Finland 0.6% |
||||||||||||
Elisa MTN |
||||||||||||
2.250%, 10/04/19 |
300 | 343 | ||||||||||
Government of Finland |
||||||||||||
2.625%, 07/04/42 |
55 | 74 | ||||||||||
1.500%, 04/15/23 |
340 | 396 | ||||||||||
0.875%, 09/15/25 |
1,650 | 1,785 | ||||||||||
Nordea Bank Finland MTN |
||||||||||||
2.375%, 07/17/17 |
190 | 214 |
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
2.250%, 05/03/19 |
170 | $ | 198 | |||||||||
|
|
|||||||||||
3,010 | ||||||||||||
|
|
|||||||||||
France 7.0% |
||||||||||||
ALD International MTN |
||||||||||||
2.000%, 05/26/17 |
500 | 554 | ||||||||||
Arkema MTN |
||||||||||||
3.850%, 04/30/20 |
200 | 245 | ||||||||||
1.500%, 01/20/25 |
300 | 313 | ||||||||||
AXA MTN |
||||||||||||
5.625%, 01/16/54 (B) |
GBP | 302 | 444 | |||||||||
BNP Paribas |
||||||||||||
5.019%, 12/31/49 (B) |
250 | 281 | ||||||||||
4.730%, 04/12/49 (B) |
200 | 218 | ||||||||||
2.375%, 02/17/25 |
175 | 185 | ||||||||||
BNP Paribas Home Loan MTN |
||||||||||||
3.125%, 03/22/22 |
200 | 252 | ||||||||||
BPCE MTN |
||||||||||||
6.117%, 10/29/49 (B) |
150 | 175 | ||||||||||
5.250%, 04/16/29 |
GBP | 100 | 154 | |||||||||
1.750%, 11/29/19 |
600 | 692 | ||||||||||
1.375%, 05/22/19 |
200 | 224 | ||||||||||
Bureau Veritas |
||||||||||||
3.125%, 01/21/21 |
100 | 115 | ||||||||||
Caisse Centrale du Credit Immobilier de France MTN |
||||||||||||
1.125%, 04/22/19 |
100 | 113 | ||||||||||
Caisse de Refinancement de lHabitat |
||||||||||||
3.750%, 12/12/16 |
400 | 450 | ||||||||||
3.500%, 04/25/17 |
350 | 398 | ||||||||||
Caisse Francaise de Financement Local MTN |
||||||||||||
4.875%, 07/03/17 |
220 | 256 | ||||||||||
3.750%, 05/18/16 |
225 | 248 | ||||||||||
3.625%, 02/26/18 |
63 | 74 | ||||||||||
Christian Dior |
||||||||||||
1.375%, 06/19/19 |
300 | 332 | ||||||||||
Credit Agricole MTN |
||||||||||||
6.637%, 05/29/49 (B) |
335 | 339 | ||||||||||
0.875%, 01/19/22 |
600 | 641 | ||||||||||
Credit Agricole Home Loan MTN |
||||||||||||
3.250%, 03/23/17 |
100 | 113 | ||||||||||
2.875%, 09/09/16 |
300 | 332 | ||||||||||
Dexia Credit Local MTN |
||||||||||||
2.000%, 01/22/21 |
200 | 233 | ||||||||||
1.625%, 10/29/18 |
565 | 640 | ||||||||||
1.375%, 09/18/19 |
500 | 566 | ||||||||||
0.625%, 01/21/22 |
1,550 | 1,679 | ||||||||||
Electricite de France MTN |
||||||||||||
6.500%, 01/26/19 (A) |
USD | 250 | 280 | |||||||||
4.500%, 11/12/40 |
250 | 332 |
2 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund (Continued)
December 31, 2015
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Elis |
||||||||||||
3.000%, 04/30/22 |
250 | $ | 266 | |||||||||
Ephios Bondco |
||||||||||||
6.250%, 07/01/22 (A) |
160 | 180 | ||||||||||
Europcar Groupe |
||||||||||||
5.750%, 06/15/22 |
145 | 163 | ||||||||||
France Government Bond OAT |
||||||||||||
0.500%, 05/25/25 |
3,855 | 4,035 | ||||||||||
0.000%, 05/25/20 |
890 | 965 | ||||||||||
French Treasury Note |
||||||||||||
1.000%, 07/25/17 |
850 | 942 | ||||||||||
Government of France |
||||||||||||
4.750%, 04/25/35 |
85 | 138 | ||||||||||
4.500%, 04/25/41 |
220 | 363 | ||||||||||
4.000%, 10/25/38 |
285 | 433 | ||||||||||
3.250%, 05/25/45 |
1,205 | 1,662 | ||||||||||
2.500%, 05/25/30 |
1,975 | 2,429 | ||||||||||
2.250%, 05/25/24 |
1,515 | 1,851 | ||||||||||
1.000%, 05/25/19 |
480 | 541 | ||||||||||
0.500%, 11/25/19 |
2,040 | 2,264 | ||||||||||
HSBC SFH France MTN |
||||||||||||
2.000%, 10/16/23 |
700 | 833 | ||||||||||
Iliand |
||||||||||||
4.875%, 06/01/16 |
300 | 331 | ||||||||||
Infra Foch |
||||||||||||
2.125%, 04/16/25 |
1,000 | 1,092 | ||||||||||
Klepierre MTN |
||||||||||||
1.000%, 04/17/23 |
100 | 104 | ||||||||||
Lafarge MTN |
||||||||||||
4.750%, 03/23/20 |
195 | 244 | ||||||||||
Loxam SAS |
||||||||||||
7.000%, 07/23/22 |
150 | 167 | ||||||||||
Publicis Groupe |
||||||||||||
1.125%, 12/16/21 |
600 | 648 | ||||||||||
Renault MTN |
||||||||||||
3.625%, 09/19/18 |
450 | 524 | ||||||||||
Sanofi MTN |
||||||||||||
2.500%, 11/14/23 |
200 | 240 | ||||||||||
Societe Generale MTN |
||||||||||||
6.999%, 12/29/49 (B) |
150 | 178 | ||||||||||
5.922%, 04/05/17 (A)(B) |
USD | 180 | 183 | |||||||||
5.750%, 04/20/16 (A) |
USD | 111 | 112 | |||||||||
3.250%, 06/06/16 |
400 | 441 | ||||||||||
Unibail-Rodamco MTN |
||||||||||||
2.375%, 02/25/21 |
500 | 582 | ||||||||||
Veolia Environnement MTN |
||||||||||||
4.625%, 03/30/27 |
200 | 276 | ||||||||||
Wendel |
||||||||||||
5.875%, 09/17/19 |
800 | 1,013 | ||||||||||
2.500%, 02/09/27 |
300 | 307 | ||||||||||
|
|
|||||||||||
34,385 | ||||||||||||
|
|
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Germany 7.8% |
||||||||||||
Allianz |
||||||||||||
2.241%, 07/07/45 (B) |
800 | $ | 799 | |||||||||
BMW Finance MTN |
||||||||||||
1.875%, 06/29/20 |
235 | 344 | ||||||||||
Bundesobligation |
||||||||||||
0.500%, 02/23/18 |
850 | 940 | ||||||||||
0.000%, 04/17/20 |
1,720 | 1,878 | ||||||||||
Bundesrepublik Deutschland |
||||||||||||
6.250%, 01/04/30 |
770 | 1,415 | ||||||||||
4.750%, 09/20/33 |
115 | 182 | ||||||||||
2.500%, 07/04/44 |
415 | 562 | ||||||||||
2.500%, 08/15/46 |
200 | 271 | ||||||||||
2.250%, 09/04/21 |
200 | 244 | ||||||||||
1.500%, 09/04/22 |
510 | 603 | ||||||||||
1.500%, 05/15/24 |
200 | 237 | ||||||||||
1.000%, 08/15/25 |
2,825 | 3,174 | ||||||||||
Bundesrepublik Deutschland, Ser 00 |
||||||||||||
5.500%, 01/04/31 |
470 | 823 | ||||||||||
Bundesrepublik Deutschland, Ser 03 |
||||||||||||
4.750%, 07/04/34 |
480 | 823 | ||||||||||
Bundesschatzanweisungen |
||||||||||||
0.000%, 12/16/16 |
14,500 | 15,786 | ||||||||||
Continental MTN |
||||||||||||
3.125%, 09/09/20 |
600 | 722 | ||||||||||
Deutsche Annington Finance MTN |
||||||||||||
2.125%, 07/09/22 |
177 | 194 | ||||||||||
Deutsche Bank MTN |
||||||||||||
2.750%, 02/17/25 |
245 | 247 | ||||||||||
1.250%, 09/08/21 |
1,000 | 1,087 | ||||||||||
Deutsche Bundesrepublik Inflation Linked Bond |
||||||||||||
0.100%, 04/15/23 |
1,244 | 1,415 | ||||||||||
E.ON International Finance MTN |
||||||||||||
6.000%, 10/30/19 |
GBP | 300 | 494 | |||||||||
FMS Wertmanagement |
||||||||||||
1.125%, 12/07/16 |
600 | 888 | ||||||||||
Grand City Properties |
||||||||||||
1.500%, 04/17/25 |
1,400 | 1,372 | ||||||||||
Infineon Technologies |
||||||||||||
1.000%, 09/10/18 |
100 | 108 | ||||||||||
KFW |
||||||||||||
3.875%, 01/21/19 |
575 | 700 | ||||||||||
3.375%, 08/30/17 |
CHF | 370 | 394 | |||||||||
Linde Finance MTN |
||||||||||||
3.875%, 06/01/21 |
450 | 572 | ||||||||||
Muenchener Rueckversicherungs MTN |
||||||||||||
6.250%, 05/26/42 (B) |
200 | 264 | ||||||||||
ProSiebenSat.1 Media |
||||||||||||
2.625%, 04/15/21 |
300 | 336 | ||||||||||
RWE Finance MTN |
||||||||||||
6.500%, 08/10/21 |
120 | 164 |
3 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund (Continued)
December 31, 2015
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Vier Gas Transport GmbH MTN |
||||||||||||
2.875%, 06/12/25 |
200 | $ | 238 | |||||||||
Volkswagen Financial Services MTN |
||||||||||||
1.750%, 08/21/17 |
230 | 336 | ||||||||||
Wuerth Finance International MTN |
||||||||||||
1.750%, 05/21/20 |
150 | 171 | ||||||||||
1.000%, 05/19/22 |
500 | 544 | ||||||||||
|
|
|||||||||||
38,327 | ||||||||||||
|
|
|||||||||||
Ghana 0.1% |
||||||||||||
Republic of Ghana |
||||||||||||
8.500%, 10/04/17 |
106 | 103 | ||||||||||
7.875%, 08/07/23 |
200 | 158 | ||||||||||
|
|
|||||||||||
261 | ||||||||||||
|
|
|||||||||||
Guernsey 0.1% |
||||||||||||
Credit Suisse Group Funding Guernsey MTN |
||||||||||||
1.250%, 04/14/22 |
245 | 258 | ||||||||||
|
|
|||||||||||
Hong Kong 0.2% |
||||||||||||
Hutchison Whampoa Finance 14 |
||||||||||||
1.375%, 10/31/21 |
EUR | 935 | 1,016 | |||||||||
|
|
|||||||||||
Indonesia 0.2% |
||||||||||||
Indonesia Government International Bond MTN |
||||||||||||
2.875%, 07/08/21 |
730 | 785 | ||||||||||
|
|
|||||||||||
Ireland 1.8% |
||||||||||||
AIB Mortgage Bank MTN |
||||||||||||
2.625%, 07/29/16 |
400 | 440 | ||||||||||
0.625%, 07/27/20 |
305 | 332 | ||||||||||
Bank of Ireland MTN |
||||||||||||
4.250%, 06/11/24 (B) |
1,020 | 1,147 | ||||||||||
Bank of Ireland Mortgage Bank |
||||||||||||
1.750%, 03/19/19 |
450 | 511 | ||||||||||
0.500%, 01/20/20 |
305 | 331 | ||||||||||
CRH Funding MTN |
||||||||||||
1.875%, 01/09/24 |
225 | 246 | ||||||||||
Ireland Government Bond |
||||||||||||
5.400%, 03/13/25 |
1,008 | 1,498 | ||||||||||
4.500%, 10/18/18 |
345 | 423 | ||||||||||
4.500%, 04/18/20 |
450 | 579 | ||||||||||
3.400%, 03/18/24 |
1,035 | 1,338 | ||||||||||
2.400%, 05/15/30 |
680 | 806 | ||||||||||
2.000%, 02/18/45 |
950 | 990 | ||||||||||
0.800%, 03/15/22 |
300 | 333 | ||||||||||
|
|
|||||||||||
8,974 | ||||||||||||
|
|
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Israel 0.0% |
||||||||||||
Israel Government Bond |
||||||||||||
4.250%, 03/31/23 |
750 | $ | 233 | |||||||||
|
|
|||||||||||
Italy 6.8% |
||||||||||||
Assicurazioni Generali MTN |
||||||||||||
7.750%, 12/12/42 (B) |
300 | 398 | ||||||||||
Banca Monte dei Paschi di Siena MTN |
||||||||||||
5.000%, 02/09/18 |
230 | 272 | ||||||||||
4.875%, 09/15/16 |
700 | 783 | ||||||||||
Banco Popolare SC MTN |
||||||||||||
3.500%, 03/14/19 |
350 | 390 | ||||||||||
Buoni Poliennali Del Tesoro |
||||||||||||
4.000%, 02/01/37 |
450 | 609 | ||||||||||
Edison MTN |
||||||||||||
3.875%, 11/10/17 |
600 | 693 | ||||||||||
Eni MTN |
||||||||||||
3.625%, 01/29/29 |
600 | 745 | ||||||||||
FCA Capital Ireland MTN |
||||||||||||
2.875%, 01/26/18 |
210 | 236 | ||||||||||
2.625%, 04/17/19 |
350 | 393 | ||||||||||
Intesa Sanpaolo MTN |
||||||||||||
5.017%, 06/26/24 (A) |
USD | 200 | 197 | |||||||||
4.000%, 11/09/17 |
368 | 426 | ||||||||||
3.928%, 09/15/26 |
550 | 609 | ||||||||||
1.125%, 03/04/22 |
200 | 211 | ||||||||||
Italy Buoni Poliennali Del Tesoro |
||||||||||||
5.500%, 09/01/22 |
400 | 559 | ||||||||||
5.500%, 11/01/22 |
1,325 | 1,855 | ||||||||||
5.000%, 08/01/34 |
1,575 | 2,399 | ||||||||||
4.750%, 09/01/21 |
3,250 | 4,295 | ||||||||||
4.750%, 08/01/23 |
542 | 740 | ||||||||||
4.750%, 09/01/44 |
300 | 460 | ||||||||||
4.500%, 05/01/23 |
1,130 | 1,514 | ||||||||||
4.500%, 03/01/24 |
1,750 | 2,362 | ||||||||||
4.000%, 09/01/20 |
1,855 | 2,333 | ||||||||||
3.750%, 05/01/21 |
561 | 706 | ||||||||||
3.750%, 09/01/24 |
1,265 | 1,631 | ||||||||||
3.500%, 03/01/30 |
1,290 | 1,658 | ||||||||||
2.600%, 09/15/23 |
972 | 1,241 | ||||||||||
2.500%, 12/01/24 |
350 | 413 | ||||||||||
1.500%, 08/01/19 |
1,145 | 1,295 | ||||||||||
1.350%, 04/15/22 |
1,707 | 1,899 | ||||||||||
1.150%, 05/15/17 |
1,245 | 1,374 | ||||||||||
0.750%, 01/15/18 |
720 | 793 | ||||||||||
Wind Acquisition Finance |
||||||||||||
4.750%, 07/15/20 (A) |
200 | 198 | ||||||||||
|
|
|||||||||||
33,687 | ||||||||||||
|
|
4 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund (Continued)
December 31, 2015
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||
Ivory Coast 0.1% |
| |||||||||
Ivory Coast Government Bond |
||||||||||
5.375%, 07/23/24 |
295 | $ | 262 | |||||||
|
|
|||||||||
Japan 21.4% |
||||||||||
Government of Japan |
||||||||||
0.100%, 09/10/24 |
330,228 | 2,901 | ||||||||
Government of Japan 10 Year Bond |
||||||||||
0.900%, 06/20/22 |
63,150 | 554 | ||||||||
0.800%, 09/20/23 |
820,350 | 7,180 | ||||||||
0.600%, 03/20/24 |
74,800 | 645 | ||||||||
0.400%, 03/20/25 |
220,000 | 1,860 | ||||||||
0.400%, 06/20/25 |
300,000 | 2,534 | ||||||||
0.300%, 12/20/24 |
116,200 | 975 | ||||||||
Government of Japan 10 Year Bond, Ser 301 |
||||||||||
1.500%, 06/20/19 |
85,300 | 746 | ||||||||
Government of Japan 10 Year Bond, Ser 308 |
||||||||||
1.300%, 06/20/20 |
295,600 | 2,596 | ||||||||
Government of Japan 10 Year Bond, Ser 313 |
||||||||||
1.300%, 03/20/21 |
750,000 | 6,646 | ||||||||
Government of Japan 10 Year Bond, Ser 314 |
||||||||||
1.100%, 03/20/21 |
157,700 | 1,384 | ||||||||
Government of Japan 20 Year Bond |
||||||||||
1.700%, 06/20/33 |
444,850 | 4,241 | ||||||||
1.400%, 09/20/34 |
558,000 | 5,039 | ||||||||
Government of Japan 20 Year Bond, Ser 106 |
||||||||||
2.200%, 09/20/28 |
110,900 | 1,121 | ||||||||
Government of Japan 20 Year Bond, Ser 112 |
||||||||||
2.100%, 06/20/29 |
249,200 | 2,502 | ||||||||
Government of Japan 20 Year Bond, Ser 128 |
||||||||||
1.900%, 06/20/31 |
55,000 | 542 | ||||||||
Government of Japan 20 Year Bond, Ser 140 |
||||||||||
1.700%, 09/20/32 |
34,850 | 333 | ||||||||
Government of Japan 20 Year Bond, Ser 143 |
||||||||||
1.600%, 03/20/33 |
298,400 | 2,808 | ||||||||
Government of Japan 20 Year Bond, Ser 144 |
||||||||||
1.500%, 03/20/33 |
146,650 | 1,361 | ||||||||
Government of Japan 20 Year Bond, Ser 55 |
||||||||||
2.000%, 03/21/22 |
107,000 | 997 | ||||||||
Government of Japan 20 Year Bond, Ser 99 |
||||||||||
2.100%, 12/20/27 |
331,000 | 3,299 |
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Government of Japan 30 Year Bond, Ser 30 |
||||||||||||
2.300%, 03/20/39 |
322,500 | $ | 3,331 | |||||||||
Government of Japan 30 Year Bond, Ser 33 |
||||||||||||
2.000%, 09/20/40 |
827,000 | 8,125 | ||||||||||
Government of Japan 30 Year Bond, Ser 34 |
||||||||||||
2.200%, 03/20/41 |
55,700 | 568 | ||||||||||
Government of Japan 30 Year Bond, Ser 36 |
||||||||||||
2.000%, 03/20/42 |
94,450 | 926 | ||||||||||
Government of Japan 30 Year Bond, Ser 38 |
||||||||||||
1.800%, 03/20/43 |
317,550 | 2,990 | ||||||||||
Government of Japan 30 Year Bond, Ser 44 |
||||||||||||
1.700%, 09/20/44 |
179,000 | 1,646 | ||||||||||
Government of Japan 40 Year Bond, Ser 6 |
||||||||||||
1.900%, 03/20/53 |
20,000 | 192 | ||||||||||
Government of Japan 5 Year Bond |
||||||||||||
0.300%, 09/20/18 |
1,063,600 | 8,917 | ||||||||||
0.100%, 03/20/20 |
470,550 | 3,925 | ||||||||||
Government of Japan 5 Year Bond, Ser 106 |
||||||||||||
0.200%, 09/20/17 |
850,000 | 7,096 | ||||||||||
Japan Treasury Discount Bill |
||||||||||||
0.000%, 01/18/16 |
420,000 | 3,491 | ||||||||||
0.000%, 01/25/16 |
100,000 | 831 | ||||||||||
0.000%, 02/01/16 |
300,000 | 2,494 | ||||||||||
0.000%, 02/15/16 |
270,000 | 2,245 | ||||||||||
0.000%, 03/28/16 |
600,000 | 4,988 | ||||||||||
0.000%, 04/07/16 |
290,000 | 2,411 | ||||||||||
SMFG Preferred Capital |
||||||||||||
10.231%, 01/25/29 (B) |
GBP | 475 | 1,040 | |||||||||
|
|
|||||||||||
105,480 | ||||||||||||
|
|
|||||||||||
Kenya 0.0% |
||||||||||||
Kenya Government International Bond |
||||||||||||
6.875%, 06/24/24 |
200 | 175 | ||||||||||
|
|
|||||||||||
Luxembourg 0.1% |
||||||||||||
Cirsa Funding Luxembourg |
||||||||||||
5.875%, 05/15/23 |
165 | 170 | ||||||||||
Eurofins Scientific |
||||||||||||
3.375%, 01/30/23 |
300 | 325 | ||||||||||
2.250%, 01/27/22 |
200 | 208 | ||||||||||
|
|
|||||||||||
703 | ||||||||||||
|
|
|||||||||||
Malaysia 0.2% |
||||||||||||
Malaysia Government Bond |
||||||||||||
5.734%, 07/30/19 |
1,500 | 376 | ||||||||||
3.955%, 09/15/25 |
1,135 | 259 | ||||||||||
3.418%, 08/15/22 |
445 | 100 | ||||||||||
|
|
|||||||||||
735 | ||||||||||||
|
|
|||||||||||
Mexico 1.0% |
| |||||||||||
Mexican Bonos |
||||||||||||
8.000%, 06/11/20 |
12,606 | 803 |
5 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund (Continued)
December 31, 2015
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
7.750%, 11/13/42 |
11,690 | $ | 740 | |||||||||
Mexican Bonos, Ser M |
||||||||||||
6.500%, 06/10/21 |
5,356 | 321 | ||||||||||
Mexican Bonos, Ser M20 |
||||||||||||
10.000%, 12/05/24 (B) |
38,261 | 2,788 | ||||||||||
United Mexican States MTN |
||||||||||||
1.625%, 03/06/24 |
416 | 432 | ||||||||||
|
|
|||||||||||
5,084 | ||||||||||||
|
|
|||||||||||
Netherlands 4.2% |
||||||||||||
ABN AMRO Bank MTN |
||||||||||||
6.375%, 04/27/21 |
245 | 321 | ||||||||||
4.310%, 03/29/49 (B) |
155 | 168 | ||||||||||
2.875%, 06/30/25 (B) |
550 | 613 | ||||||||||
Achmea MTN |
||||||||||||
2.500%, 11/19/20 |
625 | 720 | ||||||||||
Achmea Bank MTN |
||||||||||||
2.750%, 02/18/21 |
150 | 174 | ||||||||||
Akzo Nobel Sweden Finance MTN |
||||||||||||
2.625%, 07/27/22 |
EUR | 150 | 177 | |||||||||
Akzo Nobel MTN |
||||||||||||
8.000%, 04/06/16 |
GBP | 205 | 307 | |||||||||
ASML Holding |
||||||||||||
3.375%, 09/19/23 |
450 | 548 | ||||||||||
Bharti Airtel International |
||||||||||||
4.000%, 12/10/18 |
270 | 313 | ||||||||||
Coco-Cola HBC Finance |
||||||||||||
2.375%, 06/18/20 |
750 | 859 | ||||||||||
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA |
||||||||||||
6.875%, 03/19/20 |
300 | 387 | ||||||||||
5.500%, 01/22/49 (B) |
600 | 659 | ||||||||||
2.500%, 05/26/26 (B) |
260 | 285 | ||||||||||
Geberit International |
||||||||||||
0.688%, 03/30/21 |
1,100 | 1,189 | ||||||||||
Generali Finance MTN |
||||||||||||
4.596%, 11/30/49 (B) |
550 | 580 | ||||||||||
ING Bank MTN |
||||||||||||
5.800%, 09/25/23 (A) |
USD | 375 | 408 | |||||||||
3.375%, 03/23/17 |
125 | 141 | ||||||||||
Kingdom of Netherlands |
||||||||||||
5.500%, 01/15/28 |
295 | 484 | ||||||||||
4.000%, 01/15/37 |
300 | 478 | ||||||||||
3.750%, 01/15/42 |
60 | 97 | ||||||||||
2.750%, 01/15/47 |
2,350 | 3,270 | ||||||||||
2.250%, 07/15/22 |
610 | 747 | ||||||||||
2.000%, 07/15/24 |
625 | 757 | ||||||||||
1.750%, 07/15/23 |
1,890 | 2,252 | ||||||||||
1.250%, 01/15/19 |
485 | 550 | ||||||||||
0.250%, 01/15/20 |
340 | 375 | ||||||||||
0.250%, 07/15/25 |
574 | 593 | ||||||||||
0.250%, 07/15/25 |
110 | 113 |
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
NN Group |
||||||||||||
4.625%, 04/08/44 (B) |
425 | $ | 480 | |||||||||
RWE Finance MTN |
||||||||||||
6.500%, 04/20/21 |
245 | 409 | ||||||||||
Shell International Finance |
||||||||||||
2.250%, 01/06/23 |
USD | 825 | 772 | |||||||||
2.000%, 11/15/18 |
USD | 560 | 561 | |||||||||
TenneT Holding |
||||||||||||
2.125%, 11/01/20 |
350 | 405 | ||||||||||
Volkswagen Financial Services |
||||||||||||
1.250%, 05/23/16 |
170 | 250 | ||||||||||
|
|
|||||||||||
20,442 | ||||||||||||
|
|
|||||||||||
New Zealand 0.2% |
||||||||||||
Government of New Zealand |
||||||||||||
5.500%, 04/15/23 |
320 | 251 | ||||||||||
3.000%, 04/15/20 |
590 | 405 | ||||||||||
Reynolds Group Issuer |
||||||||||||
5.750%, 10/15/20 |
139 | 141 | ||||||||||
Westpac Securities MTN |
||||||||||||
0.875%, 06/24/19 |
EUR | 100 | 111 | |||||||||
|
|
|||||||||||
908 | ||||||||||||
|
|
|||||||||||
Norway 0.5% |
||||||||||||
DNB Bank |
||||||||||||
6.012%, 01/29/49 (B) |
GBP | 150 | 227 | |||||||||
Eksportfinans |
||||||||||||
2.375%, 05/25/16 |
USD | 200 | 200 | |||||||||
Government of Norway |
||||||||||||
4.500%, 05/22/19 |
6,040 | 768 | ||||||||||
2.000%, 05/24/23 |
645 | 77 | ||||||||||
Kommunalbanken MTN |
||||||||||||
1.000%, 03/15/18 (A) |
USD | 800 | 792 | |||||||||
SpareBank 1 Boligkreditt MTN |
||||||||||||
2.375%, 11/22/16 |
EUR | 170 | 188 | |||||||||
|
|
|||||||||||
2,252 | ||||||||||||
|
|
|||||||||||
Peru 0.1% |
||||||||||||
Peruvian Government International Bond |
||||||||||||
2.750%, 01/30/26 |
525 | 566 | ||||||||||
|
|
|||||||||||
Poland 0.8% |
||||||||||||
Republic of Poland |
||||||||||||
5.250%, 01/20/25 |
85 | 123 | ||||||||||
5.125%, 04/21/21 |
USD | 135 | 150 | |||||||||
3.250%, 07/25/25 |
8,145 | 2,122 | ||||||||||
2.500%, 07/25/18 |
710 | 183 | ||||||||||
Republic of Poland, Ser 1019 |
||||||||||||
5.500%, 10/25/19 |
670 | 191 | ||||||||||
Republic of Poland, Ser 1021 |
||||||||||||
5.750%, 10/25/21 |
3,490 | 1,041 | ||||||||||
|
|
|||||||||||
3,810 | ||||||||||||
|
|
6 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund (Continued)
December 31, 2015
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Portugal 0.4% |
| |||||||||||
Caixa Geral de Depositos MTN |
||||||||||||
3.000%, 01/15/19 |
300 | $ | 350 | |||||||||
EDP Finance MTN |
||||||||||||
2.625%, 01/18/22 |
440 | 471 | ||||||||||
Portugal Obrigacoes do Tesouro OT |
||||||||||||
2.875%, 10/15/25 |
1,197 | 1,339 | ||||||||||
|
|
|||||||||||
2,160 | ||||||||||||
|
|
|||||||||||
Romania 0.0% |
||||||||||||
Romanian Government International Bond MTN |
||||||||||||
4.625%, 09/18/20 |
EUR | 40 | 50 | |||||||||
3.625%, 04/24/24 |
EUR | 20 | 24 | |||||||||
|
|
|||||||||||
74 | ||||||||||||
|
|
|||||||||||
Singapore 0.2% |
||||||||||||
Government of Singapore |
||||||||||||
4.000%, 09/01/18 |
495 | 374 | ||||||||||
3.125%, 09/01/22 |
275 | 203 | ||||||||||
Temasek Financial I MTN |
||||||||||||
2.375%, 01/23/23 (A) |
USD | 495 | 484 | |||||||||
|
|
|||||||||||
1,061 | ||||||||||||
|
|
|||||||||||
Slovak Republic 0.0% |
||||||||||||
Slovakia Government Bond |
||||||||||||
3.375%, 11/15/24 |
110 | 147 | ||||||||||
|
|
|||||||||||
South Africa 0.2% |
||||||||||||
Republic of South Africa |
||||||||||||
8.250%, 09/15/17 |
6,600 | 425 | ||||||||||
8.000%, 01/31/30 |
2,820 | 154 | ||||||||||
7.750%, 02/28/23 |
ZAR | 4,095 | 240 | |||||||||
7.000%, 02/28/31 |
5,005 | 246 | ||||||||||
|
|
|||||||||||
1,065 | ||||||||||||
|
|
|||||||||||
South Korea 0.9% |
||||||||||||
Korea Treasury Bond |
||||||||||||
4.250%, 06/10/21 |
1,270,230 | 1,214 | ||||||||||
4.000%, 12/10/31 |
708,440 | 753 | ||||||||||
3.750%, 12/10/33 |
133,450 | 140 | ||||||||||
3.500%, 03/10/24 |
194,510 | 184 | ||||||||||
3.250%, 09/10/18 |
520,990 | 462 | ||||||||||
3.000%, 09/10/24 |
186,630 | 171 | ||||||||||
2.750%, 03/10/18 |
511,230 | 446 | ||||||||||
2.750%, 12/10/44 |
85,050 | 80 | ||||||||||
2.000%, 03/10/20 |
1,130,810 | 973 | ||||||||||
|
|
|||||||||||
4,423 | ||||||||||||
|
|
|||||||||||
Spain 3.8% |
||||||||||||
Banco Popular Espanol |
||||||||||||
8.250%, 04/29/49 (B) |
200 | 204 |
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
4.000%, 10/18/16 |
100 | $ | 112 | |||||||||
3.750%, 01/22/19 |
100 | 119 | ||||||||||
2.125%, 10/08/19 |
100 | 115 | ||||||||||
Bankia |
||||||||||||
4.125%, 03/24/36 |
350 | 467 | ||||||||||
BBVA International Preferred SAU |
||||||||||||
5.919%, 10/18/08 (B) |
USD | 335 | 338 | |||||||||
CaixaBank |
||||||||||||
0.029%, 01/09/18 (A)(B) |
200 | 216 | ||||||||||
Criteria CaixaHolding MTN |
||||||||||||
1.625%, 04/21/22 |
800 | 825 | ||||||||||
Ferrovial Emisiones MTN |
||||||||||||
3.375%, 06/07/21 |
475 | 568 | ||||||||||
Fondo de Amortizacion del Deficit Electrico MTN |
||||||||||||
4.125%, 03/17/17 |
200 | 227 | ||||||||||
2.250%, 12/17/16 |
700 | 775 | ||||||||||
Government of Spain |
||||||||||||
6.000%, 01/31/29 |
465 | 723 | ||||||||||
5.900%, 07/30/26 |
38 | 57 | ||||||||||
5.500%, 07/30/17 |
315 | 372 | ||||||||||
5.500%, 04/30/21 |
1,980 | 2,674 | ||||||||||
4.700%, 07/30/41 |
1,229 | 1,763 | ||||||||||
4.400%, 10/31/23 |
283 | 376 | ||||||||||
4.200%, 01/31/37 |
475 | 634 | ||||||||||
3.800%, 04/30/24 |
1,000 | 1,275 | ||||||||||
2.750%, 10/31/24 |
790 | 936 | ||||||||||
1.950%, 07/30/30 |
570 | 593 | ||||||||||
1.800%, 11/30/24 |
103 | 1,193 | ||||||||||
1.600%, 04/30/25 |
170 | 184 | ||||||||||
1.400%, 01/31/20 |
885 | 994 | ||||||||||
0.500%, 10/31/17 |
550 | 603 | ||||||||||
Santander Consumer Finance |
||||||||||||
3.875%, 03/23/16 |
200 | 219 | ||||||||||
0.900%, 02/18/20 |
300 | 322 | ||||||||||
Santander International Debt MTN |
||||||||||||
4.625%, 03/21/16 |
700 | 768 | ||||||||||
Telefonica Emisiones SAU MTN |
||||||||||||
5.375%, 02/02/18 |
185 | 290 | ||||||||||
5.289%, 12/09/22 |
GBP | 250 | 406 | |||||||||
Telefonica Emisiones MTN |
||||||||||||
5.597%, 03/12/20 |
GBP | 200 | 325 | |||||||||
|
|
|||||||||||
18,673 | ||||||||||||
|
|
|||||||||||
Supra-National 1.0% |
||||||||||||
European Financial Stability Facility |
||||||||||||
1.625%, 07/17/20 |
EUR | 1,700 | 1,977 | |||||||||
European Investment Bank MTN |
||||||||||||
2.750%, 09/15/21 |
EUR | 1,000 | 1,241 | |||||||||
1.375%, 09/15/21 |
EUR | 575 | 665 |
7 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund (Continued)
December 31, 2015
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
International Bank for Reconstruction & Development MTN |
||||||||||||
1.000%, 12/28/16 |
600 | $ | 888 | |||||||||
|
|
|||||||||||
4,771 | ||||||||||||
|
|
|||||||||||
Sweden 1.1% |
||||||||||||
Kingdom of Sweden |
||||||||||||
3.500%, 03/30/39 |
260 | 39 | ||||||||||
1.500%, 11/13/23 |
1,020 | 127 | ||||||||||
1.000%, 11/12/26 |
1,250 | 144 | ||||||||||
Kingdom of Sweden, Ser 1047 |
||||||||||||
5.000%, 12/01/20 |
3,700 | 539 | ||||||||||
Kingdom of Sweden, Ser 1052 |
||||||||||||
4.250%, 03/12/19 |
5,275 | 713 | ||||||||||
Nordea Bank MTN |
||||||||||||
5.250%, 09/13/49 (B) |
370 | 350 | ||||||||||
4.000%, 03/29/21 |
EUR | 255 | 310 | |||||||||
Nordea Hypotek |
||||||||||||
3.250%, 06/17/20 |
2,600 | 337 | ||||||||||
Skandinaviska Enskilda Banken MTN |
||||||||||||
7.092%, 12/29/49 (B) |
210 | 251 | ||||||||||
1.875%, 11/14/19 |
EUR | 175 | 200 | |||||||||
Stadshypotek MTN |
||||||||||||
4.250%, 10/10/17 |
600 | 446 | ||||||||||
Svenska Handelsbanken |
||||||||||||
2.656%, 01/15/24 (B) |
EUR | 336 | 379 | |||||||||
Swedbank Hypotek MTN |
||||||||||||
5.700%, 05/12/20 |
2,300 | 326 | ||||||||||
1.125%, 05/21/21 |
600 | 674 | ||||||||||
1.000%, 12/16/20 |
2,900 | 340 | ||||||||||
Vattenfall |
||||||||||||
3.000%, 03/19/77 (B) |
175 | 152 | ||||||||||
|
|
|||||||||||
5,327 | ||||||||||||
|
|
|||||||||||
Switzerland 1.2% |
||||||||||||
Aquarius and Investments for Zurich Insurance MTN |
||||||||||||
4.250%, 10/02/43 (B) |
100 | 119 | ||||||||||
Credit Suisse NY MTN |
||||||||||||
3.625%, 09/09/24 |
USD | 260 | 262 | |||||||||
Credit Suisse MTN |
||||||||||||
5.750%, 09/18/25 (B) |
EUR | 250 | 295 | |||||||||
4.750%, 08/05/19 |
EUR | 400 | 500 | |||||||||
Dufry Finance |
||||||||||||
4.500%, 07/15/22 |
235 | 267 | ||||||||||
4.500%, 08/01/23 |
100 | 114 | ||||||||||
Glencore Australia Holdings MTN |
||||||||||||
4.500%, 09/19/19 |
900 | 551 | ||||||||||
Glencore Finance Europe MTN |
||||||||||||
3.375%, 09/30/20 |
290 | 259 | ||||||||||
Glencore Funding |
||||||||||||
4.125%, 05/30/23 (A) |
USD | 94 | 69 |
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
2.125%, 04/16/18 (A) |
USD | 242 | $ | 215 | ||||||||
Government of Switzerland |
||||||||||||
3.000%, 05/12/19 |
160 | 180 | ||||||||||
2.000%, 04/28/21 |
1,070 | 1,212 | ||||||||||
2.000%, 05/25/22 |
110 | 127 | ||||||||||
1.500%, 04/30/42 |
120 | 145 | ||||||||||
1.250%, 06/11/24 |
100 | 112 | ||||||||||
Swiss Reinsurance via ELM |
||||||||||||
2.600%, 09/01/25 (B) |
265 | 265 | ||||||||||
Switzerland Government Bond |
||||||||||||
3.500%, 04/08/33 |
100 | 152 | ||||||||||
UBS Group Funding Jersey |
||||||||||||
4.125%, 09/24/25 (A) |
USD | 220 | 220 | |||||||||
UBS MTN |
||||||||||||
6.625%, 04/11/18 |
GBP | 150 | 247 | |||||||||
6.375%, 07/20/16 |
GBP | 160 | 243 | |||||||||
4.750%, 02/12/26 (B) |
EUR | 500 | 579 | |||||||||
|
|
|||||||||||
6,133 | ||||||||||||
|
|
|||||||||||
Thailand 0.2% |
||||||||||||
Thailand Government Bond |
||||||||||||
4.675%, 06/29/44 |
1,800 | 60 | ||||||||||
3.650%, 12/17/21 |
16,020 | 479 | ||||||||||
3.625%, 06/16/23 |
7,815 | 235 | ||||||||||
|
|
|||||||||||
774 | ||||||||||||
|
|
|||||||||||
Turkey 0.0% |
||||||||||||
Republic of Turkey |
||||||||||||
5.500%, 02/16/17 |
EUR | 50 | 57 | |||||||||
|
|
|||||||||||
United Kingdom 14.8% |
||||||||||||
AA Bond |
||||||||||||
4.720%, 07/02/43 |
500 | 765 | ||||||||||
Abbey National Treasury Services MTN |
||||||||||||
5.250%, 02/16/29 |
450 | 831 | ||||||||||
5.125%, 04/14/21 |
300 | 505 | ||||||||||
4.250%, 04/12/21 |
EUR | 350 | 454 | |||||||||
1.750%, 01/15/18 |
EUR | 525 | 586 | |||||||||
1.125%, 01/14/22 |
330 | 354 | ||||||||||
Anglian Water Services Financing |
||||||||||||
6.875%, 08/21/23 |
230 | 429 | ||||||||||
Arqiva Financing MTN |
||||||||||||
4.040%, 06/30/20 |
220 | 336 | ||||||||||
Aviva MTN |
||||||||||||
6.875%, 05/22/38 (B) |
EUR | 195 | 236 | |||||||||
6.125%, 11/14/36 (B) |
200 | 313 | ||||||||||
3.375%, 12/04/45 (B) |
500 | 517 | ||||||||||
Bank of Scotland |
||||||||||||
7.281%, 05/29/49 (B) |
950 | 1,645 | ||||||||||
4.750%, 06/08/22 |
EUR | 290 | 396 | |||||||||
Barclays Bank MTN |
||||||||||||
10.000%, 05/21/21 |
180 | 342 |
8 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund (Continued)
December 31, 2015
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
6.750%, 01/16/23 (B) |
350 | $ | 551 | |||||||||
6.625%, 03/30/22 |
EUR | 200 | 273 | |||||||||
4.250%, 01/12/22 |
250 | 410 | ||||||||||
BAT International Finance MTN |
||||||||||||
7.250%, 03/12/24 |
250 | 471 | ||||||||||
5.375%, 06/29/17 |
EUR | 425 | 497 | |||||||||
Bishopsgate Asset Finance |
||||||||||||
4.808%, 08/14/44 |
175 | 259 | ||||||||||
Boparan Finance MTN |
||||||||||||
4.375%, 07/15/21 |
160 | 153 | ||||||||||
BP Capital Markets MTN |
||||||||||||
2.177%, 09/28/21 |
EUR | 245 | 280 | |||||||||
British American Tobacco Holdings MTN |
||||||||||||
4.000%, 07/07/20 |
100 | 124 | ||||||||||
Canary Wharf Finance II |
||||||||||||
6.455%, 04/22/30 |
15 | 29 | ||||||||||
5.952%, 01/22/35 |
20 | 35 | ||||||||||
Channel Link Enterprises Finance |
||||||||||||
3.209%, 06/30/50 (B) |
EUR | 700 | 758 | |||||||||
Co-Operative Bank |
||||||||||||
4.750%, 11/11/21 |
250 | 402 | ||||||||||
Coventry Building Society MTN |
||||||||||||
4.625%, 04/19/18 |
230 | 364 | ||||||||||
CPUK Finance |
||||||||||||
3.588%, 02/28/42 |
400 | 573 | ||||||||||
2.666%, 02/28/42 |
700 | 1,025 | ||||||||||
Delphi Automotive |
||||||||||||
1.500%, 03/10/25 |
300 | 301 | ||||||||||
Direct Line Insurance Group |
||||||||||||
9.250%, 04/27/42 (B) |
100 | 181 | ||||||||||
Eastern Power Networks MTN |
||||||||||||
6.250%, 11/12/36 |
160 | 312 | ||||||||||
ENW Finance MTN |
||||||||||||
6.125%, 07/21/21 |
350 | 604 | ||||||||||
Eversholt Funding MTN |
||||||||||||
6.697%, 02/22/35 |
100 | 190 | ||||||||||
FCE Bank MTN |
||||||||||||
4.825%, 02/15/17 |
200 | 305 | ||||||||||
1.875%, 05/12/16 |
EUR | 250 | 273 | |||||||||
1.625%, 09/09/16 |
EUR | 100 | 109 | |||||||||
First Hydro Finance |
||||||||||||
9.000%, 07/31/21 |
220 | 421 | ||||||||||
Firstgroup |
||||||||||||
5.250%, 11/29/22 |
200 | 319 | ||||||||||
Great Rolling Stock MTN |
||||||||||||
6.250%, 07/27/20 |
300 | 506 | ||||||||||
HBOS Capital Funding |
||||||||||||
6.461%, 11/30/49 (B) |
115 | 180 | ||||||||||
HSBC Bank |
||||||||||||
4.125%, 08/12/20 |
USD | 375 | 399 | |||||||||
HSBC Capital Funding |
||||||||||||
5.130%, 03/29/49 (B) |
150 | 164 |
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
HSBC Holdings MTN |
||||||||||||
6.500%, 05/20/24 |
250 | $ | 454 | |||||||||
Imperial Tobacco Finance MTN |
||||||||||||
8.375%, 02/17/16 |
EUR | 575 | 630 | |||||||||
5.500%, 09/28/26 |
350 | 601 | ||||||||||
2.250%, 02/26/21 |
EUR | 400 | 457 | |||||||||
International Game Technology |
||||||||||||
4.750%, 02/15/23 |
160 | 162 | ||||||||||
Intu SGS Finance MTN |
||||||||||||
3.875%, 03/17/23 |
250 | 376 | ||||||||||
Jaguar Land Rover Automotive |
||||||||||||
5.000%, 02/15/22 |
100 | 152 | ||||||||||
Lloyds Bank MTN |
||||||||||||
7.625%, 04/22/25 |
150 | 283 | ||||||||||
Lloyds Banking Group |
||||||||||||
7.000%, 12/29/49 (B) |
750 | 1,122 | ||||||||||
Lloyds TSB Bank MTN |
||||||||||||
4.625%, 02/02/17 |
EUR | 150 | 171 | |||||||||
Merlin Entertainment |
||||||||||||
2.750%, 03/15/22 |
300 | 317 | ||||||||||
Mondi Finance MTN |
||||||||||||
5.750%, 04/03/17 |
1,100 | 1,273 | ||||||||||
3.375%, 09/28/20 |
EUR | 400 | 477 | |||||||||
National Westminster Bank |
||||||||||||
6.500%, 09/07/21 |
220 | 367 | ||||||||||
6.500%, 09/07/21 |
550 | 917 | ||||||||||
Nationwide Building Society MTN |
||||||||||||
4.625%, 02/08/21 |
EUR | 550 | 723 | |||||||||
4.125%, 03/20/23 (B) |
EUR | 1,495 | 1,722 | |||||||||
0.750%, 06/25/19 |
266 | 294 | ||||||||||
Network Rail Infrastructure Finance MTN |
||||||||||||
4.400%, 03/06/16 |
CAD | 690 | 500 | |||||||||
Northumbrian Water Finance |
||||||||||||
6.875%, 02/06/23 |
190 | 348 | ||||||||||
6.000%, 10/11/17 |
500 | 792 | ||||||||||
Old Mutual |
||||||||||||
7.875%, 11/03/25 |
400 | 590 | ||||||||||
Rio Tinto Finance MTN |
||||||||||||
4.000%, 12/11/29 |
165 | 235 | ||||||||||
RL Finance Bonds No. 2 |
||||||||||||
6.125%, 11/30/43 (B) |
100 | 151 | ||||||||||
Rolls-Royce MTN |
||||||||||||
6.750%, 04/30/19 |
100 | 169 | ||||||||||
Royal Bank of Scotland |
||||||||||||
9.500%, 03/16/22 (B) |
USD | 200 | 216 | |||||||||
6.934%, 04/09/18 |
EUR | 300 | 365 | |||||||||
5.125%, 01/13/24 |
400 | 695 | ||||||||||
3.875%, 10/19/20 |
123 | 155 | ||||||||||
Santander UK |
||||||||||||
6.222%, 05/29/49 (B) |
170 | 256 | ||||||||||
Santander UK Group Holdings |
||||||||||||
7.375%, 06/24/22 (B) |
250 | 374 |
9 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund (Continued)
December 31, 2015
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Sky MTN |
||||||||||||
1.500%, 09/15/21 |
EUR | 200 | $ | 218 | ||||||||
Standard Chartered |
||||||||||||
6.409%, 01/30/49 (A)(B) |
USD | 300 | 300 | |||||||||
Standard Life MTN |
||||||||||||
5.500%, 12/04/42 (B) |
250 | 387 | ||||||||||
Tesco |
||||||||||||
6.052%, 10/13/39 |
642 | 887 | ||||||||||
United Kingdom Gilt |
||||||||||||
4.500%, 09/07/34 |
370 | 707 | ||||||||||
4.500%, 12/07/42 |
1,500 | 2,997 | ||||||||||
4.250%, 12/07/27 |
125 | 226 | ||||||||||
4.250%, 06/07/32 |
110 | 203 | ||||||||||
3.750%, 07/22/52 |
375 | 708 | ||||||||||
3.500%, 01/22/45 |
900 | 1,548 | ||||||||||
3.250%, 01/22/44 |
860 | 1,411 | ||||||||||
2.750%, 09/07/24 |
850 | 1,341 | ||||||||||
2.250%, 09/07/23 |
2,325 | 3,547 | ||||||||||
2.000%, 07/22/20 |
2,800 | 4,249 | ||||||||||
2.000%, 09/07/25 |
1,180 | 1,748 | ||||||||||
1.750%, 07/22/19 |
1,795 | 2,703 | ||||||||||
1.000%, 09/07/17 |
275 | 408 | ||||||||||
United Kingdom Treasury |
||||||||||||
5.000%, 03/07/25 |
1,430 | 2,671 | ||||||||||
4.750%, 12/07/30 |
1,380 | 2,668 | ||||||||||
4.750%, 12/07/38 |
350 | 705 | ||||||||||
4.250%, 03/07/36 |
670 | 1,246 | ||||||||||
4.250%, 09/07/39 |
1,170 | 2,213 | ||||||||||
4.250%, 12/07/40 |
370 | 704 | ||||||||||
4.000%, 03/07/22 |
1,200 | 2,031 | ||||||||||
1.750%, 01/22/17 |
800 | 1,195 | ||||||||||
Wales & West Utilities Finance |
||||||||||||
6.750%, 12/17/36 (B) |
200 | 327 | ||||||||||
6.250%, 11/30/21 |
240 | 421 | ||||||||||
Western Power Distribution |
||||||||||||
3.625%, 11/06/23 |
400 | 588 | ||||||||||
Western Power Distribution West Midlands |
||||||||||||
3.875%, 10/17/24 |
230 | 356 | ||||||||||
Yorkshire Power Finance |
||||||||||||
7.250%, 08/04/28 |
208 | 411 | ||||||||||
Yorkshire Water Services Bradford Finance |
||||||||||||
6.375%, 08/19/39 |
100 | 200 | ||||||||||
|
|
|||||||||||
72,845 | ||||||||||||
|
|
|||||||||||
United States 6.3% |
||||||||||||
21st Century Fox America |
||||||||||||
4.500%, 02/15/21 |
75 | 81 | ||||||||||
AbbVie |
||||||||||||
3.600%, 05/14/25 |
359 | 354 | ||||||||||
Aetna |
||||||||||||
2.750%, 11/15/22 |
40 | 39 |
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Altria Group |
||||||||||||
4.750%, 05/05/21 |
180 | $ | 195 | |||||||||
4.250%, 08/09/42 |
265 | 243 | ||||||||||
American International Group |
||||||||||||
8.175%, 05/15/58 (B) |
240 | 316 | ||||||||||
5.750%, 03/15/67 (B) |
150 | 225 | ||||||||||
Anthem |
||||||||||||
4.650%, 01/15/43 |
110 | 104 | ||||||||||
2.300%, 07/15/18 |
150 | 150 | ||||||||||
AT&T |
||||||||||||
5.875%, 04/28/17 |
GBP | 200 | 311 | |||||||||
4.875%, 06/01/44 |
GBP | 130 | 194 | |||||||||
Ball |
||||||||||||
3.500%, 12/15/20 |
103 | 115 | ||||||||||
Bank of America MTN |
||||||||||||
2.375%, 06/19/24 |
410 | 462 | ||||||||||
0.709%, 03/28/18 (B) |
EUR | 300 | 324 | |||||||||
0.425%, 09/14/18 (B) |
EUR | 375 | 400 | |||||||||
Berkshire Hathaway |
||||||||||||
1.125%, 03/16/27 |
297 | 291 | ||||||||||
Chevron |
||||||||||||
2.355%, 12/05/22 |
535 | 511 | ||||||||||
Citigroup MTN |
||||||||||||
2.375%, 05/22/24 |
EUR | 700 | 791 | |||||||||
Coca-Cola |
||||||||||||
2.750%, 05/06/26 |
EUR | 160 | 182 | |||||||||
1.125%, 09/22/22 |
EUR | 400 | 439 | |||||||||
Deutsche Bank Capital Funding Trust VII |
||||||||||||
5.628%, 01/29/49 (B) |
340 | 340 | ||||||||||
Devon Energy |
||||||||||||
5.000%, 06/15/45 |
270 | 205 | ||||||||||
DH Europe Finance |
||||||||||||
1.700%, 01/04/22 |
1,440 | 1,603 | ||||||||||
Diamond Offshore Drilling |
||||||||||||
4.875%, 11/01/43 |
130 | 79 | ||||||||||
Discovery Communications |
||||||||||||
1.900%, 03/19/27 |
360 | 328 | ||||||||||
Dover MTN |
||||||||||||
2.125%, 12/01/20 |
EUR | 250 | 279 | |||||||||
Eli Lilly |
||||||||||||
1.000%, 06/02/22 |
405 | 439 | ||||||||||
Enterprise Products Operating |
||||||||||||
3.700%, 02/15/26 |
123 | 110 | ||||||||||
Freeport-McMoRan |
||||||||||||
2.300%, 11/14/17 |
84 | 72 | ||||||||||
GE Capital UK Funding MTN |
||||||||||||
4.375%, 07/31/19 |
GBP | 400 | 635 | |||||||||
General Electric |
||||||||||||
2.700%, 10/09/22 |
320 | 319 | ||||||||||
1.875%, 05/28/27 |
800 | 884 | ||||||||||
1.250%, 05/26/23 |
200 | 218 |
10 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund (Continued)
December 31, 2015
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
General Electric Capital MTN |
||||||||||||
5.500%, 01/08/20 |
88 | $ | 99 | |||||||||
5.300%, 02/11/21 |
205 | 231 | ||||||||||
4.625%, 01/07/21 |
108 | 119 | ||||||||||
General Motors Financial International MTN |
||||||||||||
0.850%, 02/23/18 |
314 | 340 | ||||||||||
Goldman Sachs Group MTN |
||||||||||||
2.625%, 08/19/20 |
EUR | 350 | 407 | |||||||||
2.000%, 07/27/23 |
230 | 253 | ||||||||||
Halliburton |
||||||||||||
5.000%, 11/15/45 |
205 | 202 | ||||||||||
3.375%, 11/15/22 |
205 | 202 | ||||||||||
Illinois Tool Works MTN |
||||||||||||
3.000%, 05/19/34 |
EUR | 200 | 224 | |||||||||
INEOS Group Holdings |
||||||||||||
5.750%, 02/15/19 |
350 | 380 | ||||||||||
International Business Machines MTN |
||||||||||||
1.375%, 11/19/19 |
EUR | 250 | 282 | |||||||||
Jefferies Group MTN |
||||||||||||
2.375%, 05/20/20 |
EUR | 700 | 734 | |||||||||
John Deere Bank MTN |
||||||||||||
1.500%, 07/16/18 |
250 | 280 | ||||||||||
JPMorgan Chase MTN |
||||||||||||
1.063%, 05/30/17 (B) |
100 | 146 | ||||||||||
Kinder Morgan |
||||||||||||
2.250%, 03/16/27 |
519 | 404 | ||||||||||
1.500%, 03/16/22 |
600 | 528 | ||||||||||
MasterCard |
||||||||||||
1.100%, 12/01/22 |
210 | 227 | ||||||||||
McDonalds |
||||||||||||
1.125%, 05/26/22 |
400 | 432 | ||||||||||
McGraw Hill Financial |
||||||||||||
4.400%, 02/15/26 |
313 | 320 | ||||||||||
Mellon Capital III |
||||||||||||
6.369%, 09/05/66 (B) |
250 | 372 | ||||||||||
Merck |
||||||||||||
2.500%, 10/15/34 |
500 | 559 | ||||||||||
1.875%, 10/15/26 |
300 | 335 | ||||||||||
1.125%, 10/15/21 |
400 | 440 | ||||||||||
Mondelez International |
||||||||||||
2.375%, 03/06/35 |
250 | 235 | ||||||||||
1.625%, 03/08/27 |
300 | 298 | ||||||||||
1.000%, 03/07/22 |
200 | 213 | ||||||||||
Morgan Stanley |
||||||||||||
3.750%, 09/21/17 |
EUR | 350 | 402 | |||||||||
2.375%, 03/31/21 |
EUR | 1,250 | 1,437 | |||||||||
1.875%, 03/30/23 |
490 | 541 | ||||||||||
1.750%, 01/30/25 |
205 | 219 | ||||||||||
Nabors Industries |
||||||||||||
5.100%, 09/15/23 |
93 | 74 |
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
National Capital Trust I |
||||||||||||
5.620%, 12/17/18 (A)(B) |
35 | $ | 53 | |||||||||
Odebrecht Finance |
||||||||||||
7.125%, 06/26/42 |
280 | 39 | ||||||||||
ONEOK Partners |
||||||||||||
3.800%, 03/15/20 |
128 | 122 | ||||||||||
Owens Corning |
||||||||||||
6.500%, 12/01/16 |
9 | 9 | ||||||||||
Philip Morris International |
||||||||||||
2.900%, 11/15/21 |
325 | 329 | ||||||||||
2.875%, 05/30/24 |
EUR | 100 | 121 | |||||||||
2.875%, 03/03/26 |
EUR | 435 | 522 | |||||||||
Plains All American Pipeline |
||||||||||||
3.600%, 11/01/24 |
330 | 265 | ||||||||||
PNC Funding |
||||||||||||
5.125%, 02/08/20 |
300 | 330 | ||||||||||
3.300%, 03/08/22 |
150 | 154 | ||||||||||
Priceline Group |
||||||||||||
2.375%, 09/23/24 |
EUR | 250 | 268 | |||||||||
1.800%, 03/03/27 |
580 | 555 | ||||||||||
Principal Financial Group |
||||||||||||
1.850%, 11/15/17 |
175 | 175 | ||||||||||
Prologis International Funding II MTN |
||||||||||||
2.875%, 04/04/22 |
220 | 251 | ||||||||||
Prologis |
||||||||||||
3.375%, 02/20/24 |
EUR | 300 | 346 | |||||||||
3.000%, 01/18/22 |
EUR | 250 | 287 | |||||||||
3.000%, 06/02/26 |
EUR | 200 | 224 | |||||||||
Prudential Financial |
||||||||||||
5.625%, 06/15/43 (B) |
488 | 499 | ||||||||||
Rabobank Capital Funding Trust IV |
||||||||||||
5.556%, 12/31/19 (B) |
GBP | 153 | 235 | |||||||||
Republic Services |
||||||||||||
4.750%, 05/15/23 |
155 | 169 | ||||||||||
Reynolds American |
||||||||||||
3.250%, 11/01/22 |
180 | 178 | ||||||||||
Ryder System MTN |
||||||||||||
5.850%, 11/01/16 |
116 | 120 | ||||||||||
Santander Issuances SAU |
||||||||||||
5.179%, 11/19/25 |
400 | 394 | ||||||||||
Seagate HDD Cayman |
||||||||||||
4.750%, 01/01/25 |
123 | 102 | ||||||||||
Sprint |
||||||||||||
7.875%, 09/15/23 |
187 | 140 | ||||||||||
Thermo Fisher Scientific |
||||||||||||
2.150%, 07/21/22 |
157 | 176 | ||||||||||
2.000%, 04/15/25 |
164 | 176 | ||||||||||
1.500%, 12/01/20 |
111 | 121 | ||||||||||
T-Mobile USA |
||||||||||||
6.500%, 01/15/26 |
175 | 177 | ||||||||||
Transocean |
||||||||||||
6.800%, 03/15/38 |
210 | 113 |
11 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund (Continued)
December 31, 2015
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
United Technologies |
||||||||
1.800%, 06/01/17 |
201 | $ | 202 | |||||
1.250%, 05/22/23 |
240 | 259 | ||||||
Valeant Pharmaceuticals International |
||||||||
4.500%, 05/15/23 (A) |
170 | 160 | ||||||
Verizon Communications |
||||||||
2.625%, 12/01/31 |
100 | 108 | ||||||
1.625%, 03/01/24 |
700 | 759 | ||||||
Viacom |
||||||||
3.875%, 04/01/24 |
148 | 139 | ||||||
Wells Fargo MTN |
||||||||
4.600%, 04/01/21 |
75 | 82 | ||||||
Williams Partners |
||||||||
3.900%, 01/15/25 |
228 | 171 | ||||||
ZF North America Capital |
||||||||
2.750%, 04/27/23 |
200 | 207 | ||||||
|
|
|||||||
30,910 | ||||||||
|
|
|||||||
Total Global Bonds (Cost $498,551) ($ Thousands) |
461,892 | |||||||
|
|
|||||||
MORTGAGE-BACKED SECURITIES 2.5% |
|
|||||||
Agency Mortgage-Backed Obligation 0.5% |
|
|||||||
FHLMC, Ser K501, Cl X1A, IO |
||||||||
1.702%, 08/25/16 (B) |
237 | 1 | ||||||
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2014-DN1, Cl M1 |
||||||||
1.221%, 02/25/24 (B) |
320 | 320 | ||||||
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2014-HQ2, Cl M1 |
||||||||
1.671%, 09/25/24 (B) |
325 | 326 | ||||||
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-DNA1, Cl M2 |
||||||||
2.071%, 10/25/27 (B) |
490 | 481 | ||||||
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-DNA2, Cl M2 |
||||||||
3.022%, 12/25/27 (B) |
205 | 203 | ||||||
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-DNA2, Cl M1 |
||||||||
1.371%, 12/25/27 (B) |
429 | 429 | ||||||
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-HQ1, Cl M1 |
||||||||
1.271%, 03/25/25 (B) |
195 | 195 | ||||||
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-HQ2, Cl M1 |
||||||||
1.321%, 05/25/25 (B) |
335 | 334 | ||||||
|
|
|||||||
2,289 | ||||||||
|
|
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Non-Agency Mortgage-Backed Obligation 2.0% |
|
|||||||
Banc of America Commercial Mortgage, Ser 2007-5, Cl A4 |
||||||||
5.492%, 02/10/51 |
110 | $ | 114 | |||||
Banc of America Commercial Mortgage, Ser 2015-UBS7, Cl A4 |
||||||||
3.705%, 09/15/48 |
20 | 20 | ||||||
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-6, Cl 3A |
||||||||
2.902%, 09/25/34 (B) |
68 | 66 | ||||||
Bear Stearns Commercial Mortgage Securities, Ser 2006-PW13, Cl AJ |
||||||||
5.611%, 09/11/41 (B) |
241 | 243 | ||||||
Bear Stearns Commercial Mortgage Securities, Ser 2006-T24, Cl A4 |
||||||||
5.537%, 10/12/41 |
65 | 66 | ||||||
Bear Stearns Commercial Mortgage Securities, Ser 2006-TOP22, Cl AJ |
||||||||
5.816%, 04/12/38 (B) |
25 | 25 | ||||||
Bear Stearns Commercial Mortgage Securities, Ser 2007-PW15, Cl A4 |
||||||||
5.331%, 02/11/44 |
50 | 52 | ||||||
Bear Stearns Commercial Mortgage Securities, Ser 2007-PW16, Cl A4 |
||||||||
5.912%, 06/11/40 (B) |
24 | 25 | ||||||
Bear Stearns Commercial Mortgage Securities, Ser 2007-PW17, Cl A4 |
||||||||
5.694%, 06/11/50 (B) |
170 | 177 | ||||||
Bear Stearns Commercial Mortgage Securities, Ser 2007-T26, Cl A4 |
||||||||
5.471%, 01/12/45 (B) |
63 | 64 | ||||||
Citigroup Commercial Mortgage Trust, Ser 2006-C4, Cl A3 |
||||||||
5.987%, 03/15/49 (B) |
100 | 100 | ||||||
Citigroup Commercial Mortgage Trust, Ser 2008-C7, Cl A4 |
||||||||
6.350%, 12/10/49 (B) |
398 | 418 | ||||||
Citigroup Commercial Mortgage Trust, Ser 2014-GC19, Cl D |
||||||||
5.063%, 03/10/47 (B) |
20 | 17 | ||||||
Citigroup Commercial Mortgage Trust, Ser 2015-GC29, Cl A3 |
||||||||
2.935%, 04/10/48 |
30 | 29 | ||||||
Citigroup Commercial Mortgage Trust, Ser 2015-GC29, Cl A4 |
||||||||
3.192%, 04/10/48 |
15 | 15 | ||||||
Citigroup Commercial Mortgage Trust, Ser 2015-GC31, Cl A4 |
||||||||
3.762%, 06/10/48 |
65 | 67 | ||||||
Citigroup Commercial Mortgage Trust, Ser 2015-GC35, Cl A4 |
||||||||
3.818%, 11/10/48 |
55 | 56 |
12 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund (Continued)
December 31, 2015
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Citigroup Mortgage Loan Trust, Ser 2005-2, Cl 1A4 |
||||||||
2.626%, 05/25/35 (B) |
487 | $ | 457 | |||||
COBALT Commercial Mortgage Trust, Ser 2006-C1, Cl AM |
||||||||
5.254%, 08/15/48 |
35 | 35 | ||||||
COMM Mortgage Trust, Ser 2006-C8, Cl A1A |
||||||||
5.292%, 12/10/46 |
110 | 113 | ||||||
COMM Mortgage Trust, Ser 2012-CR5, Cl A3 |
||||||||
2.540%, 12/10/45 |
125 | 122 | ||||||
COMM Mortgage Trust, Ser 2012-CRE4, Cl XA, IO |
||||||||
2.091%, 10/15/45 (B) |
172 | 15 | ||||||
COMM Mortgage Trust, Ser 2013-CCRE9, Cl A4 |
||||||||
4.238%, 07/10/45 (B) |
35 | 38 | ||||||
COMM Mortgage Trust, Ser 2013-CR6, Cl A4 |
||||||||
3.101%, 03/10/46 |
30 | 30 | ||||||
COMM Mortgage Trust, Ser 2013-CR8, Cl A4 |
||||||||
3.334%, 06/10/46 |
130 | 132 | ||||||
COMM Mortgage Trust, Ser 2013-CR9, Cl A3 |
||||||||
4.022%, 07/10/45 |
50 | 53 | ||||||
COMM Mortgage Trust, Ser 2014-CCRE14, Cl A3 |
||||||||
3.955%, 02/10/47 |
70 | 74 | ||||||
COMM Mortgage Trust, Ser 2014-CR16, Cl A4 |
||||||||
4.051%, 04/10/47 |
25 | 26 | ||||||
COMM Mortgage Trust, Ser 2014-CR19, Cl A5 |
||||||||
3.796%, 08/10/47 |
65 | 67 | ||||||
COMM Mortgage Trust, Ser 2014-CR21, Cl A3 |
||||||||
3.528%, 12/10/47 |
75 | 76 | ||||||
COMM Mortgage Trust, Ser 2014-SAVA, Cl A |
||||||||
1.347%, 06/15/34 (B) |
125 | 125 | ||||||
COMM Mortgage Trust, Ser 2014-UBS4, Cl A5 |
||||||||
3.694%, 08/10/47 |
95 | 97 | ||||||
COMM Mortgage Trust, Ser 2015-3BP, Cl A |
||||||||
3.178%, 02/10/35 |
100 | 98 | ||||||
COMM Mortgage Trust, Ser 2015-CR24, Cl A5 |
||||||||
3.696%, 08/10/55 |
90 | 91 | ||||||
COMM Mortgage Trust, Ser 2015-PC1, Cl A4 |
||||||||
3.620%, 07/10/50 |
50 | 51 | ||||||
Commercial Mortgage Loan Trust, Ser 2008-LS1, Cl A4B |
||||||||
6.228%, 12/10/49 (B) |
229 | 236 | ||||||
Commercial Mortgage Pass Through Certificates, Ser CR14, Cl XA, IO |
||||||||
0.869%, 02/10/47 (B) |
691 | 28 |
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Commercial Mortgage Pass-Through Certificates, Ser 2008-C1, Cl A3 |
||||||||
6.270%, 02/15/41 (B) |
55 | $ | 58 | |||||
Commerical Mortgage Trust, Ser 2006-GG7, Cl A4 |
||||||||
6.021%, 07/10/38 (B) |
105 | 105 | ||||||
Commerical Mortgage Trust, Ser 2007-GG11, Cl A4 |
||||||||
5.736%, 12/10/49 |
213 | 220 | ||||||
Commerical Mortgage Trust, Ser 2007-GG9, Cl AM |
||||||||
5.475%, 03/10/39 |
370 | 379 | ||||||
Credit Suisse Commercial Mortgage Trust, Ser 2007-C3, Cl A4 |
||||||||
5.889%, 06/15/39 (B) |
132 | 136 | ||||||
Credit Suisse First Boston Mortgage Securities, Ser 2005-C2, Cl AMFX |
||||||||
4.877%, 04/15/37 |
30 | 30 | ||||||
CSAIL Commercial Mortgage Trust, Ser 2015-C2, Cl XA, IO |
||||||||
0.904%, 06/15/57 (B) |
542 | 31 | ||||||
CSAIL Commercial Mortgage Trust, Ser 2015-C3, Cl D |
||||||||
3.362%, 08/15/48 (B) |
75 | 54 | ||||||
CSAIL Commercial Mortgage Trust, Ser 2015-C3, Cl A4 |
||||||||
3.691%, 08/15/48 |
45 | 46 | ||||||
CSAIL Commercial Mortgage Trust, Ser 2015-C4, Cl A4 |
||||||||
3.808%, 11/15/48 |
155 | 159 | ||||||
Eddystone Finance, Ser 2006-1, Cl A2 |
||||||||
1.104%, 04/19/21 (B) |
100 | 142 | ||||||
FNMA Connecticut Avenue Securities, Ser 2013-C01, Cl M1 |
||||||||
2.422%, 10/25/23 (B) |
88 | 88 | ||||||
FNMA Connecticut Avenue Securities, Ser 2014-C01, Cl M1 |
||||||||
1.821%, 01/25/24 (B) |
241 | 242 | ||||||
FNMA Connecticut Avenue Securities, Ser 2014-C02, Cl 2M1 |
||||||||
1.171%, 05/25/24 (B) |
14 | 14 | ||||||
FNMA Connecticut Avenue Securities, Ser 2014-C04, Cl 2M1 |
||||||||
2.522%, 11/25/24 (B) |
231 | 231 | ||||||
FNMA Connecticut Avenue Securities, Ser 2015-C02, Cl 2M1 |
||||||||
1.622%, 05/25/25 (B) |
82 | 82 | ||||||
GE Commercial Mortgage Trust, Ser 2007-C1, Cl AM |
||||||||
5.606%, 12/10/49 (B) |
35 | 36 |
13 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund (Continued)
December 31, 2015
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
GS Mortgage Securities II, Ser 2007-GG10, Cl A4 |
||||||||
5.795%, 08/10/45 (B) |
138 | $ | 142 | |||||
GS Mortgage Securities II, Ser 2012-ALOH, Cl A |
||||||||
3.551%, 04/10/34 |
100 | 103 | ||||||
GS Mortgage Securities II, Ser GC30, Cl A4 |
||||||||
3.382%, 05/10/50 |
160 | 159 | ||||||
GS Mortgage Securities Trust, Ser 2011-GC5, Cl XA, IO |
||||||||
1.809%, 08/10/44 (B) |
521 | 23 | ||||||
GS Mortgage Securities Trust, Ser 2013-GC13, Cl XA, IO |
||||||||
0.329%, 07/10/46 (B) |
2,857 | 25 | ||||||
GS Mortgage Securities Trust, Ser 2014-GC18, Cl A4 |
||||||||
4.074%, 01/10/47 |
70 | 74 | ||||||
GS Mortgage Securities Trust, Ser 2014-GC20, Cl D |
||||||||
5.029%, 04/10/47 (B) |
80 | 68 | ||||||
GSR Mortgage Loan Trust, Ser 2005-AR1, Cl 4A1 |
||||||||
2.522%, 01/25/35 (B) |
117 | 113 | ||||||
JPMBB Commercial Mortgage Securities, Ser 2014-C23, Cl XA, IO |
||||||||
1.025%, 09/15/47 (B) |
993 | 43 | ||||||
JPMBB Commercial Mortgage Securities, Ser 2014-C26, Cl A4 |
||||||||
3.494%, 01/15/48 |
15 | 15 | ||||||
JPMBB Commercial Mortgage Securities, Ser 2015-C27, Cl A4 |
||||||||
3.179%, 02/15/48 |
25 | 25 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2006-LDP7, Cl A4 |
||||||||
6.105%, 04/15/45 (B) |
62 | 62 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2006-LDP8, Cl A4 |
||||||||
5.399%, 05/15/45 |
70 | 71 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2006-LDP9, Cl A3 |
||||||||
5.336%, 05/15/47 |
124 | 126 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2007-C1, Cl A4 |
||||||||
5.716%, 02/15/51 |
44 | 46 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2007-CB19, Cl A4 |
||||||||
5.883%, 02/12/49 (B) |
183 | 189 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2008-C2, Cl A4 |
||||||||
6.068%, 02/12/51 |
28 | 30 |
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2008-C2, Cl A4FL |
||||||||
1.817%, 02/12/51 (B) |
320 | $ | 316 | |||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2012-C8, Cl A3 |
||||||||
2.829%, 10/15/45 |
135 | 134 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2012-C8, Cl E |
||||||||
4.820%, 10/15/45 (B) |
100 | 92 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2012-LC9, Cl A5 |
||||||||
2.840%, 12/15/47 |
135 | 133 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2014-INN, Cl A |
||||||||
1.251%, 06/15/29 (B) |
130 | 129 | ||||||
JPMorgan Mortgage Trust, Ser 2004-A5, Cl 3A1 |
||||||||
2.346%, 12/25/34 (B) |
88 | 87 | ||||||
LB-UBS Commercial Mortgage Trust, Ser 2007-C6, Cl A4 |
||||||||
5.858%, 07/15/40 (B) |
141 | 145 | ||||||
LB-UBS Commercial Mortgage Trust, Ser 2008-C1, Cl A2 |
||||||||
6.087%, 04/15/41 (B) |
45 | 48 | ||||||
Merrill Lynch Mortgage Trust, Ser 2006-C2, Cl AM |
||||||||
5.782%, 08/12/43 (B) |
120 | 122 | ||||||
ML-CFC Commercial Mortgage Trust, Ser 2007-5, Cl AM |
||||||||
5.419%, 08/12/48 |
40 | 41 | ||||||
ML-CFC Commercial Mortgage Trust, Ser 2007-5, Cl A4 |
||||||||
5.378%, 08/12/48 |
123 | 126 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2012-C5, Cl A4 |
||||||||
3.176%, 08/15/45 |
40 | 41 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2013-C10, Cl A4 |
||||||||
4.081%, 07/15/46 (B) |
60 | 64 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2014-C17, Cl A5 |
||||||||
3.741%, 08/15/47 |
65 | 67 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C20, Cl A4 |
||||||||
3.249%, 02/15/48 |
65 | 64 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C22, Cl A4 |
||||||||
3.306%, 04/15/48 |
60 | 59 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C26, Cl XA |
||||||||
1.133%, 10/15/48 (B) |
135 | 11 |
14 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund (Continued)
December 31, 2015
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Morgan Stanley Capital I Trust, Ser 2006-T21, Cl E |
||||||||
5.403%, 10/12/52 (B) |
10 | $ | 9 | |||||
Morgan Stanley Capital I Trust, Ser 2006-T21, Cl D |
||||||||
5.403%, 10/12/52 (B) |
15 | 14 | ||||||
Morgan Stanley Capital I Trust, Ser 2007-HQ13, Cl A3 |
||||||||
5.569%, 12/15/44 |
95 | 99 | ||||||
Morgan Stanley Capital I Trust, Ser 2007-IQ14, Cl A4 |
||||||||
5.692%, 04/15/49 (B) |
160 | 164 | ||||||
Morgan Stanley Capital I Trust, Ser 2008-TOP29, Cl D |
||||||||
6.268%, 01/11/43 (B) |
35 | 36 | ||||||
Morgan Stanley Re-REMIC Trust, Ser 2010-GG10, Cl A4A |
||||||||
5.988%, 08/15/45 (B) |
256 | 263 | ||||||
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A1 |
||||||||
3.872%, 01/05/35 (B) |
135 | 132 | ||||||
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C3, Cl A4 |
||||||||
3.091%, 08/10/49 |
30 | 30 | ||||||
UBS-Barclays Commercial Mortgage Trust, Ser 2013-C5, Cl A4 |
||||||||
3.185%, 03/10/46 |
130 | 130 | ||||||
UBS-Barclays Commercial Mortgage Trust, Ser 2013-C6, Cl A3 |
||||||||
2.971%, 04/10/46 |
70 | 69 | ||||||
Wells Fargo Commercial Mortgage Trust, Ser 2012-LC5, Cl D |
||||||||
4.936%, 10/15/45 (B) |
35 | 34 | ||||||
Wells Fargo Commercial Mortgage Trust, Ser 2015-LC22, Cl A4 |
||||||||
3.839%, 09/15/58 |
35 | 36 | ||||||
Wells Fargo Commercial Mortgage Trust, Ser 2015-NXS1, Cl D |
||||||||
4.105%, 05/15/48 (B) |
65 | 52 | ||||||
WFRBS Commercial Mortgage Trust, Ser 2011-C4, Cl A4 |
||||||||
4.902%, 06/15/44 (B) |
120 | 132 | ||||||
WFRBS Commercial Mortgage Trust, Ser 2012-C10, Cl A3 |
||||||||
2.875%, 12/15/45 |
90 | 89 | ||||||
WFRBS Commercial Mortgage Trust, Ser 2012-C8, Cl A3 |
||||||||
3.001%, 08/15/45 |
10 | 10 | ||||||
WFRBS Commercial Mortgage Trust, Ser 2012-C9, Cl A3 |
||||||||
2.870%, 11/15/45 |
75 | 74 |
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
WFRBS Commercial Mortgage Trust, Ser 2014-C20, Cl A5 |
||||||||
3.995%, 05/15/47 |
65 | $ | 68 | |||||
WFRBS Commercial Mortgage Trust, Ser 2014-C21, Cl A5 |
||||||||
3.678%, 08/15/47 |
60 | 61 | ||||||
WFRBS Commerical Mortgage Trust, Ser 2013-C15, Cl A3 |
||||||||
3.881%, 08/15/46 |
70 | 73 | ||||||
|
|
|||||||
10,139 | ||||||||
|
|
|||||||
Total Mortgage-Backed Securities (Cost $12,690) ($ Thousands) |
12,428 | |||||||
|
|
|||||||
CORPORATE OBLIGATIONS 1.1% |
|
|||||||
United States 1.1% |
||||||||
Anadarko Petroleum |
||||||||
6.375%, 09/15/17 |
330 | 346 | ||||||
CCO Safari II |
||||||||
4.908%, 07/23/25 (A) |
180 | 180 | ||||||
3.579%, 07/23/20 (A) |
180 | 179 | ||||||
CNA Financial |
||||||||
7.250%, 11/15/23 |
110 | 130 | ||||||
6.500%, 08/15/16 |
40 | 41 | ||||||
Cox Communications |
||||||||
2.950%, 06/30/23 (A) |
127 | 112 | ||||||
EnLink Midstream Partners |
||||||||
4.150%, 06/01/25 |
460 | 354 | ||||||
Enterprise Products Operating |
||||||||
5.950%, 02/01/41 |
70 | 64 | ||||||
Exelon |
||||||||
3.950%, 06/15/25 (A) |
356 | 356 | ||||||
GE Capital International Funding |
||||||||
2.342%, 11/15/20 (A) |
554 | 550 | ||||||
0.964%, 04/15/16 (A) |
427 | 427 | ||||||
Hewlett Packard Enterprise |
||||||||
4.900%, 10/15/25 (A) |
350 | 343 | ||||||
Kinder Morgan |
||||||||
5.000%, 02/15/21 (A) |
161 | 153 | ||||||
Kinder Morgan Energy Partners |
||||||||
2.650%, 02/01/19 |
39 | 36 | ||||||
Manitowoc |
||||||||
8.500%, 11/01/20 |
62 | 64 | ||||||
McGraw Hill Financial |
||||||||
5.900%, 11/15/17 |
325 | 345 | ||||||
Mosaic |
||||||||
5.625%, 11/15/43 |
135 | 129 | ||||||
Navient MTN |
||||||||
5.500%, 01/15/19 |
248 | 232 |
15 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund (Continued)
December 31, 2015
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
PNC Bank |
||||||||
2.700%, 11/01/22 |
445 | $ | 433 | |||||
Prudential Financial MTN |
||||||||
6.100%, 06/15/17 |
125 | 132 | ||||||
Time Warner |
||||||||
4.875%, 03/15/20 |
150 | 162 | ||||||
Viacom |
||||||||
6.125%, 10/05/17 |
325 | 346 | ||||||
Williams Partners |
||||||||
4.000%, 11/15/21 |
150 | 125 | ||||||
|
|
|||||||
5,239 | ||||||||
|
|
|||||||
Total Corporate Obligations (Cost $5,374) ($ Thousands) |
5,239 | |||||||
|
|
|||||||
ASSET-BACKED SECURITY 0.0% |
|
|||||||
Other Asset-Backed Securities 0.0% |
|
|||||||
Volta Electricity Receivables, Ser 2013-1, Cl SNR |
||||||||
4.172%, 02/16/17 |
100 | 110 | ||||||
|
|
|||||||
Total Asset-Backed Security (Cost $130) ($ Thousands) |
110 | |||||||
|
|
|||||||
Total Investments 97.5% (Cost $516,745) ($ Thousands) @ |
$ | 479,669 | ||||||
|
|
A list of the open futures contracts held by the Fund at December 31, 2015, is as follows:
Type of Contract |
Number of (Short) |
Expiration Date |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||
90-Day Euro$ |
3 | Dec-2017 | $ | (1 | ) | |||||||
90-Day Euro$ |
(3 | ) | Dec-2018 | | ||||||||
90-Day Euro$ |
8 | Jun-2017 | (3 | ) | ||||||||
90-Day Euro$ |
(8 | ) | Jun-2008 | 3 | ||||||||
Australian 10-Year Bond |
51 | Mar-2016 | | |||||||||
Australian 3-Year Bond |
39 | Mar-2016 | 8 | |||||||||
Canadian 10-Year Bond |
(59 | ) | Mar-2016 | (51 | ) | |||||||
Euro |
(180 | ) | Mar-2016 | (571 | ) | |||||||
Euro-Bobl |
54 | Mar-2016 | (56 | ) | ||||||||
Euro-Bobl |
(51 | ) | Mar-2016 | 48 | ||||||||
Euro-Bond Index |
111 | Mar-2016 | (143 | ) | ||||||||
Euro-Buxl Index |
1 | Mar-2016 | (1 | ) | ||||||||
Euro-Buxl Index |
8 | Mar-2016 | (21 | ) | ||||||||
Euro-Schatz |
53 | Mar-2016 | (10 | ) | ||||||||
Japanese 10-Year Bond |
4 | Mar-2016 | 10 | |||||||||
Japanese 10-Year MINI |
15 | Mar-2016 | 3 |
Type of Contract |
Number of (Short) |
Expiration Date |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||
Long Gilt 10-Year Bond |
(14 | ) | Mar-2016 | $ | 18 | |||||||
Long Gilt 10-Year Bond |
24 | Mar-2016 | (27 | ) | ||||||||
Short Gilt 2-Year Bond |
(6 | ) | Mar-2016 | | ||||||||
U.S. 10-Year Treasury Note |
(63 | ) | Mar-2016 | 30 | ||||||||
U.S. 10-Year Treasury Note |
(87 | ) | Mar-2016 | 31 | ||||||||
U.S. 2-Year Treasury Note |
(17 | ) | Apr-2016 | 4 | ||||||||
U.S. 2-Year Treasury Note |
(55 | ) | Apr-2016 | 16 | ||||||||
U.S. 5-Year Treasury Note |
1 | Apr-2016 | | |||||||||
U.S. 5-Year Treasury Note |
46 | Apr-2016 | (13 | ) | ||||||||
U.S. Long Treasury Bond |
1 | Mar-2016 | | |||||||||
U.S. Long Treasury Bond |
9 | Mar-2016 | (3 | ) | ||||||||
U.S. Ultra Long Treasury Bond |
6 | Mar-2016 | (4 | ) | ||||||||
U.S. Ultra Long Treasury Bond |
(31 | ) | Mar-2016 | (39 | ) | |||||||
|
|
|||||||||||
$ | (772 | ) | ||||||||||
|
|
For the period ended December 31, 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 forward foreign currency contracts held by the Fund at December 31, 2015, is as follows:
Settlement Date |
Currency to Deliver (Thousands) |
Currency To Receive (Thousands) |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||||||||||
01/05/16-01/06/16 |
USD | 2,767 | BRL | 10,732 | $ | (57 | ) | |||||||||||||
01/05/16-02/03/16 |
USD | 7,839 | EUR | 7,168 | (49 | ) | ||||||||||||||
01/05/16-01/04/17 |
BRL | 23,238 | USD | 6,215 | 521 | |||||||||||||||
01/05/16-02/03/16 |
SEK | 23,924 | USD | 2,799 | (40 | ) | ||||||||||||||
01/05/16-02/05/16 |
AUD | 24,391 | USD | 17,614 | (110 | ) | ||||||||||||||
01/05/16-02/03/16 |
CAD | 33,948 | USD | 25,325 | 882 | |||||||||||||||
01/05/16-02/03/16 |
DKK | 53,404 | USD | 7,703 | (75 | ) | ||||||||||||||
01/05/16-02/03/16 |
GBP | 65,920 | USD | 98,904 | 1,750 | |||||||||||||||
01/05/16-02/03/16 |
EUR | 270,102 | USD | 290,492 | (3,024 | ) | ||||||||||||||
01/05/16-02/10/16 |
JPY | 15,582,884 | USD | 127,522 | (2,091 | ) | ||||||||||||||
01/08/16-01/08/16 |
USD | 2,897 | SGD | 4,104 | (4 | ) | ||||||||||||||
01/08/16-01/29/16 |
SGD | 8,434 | USD | 5,994 | 50 | |||||||||||||||
01/15/16-01/29/16 |
NZD | 2,937 | USD | 1,979 | (28 | ) | ||||||||||||||
01/15/16-01/29/16 |
MXN | 81,578 | USD | 4,777 | 57 | |||||||||||||||
01/21/16-01/21/16 |
USD | 1,693 | CNY | 11,091 | 6 | |||||||||||||||
01/21/16-01/29/16 |
ZAR | 18,419 | USD | 1,230 | 46 | |||||||||||||||
01/22/16 |
USD | 1,705 | INR | 114,289 | 18 | |||||||||||||||
01/22/16-01/22/16 |
INR | 113,932 | USD | 1,707 | (11 | ) | ||||||||||||||
01/27/16-01/27/16 |
GBP | 2,169 | EUR | 3,050 | 119 | |||||||||||||||
01/28/16-01/29/16 |
USD | 1,467 | GBP | 972 | (34 | ) | ||||||||||||||
01/29/16 |
USD | 79 | NOK | 693 | (1 | ) | ||||||||||||||
01/29/16 |
USD | 113 | AUD | 158 | 2 | |||||||||||||||
01/29/16 |
USD | 119 | ZAR | 1,860 | | |||||||||||||||
01/29/16 |
USD | 152 | NZD | 225 | 1 | |||||||||||||||
01/29/16 |
USD | 155 | MXN | 2,650 | (2 | ) | ||||||||||||||
01/29/16 |
USD | 163 | CZK | 4,020 | (1 | ) |
16 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund (Continued)
December 31, 2015
Settlement Date |
Currency to Deliver (Thousands) |
Currency To Receive (Thousands) |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||||||||||
01/29/16 |
USD | 207 | CHF | 205 | $ | (2 | ) | |||||||||||||
01/29/16 |
USD | 483 | CAD | 674 | 2 | |||||||||||||||
01/29/16 |
USD | 699 | JPY | 84,273 | 2 | |||||||||||||||
01/29/16-01/29/16 |
USD | 764 | PLN | 2,994 | (6 | ) | ||||||||||||||
01/29/16 |
ILS | 777 | USD | 199 | | |||||||||||||||
01/29/16 |
USD | 1,628 | SEK | 13,892 | 21 | |||||||||||||||
01/29/16-01/29/16 |
CHF | 3,009 | USD | 3,033 | 23 | |||||||||||||||
01/29/16 |
MYR | 3,275 | USD | 762 | 1 | |||||||||||||||
01/29/16 |
NOK | 7,523 | USD | 858 | 8 | |||||||||||||||
01/29/16 |
CZK | 10,333 | USD | 416 | | |||||||||||||||
01/29/16-01/29/16 |
PLN | 14,668 | USD | 3,697 | (16 | ) | ||||||||||||||
01/29/16 |
THB | 26,964 | USD | 744 | (5 | ) | ||||||||||||||
01/29/16-06/21/16 |
TWD | 154,400 | USD | 4,700 | 15 | |||||||||||||||
01/29/16 |
KRW | 5,638,445 | USD | 4,785 | (12 | ) | ||||||||||||||
|
|
|||||||||||||||||||
$ | (2,044 | ) | ||||||||||||||||||
|
|
A list of the counterparties for the open forward foreign currency contracts held by the Fund at December 31, 2015, is as follows:
Counterparty | Currency
to ($ Thousands) |
Currency
to ($ Thousands) |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||
Bank of America |
$ | (102,905 | ) | $ | 101,909 | $ | (996 | ) | ||||
Bank of Montreal |
(856 | ) | 856 | | ||||||||
Barclays PLC |
(3,435 | ) | 3,453 | 18 | ||||||||
BNP Paribas |
(5,439 | ) | 5,390 | (49 | ) | |||||||
Brown Brothers Harriman |
(370,335 | ) | 368,256 | (2,079 | ) | |||||||
Charter One |
(2,266 | ) | 2,265 | (1 | ) | |||||||
Citigroup |
(32,426 | ) | 33,235 | 809 | ||||||||
Credit Suisse First Boston |
(4,487 | ) | 4,544 | 57 | ||||||||
Deutsche Bank |
(689 | ) | 710 | 21 | ||||||||
Goldman Sachs |
(3,191 | ) | 3,406 | 215 | ||||||||
HSBC |
(13,226 | ) | 13,196 | (30 | ) | |||||||
JPMorgan Chase Bank |
(3,937 | ) | 3,953 | 16 | ||||||||
Morgan Stanley |
(3,255 | ) | 3,266 | 11 | ||||||||
Northern Trust |
(36,436 | ) | 35,715 | (721 | ) | |||||||
RBC |
(3,580 | ) | 3,588 | 8 | ||||||||
Royal Bank of Scotland |
(37,714 | ) | 38,029 | 315 | ||||||||
Standard Bank |
(244 | ) | 244 | | ||||||||
Standard New York |
(3,136 | ) | 3,108 | (28 | ) | |||||||
State Street |
(643 | ) | 647 | 4 | ||||||||
Transatlantic Securities |
(1,399 | ) | 1,394 | (5 | ) | |||||||
UBS |
(9,636 | ) | 10,027 | 391 | ||||||||
Westpac Banking |
(412 | ) | 412 | | ||||||||
|
|
|||||||||||
$ | (2,044 | ) | ||||||||||
|
|
For the period ended December 31, 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 December 31, 2015, are as follows:
Interest Rate Swaps | ||||||||||||||||||||
Counterparty | Fund Pays | Fund Receives | Termination Date | Currency | Notional Amount (Thousands) |
Net Unrealized Depreciation ($ Thousands) |
||||||||||||||
Citigroup | 3.79% | 6-Month GBP EURIBOR | 05/19/2019 | GBP | 2,500 | $ | (311 | ) | ||||||||||||
Citibank | 2.83% | 3-Month USD LIBOR | 08/08/2023 | EUR | 6,000 | (426 | ) | |||||||||||||
Citibank | Euro CPI Overall Excluding Tobacco | 1.22% | 04/03/2019 | GBP | 2,450 | (38 | ) | |||||||||||||
|
|
|||||||||||||||||||
$ | (775 | ) | ||||||||||||||||||
|
|
A list of open centrally cleared swap agreements held by the Fund at December 31, 2015, are as follows:
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 | $ | (375 | ) | ||||||||||||
JPMorgan Chase Bank | 6-Month JPY LIBOR | 1.56% | 11/28/2033 | JPY | 600,000 | 554 | ||||||||||||||
JPMorgan Chase Bank | 1.90% | 6-Month EUR EURIBOR | 3/24/2024 | EUR | 2,200 | (217 | ) | |||||||||||||
JPMorgan Chase Bank | 2.87% | 6-Month GBP EURIBOR | 02/14/2023 | GBP | 250 | (28 | ) |
17 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund (Concluded)
December 31, 2015
Interest Rate Swaps | ||||||||||||||||||||
Counterparty | Fund Pays | Fund Receives | Termination Date | Currency | Notional Amount (Thousands) |
Net Unrealized Appreciation (Depreciation) ($ Thousands) |
||||||||||||||
JPMorgan Chase Bank | 1.49% | 6-Month EUR EURIBOR | 11/21/2023 | EUR | 5,500 | $ | (589 | ) | ||||||||||||
JPMorgan Chase Bank | 1.49% | 6-Month EUR EURIBOR | 09/12/2018 | EUR | 7,000 | (300 | ) | |||||||||||||
Morgan Stanley | 2.13% | 3-Month USD LIBOR | 11/09/2025 | USD | 2,240 | 11 | ||||||||||||||
|
|
|||||||||||||||||||
$ | (944 | ) | ||||||||||||||||||
|
|
For the period ended December 31, 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 $491,972 ($ Thousands).
Real Estate Investment Trust.
(1) | In local currency unless otherwise indicated. |
(A) | Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may be sold only to dealers in that program or other accredited investors. These securities have been determined to be liquid under guidelines established by the Board of Trustees. |
(B) | Variable Rate Security The rate reported on the Schedule of Investments is the rate in effect as of December 31, 2015. |
@ | At December 31, 2015, the tax basis cost of the Funds investments was $516,745 ($ Thousands), and the unrealized appreciation and depreciation were $2,894 ($ Thousands) and ($39,970) ($ Thousands), respectively. |
AUD Australian Dollar
BRL Brazilian Real
CAD Canadian Dollar
CHF Swiss Franc
Cl Class
CNY Chinese Renminbi
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
ILS Isreali Shekel
INR India Rupee
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
PLC Public Limited Company
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
The following is a list of the level of inputs used as of December 31, 2015, in valuing the Funds investments and other financial instrments carried at value ($ Thousands):
Investments in Securities | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Global Bonds |
$ | | $ | 461,892 | $ | | $ | 461,892 | ||||||||
Mortgage-Backed Securities |
| 12,428 | | 12,428 | ||||||||||||
Corporate Obligations |
| 5,239 | | 5,239 | ||||||||||||
Asset-Backed Security |
| 110 | | 110 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments in Securities |
$ | | $ | 479,669 | $ | | $ | 479,669 | ||||||||
|
|
|
|
|
|
|
|
Other Financial Instruments | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Futures Contracts* |
||||||||||||||||
Unrealized Appreciation |
$ | 170 | $ | | $ | | $ | 170 | ||||||||
Unrealized Depreciation |
(942 | ) | | | (942 | ) | ||||||||||
Forwards Contracts* |
||||||||||||||||
Unrealized Appreciation |
| 3,524 | | 3,524 | ||||||||||||
Unrealized Depreciation |
| (5,568 | ) | | (5,568 | ) | ||||||||||
OTC Swaps |
||||||||||||||||
Interest Rate Swaps* |
||||||||||||||||
Unrealized Depreciation |
| (775 | ) | | (775 | ) | ||||||||||
Centrally Cleared Swaps |
||||||||||||||||
Interest Rate Swaps* |
||||||||||||||||
Unrealized Appreciation |
| 565 | | 565 | ||||||||||||
Unrealized Depreciation |
| (1,509 | ) | | (1,509 | ) | ||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Other Financial Instruments |
$ | (772 | ) | $ | (3,763 | ) | $ | | $ | (4,535 | ) | |||||
|
|
|
|
|
|
|
|
* | Futures contracts, forwards contracts, and swap contracts are valued at the net unrealized appreciation (depreciation) on the instrument. |
For the period ended December 31, 2015, there were no transfers between Level 1 and Level 2 assets and liabilities.
For the period ended December 31, 2015, there were no transfers between Level 2 and Level 3 assets and liabilities.
Amounts designated as are $0 or have been rounded to $0.
For information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial statements.
18 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
December 31, 2015
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||
GLOBAL BONDS 93.1% |
||||||||||
Angola 0.3% |
||||||||||
Angolan Government International Bond |
||||||||||
9.500%, 11/12/25 |
2,675 | $ | 2,488 | |||||||
9.500%, 11/12/25 (A) |
1,241 | 1,145 | ||||||||
Republic of Angola Via Northern Lights III |
||||||||||
7.000%, 08/16/19 |
702 | 676 | ||||||||
|
|
|||||||||
4,309 | ||||||||||
|
|
|||||||||
Argentina 2.3% |
||||||||||
City of Buenos Aires Argentina MTN |
||||||||||
8.950%, 02/19/21 |
925 | 976 | ||||||||
Provincia de Buenos Aires |
||||||||||
9.375%, 09/14/18 (B) |
1,175 | 1,204 | ||||||||
Republic of Argentina |
||||||||||
8.750%, 06/02/17 (C) |
1,750 | 1,999 | ||||||||
8.280%, 12/31/33 (C) |
2,426 | 2,723 | ||||||||
8.280%, 12/31/33 (C) |
5,734 | 6,594 | ||||||||
7.820%, 12/31/33 (C) |
EUR | 559 | 639 | |||||||
7.820%, 12/31/33 (C) |
EUR | 7,593 | 8,771 | |||||||
6.000%, 03/31/23 (C) |
937 | 1,153 | ||||||||
5.870%, 03/31/23 (C)(D) |
DEM | 23 | 15 | |||||||
5.870%, 03/31/23 (C) |
DEM | 728 | 465 | |||||||
4.191%, 12/15/35 (D) |
EUR | 4,509 | 462 | |||||||
3.043%, 12/15/35 (D) |
1,605 | 155 | ||||||||
2.260%, 12/31/38 (C) |
1,341 | 832 | ||||||||
0.044%, 12/15/35 (D) |
17,962 | 1,823 | ||||||||
YPF |
||||||||||
8.750%, 04/04/24 (A) |
800 | 775 | ||||||||
8.500%, 07/28/25 (A) |
2,563 | 2,438 | ||||||||
|
|
|||||||||
31,024 | ||||||||||
|
|
|||||||||
Armenia 0.2% |
||||||||||
Republic of Armenia |
||||||||||
7.150%, 03/26/25 (A) |
2,476 | 2,392 | ||||||||
|
|
|||||||||
Azerbaijan 1.0% |
||||||||||
International Bank of Azerbaijan |
||||||||||
5.625%, 06/11/19 |
1,700 | 1,547 | ||||||||
Republic of Azerbaijan |
||||||||||
4.750%, 03/18/24 (A) |
2,920 | 2,724 | ||||||||
4.750%, 03/18/24 |
1,900 | 1,772 | ||||||||
State Oil of the Azerbaijan Republic |
||||||||||
6.950%, 03/18/30 |
2,441 | 2,136 | ||||||||
5.450%, 02/09/17 |
1,312 | 1,322 | ||||||||
4.750%, 03/13/23 |
4,112 | 3,474 | ||||||||
4.750%, 03/13/23 |
500 | 422 | ||||||||
|
|
|||||||||
13,397 | ||||||||||
|
|
|||||||||
Bahrain 0.0% |
||||||||||
Bahrain Government International Bond |
||||||||||
7.000%, 01/26/26 (A) |
641 | 646 | ||||||||
|
|
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||
Belize 0.1% |
||||||||||
Belize Government International Bond |
||||||||||
5.000%, 02/20/38 |
2,637 | $ | 1,899 | |||||||
|
|
|||||||||
Bermuda 0.1% |
||||||||||
Government of Bermuda |
||||||||||
4.854%, 02/06/24 |
1,680 | 1,732 | ||||||||
|
|
|||||||||
Brazil 8.6% |
||||||||||
Banco Nacional de Desenvolvimento Economico e Social |
||||||||||
6.500%, 06/10/19 (A) |
660 | 645 | ||||||||
Braskem Finance |
||||||||||
5.750%, 04/15/21 |
2,377 | 2,068 | ||||||||
Brazil Letras do Tesouro Nacional |
||||||||||
17.573%, 07/01/19 |
11,540 | 1,710 | ||||||||
16.653%, 01/01/19 |
107,605 | 17,187 | ||||||||
14.268%, 01/01/16 |
BRL | 20,010 | 5,058 | |||||||
12.428%, 07/01/18 |
BRL | 20,579 | 3,551 | |||||||
12.303%, 01/01/18 |
BRL | 54,052 | 10,079 | |||||||
11.745%, 01/01/19 |
BRL | 34,253 | 5,462 | |||||||
Brazil Loan Trust 1 |
||||||||||
5.477%, 07/24/23 (A) |
2,183 | 1,872 | ||||||||
5.477%, 07/24/23 |
351 | 299 | ||||||||
Brazil Minas SPE via State of Minas Gerais |
||||||||||
5.333%, 02/15/28 |
1,176 | 885 | ||||||||
Brazil Notas do Tesouro Nacional |
||||||||||
10.000%, 01/01/17 |
BRL | 16,650 | 4,002 | |||||||
Brazil Notas do Tesouro Nacional, Serie F |
||||||||||
10.000%, 01/01/18 |
BRL | 30,986 | 7,060 | |||||||
10.000%, 01/01/21 |
BRL | 27,352 | 5,493 | |||||||
10.000%, 01/01/23 |
BRL | 12,085 | 2,286 | |||||||
10.000%, 01/01/25 |
BRL | 53,720 | 9,690 | |||||||
BRF |
||||||||||
4.750%, 05/22/24 |
3,410 | 3,129 | ||||||||
Caixa Economica Federal |
||||||||||
4.250%, 05/13/19 |
200 | 177 | ||||||||
CIMPOR Financial Operations |
||||||||||
5.750%, 07/17/24 (A) |
182 | 121 | ||||||||
Cosan |
||||||||||
5.000%, 03/14/23 (A) |
699 | 574 | ||||||||
ESAL GmbH |
||||||||||
6.250%, 02/05/23 (A) |
726 | 641 | ||||||||
Federal Republic of Brazil |
||||||||||
10.125%, 05/15/27 |
1,378 | 1,626 | ||||||||
10.125%, 05/15/27 |
850 | 1,003 | ||||||||
8.250%, 01/20/34 |
4,316 | 4,154 | ||||||||
7.125%, 01/20/37 |
5,504 | 4,747 | ||||||||
5.625%, 01/07/41 |
3,751 | 2,720 | ||||||||
5.000%, 01/27/45 |
4,766 | 3,181 | ||||||||
4.875%, 01/22/21 |
5,260 | 4,866 |
1 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund (Continued)
December 31, 2015
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||
4.250%, 01/07/25 (E) |
6,326 | $ | 5,092 | |||||||
2.625%, 01/05/23 (E) |
1,154 | 877 | ||||||||
Gerdau Trade |
||||||||||
5.750%, 01/30/21 (A) |
16 | 13 | ||||||||
GTL Trade Finance |
||||||||||
5.893%, 04/29/24 (A)(E) |
716 | 508 | ||||||||
Marfrig Overseas |
||||||||||
9.500%, 05/04/20 (A) |
835 | 818 | ||||||||
9.500%, 05/04/20 |
650 | 637 | ||||||||
Petrobras Global Finance |
||||||||||
4.875%, 03/17/20 |
549 | 412 | ||||||||
Petrobras International Finance |
||||||||||
5.750%, 01/20/20 |
1,517 | 1,191 | ||||||||
5.375%, 01/27/21 |
2,300 | 1,713 | ||||||||
Samarco Mineracao |
||||||||||
4.125%, 11/01/22 (A) |
244 | 78 | ||||||||
|
|
|||||||||
115,625 | ||||||||||
|
|
|||||||||
Chile 1.5% |
||||||||||
Banco del Estado de Chile MTN |
||||||||||
4.125%, 10/07/20 |
30 | 31 | ||||||||
3.875%, 02/08/22 (A) |
230 | 228 | ||||||||
BancoEstado |
||||||||||
4.125%, 10/07/20 (A) |
270 | 278 | ||||||||
Bonos de la Tesoreria de la Republica en pesos |
||||||||||
6.000%, 01/01/20 |
CLP | 80,000 | 123 | |||||||
6.000%, 01/01/22 |
CLP | 90,000 | 141 | |||||||
Empresa Electrica Angamos |
||||||||||
4.875%, 05/25/29 (A) |
523 | 467 | ||||||||
Empresa Nacional del Petroleo |
||||||||||
6.250%, 07/08/19 (A) |
100 | 107 | ||||||||
6.250%, 07/08/19 |
50 | 54 | ||||||||
5.250%, 08/10/20 (A) |
240 | 248 | ||||||||
5.250%, 08/10/20 |
100 | 103 | ||||||||
4.375%, 10/30/24 (A) |
564 | 543 | ||||||||
Nacional del Cobre de Chile |
||||||||||
6.150%, 10/24/36 |
1,748 | 1,673 | ||||||||
5.625%, 09/21/35 |
880 | 805 | ||||||||
5.625%, 10/18/43 |
250 | 224 | ||||||||
4.875%, 11/04/44 (A)(E) |
4,284 | 3,423 | ||||||||
4.500%, 08/13/23 (A) |
1,152 | 1,117 | ||||||||
4.500%, 09/16/25 (A)(E) |
1,875 | 1,766 | ||||||||
4.250%, 07/17/42 |
265 | 195 | ||||||||
3.875%, 11/03/21 (A) |
403 | 387 | ||||||||
3.000%, 07/17/22 (A)(E) |
1,950 | 1,751 | ||||||||
Republic of Chile |
||||||||||
5.500%, 08/05/20 |
CLP | 323,000 | 469 | |||||||
3.125%, 03/27/25 |
750 | 751 | ||||||||
2.250%, 10/30/22 |
3,981 | 3,837 |
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||
VTR Finance |
||||||||||
6.875%, 01/15/24 (A) |
1,026 | $ | 944 | |||||||
|
|
|||||||||
19,665 | ||||||||||
|
|
|||||||||
China 1.0% |
||||||||||
Amber Circle Funding |
||||||||||
3.250%, 12/04/22 |
850 | 844 | ||||||||
CNOOC Curtis Funding No. 1 Pty |
||||||||||
4.500%, 10/03/23 |
650 | 672 | ||||||||
CNOOC Finance |
||||||||||
3.500%, 05/05/25 |
234 | 223 | ||||||||
Sinochem Offshore Capital MTN |
||||||||||
3.250%, 04/29/19 (A) |
1,432 | 1,441 | ||||||||
Sinochem Overseas Capital |
||||||||||
4.500%, 11/12/20 |
2,361 | 2,475 | ||||||||
4.500%, 11/12/20 (A) |
429 | 450 | ||||||||
Sinopec Capital |
||||||||||
3.125%, 04/24/23 (A) |
1,019 | 971 | ||||||||
Sinopec Group Overseas Development |
||||||||||
4.375%, 10/17/23 |
921 | 952 | ||||||||
4.375%, 04/10/24 (A) |
800 | 827 | ||||||||
3.250%, 04/28/25 |
3,600 | 3,403 | ||||||||
State Grid Overseas Investment |
||||||||||
4.125%, 05/07/24 (A) |
1,216 | 1,274 | ||||||||
|
|
|||||||||
13,532 | ||||||||||
|
|
|||||||||
Colombia 4.9% |
||||||||||
Bogota Distrito Capital |
||||||||||
9.750%, 07/26/28 (A) |
COP | 8,820,000 | 2,981 | |||||||
9.750%, 07/26/28 |
COP | 370,000 | 125 | |||||||
Citigroup Funding, CLN (Republic of Colombia) |
||||||||||
11.000%, 07/27/20 |
COP | 7,940,000 | 2,803 | |||||||
Colombian TES |
||||||||||
11.000%, 07/24/20 |
COP | 227,500 | 80 | |||||||
10.000%, 07/24/24 |
COP | 13,513,900 | 4,695 | |||||||
7.750%, 09/18/30 |
COP | 40,453,900 | 11,425 | |||||||
7.500%, 08/26/26 |
COP | 9,663,400 | 2,803 | |||||||
7.000%, 05/04/22 |
COP | 864,000 | 257 | |||||||
7.000%, 05/04/22 |
COP | 16,840,300 | 5,011 | |||||||
7.000%, 05/04/22 |
COP | 580,000 | 173 | |||||||
6.000%, 04/28/28 |
COP | 17,020,900 | 4,196 | |||||||
Ecopetrol |
||||||||||
7.375%, 09/18/43 |
172 | 145 | ||||||||
5.875%, 05/28/45 |
USD | 1,658 | 1,177 | |||||||
5.375%, 06/26/26 |
717 | 611 | ||||||||
4.125%, 01/16/25 |
90 | 72 | ||||||||
Emgesa ESP |
||||||||||
8.750%, 01/25/21 |
COP | 1,450,000 | 446 | |||||||
Empresas Publicas de Medellin ESP |
||||||||||
8.375%, 02/01/21 |
COP | 4,272,000 | 1,285 | |||||||
7.625%, 09/10/24 (A) |
COP | 3,971,000 | 1,079 |
2 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund (Continued)
December 31, 2015
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||
Financiera de Desarrollo Territorial Findeter |
||||||||||
7.875%, 08/12/24 (A) |
COP | 1,645,000 | $ | 455 | ||||||
7.875%, 08/12/24 |
COP | 884,000 | 244 | |||||||
JPMorgan, CLN (Republic of Columbia) |
||||||||||
7.000%, 05/04/22 |
COP | 2,087,000 | 621 | |||||||
Pacific Exploration and Production |
||||||||||
5.625%, 01/19/25 (A) |
2,298 | 460 | ||||||||
Pacific Rubiales Energy |
||||||||||
5.375%, 01/26/19 |
900 | 171 | ||||||||
Republic of Colombia |
||||||||||
11.750%, 02/25/20 |
322 | 417 | ||||||||
10.375%, 01/28/33 |
360 | 508 | ||||||||
9.850%, 06/28/27 |
COP | 5,078,000 | 1,826 | |||||||
9.850%, 06/28/27 |
COP | 1,257,000 | 452 | |||||||
8.125%, 05/21/24 |
550 | 660 | ||||||||
7.750%, 04/14/21 |
COP | 3,875,000 | 1,242 | |||||||
7.375%, 09/18/37 |
5,189 | 5,721 | ||||||||
6.125%, 01/18/41 |
2,760 | 2,663 | ||||||||
5.625%, 02/26/44 |
1,203 | 1,098 | ||||||||
5.000%, 06/15/45 |
1,825 | 1,524 | ||||||||
4.500%, 01/28/26 |
1,466 | 1,400 | ||||||||
4.375%, 07/12/21 |
4,457 | 4,479 | ||||||||
4.375%, 03/21/23 (E) |
COP | 1,184,000 | 311 | |||||||
4.375%, 03/21/23 |
COP | 1,917,000 | 504 | |||||||
4.000%, 02/26/24 |
1,317 | 1,254 | ||||||||
|
|
|||||||||
65,374 | ||||||||||
|
|
|||||||||
Costa Rica 0.8% |
||||||||||
Banco Nacional de Costa Rica |
||||||||||
6.250%, 11/01/23 (A) |
240 | 230 | ||||||||
Instituto Costarricense de Electricidad |
||||||||||
6.950%, 11/10/21 |
400 | 398 | ||||||||
6.375%, 05/15/43 |
250 | 188 | ||||||||
Republic of Costa Rica |
||||||||||
7.158%, 03/12/45 (A) |
1,237 | 1,036 | ||||||||
7.158%, 03/12/45 |
1,290 | 1,080 | ||||||||
7.000%, 04/04/44 |
1,400 | 1,167 | ||||||||
7.000%, 04/04/44 (A) |
4,412 | 3,679 | ||||||||
4.375%, 04/30/25 |
702 | 590 | ||||||||
4.375%, 04/30/25 (A) |
781 | 656 | ||||||||
4.250%, 01/26/23 |
1,424 | 1,246 | ||||||||
|
|
|||||||||
10,270 | ||||||||||
|
|
|||||||||
Croatia 1.2% |
||||||||||
Government of Croatia |
||||||||||
6.750%, 11/05/19 |
790 | 846 | ||||||||
6.625%, 07/14/20 |
2,795 | 2,995 | ||||||||
6.375%, 03/24/21 (A) |
2,229 | 2,367 | ||||||||
6.375%, 03/24/21 |
2,990 | 3,175 | ||||||||
6.250%, 04/27/17 (A) |
630 | 653 | ||||||||
6.000%, 01/26/24 |
1,930 | 2,011 |
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||
6.000%, 01/26/24 (A) |
1,948 | $ | 2,029 | |||||||
5.875%, 07/09/18 |
EUR | 150 | 177 | |||||||
5.500%, 04/04/23 |
1,881 | 1,910 | ||||||||
|
|
|||||||||
16,163 | ||||||||||
|
|
|||||||||
Dominican Republic 1.2% |
||||||||||
Dominican Republic |
||||||||||
15.950%, 06/04/21 |
DOP | 3,800 | 102 | |||||||
11.500%, 05/10/24 |
DOP | 55,000 | 1,273 | |||||||
11.000%, 01/05/18 |
DOP | 6,320 | 141 | |||||||
11.000%, 07/30/21 (A) |
DOP | 53,760 | 1,175 | |||||||
9.040%, 01/23/18 |
993 | 1,050 | ||||||||
8.625%, 04/20/27 |
1,407 | 1,632 | ||||||||
7.500%, 05/06/21 (A) |
1,774 | 1,903 | ||||||||
7.450%, 04/30/44 |
1,015 | 1,023 | ||||||||
7.450%, 04/30/44 (A) |
2,850 | 2,871 | ||||||||
6.850%, 01/27/45 |
400 | 377 | ||||||||
6.850%, 01/27/45 (A) |
1,699 | 1,601 | ||||||||
6.600%, 01/28/24 |
882 | 917 | ||||||||
5.875%, 04/18/24 (A) |
1,259 | 1,256 | ||||||||
5.875%, 04/18/24 |
210 | 210 | ||||||||
|
|
|||||||||
15,531 | ||||||||||
|
|
|||||||||
Ecuador 0.8% |
||||||||||
Ecuador Government International Bond |
||||||||||
10.500%, 03/24/20 |
1,913 | 1,540 | ||||||||
EP PetroEcuador via Noble Sovereign Funding I |
||||||||||
6.224%, 09/24/19 (D) |
3,058 | 2,508 | ||||||||
Republic of Ecuador |
||||||||||
10.500%, 03/24/20 (A) |
3,770 | 3,035 | ||||||||
7.950%, 06/20/24 |
4,100 | 3,023 | ||||||||
|
|
|||||||||
10,106 | ||||||||||
|
|
|||||||||
Egypt 0.2% |
||||||||||
Government of Egypt |
||||||||||
6.875%, 04/30/40 |
435 | 352 | ||||||||
5.875%, 06/11/25 (A) |
2,140 | 1,855 | ||||||||
|
|
|||||||||
2,207 | ||||||||||
|
|
|||||||||
El Salvador 0.7% |
||||||||||
Republic of El Salvador |
||||||||||
8.250%, 04/10/32 |
267 | 249 | ||||||||
8.250%, 04/10/32 |
513 | 478 | ||||||||
7.750%, 01/24/23 |
708 | 690 | ||||||||
7.650%, 06/15/35 |
3,161 | 2,695 | ||||||||
7.625%, 02/01/41 |
530 | 449 | ||||||||
7.375%, 12/01/19 |
1,120 | 1,116 | ||||||||
6.375%, 01/18/27 (A) |
1,755 | 1,483 | ||||||||
6.375%, 01/18/27 |
2,530 | 2,138 | ||||||||
5.875%, 01/30/25 (A) |
638 | 537 |
3 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund (Continued)
December 31, 2015
Description |
Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||
5.875%, 01/30/25 |
210 | $ | 175 | |||||||
|
|
|||||||||
10,010 | ||||||||||
|
|
|||||||||
Ethiopia 0.0% |
| |||||||||
Federal Democratic Republic of Ethiopia |
||||||||||
6.625%, 12/11/24 (A) |
669 | 592 | ||||||||
|
|
|||||||||
Gabon 0.1% |
||||||||||
Gabonese Republic |
||||||||||
8.200%, 12/12/17 |
282 | 283 | ||||||||
6.950%, 06/16/25 (A) |
388 | 308 | ||||||||
6.375%, 12/12/24 (A) |
261 | 207 | ||||||||
6.375%, 12/12/24 |
255 | 202 | ||||||||
|
|
|||||||||
1,000 | ||||||||||
|
|
|||||||||
Georgia 0.3% |
||||||||||
Georgian Railway |
||||||||||
7.750%, 07/11/22 |
3,377 | 3,418 | ||||||||
|
|
|||||||||
Ghana 0.5% |
||||||||||
Republic of Ghana |
||||||||||
10.750%, 10/14/30 |
2,663 | 2,702 | ||||||||
8.500%, 10/04/17 (A) |
300 | 292 | ||||||||
8.125%, 01/18/26 (A) |
2,736 | 2,135 | ||||||||
8.125%, 01/18/26 |
290 | 226 | ||||||||
7.875%, 08/07/23 |
1,400 | 1,103 | ||||||||
|
|
|||||||||
6,458 | ||||||||||
|
|
|||||||||
Guatemala 0.1% |
||||||||||
Comcel Trust |
||||||||||
6.875%, 02/06/24 (A) |
1,090 | 839 | ||||||||
|
|
|||||||||
Honduras 0.0% |
||||||||||
Republic of Honduras |
||||||||||
8.750%, 12/16/20 |
560 | 619 | ||||||||
|
|
|||||||||
Hungary 5.1% |
||||||||||
Magyar Export-Import Bank |
||||||||||
4.000%, 01/30/20 (A) |
925 | 931 | ||||||||
Republic of Hungary |
||||||||||
7.625%, 03/29/41 |
8,018 | 10,849 | ||||||||
7.500%, 11/12/20 |
HUF | 262,990 | 1,099 | |||||||
7.000%, 06/24/22 |
HUF | 2,727,700 | 11,504 | |||||||
6.500%, 06/24/19 |
HUF | 557,910 | 2,173 | |||||||
6.375%, 03/29/21 |
1,254 | 1,430 | ||||||||
6.250%, 01/29/20 |
770 | 861 | ||||||||
6.000%, 11/24/23 |
HUF | 1,715,290 | 6,964 | |||||||
5.750%, 11/22/23 |
5,134 | 5,744 | ||||||||
5.500%, 12/22/16 |
HUF | 555,220 | 1,991 | |||||||
5.500%, 12/20/18 |
HUF | 404,600 | 1,513 | |||||||
5.500%, 06/24/25 |
HUF | 2,454,900 | 9,859 |
Description |
Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||
5.375%, 02/21/23 |
3,757 | $ | 4,095 | |||||||
5.375%, 03/25/24 |
536 | 587 | ||||||||
4.125%, 02/19/18 |
700 | 729 | ||||||||
4.000%, 04/25/18 |
HUF | 209,060 | 748 | |||||||
4.000%, 03/25/19 |
636 | 663 | ||||||||
3.500%, 06/24/20 |
HUF | 1,014,900 | 3,626 | |||||||
3.500%, 06/24/20 |
HUF | 121,180 | 434 | |||||||
3.000%, 06/26/24 |
HUF | 479,050 | 1,596 | |||||||
2.500%, 06/22/18 |
HUF | 239,220 | 828 | |||||||
|
|
|||||||||
68,224 | ||||||||||
|
|
|||||||||
India 0.3% |
||||||||||
ABJA Investment Pte |
||||||||||
5.950%, 07/31/24 |
472 | 393 | ||||||||
Bharti Airtel International Netherlands |
||||||||||
5.125%, 03/11/23 |
3,155 | 3,266 | ||||||||
Export-Import Bank of India MTN |
||||||||||
4.000%, 08/07/17 |
200 | 205 | ||||||||
Vedanta Resources |
||||||||||
8.250%, 06/07/21 (A) |
27 | 15 | ||||||||
6.000%, 01/31/19 (A) |
131 | 83 | ||||||||
|
|
|||||||||
3,962 | ||||||||||
|
|
|||||||||
Indonesia 8.0% |
||||||||||
Majapahit Holding |
||||||||||
8.000%, 08/07/19 |
470 | 526 | ||||||||
7.875%, 06/29/37 (A) |
205 | 222 | ||||||||
7.875%, 06/29/37 |
300 | 324 | ||||||||
7.750%, 01/20/20 |
894 | 1,000 | ||||||||
Pelabuhan Indonesia III |
||||||||||
4.875%, 10/01/24 |
1,659 | 1,564 | ||||||||
Pertamina Persero MTN |
||||||||||
6.500%, 05/27/41 (A) |
380 | 332 | ||||||||
6.450%, 05/30/44 (A) |
665 | 578 | ||||||||
6.450%, 05/30/44 |
439 | 386 | ||||||||
6.000%, 05/03/42 |
340 | 278 | ||||||||
6.000%, 05/03/42 (A) |
935 | 766 | ||||||||
5.625%, 05/20/43 |
3,882 | 3,038 | ||||||||
5.250%, 05/23/21 (A) |
500 | 499 | ||||||||
4.875%, 05/03/22 (A) |
220 | 211 | ||||||||
Perusahaan Listrik Negara MTN |
||||||||||
5.250%, 10/24/42 |
580 | 456 | ||||||||
Republic of Indonesia MTN |
||||||||||
12.800%, 06/15/21 |
IDR | 210,000 | 18 | |||||||
11.625%, 03/04/19 |
1,674 | 2,102 | ||||||||
11.625%, 03/04/19 (A) |
975 | 1,224 | ||||||||
11.625%, 03/04/19 |
80 | 101 | ||||||||
11.000%, 09/15/25 |
IDR | 3,200,000 | 262 | |||||||
9.000%, 03/15/29 |
IDR | 202,937,000 | 14,728 | |||||||
8.750%, 05/15/31 |
IDR | 31,451,000 | 2,239 | |||||||
8.500%, 10/12/35 |
925 | 1,151 | ||||||||
8.375%, 03/15/24 |
IDR | 255,396,000 | 18,013 |
4 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund (Continued)
December 31, 2015
Description |
Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||
8.375%, 09/15/26 |
IDR | 17,580,000 | $ | 1,242 | ||||||
8.375%, 03/15/34 |
IDR | 158,246,000 | 10,750 | |||||||
8.250%, 06/15/32 |
IDR | 17,369,000 | 1,164 | |||||||
8.250%, 05/15/36 |
IDR | 12,322,000 | 835 | |||||||
7.875%, 04/15/19 |
IDR | 47,746,000 | 3,368 | |||||||
7.750%, 01/17/38 |
7,418 | 8,678 | ||||||||
7.750%, 01/17/38 |
291 | 340 | ||||||||
7.000%, 05/15/22 |
IDR | 158,680,000 | 10,447 | |||||||
7.000%, 05/15/27 |
IDR | 2,300,000 | 143 | |||||||
6.750%, 01/15/44 (A) |
650 | 697 | ||||||||
6.750%, 01/15/44 |
1,000 | 1,072 | ||||||||
6.625%, 05/15/33 |
IDR | 35,776,000 | 2,039 | |||||||
6.625%, 02/17/37 |
1,426 | 1,494 | ||||||||
6.125%, 05/15/28 |
IDR | 26,020,000 | 1,482 | |||||||
5.950%, 01/08/46 |
219 | 216 | ||||||||
5.875%, 01/15/24 |
2,876 | 3,081 | ||||||||
5.625%, 05/15/23 |
IDR | 44,408,000 | 2,647 | |||||||
5.250%, 01/17/42 |
692 | 625 | ||||||||
4.875%, 05/05/21 (A) |
200 | 207 | ||||||||
4.875%, 05/05/21 |
1,312 | 1,359 | ||||||||
4.750%, 01/08/26 |
1,044 | 1,031 | ||||||||
4.750%, 01/08/26 (A) |
900 | 889 | ||||||||
4.125%, 01/15/25 |
1,331 | 1,276 | ||||||||
3.375%, 04/15/23 (A) |
1,939 | 1,802 | ||||||||
2.875%, 07/08/21 (A) |
EUR | 594 | 638 | |||||||
|
|
|||||||||
107,540 | ||||||||||
|
|
|||||||||
Iraq 0.3% |
||||||||||
Republic of Iraq |
||||||||||
5.800%, 01/15/28 |
5,140 | 3,459 | ||||||||
|
|
|||||||||
Ivory Coast 1.4% |
||||||||||
Ivory Coast Government Bond |
||||||||||
11.660%, 12/31/32 |
8,994 | 7,995 | ||||||||
6.375%, 03/03/28 (A) |
2,946 | 2,681 | ||||||||
5.750%, 12/31/32 |
3,413 | 3,034 | ||||||||
5.750%, 12/31/32 |
1,100 | 978 | ||||||||
5.375%, 07/23/24 |
1,950 | 1,730 | ||||||||
5.375%, 07/23/24 (A) |
2,769 | 2,456 | ||||||||
|
|
|||||||||
18,874 | ||||||||||
|
|
|||||||||
Jamaica 0.6% |
||||||||||
Digicel Group |
||||||||||
8.250%, 09/30/20 |
2,200 | 1,815 | ||||||||
7.125%, 04/01/22 (A) |
1,040 | 780 | ||||||||
Government of Jamaica |
||||||||||
7.875%, 07/28/45 |
857 | 834 | ||||||||
7.625%, 07/09/25 |
2,156 | 2,285 | ||||||||
6.750%, 04/28/28 |
2,919 | 2,897 | ||||||||
|
|
|||||||||
8,611 | ||||||||||
|
|
Description |
Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||
Kazakhstan 1.6% |
||||||||||
Development Bank of Kazakhstan |
||||||||||
4.125%, 12/10/22 |
770 | $ | 678 | |||||||
KazAgro National Management Holding |
||||||||||
4.625%, 05/24/23 |
3,830 | 3,292 | ||||||||
Kazakhstan Temir Zholy Finance |
||||||||||
6.950%, 07/10/42 (A) |
250 | 219 | ||||||||
KazMunayGas National MTN |
||||||||||
9.125%, 07/02/18 |
1,507 | 1,656 | ||||||||
9.125%, 07/02/18 (A) |
1,336 | 1,468 | ||||||||
7.000%, 05/05/20 (A) |
1,310 | 1,387 | ||||||||
6.375%, 04/09/21 |
1,099 | 1,131 | ||||||||
6.375%, 04/09/21 (A) |
5,303 | 5,455 | ||||||||
Republic of Kazakhstan MTN |
||||||||||
6.500%, 07/21/45 |
1,720 | 1,691 | ||||||||
6.500%, 07/21/45 (A) |
360 | 354 | ||||||||
6.375%, 10/06/20 (A) |
600 | 590 | ||||||||
5.125%, 07/21/25 |
1,931 | 1,913 | ||||||||
Samruk-Energy MTN |
||||||||||
3.750%, 12/20/17 |
500 | 485 | ||||||||
Zhaikmunai |
||||||||||
6.375%, 02/14/19 (A) |
336 | 262 | ||||||||
Zhaikmunai Via Zhaikmunai International |
||||||||||
7.125%, 11/13/19 (A) |
497 | 386 | ||||||||
|
|
|||||||||
20,967 | ||||||||||
|
|
|||||||||
Kenya 0.6% |
||||||||||
Kenya Government International Bond |
||||||||||
6.875%, 06/24/24 |
673 | 589 | ||||||||
6.875%, 06/24/24 (A) |
5,165 | 4,519 | ||||||||
5.875%, 06/24/19 (A) |
1,295 | 1,221 | ||||||||
Kenya Infrastructure Bond |
||||||||||
11.000%, 09/15/25 |
KES | 230,000 | 1,998 | |||||||
11.000%, 10/12/26 |
20,000 | 167 | ||||||||
|
|
|||||||||
8,494 | ||||||||||
|
|
|||||||||
Lithuania 0.3% |
||||||||||
Republic of Lithuania |
||||||||||
7.375%, 02/11/20 |
462 | 546 | ||||||||
7.375%, 02/11/20 (A) |
195 | 231 | ||||||||
6.625%, 02/01/22 |
200 | 239 | ||||||||
6.125%, 03/09/21 |
950 | 1,095 | ||||||||
6.125%, 03/09/21 (A) |
1,424 | 1,641 | ||||||||
|
|
|||||||||
3,752 | ||||||||||
|
|
|||||||||
Luxembourg 0.0% |
||||||||||
Altice Financing |
||||||||||
8.000%, 12/15/19 |
EUR | 400 | 452 | |||||||
|
|
|||||||||
Malaysia 4.3% |
||||||||||
1MDB Global Investments |
||||||||||
4.400%, 03/09/23 |
MYR | 5,100 | 4,437 |
5 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund (Continued)
December 31, 2015
Description |
Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||
Malaysia Government Bond |
||||||||||
5.248%, 09/15/28 (A) |
MYR | 1,050 | $ | 261 | ||||||
4.935%, 09/30/43 |
MYR | 4,200 | 996 | |||||||
4.498%, 04/15/30 |
MYR | 1,240 | 286 | |||||||
4.392%, 04/15/26 |
MYR | 10,601 | 2,480 | |||||||
4.262%, 09/15/16 |
MYR | 19,118 | 4,515 | |||||||
4.181%, 07/15/24 |
MYR | 11,316 | 2,626 | |||||||
4.160%, 07/15/21 |
MYR | 4,260 | 1,007 | |||||||
4.048%, 09/30/21 |
MYR | 4,330 | 1,014 | |||||||
4.012%, 09/15/17 |
MYR | 900 | 214 | |||||||
3.955%, 09/15/25 |
MYR | 34,397 | 7,859 | |||||||
3.892%, 03/15/27 |
MYR | 1,369 | 304 | |||||||
3.889%, 07/31/20 |
MYR | 2,330 | 548 | |||||||
3.844%, 04/15/33 |
MYR | 1,770 | 372 | |||||||
3.654%, 10/31/19 |
MYR | 13,430 | 3,141 | |||||||
3.580%, 09/28/18 |
MYR | 4,747 | 1,118 | |||||||
3.502%, 05/31/27 |
MYR | 1,050 | 222 | |||||||
3.492%, 03/31/20 |
MYR | 12,824 | 2,973 | |||||||
3.480%, 03/15/23 |
MYR | 14,448 | 3,222 | |||||||
3.418%, 08/15/22 |
MYR | 15,169 | 3,398 | |||||||
3.314%, 10/31/17 |
MYR | 39,479 | 9,296 | |||||||
3.260%, 03/01/18 |
MYR | 19,210 | 4,484 | |||||||
Petronas Capital MTN |
||||||||||
4.500%, 03/18/45 (A) |
1,010 | 958 | ||||||||
3.500%, 03/18/25 (A) |
2,593 | 2,492 | ||||||||
|
|
|||||||||
58,223 | ||||||||||
|
|
|||||||||
Mexico 8.0% |
||||||||||
America Movil |
||||||||||
7.125%, 12/09/24 |
MXN | 18,110 | 1,017 | |||||||
6.000%, 06/09/19 |
MXN | 12,420 | 715 | |||||||
BBVA Bancomer |
||||||||||
6.750%, 09/30/22 (A) |
500 | 550 | ||||||||
Cemex |
||||||||||
6.125%, 05/05/25 (A) |
1,241 | 1,061 | ||||||||
5.700%, 01/11/25 (A) |
213 | 178 | ||||||||
Cemex Finance |
||||||||||
9.375%, 10/12/22 |
1,500 | 1,579 | ||||||||
9.375%, 10/12/22 (A) |
572 | 602 | ||||||||
6.000%, 04/01/24 (A) |
62 | 53 | ||||||||
Comision Federal de Electricidad |
||||||||||
7.350%, 11/25/25 |
21,225 | 1,174 | ||||||||
5.750%, 02/14/42 (A) |
500 | 450 | ||||||||
4.875%, 01/15/24 (A) |
237 | 233 | ||||||||
Fermaca Enterprises S de RL |
||||||||||
6.375%, 03/30/38 (A) |
353 | 331 | ||||||||
Mexican Bonos, Ser M10 |
||||||||||
8.500%, 12/13/18 |
MXN | 28,140 | 1,792 | |||||||
7.750%, 12/14/17 |
MXN | 31,021 | 1,920 | |||||||
7.250%, 12/15/16 |
MXN | 14,611 | 874 | |||||||
Mexican Bonos, Ser M20 |
||||||||||
10.000%, 12/05/24 (D) |
MXN | 321,660 | 23,445 |
Description |
Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||
8.500%, 05/31/29 |
MXN | 27,273 | $ | 1,846 | ||||||
8.000%, 12/07/23 |
MXN | 11,575 | 750 | |||||||
7.750%, 05/29/31 |
MXN | 71,086 | 4,514 | |||||||
Mexican Bonos, Ser M30 |
||||||||||
10.000%, 11/20/36 |
MXN | 8,900 | 689 | |||||||
8.500%, 11/18/38 |
MXN | 93,076 | 6,332 | |||||||
Mexican Bonos |
||||||||||
7.750%, 11/23/34 |
MXN | 16,946 | 1,073 | |||||||
7.750%, 11/13/42 |
MXN | 36,350 | 2,300 | |||||||
7.500%, 06/03/27 |
MXN | 39,023 | 2,452 | |||||||
6.500%, 06/09/22 |
MXN | 60,549 | 3,607 | |||||||
5.000%, 06/15/17 |
MXN | 34,891 | 2,049 | |||||||
5.000%, 12/11/19 |
MXN | 52,380 | 3,002 | |||||||
Mexican Udibonos |
||||||||||
2.500%, 12/10/20 |
MXN | 6,273 | 1,901 | |||||||
2.000%, 06/09/22 |
MXN | 1,471 | 428 | |||||||
Mexico Cetes |
||||||||||
0.000%, 03/03/16 |
MXN | 615,590 | 3,546 | |||||||
Petroleos Mexicanos MTN |
||||||||||
9.500%, 09/15/27 |
169 | 198 | ||||||||
7.190%, 09/12/24 |
MXN | 55,630 | 2,982 | |||||||
6.625%, 06/15/35 |
3,450 | 3,084 | ||||||||
6.500%, 06/02/41 |
1,709 | 1,477 | ||||||||
6.375%, 01/23/45 |
2,518 | 2,134 | ||||||||
6.375%, 01/23/45 (A) |
806 | 682 | ||||||||
5.625%, 01/23/46 |
452 | 346 | ||||||||
5.500%, 01/21/21 |
1,469 | 1,482 | ||||||||
5.500%, 06/27/44 |
168 | 126 | ||||||||
5.500%, 06/27/44 |
739 | 556 | ||||||||
4.875%, 01/18/24 |
900 | 839 | ||||||||
4.500%, 01/23/26 (A) |
314 | 276 | ||||||||
4.250%, 01/15/25 (A) |
2,293 | 2,006 | ||||||||
4.250%, 01/15/25 |
3,625 | 3,172 | ||||||||
3.500%, 07/23/20 |
125 | 118 | ||||||||
3.500%, 01/30/23 (A) |
185 | 161 | ||||||||
Petroloes Mexicanos MTN |
||||||||||
5.625%, 01/23/46 (A) |
3,290 | 2,518 | ||||||||
Sixsigma Networks Mexico |
||||||||||
8.250%, 11/07/21 (A) |
548 | 523 | ||||||||
United Mexican States MTN |
||||||||||
7.500%, 04/08/33 |
336 | 436 | ||||||||
6.050%, 01/11/40 |
1,290 | 1,417 | ||||||||
5.750%, 10/12/10 |
468 | 437 | ||||||||
5.550%, 01/21/45 |
2,964 | 3,038 | ||||||||
4.750%, 03/08/44 |
1,567 | 1,428 | ||||||||
4.600%, 01/23/46 |
2,301 | 2,036 | ||||||||
4.000%, 10/02/23 |
2,141 | 2,169 | ||||||||
3.600%, 01/30/25 |
2,434 | 2,372 | ||||||||
|
|
|||||||||
106,476 | ||||||||||
|
|
6 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund (Continued)
December 31, 2015
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||
Mongolia 0.8% |
| |||||||||
Development Bank of Mongolia MTN |
||||||||||
5.750%, 03/21/17 |
902 | $ | 860 | |||||||
Mongolia Government Bond MTN |
||||||||||
5.125%, 12/05/22 |
7,907 | 6,269 | ||||||||
5.125%, 12/05/22 |
481 | 381 | ||||||||
4.125%, 01/05/18 |
2,556 | 2,336 | ||||||||
Trade & Development Bank of Mongolia MTN |
||||||||||
9.375%, 05/19/20 (A) |
355 | 341 | ||||||||
|
|
|||||||||
10,187 | ||||||||||
|
|
|||||||||
Montenegro 0.0% |
||||||||||
Republic of Montenegro |
||||||||||
5.375%, 05/20/19 |
EUR | 399 | 445 | |||||||
|
|
|||||||||
Morocco 0.3% |
||||||||||
Kingdom of Morocco |
||||||||||
5.500%, 12/11/42 |
1,795 | 1,727 | ||||||||
5.500%, 12/11/42 (A) |
200 | 193 | ||||||||
4.250%, 12/11/22 (A) |
287 | 284 | ||||||||
OCP |
||||||||||
6.875%, 04/25/44 (A) |
655 | 641 | ||||||||
5.625%, 04/25/24 (A) |
305 | 310 | ||||||||
4.500%, 10/22/25 (A) |
1,056 | 982 | ||||||||
|
|
|||||||||
4,137 | ||||||||||
|
|
|||||||||
Mozambique 0.0% |
||||||||||
EMATUM Via Mozambique EMATUM Finance 2020 |
||||||||||
6.305%, 09/11/20 |
591 | 492 | ||||||||
|
|
|||||||||
Namibia 0.0% |
||||||||||
Namibia International Bonds |
||||||||||
5.250%, 10/29/25 (A) |
213 | 198 | ||||||||
|
|
|||||||||
Nigeria 0.3% |
||||||||||
Republic of Nigeria |
||||||||||
6.750%, 01/28/21 |
2,902 | 2,695 | ||||||||
6.750%, 01/28/21 (A) |
550 | 511 | ||||||||
6.375%, 07/12/23 |
1,163 | 1,024 | ||||||||
|
|
|||||||||
4,230 | ||||||||||
|
|
|||||||||
Pakistan 0.4% |
||||||||||
Republic of Pakistan |
||||||||||
8.250%, 04/15/24 |
3,400 | 3,486 | ||||||||
7.250%, 04/15/19 (A) |
500 | 512 | ||||||||
7.125%, 03/31/16 |
500 | 501 | ||||||||
6.875%, 06/01/17 |
430 | 439 | ||||||||
6.875%, 06/01/17 |
100 | 102 | ||||||||
|
|
|||||||||
5,040 | ||||||||||
|
|
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||
Panama 1.1% |
||||||||||
Panama Notas del Tesoro |
||||||||||
4.875%, 02/05/21 |
704 | $ | 736 | |||||||
Republic of Panama |
||||||||||
9.375%, 01/16/23 |
560 | 750 | ||||||||
9.375%, 04/01/29 |
3,456 | 4,977 | ||||||||
8.875%, 09/30/27 |
1,345 | 1,859 | ||||||||
8.125%, 04/28/34 |
2,128 | 2,772 | ||||||||
6.700%, 01/26/36 |
1,350 | 1,603 | ||||||||
4.300%, 04/29/53 |
130 | 111 | ||||||||
4.000%, 09/22/24 |
901 | 901 | ||||||||
3.750%, 03/16/25 |
862 | 845 | ||||||||
|
|
|||||||||
14,554 | ||||||||||
|
|
|||||||||
Paraguay 0.4% |
||||||||||
Republic of Paraguay |
||||||||||
6.100%, 08/11/44 (A) |
1,536 | 1,467 | ||||||||
6.100%, 08/11/44 |
861 | 822 | ||||||||
4.625%, 01/25/23 |
3,216 | 3,120 | ||||||||
Telefonica Celular del Paraguay |
||||||||||
6.750%, 12/13/22 |
200 | 182 | ||||||||
6.750%, 12/13/22 |
200 | 183 | ||||||||
|
|
|||||||||
5,774 | ||||||||||
|
|
|||||||||
Peru 1.7% |
||||||||||
Abengoa Transmision Sur |
||||||||||
6.875%, 04/30/43 (A) |
273 | 283 | ||||||||
Peru Enhanced Pass-Through Finance |
||||||||||
4.648%, 06/02/25 (A) |
1,000 | 755 | ||||||||
2.265%, 05/31/18 |
67 | 64 | ||||||||
2.007%, 05/31/18 (A) |
182 | 174 | ||||||||
Republic of Peru |
||||||||||
8.750%, 11/21/33 |
3,637 | 5,128 | ||||||||
8.200%, 08/12/26 |
PEI | 4,268 | 1,318 | |||||||
7.350%, 07/21/25 |
1,344 | 1,685 | ||||||||
6.950%, 08/12/31 |
PEI | 9,861 | 2,690 | |||||||
6.950%, 08/12/31 |
PEI | 6,696 | 1,827 | |||||||
6.850%, 02/12/42 |
PEI | 613 | 160 | |||||||
6.550%, 03/14/37 |
1,794 | 2,072 | ||||||||
5.700%, 08/12/24 (A) |
PEI | 10,512 | 2,787 | |||||||
5.700%, 08/12/24 |
PEI | 3,584 | 954 | |||||||
5.200%, 09/12/23 |
830 | 218 | ||||||||
4.125%, 08/25/27 |
2,000 | 1,960 | ||||||||
Southern Copper |
||||||||||
3.875%, 04/23/25 |
680 | 610 | ||||||||
|
|
|||||||||
22,685 | ||||||||||
|
|
|||||||||
Philippines 0.1% |
| |||||||||
Development Bank of Philippines |
||||||||||
5.500%, 03/25/21 |
330 | 365 |
7 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund (Continued)
December 31, 2015
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||
Republic of Philippines |
||||||||||
3.900%, 11/26/22 |
PHP | 45,000 | $ | 919 | ||||||
|
|
|||||||||
1,284 | ||||||||||
|
|
|||||||||
Poland 3.8% |
||||||||||
Republic of Poland, Ser 0922 |
||||||||||
5.750%, 09/23/22 |
PLN | 21,939 | 6,602 | |||||||
Republic of Poland |
||||||||||
4.000%, 10/25/23 |
PLN | 5,104 | 1,399 | |||||||
3.750%, 04/25/18 |
PLN | 4,860 | 1,286 | |||||||
3.250%, 07/25/25 |
PLN | 72,643 | 18,920 | |||||||
3.000%, 08/24/16 |
PLN | 9,107 | 2,346 | |||||||
3.000%, 03/17/23 |
PLN | 290 | 287 | |||||||
2.750%, 08/25/23 |
PLN | 18,783 | 5,255 | |||||||
2.500%, 07/25/18 |
PLN | 8,300 | 2,139 | |||||||
2.500%, 07/25/26 |
PLN | 3,590 | 856 | |||||||
2.000%, 04/25/21 |
PLN | 3,349 | 828 | |||||||
1.624%, 07/25/16 |
PLN | 1,400 | 352 | |||||||
1.559%, 01/25/16 |
PLN | 11,378 | 2,879 | |||||||
1.500%, 04/25/20 |
PLN | 21,670 | 5,319 | |||||||
0.000%, 07/25/17 |
PLN | 9,270 | 2,293 | |||||||
|
|
|||||||||
50,761 | ||||||||||
|
|
|||||||||
Qatar 0.1% |
||||||||||
Ooredoo International Finance |
||||||||||
7.875%, 06/10/19 |
665 | 784 | ||||||||
|
|
|||||||||
Romania 1.6% |
||||||||||
Government of Romania MTN |
||||||||||
6.750%, 02/07/22 (A) |
350 | 411 | ||||||||
6.750%, 02/07/22 |
3,879 | 4,556 | ||||||||
6.125%, 01/22/44 |
300 | 350 | ||||||||
5.950%, 06/11/21 |
RON | 2,630 | 730 | |||||||
5.850%, 04/26/23 |
RON | 9,250 | 2,562 | |||||||
5.750%, 04/29/20 |
RON | 13,000 | 3,545 | |||||||
4.750%, 06/24/19 |
RON | 3,300 | 866 | |||||||
4.750%, 02/24/25 |
RON | 24,630 | 6,368 | |||||||
4.375%, 08/22/23 |
1,416 | 1,474 | ||||||||
|
|
|||||||||
20,862 | ||||||||||
|
|
|||||||||
Russia 5.5% |
||||||||||
Alfa Bank Via Alfa Bond Issuance |
||||||||||
7.750%, 04/28/21 |
1,500 | 1,566 | ||||||||
Gaz Capital |
||||||||||
6.510%, 03/07/22 (A) |
224 | 225 | ||||||||
Gazprom Neft OAO Via GPN Capital |
||||||||||
4.375%, 09/19/22 (A) |
230 | 203 | ||||||||
Gazprom OAO Via Gaz Capital |
||||||||||
9.250%, 04/23/19 |
2,318 | 2,589 | ||||||||
9.250%, 04/23/19 (A) |
381 | 425 | ||||||||
6.510%, 03/07/22 |
708 | 712 | ||||||||
5.999%, 01/23/21 (A) |
310 | 309 |
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||
4.950%, 07/19/22 (A) |
157 | $ | 147 | |||||||
4.950%, 02/06/28 (A) |
2,390 | 2,017 | ||||||||
Ritekro |
||||||||||
13.612%, 11/07/22 (B)(F) |
914 | 457 | ||||||||
Rosneft Oil via Rosneft International Finance |
||||||||||
4.199%, 03/06/22 (A) |
465 | 410 | ||||||||
3.149%, 03/06/17 (A) |
7 | 7 | ||||||||
Russian Federal Bond - OFZ |
||||||||||
8.150%, 02/03/27 |
RUB | 34,254 | 430 | |||||||
7.600%, 04/14/21 |
RUB | 656,180 | 8,221 | |||||||
7.600%, 07/20/22 |
RUB | 612,239 | 7,595 | |||||||
7.500%, 03/15/18 |
RUB | 180,510 | 2,363 | |||||||
7.500%, 02/27/19 |
RUB | 274,827 | 3,532 | |||||||
7.400%, 04/19/17 |
RUB | 70,000 | 930 | |||||||
7.350%, 01/20/16 |
RUB | 80,000 | 1,095 | |||||||
7.050%, 01/19/28 |
RUB | 395,861 | 4,521 | |||||||
7.000%, 01/25/23 |
RUB | 233,026 | 2,778 | |||||||
7.000%, 08/16/23 |
RUB | 418,175 | 4,949 | |||||||
6.900%, 08/03/16 |
RUB | 48,434 | 653 | |||||||
6.800%, 12/11/19 |
RUB | 85,636 | 1,062 | |||||||
6.700%, 05/15/19 |
RUB | 591,505 | 7,412 | |||||||
6.500%, 12/03/14 |
RUB | 22,770 | 272 | |||||||
6.400%, 05/27/20 |
RUB | 132,579 | 1,605 | |||||||
6.200%, 01/31/18 |
RUB | 255,304 | 3,251 | |||||||
Russian Foreign BondEurobond |
||||||||||
5.875%, 09/16/43 |
2,200 | 2,140 | ||||||||
5.625%, 04/04/42 |
2,400 | 2,270 | ||||||||
4.875%, 09/16/23 |
3,000 | 3,048 | ||||||||
4.875%, 09/16/23 (A) |
1,200 | 1,219 | ||||||||
3.625%, 09/16/20 (E) |
| | ||||||||
3.250%, 04/04/17 |
600 | 599 | ||||||||
Vnesheconombank Via VEB Finance |
||||||||||
6.902%, 07/09/20 |
1,310 | 1,324 | ||||||||
6.800%, 11/22/25 |
2,294 | 2,221 | ||||||||
6.800%, 11/22/25 (A) |
150 | 145 | ||||||||
5.450%, 11/22/17 (A) |
400 | 399 | ||||||||
|
|
|||||||||
73,101 | ||||||||||
|
|
|||||||||
Senegal 0.5% |
||||||||||
Republic of Senegal |
||||||||||
8.750%, 05/13/21 |
1,790 | 1,871 | ||||||||
8.750%, 05/13/21 (A) |
540 | 564 | ||||||||
6.250%, 07/30/24 |
4,255 | 3,787 | ||||||||
6.250%, 07/30/24 (A) |
426 | 379 | ||||||||
|
|
|||||||||
6,601 | ||||||||||
|
|
|||||||||
Serbia 0.3% |
||||||||||
Republic of Serbia |
||||||||||
7.250%, 09/28/21 |
1,870 | 2,114 | ||||||||
7.250%, 09/28/21 (A) |
200 | 226 | ||||||||
5.875%, 12/03/18 |
815 | 857 |
8 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund (Continued)
December 31, 2015
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||
5.875%, 12/03/18 (A) |
530 | $ | 558 | |||||||
4.875%, 02/25/20 |
200 | 205 | ||||||||
|
|
|||||||||
3,960 | ||||||||||
|
|
|||||||||
Slovenia 0.9% |
||||||||||
Slovenia Government International Bond |
||||||||||
5.850%, 05/10/23 |
1,800 | 2,051 | ||||||||
5.250%, 02/18/24 |
9,080 | 10,022 | ||||||||
|
|
|||||||||
12,073 | ||||||||||
|
|
|||||||||
South Africa 4.7% |
||||||||||
Eskom Holdings |
||||||||||
7.125%, 02/11/25 |
2,320 | 2,007 | ||||||||
7.125%, 02/11/25 (A)(E) |
4,613 | 3,990 | ||||||||
6.750%, 08/06/23 |
1,625 | 1,410 | ||||||||
6.750%, 08/06/23 (A) |
1,289 | 1,118 | ||||||||
5.750%, 01/26/21 |
1,389 | 1,208 | ||||||||
Republic of South Africa |
||||||||||
10.500%, 12/21/26 |
ZAR | 130,038 | 8,862 | |||||||
8.750%, 01/31/44 |
ZAR | 20,346 | 1,109 | |||||||
8.750%, 02/28/48 |
ZAR | 53,732 | 2,959 | |||||||
8.500%, 01/31/37 |
ZAR | 44,905 | 2,457 | |||||||
8.250%, 09/15/17 |
ZAR | 8,000 | 515 | |||||||
8.250%, 03/31/32 |
ZAR | 8,270 | 455 | |||||||
8.000%, 12/21/18 |
ZAR | 5,380 | 339 | |||||||
8.000%, 01/31/30 |
ZAR | 172,076 | 9,394 | |||||||
7.750%, 02/28/23 |
ZAR | 108,686 | 6,371 | |||||||
7.250%, 01/15/20 |
ZAR | 62,032 | 3,752 | |||||||
7.000%, 02/28/31 |
ZAR | 75,469 | 3,713 | |||||||
6.875%, 05/27/19 |
580 | 620 | ||||||||
6.750%, 03/31/21 |
ZAR | 31,200 | 1,802 | |||||||
6.500%, 02/28/41 |
ZAR | 39,901 | 1,703 | |||||||
6.250%, 03/31/36 |
ZAR | 47,219 | 2,036 | |||||||
5.875%, 09/16/25 |
4,698 | 4,802 | ||||||||
Transnet SOC MTN |
||||||||||
9.500%, 05/13/21 (A) |
ZAR | 13,360 | 765 | |||||||
ZAR Sovereign Capital Fund Propriety |
||||||||||
3.903%, 06/24/20 (A) |
1,046 | 1,004 | ||||||||
|
|
|||||||||
62,391 | ||||||||||
|
|
|||||||||
Sri Lanka 0.3% |
||||||||||
Republic of Sri Lanka |
||||||||||
5.875%, 07/25/22 |
1,020 | 931 | ||||||||
Sri Lanka Government International Bond |
||||||||||
6.850%, 11/03/25 |
2,689 | 2,533 | ||||||||
|
|
|||||||||
3,464 | ||||||||||
|
|
|||||||||
Supra-National 0.1% |
||||||||||
European Investment Bank MTN |
||||||||||
8.500%, 09/17/24 |
ZAR | 9,200 | 550 |
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||
Inter-American Development Bank MTN |
||||||||||
7.350%, 09/12/18 |
IDR | 20,140,000 | $ | 1,375 | ||||||
|
|
|||||||||
1,925 | ||||||||||
|
|
|||||||||
Thailand 3.1% |
||||||||||
Thailand Government Bond |
||||||||||
5.670%, 03/13/28 |
THB | 3,000 | 109 | |||||||
4.875%, 06/22/29 |
THB | 148,824 | 5,107 | |||||||
4.675%, 06/29/44 |
18,849 | 625 | ||||||||
3.875%, 06/13/19 |
THB | 118,000 | 3,509 | |||||||
3.850%, 12/12/25 |
THB | 143,363 | 4,447 | |||||||
3.650%, 12/17/21 |
THB | 386,356 | 11,561 | |||||||
3.625%, 06/16/23 |
THB | 320,710 | 9,636 | |||||||
3.580%, 12/17/27 |
THB | 69,970 | 2,101 | |||||||
2.550%, 06/26/20 |
THB | 90,000 | 2,563 | |||||||
1.250%, 03/12/28 |
THB | 23,374 | 568 | |||||||
1.200%, 07/14/21 |
THB | 59,400 | 1,661 | |||||||
|
|
|||||||||
41,887 | ||||||||||
|
|
|||||||||
Trinidad & Tobago 0.0% |
||||||||||
Republic of Trinidad & Tobago |
||||||||||
4.375%, 01/16/24 (A) |
395 | 418 | ||||||||
|
|
|||||||||
Tunisia 0.1% |
||||||||||
Banque Centrale de Tunisie |
||||||||||
5.750%, 01/30/25 (A) |
1,298 | 1,123 | ||||||||
|
|
|||||||||
Turkey 6.3% |
||||||||||
Export Credit Bank of Turkey |
||||||||||
5.875%, 04/24/19 (A) |
200 | 206 | ||||||||
5.000%, 09/23/21 (A) |
538 | 528 | ||||||||
Republic of Turkey |
||||||||||
11.875%, 01/15/30 |
900 | 1,475 | ||||||||
10.500%, 01/15/20 |
TRY | 14,570 | 4,997 | |||||||
10.400%, 03/27/19 |
TRY | 3,560 | 1,210 | |||||||
10.400%, 03/20/24 |
TRY | 2,250 | 759 | |||||||
9.500%, 01/12/22 |
TRY | 8,610 | 2,807 | |||||||
9.000%, 03/08/17 |
TRY | 10,845 | 3,650 | |||||||
9.000%, 07/24/24 |
TRY | 29,892 | 9,391 | |||||||
8.800%, 11/14/18 |
TRY | 9,824 | 3,214 | |||||||
8.500%, 07/10/19 |
TRY | 3,658 | 1,173 | |||||||
8.500%, 09/14/22 |
TRY | 13,148 | 4,054 | |||||||
8.300%, 06/20/18 |
TRY | 14,151 | 4,611 | |||||||
8.200%, 07/13/16 |
TRY | 2,004 | 678 | |||||||
8.000%, 03/12/25 |
TRY | 2,113 | 620 | |||||||
8.000%, 02/14/34 |
1,350 | 1,687 | ||||||||
7.500%, 11/07/19 |
2,260 | 2,534 | ||||||||
7.400%, 02/05/20 |
TRY | 38,587 | 11,829 | |||||||
7.375%, 02/05/25 |
1,258 | 1,469 | ||||||||
7.100%, 03/08/23 |
TRY | 6,560 | 1,857 | |||||||
7.000%, 06/05/20 |
3,187 | 3,546 | ||||||||
6.875%, 03/17/36 |
1,787 | 2,001 |
9 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund (Continued)
December 31, 2015
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||
6.750%, 04/03/18 |
1,374 | $ | 1,478 | |||||||
6.750%, 05/30/40 |
2,513 | 2,793 | ||||||||
6.300%, 02/14/18 |
TRY |
1,090 | 343 | |||||||
6.250%, 09/26/22 |
2,414 | 2,621 | ||||||||
6.000%, 01/14/41 |
280 | 286 | ||||||||
5.750%, 03/22/24 |
801 | 846 | ||||||||
5.625%, 03/30/21 |
1,912 | 2,022 | ||||||||
5.125%, 03/25/22 |
2,063 | 2,117 | ||||||||
4.875%, 04/16/43 |
673 | 592 | ||||||||
4.250%, 04/14/26 |
1,278 | 1,198 | ||||||||
3.000%, 08/02/23 |
6,285 | 2,191 | ||||||||
TC Ziraat Bankasi |
||||||||||
4.250%, 07/03/19 (A) |
1,440 | 1,418 | ||||||||
Turk Telekomunikasyon |
||||||||||
4.875%, 06/19/24 |
1,750 | 1,656 | ||||||||
|
|
|||||||||
83,857 | ||||||||||
|
|
|||||||||
Ukraine 1.0% |
||||||||||
Government of Ukraine |
||||||||||
9.250%, 07/24/17 |
3,434 | 2,713 | ||||||||
7.800%, 11/28/22 |
901 | 708 | ||||||||
7.750%, 09/01/19 |
109 | 101 | ||||||||
7.750%, 09/01/20 |
535 | 492 | ||||||||
7.750%, 09/01/21 |
516 | 469 | ||||||||
7.750%, 09/01/22 (A) |
2,595 | 2,351 | ||||||||
7.750%, 09/01/22 |
516 | 467 | ||||||||
7.750%, 09/01/23 |
516 | 459 | ||||||||
7.750%, 09/01/24 |
516 | 457 | ||||||||
7.750%, 09/01/25 |
400 | 352 | ||||||||
7.750%, 09/01/26 |
400 | 348 | ||||||||
7.750%, 09/01/27 |
400 | 348 | ||||||||
6.750%, 11/14/17 |
1,898 | 1,482 | ||||||||
6.250%, 06/17/16 |
808 | 658 | ||||||||
0.000%, 05/31/40 (D) |
953 | 376 | ||||||||
Ukreximbank Via Biz Finance |
||||||||||
9.625%, 04/27/22 (A) |
1,711 | 1,529 | ||||||||
|
|
|||||||||
13,310 | ||||||||||
|
|
|||||||||
United Arab Emirates 0.2% |
||||||||||
MAF Global Securities |
||||||||||
7.125%, 10/29/49 (D) |
2,490 | 2,518 | ||||||||
|
|
|||||||||
Uruguay 0.7% |
||||||||||
Republic of Uruguay |
||||||||||
7.625%, 03/21/36 |
786 | 971 | ||||||||
5.100%, 06/18/50 |
4,249 | 3,665 | ||||||||
4.500%, 08/14/24 |
632 | 641 | ||||||||
4.375%, 10/27/27 |
1,443 | 1,418 | ||||||||
4.125%, 11/20/45 |
458 | 355 |
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||
Republic of Uruguay PIK |
||||||||||
7.875%, 01/15/33 |
1,809 | $ | 2,252 | |||||||
|
|
|||||||||
9,302 | ||||||||||
|
|
|||||||||
Venezuela 2.0% |
||||||||||
Petroleos de Venezuela |
||||||||||
8.500%, 11/02/17 |
7,016 | 3,736 | ||||||||
8.500%, 11/02/17 |
6,502 | 3,463 | ||||||||
6.000%, 05/16/24 |
7,010 | 2,611 | ||||||||
5.500%, 04/12/37 |
4,700 | 1,704 | ||||||||
5.250%, 04/12/17 |
7,655 | 3,846 | ||||||||
5.250%, 04/12/17 |
156 | 78 | ||||||||
5.125%, 10/28/16 |
2,629 | 1,800 | ||||||||
Republic of Venezuela |
||||||||||
13.625%, 08/15/18 |
144 | 79 | ||||||||
13.625%, 08/15/18 |
1,716 | 1,030 | ||||||||
11.950%, 08/05/31 |
1,420 | 629 | ||||||||
11.750%, 10/21/26 |
2,515 | 1,119 | ||||||||
9.375%, 01/13/34 |
5,886 | 2,310 | ||||||||
9.250%, 09/15/27 |
1,313 | 538 | ||||||||
9.250%, 05/07/28 |
445 | 174 | ||||||||
8.250%, 10/13/24 |
500 | 190 | ||||||||
8.250%, 10/13/24 |
7,020 | 2,668 | ||||||||
5.750%, 02/26/16 |
189 | 170 | ||||||||
|
|
|||||||||
26,145 | ||||||||||
|
|
|||||||||
Vietnam 0.1% |
||||||||||
Republic of Vietnam |
||||||||||
4.800%, 11/19/24 (A) |
1,026 | 985 | ||||||||
4.800%, 11/19/24 |
200 | 192 | ||||||||
|
|
|||||||||
1,177 | ||||||||||
|
|
|||||||||
Zambia 0.3% |
||||||||||
Republic of Zambia |
||||||||||
8.970%, 07/30/27 (A) |
1,639 | 1,293 | ||||||||
8.970%, 07/30/27 |
1,138 | 902 | ||||||||
8.500%, 04/14/24 |
836 | 663 | ||||||||
8.500%, 04/14/24 (A) |
732 | 580 | ||||||||
5.375%, 09/20/22 |
221 | 160 | ||||||||
|
|
|||||||||
3,598 | ||||||||||
|
|
|||||||||
Total Global Bonds |
1,244,125 | |||||||||
|
|
|||||||||
LOAN PARTICIPATIONS 0.0% |
||||||||||
Singapore 0.0% |
||||||||||
Ashmore Cayman SPC, No. 1 |
||||||||||
0.000%, 08/31/11 (D)(F) |
262 | 131 |
10 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund (Continued)
December 31, 2015
Description |
Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||
Morton Bay |
||||||||||
6.220%, 12/31/13 (B)(F) |
3,158 | $ | | |||||||
|
|
|||||||||
Total Loan Participations |
131 | |||||||||
|
|
|||||||||
Shares | ||||||||||
AFFILIATED PARTNERSHIP 1.5% |
||||||||||
SEI Liquidity Fund, L.P. |
||||||||||
0.260% **(G) |
20,653,337 | 20,653 | ||||||||
|
|
|||||||||
Total Affiliated Partnership |
20,653 | |||||||||
|
|
|||||||||
Total Investments 94.6% |
$ | 1,264,909 | ||||||||
|
|
A list of the open futures contracts held by the Fund at December 31, 2015, is as follows:
Type of Contract |
Number of (Short) |
Expiration Date |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||
JSE Bond Future R186 |
107 | Feb-2016 | $ | (74 | ) | |||||||
JSE Bond Future R2037 |
160 | Feb-2016 | (93 | ) | ||||||||
JSE Bond Future R207 |
650 | Feb-2016 | (218 | ) | ||||||||
JSE Bond Future R208 |
670 | Feb-2016 | (257 | ) | ||||||||
U.S. 10-Year Treasury Note |
14 | Mar-2016 | (6 | ) | ||||||||
U.S. 10-Year Treasury Note |
(53 | ) | Mar-2016 | 27 | ||||||||
U.S. 2-Year Treasury Note |
11 | Apr-2016 | (4 | ) | ||||||||
U.S. 5-Year Treasury Note |
(45 | ) | Mar-2016 | 16 | ||||||||
U.S. Long Treasury Bond |
21 | Mar-2016 | 2 | |||||||||
|
|
|||||||||||
$ | (607 | ) | ||||||||||
|
|
For the period ended December 31, 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 December 31, 2015, is as follows:
Settlement Date |
Currency to Deliver (Thousands) |
Currency To Receive (Thousands) |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||||||||||
01/05/16-02/24/16 |
USD | 6,266 | BRL | 24,515 | $ | (101 | ) | |||||||||||||
01/05/16-03/02/16 |
BRL | 76,956 | USD | 19,720 | 510 | |||||||||||||||
01/06/16-03/16/16 |
USD | 31,519 | EUR | 29,124 | 134 | |||||||||||||||
01/06/16-03/16/16 |
EUR | 33,570 | USD | 36,129 | (347 | ) | ||||||||||||||
01/08/16 |
EUR | 767 | PEI | 2,769 | (22 | ) |
Settlement Date |
Currency to Deliver (Thousands) |
Currency To Receive (Thousands) |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||||||||||
01/08/16-03/16/16 |
USD | 6,420 | PEI | 21,923 | $ | (50 | ) | |||||||||||||
01/08/16-03/16/16 |
USD | 12,133 | RON | 50,731 | 62 | |||||||||||||||
01/11/16-01/11/16 |
EUR | 12,595 | RON | 56,021 | (220 | ) | ||||||||||||||
01/11/16-01/11/16 |
RON | 39,656 | EUR | 8,901 | 139 | |||||||||||||||
01/14/16-03/16/16 |
USD | 21,812 | COP | 67,575,790 | (583 | ) | ||||||||||||||
01/14/16-03/16/16 |
MYR | 33,871 | USD | 8,010 | 159 | |||||||||||||||
01/14/16-03/16/16 |
COP | 58,001,692 | USD | 19,032 | 798 | |||||||||||||||
01/14/16-01/19/16 |
IDR | 125,797,177 | USD | 8,927 | (151 | ) | ||||||||||||||
01/15/16-03/16/16 |
USD | 5,958 | RUB | 420,687 | (306 | ) | ||||||||||||||
01/15/16-03/16/16 |
PLN | 40,193 | USD | 10,012 | (162 | ) | ||||||||||||||
01/15/16-03/16/16 |
RUB | 1,895,004 | USD | 27,393 | 1,717 | |||||||||||||||
01/19/16-03/17/16 |
USD | 11,845 | IDR | 166,923,393 | 43 | |||||||||||||||
01/19/16-03/16/16 |
USD | 18,377 | INR | 1,235,962 | 188 | |||||||||||||||
01/19/16-03/16/16 |
KRW | 27,937,247 | USD | 23,892 | 117 | |||||||||||||||
01/20/16-03/16/16 |
USD | 12,298 | KRW | 14,105,127 | (300 | ) | ||||||||||||||
01/20/16-03/16/16 |
USD | 12,542 | CNY | 80,973 | (230 | ) | ||||||||||||||
01/20/16-04/20/16 |
CNY | 64,214 | USD | 9,866 | 90 | |||||||||||||||
01/20/16 |
TWD | 336,550 | USD | 10,347 | 125 | |||||||||||||||
01/22/16-02/03/16 |
ZAR | 190,218 | USD | 12,592 | 376 | |||||||||||||||
01/25/16-01/25/16 |
USD | 1,018 | THB | 36,608 | (1 | ) | ||||||||||||||
01/25/16-03/16/16 |
THB | 104,313 | USD | 2,895 | (1 | ) | ||||||||||||||
01/27/16 |
USD | 319 | ILS | 1,230 | (2 | ) | ||||||||||||||
01/27/16 |
USD | 2,606 | CNH | 17,012 | (26 | ) | ||||||||||||||
01/27/16-03/16/16 |
ILS | 53,401 | USD | 13,786 | 37 | |||||||||||||||
01/28/16-03/16/16 |
USD | 8,971 | CLP | 6,317,227 | (94 | ) | ||||||||||||||
01/28/16-03/16/16 |
CLP | 8,294,088 | USD | 11,633 | (29 | ) | ||||||||||||||
02/03/16-03/16/16 |
USD | 6,974 | MYR | 30,192 | 29 | |||||||||||||||
02/03/16-03/16/16 |
USD | 18,437 | ZAR | 268,570 | (1,216 | ) | ||||||||||||||
02/04/16 |
PLN | 1,971 | EUR | 464 | 5 | |||||||||||||||
02/04/16-02/04/16 |
EUR | 17,570 | PLN | 75,446 | 3 | |||||||||||||||
02/12/16-07/29/16 |
KES | 225,837 | USD | 2,056 | (93 | ) | ||||||||||||||
02/16/16-03/16/16 |
USD | 4,335 | PHP | 205,287 | 14 | |||||||||||||||
02/16/16-03/16/16 |
PEI | 60,152 | USD | 17,625 | 146 | |||||||||||||||
02/17/16-03/16/16 |
USD | 21,547 | MXN | 365,188 | (467 | ) | ||||||||||||||
02/17/16-03/16/16 |
CZK | 78,090 | USD | 3,166 | 16 | |||||||||||||||
02/17/16-03/16/16 |
MXN | 144,509 | USD | 8,439 | 110 | |||||||||||||||
02/26/16-08/10/16 |
USD | 9,433 | NGN | 2,367,488 | 666 | |||||||||||||||
02/26/16-06/02/16 |
NGN | 1,654,956 | USD | 6,874 | (371 | ) | ||||||||||||||
02/29/16 |
USD | 865 | ARS | 13,102 | 97 | |||||||||||||||
03/03/16-03/16/16 |
USD | 16,446 | TRY | 49,321 | 147 | |||||||||||||||
03/03/16-03/16/16 |
TRY | 35,459 | USD | 11,779 | (139 | ) | ||||||||||||||
03/16/16 |
USD | 30 | TWD | 967 | (1 | ) | ||||||||||||||
03/16/16 |
USD | 3,177 | CZK | 78,100 | (26 | ) | ||||||||||||||
03/16/16-03/16/16 |
USD | 3,295 | HUF | 966,420 | 26 | |||||||||||||||
03/16/16-03/16/16 |
SGD | 9,473 | USD | 6,721 | 58 | |||||||||||||||
03/16/16-03/16/16 |
USD | 14,172 | PLN | 56,700 | 174 | |||||||||||||||
03/16/16 |
RON | 15,662 | USD | 3,826 | 58 | |||||||||||||||
03/16/16 |
HUF | 4,357,388 | USD | 15,140 | 166 | |||||||||||||||
03/29/16-03/29/16 |
HUF | 4,917,295 | EUR | 15,668 | 159 | |||||||||||||||
11/30/16 |
ARS | 15,714 | USD | 865 | (47 | ) | ||||||||||||||
|
|
|||||||||||||||||||
$ | 1,384 | |||||||||||||||||||
|
|
11 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund (Continued)
December 31, 2015
A list of the counterparties for the open forward foreign currency contracts held by the Fund at December 31, 2015, is as follows:
Counterparty |
Currency ($ Thousands) |
Currency ($ Thousands) |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||
Barclays PLC |
$ | (12,234 | ) | $ | 12,781 | $ | 547 | |||||
Citigroup |
(170,278 | ) | 171,169 | 891 | ||||||||
Deutsche Bank |
(6,411 | ) | 6,485 | 74 | ||||||||
Goldman Sachs |
(175,727 | ) | 176,120 | 393 |
Counterparty |
Currency ($ Thousands) |
Currency ($ Thousands) |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||
HSBC |
$ | (21,081 | ) | $ | 21,043 | $ | (38 | ) | ||||
JPMorgan Chase Bank |
(193,172 | ) | 192,821 | (351 | ) | |||||||
Merrill Lynch |
(642 | ) | 623 | (19 | ) | |||||||
Standard Chartered |
(14,492 | ) | 14,497 | 5 | ||||||||
UBS |
(4,883 | ) | 4,765 | (118 | ) | |||||||
|
|
|||||||||||
$ | 1,384 | |||||||||||
|
|
For the period ended December 31, 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 December 31, 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 | 4.63% | 1-Day CLP-CLICP | 08/21/25 | CLP | 205,000 | $ | 28 | |||||||||||||
Goldman Sachs | 3-Month ZAR-JIBAR | 8.76% | 01/16/29 | ZAR | 52,000 | (192 | ) | |||||||||||||
Goldman Sachs | 28-Day MXN-TIIE | 6.21% | 12/08/25 | MXN | 72,654 | (64 | ) | |||||||||||||
Goldman Sachs | 2.46% | 6-Month PLN-WIBOR | 09/22/25 | PLN | 5,500 | (7 | ) | |||||||||||||
Goldman Sachs | 28-Day MXN-TIIE | 6.36% | 09/05/25 | MXN | 59,917 | 1 | ||||||||||||||
Goldman Sachs | 28-Day MXN-TIIE | 6.36% | 05/21/25 | MXN | 23,145 | 2 | ||||||||||||||
Goldman Sachs | 3.45% | 6-Month HUF-BUBOR | 05/11/25 | HUF | 800,000 | (206 | ) | |||||||||||||
Goldman Sachs | 4.53% | 1-Day CLP-CLICP | 03/11/25 | CLP | 791,933 | 112 | ||||||||||||||
Goldman Sachs | 3-Month ZAR-JIBAR | 8.30% | 01/16/24 | ZAR | 23,000 | (81 | ) | |||||||||||||
Goldman Sachs | 3-Month ZAR-JIBAR | 8.19% | 12/20/23 | ZAR | 10,000 | (41 | ) | |||||||||||||
Goldman Sachs | 1-Year BRL-CDI | 10.89% | 01/03/23 | BRL | 5,012 | (418 | ) | |||||||||||||
Goldman Sachs | 1-Day BRL-CETIP | 11.99% | 01/02/23 | BRL | 3,000 | (194 | ) | |||||||||||||
Goldman Sachs | 28-Day MXN-TIIE | 5.90% | 09/12/22 | MXN | 75,956 | (15 | ) | |||||||||||||
Goldman Sachs | 1-Day BRL-CDI | 12.73% | 01/04/21 | BRL | 10,608 | (447 | ) | |||||||||||||
Goldman Sachs | 0.57% | 6-Month CZK-PRIBOR | 12/16/20 | CZK | 90,000 | 13 | ||||||||||||||
Goldman Sachs | 6.78% | Columbia IBR Overnight Interbank | 12/15/20 | COP | 10,000,000 | 133 | ||||||||||||||
Goldman Sachs | 3-Month MYR-KLIBOR | 4.37% | 12/15/20 | MYR | 12,000 | 48 | ||||||||||||||
Goldman Sachs | 0.42% | 6-Month CZK-PRIBOR | 10/23/20 | CZK | 42,000 | 18 | ||||||||||||||
Goldman Sachs | 0.59% | 6-Month CZK-PRIBOR | 03/13/20 | CZK | 25,000 | (5 | ) | |||||||||||||
Goldman Sachs | 5.12% | 28-Day MXN-TIIE | 11/28/19 | MXN | 12,000 | 2 | ||||||||||||||
Goldman Sachs | 28-Day MXN-TIIE | 6.82% | 06/27/19 | MXN | 218,869 | 76 | ||||||||||||||
Goldman Sachs | 1-Day BRL-CETIP | 13.39% | 01/02/19 | BRL | 14,395 | (311 | ) | |||||||||||||
Goldman Sachs | 1-Day BRL-CETIP | 13.42% | 01/02/19 | BRL | 19,336 | (414 | ) | |||||||||||||
Goldman Sachs | 4.62% | 28-Day MXN-TIIE | 10/25/18 | MXN | 163,553 | 35 | ||||||||||||||
Goldman Sachs | 1-Year BRL-CDI | 11.81% | 01/02/18 | BRL | 9,833 | (226 | ) | |||||||||||||
Goldman Sachs | 1-Year BRL-CDI | 11.98% | 01/02/18 | BRL | 3,338 | (72 | ) | |||||||||||||
Goldman Sachs | 1-Day BRL-CETIP | 12.86% | 01/02/18 | BRL | 35,816 | (581 | ) | |||||||||||||
Goldman Sachs | 1-Day BRL-CETIP | 13.27% | 01/02/17 | BRL | 27,961 | (169 | ) | |||||||||||||
Goldman Sachs | 2.45% | 6-Month HUF-BUBOR | 07/11/16 | HUF | 3,073,496 | (187 | ) | |||||||||||||
Goldman Sachs | 0.76% | 3-Month ILS-TELBOR | 05/22/16 | ILS | 11,000 | (21 | ) | |||||||||||||
Goldman Sachs | 0.95% | 3-Month ILS-TELBOR | 04/02/16 | ILS | 6,000 | (14 | ) | |||||||||||||
Goldman Sachs | 1.21% | 3-Month ILS-TELBOR | 02/14/16 | ILS | 8,000 | (25 | ) | |||||||||||||
Goldman Sachs | 3.31% | 6-Month PLN-WIBOR | 02/03/16 | PLN | 30,000 | (183 | ) | |||||||||||||
Goldman Sachs | 1.20% | 3-Month ILS-TELBOR | 01/16/16 | ILS | 34,383 | (104 | ) |
12 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund (Continued)
December 31, 2015
Interest Rate Swaps | ||||||||||||||||||||
Counterparty | Fund Pays | Fund Receives | Termination Date | Currency | Notional Amount (Thousands) |
Net Unrealized Appreciation (Depreciation) ($ Thousands) |
||||||||||||||
Goldman Sachs | 1-Year BRL-CDI | 11.59% | 01/04/16 | BRL | 5,024 | $ | (1 | ) | ||||||||||||
Goldman Sachs | 1-Year BRL-CDI | 11.00% | 01/04/16 | BRL | 45,820 | (1 | ) | |||||||||||||
Goldman Sachs | 1-Year BRL-CDI | 11.92% | 01/04/16 | BRL | 20,309 | (1 | ) | |||||||||||||
JPMorgan Chase Bank | 4.72% | 1-Day CLP - CLICP | 06/05/25 | CLP | 1,293,489 | 165 | ||||||||||||||
JPMorgan Chase Bank | 4.29% | 6-Month HUF-BUBOR | 08/04/24 | HUF | 800,000 | (375 | ) | |||||||||||||
JPMorgan Chase Bank | 0.44% | 6-Month CZK-PRIBOR | 11/20/20 | CZK | 30,000 | 12 | ||||||||||||||
JPMorgan Chase Bank | 0.50% | 6-Month CZK-PRIBOR | 05/05/20 | CZK | 140,000 | 6 | ||||||||||||||
JPMorgan Chase Bank | 0.54% | 6-Month CZK-PRIBOR | 02/16/20 | CZK | 250,000 | (74 | ) | |||||||||||||
JPMorgan Chase Bank | 3-Month ILS-TELBOR | 1.14% | 03/24/19 | ILS | 100,000 | (21 | ) | |||||||||||||
JPMorgan Chase Bank | 5.57% | Columbia IBR Overnight Interbank | 10/08/17 | COL | 250,000 | 82 | ||||||||||||||
JPMorgan Chase Bank | 5.41% | Columbia IBR Overnight Interbank | 09/21/17 | COL | 250,000 | 136 | ||||||||||||||
JPMorgan Chase Bank | 1.77% | 3-Month HUF-BUBOR | 07/17/17 | HUF | 250,000 | (70 | ) | |||||||||||||
JPMorgan Chase Bank | 0.64% | 3-Month ILS-TELBOR | 07/31/16 | ILS | 250,000 | (22 | ) | |||||||||||||
|
|
|||||||||||||||||||
$ | (3,673 | ) | ||||||||||||||||||
|
|
A list of open centrally cleared swap agreements held by the Fund at December 31, 2015, are as follows:
Interest Rate Swaps | ||||||||||||||||||||
Counterparty | Fund Pays | Fund Receives | Termination Date | Currency | Notional Amount (Thousands) |
Net Unrealized Appreciation (Depreciation) ($ Thousands) |
||||||||||||||
Bank of America | 2.34% | 3-MonthUSD-LIBOR | 02/06/2045 | USD | 1,930 | $ | 113 | |||||||||||||
Bank of America | 2.14% | 3-MonthUSD-LIBOR | 01/12/2025 | USD | 3,534 | (30 | ) | |||||||||||||
JPMorgan Chase Bank | 2.08% | 3-MonthUSD-LIBOR | 01/13/2025 | USD | 4,680 | (14 | ) | |||||||||||||
|
|
|||||||||||||||||||
$ | 69 | |||||||||||||||||||
|
|
For the period ended December 31, 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 $1,337,410 ($ Thousands).
** | Rate shown is the 7-day effective yield as of December 31, 2015. |
| Investment in Affiliated Security. |
(1) | In U.S. dollars unless otherwise indicated. |
(A) | Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may be sold only to dealers in that program or other accredited investors. These securities have been determined to be liquid under guidelines established by the Board of Trustees. |
(B) | Securities considered illiquid. The total value of such securities as of December 31, 2015 was $1,661 ($ Thousands) and represented 0.2% of Net Assets. |
(C) | Security is in default on interest payment. |
(D) | Variable Rate Security The rate reported on the Schedule of Investments is the rate in effect as of December 31, 2015. |
(E) | This security or a partial position of this security is on loan at December 31, 2015. The total market value of securities on loan at December 31, 2015 was $19,608 ($ Thousands). |
(F) | Security fair valued using methods determined in good faith by the Valuation Committee of the Board of Trustees. The total market value of such securities as of December 31, 2015 was $588 ($ Thousands) and represented 0.0% of Net Assets. |
(G) | This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2015 was $20,653 ($Thousands). |
@ At December 31, 2015, the tax basis cost of the Funds investments was $1,480,100 ($ Thousands), and the unrealized appreciation and depreciation were $7,907 ($ Thousands) and ($223,098) ($ Thousands), respectively.
ARS Argentine Peso
BRL Brazilian Real
BUBOR Budapest Interbank Offered Rate
CDI Average One-Day Interbank Deposit Rate
CETIP Central of Custody and Financial Settlement of Securities
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
HUF Hungarian Forint
IBR Interbank Rate
IDR Indonesian Rupiah
ILS Israeli Shekel
INR India Rupee
JIBAR Johannesburg Interbank Agreed Rate
KES Kenyan Shilling
13 | SEI Institutional International Trust / Quarterly Report / December 31, 2015 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund (Concluded)
December 31, 2015
KLIBOR Kuala Lumpur Interbank Offered Rate
KRW Korean Won
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
USD U.S. Dollar
WIBOR Warsaw Interbank Offered Rate
ZAR South African Rand
The following is a summary of the transactions with affiliates for the period ended December 31, 2015 ($ Thousands):
Security Description | Value at 9/30/2015 |
Purchases at Cost |
Proceeds from Sales |
Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation) |
Value 12/31/2015 |
Dividend Income | ||||||||||||||||||||||||||||
SEI Liquidity Fund, L.P. | $ | 20,810 | $ | 29,102 | $ | (29,259 | ) | $ | | $ | | $ | 20,653 | $ | 56 |
The following is a list of the level of inputs used as of December 31, 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 |
$ | | $ | 1,239,473 | $ | 4,652 | $ | 1,244,125 | ||||||||
Loan Participations |
| | 131 | 131 | ||||||||||||
Affiliated Partnership |
| 20,653 | | 20,653 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments in Securities |
$ | | $ | 1,260,126 | $ | 4,783 | $ | 1,264,909 | ||||||||
|
|
|
|
|
|
|
|
Other Financial Instruments | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Futures Contracts* |
||||||||||||||||
Unrealized Appreciation |
$ | 45 | $ | | $ | | $ | 45 | ||||||||
Unrealized Depreciation |
(652 | ) | | | (652 | ) | ||||||||||
Forwards Contracts* |
||||||||||||||||
Unrealized Appreciation |
| 6,369 | | 6,369 | ||||||||||||
Unrealized Depreciation |
| (4,985 | ) | | (4,985 | ) | ||||||||||
OTC Swaps |
||||||||||||||||
Interest Rate Swaps* |
||||||||||||||||
Unrealized Appreciation |
| 869 | | 869 | ||||||||||||
Unrealized Depreciation |
| (4,542 | ) | | (4,542 | ) | ||||||||||
Centrally Cleared Swaps |
||||||||||||||||
Interest Rate Swaps* |
||||||||||||||||
Unrealized Appreciation |
| 113 | | 113 | ||||||||||||
Unrealized Depreciation |
| (44 | ) | | (44 | ) | ||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Other Financial Instruments |
$ | (607 | ) | $ | (2,220 | ) | $ | | $ | (2,827 | ) | |||||
|
|
|
|
|
|
|
|
(1) | Of the $4,783 ($ Thousands) in Level 3 securities as of December 31, 2015, $588 ($ Thousands) or 0.05% 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 December 31, 2015, there were no transfers between Level 1 and Level 2 assets and liabilities.
For the period ended December 31, 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 / December 31, 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: February 26, 2016
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the Registrant and in the capacities and on the dates indicated.
By |
/s/ Robert A. Nesher | |||||
Robert A. Nesher, President | ||||||
Date: February 26, 2016 |
||||||
By |
/s/ Arthur Ramanjulu | |||||
Arthur Ramanjulu, Controller & CFO | ||||||
Date: February 26, 2016 |
CERTIFICATIONS
Pursuant to Section 302
Of the Sarbanes-Oxley Act of 2002
I, Robert A. Nesher, certify that:
1. I have reviewed this report on Form N-Q of SEI Institutional International Trust;
2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;
3. Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed;
4. The registrants other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940)for the registrant and have:
(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;
(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;
(c) Evaluated the effectiveness of the registrants disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and
(d) Disclosed in this report any change in the registrants internal control over financial reporting that occurred during the registrants most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrants internal control over financial reporting; and
5. The registrants other certifying officer(s) and I have disclosed to the registrants auditors and the audit committee of the registrants board of directors (or persons performing the equivalent functions):
(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrants ability to record, process, summarize, and report financial information; and
(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrants internal control over financial reporting.
Date: February 26, 2016
/s/ Robert A. Nesher |
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: February 26, 2016
/s/ Arthur Ramanjulu |
Arthur Ramanjulu |
Controller & CFO |