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, 2017
Date of reporting period: December 31, 2016
Item 1. | Schedule of Investments |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
International Equity Fund
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK 91.0% |
| |||||||
Argentina 0.0% |
| |||||||
Ternium ADR |
23,969 | $ 579 | ||||||
|
|
|||||||
Australia 2.2% |
| |||||||
AGL Energy |
11,515 | 184 | ||||||
Alumina (A) |
384,235 | 509 | ||||||
Aristocrat Leisure |
584,325 | 6,558 | ||||||
Australian Stock Exchange |
31,909 | 1,149 | ||||||
BHP Billiton |
10,196 | 185 | ||||||
BlueScope Steel |
77,109 | 518 | ||||||
Boral |
26,854 | 105 | ||||||
Brambles |
197,681 | 1,775 | ||||||
Caltex Australia |
20,574 | 454 | ||||||
Challenger |
94,687 | 771 | ||||||
CIMIC Group |
16,152 | 409 | ||||||
Cochlear |
40,486 | 3,593 | ||||||
Commonwealth Bank of Australia |
182,636 | 10,898 | ||||||
CSL |
171,746 | 12,487 | ||||||
CSR |
362,122 | 1,211 | ||||||
Dexus Property Group |
155,424 | 1,083 | ||||||
Dominos Pizza Enterprises |
8,959 | 422 | ||||||
Downer EDI |
267,999 | 1,182 | ||||||
Fortescue Metals Group |
961,719 | 4,102 | ||||||
Insurance Australia Group |
1,358,298 | 5,891 | ||||||
Macquarie Group |
12,881 | 813 | ||||||
Newcrest Mining |
40,279 | 591 | ||||||
Origin Energy |
27,166 | 130 | ||||||
OZ Minerals |
295,659 | 1,689 | ||||||
Qantas Airways |
1,831,793 | 4,417 | ||||||
Ramsay Health Care |
14,032 | 694 | ||||||
Rio Tinto |
36,422 | 1,580 | ||||||
Scentre Group |
144,456 | 485 | ||||||
Seek |
51,921 | 559 | ||||||
South32 |
3,470,262 | 6,910 | ||||||
Transurban Group |
149,486 | 1,117 | ||||||
Treasury Wine Estates |
106,696 | 825 | ||||||
Vicinity Centres |
97,294 | 211 | ||||||
Vocus Communications |
8,759 | 25 | ||||||
Whitehaven Coal * |
144,163 | 272 | ||||||
|
|
|||||||
73,804 | ||||||||
|
|
|||||||
Austria 0.3% |
| |||||||
ANDRITZ |
87,765 | 4,415 | ||||||
BUWOG *(A) |
5,363 | 125 | ||||||
Lenzing |
1,104 | 134 | ||||||
OMV |
103,781 | 3,674 | ||||||
Raiffeisen International Bank Holding * |
13,451 | 246 | ||||||
voestalpine |
12,528 | 493 | ||||||
|
|
|||||||
9,087 | ||||||||
|
|
|||||||
Belgium 1.6% |
| |||||||
Ageas |
414,728 | 16,452 | ||||||
AGFA-Gevaert * |
70,231 | 272 |
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
| |||||||
Anheuser-Busch InBev |
6,965 | $ 739 | ||||||
Barco |
2,100 | 177 | ||||||
Bekaert |
19,586 | 795 | ||||||
Colruyt |
11,363 | 563 | ||||||
Groupe Bruxelles Lambert |
115,445 | 9,707 | ||||||
KBC Group |
208,000 | 12,907 | ||||||
Ontex Group (A) |
398,800 | 11,883 | ||||||
Umicore |
15,059 | 860 | ||||||
|
|
|||||||
54,355 | ||||||||
|
|
|||||||
Brazil 0.4% |
| |||||||
Ambev ADR |
888,422 | 4,362 | ||||||
Embraer * |
1,546,800 | 7,604 | ||||||
|
|
|||||||
11,966 | ||||||||
|
|
|||||||
Canada 2.8% |
| |||||||
Alimentation Couche-Tard, Cl B |
120,800 | 5,484 | ||||||
Cameco (A) |
641,748 | 6,719 | ||||||
Canadian Imperial Bank of Commerce (A) |
90,300 | 7,377 | ||||||
Canadian Natural Resources |
304,116 | 9,695 | ||||||
Canadian Pacific Railway |
69,623 | 9,940 | ||||||
CGI Group, Cl A * |
1,900 | 91 | ||||||
Cogeco Communications |
10,970 | 542 | ||||||
Constellation Software |
15,500 | 7,052 | ||||||
Encana |
556,149 | 6,536 | ||||||
Enerflex |
21,000 | 267 | ||||||
Entertainment One |
106,941 | 304 | ||||||
Gildan Activewear |
316,500 | 8,046 | ||||||
High Liner Foods |
9,000 | 134 | ||||||
Home Capital Group, Cl B (A) |
131,700 | 3,078 | ||||||
Leons Furniture |
1,656 | 22 | ||||||
Lucara Diamond |
63,300 | 144 | ||||||
Magna International, Cl A |
89,100 | 3,873 | ||||||
Manulife Financial |
104,500 | 1,863 | ||||||
Peyto Exploration & Development |
131,600 | 3,259 | ||||||
Rocky Mountain Dealerships |
5,800 | 42 | ||||||
Rogers Sugar |
30,600 | 155 | ||||||
Royal Bank of Canada (A) |
101,900 | 6,905 | ||||||
Suncor Energy |
162,195 | 5,310 | ||||||
Teck Resources, Cl B |
15,700 | 315 | ||||||
TFI International |
11,200 | 291 | ||||||
Toronto-Dominion Bank |
73,600 | 3,634 | ||||||
Wajax |
4,287 | 74 | ||||||
|
|
|||||||
91,152 | ||||||||
|
|
|||||||
China 1.1% |
| |||||||
Alibaba Group Holding ADR * |
55,600 | 4,882 | ||||||
Baidu ADR * |
89,700 | 14,747 | ||||||
Ctrip.com International ADR *(A) |
136,124 | 5,445 | ||||||
STMicroelectronics (A) |
410,888 | 4,670 | ||||||
Tencent Holdings |
319,200 | 7,810 | ||||||
|
|
|||||||
37,554 | ||||||||
|
|
| ||
SEI Institutional International Trust / Quarterly Report / December 31, 2016 | 1 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
International Equity Fund (Continued)
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
| |||||||
Denmark 1.6% |
| |||||||
Chr Hansen Holding |
104,784 | $ 5,813 | ||||||
Coloplast, Cl B |
105,057 | 7,098 | ||||||
DSV |
4,851 | 216 | ||||||
Genmab * |
9,015 | 1,500 | ||||||
H Lundbeck * |
44,519 | 1,814 | ||||||
ISS (A) |
384,179 | 12,992 | ||||||
Nets *(B) |
220,330 | 3,863 | ||||||
Novozymes, Cl B |
161,567 | 5,581 | ||||||
Pandora |
30,678 | 4,021 | ||||||
Scandinavian Tobacco Group (B) |
344,556 | 5,812 | ||||||
Tryg |
7,193 | 130 | ||||||
Vestas Wind Systems |
42,479 | 2,766 | ||||||
William Demant Holding * |
7,715 | 135 | ||||||
|
|
|||||||
51,741 | ||||||||
|
|
|||||||
Finland 0.8% |
| |||||||
Cargotec, Cl B (A) |
21,614 | 978 | ||||||
Elisa, Cl A |
4,244 | 138 | ||||||
Fortum |
64,738 | 995 | ||||||
Kone, Cl B |
11,751 | 528 | ||||||
Lemminkainen |
1,680 | 36 | ||||||
Metso |
14,754 | 422 | ||||||
Neste |
185,231 | 7,131 | ||||||
Nokia |
578,023 | 2,797 | ||||||
Orion, Cl B |
61,183 | 2,729 | ||||||
Outokumpu *(A) |
175,763 | 1,577 | ||||||
Sampo, Cl A |
24,855 | 1,117 | ||||||
Stora Enso, Cl R |
410,740 | 4,423 | ||||||
UPM-Kymmene |
186,167 | 4,583 | ||||||
Valmet |
15,219 | 224 | ||||||
|
|
|||||||
27,678 | ||||||||
|
|
|||||||
France 8.9% |
| |||||||
ABC arbitrage |
16,852 | 128 | ||||||
Air Liquide |
36,137 | 4,027 | ||||||
Alstom * |
56,511 | 1,560 | ||||||
Arkema (A) |
78,611 | 7,706 | ||||||
Atos |
41,021 | 4,338 | ||||||
BNP Paribas |
233,153 | 14,890 | ||||||
Boiron |
1,900 | 169 | ||||||
Carrefour |
608,022 | 14,680 | ||||||
Christian Dior |
9,455 | 1,987 | ||||||
Cie de St.-Gobain |
13,157 | 614 | ||||||
Cie Generale des Etablissements-Michelin, Cl B |
1,337 | 149 | ||||||
CNP Assurances |
46,719 | 867 | ||||||
Dassault Systemes |
5,809 | 444 | ||||||
Edenred |
13,081 | 260 | ||||||
Eiffage |
8,576 | 599 | ||||||
Elior Group (B) |
127,300 | 2,916 | ||||||
Engie |
1,214,901 | 15,531 | ||||||
Essilor International |
66,354 | 7,513 |
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
| |||||||
Euler Hermes Group |
11,200 | $ 986 | ||||||
Eurofins Scientific |
26,372 | 11,265 | ||||||
Fonciere Des Regions |
1,665 | 146 | ||||||
Gecina |
5,436 | 754 | ||||||
Hermes International |
14,363 | 5,908 | ||||||
Ipsen (A) |
30,854 | 2,236 | ||||||
IPSOS |
114,254 | 3,597 | ||||||
Kering |
795 | 179 | ||||||
Legrand |
44,109 | 2,510 | ||||||
Les Nouveaux Constructeurs |
2,295 | 96 | ||||||
LOreal |
4,919 | 900 | ||||||
LVMH Moet Hennessy Louis Vuitton |
38,927 | 7,448 | ||||||
Natixis |
44,184 | 250 | ||||||
Nexans * |
24,539 | 1,274 | ||||||
Nexity * |
18,692 | 877 | ||||||
Nokia |
2,157,255 | 10,389 | ||||||
Orange |
878,654 | 13,378 | ||||||
Pernod Ricard (A) |
43,100 | 4,680 | ||||||
Peugeot * |
391,712 | 6,402 | ||||||
Publicis Groupe (A) |
178,703 | 12,355 | ||||||
Remy Cointreau |
3,259 | 279 | ||||||
Renault |
765 | 68 | ||||||
Rexel |
170,169 | 2,806 | ||||||
Sanofi |
334,605 | 27,140 | ||||||
Schneider Electric |
313,055 | 21,829 | ||||||
Societe Generale |
133,440 | 6,579 | ||||||
Sodexo |
42,982 | 4,951 | ||||||
SPIE (A) |
195,415 | 4,125 | ||||||
Technip |
15,697 | 1,123 | ||||||
Thales |
112,694 | 10,951 | ||||||
Total |
761,128 | 39,112 | ||||||
UBISOFT Entertainment * |
6,237 | 222 | ||||||
Valeo |
148,573 | 8,558 | ||||||
Vetoquinol |
569 | 27 | ||||||
Vinci |
23,770 | 1,622 | ||||||
|
|
|||||||
293,400 | ||||||||
|
|
|||||||
Germany 5.3% |
| |||||||
Adidas |
62,224 | 9,855 | ||||||
Allianz |
55,255 | 9,150 | ||||||
AURELIUS Equity Opportunities & KGaA |
16,352 | 959 | ||||||
BASF |
119,033 | 11,087 | ||||||
Brenntag |
68,497 | 3,815 | ||||||
Continental |
31,041 | 6,014 | ||||||
Covestro (B) |
11,676 | 803 | ||||||
CTS Eventim & KGaA |
55,900 | 1,766 | ||||||
Deutsche Bank * |
165,055 | 3,003 | ||||||
Deutsche Boerse * |
106,817 | 8,615 | ||||||
Deutsche Lufthansa |
303,231 | 3,924 | ||||||
Deutsche Wohnen |
46,576 | 1,466 | ||||||
Evonik Industries |
50,860 | 1,522 | ||||||
Fresenius |
15,868 | 1,243 |
| ||
2 | SEI Institutional International Trust / Quarterly Report / December 31, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
International Equity Fund (Continued)
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
| |||||||
GEA Group |
58,690 | $ 2,367 | ||||||
Gerresheimer |
53,604 | 3,993 | ||||||
Hannover Rueck |
44,585 | 4,834 | ||||||
HeidelbergCement |
20,296 | 1,897 | ||||||
Hella KGaA Hueck |
137,473 | 5,198 | ||||||
Henkel |
4,200 | 439 | ||||||
Hochtief |
52,812 | 7,411 | ||||||
Indus Holding |
58,792 | 3,202 | ||||||
Infineon Technologies |
106,228 | 1,850 | ||||||
Kloeckner * |
76,510 | 961 | ||||||
Koenig & Bauer * |
7,283 | 328 | ||||||
LANXESS |
19,359 | 1,273 | ||||||
Linde |
45,240 | 7,449 | ||||||
Merck |
44,388 | 4,642 | ||||||
OSRAM Licht |
26,953 | 1,416 | ||||||
RWE * |
14,119 | 176 | ||||||
SAP |
403,745 | 35,265 | ||||||
SAP ADR (A) |
91,000 | 7,865 | ||||||
Siemens |
112,747 | 13,890 | ||||||
STADA Arzneimittel |
7,027 | 365 | ||||||
Suedzucker |
26,401 | 632 | ||||||
Symrise |
13,218 | 806 | ||||||
Talanx |
110,713 | 3,710 | ||||||
ThyssenKrupp |
8,054 | 192 | ||||||
TUI |
149,589 | 2,101 | ||||||
Volkswagen |
896 | 129 | ||||||
Vonovia |
4,152 | 135 | ||||||
|
|
|||||||
175,748 | ||||||||
|
|
|||||||
Hong Kong 2.2% |
| |||||||
AIA Group |
2,548,246 | 14,379 | ||||||
Bank of East Asia |
69,000 | 264 | ||||||
BOC Hong Kong Holdings |
147,000 | 526 | ||||||
Chaoda Modern Agriculture * |
2,440,000 | 73 | ||||||
China Merchants Holdings International |
1,443,338 | 3,582 | ||||||
China Mobile |
1,662,740 | 17,629 | ||||||
CLP Holdings |
151,500 | 1,392 | ||||||
CNOOC |
9,245,000 | 11,567 | ||||||
Galaxy Entertainment Group * |
458,000 | 1,997 | ||||||
Henderson Land Development |
978,938 | 5,208 | ||||||
HK Electric Investments & HK Electric Investments (B) |
399,500 | 330 | ||||||
HKT Trust & HKT |
375,000 | 460 | ||||||
Hysan Development |
114,000 | 471 | ||||||
IMAX China Holding *(A)(B) |
751,058 | 3,681 | ||||||
Link |
59,500 | 387 | ||||||
MTR |
217,500 | 1,058 | ||||||
New World Development |
698,000 | 738 | ||||||
Power Assets Holdings |
20,500 | 181 | ||||||
Samsonite International |
1,237,800 | 3,536 | ||||||
Shenwan Hongyuan HK |
175,000 | 76 | ||||||
Techtronic Industries |
656,800 | 2,355 |
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
| |||||||
Wharf Holdings |
66,000 | $ 439 | ||||||
Wheelock |
111,000 | 625 | ||||||
Yue Yuen Industrial Holdings |
34,000 | 123 | ||||||
|
|
|||||||
71,077 | ||||||||
|
|
|||||||
India 0.2% |
| |||||||
HDFC Bank ADR |
91,183 | 5,533 | ||||||
|
|
|||||||
Indonesia 0.0% |
| |||||||
Telekomunikasi Indonesia Persero |
1,858,000 | 549 | ||||||
|
|
|||||||
Ireland 0.4% |
| |||||||
CRH |
63,797 | 2,218 | ||||||
Experian (A) |
489,894 | 9,528 | ||||||
|
|
|||||||
11,746 | ||||||||
|
|
|||||||
Israel 1.4% |
| |||||||
Bank Hapoalim |
344,272 | 2,052 | ||||||
Bank Leumi Le-Israel * |
261,598 | 1,080 | ||||||
Bezeq Israeli Telecommunication |
2,509,200 | 4,774 | ||||||
Check Point Software Technologies *(A) |
79,600 | 6,723 | ||||||
Frutarom Industries |
173,000 | 8,863 | ||||||
Teva Pharmaceutical Industries ADR |
660,779 | 23,953 | ||||||
|
|
|||||||
47,445 | ||||||||
|
|
|||||||
Italy 1.9% |
| |||||||
Atlantia |
15,092 | 354 | ||||||
Azimut Holding |
204,755 | 3,425 | ||||||
Brembo |
138,438 | 8,396 | ||||||
Buzzi Unicem |
329,912 | 7,833 | ||||||
Enel |
102,309 | 452 | ||||||
EXOR |
75,024 | 3,243 | ||||||
Fiat Chrysler Automobiles * |
1,287,502 | 11,767 | ||||||
Luxottica Group |
95,475 | 5,146 | ||||||
Prysmian |
48,864 | 1,258 | ||||||
Recordati |
124,973 | 3,548 | ||||||
Saras (A) |
692,920 | 1,257 | ||||||
Tenaris |
971,909 | 17,396 | ||||||
Terna Rete Elettrica Nazionale |
24,107 | 111 | ||||||
|
|
|||||||
64,186 | ||||||||
|
|
|||||||
Japan 17.2% |
| |||||||
77 Bank |
161,000 | 779 | ||||||
Adastria |
56,400 | 1,465 | ||||||
Air Water |
24,500 | 443 | ||||||
Alfresa Holdings |
18,800 | 312 | ||||||
Amada Holdings |
47,800 | 535 | ||||||
Arcland Sakamoto |
33,400 | 389 | ||||||
Asahi Breweries |
125,000 | 3,955 | ||||||
Asahi Glass |
821,000 | 5,603 | ||||||
Asahi Kasei |
80,000 | 699 | ||||||
ASKUL (A) |
149,445 | 5,125 | ||||||
Bandai Namco Holdings |
40,800 | 1,128 | ||||||
Brother Industries |
38,800 | 702 | ||||||
Calsonic Kansei |
50,000 | 767 |
| ||
SEI Institutional International Trust / Quarterly Report / December 31, 2016 | 3 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
International Equity Fund (Continued)
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
| |||||||
Canon Marketing Japan |
90,800 | $ 1,531 | ||||||
Central Japan Railway |
24,000 | 3,957 | ||||||
Coca-Cola West |
12,800 | 378 | ||||||
Dai Nippon Printing |
925,000 | 9,160 | ||||||
Daiichi Sankyo |
72,500 | 1,487 | ||||||
Daikin Industries |
76,500 | 7,041 | ||||||
Daikyo |
926,000 | 1,858 | ||||||
Daito Trust Construction |
51,900 | 7,823 | ||||||
Daiwa House Industry |
165,400 | 4,532 | ||||||
Daiwa House REIT Investment |
179 | 454 | ||||||
Daiwa Securities Group |
89,000 | 550 | ||||||
Don Quijote Holdings |
94,796 | 3,515 | ||||||
East Japan Railway |
202,600 | 17,544 | ||||||
Fanuc |
1,300 | 221 | ||||||
Fuji Film Holdings |
603,171 | 22,935 | ||||||
Fuji Heavy Industries |
5,500 | 225 | ||||||
Fujitsu |
854,000 | 4,756 | ||||||
Fujitsu General |
170,000 | 3,606 | ||||||
Furukawa Electric |
97,200 | 2,850 | ||||||
Geo Holdings |
20,000 | 234 | ||||||
Goldcrest |
4,400 | 79 | ||||||
Gunma Bank |
34,200 | 188 | ||||||
Hamamatsu Photonics |
21,300 | 562 | ||||||
Hino Motors |
11,900 | 121 | ||||||
Hirose Electric |
2,200 | 273 | ||||||
Hisamitsu Pharmaceutical |
9,200 | 461 | ||||||
Hitachi |
2,916,000 | 15,801 | ||||||
Hitachi Chemical |
17,100 | 429 | ||||||
Hitachi Construction Machinery |
17,700 | 384 | ||||||
Hitachi High-Technologies |
9,800 | 396 | ||||||
Hitachi Metals |
30,500 | 414 | ||||||
Hoshizaki |
7,500 | 595 | ||||||
Idemitsu Kosan |
14,400 | 383 | ||||||
IHI * |
164,000 | 427 | ||||||
Isuzu Motors |
45,000 | 571 | ||||||
Itochu |
36,400 | 484 | ||||||
Japan Airlines * |
515,300 | 15,088 | ||||||
Japan Prime Realty Investment, Cl A |
108 | 426 | ||||||
Japan Real Estate Investment, Cl A |
49 | 268 | ||||||
Japan Retail Fund Investment, Cl A |
186 | 377 | ||||||
Japan Tobacco |
618,844 | 20,396 | ||||||
JGC |
31,000 | 565 | ||||||
Kadokawa Dwango |
12,500 | 181 | ||||||
Kansai Paint |
330,800 | 6,106 | ||||||
KDDI |
601,400 | 15,260 | ||||||
Keyence |
26,000 | 17,878 | ||||||
Koito Manufacturing |
241,610 | 12,823 | ||||||
Komatsu |
457,600 | 10,387 | ||||||
Konami Holdings |
120,400 | 4,872 | ||||||
Kose |
20,700 | 1,723 | ||||||
Kuraray |
42,100 | 634 | ||||||
Kyocera |
2,900 | 145 |
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
| |||||||
Lion |
120,000 | $ 1,975 | ||||||
M3 * |
23,600 | 596 | ||||||
Mabuchi Motor |
225,100 | 11,773 | ||||||
Maeda Road Construction |
24,000 | 402 | ||||||
Makita |
15,500 | 1,041 | ||||||
Maruichi Steel Tube |
8,900 | 290 | ||||||
McDonalds Holdings Japan |
5,200 | 136 | ||||||
MEIJI Holdings |
10,600 | 832 | ||||||
Mitsubishi |
10,900 | 233 | ||||||
Mitsubishi Chemical Holdings |
292,700 | 1,902 | ||||||
Mitsubishi Electric |
73,800 | 1,031 | ||||||
Mitsubishi Gas Chemical |
29,800 | 510 | ||||||
Mitsui Chemicals |
222,000 | 999 | ||||||
Mitsui OSK Lines |
49,000 | 136 | ||||||
Mixi |
64,900 | 2,376 | ||||||
Mochida Pharmaceutical |
6,000 | 417 | ||||||
Morinaga Milk Industry |
39,000 | 282 | ||||||
MS&AD Insurance Group Holdings |
532,000 | 16,530 | ||||||
Musashi |
1,900 | 25 | ||||||
Nabtesco |
108,400 | 2,527 | ||||||
Nagoya Railroad |
52,000 | 252 | ||||||
Nidec |
10,100 | 873 | ||||||
Nikon (A) |
475,700 | 7,411 | ||||||
Nippon Building Fund, Cl A |
149 | 827 | ||||||
Nippon Care Supply |
3,600 | 37 | ||||||
Nippon Electric Glass |
65,000 | 352 | ||||||
Nippon Paint Holdings |
26,200 | 715 | ||||||
Nippon Prologis |
244 | 500 | ||||||
Nippon Telegraph & Telephone |
56,700 | 2,388 | ||||||
Nippon Telegraph & Telephone ADR |
354,438 | 14,911 | ||||||
Nitori Holdings |
10,500 | 1,203 | ||||||
Nomura Real Estate Master Fund |
571 | 866 | ||||||
North Pacific Bank |
144,500 | 597 | ||||||
NTT Data |
42,100 | 2,039 | ||||||
NTT DOCOMO |
502,994 | 11,484 | ||||||
Oenon Holdings |
44,000 | 98 | ||||||
Okasan Securities Group * |
19,000 | 118 | ||||||
Omron |
5,700 | 219 | ||||||
Ono Pharmaceutical |
27,500 | 603 | ||||||
ORIX |
7,800 | 122 | ||||||
Otsuka Holdings |
118,700 | 5,183 | ||||||
Panasonic |
2,060,800 | 21,017 | ||||||
Park24 |
13,500 | 367 | ||||||
Pigeon |
276,564 | 7,087 | ||||||
Pioneer * |
164,700 | 333 | ||||||
Pola Orbis Holdings |
1,500 | 124 | ||||||
Rohm |
154,700 | 8,926 | ||||||
Saizeriya |
46,400 | 1,045 | ||||||
Santen Pharmaceutical |
333,800 | 4,093 | ||||||
Sawada Holdings * |
7,300 | 59 | ||||||
SBI Holdings |
31,900 | 407 | ||||||
Secom |
6,900 | 506 |
| ||
4 | SEI Institutional International Trust / Quarterly Report / December 31, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
International Equity Fund (Continued)
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
| |||||||
Sega Sammy Holdings |
109,400 | $ 1,631 | ||||||
Seiko Epson |
16,900 | 359 | ||||||
Sekisui Chemical |
57,500 | 919 | ||||||
Sekisui House |
479,100 | 7,991 | ||||||
Senko |
38,200 | 258 | ||||||
Seven & I Holdings |
219,400 | 8,376 | ||||||
Shimano |
4,900 | 770 | ||||||
Shinmaywa Industries |
8,000 | 72 | ||||||
Shionogi |
129,700 | 6,226 | ||||||
SMC |
20,900 | 5,000 | ||||||
Sony |
44,700 | 1,255 | ||||||
ST |
4,700 | 61 | ||||||
Stanley Electric |
24,700 | 677 | ||||||
Start Today |
25,200 | 436 | ||||||
Sumitomo |
21,500 | 254 | ||||||
Sumitomo Chemical |
8,000 | 38 | ||||||
Sumitomo Dainippon Pharma |
23,600 | 407 | ||||||
Sumitomo Heavy Industries |
49,000 | 316 | ||||||
Sumitomo Mitsui Financial Group |
443,700 | 16,967 | ||||||
Sumitomo Mitsui Trust Holdings |
354,122 | 12,700 | ||||||
Sumitomo Rubber Industries |
24,600 | 391 | ||||||
Sundrug |
64,500 | 4,474 | ||||||
Suruga Bank |
24,900 | 557 | ||||||
Suzuki Motor |
294,000 | 10,370 | ||||||
Sysmex |
94,300 | 5,474 | ||||||
Taiheiyo Cement |
156,000 | 495 | ||||||
Taisei |
39,000 | 274 | ||||||
Taisho Pharmaceutical Holdings |
5,700 | 474 | ||||||
Teijin |
110,400 | 2,242 | ||||||
Temp Holdings |
602,522 | 9,366 | ||||||
Terumo |
41,100 | 1,521 | ||||||
THK |
19,000 | 421 | ||||||
TIS |
53,400 | 1,145 | ||||||
Tochigi Bank |
65,000 | 320 | ||||||
Toho Gas |
63,000 | 514 | ||||||
Tokio Marine Holdings |
318,100 | 13,080 | ||||||
Tokyo Dome |
6,800 | 67 | ||||||
Tokyo Electric Power Holdings * |
400,300 | 1,620 | ||||||
Tokyo Electron |
22,300 | 2,112 | ||||||
Tokyo Gas |
178,000 | 807 | ||||||
Toppan Printing |
47,000 | 450 | ||||||
Topre |
271,800 | 6,819 | ||||||
Toridoll.corp |
13,100 | 283 | ||||||
Toshiba * |
266,000 | 646 | ||||||
Tosoh |
145,000 | 1,028 | ||||||
TOTO (A) |
19,700 | 781 | ||||||
Toyota Motor |
118,100 | 6,964 | ||||||
Toyota Motor ADR |
135,633 | 15,896 | ||||||
Tsuruha Holdings |
113,452 | 10,797 | ||||||
Ube Industries |
2,153,000 | 4,523 | ||||||
United Urban Investment |
235 | 358 | ||||||
Wacoal Holdings |
837,704 | 9,789 |
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
| |||||||
Warabeya Nichiyo |
13,300 | $ 282 | ||||||
Yamaha |
26,200 | 802 | ||||||
Yamaha Motor |
5,500 | 121 | ||||||
Yamazaki Baking |
116,100 | 2,248 | ||||||
Yaskawa Electric |
35,300 | 550 | ||||||
Yokogawa Electric |
31,500 | 457 | ||||||
Yokohama Rubber |
8,200 | 147 | ||||||
Zenkoku Hosho |
13,100 | 422 | ||||||
|
|
|||||||
567,831 | ||||||||
|
|
|||||||
Luxembourg 0.1% |
| |||||||
APERAM * |
61,933 | 2,839 | ||||||
|
|
|||||||
Malaysia 0.1% |
| |||||||
Tenaga Nasional |
522,600 | 1,619 | ||||||
|
|
|||||||
Malta 0.0% |
| |||||||
BGP Holdings * |
198,683 | | ||||||
|
|
|||||||
Mexico 0.1% |
| |||||||
Cemex ADR * |
30,283 | 243 | ||||||
Wal-Mart de Mexico |
1,390,000 | 2,503 | ||||||
|
|
|||||||
2,746 | ||||||||
|
|
|||||||
Netherlands 7.0% |
| |||||||
ABN AMRO Group (B) |
227,063 | 5,041 | ||||||
Aegon |
220,929 | 1,218 | ||||||
AerCap Holdings * |
110,900 | 4,615 | ||||||
Akzo Nobel (A) |
287,583 | 18,015 | ||||||
Altice * |
11,962 | 238 | ||||||
ArcelorMittal *(A) |
831,911 | 6,156 | ||||||
ASML Holding |
202,846 | 22,818 | ||||||
Heineken |
37,775 | 2,839 | ||||||
Heineken Holding |
43,524 | 3,036 | ||||||
ING Groep |
1,516,759 | 21,389 | ||||||
James Hardie Industries |
48,950 | 779 | ||||||
Koninklijke Ahold Delhaize |
1,022,496 | 21,602 | ||||||
Koninklijke DSM |
240,018 | 14,420 | ||||||
Koninklijke Philips |
187,576 | 5,737 | ||||||
NN Group |
2,879 | 98 | ||||||
NXP Semiconductors * |
52,300 | 5,126 | ||||||
PostNL * |
609,597 | 2,631 | ||||||
Refresco Group (B) |
479,586 | 7,299 | ||||||
RELX |
306,268 | 5,165 | ||||||
Royal Dutch Shell, Cl A |
494,617 | 13,556 | ||||||
Royal Dutch Shell, Cl B |
1,267,964 | 36,882 | ||||||
Royal Dutch Shell ADR, Cl B (A) |
241,852 | 14,020 | ||||||
Unilever |
153,297 | 6,325 | ||||||
Wolters Kluwer |
336,654 | 12,222 | ||||||
|
|
|||||||
231,227 | ||||||||
|
|
|||||||
New Zealand 0.2% |
| |||||||
Air New Zealand |
576,315 | 882 | ||||||
Fisher & Paykel Healthcare |
56,167 | 334 | ||||||
Fletcher Building |
103,159 | 762 |
| ||
SEI Institutional International Trust / Quarterly Report / December 31, 2016 | 5 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
International Equity Fund (Continued)
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
| |||||||
Meridian Energy |
151,083 | $ 274 | ||||||
SKYCITY Entertainment Group |
1,445,000 | 3,960 | ||||||
|
|
|||||||
6,212 | ||||||||
|
|
|||||||
Norway 1.1% |
| |||||||
Aker Solutions * |
914,183 | 4,394 | ||||||
DNB ASA |
13,349 | 199 | ||||||
Gjensidige Forsikring |
29,721 | 473 | ||||||
Grieg Seafood (A) |
343,632 | 3,262 | ||||||
Leroy Seafood Group (A) |
53,504 | 2,990 | ||||||
Marine Harvest |
153,010 | 2,768 | ||||||
Norsk Hydro (A) |
737,188 | 3,537 | ||||||
Odfjell Drilling * |
46,862 | 94 | ||||||
Orkla |
75,517 | 686 | ||||||
Salmar |
24,034 | 721 | ||||||
SpareBank 1 SMN |
403,540 | 3,035 | ||||||
Statoil |
292,531 | 5,383 | ||||||
Telenor (A) |
591,780 | 8,869 | ||||||
|
|
|||||||
36,411 | ||||||||
|
|
|||||||
Poland 0.0% |
| |||||||
Emperia Holding * |
4,811 | 75 | ||||||
Polski Koncern Naftowy Orlen |
13,890 | 284 | ||||||
|
|
|||||||
359 | ||||||||
|
|
|||||||
Portugal 0.5% |
| |||||||
Galp Energia, Cl B |
1,026,998 | 15,371 | ||||||
Jeronimo Martins |
37,502 | 583 | ||||||
|
|
|||||||
15,954 | ||||||||
|
|
|||||||
Russia 0.4% |
| |||||||
Yandex, Cl A * |
633,777 | 12,758 | ||||||
|
|
|||||||
Singapore 0.7% |
| |||||||
CapitaLand |
222,400 | 465 | ||||||
CapitaLand Commercial Trust |
306,100 | 314 | ||||||
City Developments |
1,741,200 | 9,979 | ||||||
ComfortDelgro |
71,400 | 122 | ||||||
DBS Group Holdings |
366,800 | 4,403 | ||||||
Jardine Cycle & Carriage |
14,800 | 422 | ||||||
Oversea-Chinese Banking |
1,131,700 | 6,987 | ||||||
Singapore Airlines |
133,700 | 895 | ||||||
Singapore Exchange |
24,600 | 122 | ||||||
Singapore Technologies Engineering |
63,100 | 141 | ||||||
Suntec Real Estate Investment Trust |
345,700 | 395 | ||||||
Wilmar International |
46,200 | 115 | ||||||
|
|
|||||||
24,360 | ||||||||
|
|
|||||||
South Africa 0.3% |
| |||||||
FirstRand |
81,890 | 318 | ||||||
Investec (A) |
554,198 | 3,674 | ||||||
Liberty Holdings |
47,052 | 382 | ||||||
Sappi |
124,207 | 817 | ||||||
Shoprite Holdings |
346,681 | 4,347 | ||||||
|
|
|||||||
9,538 | ||||||||
|
|
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
| |||||||
South Korea 2.8% |
| |||||||
Cosmax (A) |
83,723 | $ 8,298 | ||||||
KT ADR |
323,682 | 4,561 | ||||||
KT&G |
32,014 | 2,679 | ||||||
LG Display ADR |
309,560 | 3,978 | ||||||
Samsung Electronics |
19,899 | 29,710 | ||||||
Shinhan Financial Group |
348,000 | 13,032 | ||||||
SK Hynix |
7,965 | 295 | ||||||
SK Innovation |
4,098 | 497 | ||||||
SK Telecom |
72,765 | 13,492 | ||||||
SK Telecom ADR |
697,686 | 14,581 | ||||||
|
|
|||||||
91,123 | ||||||||
|
|
|||||||
Spain 1.7% |
| |||||||
ACS Actividades de Construccion y Servicios |
194,170 | 6,148 | ||||||
Aena (B) |
9,106 | 1,245 | ||||||
Almirall |
69,060 | 1,075 | ||||||
Amadeus IT Holding, Cl A |
34,734 | 1,582 | ||||||
Banco Bilbao Vizcaya Argentaria |
275,833 | 1,866 | ||||||
Banco Santander |
209,974 | 1,098 | ||||||
Bankinter |
85,550 | 664 | ||||||
CaixaBank |
2,856,576 | 9,461 | ||||||
Enagas |
721 | 18 | ||||||
Endesa |
70,706 | 1,501 | ||||||
Ferrovial |
19,366 | 347 | ||||||
Grifols ADR |
826,106 | 13,276 | ||||||
Iberdrola |
424,823 | 2,793 | ||||||
Industria de Diseno Textil |
133,427 | 4,564 | ||||||
Mapfre |
2,528,192 | 7,733 | ||||||
Prosegur Cia de Seguridad |
45,075 | 283 | ||||||
Red Electrica |
38,420 | 727 | ||||||
Repsol |
60,767 | 860 | ||||||
|
|
|||||||
55,241 | ||||||||
|
|
|||||||
Sweden 1.3% |
| |||||||
Alfa Laval |
347,500 | 5,768 | ||||||
Assa Abloy, Cl B |
32,165 | 599 | ||||||
BillerudKorsnas |
26,524 | 447 | ||||||
Boliden |
95,839 | 2,510 | ||||||
Bonava, Cl B * |
39,765 | 618 | ||||||
Electrolux, Cl B |
215,288 | 5,363 | ||||||
Granges |
59,798 | 566 | ||||||
Hufvudstaden, Cl A |
38,081 | 603 | ||||||
Husqvarna, Cl B |
96,152 | 750 | ||||||
Investor, Cl B |
66,135 | 2,479 | ||||||
Lundin Petroleum * |
8,430 | 184 | ||||||
Mycronic |
29,296 | 316 | ||||||
NCC, Cl B |
39,765 | 987 | ||||||
Nordea Bank |
501,463 | 5,592 | ||||||
Oriflame Holding * |
45,043 | 1,364 | ||||||
Peab |
75,334 | 599 | ||||||
Sandvik |
114,401 | 1,419 | ||||||
Securitas, Cl B |
39,484 | 623 |
| ||
6 | SEI Institutional International Trust / Quarterly Report / December 31, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
International Equity Fund (Continued)
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
| |||||||
Skanska, Cl B |
55,947 | $ 1,325 | ||||||
Svenska Cellulosa, Cl B |
104,808 | 2,968 | ||||||
Swedish Match |
2,033 | 65 | ||||||
Telefonaktiebolaget LM Ericsson ADR |
1,388,012 | 8,092 | ||||||
Volvo, Cl B |
22,155 | 259 | ||||||
|
|
|||||||
43,496 | ||||||||
|
|
|||||||
Switzerland 8.5% |
| |||||||
ABB |
830,009 | 17,542 | ||||||
Actelion |
24,624 | 5,342 | ||||||
Adecco Group |
138,019 | 9,051 | ||||||
Aryzta |
192,148 | 8,479 | ||||||
Cie Financiere Richemont |
223,803 | 14,853 | ||||||
Coca-Cola HBC |
629,253 | 13,762 | ||||||
Dufry * |
107,000 | 13,370 | ||||||
Emmi |
1,144 | 694 | ||||||
EMS-Chemie Holding |
1,356 | 690 | ||||||
Galenica |
2,379 | 2,690 | ||||||
Geberit |
4,349 | 1,747 | ||||||
Givaudan |
4,776 | 8,769 | ||||||
Julius Baer Group |
376,377 | 16,750 | ||||||
Lonza Group |
48,950 | 8,491 | ||||||
Nestle |
181,053 | 13,013 | ||||||
Novartis |
490,144 | 35,735 | ||||||
Pargesa Holding |
5,201 | 339 | ||||||
Partners Group Holding |
12,532 | 5,885 | ||||||
Roche Holding |
136,392 | 31,214 | ||||||
Schindler Holding |
11,553 | 2,036 | ||||||
SGS |
6,892 | 14,051 | ||||||
Sika |
356 | 1,714 | ||||||
Sonova Holding |
30,530 | 3,707 | ||||||
Swiss Life Holding |
23,195 | 6,577 | ||||||
Swiss Prime Site |
6,615 | 543 | ||||||
Swiss Re |
56,602 | 5,374 | ||||||
Tecan Group |
3,617 | 566 | ||||||
UBS Group *(A) |
1,563,691 | 24,516 | ||||||
Wolseley |
13,737 | 842 | ||||||
Zurich Insurance Group |
44,510 | 12,280 | ||||||
|
|
|||||||
280,622 | ||||||||
|
|
|||||||
Taiwan 0.4% |
| |||||||
Hon Hai Precision Industry |
2,120,765 | 5,541 | ||||||
Taiwan Semiconductor Manufacturing ADR |
291,168 | 8,371 | ||||||
United Microelectronics ADR (A) |
208,687 | 365 | ||||||
|
|
|||||||
14,277 | ||||||||
|
|
|||||||
Turkey 0.1% |
| |||||||
Tupras Turkiye Petrol Rafinerileri |
47,600 | 957 | ||||||
Turkiye Garanti Bankasi |
371,709 | 805 | ||||||
Turkiye Is Bankasi, Cl C |
286,373 | 422 | ||||||
Turkiye Vakiflar Bankasi Tao, Cl D (A) |
758,569 | 938 | ||||||
|
|
|||||||
3,122 | ||||||||
|
|
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
| |||||||
United Kingdom 13.7% |
| |||||||
3i Group |
360,582 | $ 3,137 | ||||||
Abcam |
25,880 | 245 | ||||||
Aberdeen Asset Management |
152,802 | 486 | ||||||
Admiral Group |
31,613 | 714 | ||||||
Anglo American * |
83,002 | 1,190 | ||||||
Aon |
64,800 | 7,227 | ||||||
Ashtead Group (A) |
419,853 | 8,197 | ||||||
Associated British Foods (A) |
106,122 | 3,600 | ||||||
AstraZeneca |
116,363 | 6,380 | ||||||
Aviva |
2,887,450 | 17,354 | ||||||
Babcock International Group |
30,161 | 355 | ||||||
BAE Systems (A) |
92,366 | 675 | ||||||
Balfour Beatty (A) |
1,679,004 | 5,579 | ||||||
Bank of Ireland * |
40,985,000 | 10,159 | ||||||
Barclays |
6,558,094 | 18,107 | ||||||
Berendsen |
87,311 | 939 | ||||||
BHP Billiton |
28,830 | 465 | ||||||
BP |
687,112 | 4,327 | ||||||
BP ADR |
170,014 | 6,355 | ||||||
British American Tobacco |
377,689 | 21,568 | ||||||
Bunzl |
266,543 | 6,946 | ||||||
Carnival |
499,578 | 25,464 | ||||||
Cobham (A) |
1,908,343 | 3,860 | ||||||
Compass Group (A) |
960,424 | 17,813 | ||||||
Croda International |
2,963 | 117 | ||||||
DCC |
51,355 | 3,833 | ||||||
Diageo |
263,486 | 6,870 | ||||||
Direct Line Insurance Group |
52,054 | 238 | ||||||
Dominos Pizza Group (A) |
730,146 | 3,255 | ||||||
DS Smith |
2,620,293 | 13,213 | ||||||
Fresnillo |
33,094 | 499 | ||||||
Genus |
21,832 | 484 | ||||||
GKN |
95,952 | 393 | ||||||
GlaxoSmithKline |
874,451 | 16,878 | ||||||
Glencore * |
520,382 | 1,783 | ||||||
Greggs |
31,234 | 374 | ||||||
Howden Joinery Group |
825,825 | 3,916 | ||||||
HSBC Holdings (A) |
2,448,196 | 19,872 | ||||||
Imperial Brands |
44,024 | 1,927 | ||||||
Imperial Brands ADR |
12,508 | 545 | ||||||
Inchcape |
57,618 | 500 | ||||||
Indivior |
326,107 | 1,194 | ||||||
Intertek Group |
25,597 | 1,101 | ||||||
JD Sports Fashion |
95,690 | 376 | ||||||
Johnson Matthey |
24,052 | 946 | ||||||
Legal & General Group |
868,369 | 2,657 | ||||||
Lloyds Banking Group |
22,761,896 | 17,581 | ||||||
Mediclinic International (A) |
8,036 | 77 | ||||||
Merlin Entertainments (A)(B) |
2,271,700 | 12,592 | ||||||
Mitie Group (A) |
1,662,416 | 4,610 | ||||||
Mondi |
161,841 | 3,332 |
| ||
SEI Institutional International Trust / Quarterly Report / December 31, 2016 | 7 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
International Equity Fund (Continued)
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
||||||||
National Grid |
138,172 | $ 1,625 | ||||||
Persimmon |
50,750 | 1,114 | ||||||
Petrofac (A) |
12,393 | 133 | ||||||
Prudential |
1,090,509 | 21,930 | ||||||
QinetiQ Group |
319,745 | 1,038 | ||||||
Randgold Resources (A) |
1,218 | 97 | ||||||
Reckitt Benckiser Group |
152,973 | 13,016 | ||||||
RELX |
525,779 | 9,414 | ||||||
Rentokil Initial |
3,685,966 | 10,120 | ||||||
Royal Bank of Scotland Group *(A) |
5,409,999 | 15,014 | ||||||
RSA Insurance Group |
20,015 | 145 | ||||||
Sage Group |
107,425 | 869 | ||||||
Schroders (A) |
85,554 | 3,169 | ||||||
Segro |
69,387 | 393 | ||||||
Smiths Group |
54,299 | 950 | ||||||
Spectris |
144,984 | 4,144 | ||||||
SSE (A) |
496,310 | 9,524 | ||||||
SSP Group |
35,012 | 168 | ||||||
St. Jamess Place (A) |
315,935 | 3,959 | ||||||
Subsea 7 *(A) |
171,943 | 2,183 | ||||||
TalkTalk Telecom Group (A) |
1,321,525 | 2,763 | ||||||
Tate & Lyle |
208,981 | 1,827 | ||||||
Tesco *(A) |
4,498,106 | 11,497 | ||||||
Travis Perkins (A) |
332,025 | 5,957 | ||||||
Unilever |
33,155 | 1,349 | ||||||
United Utilities Group (A) |
30,805 | 343 | ||||||
Vodafone Group |
8,312,031 | 20,526 | ||||||
Weir Group (A) |
21,909 | 512 | ||||||
Wm Morrison Supermarkets (A) |
181,888 | 518 | ||||||
Worldpay Group (B) |
983,890 | 3,281 | ||||||
WPP |
550,422 | 12,351 | ||||||
|
|
|||||||
450,234 | ||||||||
|
|
|||||||
United States 3.7% |
||||||||
Accenture, Cl A |
88,057 | 10,314 | ||||||
Alphabet, Cl C * |
5,237 | 4,042 | ||||||
Axis Capital Holdings |
197,039 | 12,861 | ||||||
Cable One |
9,064 | 5,635 | ||||||
Chubb |
88,612 | 11,707 | ||||||
Cognizant Technology Solutions, Cl A * |
158,716 | 8,893 | ||||||
Core Laboratories (A) |
70,910 | 8,512 | ||||||
EchoStar, Cl A * |
69,575 | 3,575 | ||||||
Flextronics International * |
606,717 | 8,719 | ||||||
Frontline (A) |
498,505 | 3,544 | ||||||
HealthEquity *(A) |
60,066 | 2,434 | ||||||
ICON *(A) |
127,879 | 9,616 | ||||||
International Game Technology |
188,391 | 4,808 | ||||||
Jazz Pharmaceuticals * |
21,267 | 2,319 | ||||||
JPMorgan Chase |
30,961 | 2,672 | ||||||
Lazard, Cl A |
133,680 | 5,493 | ||||||
Luxoft Holding, Cl A *(A) |
108,269 | 6,085 | ||||||
Mobileye * |
44,800 | 1,708 |
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
|
|||||||
Nielsen Holdings |
108,600 | $ 4,556 | ||||||
TE Connectivity |
53,500 | 3,706 | ||||||
|
|
|||||||
121,199 | ||||||||
|
|
|||||||
Total Common Stock |
|
2,998,768 | ||||||
|
|
|||||||
PREFERRED STOCK 1.7% |
|
|||||||
Brazil 0.3% |
||||||||
Itau Unibanco Holding ADR |
674,617 | 6,935 | ||||||
Metalurgica Gerdau, Cl A * |
1,058,100 | 1,561 | ||||||
|
|
|||||||
8,496 | ||||||||
|
|
|||||||
Germany 1.0% |
||||||||
Bayerische Motoren Werke |
7,874 | 604 | ||||||
Henkel |
49,636 | 5,929 | ||||||
Porsche |
14,321 | 782 | ||||||
Volkswagen |
180,463 | 25,382 | ||||||
|
|
|||||||
32,697 | ||||||||
|
|
|||||||
South Korea 0.4% |
||||||||
Hyundai Motor |
82,332 | 6,510 | ||||||
Samsung Electronics |
6,339 | 7,532 | ||||||
|
|
|||||||
14,042 | ||||||||
|
|
|||||||
Total Preferred Stock |
55,235 | |||||||
|
|
|||||||
Number of Rights |
||||||||
|
|
|||||||
RIGHTS 0.0% |
||||||||
Spain 0.0% |
||||||||
Repsol * |
60,767 | 22 | ||||||
|
|
|||||||
Total Rights |
22 | |||||||
|
|
|||||||
Shares | ||||||||
|
|
|||||||
AFFILIATED PARTNERSHIP 8.0% |
| |||||||
SEI Liquidity Fund, L.P. |
265,088,750 | 265,088 | ||||||
|
|
|||||||
Total Affiliated Partnership |
265,088 | |||||||
|
|
| ||
8 | SEI Institutional International Trust / Quarterly Report / December 31, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
International Equity Fund (Concluded)
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
CASH EQUIVALENT 4.7% |
| |||||||
SEI Daily Income Trust, Government Fund, Cl A 0.320%** |
156,271,607 | $ 156,272 | ||||||
|
|
|||||||
Total Cash
Equivalent |
156,272 | |||||||
|
|
|||||||
Total Investments
105.4% |
$ 3,475,385 | |||||||
|
|
A list of the open futures contracts held by the Fund at December 31, 2016, is as follows:
|
||||||||||||
Type of Contract | Number of Contracts Long |
Expiration Date |
Unrealized Appreciation ($ Thousands) |
|||||||||
|
||||||||||||
DJ Euro Stoxx 50 Index |
1,812 | Mar-2017 | $1,011 | |||||||||
FTSE 100 Index |
418 | Mar-2017 | 812 | |||||||||
Hang Seng Index |
57 | Jan-2017 | 155 | |||||||||
SPI 200 Index |
154 | Mar-2017 | 287 | |||||||||
Topix Index |
343 | Mar-2017 | 800 | |||||||||
|
|
|||||||||||
$3,065 | ||||||||||||
|
|
For the period ended December 31, 2016, 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 Net Assets of $3,296,560 ($ Thousands). |
* | Non-income producing security. |
** | Rate shown is the 7-day effective yield as of December 31, 2016. |
| Investment in Affiliated Security. |
| Real Estate Investment Trust. |
| Expiration date unavailable. |
(A) | This security or a partial position of this security is on loan at December 31, 2016. The total market value of securities on loan at December 31, 2016 was $253,581 ($ Thousands). |
(B) | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On December 31, 2016, the value of these securities amounted to $46,863 ($ Thousands), representing 1.4% of the net assets of the Fund. |
(C) | This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2016 was $265,088 ($ Thousands). |
@ At December 31, 2016, the tax basis cost of the Funds investments was $3,458,019 ($ Thousands), and the unrealized appreciation and depreciation were $226,154 ($ Thousands) and $(208,788) ($ Thousands), respectively.
ADR American Depositary Receipt
Cl Class
DJ Dow Jones
FTSE Financial Times and 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, 2016 ($ Thousands):
| ||||||||||||||
Security Description | Value 9/30/2016 |
Purchases at Cost |
Proceeds from Sales |
Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation) |
Value 12/31/2016 |
Dividend Income | |||||||
| ||||||||||||||
SEI Liquidity Fund, L.P. |
$ 284,416 | $ 334,728 | $ (354,054) | $ | $ (2) | $ 265,088 | $ 458 | |||||||
SEI Daily Income Trust, Government Fund, Class A |
34,929 | 455,729 | (334,386) | | | 156,272 | 64 | |||||||
|
|
|
|
|
|
| ||||||||
Totals |
$ 319,345 | $ 790,457 | $ (688,440) | $ | $ (2) | $ 421,360 | $ 522 | |||||||
|
|
|
|
|
|
|
The following is a list of the level of inputs used as of December 31, 2016, 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 |
$ 2,998,768 | $ | $ | $ 2,998,768 | ||||||||||||
Preferred Stock |
55,235 | | | 55,235 | ||||||||||||
Rights |
| 22 | | 22 | ||||||||||||
Affiliated Partnership |
| 265,088 | | 265,088 | ||||||||||||
Cash Equivalent |
156,272 | | | 156,272 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments in Securities |
$ 3,210,275 | $ 265,110 | $ | $ 3,475,385 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Other Financial Instruments |
Level 1 | Level 2 | Level 3 | Total | ||||||||||||
|
||||||||||||||||
Futures Contracts * |
||||||||||||||||
Unrealized Appreciation |
$ 3,065 | $ | $ | $ 3,065 | ||||||||||||
|
|
|
|
|
|
|
|
*Futures contracts are valued at the unrealized appreciation on the instrument.
For the period ended December 31, 2016, there were transfers between Level 1 and Level 2 assets and liabilities. The primary reason for changes in the classifications between Levels 1 and 2 occurs when foreign equity securities are fair valued using other observable market-based inputs in place of the closing exchange price due to events occurring after the close of the exchange or market on which the investment is principally traded.
For the period ended December 31, 2016, there were no transfers between Level 2 and Level 3 assets and liabilities.
Amounts designated as are $0 or have been rounded to $0.
For information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial statements.
| ||
SEI Institutional International Trust / Quarterly Report / December 31, 2016 | 9 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
Emerging Markets Equity Fund
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK 92.6% |
||||||||
Argentina 0.6% |
||||||||
Arcos Dorados Holdings, Cl A * |
240,500 | $ 1,299 | ||||||
Cresud SACIF y A ADR * |
53,309 | 841 | ||||||
IRSA Inversiones y Representaciones ADR * |
53,700 | 990 | ||||||
MercadoLibre |
21,624 | 3,376 | ||||||
YPF ADR (A) |
124,249 | 2,050 | ||||||
|
|
|||||||
8,556 | ||||||||
|
|
|||||||
Austria 0.1% |
||||||||
Erste Group Bank * |
77,052 | 2,261 | ||||||
|
|
|||||||
Brazil 6.2% |
||||||||
Ambev |
373,000 | 1,879 | ||||||
Ambev ADR (A) |
1,228,734 | 6,033 | ||||||
B2W Cia Digital * |
1,129,490 | 3,540 | ||||||
Banco Bradesco ADR *(A) |
1,113,806 | 9,701 | ||||||
Banco do Brasil * |
316,880 | 2,735 | ||||||
Banco Santander Brasil ADR (A) |
132,080 | 1,174 | ||||||
BB Seguridade Participacoes |
330,200 | 2,871 | ||||||
BM&FBovespa * |
143,700 | 728 | ||||||
Braskem ADR |
120,510 | 2,556 | ||||||
BRF ADR (A) |
140,544 | 2,074 | ||||||
BTG Pactual Group * |
52,795 | 236 | ||||||
CCR |
602,613 | 2,955 | ||||||
Cia Energetica de Minas Gerais ADR (A) |
289,786 | 661 | ||||||
Cielo |
286,276 | 2,453 | ||||||
Cosan Industria e Comercio |
324,563 | 3,804 | ||||||
Cyrela Brazil Realty Empreendimentos e Participacoes |
82,000 | 259 | ||||||
Energisa |
288,000 | 1,644 | ||||||
Estacio Participacoes |
99,264 | 482 | ||||||
FPC Par Corretora de Seguros |
327,100 | 1,353 | ||||||
Gerdau ADR |
678,074 | 2,129 | ||||||
Hypermarcas |
412,792 | 3,314 | ||||||
Kroton Educacional |
514,600 | 2,108 | ||||||
Lojas Renner |
329,900 | 2,349 | ||||||
Mahle-Metal Leve |
75,100 | 479 | ||||||
MRV Engenharia e Participacoes |
566,400 | 1,904 | ||||||
Multiplus |
64,600 | 671 | ||||||
Petroleo Brasileiro ADR *(A) |
996,414 | 10,074 | ||||||
Porto Seguro |
115,100 | 951 | ||||||
Qualicorp |
145,700 | 862 | ||||||
Rumo Logistica Operadora Multimodal * |
2,774,786 | 5,235 | ||||||
Sao Martinho |
129,600 | 776 | ||||||
Smiles |
57,800 | 794 | ||||||
Sul America |
195,046 | 1,079 | ||||||
Telefonica Brasil ADR (A) |
454,406 | 6,080 | ||||||
TIM Participacoes ADR |
356,400 | 4,206 | ||||||
Ultrapar Participacoes |
63,500 | 1,335 | ||||||
Vale ADR, Cl B *(A) |
166,485 | 1,269 | ||||||
WEG |
97,600 | 465 | ||||||
|
|
|||||||
93,218 | ||||||||
|
|
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
|
|||||||
Canada 0.7% |
||||||||
First Quantum Minerals |
594,121 | $ 5,915 | ||||||
Gran Tierra Energy *(A) |
501,362 | 1,518 | ||||||
Parex Resources * |
168,545 | 2,124 | ||||||
SEMAFO* |
388,776 | 1,281 | ||||||
|
|
|||||||
10,838 | ||||||||
|
|
|||||||
Chile 0.8% |
||||||||
Banco de Chile |
2,946,360 | 345 | ||||||
Banco Santander Chile |
19,521,854 | 1,086 | ||||||
Centros Comerciales Sudamericanos |
485,718 | 1,363 | ||||||
Cia Cervecerias Unidas ADR |
57,991 | 1,217 | ||||||
Embotelladora Andina ADR, Cl B |
10,559 | 237 | ||||||
Enel Americas ADR (A) |
186,171 | 1,529 | ||||||
Enel Generacion Chile |
557,757 | 368 | ||||||
SACI Falabella |
376,290 | 2,977 | ||||||
Sociedad Quimica y Minera de Chile ADR (A) |
101,633 | 2,912 | ||||||
|
|
|||||||
12,034 | ||||||||
|
|
|||||||
China 17.3% |
||||||||
AAC Technologies Holdings |
143,633 | 1,305 | ||||||
Agile Property Holdings |
910,000 | 464 | ||||||
Agricultural Bank of China |
12,764,932 | 5,236 | ||||||
Air China |
3,420,000 | 2,184 | ||||||
Alibaba Group Holding ADR *(A) |
303,796 | 26,676 | ||||||
Angang Steel *(A) |
9,786,722 | 5,819 | ||||||
Anhui Conch Cement |
1,202,000 | 3,271 | ||||||
ANTA Sports Products |
836,069 | 2,496 | ||||||
Baidu ADR * |
104,694 | 17,213 | ||||||
Bank of China |
16,027,105 | 7,111 | ||||||
Bank of Communications |
585,000 | 423 | ||||||
Beijing Capital International Airport |
1,344,000 | 1,359 | ||||||
Changyou.com ADR * |
108,600 | 2,304 | ||||||
China Communications Services |
3,356,000 | 2,138 | ||||||
China Construction Bank |
20,628,379 | 15,884 | ||||||
China Life Insurance |
291,000 | 758 | ||||||
China Longyuan Power Group |
848,000 | 663 | ||||||
China Merchants Bank |
511,576 | 1,200 | ||||||
China Petroleum & Chemical |
6,332,839 | 4,492 | ||||||
China Railway Construction |
1,209,000 | 1,556 | ||||||
China Shenhua Energy |
1,980,623 | 3,730 | ||||||
China Telecom |
3,486,000 | 1,610 | ||||||
China Vanke |
868,324 | 1,982 | ||||||
Chongqing Rural Commercial Bank |
1,244,612 | 730 | ||||||
CITIC Securities |
2,288,900 | 4,653 | ||||||
Ctrip.com International ADR *(A) |
230,535 | 9,221 | ||||||
Datang International Power Generation |
1,490,000 | 390 | ||||||
Dongfeng Motor Group |
1,540,000 | 1,504 | ||||||
Great Wall Motor * |
2,241,000 | 2,093 | ||||||
Guangzhou R&F Properties |
1,821,600 | 2,204 | ||||||
Huaneng Power International |
1,170,000 | 776 | ||||||
Industrial & Commercial Bank of China |
37,525,868 | 22,506 | ||||||
JD.com ADR *(A) |
117,542 | 2,990 |
| ||
SEI Institutional International Trust / Quarterly Report / December 31, 2016 | 1 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
Emerging Markets Equity Fund (Continued)
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
| |||||||
KWG Property Holding |
441,370 | $ 250 | ||||||
Longfor Properties |
716,000 | 909 | ||||||
NetEase ADR |
12,044 | 2,594 | ||||||
New Oriental Education & Technology Group ADR * |
35,479 | 1,494 | ||||||
PetroChina |
606,000 | 452 | ||||||
PetroChina ADR |
77,570 | 5,717 | ||||||
PICC Property & Casualty |
2,577,800 | 4,016 | ||||||
Ping An Insurance Group of China |
2,281,500 | 11,418 | ||||||
SINA * |
198,100 | 12,042 | ||||||
Sino-Ocean Group Holding |
2,698,000 | 1,208 | ||||||
Sinopec Engineering Group |
1,754,000 | 1,464 | ||||||
Sinopec Shanghai Petrochemical |
1,334,000 | 723 | ||||||
Sinopharm Group |
577,600 | 2,380 | ||||||
Sohu.com *(A) |
171,500 | 5,812 | ||||||
TAL Education Group ADR * |
31,130 | 2,184 | ||||||
Tencent Holdings |
1,479,435 | 36,198 | ||||||
Tingyi Cayman Islands Holding |
1,214,000 | 1,477 | ||||||
TravelSky Technology |
1,515,000 | 3,185 | ||||||
Tsingtao Brewery |
288,000 | 1,088 | ||||||
Uni-President China Holdings |
3,953,400 | 2,789 | ||||||
Vipshop Holdings ADR * |
156,796 | 1,726 | ||||||
Want Want China Holdings |
1,954,000 | 1,253 | ||||||
Weibo ADR *(A) |
46,830 | 1,901 | ||||||
Weichai Power |
72,710 | 112 | ||||||
Xtep International Holdings |
586,000 | 246 | ||||||
Zhejiang Expressway |
1,354,000 | 1,292 | ||||||
Zijin Mining Group |
892,000 | 288 | ||||||
|
|
|||||||
261,159 | ||||||||
|
|
|||||||
Colombia 0.4% |
||||||||
Almacenes Exito |
119,859 | 595 | ||||||
Bancolombia ADR, Cl R (A) |
70,578 | 2,589 | ||||||
Cementos Argos |
226,495 | 895 | ||||||
Cemex Latam Holdings * |
254,900 | 959 | ||||||
Interconexion Electrica ESP |
132,641 | 441 | ||||||
|
|
|||||||
5,479 | ||||||||
|
|
|||||||
Czech Republic 0.3% |
||||||||
CEZ |
14,429 | 242 | ||||||
Komercni Banka |
68,250 | 2,358 | ||||||
Moneta Money Bank *(B) |
547,509 | 1,770 | ||||||
|
|
|||||||
4,370 | ||||||||
|
|
|||||||
Egypt 0.1% |
||||||||
Commercial International Bank Egypt SAE GDR |
442,131 | 1,614 | ||||||
|
|
|||||||
Greece 0.3% |
||||||||
Eurobank Ergasias * |
2,795,490 | 1,902 | ||||||
National Bank of Greece * |
8,609,353 | 2,252 | ||||||
|
|
|||||||
4,154 | ||||||||
|
|
|||||||
Hong Kong 7.3% |
||||||||
AIA Group |
437,300 | 2,468 | ||||||
BAIC Motor (B) |
270,500 | 241 |
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
| |||||||
Beijing Enterprises Holdings |
612,700 | $ 2,896 | ||||||
Brilliance China Automotive Holdings |
6,083,518 | 8,380 | ||||||
Chaoda Modern Agriculture * |
2,056,181 | 61 | ||||||
China Cinda Asset Management |
4,306,000 | 1,561 | ||||||
China Conch Venture Holdings |
766,500 | 1,364 | ||||||
China Everbright |
1,032,000 | 1,965 | ||||||
China Everbright Bank |
3,257,000 | 1,483 | ||||||
China Everbright International |
3,642,100 | 4,129 | ||||||
China High Precision Automation Group * |
1,385,624 | | ||||||
China Medical System Holdings |
5,084,200 | 8,053 | ||||||
China Mengniu Dairy |
1,358,000 | 2,617 | ||||||
China Mobile |
1,406,041 | 14,907 | ||||||
China Mobile ADR |
111,540 | 5,848 | ||||||
China Overseas Land & Investment |
92,000 | 244 | ||||||
China Power International Development |
1,188,000 | 430 | ||||||
China Resources Power Holdings |
1,390,000 | 2,209 | ||||||
China State Construction International Holdings |
7,134,635 | 10,675 | ||||||
China Taiping Insurance Holdings * |
1,031,182 | 2,128 | ||||||
CIFI Holdings Group |
1,004,000 | 271 | ||||||
CNOOC |
4,259,607 | 5,329 | ||||||
Fuyao Glass Industry Group (A)(B) |
634,667 | 1,969 | ||||||
Galaxy Entertainment Group * |
772,548 | 3,368 | ||||||
Geely Automobile Holdings |
3,558,060 | 3,401 | ||||||
Guangzhou Automobile Group |
1,094,000 | 1,323 | ||||||
Haier Electronics Group |
1,761,000 | 2,771 | ||||||
Hua Hong Semiconductor (B) |
243,500 | 272 | ||||||
Lee & Man Paper Manufacturing |
2,468,960 | 1,917 | ||||||
Peoples Insurance Group of China |
3,687,000 | 1,455 | ||||||
Shanghai Industrial Holdings |
1,018,000 | 2,757 | ||||||
Shimao Property Holdings |
1,625,000 | 2,125 | ||||||
Sino Biopharmaceutical |
1,036,500 | 730 | ||||||
Skyworth Digital Holdings |
1,604,000 | 914 | ||||||
SMI Holdings Group (A) |
9,480,000 | 868 | ||||||
Sun Art Retail Group |
754,500 | 662 | ||||||
Sunny Optical Technology Group |
1,184,307 | 5,186 | ||||||
Techtronic Industries |
504,500 | 1,809 | ||||||
Tianneng Power International |
1,382,000 | 1,269 | ||||||
|
|
|||||||
110,055 | ||||||||
|
|
|||||||
Hungary 0.6% |
||||||||
Magyar Telekom |
142,287 | 242 | ||||||
MOL Hungarian Oil & Gas |
7,032 | 496 | ||||||
OTP Bank |
113,865 | 3,266 | ||||||
Richter Gedeon Nyrt |
221,626 | 4,700 | ||||||
|
|
|||||||
8,704 | ||||||||
|
|
|||||||
India 7.9% |
||||||||
Adani Ports & Special Economic Zone |
197,847 | 783 | ||||||
Apollo Tyres |
611,663 | 1,666 | ||||||
Aurobindo Pharma |
440,748 | 4,346 | ||||||
Axis Bank |
423,505 | 2,808 | ||||||
Bajaj Auto |
21,569 | 837 |
| ||
2 | SEI Institutional International Trust / Quarterly Report / December 31, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
Emerging Markets Equity Fund (Continued)
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
||||||||
Bank of Baroda * |
368,719 | $ | 833 | |||||
Bharat Financial Inclusion * |
92,769 | 804 | ||||||
Bharat Petroleum |
156,226 | 1,463 | ||||||
Cairn India |
735,850 | 2,625 | ||||||
Cummins India |
231,979 | 2,799 | ||||||
Dabur India |
738,137 | 3,025 | ||||||
Dewan Housing Finance |
523,515 | 1,879 | ||||||
Glenmark Pharmaceuticals |
501,719 | 6,568 | ||||||
Grasim Industries |
74,539 | 948 | ||||||
HCL Technologies |
494,784 | 6,036 | ||||||
HDFC Bank ADR |
63,035 | 3,825 | ||||||
Hindustan Petroleum |
207,595 | 1,350 | ||||||
Hindustan Unilever |
174,213 | 2,121 | ||||||
Hindustan Zinc |
216,324 | 814 | ||||||
Housing Development Finance |
211,050 | 3,926 | ||||||
ICICI Bank ADR (A) |
695,191 | 5,207 | ||||||
IFCI |
2,704,652 | 1,084 | ||||||
Indian Oil |
283,548 | 1,358 | ||||||
Infosys |
416,972 | 6,209 | ||||||
Infosys ADR (A) |
85,520 | 1,268 | ||||||
ITC |
74,770 | 266 | ||||||
L&T Technology Services (B) |
55,961 | 650 | ||||||
Maruti Udyog |
16,590 | 1,300 | ||||||
NCC |
1,645,680 | 1,954 | ||||||
NHPC |
2,289,642 | 892 | ||||||
NTPC |
783,700 | 1,902 | ||||||
Parag Milk Foods *(B) |
361,110 | 1,386 | ||||||
Petronet LNG |
523,177 | 2,833 | ||||||
PNB Housing Finance *(B) |
74,971 | 928 | ||||||
Power Finance |
848,588 | 1,525 | ||||||
Power Grid Corp of India |
1,191,779 | 3,222 | ||||||
Prestige Estates Projects |
532,735 | 1,334 | ||||||
Reliance Industries |
241,684 | 3,854 | ||||||
Reliance Industries GDR (B) |
414,382 | 13,074 | ||||||
Rural Electrification |
1,250,621 | 2,301 | ||||||
SH Kelkar (B) |
384,504 | 1,759 | ||||||
Shriram Transport Finance |
89,334 | 1,123 | ||||||
Sun Pharmaceutical Industries |
18,135 | 168 | ||||||
Tata Chemicals |
191,289 | 1,418 | ||||||
Tata Consultancy Services |
129,258 | 4,505 | ||||||
Tata Motors ADR |
113,738 | 3,912 | ||||||
Vedanta |
760,962 | 2,424 | ||||||
Wipro |
163,131 | 1,140 | ||||||
Zee Entertainment Enterprises |
238,645 | 1,593 | ||||||
|
|
|||||||
120,045 | ||||||||
|
|
|||||||
Indonesia 2.4% |
||||||||
Adaro Energy |
7,933,400 | 998 | ||||||
AKR Corporindo |
2,217,400 | 987 | ||||||
Astra International |
7,124,400 | 4,376 | ||||||
Bank Central Asia |
2,725,200 | 3,135 | ||||||
Bank Negara Indonesia Persero |
6,777,800 | 2,780 |
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
|
|||||||
Bank Rakyat Indonesia Persero |
8,191,895 | $ | 7,099 | |||||
Bumi Serpong Damai |
2,732,735 | 356 | ||||||
Gudang Garam |
524,300 | 2,487 | ||||||
Indofood CBP Sukses Makmur |
561,800 | 358 | ||||||
Matahari Department Store |
1,767,800 | 1,985 | ||||||
Sumber Alfaria Trijaya |
33,071,700 | 1,534 | ||||||
Tambang Batubara Bukit Asam |
1,688,200 | 1,566 | ||||||
Telekomunikasi Indonesia Persero |
15,222,982 | 4,497 | ||||||
United Tractors |
2,289,700 | 3,611 | ||||||
|
|
|||||||
35,769 | ||||||||
|
|
|||||||
Italy 0.0% |
||||||||
Prada (A) |
258,900 | 878 | ||||||
|
|
|||||||
Jordan 0.2% |
||||||||
Hikma Pharmaceuticals (A) |
112,949 | 2,642 | ||||||
|
|
|||||||
Kashmiri 0.1% |
||||||||
Advanced Process Systems *(A) |
54,508 | 1,351 | ||||||
|
|
|||||||
Malaysia 0.6% |
||||||||
AirAsia |
4,435,000 | 2,264 | ||||||
AMMB Holdings |
356,900 | 343 | ||||||
Axiata Group |
531,500 | 559 | ||||||
Berjaya Sports Toto |
233,000 | 154 | ||||||
British American Tobacco Malaysia |
30,351 | 302 | ||||||
CIMB Group Holdings |
1,347,700 | 1,355 | ||||||
Inari Amertron |
2,162,175 | 1,600 | ||||||
MISC BHD |
248,600 | 407 | ||||||
Public Bank |
233,200 | 1,025 | ||||||
Sunway |
351,300 | 237 | ||||||
Tenaga Nasional |
66,100 | 205 | ||||||
UEM Sunrise |
2,512,095 | 588 | ||||||
Westports Holdings |
795,600 | 763 | ||||||
|
|
|||||||
9,802 | ||||||||
|
|
|||||||
Mexico 3.3% |
||||||||
Alpek, Cl A |
86,900 | 104 | ||||||
America Movil, Ser L |
2,064,774 | 1,305 | ||||||
America Movil ADR, Cl L (A) |
164,735 | 2,071 | ||||||
Cemex ADR *(A) |
535,539 | 4,300 | ||||||
Coca-Cola Femsa ADR (A) |
53,284 | 3,386 | ||||||
Fomento Economico Mexicano |
498,000 | 3,814 | ||||||
Fomento Economico Mexicano ADR |
42,438 | 3,234 | ||||||
Gentera |
457,600 | 741 | ||||||
Grupo Aeroportuario del Pacifico, Cl B |
70,900 | 586 | ||||||
Grupo Bimbo, Ser A |
575,770 | 1,310 | ||||||
Grupo Financiero Banorte, Cl O |
1,876,227 | 9,299 | ||||||
Grupo Financiero Santander Mexico ADR (A) |
259,078 | 1,863 | ||||||
Grupo GICSA * |
1,681,700 | 823 | ||||||
Grupo Mexico, Ser B |
1,466,417 | 4,007 | ||||||
Grupo Televisa GDR |
188,703 | 3,942 | ||||||
Industrias Bachoco ADR |
5,760 | 282 | ||||||
Infraestructura Energetica Nova |
533,700 | 2,339 | ||||||
Inmobiliaria Vesta |
1,467,900 | 1,774 |
| ||
SEI Institutional International Trust / Quarterly Report / December 31, 2016 | 3 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
Emerging Markets Equity Fund (Continued)
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
|
|||||||
Kimberly-Clark de Mexico, Cl A |
214,000 | $ | 388 | |||||
Megacable Holdings |
117,700 | 400 | ||||||
Nemak (B) |
239,700 | 216 | ||||||
Unifin Financiera |
564,300 | 1,408 | ||||||
Wal-Mart de Mexico |
1,665,695 | 3,000 | ||||||
|
|
|||||||
50,592 | ||||||||
|
|
|||||||
Netherlands 0.1% |
||||||||
VimpelCom ADR |
450,400 | 1,734 | ||||||
|
|
|||||||
Pakistan 0.3% |
||||||||
Engro Fertilizers |
2,494,500 | 1,625 | ||||||
United Bank |
1,025,400 | 2,347 | ||||||
|
|
|||||||
3,972 | ||||||||
|
|
|||||||
Peru 0.8% |
||||||||
Cia de Minas Buenaventura ADR |
255,187 | 2,878 | ||||||
Credicorp |
55,852 | 8,817 | ||||||
|
|
|||||||
11,695 | ||||||||
|
|
|||||||
Philippines 1.0% |
||||||||
Aboitiz Equity Ventures |
296,380 | 422 | ||||||
Ayala |
165,180 | 2,427 | ||||||
BDO Unibank |
1,058,850 | 2,388 | ||||||
Cebu Air |
201,950 | 378 | ||||||
Globe Telecom |
46,590 | 1,420 | ||||||
Metro Pacific Investments |
1,596,300 | 214 | ||||||
Metropolitan Bank & Trust |
1,588,930 | 2,322 | ||||||
Pilipinas Shell Petroleum * |
1,311,900 | 1,842 | ||||||
Puregold Price Club |
994,118 | 781 | ||||||
SM Investments |
104,520 | 1,379 | ||||||
Universal Robina |
471,400 | 1,552 | ||||||
Vista Land & Lifescapes |
2,371,200 | 237 | ||||||
|
|
|||||||
15,362 | ||||||||
|
|
|||||||
Poland 0.5% |
||||||||
Energa (A) |
213,273 | 465 | ||||||
Eurocash |
62,939 | 593 | ||||||
KGHM Polska Miedz |
22,099 | 490 | ||||||
Orange Polska * |
335,295 | 443 | ||||||
PGE Polska Grupa Energetyczna |
67,701 | 169 | ||||||
Polski Koncern Naftowy Orlen |
162,718 | 3,325 | ||||||
Powszechny Zaklad Ubezpieczen |
211,357 | 1,681 | ||||||
|
|
|||||||
7,166 | ||||||||
|
|
|||||||
Portugal 0.3% |
||||||||
Galp Energia, Cl B |
140,413 | 2,102 | ||||||
Jeronimo Martins |
165,259 | 2,569 | ||||||
|
|
|||||||
4,671 | ||||||||
|
|
|||||||
Qatar 0.0% |
||||||||
Ooredoo QSC |
18,020 | 505 | ||||||
United Development |
64,728 | 367 | ||||||
|
|
|||||||
872 | ||||||||
|
|
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
|
|||||||
Romania 0.0% |
||||||||
Banca Transilvania |
1,467,014 | $ | 812 | |||||
|
|
|||||||
Russia 6.9% |
||||||||
Etalon Group GDR |
56,800 | 181 | ||||||
Gazprom ADR |
2,043,049 | 10,369 | ||||||
LUKOIL PJSC ADR |
315,252 | 17,690 | ||||||
Magnit GDR (A) |
159,823 | 7,056 | ||||||
Mail.Ru Group GDR *(A) |
72,723 | 1,334 | ||||||
MegaFon GDR |
63,445 | 600 | ||||||
MMC Norilsk Nickel PJSC ADR |
185,602 | 3,116 | ||||||
Mobile TeleSystems ADR |
197,857 | 1,803 | ||||||
Novatek PJSC GDR (A) |
35,427 | 4,598 | ||||||
Novolipetsk Steel GDR |
308,608 | 5,740 | ||||||
Ros Agro GDR |
41,447 | 551 | ||||||
Rosneft Oil PJSC GDR (A) |
908,012 | 5,902 | ||||||
Sberbank of Russia ADR |
1,935,600 | 22,414 | ||||||
Severstal GDR |
140,054 | 2,162 | ||||||
Sistema GDR (A) |
113,760 | 1,024 | ||||||
Surgutneftegas ADR |
104,761 | 525 | ||||||
X5 Retail Group GDR * |
451,165 | 14,640 | ||||||
Yandex, Cl A * |
257,579 | 5,185 | ||||||
|
|
|||||||
104,890 | ||||||||
|
|
|||||||
Singapore 0.1% |
||||||||
Golden Agri-Resources |
4,264,398 | 1,269 | ||||||
|
|
|||||||
South Africa 4.8% |
||||||||
African Rainbow Minerals |
117,317 | 845 | ||||||
Alexander Forbes Group Holdings |
2,796,235 | 1,626 | ||||||
AngloGold Ashanti ADR * |
58,100 | 611 | ||||||
Aspen Pharmacare Holdings |
163,631 | 3,393 | ||||||
AVI |
201,249 | 1,345 | ||||||
Barclays Africa Group |
167,633 | 2,068 | ||||||
Bid |
141,785 | 2,542 | ||||||
Bidvest Group |
100,199 | 1,328 | ||||||
Capitec Bank Holdings |
38,444 | 1,954 | ||||||
DataTec |
74,779 | 271 | ||||||
FirstRand |
1,619,552 | 6,297 | ||||||
Foschini Group |
52,192 | 607 | ||||||
Gold Fields |
237,158 | 756 | ||||||
Harmony Gold Mining ADR |
167,141 | 369 | ||||||
JSE |
128,600 | 1,545 | ||||||
Kumba Iron Ore *(A) |
103,757 | 1,206 | ||||||
Liberty Holdings |
163,289 | 1,325 | ||||||
Life Healthcare Group Holdings |
958,181 | 2,284 | ||||||
MMI Holdings |
271,382 | 468 | ||||||
Mondi |
44,732 | 916 | ||||||
MTN Group |
64,322 | 593 | ||||||
Murray & Roberts Holdings |
420,128 | 354 | ||||||
Naspers, Cl N |
75,030 | 11,051 | ||||||
Nedbank Group |
231,120 | 4,025 | ||||||
Petra Diamonds *(A) |
1,519,533 | 2,942 |
| ||
4 | SEI Institutional International Trust / Quarterly Report / December 31, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
Emerging Markets Equity Fund (Continued)
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
|
|||||||
Sappi |
75,101 | $ | 494 | |||||
Sasol |
111,368 | 3,249 | ||||||
Sibanye Gold |
1,175,005 | 2,182 | ||||||
SPAR Group |
46,842 | 680 | ||||||
Standard Bank Group |
495,844 | 5,502 | ||||||
Steinhoff International Holdings |
389,086 | 2,028 | ||||||
Telkom |
393,326 | 2,128 | ||||||
Truworths International |
146,868 | 856 | ||||||
Tsogo Sun Holdings |
331,499 | 669 | ||||||
Vodacom Group |
199,504 | 2,223 | ||||||
Wilson Bayly Holmes-Ovcon |
45,758 | 515 | ||||||
Woolworths Holdings |
241,346 | 1,253 | ||||||
|
|
|||||||
72,500 | ||||||||
|
|
|||||||
South Korea 12.6% |
||||||||
Amorepacific |
3,589 | 955 | ||||||
BGF retail |
46,040 | 3,118 | ||||||
CJ CGV (A) |
26,347 | 1,536 | ||||||
Com2uSCorp (A) |
23,510 | 1,700 | ||||||
Coway (A) |
81,711 | 5,974 | ||||||
DGB Financial Group (A) |
155,002 | 1,253 | ||||||
Dongbu Insurance |
36,038 | 1,865 | ||||||
E-MART |
8,639 | 1,309 | ||||||
Hana Financial Group |
72,607 | 1,876 | ||||||
Hankook Tire |
9,332 | 449 | ||||||
Hanssem |
19,170 | 3,164 | ||||||
Hanwha |
11,960 | 348 | ||||||
Hanwha Chemical |
16,775 | 344 | ||||||
Hanwha Techwin |
28,264 | 1,018 | ||||||
Hyosung |
36,217 | 4,363 | ||||||
Hyundai Development (A) |
134,044 | 4,997 | ||||||
Hyundai Marine & Fire Insurance (A) |
97,150 | 2,536 | ||||||
Hyundai Mobis |
2,429 | 531 | ||||||
Hyundai Motor |
35,592 | 4,303 | ||||||
Kangwon Land (A) |
52,205 | 1,544 | ||||||
KB Financial Group |
11,464 | 407 | ||||||
KB Financial Group ADR |
60,897 | 2,149 | ||||||
KB Insurance |
32,016 | 694 | ||||||
KCC |
8,106 | 2,410 | ||||||
KEPCO Plant Service & Engineering (A) |
23,332 | 1,046 | ||||||
Kia Motors |
44,209 | 1,438 | ||||||
Korea Aerospace Industries (A) |
81,076 | 4,502 | ||||||
Korea Electric Power |
68,834 | 2,511 | ||||||
Korea Gas |
10,513 | 422 | ||||||
KT&G (A) |
41,311 | 3,457 | ||||||
LG |
31,077 | 1,544 | ||||||
LG Chem |
17,130 | 3,712 | ||||||
LG Display |
100,546 | 2,621 | ||||||
LG Uplus |
241,784 | 2,294 | ||||||
Lotte Chemical |
5,161 | 1,581 | ||||||
Lotte Chilsung Beverage (A) |
1,705 | 2,061 | ||||||
Lotte Confectionery (A) |
16,137 | 2,388 |
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
|
|||||||
LS Cable (A) |
18,346 | $ | 901 | |||||
LS Industrial Systems (A) |
3,617 | 119 | ||||||
Mando (A) |
11,404 | 2,214 | ||||||
Meritz Fire & Marine Insurance (A) |
21,334 | 270 | ||||||
NAVER |
9,123 | 5,865 | ||||||
NCSoft (A) |
26,510 | 5,445 | ||||||
Orion (A) |
4,854 | 2,634 | ||||||
Poongsan (A) |
35,048 | 1,176 | ||||||
POSCO |
24,949 | 5,318 | ||||||
Posco Daewoo (A) |
62,786 | 1,404 | ||||||
Samsung Electronics |
32,241 | 48,137 | ||||||
Samsung Life Insurance |
25,835 | 2,405 | ||||||
SFA Engineering (A) |
46,888 | 2,506 | ||||||
Shinhan Financial Group |
72,634 | 2,720 | ||||||
SK Hynix |
392,170 | 14,546 | ||||||
SK Innovation |
13,118 | 1,592 | ||||||
SK Telecom |
8,435 | 1,564 | ||||||
SK Telecom ADR |
345,820 | 7,228 | ||||||
SPC Samlip (A) |
10,522 | 1,478 | ||||||
Tongyang Life Insurance (A) |
93,904 | 988 | ||||||
Vieworks (A) |
28,381 | 1,407 | ||||||
Woori Bank * |
166,570 | 1,758 | ||||||
|
|
|||||||
190,095 | ||||||||
|
|
|||||||
Taiwan 10.5% |
||||||||
Accton Technology |
1,734,700 | 2,740 | ||||||
Advanced Ceramic X |
224,400 | 1,654 | ||||||
Advanced Semiconductor Engineering |
5,443,570 | 5,582 | ||||||
Airtac International Group |
288,681 | 2,302 | ||||||
Asia Cement |
1,855,000 | 1,517 | ||||||
Asustek Computer |
219,000 | 1,801 | ||||||
AU Optronics |
4,264,000 | 1,561 | ||||||
Catcher Technology |
740,040 | 5,144 | ||||||
Cathay Financial Holding |
2,586,000 | 3,868 | ||||||
Chailease Holding |
883,404 | 1,510 | ||||||
Cheng Shin Rubber Industry |
546,000 | 1,030 | ||||||
Chunghwa Telecom |
111,000 | 350 | ||||||
Compal Electronics |
2,423,000 | 1,387 | ||||||
Delta Electronics |
893,100 | 4,420 | ||||||
Eclat Textile |
388,006 | 4,063 | ||||||
Elite Material |
365,400 | 1,020 | ||||||
eMemory Technology |
192,800 | 2,345 | ||||||
Ennoconn |
72,000 | 920 | ||||||
Farglory Land Development |
471,043 | 540 | ||||||
FLEXium Interconnect |
449,000 | 1,181 | ||||||
Formosa Chemicals & Fibre |
390,000 | 1,165 | ||||||
Formosa Plastics |
272,000 | 753 | ||||||
Foxconn Technology |
741,230 | 1,962 | ||||||
Fubon Financial Holding |
2,634,000 | 4,168 | ||||||
Highwealth Construction |
633,100 | 892 | ||||||
Hiwin Technologies |
271,502 | 1,247 | ||||||
Hon Hai Precision Industry |
4,441,303 | 11,603 |
| ||
SEI Institutional International Trust / Quarterly Report / December 31, 2016 | 5 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
Emerging Markets Equity Fund (Continued)
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
| |||||||
Hota Industrial Manufacturing |
1,117,884 | $ | 4,336 | |||||
Hotai Motor |
105,000 | 1,202 | ||||||
Hu Lane Associate |
364,600 | 1,623 | ||||||
Innolux |
1,175,748 | 423 | ||||||
Inventec |
1,980,000 | 1,358 | ||||||
Kingpak Technology |
257,110 | 1,596 | ||||||
Kings Town Bank |
424,000 | 370 | ||||||
Kinsus Interconnect Technology |
324,000 | 716 | ||||||
Largan Precision |
23,446 | 2,757 | ||||||
Lite-On Technology |
1,838,936 | 2,773 | ||||||
MediaTek |
1,027,100 | 6,900 | ||||||
Merida Industry |
225,000 | 1,005 | ||||||
Micro-Star International |
417,000 | 952 | ||||||
Nan Ya Plastics |
201,000 | 444 | ||||||
Nanya Technology |
540,000 | 809 | ||||||
Parade Technologies |
282,600 | 2,788 | ||||||
Pegatron |
872,000 | 2,083 | ||||||
Phison Electronics |
356,000 | 2,822 | ||||||
Powertech Technology |
536,000 | 1,447 | ||||||
Shin Kong Financial Holding * |
1,784,000 | 437 | ||||||
Silicon Motion Technology ADR (A) |
26,540 | 1,128 | ||||||
Simplo Technology |
274,000 | 790 | ||||||
Taiwan Semiconductor Manufacturing |
6,294,217 | 35,446 | ||||||
Taiwan Semiconductor Manufacturing ADR |
356,444 | 10,248 | ||||||
Uni-President Enterprises |
982,000 | 1,627 | ||||||
Vanguard International Semiconductor |
757,000 | 1,320 | ||||||
Wistron |
3,653,771 | 2,829 | ||||||
WPG Holdings |
1,743,000 | 2,055 | ||||||
Yuanta Financial Holding |
1,987,000 | 740 | ||||||
|
|
|||||||
159,749 | ||||||||
|
|
|||||||
Thailand 2.0% |
||||||||
Bangkok Bank NVDR |
53,200 | 237 | ||||||
Bangkok Bank Foreign |
376,600 | 1,698 | ||||||
Bangkok Dusit Medical Services |
2,282,000 | 1,472 | ||||||
Bangkok Dusit Medical Services, Cl F |
242,600 | 157 | ||||||
Bangkok Expressway & Metro |
7,148,200 | 1,487 | ||||||
CP Seven Eleven PCL |
967,300 | 1,688 | ||||||
Delta Electronics Thai |
242,100 | 551 | ||||||
Delta Electronics Thailand |
601,300 | 1,369 | ||||||
Home Product Center |
3,654,100 | 1,041 | ||||||
IRPC |
14,685,600 | 1,845 | ||||||
Krung Thai Bank NVDR (A) |
2,986,900 | 1,476 | ||||||
Land & Houses |
3,796,500 | 1,039 | ||||||
Land and Houses PCL NVDR |
6,527,600 | 1,786 | ||||||
PTT |
237,150 | 2,464 | ||||||
PTT NVDR |
65,100 | 676 | ||||||
PTT Global Chemical |
673,700 | 1,185 | ||||||
Siam Cement |
138,700 | 1,929 | ||||||
Siam Commercial Bank |
336,300 | 1,432 | ||||||
Thai Oil (A) |
1,087,900 | 2,195 | ||||||
Thai Union Group NVDR |
2,262,500 | 1,327 |
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
COMMON STOCK (continued) |
||||||||
Thanachart Capital NVDR (A) |
971,100 | $ | 1,193 | |||||
Tisco Financial Group |
276,600 | 465 | ||||||
Tisco Financial Group NVDR |
564,300 | 950 | ||||||
|
|
|||||||
29,662 | ||||||||
|
|
|||||||
Turkey 1.7% |
||||||||
Akbank |
1,536,028 | 3,415 | ||||||
Anadolu Efes Biracilik Ve Malt Sanayii (A) |
192,588 | 965 | ||||||
Arcelik |
175,848 | 1,060 | ||||||
Aselsan Elektronik Sanayi Ve Ticaret (A) |
952,095 | 3,440 | ||||||
Emlak Konut Gayrimenkul Yatirim Ortakligi |
2,741,436 | 2,330 | ||||||
Eregli Demir ve Celik Fabrikalari |
946,495 | 1,383 | ||||||
Ford Otomotiv Sanayi |
72,684 | 632 | ||||||
KOC Holding |
107,066 | 420 | ||||||
Petkim Petrokimya Holding |
353,499 | 372 | ||||||
TAV Havalimanlari Holding |
109,164 | 435 | ||||||
Tekfen Holding |
151,430 | 278 | ||||||
Tofas Turk Otomobil Fabrikasi |
359,785 | 2,520 | ||||||
Tupras Turkiye Petrol Rafinerileri |
51,745 | 1,041 | ||||||
Turkcell Iletisim Hizmetleri ADR * |
114,135 | 788 | ||||||
Turkiye Garanti Bankasi |
767,191 | 1,662 | ||||||
Turkiye Is Bankasi, Cl C (A) |
1,615,036 | 2,378 | ||||||
Turkiye Sise ve Cam Fabrikalari |
442,368 | 482 | ||||||
Ulker Biskuvi Sanayi |
373,314 | 1,715 | ||||||
|
|
|||||||
25,316 | ||||||||
|
|
|||||||
United Arab Emirates 1.0% |
||||||||
Abu Dhabi Commercial Bank |
859,020 | 1,615 | ||||||
Air Arabia |
674,275 | 244 | ||||||
Aldar Properties |
2,385,344 | 1,709 | ||||||
Dubai Investments |
1,989,470 | 1,290 | ||||||
Dubai Islamic Bank |
1,474,995 | 2,230 | ||||||
Emaar Properties |
3,747,679 | 7,282 | ||||||
First Gulf Bank PJSC |
184,940 | 647 | ||||||
|
|
|||||||
15,017 | ||||||||
|
|
|||||||
United Kingdom 0.6% |
||||||||
Anglo American * |
121,296 | 1,730 | ||||||
Evraz * |
117,798 | 323 | ||||||
Kazakhmys * |
326,506 | 1,441 | ||||||
Petrofac |
32,819 | 352 | ||||||
Tullow Oil * |
1,526,848 | 5,900 | ||||||
|
|
|||||||
9,746 | ||||||||
|
|
|||||||
United States 0.2% |
||||||||
Freeport-McMoRan * |
140,190 | 1,849 | ||||||
Globant * |
36,080 | 1,203 | ||||||
ZTO Express Cayman ADR * |
29,800 | 360 | ||||||
|
|
|||||||
3,412 | ||||||||
|
|
|||||||
Total Common Stock |
|
1,401,461 | ||||||
|
|
| ||
6 | SEI Institutional International Trust / Quarterly Report / December 31, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
Emerging Markets Equity Fund (Continued)
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
PREFERRED STOCK 2.4% |
|
|||||||
Brazil 2.2% |
||||||||
Banco Bradesco * |
289,820 | $ | 2,582 | |||||
Banco do Estado do Rio Grande do Sul * |
210,900 | 669 | ||||||
Braskem |
93,800 | 987 | ||||||
Cia Brasileira de Distribuicao |
58,600 | 986 | ||||||
Cia Brasileira de Distribuicao Grupo Pao de Acucar ADR (A) |
118,000 | 1,953 | ||||||
Cia Energetica de Minas Gerais |
474,300 | 1,123 | ||||||
Cia Paranaense de Energia |
76,800 | 646 | ||||||
Itau Unibanco Holding |
730,896 | 7,601 | ||||||
Itau Unibanco Holding ADR (A) |
575,854 | 5,920 | ||||||
Itausa - Investimentos Itau |
558,084 | 1,420 | ||||||
Petroleo Brasileiro ADR, Cl A * |
377,128 | 3,322 | ||||||
Suzano Papel e Celulose, Cl A |
491,600 | 2,145 | ||||||
Telefonica Brasil |
131,400 | 1,780 | ||||||
Vale ADR, Cl B * |
207,451 | 1,429 | ||||||
|
|
|||||||
32,563 | ||||||||
|
|
|||||||
Colombia 0.1% |
||||||||
Banco Davivienda |
173,743 | 1,736 | ||||||
Bancolombia |
40,841 | 370 | ||||||
|
|
|||||||
2,106 | ||||||||
|
|
|||||||
South Korea 0.1% |
||||||||
Samsung Electronics |
1,301 | 1,546 | ||||||
|
|
|||||||
Total Preferred Stock |
|
36,215 | ||||||
|
|
|||||||
Number of Participation Notes |
||||||||
|
|
|||||||
PARTICIPATION NOTES 2.0% |
|
|||||||
China 0.4% |
||||||||
Hangzhou Hikvi, Expires 08/01/2017 * |
1,325,193 | 4,533 | ||||||
Wuliangye Yibin, Expires 06/29/2020 * |
452,500 | 2,246 | ||||||
|
|
|||||||
6,779 | ||||||||
|
|
|||||||
India 0.7% |
||||||||
Britannia Industries, Expires 05/03/2021 * |
29,680 | 1,260 | ||||||
Mahindra & Mahindra Financial Services, Expires 03/12/2018 * |
780,015 | 3,100 | ||||||
Tata Motors, Expires 06/25/2020 * |
669,173 | 4,645 | ||||||
Zee Entertainment Enterprises, Expires 09/03/2019 * |
194,847 | 1,298 | ||||||
|
|
|||||||
10,303 | ||||||||
|
|
|||||||
Saudi Arabia 0.1% |
||||||||
Al Tayyar Travel Group, Expires 03/05/2018 * |
147,364 | 1,426 | ||||||
|
|
|||||||
Switzerland 0.3% |
||||||||
CITIC Securities, Expires 10/22/2019 * |
676,727 | 1,565 | ||||||
Goertek, Expires 09/14/2021 * |
725,400 | 2,770 | ||||||
|
|
|||||||
4,335 | ||||||||
|
|
|
||||||||
Description | Number of Participation Notes |
Market Value ($ Thousands) |
||||||
|
||||||||
PARTICIPATION NOTES (continued) |
|
|||||||
United Kingdom 0.1% |
|
|||||||
HSBC, Expires 02/06/2017 * |
183,930 | $ | 1,953 | |||||
|
|
|||||||
United States 0.3% |
||||||||
Motherson Sumi Systems, Expires 09/21/2021 * |
719,773 | 3,456 | ||||||
Savola Group, Expires 03/02/2017 * |
84,800 | 902 | ||||||
|
|
|||||||
4,358 | ||||||||
|
|
|||||||
Vietnam 0.1% |
||||||||
Hoa Phat Group, Expires 07/24/2018 * |
506,372 | 950 | ||||||
|
|
|||||||
Total Participation Notes |
|
30,104 | ||||||
|
|
|||||||
Shares | ||||||||
|
|
|||||||
EXCHANGE TRADED FUND 0.6% |
|
|||||||
United States 0.6% |
||||||||
iShares MSCI Emerging Markets ETF |
293,631 | 10,280 | ||||||
|
|
|||||||
Total Exchange Traded Fund |
|
10,280 | ||||||
|
|
|||||||
Number of Rights |
||||||||
|
|
|||||||
RIGHTS 0.0% |
||||||||
Qatar 0.0% |
||||||||
Commercial Bank QSC, Expires 01/25/2017 * |
11,379 | 22 | ||||||
|
|
|||||||
Total Rights |
|
22 | ||||||
|
|
|||||||
Face Amount (Thousands) |
||||||||
|
|
|||||||
DEBENTURE BOND 0.0% |
|
|||||||
Brazil 0.0% |
||||||||
Vale, Ser 1997 |
||||||||
0.000%, 09/30/2049 (C) |
BRL | 8 | | |||||
|
|
|||||||
Total Debenture Bond |
|
| ||||||
|
|
|||||||
Shares | ||||||||
|
|
|||||||
AFFILIATED PARTNERSHIP 9.0% |
|
|||||||
SEI Liquidity Fund, L.P. |
||||||||
0.660% **(D) |
136,043,691 | 136,046 | ||||||
|
|
|||||||
Total Affiliated Partnership |
|
136,046 | ||||||
|
|
| ||
SEI Institutional International Trust / Quarterly Report / December 31, 2016 | 7 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
Emerging Markets Equity Fund (Concluded)
|
||||||||
Description | Shares | Market Value ($ Thousands) |
||||||
|
||||||||
CASH EQUIVALENT 0.7% |
||||||||
SEI Daily Income Trust, Government Fund, Cl A |
||||||||
0.320%** |
10,019,997 | $ | 10,020 | |||||
|
|
|||||||
Total Cash Equivalent (Cost $10,020) ($ Thousands) |
10,020 | |||||||
|
|
|||||||
Total Investments 107.3% |
|
$ | 1,624,148 | |||||
|
|
Percentages are based on Net Assets of $1,513,051 ($ Thousands). |
* | Non-income producing security. |
** | Rate shown is the 7-day effective yield as of December 31, 2016. |
| Investment in Affiliated Security. |
| Real Estate Investment Trust. |
(A) | This security or a partial position of this security is on loan at December 31, 2016. The total market value of securities on loan at December 31, 2016 was $130,394 ($ Thousands). |
(B) | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On December 31, 2016, the value of these securities amounted to $22,265 ($ Thousands), representing 1.5% of the net assets of the Fund. |
(C) | Variable Rate Security The rate reported on the Schedule of Investments is the rate in effect as of December 31, 2016. |
(D) | This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2016 was $136,046 ($ Thousands). |
@ At December 31, 2016, the tax basis cost of the Funds investments was $1,663,324 ($ Thousands), and the unrealized appreciation and depreciation were $125,686 ($ Thousands) and $(164,862) ($ 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
PJSC Public Joint Stock Company
Ser Series
The following is a summary of the transactions with affiliates for the period ended December 31, 2016 ($ Thousands):
Security Description | Value 9/30/2016 |
Purchases at Cost |
Proceeds from Sales |
Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation) |
Value 12/31/2016 |
Dividend Income | |||||||
SEI Liquidity Fund, L.P. |
$ 245,981 | $ 95,650 | $ (205,586) | $ (1) | $ 2 | $ 136,046 | $ 284 | |||||||
SEI Daily Income Trust, Government Fund, Class A |
6,665 | 28,252 | (24,897) | | | 10,020 | 5 | |||||||
|
|
|
|
|
|
| ||||||||
Totals |
$ 252,646 | $ 123,902 | $ (230,483) | $ (1) | $ 2 | $ 146,066 | $ 289 | |||||||
|
|
|
|
|
|
|
The following is a list of the level of inputs used as of December 31, 2016, in valuing the Funds investments carried at value ($ Thousands):
Investments in
|
Level 1
|
Level 2
|
Level 3
|
Total
|
||||||||||||
Common Stock |
$ | 1,401,461 | $ | | $ | | $ | 1,401,461 | ||||||||
Preferred Stock |
36,215 | | | 36,215 | ||||||||||||
Participation Notes |
| 30,104 | | 30,104 | ||||||||||||
Exchange Traded Fund |
10,280 | | | 10,280 | ||||||||||||
Right |
22 | | | 22 | ||||||||||||
Affiliated Partnership |
| 136,046 | | 136,046 | ||||||||||||
Cash Equivalent |
10,020 | | | 10,020 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments in Securities |
$ | 1,457,998 | $ | 166,150 | $ | | $ | 1,624,148 | ||||||||
|
|
|
|
|
|
|
|
For the period ended December 31, 2016, there were transfers between Level 1 and Level 2 assets and liabilities. The primary reason for changes in the classifications between Levels 1 and 2 occurs when foreign equity securities are fair valued using other observable market-based inputs in place of the closing exchange price due to events occurring after the close of the exchange or market on which the investment is principally traded.
For the period ended December 31, 2016, there were no transfers between Level 2 and Level 3 assets and liabilities.
For the period ended December 31, 2016, there were no transfers into Level 3 assets and liabilities.
Amounts designated as are $0 or have been rounded to $0.
For information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial statements.
| ||
8 | SEI Institutional International Trust / Quarterly Report / December 31, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
International Fixed Income Fund
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS 92.9% |
||||||||||
Angola 0.1% |
||||||||||
Republic of Angola Via Northern Lights III |
||||||||||
7.000%, 08/16/2019 |
$ | 289 | $ | 292 | ||||||
|
|
|||||||||
Argentina 0.1% |
||||||||||
Argentine Republic Government International Bond |
||||||||||
6.875%, 04/22/2021 (A) |
245 | 261 | ||||||||
Provincia de Buenos Aires |
||||||||||
5.750%, 06/15/2019 (A) |
179 | 188 | ||||||||
Provincia de Cordoba |
||||||||||
7.125%, 06/10/2021 (A) |
280 | 288 | ||||||||
|
|
|||||||||
737 | ||||||||||
|
|
|||||||||
Australia 2.5% |
||||||||||
Australia & New Zealand Banking Group MTN |
||||||||||
3.625%, 07/18/2022 |
EUR | 300 | 375 | |||||||
Commonwealth Bank of Australia MTN |
||||||||||
1.375%, 01/22/2019 |
560 | 609 | ||||||||
Government of Australia |
||||||||||
4.500%, 04/15/2020 |
AUD | 270 | 211 | |||||||
4.500%, 04/21/2033 |
285 | 239 | ||||||||
4.250%, 04/21/2026 |
3,900 | 3,179 | ||||||||
3.750%, 04/21/2037 |
1,388 | 1,042 | ||||||||
2.750%, 04/21/2024 |
1,785 | 1,308 | ||||||||
Government of Australia, Ser 122 |
||||||||||
5.250%, 03/15/2019 |
2,000 | 1,552 | ||||||||
Government of Australia, Ser 124 |
||||||||||
5.750%, 05/15/2021 |
2,350 | 1,954 | ||||||||
National Australia Bank MTN |
||||||||||
2.625%, 01/13/2017 |
EUR | 370 | 390 | |||||||
Queensland Treasury, Ser 17 |
||||||||||
6.000%, 09/14/2017 |
AUD | 780 | 581 | |||||||
Westpac Banking MTN |
||||||||||
1.500%, 03/24/2021 |
EUR | 220 | 246 | |||||||
1.375%, 04/17/2020 |
230 | 254 | ||||||||
|
|
|||||||||
11,940 | ||||||||||
|
|
|||||||||
Austria 0.4% |
||||||||||
Republic of Austria |
||||||||||
4.150%, 03/15/2037 (A) |
115 | 191 | ||||||||
3.650%, 04/20/2022 (A) |
290 | 370 | ||||||||
3.150%, 06/20/2044 (A) |
150 | 231 | ||||||||
1.950%, 06/18/2019 (A) |
280 | 314 | ||||||||
1.150%, 10/19/2018 (A) |
300 | 327 | ||||||||
0.750%, 10/20/2026 (A) |
317 | 344 | ||||||||
|
|
|||||||||
1,777 | ||||||||||
|
|
|||||||||
Belgium 1.6% |
||||||||||
Anheuser-Busch InBev MTN |
||||||||||
2.750%, 03/17/2036 |
95 | 110 | ||||||||
2.000%, 03/17/2028 |
435 | 485 | ||||||||
1.500%, 03/17/2025 |
55 | 60 | ||||||||
0.875%, 03/17/2022 |
560 | 606 |
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
||||||||||
KBC Group MTN |
||||||||||
2.375%, 11/25/2024 (B) |
EUR | 2,000 | $ | 2,188 | ||||||
Kingdom of Belgium |
||||||||||
3.750%, 06/22/2045 |
393 | 632 | ||||||||
3.000%, 06/22/2034 (A) |
350 | 481 | ||||||||
1.000%, 06/22/2031 (A) |
710 | 749 | ||||||||
0.800%, 06/22/2025 (A) |
715 | 781 | ||||||||
Kingdom of Belgium, Ser 44 |
||||||||||
5.000%, 03/28/2035 (A) |
244 | 425 | ||||||||
Kingdom of Belgium, Ser 58 |
||||||||||
3.750%, 09/28/2020 (A) |
496 | 608 | ||||||||
Kingdom of Belgium, Ser 69 |
||||||||||
1.250%, 06/22/2018 |
545 | 591 | ||||||||
|
|
|||||||||
7,716 | ||||||||||
|
|
|||||||||
Brazil 1.1% |
||||||||||
Brazil Notas do Tesouro Nacional, Serie F |
||||||||||
10.000%, 01/01/2025 |
BRL | 7,850 | 2,238 | |||||||
10.000%, 01/01/2027 |
9,001 | 2,548 | ||||||||
Embraer Overseas |
||||||||||
5.696%, 09/16/2023 |
$ | 40 | 42 | |||||||
Minerva Luxembourg |
||||||||||
6.500%, 09/20/2026 (A) |
290 | 279 | ||||||||
Petrobras Global Finance |
||||||||||
8.375%, 05/23/2021 |
185 | 199 | ||||||||
|
|
|||||||||
5,306 | ||||||||||
|
|
|||||||||
Canada 4.9% |
||||||||||
Bank of Nova Scotia MTN |
||||||||||
0.750%, 09/17/2021 |
EUR | 570 | 619 | |||||||
Bell Canada MTN |
||||||||||
4.700%, 09/11/2023 |
CAD | 80 | 66 | |||||||
3.250%, 06/17/2020 |
95 | 74 | ||||||||
Bell Canada |
||||||||||
3.350%, 06/18/2019 |
29 | 23 | ||||||||
Canada Housing Trust No. 1 |
||||||||||
3.800%, 06/15/2021 (A) |
2,465 | 2,023 | ||||||||
CDP Financial |
||||||||||
4.400%, 11/25/2019 (A) |
$ | 850 | 907 | |||||||
Cenovus Energy |
||||||||||
5.700%, 10/15/2019 |
89 | 95 | ||||||||
3.000%, 08/15/2022 |
22 | 21 | ||||||||
Government of Canada |
||||||||||
5.750%, 06/01/2033 |
CAD | 1,780 | 1,975 | |||||||
4.000%, 06/01/2041 |
1,092 | 1,064 | ||||||||
3.500%, 12/01/2045 |
1,450 | 1,344 | ||||||||
1.750%, 09/01/2019 |
505 | 386 | ||||||||
1.500%, 06/01/2026 |
1,605 | 1,174 | ||||||||
0.750%, 03/01/2021 |
3,895 | 2,866 | ||||||||
0.750%, 09/01/2021 |
2,910 | 2,134 | ||||||||
Muskrat Falls |
||||||||||
3.630%, 06/01/2029 (A) |
340 | 277 |
| ||
SEI Institutional International Trust / Quarterly Report / December 31, 2016 | 1 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
International Fixed Income Fund (Continued)
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
||||||||||
NOVA Chemicals |
||||||||||
5.250%, 08/01/2023 (A) |
$ | 150 | $ | 152 | ||||||
Province of British Columbia |
||||||||||
3.250%, 12/18/2021 |
CAD | 1,150 | 922 | |||||||
2.250%, 03/01/2019 |
575 | 440 | ||||||||
Province of Manitoba Canada |
||||||||||
3.850%, 12/01/2021 |
710 | 581 | ||||||||
Province of Ontario Canada |
||||||||||
3.500%, 06/02/2024 |
1,200 | 972 | ||||||||
3.450%, 06/02/2045 |
355 | 275 | ||||||||
2.600%, 06/02/2025 |
1,614 | 1,224 | ||||||||
2.400%, 06/02/2026 |
585 | 433 | ||||||||
Province of Quebec Canada |
||||||||||
3.500%, 12/01/2045 |
420 | 327 | ||||||||
3.000%, 09/01/2023 |
850 | 670 | ||||||||
2.750%, 09/01/2025 |
2,175 | 1,665 | ||||||||
2.500%, 04/20/2026 |
$ | 70 | 67 | |||||||
Rogers Communications |
||||||||||
4.000%, 06/06/2022 |
CAD | 165 | 133 | |||||||
Royal Bank of Canada |
||||||||||
1.625%, 08/04/2020 |
EUR | 290 | 324 | |||||||
Yamana Gold |
||||||||||
4.950%, 07/15/2024 |
$ | 286 | 280 | |||||||
|
|
|||||||||
23,513 | ||||||||||
|
|
|||||||||
China 0.1% |
||||||||||
Sinopec Group Overseas Development |
||||||||||
2.625%, 10/17/2020 |
EUR | 240 | 272 | |||||||
Tencent Holdings MTN |
||||||||||
3.375%, 05/02/2019 (A) |
390 | 399 | ||||||||
|
|
|||||||||
671 | ||||||||||
|
|
|||||||||
Colombia 0.2% |
||||||||||
Colombian TES |
||||||||||
7.000%, 05/04/2022 |
COP | 2,678,900 | 905 | |||||||
Ecopetrol |
||||||||||
7.375%, 09/18/2043 |
$ | 121 | 123 | |||||||
5.875%, 05/28/2045 |
109 | 94 | ||||||||
|
|
|||||||||
1,122 | ||||||||||
|
|
|||||||||
Croatia 0.1% |
||||||||||
Croatia Government International Bond |
||||||||||
3.875%, 05/30/2022 |
EUR | 240 | 272 | |||||||
|
|
|||||||||
Czech Republic 0.1% |
||||||||||
Government of Czech Republic |
||||||||||
4.700%, 09/12/2022 |
CZK | 4,150 | 207 | |||||||
Government of Czech Republic, Ser 51 |
||||||||||
4.000%, 04/11/2017 |
8,050 | 318 | ||||||||
|
|
|||||||||
525 | ||||||||||
|
|
|||||||||
Denmark 0.4% |
||||||||||
Danske Bank |
||||||||||
3.875%, 10/04/2023 (B) |
EUR | 375 | 419 |
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
|
|||||||||
3.500%, 04/16/2018 |
EUR | 155 | $ | 171 | ||||||
2.000%, 09/08/2021 (A) |
$ | 360 | 350 | |||||||
Danske Bank MTN |
||||||||||
5.375%, 09/29/2021 (B) |
GBP | 170 | 220 | |||||||
Kingdom of Denmark |
||||||||||
4.500%, 11/15/2039 |
DKK | 1,300 | 318 | |||||||
4.000%, 11/15/2017 |
1,600 | 236 | ||||||||
1.500%, 11/15/2023 |
1,875 | 293 | ||||||||
|
|
|||||||||
2,007 | ||||||||||
|
|
|||||||||
Finland 0.1% |
||||||||||
Government of Finland |
||||||||||
2.625%, 07/04/2042 (A) |
EUR | 55 | 79 | |||||||
1.500%, 04/15/2023 (A) |
340 | 396 | ||||||||
|
|
|||||||||
475 | ||||||||||
|
|
|||||||||
France 6.2% |
||||||||||
Air Liquide Finance |
||||||||||
2.250%, 09/27/2023 (A) |
$ | 370 | 355 | |||||||
BNP Paribas MTN |
||||||||||
2.250%, 01/11/2027 |
EUR | 355 | 364 | |||||||
BNP Paribas |
||||||||||
5.019%, 12/31/2049 (B) |
250 | 266 | ||||||||
BPCE |
||||||||||
5.250%, 04/16/2029 |
GBP | 100 | 138 | |||||||
1.750%, 11/29/2019 |
EUR | 600 | 668 | |||||||
Caisse Centrale du Credit Immobilier de France MTN |
||||||||||
1.125%, 04/22/2019 |
100 | 109 | ||||||||
Caisse de Refinancement de lHabitat |
||||||||||
3.500%, 04/25/2017 |
350 | 373 | ||||||||
Caisse Francaise de Financement Local MTN |
||||||||||
4.875%, 07/03/2017 |
220 | 238 | ||||||||
3.625%, 02/26/2018 |
63 | 69 | ||||||||
Casino Guichard Perrachon MTN |
||||||||||
4.407%, 08/06/2019 |
700 | 809 | ||||||||
Credit Agricole |
||||||||||
6.637%, 05/29/2049 (B) |
$ | 515 | 484 | |||||||
Credit Agricole Home Loan |
||||||||||
3.250%, 03/23/2017 |
EUR | 100 | 106 | |||||||
Danone MTN |
||||||||||
0.709%, 11/03/2024 |
300 | 312 | ||||||||
Dexia Credit Local MTN |
||||||||||
2.000%, 01/22/2021 |
200 | 227 | ||||||||
1.625%, 10/29/2018 |
565 | 615 | ||||||||
1.375%, 09/18/2019 |
500 | 549 | ||||||||
0.625%, 01/21/2022 |
1,550 | 1,670 | ||||||||
Electricite de France MTN |
||||||||||
1.875%, 10/13/2036 |
800 | 763 | ||||||||
Electricite de France |
||||||||||
6.500%, 01/26/2019 (A) |
$ | 250 | 272 | |||||||
Elis |
||||||||||
3.000%, 04/30/2022 |
250 | 272 |
| ||
2 | SEI Institutional International Trust / Quarterly Report / December 31, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
International Fixed Income Fund (Continued)
|
||||||||||
Description |
Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
|
|||||||||
Europcar Groupe |
||||||||||
5.750%, 06/15/2022 |
EUR | 145 | $ | 161 | ||||||
France Government Bond OAT |
||||||||||
0.500%, 05/25/2025 |
665 | 708 | ||||||||
0.500%, 05/25/2026 |
2,890 | 3,018 | ||||||||
0.250%, 11/25/2020 |
450 | 487 | ||||||||
0.000%, 05/25/2020 |
1,590 | 1,705 | ||||||||
0.000%, 05/25/2021 |
1,550 | 1,657 | ||||||||
French Republic Government Bond OAT |
||||||||||
1.750%, 05/25/2066 (A) |
870 | 892 | ||||||||
0.000%, 05/25/2022 |
2,400 | 2,549 | ||||||||
Government of France |
||||||||||
4.500%, 04/25/2041 |
220 | 375 | ||||||||
4.000%, 10/25/2038 |
505 | 798 | ||||||||
3.250%, 05/25/2045 |
1,315 | 1,909 | ||||||||
2.500%, 05/25/2030 |
1,975 | 2,486 | ||||||||
1.750%, 05/25/2023 |
1,350 | 1,580 | ||||||||
Loxam SAS |
||||||||||
7.000%, 07/23/2022 |
150 | 169 | ||||||||
RCI Banque MTN |
||||||||||
1.250%, 06/08/2022 |
200 | 216 | ||||||||
Rexel |
||||||||||
3.250%, 06/15/2022 |
240 | 264 | ||||||||
Societe Generale |
||||||||||
5.922%, 04/05/2017 (A)(B) |
$ | 180 | 179 | |||||||
Synlab Bondco |
||||||||||
6.250%, 07/01/2022 (A) |
EUR | 160 | 184 | |||||||
TOTAL MTN |
||||||||||
2.625%, 12/29/2049 (B) |
200 | 198 | ||||||||
Valeo MTN |
||||||||||
1.625%, 03/18/2026 |
100 | 109 | ||||||||
Wendel |
||||||||||
1.000%, 04/20/2023 |
600 | 621 | ||||||||
1.000%, 04/20/2023 |
900 | 929 | ||||||||
|
|
|||||||||
29,853 | ||||||||||
|
|
|||||||||
Germany 6.3% |
||||||||||
Allianz |
||||||||||
5.625%, 10/17/2042 (B) |
200 | 249 | ||||||||
Allianz Finance II MTN |
||||||||||
5.750%, 07/08/2041 (B) |
700 | 858 | ||||||||
Bundesobligation |
||||||||||
0.250%, 10/11/2019 |
540 | 586 | ||||||||
0.000%, 04/09/2021 |
4,545 | 4,920 | ||||||||
Bundesrepublik Deutschland |
||||||||||
6.250%, 01/04/2030 |
770 | 1,416 | ||||||||
4.000%, 01/04/2037 |
375 | 639 | ||||||||
2.500%, 07/04/2044 |
3,000 | 4,400 | ||||||||
2.500%, 08/15/2046 |
1,099 | 1,631 | ||||||||
1.000%, 08/15/2025 |
3,135 | 3,588 | ||||||||
0.000%, 08/15/2026 |
4,124 | 4,269 |
|
||||||||||
Description |
Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
|
|||||||||
Bundesrepublik Deutschland, Ser 00 |
||||||||||
5.500%, 01/04/2031 |
EUR | 470 | $ | 835 | ||||||
Bundesrepublik Deutschland, Ser 03 |
||||||||||
4.750%, 07/04/2034 |
280 | 499 | ||||||||
Bundesrepublik Deutschland, Ser 07 |
||||||||||
4.250%, 07/04/2039 |
415 | 752 | ||||||||
Bundesrepublik Deutschland, Ser 08 |
||||||||||
3.750%, 01/04/2019 |
1,730 | 1,993 | ||||||||
E.ON International Finance MTN |
||||||||||
6.000%, 10/30/2019 |
GBP | 300 | 422 | |||||||
Grand City Properties |
||||||||||
1.500%, 04/17/2025 |
EUR | 1,200 | 1,237 | |||||||
Kreditanstalt fuer Wiederaufbau MTN |
||||||||||
2.800%, 02/17/2021 |
AUD | 1,230 | 890 | |||||||
Kreditanstalt fuer Wiederaufbau |
||||||||||
3.375%, 08/30/2017 |
CHF | 370 | 374 | |||||||
RWE Finance, Ser E MTN |
||||||||||
6.250%, 06/03/2030 |
GBP | 125 | 209 | |||||||
Volkswagen Financial Services MTN |
||||||||||
1.750%, 08/21/2017 |
230 | 285 | ||||||||
|
|
|||||||||
30,052 | ||||||||||
|
|
|||||||||
Guernsey 0.0% |
||||||||||
Credit Suisse Group Funding Guernsey MTN |
||||||||||
1.250%, 04/14/2022 |
EUR | 245 | 259 | |||||||
|
|
|||||||||
Indonesia 0.2% |
||||||||||
Indonesia Government International Bond MTN |
||||||||||
2.875%, 07/08/2021 |
730 | 803 | ||||||||
|
|
|||||||||
Ireland 1.1% |
||||||||||
AIB Mortgage Bank MTN |
||||||||||
0.625%, 07/27/2020 |
305 | 328 | ||||||||
Allied Irish Banks MTN |
||||||||||
4.125%, 11/26/2025 (B) |
177 | 189 | ||||||||
Ardagh Packaging Finance |
||||||||||
4.125%, 05/15/2023 (A) |
245 | 270 | ||||||||
Bank of Ireland MTN |
||||||||||
4.250%, 06/11/2024 (B) |
220 | 238 | ||||||||
Bank of Ireland Mortgage Bank |
||||||||||
1.750%, 03/19/2019 |
450 | 493 | ||||||||
0.500%, 01/20/2020 |
305 | 327 | ||||||||
Ireland Government Bond |
||||||||||
4.500%, 10/18/2018 |
345 | 397 | ||||||||
4.500%, 04/18/2020 |
300 | 368 | ||||||||
3.400%, 03/18/2024 |
185 | 237 | ||||||||
1.000%, 05/15/2026 |
2,000 | 2,155 | ||||||||
0.800%, 03/15/2022 |
300 | 332 | ||||||||
|
|
|||||||||
5,334 | ||||||||||
|
|
|||||||||
Israel 0.1% |
||||||||||
Israel Government Bond |
||||||||||
4.250%, 03/31/2023 |
ILS | 1,241 | 386 | |||||||
|
|
| ||
SEI Institutional International Trust / Quarterly Report / December 31, 2016 | 3 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
International Fixed Income Fund (Continued)
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
| |||||||||
Italy 7.8% |
||||||||||
Assicurazioni Generali MTN |
||||||||||
7.750%, 12/12/2042 (B) |
EUR |
300 | $ | 377 | ||||||
Buoni Poliennali Del Tesoro |
||||||||||
4.000%, 02/01/2037 |
555 | 720 | ||||||||
FCA Capital Ireland MTN |
||||||||||
2.875%, 01/26/2018 |
210 | 228 | ||||||||
2.625%, 04/17/2019 |
350 | 387 | ||||||||
Intesa Sanpaolo MTN |
||||||||||
5.017%, 06/26/2024 (A) |
$ |
200 | 185 | |||||||
1.125%, 03/04/2022 |
EUR |
1,950 | 2,063 | |||||||
Italy Buoni Poliennali Del Tesoro |
||||||||||
5.500%, 11/01/2022 |
3,255 | 4,312 | ||||||||
5.000%, 08/01/2034 |
335 | 483 | ||||||||
5.000%, 09/01/2040 |
1,000 | 1,458 | ||||||||
4.750%, 09/01/2044 (A) |
350 | 499 | ||||||||
4.000%, 09/01/2020 |
2,355 | 2,825 | ||||||||
3.750%, 05/01/2021 |
561 | 674 | ||||||||
3.750%, 09/01/2024 |
1,265 | 1,558 | ||||||||
3.500%, 03/01/2030 (A) |
1,290 | 1,574 | ||||||||
3.250%, 09/01/2046 (A) |
105 | 118 | ||||||||
2.700%, 03/01/2047 (A) |
1,407 | 1,424 | ||||||||
2.500%, 12/01/2024 |
625 | 710 | ||||||||
2.000%, 12/01/2025 |
1,975 | 2,138 | ||||||||
1.600%, 06/01/2026 |
305 | 318 | ||||||||
1.350%, 04/15/2022 |
4,347 | 4,711 | ||||||||
1.250%, 12/01/2026 |
3,255 | 3,258 | ||||||||
0.750%, 01/15/2018 |
720 | 767 | ||||||||
0.450%, 06/01/2021 |
1,026 | 1,081 | ||||||||
0.300%, 10/15/2018 |
700 | 744 | ||||||||
0.250%, 05/15/2018 |
2,750 | 2,917 | ||||||||
LKQ Italia Bondco |
||||||||||
3.875%, 04/01/2024 |
109 | 122 | ||||||||
UniCredit MTN |
||||||||||
6.950%, 10/31/2022 |
231 | 280 | ||||||||
2.000%, 03/04/2023 |
1,000 | 1,084 | ||||||||
Wind Acquisition Finance |
||||||||||
4.750%, 07/15/2020 (A) |
$ |
200 | 202 | |||||||
|
|
|||||||||
37,217 | ||||||||||
|
|
|||||||||
Japan 23.4% |
||||||||||
Government of Japan 10 Year Bond |
||||||||||
0.900%, 06/20/2022 |
JPY |
782,200 | 7,069 | |||||||
0.800%, 09/20/2023 |
506,750 | 4,598 | ||||||||
0.300%, 12/20/2024 |
281,100 | 2,471 | ||||||||
0.100%, 06/20/2026 |
714,900 | 6,173 | ||||||||
Government of Japan 10 Year Bond, Ser 314 |
||||||||||
1.100%, 03/20/2021 |
157,700 | 1,421 | ||||||||
Government of Japan 20 Year Bond |
||||||||||
1.700%, 06/20/2033 |
531,800 | 5,522 | ||||||||
1.400%, 09/20/2034 |
558,000 | 5,554 | ||||||||
1.000%, 12/20/2035 |
50,000 | 465 |
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
| |||||||||
0.500%, 09/20/2036 |
JPY |
520,050 | $ | 4,396 | ||||||
0.200%, 06/20/2036 |
130,000 | 1,040 | ||||||||
Government of Japan 20 Year Bond, Ser 106 |
||||||||||
2.200%, 09/20/2028 |
46,600 | 496 | ||||||||
Government of Japan 20 Year Bond, Ser 112 |
||||||||||
2.100%, 06/20/2029 |
100,700 | 1,070 | ||||||||
Government of Japan 20 Year Bond, Ser 128 |
||||||||||
1.900%, 06/20/2031 |
55,000 | 582 | ||||||||
Government of Japan 20 Year Bond, Ser 140 |
||||||||||
1.700%, 09/20/2032 |
877,850 | 9,110 | ||||||||
Government of Japan 20 Year Bond, Ser 143 |
||||||||||
1.600%, 03/20/2033 |
298,400 | 3,058 | ||||||||
Government of Japan 20 Year Bond, Ser 144 |
||||||||||
1.500%, 03/20/2033 |
146,650 | 1,482 | ||||||||
Government of Japan 20 Year Bond, Ser 55 |
||||||||||
2.000%, 03/21/2022 |
305,050 | 2,900 | ||||||||
Government of Japan 20 Year Bond, Ser 99 |
||||||||||
2.100%, 12/20/2027 |
397,600 | 4,157 | ||||||||
Government of Japan 30 Year Bond |
||||||||||
0.300%, 06/20/2046 |
96,100 | 736 | ||||||||
Government of Japan 30 Year Bond, Ser 29 |
||||||||||
2.400%, 09/20/2038 |
108,450 | 1,265 | ||||||||
Government of Japan 30 Year Bond, Ser 30 |
||||||||||
2.300%, 03/20/2039 |
295,900 | 3,411 | ||||||||
Government of Japan 30 Year Bond, Ser 33 |
||||||||||
2.000%, 09/20/2040 |
127,000 | 1,412 | ||||||||
Government of Japan 30 Year Bond, Ser 34 |
||||||||||
2.200%, 03/20/2041 |
55,700 | 643 | ||||||||
Government of Japan 30 Year Bond, Ser 36 |
||||||||||
2.000%, 03/20/2042 |
94,450 | 1,061 | ||||||||
Government of Japan 30 Year Bond, Ser 38 |
||||||||||
1.800%, 03/20/2043 |
377,400 | 4,111 | ||||||||
Government of Japan 40 Year Bond |
||||||||||
0.400%, 03/20/2056 |
210,000 | 1,565 | ||||||||
Government of Japan 40 Year Bond, Ser 6 |
||||||||||
1.900%, 03/20/2053 |
54,350 | 632 | ||||||||
Government of Japan 5 Year Bond |
||||||||||
0.300%, 09/20/2018 |
403,800 | 3,492 | ||||||||
0.200%, 06/20/2019 |
514,950 | 4,456 | ||||||||
0.100%, 12/20/2019 |
386,400 | 3,337 | ||||||||
0.100%, 03/20/2020 |
470,550 | 4,065 | ||||||||
Japan Treasury Discount Bill(C) |
||||||||||
0.000%, 02/13/2017 |
600,000 | 5,146 | ||||||||
0.000%, 02/20/2017 |
100,000 | 858 | ||||||||
0.000%, 02/27/2017 |
250,000 | 2,144 | ||||||||
0.000%, 03/06/2017 |
210,000 | 1,801 | ||||||||
0.000%, 03/27/2017 |
110,000 | 944 | ||||||||
Japanese Government CPI Linked Bond |
||||||||||
0.100%, 03/10/2024 |
282,072 | 2,545 | ||||||||
0.100%, 03/10/2025 |
51,844 | 473 |
| ||
4 | SEI Institutional International Trust / Quarterly Report / December 31, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
International Fixed Income Fund (Continued)
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
||||||||||
0.100%, 03/10/2026 |
JPY | 737,335 | $ | 6,742 | ||||||
|
|
|||||||||
112,403 | ||||||||||
|
|
|||||||||
Kazakhstan 0.1% |
||||||||||
Tengizchevroil Finance International |
||||||||||
4.000%, 08/15/2026 (A) |
$ | 385 | 361 | |||||||
|
|
|||||||||
Luxembourg 0.1% |
||||||||||
Altice Financing MTN |
||||||||||
5.250%, 02/15/2023 |
EUR | 235 | 263 | |||||||
Holcim Finance Luxembourg MTN |
||||||||||
1.375%, 05/26/2023 |
110 | 118 | ||||||||
|
|
|||||||||
381 | ||||||||||
|
|
|||||||||
Mexico 1.3% |
||||||||||
Mexican Bonos |
||||||||||
8.000%, 06/11/2020 |
MXN | 58,346 | 2,915 | |||||||
7.750%, 11/13/2042 |
11,690 | 559 | ||||||||
Mexican Bonos, Ser M |
||||||||||
6.500%, 06/10/2021 |
5,356 | 253 | ||||||||
Mexican Bonos, Ser M20 |
||||||||||
10.000%, 12/05/2024 |
19,807 | 1,113 | ||||||||
Mexican Bonos, Ser M30 |
||||||||||
10.000%, 11/20/2036 |
1,235 | 73 | ||||||||
Petroleos Mexicanos MTN |
||||||||||
5.125%, 03/15/2023 |
EUR | 425 | 484 | |||||||
4.625%, 09/21/2023 (A) |
$ | 148 | 144 | |||||||
1.875%, 04/21/2022 |
EUR | 380 | 385 | |||||||
United Mexican States MTN |
||||||||||
1.625%, 03/06/2024 |
416 | 429 | ||||||||
|
|
|||||||||
6,355 | ||||||||||
|
|
|||||||||
Morocco 0.1% |
||||||||||
Kingdom of Morocco |
||||||||||
4.500%, 10/05/2020 |
370 | 432 | ||||||||
|
|
|||||||||
Netherlands 3.4% |
||||||||||
ABN AMRO Bank MTN |
||||||||||
7.125%, 07/06/2022 |
376 | 506 | ||||||||
2.875%, 06/30/2025 (B) |
1,000 | 1,110 | ||||||||
2.875%, 01/18/2028 (B) |
200 | 222 | ||||||||
Achmea MTN |
||||||||||
6.000%, 04/04/2043 (B) |
210 | 240 | ||||||||
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA |
||||||||||
6.875%, 03/19/2020 |
1,400 | 1,737 | ||||||||
2.500%, 05/26/2026 (B) |
1,055 | 1,155 | ||||||||
ING Bank MTN |
||||||||||
6.875%, 05/29/2023 (B) |
GBP | 337 | 445 | |||||||
3.500%, 11/21/2023 (B) |
EUR | 375 | 416 | |||||||
3.375%, 03/23/2017 |
125 | 133 | ||||||||
Kingdom of Netherlands |
||||||||||
5.500%, 01/15/2028 |
295 | 481 | ||||||||
4.000%, 01/15/2037 (A) |
300 | 506 |
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
||||||||||
3.750%, 01/15/2042 (A) |
EUR | 60 | $ | 104 | ||||||
2.750%, 01/15/2047 (A) |
50 | 77 | ||||||||
2.000%, 07/15/2024 (A) |
625 | 756 | ||||||||
1.250%, 01/15/2019 (A) |
485 | 532 | ||||||||
0.250%, 01/15/2020 |
340 | 369 | ||||||||
0.250%, 07/15/2025 (A) |
1,170 | 1,240 | ||||||||
0.250%, 07/15/2025 (A) |
574 | 608 | ||||||||
Netherlands Government Bond |
||||||||||
0.500%, 07/15/2026 (A) |
2,450 | 2,622 | ||||||||
NN Group |
||||||||||
4.625%, 04/08/2044 (B) |
1,125 | 1,241 | ||||||||
Rabobank Capital Funding Trust IV |
||||||||||
5.556%, 12/31/2019 (B) |
GBP | 153 | 197 | |||||||
Schaeffler Finance |
||||||||||
2.500%, 05/15/2020 |
EUR | 315 | 339 | |||||||
Shell International Finance |
||||||||||
2.000%, 11/15/2018 |
$ | 560 | 564 | |||||||
Teva Pharmaceutical Finance Netherlands II |
||||||||||
1.875%, 03/31/2027 |
EUR | 260 | 270 | |||||||
Teva Pharmaceutical Finance Netherlands III |
||||||||||
2.800%, 07/21/2023 |
$ | 244 | 231 | |||||||
|
|
|||||||||
16,101 | ||||||||||
|
|
|||||||||
New Zealand 0.8% |
||||||||||
New Zealand Government Bond |
||||||||||
6.000%, 05/15/2021 |
NZD | 3,655 | 2,894 | |||||||
5.500%, 04/15/2023 |
320 | 255 | ||||||||
3.000%, 04/15/2020 |
710 | 503 | ||||||||
Westpac Securities MTN |
||||||||||
0.875%, 06/24/2019 |
EUR | 100 | 108 | |||||||
|
|
|||||||||
3,760 | ||||||||||
|
|
|||||||||
Norway 0.4% |
||||||||||
DNB Bank |
||||||||||
6.012%, 01/29/2049 (B) |
GBP | 150 | 185 | |||||||
Government of Norway |
||||||||||
3.750%, 05/25/2021 (A) |
NOK | 4,910 | 635 | |||||||
2.000%, 05/24/2023 (A) |
3,320 | 401 | ||||||||
Kommunalbanken MTN |
||||||||||
1.000%, 03/15/2018 (A) |
$ | 800 | 797 | |||||||
|
|
|||||||||
2,018 | ||||||||||
|
|
|||||||||
Panama 0.1% |
||||||||||
Carnival |
||||||||||
1.875%, 11/07/2022 |
390 | 435 | ||||||||
|
|
|||||||||
Poland 0.5% |
||||||||||
Republic of Poland |
||||||||||
3.250%, 07/25/2025 |
PLN | 3,687 | 867 | |||||||
2.500%, 07/25/2018 |
710 | 171 | ||||||||
Republic of Poland, Ser 1019 |
||||||||||
5.500%, 10/25/2019 |
1,520 | 395 | ||||||||
Republic of Poland, Ser 1021 |
||||||||||
5.750%, 10/25/2021 |
3,490 | 942 |
| ||
SEI Institutional International Trust / Quarterly Report / December 31, 2016 | 5 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
International Fixed Income Fund (Continued)
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
||||||||||
Republic of Poland, Ser E MTN |
||||||||||
4.200%, 04/15/2020 |
EUR | 200 | $ | 239 | ||||||
|
|
|||||||||
2,614 | ||||||||||
|
|
|||||||||
Portugal 0.2% |
||||||||||
Portugal Obrigacoes do Tesouro OT |
||||||||||
2.875%, 10/15/2025 (A) |
1,197 | 1,197 | ||||||||
|
|
|||||||||
Romania 0.0% |
||||||||||
Romanian Government International Bond MTN |
||||||||||
4.625%, 09/18/2020 |
40 | 49 | ||||||||
3.625%, 04/24/2024 |
20 | 23 | ||||||||
|
|
|||||||||
72 | ||||||||||
|
|
|||||||||
Saudi Arabia 0.0% |
||||||||||
Saudi Government International Bond MTN |
||||||||||
2.375%, 10/26/2021 (A) |
$ | 275 | 267 | |||||||
|
|
|||||||||
Singapore 0.3% |
||||||||||
Government of Singapore |
||||||||||
4.000%, 09/01/2018 |
SGD | 495 | 358 | |||||||
3.125%, 09/01/2022 |
275 | 201 | ||||||||
3.000%, 09/01/2024 |
329 | 237 | ||||||||
Lincoln Finance |
||||||||||
6.875%, 04/15/2021 |
EUR | 275 | 315 | |||||||
Temasek Financial I MTN |
||||||||||
2.375%, 01/23/2023 (A) |
$ | 495 | 483 | |||||||
|
|
|||||||||
1,594 | ||||||||||
|
|
|||||||||
Slovak Republic 0.0% |
||||||||||
Slovakia Government Bond |
||||||||||
3.375%, 11/15/2024 |
EUR | 110 | 143 | |||||||
|
|
|||||||||
Slovenia 0.1% |
||||||||||
Slovenia Government Bond |
||||||||||
1.500%, 03/25/2035 |
380 | 384 | ||||||||
|
|
|||||||||
South Africa 0.3% |
||||||||||
Republic of South Africa |
||||||||||
10.500%, 12/21/2026 |
ZAR | 8,263 | 666 | |||||||
8.000%, 01/31/2030 |
8,625 | 568 | ||||||||
|
|
|||||||||
1,234 | ||||||||||
|
|
|||||||||
South Korea 0.8% |
||||||||||
Korea Treasury Bond |
||||||||||
4.250%, 06/10/2021 |
KRW | 1,270,230 | 1,159 | |||||||
4.000%, 12/10/2031 |
465,320 | 477 | ||||||||
3.750%, 12/10/2033 |
190,350 | 195 | ||||||||
3.500%, 03/10/2024 |
731,070 | 665 | ||||||||
3.250%, 09/10/2018 |
520,990 | 443 | ||||||||
3.000%, 09/10/2024 |
186,630 | 164 | ||||||||
2.750%, 03/10/2018 |
511,230 | 429 |
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
||||||||||
2.750%, 12/10/2044 |
KRW | 260,400 | $ | 242 | ||||||
|
|
|||||||||
3,774 | ||||||||||
|
|
|||||||||
Spain 6.4% |
||||||||||
Ayt Cedulas Cajas Global |
||||||||||
4.750%, 05/25/2027 |
EUR | 400 | 561 | |||||||
3.750%, 12/14/2022 |
300 | 373 | ||||||||
Banco de Sabadell |
||||||||||
0.875%, 11/12/2021 |
400 | 432 | ||||||||
Banco Popular Espanol |
||||||||||
3.750%, 01/22/2019 |
100 | 114 | ||||||||
2.125%, 10/08/2019 |
100 | 111 | ||||||||
Bankia |
||||||||||
4.125%, 03/24/2036 |
200 | 273 | ||||||||
BBVA International Preferred SAU |
||||||||||
5.919%, 10/18/2008 (B) |
$ | 335 | 332 | |||||||
CaixaBank |
||||||||||
0.000%, 01/09/2018 (B) |
EUR | 200 | 211 | |||||||
Cirsa Funding Luxembourg |
||||||||||
5.875%, 05/15/2023 |
165 | 185 | ||||||||
5.750%, 05/15/2021 |
100 | 113 | ||||||||
Ferrovial Emisiones MTN |
||||||||||
3.375%, 06/07/2021 |
475 | 561 | ||||||||
Fondo de Amortizacion del Deficit Electrico |
||||||||||
4.125%, 03/17/2017 |
200 | 213 | ||||||||
Government of Spain |
||||||||||
6.000%, 01/31/2029 |
465 | 726 | ||||||||
5.500%, 04/30/2021 (A) |
780 | 1,009 | ||||||||
4.700%, 07/30/2041 (A) |
464 | 697 | ||||||||
4.400%, 10/31/2023 (A) |
388 | 506 | ||||||||
4.200%, 01/31/2037 (A) |
475 | 667 | ||||||||
2.900%, 10/31/2046 (A) |
2,823 | 3,141 | ||||||||
2.750%, 10/31/2024 (A) |
3,863 | 4,581 | ||||||||
1.950%, 07/30/2030 (A) |
120 | 129 | ||||||||
1.600%, 04/30/2025 (A) |
241 | 263 | ||||||||
1.400%, 01/31/2020 |
885 | 974 | ||||||||
1.300%, 10/31/2026 (A) |
3,577 | 3,746 | ||||||||
0.750%, 07/30/2021 |
9,100 | 9,806 | ||||||||
Santander Consumer Finance MTN |
||||||||||
0.900%, 02/18/2020 |
300 | 321 | ||||||||
Santander Issuances SAU MTN |
||||||||||
3.250%, 04/04/2026 |
300 | 323 | ||||||||
Telefonica Emisiones MTN |
||||||||||
5.375%, 02/02/2018 |
GBP | 185 | 239 | |||||||
|
|
|||||||||
30,607 | ||||||||||
|
|
|||||||||
Supranational 0.2% |
||||||||||
International Bank for Reconstruction & Development MTN |
||||||||||
2.800%, 01/13/2021 |
AUD | 1,230 | 894 | |||||||
|
|
| ||
6 | SEI Institutional International Trust / Quarterly Report / December 31, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
International Fixed Income Fund (Continued)
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
||||||||||
Supra-National 0.3% |
||||||||||
European Investment Bank MTN |
||||||||||
1.250%, 05/12/2025 |
SEK | 7,500 | $ | 833 | ||||||
European Investment Bank |
||||||||||
1.900%, 01/26/2026 |
JPY | 50,000 | 505 | |||||||
|
|
|||||||||
1,338 | ||||||||||
|
|
|||||||||
Sweden 0.5% |
||||||||||
Kingdom of Sweden |
||||||||||
3.500%, 03/30/2039 |
SEK | 545 | 82 | |||||||
1.500%, 11/13/2023 |
1,020 | 123 | ||||||||
1.000%, 11/12/2026 |
1,270 | 146 | ||||||||
Kingdom of Sweden, Ser 1047 |
||||||||||
5.000%, 12/01/2020 |
3,700 | 494 | ||||||||
Kingdom of Sweden, Ser 1052 |
||||||||||
4.250%, 03/12/2019 |
5,275 | 643 | ||||||||
Nordea Bank MTN |
||||||||||
4.000%, 03/29/2021 |
EUR | 255 | 308 | |||||||
Skandinaviska Enskilda Banken |
||||||||||
1.527%, 09/13/2019 (A)(B) |
$ | 200 | 200 | |||||||
Stadshypotek MTN |
||||||||||
4.250%, 10/10/2017 |
AUD | 600 | 440 | |||||||
Vattenfall |
||||||||||
3.000%, 03/19/2077 (B) |
EUR | 175 | 166 | |||||||
|
|
|||||||||
2,602 | ||||||||||
|
|
|||||||||
Switzerland 1.4% |
||||||||||
Credit Suisse Group |
||||||||||
7.500%, 12/11/2048 (A)(B) |
$ | 270 | 282 | |||||||
Credit Suisse Group Funding Guernsey |
||||||||||
2.750%, 08/08/2025 |
GBP | 800 | 964 | |||||||
Demeter Investments BV for Zurich Insurance MTN |
||||||||||
3.500%, 10/01/2046 (B) |
EUR | 1,500 | 1,635 | |||||||
Dufry Finance |
||||||||||
4.500%, 08/01/2023 |
220 | 248 | ||||||||
Glencore Funding |
||||||||||
4.625%, 04/29/2024 (A) |
$ | 143 | 146 | |||||||
4.125%, 05/30/2023 (A) |
57 | 58 | ||||||||
Government of Switzerland |
||||||||||
3.500%, 04/08/2033 |
CHF | 100 | 151 | |||||||
3.000%, 05/12/2019 |
160 | 172 | ||||||||
2.000%, 04/28/2021 |
1,070 | 1,177 | ||||||||
2.000%, 05/25/2022 |
110 | 124 | ||||||||
1.500%, 04/30/2042 |
150 | 191 | ||||||||
1.250%, 06/11/2024 |
585 | 646 | ||||||||
LafargeHolcim Finance US |
||||||||||
3.500%, 09/22/2026 (A) |
$ | 200 | 195 | |||||||
UBS Group Funding Jersey |
||||||||||
4.125%, 09/24/2025 (A) |
220 | 224 | ||||||||
1.750%, 11/16/2022 |
EUR | 427 | 471 | |||||||
|
|
|||||||||
6,684 | ||||||||||
|
|
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
||||||||||
Thailand 0.2% |
||||||||||
Thailand Government Bond |
||||||||||
4.875%, 06/22/2029 |
THB | 3,365 | $ | 111 | ||||||
4.675%, 06/29/2044 |
1,800 | 61 | ||||||||
3.650%, 12/17/2021 |
16,020 | 478 | ||||||||
3.625%, 06/16/2023 |
7,815 | 233 | ||||||||
|
|
|||||||||
883 | ||||||||||
|
|
|||||||||
Turkey 0.1% |
||||||||||
Turkey Government International Bond |
||||||||||
5.125%, 05/18/2020 |
EUR | 235 | 267 | |||||||
|
|
|||||||||
United Kingdom 11.9% |
||||||||||
Anglian Water Services Financing |
||||||||||
6.875%, 08/21/2023 |
GBP | 230 | 377 | |||||||
Arqiva Financing MTN |
||||||||||
4.040%, 06/30/2020 |
220 | 289 | ||||||||
Aviva MTN |
||||||||||
3.375%, 12/04/2045 (B) |
EUR | 1,000 | 1,036 | |||||||
Bank of Scotland |
||||||||||
7.281%, 05/29/2049 (B) |
GBP | 950 | 1,389 | |||||||
Barclays MTN |
||||||||||
2.625%, 11/11/2025 (B) |
EUR | 260 | 272 | |||||||
1.875%, 03/23/2021 |
2,010 | 2,189 | ||||||||
Barclays Bank MTN |
||||||||||
10.000%, 05/21/2021 |
GBP | 180 | 283 | |||||||
BAT International Finance MTN |
||||||||||
5.375%, 06/29/2017 |
EUR | 425 | 460 | |||||||
4.000%, 11/23/2055 |
GBP | 275 | 405 | |||||||
0.875%, 10/13/2023 |
EUR | 625 | 658 | |||||||
BP Capital Markets |
||||||||||
1.627%, 09/26/2018 (B) |
$ | 110 | 111 | |||||||
BP Capital Markets MTN |
||||||||||
2.177%, 09/28/2021 |
EUR | 245 | 281 | |||||||
British Telecommunications MTN |
||||||||||
1.125%, 03/10/2023 |
300 | 322 | ||||||||
Canary Wharf Finance II |
||||||||||
6.455%, 04/22/2030 |
GBP | 14 | 26 | |||||||
5.952%, 01/22/2035 |
20 | 31 | ||||||||
Coventry Building Society MTN |
||||||||||
4.625%, 04/19/2018 |
230 | 299 | ||||||||
Delphi Automotive |
||||||||||
1.500%, 03/10/2025 |
EUR | 420 | 443 | |||||||
FCE Bank MTN |
||||||||||
4.825%, 02/15/2017 |
GBP | 200 | 248 | |||||||
HBOS Capital Funding |
||||||||||
6.461%, 11/30/2049 (B) |
115 | 149 | ||||||||
Heathrow Funding MTN |
||||||||||
1.875%, 05/23/2022 |
EUR | 750 | 849 | |||||||
HSBC Holdings MTN |
||||||||||
3.125%, 06/07/2028 |
600 | 668 | ||||||||
Imperial Tobacco Finance MTN |
||||||||||
3.375%, 02/26/2026 |
400 | 493 |
| ||
SEI Institutional International Trust / Quarterly Report / December 31, 2016 | 7 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
International Fixed Income Fund (Continued)
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
||||||||||
International Game Technology |
||||||||||
4.750%, 02/15/2023 |
160 | $ | 184 | |||||||
Lecta |
||||||||||
6.500%, 08/01/2023 (A) |
113 | 122 | ||||||||
Lloyds Bank MTN |
||||||||||
1.375%, 09/08/2022 |
420 | 463 | ||||||||
1.000%, 11/19/2021 |
300 | 327 | ||||||||
Lloyds Banking Group MTN |
||||||||||
1.000%, 11/09/2023 |
1,250 | 1,293 | ||||||||
National Grid Gas Finance MTN |
||||||||||
1.125%, 09/22/2021 |
GBP | 1,450 | 1,783 | |||||||
Nationwide Building Society MTN |
||||||||||
4.625%, 02/08/2021 |
EUR | 550 | 689 | |||||||
4.125%, 03/20/2023 (B) |
295 | 323 | ||||||||
0.500%, 10/29/2019 |
345 | 367 | ||||||||
Northumbrian Water Finance |
||||||||||
6.875%, 02/06/2023 |
GBP | 190 | 304 | |||||||
Rio Tinto Finance MTN |
||||||||||
4.000%, 12/11/2029 |
165 | 235 | ||||||||
Royal Bank of Scotland MTN |
||||||||||
5.500%, 03/23/2020 |
EUR | 675 | 827 | |||||||
3.875%, 10/19/2020 |
123 | 148 | ||||||||
Royal Bank of Scotland Group |
||||||||||
7.640%, 09/29/2017 (B) |
$ | 200 | 186 | |||||||
Royal Bank of Scotland Group MTN |
||||||||||
2.500%, 03/22/2023 |
EUR | 260 | 279 | |||||||
Santander UK MTN |
||||||||||
4.250%, 04/12/2021 |
350 | 435 | ||||||||
1.125%, 01/14/2022 |
330 | 357 | ||||||||
Santander UK |
||||||||||
6.222%, 05/29/2049 (B) |
GBP | 170 | 208 | |||||||
Sky MTN |
||||||||||
1.500%, 09/15/2021 |
EUR | 355 | 390 | |||||||
Standard Chartered |
||||||||||
6.409%, 01/30/2049 (A)(B) |
$ | 500 | 383 | |||||||
TSB Banking Group MTN |
||||||||||
5.750%, 05/06/2026 (B) |
GBP | 104 | 134 | |||||||
United Kingdom Gilt |
||||||||||
4.500%, 09/07/2034 |
120 | 211 | ||||||||
4.500%, 12/07/2042 |
1,500 | 2,869 | ||||||||
4.250%, 12/07/2027 |
125 | 200 | ||||||||
4.250%, 06/07/2032 |
2,300 | 3,858 | ||||||||
4.250%, 06/07/2032 |
110 | 185 | ||||||||
3.750%, 07/22/2052 |
135 | 255 | ||||||||
3.500%, 01/22/2045 |
1,060 | 1,774 | ||||||||
3.250%, 01/22/2044 |
910 | 1,453 | ||||||||
2.500%, 07/22/2065 |
2,011 | 3,157 | ||||||||
2.250%, 09/07/2023 |
2,510 | 3,393 | ||||||||
2.000%, 09/07/2025 |
4,228 | 5,614 | ||||||||
1.750%, 07/22/2019 |
1,155 | 1,487 | ||||||||
1.500%, 01/22/2021 |
875 | 1,128 | ||||||||
1.250%, 07/22/2018 |
830 | 1,045 |
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
||||||||||
0.500%, 07/22/2022 |
GBP | 1,320 | $ | 1,613 | ||||||
United Kingdom Treasury |
||||||||||
4.750%, 12/07/2030 |
1,035 | 1,796 | ||||||||
4.250%, 03/07/2036 |
595 | 1,031 | ||||||||
4.250%, 09/07/2039 |
1,170 | 2,092 | ||||||||
4.250%, 12/07/2040 |
500 | 905 | ||||||||
4.250%, 12/07/2046 |
530 | 1,015 | ||||||||
Virgin Media Secured Finance |
||||||||||
5.500%, 01/15/2021 |
300 | 409 | ||||||||
Wales & West Utilities Finance |
||||||||||
6.250%, 11/30/2021 |
240 | 365 | ||||||||
Western Power Distribution West Midlands |
||||||||||
3.875%, 10/17/2024 |
230 | 322 | ||||||||
|
|
|||||||||
56,892 | ||||||||||
|
|
|||||||||
United States 6.6% |
||||||||||
21st Century Fox America |
||||||||||
4.500%, 02/15/2021 |
$ | 75 | 80 | |||||||
Adient Global Holdings |
||||||||||
3.500%, 08/15/2024 (A) |
EUR | 110 | 118 | |||||||
Aetna |
||||||||||
2.800%, 06/15/2023 |
$ | 250 | 246 | |||||||
2.750%, 11/15/2022 |
40 | 40 | ||||||||
Altria Group |
||||||||||
4.750%, 05/05/2021 |
180 | 196 | ||||||||
4.250%, 08/09/2042 |
265 | 261 | ||||||||
American Express Credit |
||||||||||
0.625%, 11/22/2021 |
EUR | 367 | 390 | |||||||
American International Group |
||||||||||
5.750%, 03/15/2067 (B) |
GBP | 150 | 186 | |||||||
Amgen |
||||||||||
1.250%, 02/25/2022 |
550 | 599 | ||||||||
Anthem |
||||||||||
4.650%, 01/15/2043 |
$ | 110 | 110 | |||||||
2.300%, 07/15/2018 |
150 | 151 | ||||||||
AT&T |
||||||||||
4.875%, 06/01/2044 |
GBP | 130 | 190 | |||||||
Bank of America MTN |
||||||||||
5.500%, 11/22/2021 |
225 | 320 | ||||||||
2.375%, 06/19/2024 |
EUR | 835 | 960 | |||||||
0.234%, 09/14/2018 (B) |
375 | 396 | ||||||||
Becton Dickinson |
||||||||||
1.900%, 12/15/2026 |
282 | 306 | ||||||||
Berkshire Hathaway |
||||||||||
1.125%, 03/16/2027 |
297 | 307 | ||||||||
0.500%, 03/13/2020 |
570 | 609 | ||||||||
Carnival |
||||||||||
1.625%, 02/22/2021 |
180 | 199 | ||||||||
CenturyLink |
||||||||||
7.500%, 04/01/2024 |
$ | 130 | 136 | |||||||
Charter Communications Operating |
||||||||||
4.908%, 07/23/2025 |
375 | 395 |
| ||
8 | SEI Institutional International Trust / Quarterly Report / December 31, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
International Fixed Income Fund (Continued)
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
||||||||||
3.579%, 07/23/2020 |
$ | 180 | $ | 184 | ||||||
Citigroup MTN |
||||||||||
1.500%, 10/26/2028 |
EUR | 1,400 | 1,428 | |||||||
Coca-Cola |
||||||||||
1.100%, 09/02/2036 |
145 | 138 | ||||||||
ConocoPhillips |
||||||||||
5.750%, 02/01/2019 |
$ | 420 | 451 | |||||||
CSAIL Commercial Mortgage Trust, Ser 2015-C1, Cl XA, IO |
||||||||||
0.958%, 04/15/2050 (B) |
1,464 | 81 | ||||||||
DH Europe Finance |
||||||||||
1.700%, 01/04/2022 |
535 | 601 | ||||||||
Diamond Offshore Drilling |
||||||||||
4.875%, 11/01/2043 |
270 | 192 | ||||||||
Discovery Communications |
||||||||||
1.900%, 03/19/2027 |
EUR | 242 | 247 | |||||||
FedEx |
||||||||||
1.000%, 01/11/2023 |
560 | 598 | ||||||||
FNMA Connecticut Avenue Securities, Ser 2016-C06, Cl 1M1 |
||||||||||
2.056%, 04/25/2029 (B) |
$ | 605 | 606 | |||||||
FNMA Connecticut Avenue Securities, Ser 2016-C07, Cl 2M2 |
||||||||||
5.106%, 04/25/2029 (B) |
153 | 158 | ||||||||
GE Capital European Funding Unlimited MTN |
||||||||||
2.250%, 07/20/2020 |
EUR | 1,300 | 1,479 | |||||||
General Electric |
||||||||||
1.875%, 05/28/2027 |
300 | 342 | ||||||||
Goldman Sachs Group |
||||||||||
4.750%, 10/12/2021 |
1,000 | 1,238 | ||||||||
2.625%, 04/25/2021 |
$ | 425 | 422 | |||||||
Goldman Sachs Group MTN |
||||||||||
3.000%, 02/12/2031 |
EUR | 926 | 1,060 | |||||||
2.000%, 07/27/2023 |
900 | 1,003 | ||||||||
1.625%, 07/27/2026 |
825 | 863 | ||||||||
HCA |
||||||||||
5.250%, 06/15/2026 |
35 | 36 | ||||||||
Hertz Holdings Netherlands |
||||||||||
4.125%, 10/15/2021 |
160 | 171 | ||||||||
4.125%, 10/15/2021 (A) |
114 | 121 | ||||||||
Hess |
||||||||||
4.300%, 04/01/2027 |
$ | 488 | 486 | |||||||
Honeywell International |
||||||||||
1.300%, 02/22/2023 |
240 | 263 | ||||||||
HSBC Holdings |
||||||||||
2.950%, 05/25/2021 |
375 | 375 | ||||||||
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl A3A1 |
||||||||||
3.538%, 09/15/2047 |
185 | 190 | ||||||||
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C28, Cl A3 |
||||||||||
2.912%, 10/15/2048 |
200 | 196 |
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
||||||||||
JPMorgan Chase |
||||||||||
3.200%, 06/15/2026 |
$ | 425 | $ | 416 | ||||||
JPMorgan Chase MTN |
||||||||||
0.816%, 05/30/2017 (B) |
GBP | 100 | 123 | |||||||
Lam Research |
||||||||||
2.800%, 06/15/2021 |
$ | 359 | 357 | |||||||
Mastercard |
||||||||||
1.100%, 12/01/2022 |
EUR | 445 | 483 | |||||||
Mellon Capital III |
||||||||||
1.875%, 09/05/2066 (B) |
GBP | 300 | 350 | |||||||
Molson Coors Brewing |
||||||||||
1.250%, 07/15/2024 |
EUR | 1,710 | 1,801 | |||||||
Morgan Stanley |
||||||||||
1.875%, 03/30/2023 |
490 | 549 | ||||||||
Morgan Stanley MTN |
||||||||||
1.750%, 01/30/2025 |
830 | 904 | ||||||||
1.000%, 12/02/2022 |
345 | 368 | ||||||||
National Capital Trust I(B) |
||||||||||
5.620%, 12/17/2018 (A) |
GBP | 35 | 45 | |||||||
5.620%, 09/29/2049 |
150 | 191 | ||||||||
Nordea Bank MTN |
||||||||||
2.250%, 05/27/2021 (A) |
$ | 425 | 416 | |||||||
Odebrecht Finance |
||||||||||
7.125%, 06/26/2042 |
280 | 163 | ||||||||
Philip Morris International MTN |
||||||||||
2.875%, 03/03/2026 |
EUR | 335 | 409 | |||||||
1.875%, 03/03/2021 |
300 | 338 | ||||||||
PNC Bank |
||||||||||
2.700%, 11/01/2022 |
$ | 445 | 438 | |||||||
PNC Funding |
||||||||||
5.125%, 02/08/2020 |
300 | 325 | ||||||||
3.300%, 03/08/2022 |
150 | 154 | ||||||||
Priceline Group |
||||||||||
1.800%, 03/03/2027 |
146 | 149 | ||||||||
Prologis International Funding II MTN |
||||||||||
2.875%, 04/04/2022 |
EUR | 220 | 255 | |||||||
Prudential Financial |
||||||||||
5.625%, 06/15/2043 (B) |
$ | 125 | 130 | |||||||
Republic Services |
||||||||||
4.750%, 05/15/2023 |
155 | 169 | ||||||||
S&P Global |
||||||||||
4.400%, 02/15/2026 |
313 | 331 | ||||||||
Sabine Pass Liquefaction |
||||||||||
5.625%, 04/15/2023 |
195 | 207 | ||||||||
Seagate HDD Cayman |
||||||||||
4.750%, 06/01/2023 |
101 | 100 | ||||||||
4.750%, 01/01/2025 |
123 | 117 | ||||||||
Societe Generale MTN |
||||||||||
2.500%, 04/08/2021 (A) |
500 | 495 | ||||||||
Thermo Fisher Scientific |
||||||||||
1.500%, 12/01/2020 |
426 | 468 | ||||||||
0.750%, 09/12/2024 |
155 | 158 |
| ||
SEI Institutional International Trust / Quarterly Report / December 31, 2016 | 9 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
International Fixed Income Fund (Continued)
|
||||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||||
|
||||||||||||
GLOBAL BONDS (continued) |
| |||||||||||
United Technologies |
||||||||||||
1.125%, 12/15/2021 |
$ | 390 | $ | 426 | ||||||||
Vale Overseas |
||||||||||||
5.875%, 06/10/2021 |
169 | 177 | ||||||||||
Valeant Pharmaceuticals International |
||||||||||||
4.500%, 05/15/2023 (A) |
EUR | 170 | 129 | |||||||||
Verizon Communications |
||||||||||||
2.625%, 12/01/2031 |
150 | 169 | ||||||||||
Wells Fargo MTN |
||||||||||||
4.600%, 04/01/2021 |
$ | 75 | 81 | |||||||||
1.375%, 10/26/2026 |
EUR | 175 | 184 | |||||||||
Wells Fargo Bank MTN |
||||||||||||
5.250%, 08/01/2023 |
GBP | 350 | 511 | |||||||||
ZF North America Capital |
||||||||||||
2.750%, 04/27/2023 |
EUR | 200 | 222 | |||||||||
|
|
|||||||||||
31,432 | ||||||||||||
|
|
|||||||||||
Total Global Bonds |
445,381 | |||||||||||
|
|
|||||||||||
MORTGAGE-BACKED SECURITIES 2.7% |
| |||||||||||
Agency Mortgage-Backed Obligations 0.4% |
| |||||||||||
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2014-DN1, Cl M1 |
||||||||||||
1.584%, 02/25/2024 (B) |
$ | 82 | 82 | |||||||||
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2014-HQ2, Cl M1 |
||||||||||||
2.034%, 09/25/2024 (B) |
120 | 120 | ||||||||||
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-DNA1, Cl M2 |
||||||||||||
2.434%, 10/25/2027 (B) |
490 | 497 | ||||||||||
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-DNA2, Cl M2 |
||||||||||||
3.184%, 12/25/2027 (B) |
185 | 189 | ||||||||||
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-HQ2, Cl M1 |
||||||||||||
1.684%, 05/25/2025 (B) |
138 | 138 | ||||||||||
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-HQA2, Cl M2 |
||||||||||||
3.556%, 05/25/2028 (B) |
270 | 276 | ||||||||||
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2016-DNA1, Cl M2 |
||||||||||||
3.325%, 07/25/2028 (B) |
276 | 284 |
|
||||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||||
|
||||||||||||
MORTGAGE-BACKED SECURITIES (continued) |
| |||||||||||
FHLMC Structured Agency Credit Risk Debt Notes, |
||||||||||||
7.106%, 09/25/2028 (B) |
$ | 250 | $ | 288 | ||||||||
|
|
|||||||||||
1,874 | ||||||||||||
|
|
|||||||||||
Non-Agency Mortgage-Backed Obligations 2.3% |
| |||||||||||
Banc of America Commercial Mortgage, Ser 2007-5, Cl A4 |
||||||||||||
5.492%, 02/10/2051 |
104 | 106 | ||||||||||
Banc of America Commercial Mortgage, Ser 2015-UBS7, Cl A4 |
||||||||||||
3.705%, 09/15/2048 |
180 | 187 | ||||||||||
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-6, Cl 3A |
||||||||||||
3.189%, 09/25/2034 (B) |
36 | 34 | ||||||||||
Bear Stearns Commercial Mortgage Securities, Ser 2006-PW13, Cl AJ |
||||||||||||
5.611%, 09/11/2041 (B) |
25 | 25 | ||||||||||
Citigroup Commercial Mortgage Trust, Ser 2012-GC8, Cl A4 |
||||||||||||
3.024%, 09/10/2045 |
125 | 128 | ||||||||||
Citigroup Commercial Mortgage Trust, Ser 2014-GC19, Cl D |
||||||||||||
5.066%, 03/10/2047 (A)(B) |
20 | 17 | ||||||||||
Citigroup Commercial Mortgage Trust, Ser 2015-GC29, Cl A3 |
||||||||||||
2.935%, 04/10/2048 |
30 | 30 | ||||||||||
Citigroup Commercial Mortgage Trust, Ser 2015-GC29, Cl A4 |
||||||||||||
3.192%, 04/10/2048 |
15 | 15 | ||||||||||
Citigroup Commercial Mortgage Trust, Ser 2015-GC31, Cl A4 |
||||||||||||
3.762%, 06/10/2048 |
175 | 183 | ||||||||||
Citigroup Commercial Mortgage Trust, Ser 2015-GC35, Cl A4 |
||||||||||||
3.818%, 11/10/2048 |
55 | 58 | ||||||||||
Citigroup Mortgage Loan Trust, Ser 2005-2, Cl 1A4 |
||||||||||||
2.972%, 05/25/2035 (B) |
373 | 346 | ||||||||||
COMM Mortgage Trust, Ser 2008-LS1, Cl A4B |
||||||||||||
6.298%, 12/10/2049 (B) |
188 | 192 | ||||||||||
COMM Mortgage Trust, Ser 2012-CR1, Cl A3 |
||||||||||||
3.391%, 05/15/2045 |
15 | 16 | ||||||||||
COMM Mortgage Trust, Ser 2012-CR4, Cl A3 |
||||||||||||
2.853%, 10/15/2045 |
130 | 131 | ||||||||||
COMM Mortgage Trust, Ser 2012-CR5, Cl A3 |
||||||||||||
2.540%, 12/10/2045 |
125 | 124 | ||||||||||
COMM Mortgage Trust, |
||||||||||||
2.059%, 10/15/2045 (B) |
169 | 12 | ||||||||||
COMM Mortgage Trust, Ser 2012-LC4, Cl A4 |
||||||||||||
3.288%, 12/10/2044 |
120 | 125 |
| ||
10 | SEI Institutional International Trust / Quarterly Report / December 31, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
International Fixed Income Fund (Continued)
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
MORTGAGE-BACKED SECURITIES (continued) |
| |||||||||
COMM Mortgage Trust, Ser 2013-CCRE9, Cl A4 |
||||||||||
4.238%, 07/10/2045 (B) |
$ |
90 | $ | 98 | ||||||
COMM Mortgage Trust, Ser 2013-CR10, Cl A4 |
||||||||||
4.210%, 08/10/2046 (B) |
80 | 86 | ||||||||
COMM Mortgage Trust, Ser 2013-CR6, Cl D |
||||||||||
4.310%, 03/10/2046 (A)(B) |
515 | 461 | ||||||||
COMM Mortgage Trust, Ser 2013-CR6, Cl A4 |
||||||||||
3.101%, 03/10/2046 |
135 | 137 | ||||||||
COMM Mortgage Trust, Ser 2013-CR8, Cl A4 |
||||||||||
3.334%, 06/10/2046 |
205 | 211 | ||||||||
COMM Mortgage Trust, Ser 2013-CR9, Cl A3 |
||||||||||
4.022%, 07/10/2045 |
50 | 53 | ||||||||
COMM Mortgage Trust, Ser 2013-LC13, Cl A5 |
||||||||||
4.205%, 09/10/2023 |
45 | 49 | ||||||||
COMM Mortgage Trust, Ser 2014-CCRE14, Cl A3 |
||||||||||
3.955%, 02/10/2047 |
70 | 74 | ||||||||
COMM Mortgage Trust, Ser 2014-CR19, Cl A5 |
||||||||||
3.796%, 08/10/2047 |
180 | 189 | ||||||||
COMM Mortgage Trust, Ser 2014-CR21, Cl A3 |
||||||||||
3.528%, 12/10/2047 |
75 | 77 | ||||||||
COMM Mortgage Trust, Ser 2014-UBS2, Cl A5 |
||||||||||
3.961%, 03/10/2047 |
25 | 26 | ||||||||
COMM Mortgage Trust, Ser 2014-UBS4, Cl A5 |
||||||||||
3.694%, 08/10/2047 |
165 | 171 | ||||||||
COMM Mortgage Trust, Ser 2015-3BP, Cl A |
||||||||||
3.178%, 02/10/2035 (A) |
100 | 100 | ||||||||
COMM Mortgage Trust, Ser 2015-CR23, Cl A4 |
||||||||||
3.497%, 05/10/2048 |
80 | 82 | ||||||||
COMM Mortgage Trust, Ser 2015-CR24, Cl A5 |
||||||||||
3.696%, 08/10/2048 |
90 | 93 | ||||||||
COMM Mortgage Trust, Ser 2015-DC1, Cl A5 |
||||||||||
3.350%, 02/10/2048 |
155 | 156 | ||||||||
COMM Mortgage Trust, Ser 2015-LC19, Cl A4 |
||||||||||
3.183%, 02/10/2048 |
70 | 71 | ||||||||
COMM Mortgage Trust, Ser 2015-PC1, Cl A4 |
||||||||||
3.620%, 07/10/2050 |
50 | 51 | ||||||||
Commercial Mortgage Pass Through Certificates, Ser 2012-CR3, Cl A3 |
||||||||||
2.822%, 10/15/2045 |
70 | 71 | ||||||||
Commercial Mortgage Pass Through Certificates, Ser CR14, Cl XA, IO |
||||||||||
0.988%, 02/10/2047 (B) |
683 | 23 | ||||||||
Commercial Mortgage Pass-Through Certificates, Ser 2008-C1, Cl A3 |
||||||||||
6.266%, 02/15/2041 (B) |
55 | 56 | ||||||||
Commercial Mortgage Trust, Ser 2007-GG9, Cl AM |
||||||||||
5.475%, 03/10/2039 |
238 | 237 | ||||||||
Credit Suisse Commercial Mortgage Trust, Ser 2007-C3, Cl A4 |
||||||||||
5.877%, 06/15/2039 (B) |
99 | 100 |
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
MORTGAGE-BACKED SECURITIES (continued) |
| |||||||||
Credit Suisse First Boston Mortgage Securities, Ser 2005-C2, Cl AMFX |
||||||||||
4.877%, 04/15/2037 |
$ |
25 | $ | 24 | ||||||
CSAIL Commercial Mortgage Trust, Ser 2015-C2, Cl XA, IO |
||||||||||
1.055%, 06/15/2057 (B) |
535 | 27 | ||||||||
CSAIL Commercial Mortgage Trust, Ser 2015-C3, Cl D |
||||||||||
3.508%, 08/15/2048 (B) |
75 | 56 | ||||||||
CSAIL Commercial Mortgage Trust, Ser 2015-C3, Cl A4 |
||||||||||
3.691%, 08/15/2048 |
160 | 167 | ||||||||
CSAIL Commercial Mortgage Trust, Ser 2015-C4, Cl A4 |
||||||||||
3.808%, 11/15/2048 |
155 | 161 | ||||||||
CSAIL Commercial Mortgage Trust, Ser 2016-C5, Cl XA, IO |
||||||||||
1.210%, 11/15/2048 (B) |
996 | 62 | ||||||||
FNMA Connecticut Avenue Securities, Ser 2013-C01, Cl M1 |
||||||||||
2.584%, 10/25/2023 (B) |
51 | 51 | ||||||||
FNMA Connecticut Avenue Securities, Ser 2014-C01, Cl M1 |
||||||||||
2.184%, 01/25/2024 (B) |
368 | 369 | ||||||||
FNMA Connecticut Avenue Securities, Ser 2014-C02, Cl 2M1 |
||||||||||
1.534%, 05/25/2024 (B) |
6 | 6 | ||||||||
FNMA Connecticut Avenue Securities, Ser 2014-C04, Cl 2M1 |
||||||||||
2.684%, 11/25/2024 (B) |
5 | 5 | ||||||||
FNMA Connecticut Avenue Securities, Ser 2015-C02, Cl 2M1 |
||||||||||
1.792%, 05/25/2025 (B) |
14 | 14 | ||||||||
FNMA Connecticut Avenue Securities, Ser 2016-C02, Cl 1M1 |
||||||||||
2.588%, 09/25/2028 (B) |
433 | 437 | ||||||||
FNMA Connecticut Avenue Securities, Ser 2016-C04, Cl 1M2 |
||||||||||
5.006%, 01/25/2029 (B) |
95 | 98 | ||||||||
FNMA Connecticut Avenue Securities, Ser 2016-C05, Cl 2M1 |
||||||||||
2.106%, 01/25/2029 (B) |
152 | 153 | ||||||||
GE Commercial Mortgage Trust, Ser 2007-C1, Cl AM |
||||||||||
5.606%, 12/10/2049 (B) |
35 | 35 | ||||||||
GS Mortgage Securities II, Ser 2007-GG10, Cl A4 |
||||||||||
5.793%, 08/10/2045 (B) |
128 | 129 | ||||||||
GS Mortgage Securities II, Ser 2012-ALOH, Cl A |
||||||||||
3.551%, 04/10/2034 (A) |
100 | 105 |
| ||
SEI Institutional International Trust / Quarterly Report / December 31, 2016 | 11 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
International Fixed Income Fund (Continued)
|
||||||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||||||
|
||||||||||||||
MORTGAGE-BACKED SECURITIES (continued) |
|
|||||||||||||
GS Mortgage Securities II, Ser 2015-GC30, Cl A4 |
||||||||||||||
3.382%, 05/10/2050 |
$ | 160 | $ | 162 | ||||||||||
GS Mortgage Securities Trust, Ser 2011-GC5, Cl XA, IO |
||||||||||||||
1.537%, 08/10/2044 (A)(B) |
337 | 17 | ||||||||||||
GS Mortgage Securities Trust, Ser 2013-GC13, Cl XA, IO |
||||||||||||||
0.260%, 07/10/2046 (B) |
2,784 | 17 | ||||||||||||
GS Mortgage Securities Trust, Ser 2014-GC18, Cl A4 |
||||||||||||||
4.074%, 01/10/2047 |
175 | 186 | ||||||||||||
GS Mortgage Securities Trust, Ser 2014-GC20, Cl D |
||||||||||||||
5.029%, 04/10/2047 (A)(B) |
80 | 55 | ||||||||||||
GSR Mortgage Loan Trust, Ser 2005-AR1, Cl 4A1 |
||||||||||||||
2.763%, 01/25/2035 (B) |
92 | 87 | ||||||||||||
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C23, Cl XA, IO |
||||||||||||||
0.996%, 09/15/2047 (B) |
978 | 35 | ||||||||||||
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C27, Cl A4 |
||||||||||||||
3.179%, 02/15/2048 |
25 | 25 | ||||||||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2007-C1, Cl A4 |
||||||||||||||
5.716%, 02/15/2051 |
34 | 34 | ||||||||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2008-C2, Cl A4 |
||||||||||||||
6.068%, 02/12/2051 |
27 | 27 | ||||||||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2008-C2, Cl A4FL |
||||||||||||||
2.038%, 02/12/2051 (B) |
305 | 292 | ||||||||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2012-C8, Cl A3 |
||||||||||||||
2.829%, 10/15/2045 |
135 | 137 | ||||||||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2012-LC9, Cl A5 |
||||||||||||||
2.840%, 12/15/2047 |
135 | 137 | ||||||||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2014-INN, Cl A |
||||||||||||||
1.624%, 06/15/2029 (A)(B) |
130 | 130 | ||||||||||||
JPMorgan Mortgage Trust, Ser 2004-A5, Cl 3A1 |
||||||||||||||
2.839%, 12/25/2034 (B) |
72 | 72 | ||||||||||||
LB-UBS Commercial Mortgage Trust, Ser 2008-C1, Cl A2 |
||||||||||||||
6.286%, 04/15/2041 (B) |
39 | 40 | ||||||||||||
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2 |
||||||||||||||
2.458%, 03/10/2049 (A) |
159 | 154 | ||||||||||||
ML-CFC Commercial Mortgage Trust, Ser 2007-5, Cl AM |
||||||||||||||
5.419%, 08/12/2048 |
21 | 21 |
|
||||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||||
|
||||||||||||
MORTGAGE-BACKED SECURITIES (continued) |
|
|||||||||||
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2012-C5, Cl A4 |
||||||||||||
3.176%, 08/15/2045 |
$ | 40 | $ | 41 | ||||||||
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2012-C6, Cl A4 |
||||||||||||
2.858%, 11/15/2045 |
100 | 102 | ||||||||||
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2013-C10, Cl A4 |
||||||||||||
4.220%, 07/15/2046 (B) |
175 | 187 | ||||||||||
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2013-C12, Cl A4 |
||||||||||||
4.259%, 10/15/2046 (B) |
65 | 70 | ||||||||||
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2013-C13, Cl A3 |
||||||||||||
3.766%, 11/15/2046 |
130 | 136 | ||||||||||
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2014-C14, Cl A5 |
||||||||||||
4.064%, 02/15/2047 |
25 | 27 | ||||||||||
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2014-C19, Cl A4 |
||||||||||||
3.526%, 12/15/2047 |
55 | 56 | ||||||||||
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C20, Cl A4 |
||||||||||||
3.249%, 02/15/2048 |
65 | 65 | ||||||||||
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C22, Cl A4 |
||||||||||||
3.306%, 04/15/2048 |
60 | 60 | ||||||||||
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C26, Cl XA, IO |
||||||||||||
1.269%, 10/15/2048 (B) |
134 | 9 | ||||||||||
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2016-C31, Cl A5 |
||||||||||||
3.102%, 11/15/2049 |
175 | 172 | ||||||||||
Morgan Stanley Capital I Trust, Ser 2006-T21, Cl E |
||||||||||||
5.402%, 10/12/2052 (A)(B) |
10 | 6 | ||||||||||
Morgan Stanley Capital I Trust, Ser 2006-T21, Cl D |
||||||||||||
5.402%, 10/12/2052 (A)(B) |
15 | 12 | ||||||||||
Morgan Stanley Capital I Trust, Ser 2008-TOP29, Cl D |
||||||||||||
6.477%, 01/11/2043 (A)(B) |
35 | 35 | ||||||||||
Morgan Stanley Capital I Trust, Ser 2012-C4, Cl A4 |
||||||||||||
3.244%, 03/15/2045 |
140 | 145 | ||||||||||
Morgan Stanley Re-REMIC Trust, Ser 2010-GG10, Cl A4A |
||||||||||||
5.988%, 08/15/2045 (A)(B) |
152 | 153 | ||||||||||
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A1 |
||||||||||||
3.872%, 01/05/2043 (A)(B) |
135 | 133 |
| ||
12 | SEI Institutional International Trust / Quarterly Report / December 31, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
International Fixed Income Fund (Continued)
|
||||||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||||||
|
||||||||||||||
MORTGAGE-BACKED SECURITIES (continued) |
|
|||||||||||||
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C3, Cl A4 |
||||||||||||||
3.091%, 08/10/2049 |
$ | 40 | $ | 41 | ||||||||||
UBS-Barclays Commercial Mortgage Trust, Ser 2013-C5, Cl A4 |
||||||||||||||
3.185%, 03/10/2046 |
130 | 133 | ||||||||||||
UBS-Barclays Commercial Mortgage Trust, Ser 2013-C6, Cl A3 |
||||||||||||||
2.971%, 04/10/2046 |
70 | 71 | ||||||||||||
UBS-Barclays Commercial Mortgage Trust, Ser 2013-C6, Cl A4 |
||||||||||||||
3.244%, 04/10/2046 |
165 | 169 | ||||||||||||
Wells Fargo Commercial Mortgage Trust, Ser 2015-C29, Cl A4 |
||||||||||||||
3.637%, 06/15/2048 |
180 | 186 | ||||||||||||
Wells Fargo Commercial Mortgage Trust, Ser 2015-C30, Cl A3 |
||||||||||||||
3.411%, 09/15/2058 |
165 | 168 | ||||||||||||
Wells Fargo Commercial Mortgage Trust, Ser 2015-LC22, Cl A4 |
||||||||||||||
3.839%, 09/15/2058 |
35 | 37 | ||||||||||||
Wells Fargo Commercial Mortgage Trust, Ser 2015-NXS1, Cl D |
||||||||||||||
4.241%, 05/15/2048 (B) |
65 | 51 | ||||||||||||
Wells Fargo Commercial Mortgage Trust, Ser 2016-C32, Cl A4 |
||||||||||||||
3.560%, 01/15/2059 |
170 | 174 | ||||||||||||
WFRBS Commercial Mortgage Trust, Ser 2011-C5, Cl A4 |
||||||||||||||
3.667%, 11/15/2044 |
45 | 47 | ||||||||||||
WFRBS Commercial Mortgage Trust, Ser 2012-C10, Cl A3 |
||||||||||||||
2.875%, 12/15/2045 |
195 | 197 | ||||||||||||
WFRBS Commercial Mortgage Trust, Ser 2012-C6, Cl D |
||||||||||||||
5.776%, 04/15/2045 (A)(B) |
55 | 55 | ||||||||||||
WFRBS Commercial Mortgage Trust, Ser 2012-C8, Cl A3 |
||||||||||||||
3.001%, 08/15/2045 |
20 | 20 | ||||||||||||
WFRBS Commercial Mortgage Trust, Ser 2012-C9, Cl A3 |
||||||||||||||
2.870%, 11/15/2045 |
75 | 76 | ||||||||||||
WFRBS Commercial Mortgage Trust, Ser 2014-C19, Cl A5 |
||||||||||||||
4.101%, 03/15/2047 |
160 | 171 | ||||||||||||
WFRBS Commercial Mortgage Trust, Ser 2014-C20, Cl A5 |
||||||||||||||
3.995%, 05/15/2047 |
100 | 106 | ||||||||||||
WFRBS Commercial Mortgage Trust, Ser 2014-C24, Cl A5 |
||||||||||||||
3.607%, 11/15/2047 |
75 | 77 |
|
||||||||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||||||||
|
||||||||||||||||
MORTGAGE-BACKED SECURITIES (continued) |
| |||||||||||||||
WFRBS Commerical Mortgage Trust, Ser 2013-C15, Cl A3 |
||||||||||||||||
3.881%, 08/15/2046 |
$ | 70 | $ | 74 | ||||||||||||
|
|
|||||||||||||||
11,190 | ||||||||||||||||
|
|
|||||||||||||||
Total Mortgage-Backed Securities |
13,064 | |||||||||||||||
|
|
|||||||||||||||
CORPORATE OBLIGATIONS 0.8% |
|
|||||||||||||||
United States 0.8% |
||||||||||||||||
Allison Transmission |
||||||||||||||||
5.000%, 10/01/2024 (A) |
290 | 293 | ||||||||||||||
CenturyLink |
||||||||||||||||
6.450%, 06/15/2021 |
144 | 152 | ||||||||||||||
Cheniere Corpus Christi Holdings |
||||||||||||||||
5.875%, 03/31/2025 (A) |
189 | 193 | ||||||||||||||
CNA Financial |
||||||||||||||||
7.250%, 11/15/2023 |
110 | 130 | ||||||||||||||
Cox Communications |
||||||||||||||||
2.950%, 06/30/2023 (A) |
127 | 120 | ||||||||||||||
Diamond 1 Finance |
||||||||||||||||
5.450%, 06/15/2023 (A) |
240 | 255 | ||||||||||||||
4.420%, 06/15/2021 (A) |
240 | 248 | ||||||||||||||
General Motors Financial |
||||||||||||||||
2.236%, 04/10/2018 (B) |
328 | 330 | ||||||||||||||
Hewlett Packard Enterprise |
||||||||||||||||
4.900%, 10/15/2025 (A) |
350 | 360 | ||||||||||||||
Mylan |
||||||||||||||||
3.950%, 06/15/2026 |
79 | 74 | ||||||||||||||
Nabors Industries |
||||||||||||||||
5.500%, 01/15/2023 (A) |
187 | 195 | ||||||||||||||
Navient MTN |
||||||||||||||||
5.500%, 01/15/2019 |
248 | 257 | ||||||||||||||
Pioneer Natural Resources |
||||||||||||||||
4.450%, 01/15/2026 |
75 | 79 | ||||||||||||||
Sprint Spectrum |
||||||||||||||||
3.360%, 09/20/2021 (A) |
246 | 246 | ||||||||||||||
Transocean |
||||||||||||||||
9.000%, 07/15/2023 (A) |
280 | 287 | ||||||||||||||
Western Digital |
||||||||||||||||
7.375%, 04/01/2023 (A) |
265 | 291 | ||||||||||||||
|
|
|||||||||||||||
3,510 | ||||||||||||||||
|
|
|||||||||||||||
Total Corporate Obligations |
3,510 | |||||||||||||||
|
|
|||||||||||||||
U.S. TREASURY OBLIGATIONS 0.6% |
|
|||||||||||||||
U.S. Treasury Bond |
||||||||||||||||
2.500%, 02/15/2046 |
508 | 451 |
| ||
SEI Institutional International Trust / Quarterly Report / December 31, 2016 | 13 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
International Fixed Income Fund (Continued)
|
||||||||||||||||
Description |
Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||||||||
|
||||||||||||||||
U.S. TREASURY OBLIGATIONS (continued) |
|
|||||||||||||||
U.S. Treasury Inflation Indexed Bonds |
||||||||||||||||
0.250%, 01/15/2025 |
$ | 1,934 | $ | 1,902 | ||||||||||||
0.125%, 04/15/2018 |
282 | 285 | ||||||||||||||
0.125%, 04/15/2019 |
93 | 94 | ||||||||||||||
|
|
|||||||||||||||
Total U.S. Treasury Obligations |
|
2,732 | ||||||||||||||
|
|
|||||||||||||||
ASSET-BACKED SECURITY 0.0% |
|
|||||||||||||||
Other Asset-Backed Securities 0.0% |
|
|||||||||||||||
Volta Electricity Receivables, Ser 2013-1, Cl SNR |
||||||||||||||||
4.172%, 02/16/2017 |
EUR | 15 | 16 | |||||||||||||
|
|
|||||||||||||||
Total Asset-Backed Security |
16 | |||||||||||||||
|
|
|||||||||||||||
Total Investments 97.0% |
|
$ | 464,703 | |||||||||||||
|
|
A list of the open futures contracts held by the Fund at December 31, 2016, is as follows:
|
||||||||||||
Type of Contract | Number of Contracts Long (Short) |
Expiration Date | Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||
|
||||||||||||
Australian 10-Year Bond |
| Mar-2017 | $3 | |||||||||
Australian 3-Year Bond |
67 | Mar-2017 | (10) | |||||||||
Canadian 10-Year Bond |
(8) | Mar-2017 | 11 | |||||||||
Euro |
(180) | Mar-2017 | 236 | |||||||||
Euro-Bob |
(24) | Mar-2017 | (42) | |||||||||
Euro-Bond |
(17) | Mar-2017 | (39) | |||||||||
Euro-BTP |
(9) | Mar-2017 | (17) | |||||||||
Euro-Bund |
3 | Mar-2017 | | |||||||||
Euro-Buxl 30 Year Bond |
(2) | Mar-2017 | (7) | |||||||||
Euro-OAT 10 Year Bond |
8 | Mar-2017 | (7) | |||||||||
Japanese 10-Year Bond |
3 | Mar-2017 | 3 | |||||||||
Japanese 10-Year MINI |
81 | Mar-2017 | 8 | |||||||||
Long Gilt 10-Year Bond |
(11) | Mar-2017 | (45) | |||||||||
U.S. 10-Year Treasury Note |
(83) | Mar-2017 | (16) | |||||||||
U.S. 2-Year Treasury Note |
(43) | Apr-2017 | 9 | |||||||||
U.S. 5-Year Treasury Note |
75 | Mar-2017 | (54) | |||||||||
U.S. Long Treasury Bond |
2 | Mar-2017 | 10 | |||||||||
U.S. Ultra Long Treasury Bond |
(30) | Mar-2017 | 48 | |||||||||
Ultra 10-Year U.S. Treasury Bond |
(8) | Mar-2017 | 3 | |||||||||
|
|
|||||||||||
$94 | ||||||||||||
|
|
For the period ended December 31, 2016, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.
A list of the forward foreign currency contracts held by the Fund at December 31, 2016, is as follows:
|
||||||||||||||||||||
Settlement Date |
Currency to Deliver (Thousands) |
Currency To Receive (Thousands) |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||||||||||
|
||||||||||||||||||||
01/04/17-02/03/17 |
USD | 1,136 | DKK | 7,954 | $(7) | |||||||||||||||
01/04/17 |
USD | 1,706 | BRL | 6,397 | 259 | |||||||||||||||
01/04/17-02/03/17 |
USD | 4,828 | CAD | 6,405 | (50) | |||||||||||||||
01/04/17-02/03/17 |
NZD | 7,946 | USD | 5,620 | 82 | |||||||||||||||
01/04/17-02/03/17 |
USD | 10,870 | GBP | 8,679 | (143) | |||||||||||||||
01/04/17-02/03/17 |
USD | 12,140 | JPY | 1,395,549 | (164) | |||||||||||||||
01/04/17-02/23/17 |
SEK | 23,301 | USD | 2,551 | (18) | |||||||||||||||
01/04/17-02/03/17 |
AUD | 31,225 | USD | 23,229 | 630 | |||||||||||||||
01/04/17-02/02/17 |
BRL | 39,219 | USD | 11,194 | (813) | |||||||||||||||
01/04/17-02/03/17 |
CAD | 44,679 | USD | 33,357 | 30 | |||||||||||||||
01/04/17-02/03/17 |
GBP | 58,069 | USD | 72,275 | 506 | |||||||||||||||
01/04/17-02/03/17 |
JPY | 17,110,568 | USD | 150,387 | 3,568 | |||||||||||||||
01/05/17-01/09/17 |
PLN | 10,300 | USD | 2,611 | 143 | |||||||||||||||
01/09/17 |
USD | 435 | NOK | 3,642 | (12) | |||||||||||||||
01/09/17 |
ILS | 1,368 | USD | 357 | 1 | |||||||||||||||
01/09/17-02/03/17 |
CHF | 2,929 | USD | 2,896 | 13 | |||||||||||||||
01/09/17-03/14/17 |
SGD | 6,611 | USD | 4,633 | 58 | |||||||||||||||
01/09/17-02/03/17 |
USD | 9,548 | EUR | 8,991 | (58) | |||||||||||||||
01/09/17 |
NOK | 12,796 | USD | 1,494 | 8 | |||||||||||||||
01/09/17 |
CZK | 13,857 | USD | 545 | 4 | |||||||||||||||
01/09/17-01/31/17 |
ZAR | 17,991 | USD | 1,278 | (34) | |||||||||||||||
01/09/17 |
MXN | 24,420 | USD | 1,177 | (7) | |||||||||||||||
01/09/17 |
THB | 31,313 | USD | 880 | 6 | |||||||||||||||
01/09/17-02/03/17 |
EUR | 185,955 | USD | 198,978 | 2,714 | |||||||||||||||
01/09/17-01/10/17 |
KRW | 4,860,090 | USD | 4,149 | 124 | |||||||||||||||
01/10/17 |
USD | 263 | CHF | 270 | 3 | |||||||||||||||
01/10/17-01/11/17 |
USD | 264 | MXN | 5,461 | 1 | |||||||||||||||
01/10/17-01/10/17 |
USD | 394 | NZD | 553 | (9) | |||||||||||||||
01/10/17-01/19/17 |
USD | 1,315 | AUD | 1,776 | (29) | |||||||||||||||
01/10/17-01/10/17 |
USD | 1,371 | SEK | 12,636 | 20 | |||||||||||||||
01/11/17 |
USD | 1,125 | MXN | 22,944 | (12) | |||||||||||||||
01/11/17 |
MXN | 87,434 | USD | 4,297 | 57 | |||||||||||||||
01/17/17 |
USD | 1,871 | RUB | 121,754 | 118 | |||||||||||||||
01/17/17 |
RUB | 62,343 | USD | 1,007 | (12) | |||||||||||||||
01/18/17 |
USD | 3,570 | CZK | 92,000 | 25 | |||||||||||||||
02/03/17 |
USD | 90 | SGD | 130 | | |||||||||||||||
02/03/17-04/01/17 |
USD | 186 | ZAR | 2,545 | (2) | |||||||||||||||
02/03/17-02/03/17 |
USD | 242 | KRW | 292,160 | | |||||||||||||||
02/03/17 |
DKK | 1,331 | USD | 189 | | |||||||||||||||
02/08/17 |
USD | 375 | TRY | 1,328 | | |||||||||||||||
02/08/17 |
TRY | 1,326 | USD | 382 | 7 | |||||||||||||||
03/08/17-06/16/17 |
USD | 431 | ARS | 7,617 | 16 | |||||||||||||||
03/14/17 |
USD | 941 | IDR | 12,665,842 | (11) | |||||||||||||||
|
|
|||||||||||||||||||
$7,012 | ||||||||||||||||||||
|
|
| ||
14 | SEI Institutional International Trust / Quarterly Report / December 31, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
International Fixed Income Fund (Continued)
A list of the counterparties for the open forward foreign currency contracts held by the Fund at December 31, 2016, is as follows:
|
||||||||||||
Counterparty | Currency to Deliver ($ Thousands) |
Currency to Receive ($ Thousands) |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||
|
||||||||||||
ANZ |
$(2,788) | $2,751 | $(37) | |||||||||
Bank of America |
(26,788) | 27,514 | 726 | |||||||||
Barclays PLC |
(23,108) | 23,428 | 320 | |||||||||
BIC |
(61,012) | 62,061 | 1,049 | |||||||||
BMO Capital |
(23,950) | 24,552 | 602 | |||||||||
BNP Paribas |
(15,890) | 15,835 | (55) | |||||||||
Brown Brothers Harriman |
(27,237) | 26,695 | (542) | |||||||||
BT Brokerage |
(21,316) | 21,499 | 183 | |||||||||
Citigroup |
(113,170) | 115,267 | 2,097 | |||||||||
Commonwealth Bank Of Australia |
(1,410) | 1,438 | 28 | |||||||||
Credit Agricole |
(107) | 110 | 3 | |||||||||
Credit Suisse First Boston |
(4,071) | 4,166 | 95 | |||||||||
Goldman Sachs |
(5,192) | 5,582 | 390 | |||||||||
HSBC |
(59,083) | 59,191 | 108 |
|
||||||||||||
Counterparty | Currency to Deliver ($ Thousands) |
Currency to Receive ($ Thousands) |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||
|
||||||||||||
ITG |
$(190) | $212 | $22 | |||||||||
JPMorgan Chase Bank |
(16,290) | 16,273 | (17) | |||||||||
Merrill Lynch |
(943) | 923 | (20) | |||||||||
Morgan Stanley |
(38,960) | 39,293 | 333 | |||||||||
National Australia Capital Markets |
(923) | 936 | 13 | |||||||||
Nomura Securities International |
(945) | 945 | | |||||||||
RBC |
(9,567) | 9,563 | (4) | |||||||||
Royal Bank of Scotland |
(1,908) | 1,886 | (22) | |||||||||
Societe Generale |
(32,961) | 33,989 | 1,028 | |||||||||
Standard Chartered |
(6,636) | 6,678 | 42 | |||||||||
State Street |
(69,835) | 70,448 | 613 | |||||||||
UBS |
(5,240) | 5,297 | 57 | |||||||||
|
|
|||||||||||
$7,012 | ||||||||||||
|
|
For the period ended December 31, 2016, the total amount of all open forward foreign currency contracts, as presented in the table above are representative of the volume of activity for this derivative type during the period.
A list of open OTC swap agreements held by the Fund at December 31, 2016, are as follows:
|
||||||||||||||||||||||||
Credit Default Swaps | ||||||||||||||||||||||||
|
||||||||||||||||||||||||
Counterparty | Reference Entity/Obligation | Buy/Sell Protection | (Pays)/Receives Rate | Termination Date |
Notional Amount ($ Thousands) |
Net Unrealized Appreciation Depreciation ($ Thousands) |
||||||||||||||||||
|
||||||||||||||||||||||||
Credit Suisse |
Cmbx.Na.Bb.6 | SELL | 3.00 | 05/11/49 | $ | (130) | $ | - | ||||||||||||||||
Credit Suisse |
Cmbx.Na.Bb.6 | SELL | 5.00 | 05/11/49 | (370) | 14 | ||||||||||||||||||
Credit Suisse |
Cmbx.Na.Bb.6 | SELL | 5.00 | 05/11/49 | (240) | (1) | ||||||||||||||||||
Credit Suisse |
Cmbx.Na.Bbb-.6 | SELL | 3.00 | 05/11/49 | (373) | 7 | ||||||||||||||||||
Credit Suisse |
Cmbx.Na.Bbb-.6 | SELL | 3.00 | 05/11/49 | (127) | 2 | ||||||||||||||||||
Credit Suisse |
Cmbx.Na.Bbb-.6 | SELL | 3.00 | 05/11/49 | (134) | 1 | ||||||||||||||||||
Credit Suisse |
Cmbx.Na.Bbb-.6 | SELL | 3.00 | 05/11/49 | (460) | 10 | ||||||||||||||||||
Deutsche Bank |
Cmbx.Na.Bbb-.6 | SELL | 3.00 | 05/11/49 | (406) | 7 | ||||||||||||||||||
|
|
|||||||||||||||||||||||
$ | 40 | |||||||||||||||||||||||
|
|
A list of open centrally cleared swap agreements held by the Fund at December 31, 2016, are as follows:
|
||||||||||||||||
Interest Rate Swaps | ||||||||||||||||
|
||||||||||||||||
Counterparty | Fund Pays | Fund Receives | Termination Date | Currency | Notional Amount (Thousands) |
Net Unrealized Appreciation ($ Thousands) |
||||||||||
|
||||||||||||||||
Morgan Stanley |
2.13% | 3-Month USD - LIBOR | 11/09/25 | USD | 2,240 | $ | 27 | |||||||||
|
|
For the period ended December 31, 2016, 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 Net Assets of $479,304 ($ Thousands). |
(A) | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On December 31, 2016, the value of these securities amounted to $48,898 ($ Thousands), representing 10.2% of the net assets of the Fund. |
(B) | Variable Rate Security The rate reported on the Schedule of Investments is the rate in effect as of December 31, 2016. |
(C) | The rate reported is the effective yield at the time of purchase. |
@ At December 31, 2016, the tax basis cost of the Funds investments was $494,382 ($ Thousands), and the unrealized appreciation and depreciation were $3,687 ($ Thousands) and $(33,366) ($ Thousands), respectively.
ARS Argentine Peso
AUD Australian Dollar
BRL Brazilian Real
CAD Canadian Dollar
CHF Swiss Franc
Cl Class
COP Colombian Peso
CPI Consumer Price Index
CZK Czech Koruna
DKK Danish Krone
EUR Euro
FHLMC Federal Home Loan Mortgage Corporation
FNMA Federal National Mortgage Association
GBP British Pound Sterling
| ||
SEI Institutional International Trust / Quarterly Report / December 31, 2016 | 15 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
International Fixed Income Fund (Concluded)
IDR Indonesian Rupiah
ILS Israeli New Sheckels
IO Interest Only face amount represents notional amount.
JPY Japanese Yen
KRW Korean Won
LIBOR London Interbank Offered Rate
MTN Medium Term Note
MXN Mexican Peso
NOK Norwegian Krone
NZD New Zealand Dollar
OTC Over the Counter
PLC Public Limited Company
PLN Polish Zloty
REMIC Real Estate Mortgage Investment Conduit
RUB Russian Ruble
S&P Standard & Poors
SGD Singapore Dollar
SEK Swedish Krona
Ser Series
THB Thai Bhat
TRY Turkish Lira
USD United States Dollar
ZAR South African Rand
The following is a list of the level of inputs used as of December 31, 2016, 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 |
$ | | $ | 445,381 | $ | | $ | 445,381 | ||||||||
Mortgage-Backed Securities |
| 13,064 | | 13,064 | ||||||||||||
Corporate Obligations |
| 3,510 | | 3,510 | ||||||||||||
Asset-Backed Security |
| 16 | | 16 |
|
||||||||||||||||
Investments in Securities | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
|
||||||||||||||||
U.S. Treasury Obligations |
$ | | $ | 2,732 | $ | | $ | 2,732 | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments in Securities |
$ | | $ | 464,703 | $ | | $ | 464,703 | ||||||||
|
|
|
|
|
|
|
|
|||||||||
|
||||||||||||||||
Other Financial Instruments | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
|
||||||||||||||||
Futures Contracts * |
||||||||||||||||
Unrealized Appreciation |
$ | 331 | $ | | $ | | $ | 331 | ||||||||
Unrealized Depreciation |
(237) | | | (237) | ||||||||||||
Forwards Contracts * |
||||||||||||||||
Unrealized Appreciation |
8,392 | | 8,392 | |||||||||||||
Unrealized Depreciation |
| (1,380) | | (1,380) | ||||||||||||
OTC Swaps |
||||||||||||||||
Credit Default Swaps * |
||||||||||||||||
Unrealized Appreciation |
| 41 | | 41 | ||||||||||||
Unrealized Depreciation |
| (1) | | (1) | ||||||||||||
Centrally Cleared Swaps |
||||||||||||||||
Credit Default Swaps * |
||||||||||||||||
Unrealized Appreciation |
| 27 | | 27 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Other Financial Instruments |
$ | 94 | $ | 7,079 | $ | | $ | 7,173 | ||||||||
|
|
|
|
|
|
|
|
* Futures contracts, forwards contracts, and swap contracts are valued at the net unrealized appreciation (depreciation) on the instrument.
For the period ended December 31, 2016, there were no transfers between Level 1 and Level 2 assets and liabilities.
For the period ended December 31, 2016, 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.
As of December 31, 2016, the International Fixed Income Fund is the seller (providing protection) on a total notional amount of $2.2 million. The notional amounts of the swaps are not recorded in the financial statements. The notional amounts approximate the maximum potential amount of future payments that the Fund could be required to make if the Fund were the seller of protection and a credit event was to occur. Those credit default swaps (CDS) for which the Fund is providing protection at the balance sheet date are summarized as follows:
|
||||||||||||||||||||
WRITTEN CREDIT DERIVATIVE CONTRACTS | SINGLE NAME CREDIT DEFAULT SWAPS | CREDIT DEFAULT SWAP INDEX | ||||||||||||||||||
|
||||||||||||||||||||
REFERENCE ASSET | Corporate Debt |
Sovereign Debt |
Asset Backed Securities |
Corporate Debt |
Total | |||||||||||||||
|
||||||||||||||||||||
Fair value of written credit derivatives |
$- | $- | $- | $(298,675) | $(298,675) | |||||||||||||||
Maximum potential amount of future payments |
- |
- |
- | 2,240,000 | 2,240,000 | |||||||||||||||
Recourse provisions with third parties to recover any amounts paid under the credit derivative (including any purchased credit protection)[1] |
- | - | - | - | - | |||||||||||||||
Collateral held by the Fund can obtain upon occurrence of triggering event |
- |
- | - | - | - |
[1] Potential recoveries would include purchased credit derivatives to the extent they offset written credit derivatives which have an identical underlying, or a netting arrangement or credit support annex with the counterparty. There may be other potential recoveries from recourse provisions where agreements cover multiple derivative arrangements but those amounts have not been included.
|
||||||||||||||||||||||||
MAXIMUM POTENTIAL AMOUNT OF FUTURE PAYMENTS BY CONTRACT TERM | ||||||||||||||||||||||||
|
||||||||||||||||||||||||
0-6 MONTHS | 6-12 MONTHS | 1-5 YEARS | 5-10 YEARS | > 10 YEARS | Total | |||||||||||||||||||
|
||||||||||||||||||||||||
Current credit spread* on underlying (in basis points)[1] |
$- | $- | $- | $- | $- | $- | ||||||||||||||||||
0-400 |
- | - | - | - | - | - | ||||||||||||||||||
> than 400 |
- | - | - | - | 2,240,000 | 2,240,000 | ||||||||||||||||||
Total |
$- | $- | $- | $- | $2,240,000 | $2,240,000 |
[1] If Management uses credit ratings to evaluate the credit risk of an underlying asset, it may use such ratings in its disclosure by replacing credit spreads by credit ratings.
* The credit spread on the underlying asset is generally indicative of the current status of the underlying risk of the Fund having to perform. The spread also reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into a contract. Higher credit spreads with a shorter contract term is indicative of a higher likelihood of performance by the Fund.
| ||
16 | SEI Institutional International Trust / Quarterly Report / December 31, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
Emerging Markets Debt Fund
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS 94.7% |
||||||||||
Angola 0.0% |
||||||||||
Angolan Government International Bond |
||||||||||
9.500%, 11/12/2025 (A) |
$ | 539 | $ | 520 | ||||||
|
|
|||||||||
Argentina 4.6% |
||||||||||
Arcor SAIC |
||||||||||
6.000%, 07/06/2023 (B) |
108 | 113 | ||||||||
Argentine Bonad Bonds |
||||||||||
2.400%, 03/18/2018 |
1,568 | 1,527 | ||||||||
Argentine Bonos del Tesoro |
||||||||||
21.200%, 09/19/2018 |
ARS | 14,809 | 1,008 | |||||||
16.000%, 10/17/2023 |
31,607 | 1,983 | ||||||||
15.500%, 10/17/2026 |
89,176 | 5,618 | ||||||||
Argentine Republic Government International Bond |
||||||||||
7.625%, 04/22/2046 (B) |
$ | 40 | 40 | |||||||
7.500%, 04/22/2026 |
39 | 41 | ||||||||
7.125%, 07/06/2036 (B) |
228 | 217 | ||||||||
5.000%, 01/15/2027 |
EUR | 4,455 | 4,133 | |||||||
3.875%, 01/15/2022 |
900 | 908 | ||||||||
Cablevision |
||||||||||
6.500%, 06/15/2021 (B) |
$ | 214 | 218 | |||||||
City of Buenos Aires Argentina |
||||||||||
7.500%, 06/01/2027 (B) |
969 | 991 | ||||||||
Petrobras Argentina |
||||||||||
7.375%, 07/21/2023 (B) |
270 | 263 | ||||||||
Provincia de Buenos Aires |
||||||||||
9.950%, 06/09/2021 (B) |
1,240 | 1,398 | ||||||||
Provincia de Cordoba |
||||||||||
7.125%, 06/10/2021 (B) |
531 | 546 | ||||||||
Provincia del Chaco Argentina |
||||||||||
9.375%, 08/18/2024 |
517 | 481 | ||||||||
Republic of Argentina |
||||||||||
8.280%, 12/31/2033 |
8,048 | 8,591 | ||||||||
8.280%, 12/31/2033 |
4,154 | 4,309 | ||||||||
7.820%, 12/31/2033 |
EUR | 13,471 | 13,818 | |||||||
7.820%, 12/31/2033 |
4,158 | 4,209 | ||||||||
7.125%, 07/06/2036 |
$ | 1,107 | 1,053 | |||||||
6.875%, 04/22/2021 |
165 | 176 | ||||||||
6.250%, 04/22/2019 |
150 | 160 | ||||||||
6.250%, 04/22/2019 |
85 | 91 | ||||||||
4.191%, 12/15/2035 (C) |
EUR | 18,827 | 1,807 | |||||||
3.380%, 03/31/2019 (D) |
566 | 332 | ||||||||
3.043%, 12/15/2035 (C) |
$ | 1,203 | 109 | |||||||
2.500%, 03/31/2019 (D)(E) |
2,148 | 1,321 | ||||||||
2.260%, 03/31/2019 (D) |
EUR | 942 | 553 | |||||||
0.750%, 02/22/2017 |
$ | 3,138 | 3,070 | |||||||
0.044%, 12/15/2035 (C) |
11,382 | 1,047 | ||||||||
YPF |
||||||||||
8.500%, 07/28/2025 (B) |
2,163 | 2,225 | ||||||||
|
|
|||||||||
62,356 | ||||||||||
|
|
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
||||||||||
Armenia 0.2% |
||||||||||
Republic of Armenia |
||||||||||
7.150%, 03/26/2025 (B) |
$ | 2,276 | $ | 2,388 | ||||||
|
|
|||||||||
Azerbaijan 1.2% |
||||||||||
Republic of Azerbaijan |
||||||||||
4.750%, 03/18/2024 (A)(B) |
3,101 | 3,078 | ||||||||
Southern Gas Corridor |
||||||||||
6.875%, 03/24/2026 |
3,379 | 3,639 | ||||||||
State Oil of the Azerbaijan Republic |
||||||||||
6.950%, 03/18/2030 |
963 | 1,014 | ||||||||
6.950%, 03/18/2030 |
5,176 | 5,428 | ||||||||
State Oil of the Azerbaijan Republic MTN |
||||||||||
4.750%, 03/13/2023 |
2,923 | 2,838 | ||||||||
4.750%, 03/13/2023 |
200 | 194 | ||||||||
|
|
|||||||||
16,191 | ||||||||||
|
|
|||||||||
Bahrain 0.1% |
||||||||||
Bahrain Government International Bond |
||||||||||
7.000%, 10/12/2028 (B) |
641 | 655 | ||||||||
|
|
|||||||||
Belize 0.1% |
||||||||||
Belize Government International Bond |
||||||||||
5.000%, 08/20/2017 (D) |
2,637 | 1,081 | ||||||||
|
|
|||||||||
Bermuda 0.3% |
||||||||||
Government of Bermuda |
||||||||||
4.854%, 02/06/2024 |
2,180 | 2,266 | ||||||||
3.717%, 01/25/2027 |
1,521 | 1,437 | ||||||||
|
|
|||||||||
3,703 | ||||||||||
|
|
|||||||||
Brazil 8.8% |
||||||||||
Banco Nacional de Desenvolvimento Economico e Social |
||||||||||
6.500%, 06/10/2019 (B) |
660 | 701 | ||||||||
Braskem Finance |
||||||||||
5.750%, 04/15/2021 |
1,797 | 1,891 | ||||||||
Brazil Letras do Tesouro Nacional(F) |
||||||||||
17.573%, 07/01/2019 |
BRL | 11,540 | 2,732 | |||||||
15.050%, 01/01/2019 |
89,674 | 22,370 | ||||||||
14.857%, 01/01/2020 |
18,000 | 4,026 | ||||||||
13.450%, 07/01/2018 |
23,119 | 6,067 | ||||||||
10.673%, 01/01/2018 |
23,090 | 6,365 | ||||||||
6.670%, 01/01/2019 |
8,972 | 2,238 | ||||||||
Brazil Loan Trust 1 |
||||||||||
5.477%, 07/24/2023 (B) |
$ | 507 | 497 | |||||||
5.477%, 07/24/2023 |
300 | 292 | ||||||||
Brazil Minas SPE via State of Minas Gerais |
||||||||||
5.333%, 02/15/2028 |
1,176 | 1,096 | ||||||||
5.333%, 02/15/2028 |
4,194 | 3,911 | ||||||||
Brazil Notas do Tesouro Nacional, Serie B |
||||||||||
6.000%, 08/15/2022 |
BRL | 4,000 | 3,720 | |||||||
6.000%, 05/15/2035 |
1,000 | 943 |
| ||
SEI Institutional International Trust / Quarterly Report / December 31, 2016 | 1 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
Emerging Markets Debt Fund (Continued)
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
||||||||||
Brazil Notas do Tesouro Nacional, Serie F |
||||||||||
10.000%, 01/01/2021 |
BRL | 19,202 | $ | 5,674 | ||||||
10.000%, 01/01/2023 |
37,741 | 10,895 | ||||||||
10.000%, 01/01/2025 |
52,150 | 14,867 | ||||||||
10.000%, 01/01/2027 |
7,980 | 2,259 | ||||||||
Brazilian Government International Bond |
||||||||||
6.000%, 04/07/2026 |
$ | 2,012 | 2,082 | |||||||
5.625%, 02/21/2047 |
1,350 | 1,185 | ||||||||
BRF |
||||||||||
4.750%, 05/22/2024 |
1,660 | 1,613 | ||||||||
Cosan Luxembourg |
||||||||||
7.000%, 01/20/2027 (B) |
253 | 252 | ||||||||
ESAL GmbH |
||||||||||
6.250%, 02/05/2023 |
1,050 | 1,053 | ||||||||
6.250%, 02/05/2023 (B) |
218 | 219 | ||||||||
Federal Republic of Brazil |
||||||||||
8.250%, 01/20/2034 |
3,341 | 3,860 | ||||||||
5.625%, 01/07/2041 |
2,546 | 2,265 | ||||||||
5.000%, 01/27/2045 |
157 | 127 | ||||||||
4.875%, 01/22/2021 |
546 | 562 | ||||||||
4.250%, 01/07/2025 |
611 | 571 | ||||||||
2.625%, 01/05/2023 |
785 | 699 | ||||||||
GTL Trade Finance |
||||||||||
5.893%, 04/29/2024 (B) |
149 | 148 | ||||||||
Klabin Finance |
||||||||||
5.250%, 07/16/2024 |
790 | 748 | ||||||||
Marfrig Holdings Europe |
||||||||||
8.000%, 06/08/2023 |
1,100 | 1,139 | ||||||||
Minerva Luxembourg |
||||||||||
6.500%, 09/20/2026 |
1,401 | 1,350 | ||||||||
6.500%, 09/20/2026 (B) |
858 | 827 | ||||||||
Petrobras Global Finance |
||||||||||
8.750%, 05/23/2026 |
2,735 | 2,951 | ||||||||
8.375%, 05/23/2021 |
1,682 | 1,812 | ||||||||
4.375%, 05/20/2023 (A) |
714 | 624 | ||||||||
Petrobras International Finance |
||||||||||
5.375%, 01/27/2021 |
2,236 | 2,187 | ||||||||
Ultrapar International |
||||||||||
5.250%, 10/06/2026 |
330 | 322 | ||||||||
Vale Overseas |
||||||||||
6.250%, 08/10/2026 |
1,750 | 1,820 | ||||||||
|
|
|||||||||
118,960 | ||||||||||
|
|
|||||||||
Chile 0.5% |
||||||||||
Banco del Estado de Chile MTN |
||||||||||
3.875%, 02/08/2022 (B) |
230 | 235 | ||||||||
Banco del Estado de Chile |
||||||||||
4.125%, 10/07/2020 (B) |
270 | 281 | ||||||||
4.125%, 10/07/2020 |
30 | 32 | ||||||||
Bonos de la Tesoreria de la Republica en pesos |
||||||||||
6.000%, 01/01/2020 |
CLP | 80,000 | 131 |
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
||||||||||
Empresa Electrica Angamos |
||||||||||
4.875%, 05/25/2029 (B) |
$ | 1,323 | $ | 1,257 | ||||||
Empresa Nacional del Petroleo |
||||||||||
3.750%, 08/05/2026 (B) |
387 | 362 | ||||||||
Nacional del Cobre de Chile |
||||||||||
6.150%, 10/24/2036 |
592 | 672 | ||||||||
5.625%, 09/21/2035 (A) |
880 | 937 | ||||||||
4.500%, 09/16/2025 (B) |
726 | 737 | ||||||||
3.000%, 07/17/2022 (A)(B) |
843 | 817 | ||||||||
Republic of Chile |
||||||||||
5.500%, 08/05/2020 |
CLP | 323,000 | 507 | |||||||
3.125%, 01/21/2026 |
$ | 735 | 724 | |||||||
VTR Finance |
||||||||||
6.875%, 01/15/2024 (B) |
86 | 89 | ||||||||
|
|
|||||||||
6,781 | ||||||||||
|
|
|||||||||
China 0.4% |
||||||||||
CNOOC Finance |
||||||||||
3.500%, 05/05/2025 |
234 | 227 | ||||||||
Sinochem Overseas Capital |
||||||||||
4.500%, 11/12/2020 |
63 | 66 | ||||||||
Sinopec Capital |
||||||||||
3.125%, 04/24/2023 (B) |
539 | 526 | ||||||||
Sinopec Group Overseas Development |
||||||||||
4.375%, 10/17/2023 |
539 | 564 | ||||||||
3.900%, 05/17/2022 (B) |
1,367 | 1,406 | ||||||||
3.500%, 05/03/2026 (B) |
1,070 | 1,036 | ||||||||
2.750%, 05/03/2021 (B) |
1,070 | 1,057 | ||||||||
Three Gorges Finance I Cayman Islands |
||||||||||
3.150%, 06/02/2026 (B) |
200 | 191 | ||||||||
|
|
|||||||||
5,073 | ||||||||||
|
|
|||||||||
Colombia 6.4% |
||||||||||
Bogota Distrito Capital |
||||||||||
9.750%, 07/26/2028 (B) |
COP | 8,820,000 | 2,975 | |||||||
9.750%, 07/26/2028 |
370,000 | 125 | ||||||||
Colombian TES |
||||||||||
11.000%, 07/24/2020 |
13,543,500 | 5,129 | ||||||||
10.000%, 07/24/2024 |
21,261,600 | 8,361 | ||||||||
7.750%, 09/18/2030 |
5,120,800 | 1,769 | ||||||||
7.500%, 08/26/2026 |
31,693,200 | 10,847 | ||||||||
7.000%, 05/04/2022 |
51,250,600 | 17,317 | ||||||||
6.000%, 04/28/2028 |
18,090,300 | 5,442 | ||||||||
5.000%, 11/21/2018 |
18,962,600 | 6,186 | ||||||||
Ecopetrol |
||||||||||
7.375%, 09/18/2043 |
$ | 436 | 443 | |||||||
5.875%, 05/28/2045 |
1,355 | 1,171 | ||||||||
5.375%, 06/26/2026 |
1,742 | 1,733 | ||||||||
Emgesa ESP |
||||||||||
8.750%, 01/25/2021 |
COP | 870,000 | 288 | |||||||
Empresas Publicas de Medellin ESP |
||||||||||
8.375%, 02/01/2021 |
3,962,000 | 1,290 | ||||||||
7.625%, 09/10/2024 (B) |
3,116,000 | 960 |
| ||
2 | SEI Institutional International Trust / Quarterly Report / December 31, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
Emerging Markets Debt Fund (Continued)
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
||||||||||
Financiera de Desarrollo Territorial Findeter |
||||||||||
7.875%, 08/12/2024 (B) |
COP | 1,127,000 | $ | 348 | ||||||
7.875%, 08/12/2024 |
884,000 | 273 | ||||||||
Pacific Exploration and Production |
||||||||||
5.625%, 01/19/2025 (B) |
$ | 2,298 | 471 | |||||||
Pacific Rubiales Energy |
||||||||||
5.375%, 01/26/2019 |
900 | 161 | ||||||||
Republic of Colombia MTN |
||||||||||
3.875%, 03/22/2026 |
EUR | 1,523 | 1,772 | |||||||
Republic of Colombia |
||||||||||
11.750%, 02/25/2020 |
$ | 322 | 410 | |||||||
10.375%, 01/28/2033 |
360 | 523 | ||||||||
9.850%, 06/28/2027 |
COP | 3,803,000 | 1,490 | |||||||
9.850%, 06/28/2027 |
1,257,000 | 492 | ||||||||
8.125%, 05/21/2024 |
$ | 824 | 1,030 | |||||||
7.750%, 04/14/2021 |
COP | 3,331,000 | 1,151 | |||||||
7.375%, 09/18/2037 |
$ | 2,626 | 3,191 | |||||||
6.125%, 01/18/2041 |
3,900 | 4,212 | ||||||||
5.625%, 02/26/2044 |
152 | 156 | ||||||||
5.000%, 06/15/2045 |
85 | 81 | ||||||||
4.500%, 01/28/2026 |
636 | 655 | ||||||||
4.375%, 07/12/2021 |
3,546 | 3,714 | ||||||||
4.375%, 03/21/2023 |
COP | 1,089,000 | 316 | |||||||
4.375%, 03/21/2023 |
1,782,000 | 517 | ||||||||
4.000%, 02/26/2024 |
$ | 1,660 | 1,677 | |||||||
|
|
|||||||||
86,676 | ||||||||||
|
|
|||||||||
Costa Rica 1.2% |
||||||||||
Banco Nacional de Costa Rica |
||||||||||
6.250%, 11/01/2023 (B) |
753 | 755 | ||||||||
5.875%, 04/25/2021 (B) |
597 | 602 | ||||||||
Instituto Costarricense de Electricidad |
||||||||||
6.950%, 11/10/2021 |
400 | 417 | ||||||||
6.375%, 05/15/2043 |
250 | 195 | ||||||||
Republic of Costa Rica |
||||||||||
7.158%, 03/12/2045 (B) |
1,237 | 1,146 | ||||||||
7.158%, 03/12/2045 |
3,436 | 3,184 | ||||||||
7.158%, 03/12/2045 |
4,272 | 3,958 | ||||||||
7.000%, 04/04/2044 (B) |
2,556 | 2,336 | ||||||||
7.000%, 04/04/2044 |
2,387 | 2,181 | ||||||||
4.375%, 04/30/2025 |
702 | 623 | ||||||||
4.375%, 04/30/2025 (B) |
207 | 184 | ||||||||
|
|
|||||||||
15,581 | ||||||||||
|
|
|||||||||
Croatia 1.1% |
||||||||||
Government of Croatia |
||||||||||
6.625%, 07/14/2020 |
4,003 | 4,354 | ||||||||
6.375%, 03/24/2021 |
1,490 | 1,620 | ||||||||
6.375%, 03/24/2021 (B) |
4,053 | 4,408 | ||||||||
6.000%, 01/26/2024 (B) |
1,993 | 2,160 | ||||||||
5.875%, 07/09/2018 |
EUR | 150 | 172 | |||||||
5.500%, 04/04/2023 |
$ | 200 | 211 |
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
||||||||||
3.000%, 03/11/2025 |
EUR | 2,390 | $ | 2,538 | ||||||
|
|
|||||||||
15,463 | ||||||||||
|
|
|||||||||
Dominican Republic 1.3% |
||||||||||
Dominican Republic |
||||||||||
15.950%, 06/04/2021 |
DOP | 3,800 | 98 | |||||||
11.500%, 05/10/2024 |
55,000 | 1,253 | ||||||||
11.000%, 01/05/2018 |
6,320 | 138 | ||||||||
11.000%, 07/30/2021 (B) |
53,760 | 1,176 | ||||||||
9.040%, 01/23/2018 |
$ | 363 | 375 | |||||||
8.625%, 04/20/2027 |
1,707 | 1,918 | ||||||||
7.450%, 04/30/2044 (B) |
2,608 | 2,624 | ||||||||
7.450%, 04/30/2044 |
610 | 616 | ||||||||
7.450%, 04/30/2044 |
1,015 | 1,025 | ||||||||
6.875%, 01/29/2026 |
1,273 | 1,321 | ||||||||
6.850%, 01/27/2045 (B) |
3,708 | 3,503 | ||||||||
6.850%, 01/27/2045 |
400 | 378 | ||||||||
6.850%, 01/27/2045 |
235 | 222 | ||||||||
6.600%, 01/28/2024 |
882 | 920 | ||||||||
5.875%, 04/18/2024 (B) |
536 | 537 | ||||||||
5.500%, 01/27/2025 |
1,721 | 1,660 | ||||||||
|
|
|||||||||
17,764 | ||||||||||
|
|
|||||||||
Ecuador 0.9% |
||||||||||
EP PetroEcuador via Noble Sovereign Funding I |
||||||||||
6.627%, 09/24/2019 (C) |
536 | 541 | ||||||||
Republic of Ecuador |
||||||||||
10.750%, 03/28/2022 (B) |
240 | 261 | ||||||||
10.500%, 03/24/2020 (A) |
1,209 | 1,300 | ||||||||
10.500%, 03/24/2020 (B) |
1,590 | 1,709 | ||||||||
9.650%, 12/13/2026 (B) |
830 | 852 | ||||||||
7.950%, 06/20/2024 |
7,243 | 6,917 | ||||||||
|
|
|||||||||
11,580 | ||||||||||
|
|
|||||||||
Egypt 0.1% |
||||||||||
Government of Egypt |
||||||||||
5.875%, 06/11/2025 (B) |
2,140 | 1,941 | ||||||||
|
|
|||||||||
El Salvador 0.6% |
||||||||||
Republic of El Salvador |
||||||||||
7.750%, 01/24/2023 |
1,999 | 2,073 | ||||||||
7.650%, 06/15/2035 |
418 | 388 | ||||||||
7.650%, 06/15/2035 |
2,017 | 1,871 | ||||||||
7.625%, 02/01/2041 |
1,020 | 926 | ||||||||
7.375%, 12/01/2019 |
226 | 233 | ||||||||
6.375%, 01/18/2027 |
863 | 794 | ||||||||
6.375%, 01/18/2027 (B) |
1,121 | 1,031 | ||||||||
5.875%, 01/30/2025 (B) |
704 | 642 | ||||||||
5.875%, 01/30/2025 |
210 | 192 | ||||||||
5.875%, 01/30/2025 |
200 | 183 | ||||||||
|
|
|||||||||
8,333 | ||||||||||
|
|
| ||
SEI Institutional International Trust / Quarterly Report / December 31, 2016 | 3 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
Emerging Markets Debt Fund (Continued)
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
||||||||||
Ethiopia 0.0% |
||||||||||
Federal Democratic Republic of Ethiopia |
||||||||||
6.625%, 12/11/2024 (B) |
$ | 510 | $ | 468 | ||||||
|
|
|||||||||
Gabon 0.4% |
||||||||||
Gabonese Republic |
||||||||||
8.200%, 12/12/2017 (A) |
282 | 292 | ||||||||
6.950%, 06/16/2025 (B) |
658 | 615 | ||||||||
6.375%, 12/12/2024 |
4,505 | 4,184 | ||||||||
6.375%, 12/12/2024 (B) |
682 | 634 | ||||||||
|
|
|||||||||
5,725 | ||||||||||
|
|
|||||||||
Georgia 0.1% |
||||||||||
Republic of Georgia |
||||||||||
6.875%, 04/12/2021 (B) |
663 | 722 | ||||||||
|
|
|||||||||
Ghana 0.9% |
||||||||||
Republic of Ghana |
||||||||||
24.750%, 07/19/2021 |
3,864 | 1,059 | ||||||||
24.500%, 04/22/2019 |
1,926 | 490 | ||||||||
24.000%, 09/09/2019 |
964 | 242 | ||||||||
10.750%, 10/14/2030 |
7,073 | 8,360 | ||||||||
10.750%, 10/14/2030 (B) |
1,112 | 1,314 | ||||||||
7.875%, 08/07/2023 |
1,417 | 1,393 | ||||||||
|
|
|||||||||
12,858 | ||||||||||
|
|
|||||||||
Guatemala 0.1% |
||||||||||
Comcel Trust |
||||||||||
6.875%, 02/06/2024 (B) |
590 | 594 | ||||||||
Comcel Trust via Comunicaciones Celulares |
||||||||||
6.875%, 02/06/2024 |
350 | 353 | ||||||||
|
|
|||||||||
947 | ||||||||||
|
|
|||||||||
Hong Kong 0.0% |
||||||||||
Studio City |
||||||||||
7.250%, 11/30/2021 (B) |
413 | 427 | ||||||||
|
|
|||||||||
Hungary 3.3% |
||||||||||
Magyar Export-Import Bank |
||||||||||
4.000%, 01/30/2020 (B) |
925 | 948 | ||||||||
Republic of Hungary |
||||||||||
7.625%, 03/29/2041 |
9,190 | 12,841 | ||||||||
7.000%, 06/24/2022 |
HUF | 330,470 | 1,427 | |||||||
6.750%, 10/22/2028 |
932,610 | 4,243 | ||||||||
6.375%, 03/29/2021 |
$ | 1,417 | 1,587 | |||||||
6.000%, 11/24/2023 |
HUF | 1,627,070 | 6,852 | |||||||
5.750%, 11/22/2023 |
$ | 5,326 | 5,905 | |||||||
5.500%, 06/24/2025 |
HUF | 1,457,840 | 5,956 | |||||||
5.375%, 02/21/2023 |
$ | 2,700 | 2,926 | |||||||
5.375%, 03/25/2024 |
873 | 952 | ||||||||
3.000%, 06/26/2024 |
HUF | 155,290 | 540 | |||||||
|
|
|||||||||
44,177 | ||||||||||
|
|
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
||||||||||
India 0.0% |
||||||||||
Vedanta Resources |
||||||||||
6.000%, 01/31/2019 (B) |
$ | 504 | $ | 505 | ||||||
|
|
|||||||||
Indonesia 9.1% |
||||||||||
Indonesia Treasury Bond |
||||||||||
8.750%, 05/15/2031 |
IDR | 87,036,000 | 6,732 | |||||||
8.250%, 07/15/2021 |
10,611,000 | 807 | ||||||||
Listrindo Capital |
||||||||||
4.950%, 09/14/2026 |
$ | 350 | 341 | |||||||
Majapahit Holding |
||||||||||
7.875%, 06/29/2037 |
300 | 354 | ||||||||
7.875%, 06/29/2037 (B) |
205 | 242 | ||||||||
7.750%, 01/20/2020 |
894 | 1,004 | ||||||||
Pelabuhan Indonesia III |
||||||||||
4.875%, 10/01/2024 |
1,659 | 1,671 | ||||||||
Pertamina Persero |
||||||||||
6.500%, 05/27/2041 (B) |
380 | 389 | ||||||||
6.000%, 05/03/2042 (B) |
935 | 899 | ||||||||
6.000%, 05/03/2042 |
340 | 327 | ||||||||
5.250%, 05/23/2021 (B) |
921 | 969 | ||||||||
4.875%, 05/03/2022 (B) |
220 | 226 | ||||||||
Pertamina Persero MTN |
||||||||||
6.450%, 05/30/2044 (B) |
665 | 673 | ||||||||
6.450%, 05/30/2044 |
439 | 446 | ||||||||
5.625%, 05/20/2043 |
2,692 | 2,477 | ||||||||
5.625%, 05/20/2043 (B) |
1,434 | 1,319 | ||||||||
5.625%, 05/20/2043 (A) |
300 | 276 | ||||||||
Perusahaan Listrik Negara MTN |
||||||||||
5.250%, 10/24/2042 |
580 | 512 | ||||||||
Republic of Indonesia MTN |
||||||||||
11.625%, 03/04/2019 |
80 | 96 | ||||||||
11.625%, 03/04/2019 (B) |
975 | 1,166 | ||||||||
11.625%, 03/04/2019 |
1,049 | 1,254 | ||||||||
6.750%, 01/15/2044 (B) |
183 | 221 | ||||||||
5.875%, 01/15/2024 (B) |
888 | 980 | ||||||||
5.875%, 01/15/2024 |
3,700 | 4,082 | ||||||||
5.875%, 01/15/2024 |
2,876 | 3,173 | ||||||||
5.250%, 01/17/2042 |
692 | 697 | ||||||||
5.125%, 01/15/2045 (B) |
217 | 217 | ||||||||
4.750%, 01/08/2026 |
1,044 | 1,078 | ||||||||
4.750%, 01/08/2026 (B) |
2,723 | 2,811 | ||||||||
4.125%, 01/15/2025 |
1,331 | 1,319 | ||||||||
3.750%, 06/14/2028 |
EUR | 1,100 | 1,180 | |||||||
3.375%, 04/15/2023 (B) |
$ | 1,939 | 1,891 | |||||||
Republic of Indonesia |
||||||||||
12.800%, 06/15/2021 |
IDR | 210,000 | 19 | |||||||
11.000%, 09/15/2025 |
3,200,000 | 281 | ||||||||
9.000%, 03/15/2029 |
187,712,000 | 14,685 | ||||||||
8.500%, 10/12/2035 |
$ | 925 | 1,255 | |||||||
8.375%, 03/15/2024 |
IDR | 236,319,000 | 17,936 | |||||||
8.375%, 09/15/2026 |
93,384,000 | 7,119 |
| ||
4 | SEI Institutional International Trust / Quarterly Report / December 31, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
Emerging Markets Debt Fund (Continued)
|
||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||
|
||||||||
GLOBAL BONDS (continued) |
|
|||||||
8.375%, 03/15/2034 |
IDR | 113,294,000 | $ | 8,451 | ||||
8.250%, 06/15/2032 |
17,369,000 | 1,281 | ||||||
8.250%, 05/15/2036 |
35,070,000 | 2,616 | ||||||
7.750%, 01/17/2038 |
$ | 291 | 373 | |||||
7.750%, 01/17/2038 |
2,721 | 3,492 | ||||||
7.000%, 05/15/2022 |
IDR | 131,580,000 | 9,470 | |||||
7.000%, 05/15/2027 |
10,300,000 | 722 | ||||||
6.625%, 05/15/2033 |
35,776,000 | 2,257 | ||||||
6.625%, 02/17/2037 |
$ | 1,384 | 1,600 | |||||
6.125%, 05/15/2028 |
IDR | 26,020,000 | 1,646 | |||||
5.625%, 05/15/2023 |
44,408,000 | 2,933 | ||||||
4.875%, 05/05/2021 (B) |
$ | 200 | 212 | |||||
4.875%, 05/05/2021 |
1,312 | 1,389 | ||||||
3.700%, 01/08/2022 |
279 | 280 | ||||||
3.375%, 07/30/2025 |
EUR | 5,180 | 5,595 | |||||
|
|
|||||||
123,441 | ||||||||
|
|
|||||||
Iraq 0.4% |
||||||||
Republic of Iraq |
||||||||
5.800%, 01/15/2028 |
$ | 7,258 | 6,024 | |||||
|
|
|||||||
Ivory Coast 0.8% |
|
|||||||
Ivory Coast Government Bond |
||||||||
6.375%, 03/03/2028 (B) |
716 | 698 | ||||||
5.750%, 12/31/2032 |
1,791 | 1,655 | ||||||
5.750%, 12/31/2032 |
4,625 | 4,274 | ||||||
5.750%, 12/31/2032 |
3,413 | 3,154 | ||||||
5.375%, 07/23/2024 (B) |
1,659 | 1,597 | ||||||
|
|
|||||||
11,378 | ||||||||
|
|
|||||||
Jamaica 0.3% |
||||||||
Digicel Group |
||||||||
8.250%, 09/30/2020 |
1,072 | 920 | ||||||
8.250%, 09/30/2020 (B) |
199 | 171 | ||||||
7.125%, 04/01/2022 (A)(B) |
919 | 713 | ||||||
Government of Jamaica |
||||||||
7.875%, 07/28/2045 |
437 | 474 | ||||||
7.625%, 07/09/2025 |
517 | 591 | ||||||
Jamaica Government International Bond |
||||||||
8.000%, 03/15/2039 |
1,357 | 1,500 | ||||||
|
|
|||||||
4,369 | ||||||||
|
|
|||||||
Jordan 0.1% |
||||||||
Jordan Government International Bond |
||||||||
5.750%, 01/31/2027 |
616 | 584 | ||||||
5.750%, 01/31/2027 (B) |
233 | 221 | ||||||
|
|
|||||||
805 | ||||||||
|
|
|||||||
Kazakhstan 0.6% |
||||||||
Development Bank of Kazakhstan |
||||||||
4.125%, 12/10/2022 |
770 | 741 | ||||||
KazAgro National Management Holding JSC MTN |
||||||||
4.625%, 05/24/2023 |
370 | 346 |
|
||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||
|
||||||||
GLOBAL BONDS (continued) |
|
|||||||
4.625%, 05/24/2023 (B) |
$ | 349 | $ | 327 | ||||
Kazakhstan Temir Zholy Finance |
||||||||
6.950%, 07/10/2042 (B) |
250 | 241 | ||||||
KazMunayGas National MTN |
||||||||
9.125%, 07/02/2018 (A) |
942 | 1,024 | ||||||
6.375%, 04/09/2021 (B) |
1,660 | 1,798 | ||||||
6.375%, 04/09/2021 |
2,329 | 2,523 | ||||||
Republic of Kazakhstan |
||||||||
6.375%, 10/06/2020 (B) |
400 | 429 | ||||||
Republic of Kazakhstan MTN |
||||||||
6.500%, 07/21/2045 |
800 | 916 | ||||||
|
|
|||||||
8,345 | ||||||||
|
|
|||||||
Kenya 0.6% |
||||||||
Kenya Government International Bond |
||||||||
6.875%, 06/24/2024 (B) |
1,413 | 1,332 | ||||||
6.875%, 06/24/2024 (A) |
2,885 | 2,720 | ||||||
5.875%, 06/24/2019 (A)(B) |
805 | 823 | ||||||
Kenya Infrastructure Bond |
||||||||
12.500%, 05/12/2025 |
KES | 56,200 | 532 | |||||
11.000%, 09/15/2025 |
230,000 | 2,079 | ||||||
11.000%, 10/12/2026 |
20,000 | 178 | ||||||
11.000%, 03/15/2027 |
124,850 | 1,104 | ||||||
|
|
|||||||
8,768 | ||||||||
|
|
|||||||
Kuwait 0.0% |
||||||||
Equate Petrochemical MTN |
||||||||
4.250%, 11/03/2026 (B) |
287 | 274 | ||||||
|
|
|||||||
Lithuania 0.4% |
||||||||
Republic of Lithuania |
||||||||
7.375%, 02/11/2020 (B) |
$ | 195 | 222 | |||||
6.625%, 02/01/2022 |
4,675 | 5,426 | ||||||
|
|
|||||||
5,648 | ||||||||
|
|
|||||||
Malaysia 4.1% |
||||||||
1MDB Energy |
||||||||
5.990%, 05/11/2022 |
1,000 | 1,068 | ||||||
1MDB Global Investments |
||||||||
4.400%, 03/09/2023 |
5,100 | 4,303 | ||||||
Malaysia Government Bond |
||||||||
5.248%, 09/15/2028 |
MYR | 1,050 | 247 | |||||
4.935%, 09/30/2043 |
2,200 | 490 | ||||||
4.392%, 04/15/2026 |
10,601 | 2,355 | ||||||
4.378%, 11/29/2019 |
10,915 | 2,482 | ||||||
4.254%, 05/31/2035 |
1,827 | 385 | ||||||
4.232%, 06/30/2031 |
9,200 | 1,959 | ||||||
4.181%, 07/15/2024 |
11,316 | 2,499 | ||||||
4.160%, 07/15/2021 |
4,260 | 965 | ||||||
4.048%, 09/30/2021 |
4,330 | 969 | ||||||
4.012%, 09/15/2017 |
900 | 201 | ||||||
3.955%, 09/15/2025 |
26,626 | 5,756 | ||||||
3.892%, 03/15/2027 |
1,369 | 293 | ||||||
3.889%, 07/31/2020 |
2,330 | 523 |
| ||
SEI Institutional International Trust / Quarterly Report / December 31, 2016 | 5 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
Emerging Markets Debt Fund (Continued)
|
||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||
|
||||||||
GLOBAL BONDS (continued) |
||||||||
3.800%, 08/17/2023 |
MYR | 27,695 | $ | 6,062 | ||||
3.795%, 09/30/2022 |
3,500 | 768 | ||||||
3.759%, 03/15/2019 |
8,099 | 1,815 | ||||||
3.659%, 10/15/2020 |
1,419 | 316 | ||||||
3.654%, 10/31/2019 |
11,930 | 2,661 | ||||||
3.620%, 11/30/2021 |
7,443 | 1,655 | ||||||
3.580%, 09/28/2018 |
4,747 | 1,057 | ||||||
3.502%, 05/31/2027 |
1,050 | 216 | ||||||
3.492%, 03/31/2020 |
6,880 | 1,525 | ||||||
3.480%, 03/15/2023 |
14,448 | 3,090 | ||||||
3.418%, 08/15/2022 |
15,169 | 3,269 | ||||||
3.314%, 10/31/2017 |
5,330 | 1,190 | ||||||
3.260%, 03/01/2018 |
10,540 | 2,346 | ||||||
Malaysia Government Investment Issue |
||||||||
4.070%, 09/30/2026 |
14,106 | 3,068 | ||||||
Petronas Capital MTN |
||||||||
3.500%, 03/18/2025 (A)(B) |
$ | 2,175 | 2,178 | |||||
|
|
|||||||
55,711 | ||||||||
|
|
|||||||
Mexico 8.1% |
||||||||
Alfa |
||||||||
6.875%, 03/25/2044 |
1,750 | 1,697 | ||||||
America Movil |
||||||||
7.125%, 12/09/2024 |
MXN | 18,110 | 803 | |||||
6.000%, 06/09/2019 |
12,420 | 572 | ||||||
Banco Nacional de Comercio Exterior SNC(C) |
||||||||
3.800%, 08/11/2026 (B) |
$ | 1,852 | 1,734 | |||||
3.800%, 08/11/2026 |
536 | 502 | ||||||
Cemex |
||||||||
7.750%, 04/16/2026 (A)(B) |
2,494 | 2,762 | ||||||
6.125%, 05/05/2025 (B) |
170 | 174 | ||||||
5.700%, 01/11/2025 (A)(B) |
208 | 209 | ||||||
Comision Federal de Electricidad |
||||||||
7.350%, 11/25/2025 |
MXN | 39,785 | 1,694 | |||||
5.750%, 02/14/2042 (B) |
$ | 500 | 464 | |||||
4.875%, 01/15/2024 (B) |
237 | 235 | ||||||
4.750%, 02/23/2027 (B) |
1,016 | 975 | ||||||
Elementia |
||||||||
5.500%, 01/15/2025 |
233 | 227 | ||||||
Fermaca Enterprises S de RL |
||||||||
6.375%, 03/30/2038 (B) |
616 | 607 | ||||||
Mexican Bonos |
||||||||
7.750%, 11/23/2034 |
MXN | 52,125 | 2,508 | |||||
7.750%, 11/13/2042 |
54,910 | 2,626 | ||||||
6.500%, 06/09/2022 |
66,406 | 3,112 | ||||||
5.750%, 03/05/2026 |
59,120 | 2,546 | ||||||
5.000%, 12/11/2019 |
49,552 | 2,282 | ||||||
4.750%, 06/14/2018 |
801 | 38 | ||||||
Mexican Bonos, Ser M |
||||||||
6.500%, 06/10/2021 |
240,504 | 11,384 | ||||||
Mexican Bonos, Ser M10 |
||||||||
8.500%, 12/13/2018 |
16,375 | 818 |
|
||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||
|
||||||||
GLOBAL BONDS (continued) |
||||||||
Mexican Bonos, Ser M20 |
||||||||
10.000%, 12/05/2024 |
MXN | 239,071 | $ | 13,429 | ||||
8.500%, 05/31/2029 |
85,532 | 4,416 | ||||||
8.000%, 12/07/2023 |
11,575 | 583 | ||||||
7.750%, 05/29/2031 |
97,286 | 4,713 | ||||||
Mexican Bonos, Ser M30 |
||||||||
10.000%, 11/20/2036 |
32,263 | 1,904 | ||||||
8.500%, 11/18/2038 |
66,465 | 3,427 | ||||||
Mexico Government International Bond |
||||||||
4.350%, 01/15/2047 |
$ | 1,340 | 1,149 | |||||
Petroleos Mexicanos |
||||||||
9.500%, 09/15/2027 |
169 | 202 | ||||||
7.650%, 11/24/2021 |
MXN | 8,440 | 376 | |||||
7.470%, 11/12/2026 |
90,489 | 3,603 | ||||||
7.190%, 09/12/2024 |
77,130 | 3,182 | ||||||
6.625%, 06/15/2035 |
$ | 5,013 | 4,938 | |||||
6.625%, 06/15/2038 |
2,088 | 2,020 | ||||||
6.500%, 03/13/2027 (B) |
208 | 215 | ||||||
6.500%, 06/02/2041 |
1,709 | 1,601 | ||||||
6.375%, 02/04/2021 (B) |
326 | 347 | ||||||
6.375%, 01/23/2045 |
807 | 734 | ||||||
6.000%, 03/05/2020 |
335 | 353 | ||||||
5.500%, 01/21/2021 |
18 | 18 | ||||||
5.500%, 06/27/2044 |
284 | 236 | ||||||
5.500%, 06/27/2044 |
1,558 | 1,297 | ||||||
4.875%, 01/24/2022 |
271 | 272 | ||||||
4.875%, 01/18/2024 |
175 | 170 | ||||||
4.607%, 03/11/2022 (B)(C) |
1,396 | 1,440 | ||||||
Petroleos Mexicanos MTN |
||||||||
6.875%, 08/04/2026 (B) |
1,708 | 1,802 | ||||||
6.875%, 08/04/2026 |
5,362 | 5,657 | ||||||
6.750%, 09/21/2047 (B) |
2,328 | 2,199 | ||||||
6.375%, 01/23/2045 (B) |
806 | 733 | ||||||
5.625%, 01/23/2046 |
749 | 622 | ||||||
4.625%, 09/21/2023 (B) |
1,185 | 1,153 | ||||||
4.250%, 01/15/2025 |
2,450 | 2,253 | ||||||
2.750%, 04/21/2027 |
EUR | 350 | 324 | |||||
Petroloes Mexicanos MTN |
||||||||
5.625%, 01/23/2046 (B) |
$ | 800 | 664 | |||||
Sixsigma Networks Mexico |
||||||||
8.250%, 11/07/2021 (B) |
501 | 471 | ||||||
Trust F/1401 |
||||||||
6.950%, 01/30/2044 |
1,920 | 1,738 | ||||||
United Mexican States |
||||||||
5.750%, 10/12/2110 |
468 | 432 | ||||||
4.600%, 01/23/2046 |
1,837 | 1,649 | ||||||
4.000%, 10/02/2023 |
138 | 138 | ||||||
3.600%, 01/30/2025 |
1,614 | 1,556 | ||||||
United Mexican States MTN |
||||||||
5.550%, 01/21/2045 |
338 | 345 |
| ||
6 | SEI Institutional International Trust / Quarterly Report / December 31, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
Emerging Markets Debt Fund (Continued)
|
||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||
|
||||||||
GLOBAL BONDS (continued) |
|
|||||||
4.750%, 03/08/2044 |
$ | 200 | $ | 182 | ||||
|
|
|||||||
110,512 | ||||||||
|
|
|||||||
Mongolia 0.3% |
||||||||
Development Bank of Mongolia MTN |
||||||||
5.750%, 03/21/2017 |
902 | 880 | ||||||
Mongolia Government Bond MTN |
||||||||
10.875%, 04/06/2021 (B) |
1,205 | 1,261 | ||||||
5.125%, 12/05/2022 |
1,312 | 1,118 | ||||||
5.125%, 12/05/2022 |
481 | 410 | ||||||
Trade & Development Bank of Mongolia MTN |
||||||||
9.375%, 05/19/2020 (B) |
355 | 339 | ||||||
9.375%, 05/19/2020 |
350 | 335 | ||||||
|
|
|||||||
4,343 | ||||||||
|
|
|||||||
Montenegro 0.0% |
||||||||
Republic of Montenegro |
||||||||
5.750%, 03/10/2021 (B) |
EUR | 551 | 603 | |||||
|
|
|||||||
Morocco 0.3% |
||||||||
Morocco Government International Bond |
||||||||
3.500%, 06/19/2024 |
1,928 | 2,140 | ||||||
OCP |
||||||||
6.875%, 04/25/2044 |
$ | 1,325 | 1,332 | |||||
5.625%, 04/25/2024 (B) |
305 | 315 | ||||||
4.500%, 10/22/2025 (B) |
288 | 275 | ||||||
|
|
|||||||
4,062 | ||||||||
|
|
|||||||
Namibia 0.1% |
||||||||
Namibia International Bonds |
||||||||
5.250%, 10/29/2025 (B) |
1,053 | 1,031 | ||||||
|
|
|||||||
Netherlands 0.1% |
||||||||
Marfrig Holdings Europe |
||||||||
8.000%, 06/08/2023 (B) |
547 | 566 | ||||||
VTR Finance |
||||||||
6.875%, 01/15/2024 |
400 | 413 | ||||||
|
|
|||||||
979 | ||||||||
|
|
|||||||
Nigeria 0.1% |
||||||||
Republic of Nigeria |
||||||||
6.750%, 01/28/2021 |
851 | 858 | ||||||
|
|
|||||||
Oman 0.1% |
||||||||
Oman Government International Bond |
||||||||
4.750%, 06/15/2026 (A)(B) |
803 | 776 | ||||||
|
|
|||||||
Panama 1.0% |
||||||||
Panama Notas del Tesoro |
||||||||
4.875%, 02/05/2021 |
704 | 743 | ||||||
Republic of Panama |
||||||||
9.375%, 01/16/2023 |
560 | 717 | ||||||
9.375%, 04/01/2029 |
3,931 | 5,543 | ||||||
8.875%, 09/30/2027 |
1,345 | 1,846 | ||||||
8.125%, 04/28/2034 |
2,128 | 2,765 |
|
||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||
|
||||||||
GLOBAL BONDS (continued) |
|
|||||||
6.700%, 01/26/2036 |
$ | 190 | $ | 231 | ||||
4.300%, 04/29/2053 |
130 | 116 | ||||||
4.000%, 09/22/2024 |
521 | 530 | ||||||
3.750%, 03/16/2025 |
941 | 934 | ||||||
|
|
|||||||
13,425 | ||||||||
|
|
|||||||
Paraguay 0.2% |
||||||||
Republic of Paraguay |
||||||||
6.100%, 08/11/2044 (B) |
906 | 920 | ||||||
5.000%, 04/15/2026 |
656 | 662 | ||||||
Telefonica Celular del Paraguay |
||||||||
6.750%, 12/13/2022 |
200 | 204 | ||||||
6.750%, 12/13/2022 |
200 | 203 | ||||||
|
|
|||||||
1,989 | ||||||||
|
|
|||||||
Peru 2.0% |
||||||||
Abengoa Transmision Sur |
||||||||
6.875%, 04/30/2043 (B) |
273 | 280 | ||||||
Peru Enhanced Pass-Through Finance(F) |
||||||||
4.995%, 06/02/2025 (B) |
1,000 | 798 | ||||||
1.229%, 05/31/2018 |
40 | 39 | ||||||
1.227%, 05/31/2018 (B) |
109 | 106 | ||||||
Peru Government Bond |
||||||||
6.900%, 08/12/2037 |
PEN | 5,404 | 1,605 | |||||
6.850%, 02/12/2042 |
1,721 | 495 | ||||||
6.350%, 08/12/2028 |
2,895 | 850 | ||||||
Republic of Peru |
||||||||
8.750%, 11/21/2033 |
$ | 352 | 514 | |||||
8.200%, 08/12/2026 |
PEN | 11,696 | 3,928 | |||||
6.950%, 08/12/2031 |
6,572 | 1,998 | ||||||
6.950%, 08/12/2031 |
6,696 | 2,036 | ||||||
6.850%, 02/12/2042 |
991 | 285 | ||||||
6.550%, 03/14/2037 |
$ | 1,239 | 1,556 | |||||
6.350%, 08/12/2028 (B) |
PEN | 4,945 | 1,452 | |||||
6.350%, 08/12/2028 |
2,061 | 605 | ||||||
5.700%, 08/12/2024 (B) |
7,407 | 2,177 | ||||||
5.700%, 08/12/2024 |
285 | 84 | ||||||
3.750%, 03/01/2030 |
EUR | 6,008 | 7,136 | |||||
Southern Copper |
||||||||
3.875%, 04/23/2025 |
$ | 680 | 670 | |||||
|
|
|||||||
26,614 | ||||||||
|
|
|||||||
Philippines 0.1% |
||||||||
Republic of Philippines |
||||||||
6.250%, 01/14/2036 |
PHP | 18,000 | 389 | |||||
3.900%, 11/26/2022 |
45,000 | 833 | ||||||
|
|
|||||||
1,222 | ||||||||
|
|
|||||||
Poland 4.0% |
||||||||
Republic of Poland |
||||||||
5.750%, 04/25/2029 |
PLN | 1,200 | 340 | |||||
5.250%, 10/25/2020 |
20,418 | 5,343 | ||||||
5.125%, 04/21/2021 |
$ | 1,016 | 1,108 | |||||
5.000%, 03/23/2022 |
249 | 271 |
| ||
SEI Institutional International Trust / Quarterly Report / December 31, 2016 | 7 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
Emerging Markets Debt Fund (Continued)
|
||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||
|
||||||||
GLOBAL BONDS (continued) |
|
|||||||
4.000%, 10/25/2023 |
PLN | 20,178 | $ | 5,027 | ||||
4.000%, 01/22/2024 (A) |
$ | 446 | 456 | |||||
3.250%, 07/25/2025 |
PLN | 43,226 | 10,162 | |||||
3.250%, 04/06/2026 |
$ | 834 | 802 | |||||
3.000%, 03/17/2023 (A) |
1,458 | 1,429 | ||||||
2.750%, 08/25/2023 |
PLN | 5,611 | 1,662 | |||||
2.750%, 04/25/2028 |
3,650 | 801 | ||||||
2.500%, 07/25/2026 |
44,519 | 9,689 | ||||||
1.750%, 07/25/2021 |
36,428 | 8,314 | ||||||
1.567%, 10/25/2018 (F) |
9,880 | 2,282 | ||||||
1.500%, 04/25/2020 |
12,676 | 2,936 | ||||||
Republic of Poland, Ser 0922 |
||||||||
5.750%, 09/23/2022 |
12,209 | 3,319 | ||||||
|
|
|||||||
53,941 | ||||||||
|
|
|||||||
Qatar 0.6% |
||||||||
Ooredoo International Finance MTN |
||||||||
7.875%, 06/10/2019 |
$ | 665 | 748 | |||||
State of Qatar |
||||||||
9.750%, 06/15/2030 |
2,637 | 4,069 | ||||||
6.400%, 01/20/2040 |
2,588 | 3,222 | ||||||
|
|
|||||||
8,039 | ||||||||
|
|
|||||||
Romania 1.4% |
||||||||
Government of Romania |
||||||||
5.950%, 06/11/2021 |
RON | 1,900 | 504 | |||||
5.850%, 04/26/2023 |
14,970 | 4,005 | ||||||
4.750%, 02/24/2025 |
15,450 | 3,887 | ||||||
3.500%, 12/19/2022 |
4,415 | 1,047 | ||||||
Government of Romania MTN |
||||||||
6.750%, 02/07/2022 (B) |
$ | 1,333 | 1,518 | |||||
6.750%, 02/07/2022 |
1,230 | 1,400 | ||||||
6.125%, 01/22/2044 |
4,444 | 5,172 | ||||||
4.875%, 01/22/2024 |
212 | 224 | ||||||
2.875%, 05/26/2028 |
EUR | 740 | 801 | |||||
2.750%, 10/29/2025 |
730 | 802 | ||||||
|
|
|||||||
19,360 | ||||||||
|
|
|||||||
Russia 5.5% |
||||||||
Alfa Bank Via Alfa Bond Issuance |
||||||||
7.750%, 04/28/2021 |
$ | 500 | 564 | |||||
Credit Bank of Moscow via CBOM Finance |
||||||||
5.875%, 11/07/2021 (B) |
1,116 | 1,112 | ||||||
Evraz Group |
||||||||
8.250%, 01/28/2021 |
1,000 | 1,099 | ||||||
Republic of Serbia |
||||||||
7.250%, 09/28/2021 |
4,931 | 5,498 | ||||||
Ritekro |
||||||||
14.669%, 11/07/2022 (F)(G) |
914 | 457 | ||||||
Russian Federal Bond - OFZ |
||||||||
8.150%, 02/03/2027 |
RUB | 167,850 | 2,739 | |||||
7.750%, 09/16/2026 |
270,470 | 4,270 | ||||||
7.600%, 04/14/2021 |
487,263 | 7,830 | ||||||
7.600%, 07/20/2022 |
343,688 | 5,500 |
|
||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||
|
||||||||
GLOBAL BONDS (continued) |
|
|||||||
7.500%, 03/15/2018 |
RUB | 139,947 | $ | 2,276 | ||||
7.050%, 01/19/2028 |
161,212 | 2,414 | ||||||
7.000%, 01/25/2023 |
71,220 | 1,100 | ||||||
7.000%, 08/16/2023 |
300,364 | 4,618 | ||||||
6.800%, 12/11/2019 |
602,520 | 9,515 | ||||||
6.700%, 05/15/2019 |
236,124 | 3,748 | ||||||
6.500%, 12/03/2014 (D) |
22,770 | 350 | ||||||
6.400%, 05/27/2020 |
18,800 | 292 | ||||||
6.200%, 01/31/2018 |
145,934 | 2,337 | ||||||
Russian Foreign Bond - Eurobond |
||||||||
5.875%, 09/16/2043 |
$ | 800 | 884 | |||||
5.000%, 04/29/2020 (B) |
1,400 | 1,486 | ||||||
4.875%, 09/16/2023 (B) |
800 | 843 | ||||||
4.875%, 09/16/2023 (A) |
4,800 | 5,056 | ||||||
3.250%, 04/04/2017 |
600 | 602 | ||||||
Russian Railways Via RZD Capital |
||||||||
5.700%, 04/05/2022 |
1,800 | 1,902 | ||||||
Vnesheconombank Via VEB Finance |
||||||||
6.902%, 07/09/2020 |
2,780 | 3,003 | ||||||
6.800%, 11/22/2025 (B) |
150 | 160 | ||||||
6.800%, 11/22/2025 |
4,124 | 4,393 | ||||||
5.450%, 11/22/2017 (B) |
400 | 408 | ||||||
|
|
|||||||
74,456 | ||||||||
|
|
|||||||
Saudi Arabia 0.5% |
||||||||
Saudi Government International Bond MTN |
||||||||
4.500%, 10/26/2046 |
1,087 | 1,045 | ||||||
3.250%, 10/26/2026 |
6,655 | 6,326 | ||||||
|
|
|||||||
7,371 | ||||||||
|
|
|||||||
Senegal 0.3% |
||||||||
Republic of Senegal |
||||||||
8.750%, 05/13/2021 (B) |
540 | 603 | ||||||
8.750%, 05/13/2021 |
90 | 100 | ||||||
6.250%, 07/30/2024 (B) |
226 | 225 | ||||||
6.250%, 07/30/2024 |
3,130 | 3,118 | ||||||
|
|
|||||||
4,046 | ||||||||
|
|
|||||||
Serbia 0.2% |
||||||||
Republic of Serbia |
||||||||
7.250%, 09/28/2021 (B) |
200 | 223 | ||||||
4.875%, 02/25/2020 |
2,715 | 2,759 | ||||||
|
|
|||||||
2,982 | ||||||||
|
|
|||||||
Slovenia 0.3% |
||||||||
Slovenia Government International Bond |
||||||||
5.850%, 05/10/2023 |
1,800 | 2,028 | ||||||
5.250%, 02/18/2024 |
2,200 | 2,410 | ||||||
|
|
|||||||
4,438 | ||||||||
|
|
|||||||
South Africa 5.5% |
||||||||
Eskom Holdings |
||||||||
7.125%, 02/11/2025 (B) |
951 | 958 | ||||||
7.125%, 02/11/2025 |
4,500 | 4,534 |
| ||
8 | SEI Institutional International Trust / Quarterly Report / December 31, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
Emerging Markets Debt Fund (Continued)
|
||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||
|
||||||||
GLOBAL BONDS (continued) |
|
|||||||
Republic of South Africa |
||||||||
10.500%, 12/21/2026 |
ZAR | 206,543 | $ | 16,653 | ||||
8.875%, 02/28/2035 |
14,830 | 1,018 | ||||||
8.750%, 01/31/2044 |
20,346 | 1,359 | ||||||
8.750%, 02/28/2048 |
42,845 | 2,861 | ||||||
8.500%, 01/31/2037 |
84,382 | 5,543 | ||||||
8.250%, 03/31/2032 |
105,495 | 6,940 | ||||||
8.000%, 01/31/2030 |
108,512 | 7,140 | ||||||
7.750%, 02/28/2023 |
15,361 | 1,077 | ||||||
7.250%, 01/15/2020 |
931 | 66 | ||||||
7.000%, 02/28/2031 |
103,711 | 6,204 | ||||||
6.750%, 03/31/2021 |
16,573 | 1,146 | ||||||
6.500%, 02/28/2041 |
39,901 | 2,076 | ||||||
6.250%, 03/31/2036 |
78,799 | 4,107 | ||||||
5.875%, 05/30/2022 |
$ | 258 | 281 | |||||
5.875%, 09/16/2025 (A) |
6,682 | 7,129 | ||||||
4.875%, 04/14/2026 |
1,579 | 1,571 | ||||||
4.300%, 10/12/2028 |
3,311 | 3,071 | ||||||
Transnet SOC MTN |
||||||||
9.500%, 05/13/2021 (B) |
ZAR | 13,360 | 915 | |||||
|
|
|||||||
74,649 | ||||||||
|
|
|||||||
Sri Lanka 1.0% |
||||||||
Republic of Sri Lanka |
||||||||
6.850%, 11/03/2025 |
$ | 4,839 | 4,752 | |||||
6.850%, 11/03/2025 (B) |
908 | 892 | ||||||
6.825%, 07/18/2026 (B) |
909 | 894 | ||||||
6.825%, 07/18/2026 |
3,900 | 3,836 | ||||||
6.250%, 10/04/2020 (A) |
533 | 546 | ||||||
6.250%, 07/27/2021 |
853 | 866 | ||||||
5.875%, 07/25/2022 (B) |
1,718 | 1,687 | ||||||
|
|
|||||||
13,473 | ||||||||
|
|
|||||||
Supra-National 0.2% |
||||||||
European Investment Bank MTN |
||||||||
8.500%, 09/17/2024 |
ZAR | 9,200 | 654 | |||||
7.200%, 07/09/2019 |
IDR | 9,440,000 | 677 | |||||
Inter-American Development Bank MTN |
||||||||
7.350%, 09/12/2018 |
20,140,000 | 1,462 | ||||||
|
|
|||||||
2,793 | ||||||||
|
|
|||||||
Suriname 0.0% |
||||||||
Republic of Suriname |
||||||||
9.250%, 10/26/2026 (B) |
$ | 497 | 485 | |||||
|
|
|||||||
Thailand 2.5% |
||||||||
Thailand Government Bond |
||||||||
5.670%, 03/13/2028 |
THB | 3,000 | 105 | |||||
4.875%, 06/22/2029 |
173,959 | 5,738 | ||||||
4.675%, 06/29/2044 |
4,171 | 142 | ||||||
3.875%, 06/13/2019 |
68,000 | 1,994 | ||||||
3.850%, 12/12/2025 |
90,150 | 2,752 | ||||||
3.650%, 12/17/2021 |
306,356 | 9,139 | ||||||
3.625%, 06/16/2023 |
193,080 | 5,750 |
|
||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||
|
||||||||
GLOBAL BONDS (continued) |
|
|||||||
3.580%, 12/17/2027 |
THB | 14,020 | $ | 413 | ||||
3.400%, 06/17/2036 |
58,500 | 1,646 | ||||||
2.550%, 06/26/2020 |
40,000 | 1,139 | ||||||
2.125%, 12/17/2026 |
98,848 | 2,627 | ||||||
1.875%, 06/17/2022 |
15,000 | 410 | ||||||
1.200%, 07/14/2021 |
50,700 | 1,475 | ||||||
|
|
|||||||
33,330 | ||||||||
|
|
|||||||
Trinidad & Tobago 0.0% |
||||||||
Trinidad Generation UnLtd |
||||||||
5.250%, 11/04/2027 (B) |
$ | 489 | 475 | |||||
|
|
|||||||
Tunisia 0.2% |
||||||||
Banque Centrale de Tunisie |
||||||||
5.750%, 01/30/2025 (B) |
2,518 | 2,342 | ||||||
|
|
|||||||
Turkey 6.4% |
||||||||
Export Credit Bank of Turkey MTN |
||||||||
5.375%, 02/08/2021 (B) |
896 | 876 | ||||||
Export Credit Bank of Turkey |
||||||||
5.875%, 04/24/2019 (B) |
200 | 204 | ||||||
5.375%, 10/24/2023 (B) |
1,033 | 958 | ||||||
5.000%, 09/23/2021 (B) |
538 | 515 | ||||||
KOC Holding |
||||||||
5.250%, 03/15/2023 |
1,840 | 1,812 | ||||||
Republic of Turkey |
||||||||
10.700%, 02/17/2021 |
TRY | 19,572 | 5,536 | |||||
10.600%, 02/11/2026 |
43,366 | 11,983 | ||||||
10.500%, 01/15/2020 |
3,143 | 895 | ||||||
10.400%, 03/27/2019 |
3,560 | 1,007 | ||||||
10.400%, 03/20/2024 |
2,250 | 618 | ||||||
9.500%, 01/12/2022 |
10,823 | 2,901 | ||||||
9.400%, 07/08/2020 |
29,131 | 7,967 | ||||||
9.200%, 09/22/2021 |
21,195 | 5,646 | ||||||
9.000%, 07/24/2024 |
16,629 | 4,233 | ||||||
8.800%, 11/14/2018 |
9,824 | 2,720 | ||||||
8.500%, 07/10/2019 |
3,658 | 996 | ||||||
8.500%, 09/14/2022 |
13,148 | 3,330 | ||||||
8.300%, 06/20/2018 |
4,251 | 1,181 | ||||||
8.000%, 03/12/2025 |
2,113 | 502 | ||||||
7.400%, 02/05/2020 |
30,131 | 7,812 | ||||||
7.375%, 02/05/2025 |
$ | 1,151 | 1,262 | |||||
7.100%, 03/08/2023 |
TRY | 6,560 | 1,536 | |||||
7.000%, 03/11/2019 |
$ | 784 | 833 | |||||
7.000%, 06/05/2020 |
2,190 | 2,352 | ||||||
6.875%, 03/17/2036 |
2,028 | 2,086 | ||||||
6.750%, 04/03/2018 |
1,374 | 1,434 | ||||||
6.750%, 05/30/2040 |
1,889 | 1,901 | ||||||
6.625%, 02/17/2045 |
1,220 | 1,213 | ||||||
6.250%, 09/26/2022 |
2,410 | 2,503 | ||||||
6.000%, 01/14/2041 |
115 | 106 | ||||||
5.750%, 03/22/2024 |
333 | 334 | ||||||
5.125%, 03/25/2022 |
2,063 | 2,047 |
| ||
SEI Institutional International Trust / Quarterly Report / December 31, 2016 | 9 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
Emerging Markets Debt Fund (Continued)
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
||||||||||
4.875%, 10/09/2026 |
$ | 710 | $ | 657 | ||||||
4.875%, 04/16/2043 |
673 | 542 | ||||||||
4.250%, 04/14/2026 |
2,171 | 1,930 | ||||||||
3.000%, 08/02/2023 |
TRY | 5,302 | 1,956 | |||||||
TC Ziraat Bankasi MTN |
||||||||||
4.750%, 04/29/2021 (B) |
$ | 561 | 536 | |||||||
TC Ziraat Bankasi |
||||||||||
4.250%, 07/03/2019 (B) |
940 | 926 | ||||||||
Turk Telekomunikasyon |
||||||||||
4.875%, 06/19/2024 |
1,750 | 1,632 | ||||||||
|
|
|||||||||
87,478 | ||||||||||
|
|
|||||||||
Ukraine 2.2% |
||||||||||
Government of Ukraine |
||||||||||
7.750%, 09/01/2019 (B) |
70 | 70 | ||||||||
7.750%, 09/01/2020 (B) |
6,810 | 6,715 | ||||||||
7.750%, 09/01/2021 (B) |
4,178 | 4,080 | ||||||||
7.750%, 09/01/2022 (B) |
5,003 | 4,843 | ||||||||
7.750%, 09/01/2023 (B) |
2,119 | 2,034 | ||||||||
7.750%, 09/01/2024 |
1,350 | 1,282 | ||||||||
7.750%, 09/01/2024 (B) |
820 | 779 | ||||||||
7.750%, 09/01/2025 (B) |
3,387 | 3,181 | ||||||||
7.750%, 09/01/2025 |
300 | 282 | ||||||||
7.750%, 09/01/2026 |
2,057 | 1,924 | ||||||||
7.750%, 09/01/2026 (B) |
625 | 585 | ||||||||
7.750%, 09/01/2027 (B) |
1,955 | 1,815 | ||||||||
7.750%, 09/01/2027 |
690 | 641 | ||||||||
0.000%, 05/31/2040 (B)(C) |
1,406 | 423 | ||||||||
Ukreximbank Via Biz Finance |
||||||||||
9.625%, 04/27/2022 (B) |
1,711 | 1,673 | ||||||||
|
|
|||||||||
30,327 | ||||||||||
|
|
|||||||||
United Arab Emirates 0.3% |
||||||||||
DP World MTN |
||||||||||
6.850%, 07/02/2037 |
1,800 | 1,919 | ||||||||
MAF Global Securities |
||||||||||
7.125%, 10/29/2049 (C) |
2,490 | 2,613 | ||||||||
|
|
|||||||||
4,532 | ||||||||||
|
|
|||||||||
Uruguay 0.8% |
||||||||||
Republic of Uruguay PIK |
||||||||||
7.875%, 01/15/2033 |
3,244 | 4,084 | ||||||||
Republic of Uruguay |
||||||||||
5.100%, 06/18/2050 |
4,205 | 3,784 | ||||||||
4.375%, 10/27/2027 |
2,971 | 2,978 | ||||||||
4.125%, 11/20/2045 |
346 | 285 | ||||||||
|
|
|||||||||
11,131 | ||||||||||
|
|
|||||||||
Venezuela 1.1% |
||||||||||
Petroleos de Venezuela |
||||||||||
9.000%, 11/17/2021 |
5,525 | 2,929 | ||||||||
6.000%, 05/16/2024 |
3,281 | 1,263 | ||||||||
6.000%, 05/16/2024 |
7,785 | 2,997 | ||||||||
6.000%, 11/15/2026 |
3,365 | 1,296 |
|
||||||||||
Description | Face Amount (Thousands) |
Market Value ($ Thousands) |
||||||||
|
||||||||||
GLOBAL BONDS (continued) |
||||||||||
5.500%, 04/12/2037 |
$ | 812 | $ | 298 | ||||||
5.375%, 04/12/2027 |
2,625 | 978 | ||||||||
Republic of Venezuela |
||||||||||
13.625%, 08/15/2018 |
1,716 | 1,386 | ||||||||
13.625%, 08/15/2018 |
144 | 105 | ||||||||
9.375%, 01/13/2034 |
3,061 | 1,416 | ||||||||
7.750%, 10/13/2019 |
1,974 | 1,096 | ||||||||
7.650%, 04/21/2025 |
3,131 | 1,424 | ||||||||
|
|
|||||||||
15,188 | ||||||||||
|
|
|||||||||
Vietnam 0.1% |
||||||||||
Vietnam Government International Bond |
||||||||||
4.800%, 11/19/2024 |
1,000 | 985 | ||||||||
|
|
|||||||||
Zambia 0.2% |
||||||||||
Republic of Zambia |
||||||||||
8.970%, 07/30/2027 |
917 | 905 | ||||||||
8.500%, 04/14/2024 |
1,697 | 1,656 | ||||||||
5.375%, 09/20/2022 |
721 | 651 | ||||||||
|
|
|||||||||
3,212 | ||||||||||
|
|
|||||||||
Total Global Bonds |
1,287,085 | |||||||||
|
|
|||||||||
LOAN PARTICIPATIONS 0.2% |
||||||||||
Singapore 0.0% |
||||||||||
Morton Bay |
||||||||||
6.220%, 12/31/2013 (G) |
3,158 | | ||||||||
|
|
|||||||||
Venezuela 0.2% |
||||||||||
Bolivarian Republic of Venezuela |
||||||||||
6.250%, 01/10/2018 |
2,800 | 2,863 | ||||||||
|
|
|||||||||
Total Loan Participations |
2,863 | |||||||||
|
|
|||||||||
Shares | ||||||||||
AFFILIATED PARTNERSHIP 1.4% |
| |||||||||
SEI Liquidity Fund, L.P. |
||||||||||
0.660% **(H) |
19,234,268 | 19,234 | ||||||||
|
|
|||||||||
Total Affiliated Partnership |
19,234 | |||||||||
|
|
|||||||||
Total Investments 96.3% |
$ | 1,309,182 | ||||||||
|
|
| ||
10 | SEI Institutional International Trust / Quarterly Report / December 31, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
Emerging Markets Debt Fund (Continued)
A list of the open futures contracts held by the Fund at December 31, 2016, is as follows:
|
||||||||||||
Type of Contract | Number of Contracts Long (Short) |
Expiration Date | Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||
|
||||||||||||
Euro-Bund |
(125) | Mar-2017 | $(104) | |||||||||
Euro-Buxl 30 Year Bond |
(19) | Mar-2017 | 50 | |||||||||
JSE Bond Future R186 |
470 | Feb-2017 | (21) | |||||||||
JSE Bond Future R2030 |
598 | Feb-2017 | (32) | |||||||||
JSE Bond Future R2035 |
283 | Feb-2017 | (30) | |||||||||
JSE Bond Future R2037 |
269 | Feb-2017 | (28) | |||||||||
JSE Bond Future R207 |
205 | Feb-2017 | (2) | |||||||||
JSE Bond Future R208 |
352 | Feb-2017 | (1) | |||||||||
Korea 3-Year Bond |
147 | Mar-2017 | 16 | |||||||||
U.S. 10-Year Treasury Note |
107 | Mar-2017 | (22) | |||||||||
U.S. 5-Year Treasury Note |
(109) | Mar-2017 | (79) | |||||||||
U.S. Ultra Long Treasury Bond |
(24) | Mar-2017 | (16) | |||||||||
|
|
|||||||||||
$(269) | ||||||||||||
|
|
For the period ended December 31, 2016, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.
A list of the open forward foreign currency contracts held by the Fund at December 31, 2016, is as follows:
|
||||||||||||
Settlement Date | Currency to Deliver (Thousands) |
Currency To Receive (Thousands) |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||
|
||||||||||||
01/03/17-02/02/17 |
USD | 49,632 | EUR | 47,070 | $41 | |||||||
01/03/17-03/15/17 |
EUR | 112,519 | USD | 119,229 | 400 | |||||||
01/05/17-02/15/17 |
USD | 9,359 | KRW | 11,047,159 | (200) | |||||||
01/05/17-03/24/17 |
KRW | 37,865,350 | USD | 32,417 | 970 | |||||||
01/06/17-03/24/17 |
USD | 18,567 | MYR | 79,811 | (792) | |||||||
01/06/17-02/17/17 |
MYR | 45,051 | USD | 10,235 | 200 | |||||||
01/09/17-02/15/17 |
USD | 3,507 | SGD | 4,869 | (137) | |||||||
01/09/17-03/15/17 |
USD | 11,917 | PEN | 41,002 | 248 | |||||||
01/09/17-03/15/17 |
PEN | 20,880 | USD | 6,102 | (100) | |||||||
01/09/17-03/20/17 |
SGD | 40,773 | USD | 28,680 | 456 | |||||||
01/11/17-03/02/17 |
BRL | 104,004 | USD | 30,541 | (1,114) | |||||||
01/12/17-01/27/17 |
EUR | 16,962 | PLN | 75,477 | 180 | |||||||
01/12/17-03/15/17 |
PLN | 47,854 | EUR | 10,665 | (184) | |||||||
01/13/17-03/20/17 |
USD | 23,581 | THB | 839,771 | (132) | |||||||
01/13/17-03/15/17 |
USD | 24,858 | ZAR | 348,735 | 369 | |||||||
01/13/17-07/19/17 |
USD | 33,077 | RUB | 2,201,790 | 2,351 | |||||||
01/13/17-03/15/17 |
USD | 38,194 | MXN | 774,885 | (817) | |||||||
01/13/17-03/08/17 |
ZAR | 151,654 | USD | 10,875 | (152) | |||||||
01/13/17-06/15/17 |
RUB | 1,317,361 | USD | 20,492 | (854) | |||||||
01/18/17-02/02/17 |
USD | 25,669 | BRL | 88,001 | 1,183 | |||||||
01/18/17-05/23/17 |
USD | 26,082 | IDR | 351,132,331 | (191) | |||||||
01/18/17-05/23/17 |
IDR | 237,086,639 | USD | 17,277 | (194) | |||||||
01/20/17-03/16/17 |
USD | 4,825 | HUF | 1,407,742 | (11) | |||||||
01/20/17-01/20/17 |
USD | 5,271 | RON | 22,320 | (85) | |||||||
01/20/17-03/15/17 |
PLN | 11,043 | USD | 2,634 | (9) | |||||||
01/20/17-03/15/17 |
USD | 25,277 | PLN | 105,317 | (63) | |||||||
01/20/17-03/15/17 |
COP | 63,474,683 | USD | 20,176 | (803) | |||||||
01/23/17 |
CAD | 1,687 | USD | 1,250 | (8) | |||||||
01/23/17-01/23/17 |
EUR | 8,097 | RON | 36,635 | (35) | |||||||
01/23/17-02/21/17 |
THB | 92,903 | USD | 2,613 | 19 | |||||||
01/25/17-03/15/17 |
USD | 23,270 | INR | 1,585,969 | (56) |
|
||||||||||||
Settlement Date | Currency to Deliver (Thousands) |
Currency To Receive (Thousands) |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||
|
||||||||||||
01/26/17-01/27/17 |
USD | 20,299 | TRY | 68,707 | $(857) | |||||||
01/26/17-03/15/17 |
TRY | 117,109 | USD | 34,515 | 1,492 | |||||||
01/27/17-03/15/17 |
MXN | 678,436 | USD | 32,746 | 57 | |||||||
02/14/17-03/15/17 |
CLP | 8,029,904 | USD | 12,239 | 290 | |||||||
02/15/17-11/14/17 |
USD | 2,172 | CNY | 15,099 | (58) | |||||||
02/15/17-11/14/17 |
CNY | 192,910 | USD | 28,024 | 934 | |||||||
02/16/17 |
EUR | 219 | HUF | 67,701 | | |||||||
02/16/17 |
HUF | 986,940 | EUR | 3,138 | (60) | |||||||
02/21/17-03/15/17 |
USD | 9,429 | COP | 29,178,715 | 204 | |||||||
03/15/17-03/15/17 |
USD | 12,142 | PHP | 612,464 | 116 | |||||||
03/15/17 |
RON | 13,960 | USD | 3,293 | 44 | |||||||
03/15/17 |
TWD | 184,000 | USD | 5,812 | 123 | |||||||
03/16/17 |
HUF | 243,110 | USD | 823 | (9) | |||||||
10/18/17 |
USD | 820 | EGP | 10,947 | (241) | |||||||
10/31/17-11/14/17 |
USD | 5,226 | CNH | 37,475 | (83) | |||||||
09/27/18-12/20/18 |
EUR | 10,562 | CZK | 281,276 | (12) | |||||||
09/27/18 |
CZK | 26,087 | EUR | 978 | (1) | |||||||
|
|
|||||||||||
$2,419 | ||||||||||||
|
|
A list of the counterparties for the open forward foreign currency contracts held by the Fund at December 31, 2016, is as follows:
|
||||||||||||
Counterparty | Currency to Deliver ($ Thousands) |
Currency to Receive ($ Thousands) |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||
|
||||||||||||
Barclays PLC |
$(37,923) | $37,977 | $54 | |||||||||
BT Brokerage |
(4,716) | 4,624 | (92) | |||||||||
Citigroup |
(239,239) | 240,645 | 1,406 | |||||||||
Goldman Sachs |
(178,397) | 179,275 | 878 | |||||||||
HSBC |
(25,916) | 26,043 | 127 | |||||||||
JPMorgan Chase Bank |
(333,126) | 332,793 | (333) | |||||||||
Standard Bank |
(22,489) | 22,765 | 275 | |||||||||
UBS |
(3,529) | 3,633 | 104 | |||||||||
|
|
|||||||||||
$2,419 | ||||||||||||
|
|
For the period ended December 31, 2016, the total amount of all open forward foreign currency contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.
| ||
SEI Institutional International Trust / Quarterly Report / December 31, 2016 | 11 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
Emerging Markets Debt Fund (Continued)
A list of open OTC swap agreements held by the Fund at December 31, 2016, are as follows:
|
||||||||||||||||
Interest Rate Swaps | ||||||||||||||||
|
||||||||||||||||
Counterparty | Fund Pays | Fund Receives | Termination Date | Currency | Notional Amount | Net Unrealized ($ Thousands) |
||||||||||
|
||||||||||||||||
Citibank |
0.35% | 6-Month CZK - PRIBOR | 06/27/21 | CZK | 15,000 | $ | 2 | |||||||||
Goldman Sachs |
6-Month PLN WIBOR | 2.87% | 12/16/26 | PLN | 13,000 | 3 | ||||||||||
Goldman Sachs |
28-Day MXN - TIIE | 6.38% | 09/16/26 | MXN | 26,000 | (139) | ||||||||||
Goldman Sachs |
1.99% | 6-Month HUF - BUBOR | 07/25/26 | HUF | 500,000 | 33 | ||||||||||
Goldman Sachs |
Columbia Overnight Interbank Reference Rate | 7.23% | 05/04/26 | COP | 3,031,227 | (53) | ||||||||||
Goldman Sachs |
28-Day MXN - TIIE | 6.17% | 03/05/26 | MXN | 47,200 | (271) | ||||||||||
Goldman Sachs |
28-Day MXN - TIIE | 6.21% | 12/08/25 | MXN | 16,624 | (91) | ||||||||||
Goldman Sachs |
28-Day MXN - TIIE | 6.36% | 05/21/25 | MXN | 23,145 | (107) | ||||||||||
Goldman Sachs |
3.45% | 6-Month HUF - BUBOR | 05/11/25 | HUF | 800,000 | (378) | ||||||||||
Goldman Sachs |
1-Year BRL-CDI | 10.89% | 01/03/23 | BRL | 5,012 | (66) | ||||||||||
Goldman Sachs |
1-Day BRL - CETIP | 11.99% | 01/02/23 | BRL | 3,000 | 25 | ||||||||||
Goldman Sachs |
28-Day MXN - TIIE | 5.90% | 09/12/22 | MXN | 75,956 | (311) | ||||||||||
Goldman Sachs |
1.39% | 3-Month KRW - KWCDC | 11/04/21 | KRW | 14,000,000 | 131 | ||||||||||
Goldman Sachs |
3-Month - KLIBOR | 3.42% | 09/23/21 | MYR | 14,000 | (56) | ||||||||||
Goldman Sachs |
0.33% | 6-Month CZK - PRIBOR | 09/01/21 | CZK | 40,000 | 11 | ||||||||||
Goldman Sachs |
0.38% | 6-Month CZK - PRIBOR | 08/02/21 | CZK | 30,000 | 5 | ||||||||||
Goldman Sachs |
28-Day MXN - TIIE | 5.63% | 06/11/21 | MXN | 63,409 | 231 | ||||||||||
Goldman Sachs |
0.45% | 6-Month CZK - PRIBOR | 05/24/21 | CZK | 30,000 | (3) | ||||||||||
Goldman Sachs |
28-Day MXN - TIIE | 5.37% | 03/17/21 | MXN | 46,500 | (181) | ||||||||||
Goldman Sachs |
1-Day BRL-CDI | 12.73% | 01/04/21 | BRL | 10,608,431 | 201 | ||||||||||
Goldman Sachs |
0.57% | 6-Month CZK - PRIBOR | 12/16/20 | CZK | 90,000 | (25) | ||||||||||
Goldman Sachs |
0.42% | 6-Month CZK - PRIBOR | 10/23/20 | CZK | 42,000 | (2) | ||||||||||
Goldman Sachs |
0.59% | 6-Month CZK - PRIBOR | 03/13/20 | CZK | 25,000 | (12) | ||||||||||
Goldman Sachs |
1-Day BRL - CETIP | 13.39% | 01/02/19 | BRL | 14,395 | 219 | ||||||||||
Goldman Sachs |
1-Day BRL - CETIP | 13.42% | 01/02/19 | BRL | 19,336 | 297 | ||||||||||
Goldman Sachs |
3-Month KRW - KWCDC | 1.32% | 11/04/18 | KRW | 37,500,000 | (66) | ||||||||||
Goldman Sachs |
28-Day MXN - TIIE | 4.63% | 09/21/18 | MXN | 168,578 | 215 | ||||||||||
Goldman Sachs |
1-Year BRL-CDI | 11.81% | 01/02/18 | BRL | 9,833 | 9 | ||||||||||
Goldman Sachs |
1-Year BRL-CDI | 11.98% | 01/02/18 | BRL | 3,338 | 6 | ||||||||||
Goldman Sachs |
1-Day BRL - CETIP | 12.86% | 01/02/18 | BRL | 35,816 | 152 | ||||||||||
Goldman Sachs |
1-Day BRL - CETIP | 13.27% | 01/02/17 | BRL | 27,961 | 0 | ||||||||||
JPMorgan Chase Bank |
2.52% | 6-Month HUF - BUBOR | 11/16/26 | HUF | 451,779 | (31) | ||||||||||
JPMorgan Chase Bank |
0.94% | 6-Month CZK - PRIBOR | 11/14/26 | CZK | 20,000 | (7) | ||||||||||
JPMorgan Chase Bank |
28-Day MXN - TIIE | 6.13% | 06/18/26 | MXN | 40,000 | (241) | ||||||||||
JPMorgan Chase Bank |
4.29% | 6-Month HUF - BUBOR | 08/04/24 | HUF | 300,000 | (201) | ||||||||||
JPMorgan Chase Bank |
6-Month PLN - WIBOR | 2.43% | 12/14/21 | PLN | 11,000 | 12 | ||||||||||
JPMorgan Chase Bank |
6-Month PLN - WIBOR | 2.42% | 12/12/21 | PLN | 3,300 | 4 | ||||||||||
JPMorgan Chase Bank |
0.36% | 6-Month CZK - PRIBOR | 09/29/21 | CZK | 20,000 | 5 | ||||||||||
JPMorgan Chase Bank |
1.38% | 6-Month HUF - BUBOR | 06/17/21 | HUF | 654,998 | (55) | ||||||||||
JPMorgan Chase Bank |
0.39% | 6-Month CZK - PRIBOR | 04/04/21 | CZK | 25,000 | 0 | ||||||||||
JPMorgan Chase Bank |
0.30% | 6-Month CZK - PRIBOR | 02/26/21 | CZK | 61,000 | 10 | ||||||||||
JPMorgan Chase Bank |
7.16% | Columbia Overnight Interbank Reference Rate | 02/11/21 | COP | 10,000,000 | (176) | ||||||||||
JPMorgan Chase Bank |
7.11% | Columbia Overnight Interbank Reference Rate | 01/22/21 | COP | 9,929,262 | (168) | ||||||||||
JPMorgan Chase Bank |
0.44% | 6-Month CZK - PRIBOR | 11/20/20 | CZK | 30,000 | (3) | ||||||||||
JPMorgan Chase Bank |
0.50% | 6-Month CZK - PRIBOR | 05/05/20 | CZK | 140,000 | (47) | ||||||||||
JPMorgan Chase Bank |
0.54% | 6-Month CZK - PRIBOR | 02/16/20 | CZK | 250,000 | (104) | ||||||||||
JPMorgan Chase Bank |
1-Day BRL BROIS | 11.46% | 01/02/20 | BRL | 3,649,331 | 8 | ||||||||||
JPMorgan Chase Bank |
0.85% | 6-Month HUF - BUBOR | 10/10/19 | HUF | 3,000,000 | (49) | ||||||||||
JPMorgan Chase Bank |
6.96% | Columbia Overnight Interbank Reference Rate | 11/17/17 | COP | 28,888,912 | 66 | ||||||||||
JPMorgan Chase Bank |
1.77% | 3-Month HUF - BUBOR | 07/17/17 | HUF | 5,732,291 | (266) | ||||||||||
|
|
|||||||||||||||
$ | (1,464) | |||||||||||||||
|
|
|||||||||||||||
|
||||||||||||||||
Cross Currency Swaps | ||||||||||||||||
|
||||||||||||||||
Counterparty | Fund Pays | Fund Receives | Termination Date | Currency | Notional Amount (Thousands) |
Net Unrealized ($ Thousands) |
||||||||||
|
||||||||||||||||
JPMorgan Chase Bank |
3 Month USD LIBOR | 8.66% | 01/26/18 | TRY | 62,000 | $ | (909) | |||||||||
|
|
|||||||||||||||
A list of open centrally cleared swap agreements held by the Fund at December 31, 2016, are as follows:
|
| |||||||||||||||
|
||||||||||||||||
Interest Rate Swaps | ||||||||||||||||
|
||||||||||||||||
Counterparty | Fund Pays | Fund Receives | Termination Date | Currency | Notional Amount (Thousands) |
Net Unrealized ($ Thousands) |
||||||||||
|
||||||||||||||||
JPMorgan Chase Bank |
1-Month MXN MXIBOR | 7.72% | 12/03/26 | MXN | 8,000 | $ | (6) | |||||||||
|
|
For the period ended December 31, 2016, 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.
| ||
12 | SEI Institutional International Trust / Quarterly Report / December 31, 2016 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
Emerging Markets Debt Fund (Continued)
Percentages are based on Net Assets of $1,359,726 ($ Thousands). |
** | Rate shown is the 7-day effective yield as of December 31, 2016. |
| Investment in Affiliated Security. |
(A) | This security or a partial position of this security is on loan at December 31, 2016. The total market value of securities on loan at December 31, 2016 was $18,497 ($ Thousands). |
(B) | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On December 31, 2016, the value of these securities amounted to $155,379 ($ Thousands), representing 11.4% of the net assets of the Fund. |
(C) | Variable Rate Security The rate reported on the Schedule of Investments is the rate in effect as of December 31, 2016. |
(D) | Step Bonds The rate reflected on the Schedule of Investments is the effective yield on December 31, 2016. The coupon on a step bond changes on a specified date. |
(E) | Security is in default on interest payment. |
(F) | The rate reported is the effective yield at the time of purchase. |
(G) | Securities considered illiquid. The total value of such securities as of December 31, 2016 was $457 ($ Thousands) and represented 0.0% of the net assets of the Fund. |
(H) | This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2016 was $19,235 ($ Thousands). |
@ At December 31, 2016, the tax basis cost of the Funds investments was $1,394,031 ($ Thousands), and the unrealized appreciation and depreciation were $33,015 ($ Thousands) and $(117,864) ($ Thousands), respectively.
ARS Argentine Peso
BRL Brazilian Real
BROIS Overnight Brazil CETIP Interbank Deposit
BUBOR Budapest Interbank Offered Rate
CAD Canadian Dollar
CDI Average One-Day Interbank Deposit Rate
CETIP Central of Custody and Financial Settlement of Securities
CLP Chilean Peso
CNH Chinese Offshore Spot
CNY Chinese Yuan
COP Colombian Peso
CZK Czech Koruna
DOP Dominican Peso
EGP Egyptian Pound
EUR Euro
HUF Hungarian Forint
IDR Indonesian Rupiah
INR Indian Rupee
KES Kenyan Shilling
KLIBOR Kuala Lumpur Interbank Offered Rate
KRW Korean Won
KWCDC South Korean Won Certificate of Deposit
LIBOR London Interbank Offered Rate
L.P. Limited Partnership
MTN Medium Term Note
MXIBOR Mexico Interbank Offered Rate
MXN Mexican Peso
MYR Malaysian Ringgit
PEN 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
SGD Singapore Dollar
Ser Series
THB Thai Bhat
TIIE Equilibrium Interbank Offered Rate
TRY Turkish Lira
TWD Taiwan Dollar
USD United States 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, 2016 ($ Thousands):
Security Description | Value 9/30/2016 |
Purchases at Cost |
Proceeds from Sales |
Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation) |
Value 12/31/2016 |
Dividend Income | ||||||||||||||||||||||||||||
SEI Liquidity Fund, L.P. |
$ | 36,124 | $ | 29,171 | $ | (46,064) | $ | | $ | | $ | 19,234 | $ | 27 |
The following is a list of the level of inputs used as of December 31, 2016, in valuing the Funds investments and other financial instruments carried at value ($ Thousands):
|
||||||||||||||||
Investments in Securities |
Level 1 | Level 2 | Level 3(1) | Total | ||||||||||||
|
||||||||||||||||
Global Bonds |
$ | $ 1,277,819 | $ 9,266 | $ 1,287,085 | ||||||||||||
Loan Participations |
| 2,863 | | 2,863 | ||||||||||||
Affiliated Partnership |
| 19,234 | | 19,234 | ||||||||||||
Total Investments in Securities |
$ | $ 1,299,916 | $ 9,266 | $ 1,309,182 | ||||||||||||
|
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|
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Other Financial Instruments | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
|
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Futures Contracts * |
||||||||||||||||
Unrealized Appreciation |
$ 66 | $ | $ | $ 66 | ||||||||||||
Unrealized Depreciation |
(335) | | | (335) | ||||||||||||
Forwards Contracts * |
||||||||||||||||
Unrealized Appreciation |
| 9,677 | | 9,677 | ||||||||||||
Unrealized Depreciation |
| (7,258) | | (7,258) | ||||||||||||
OTC Swaps |
||||||||||||||||
Interest Rate Swaps * |
Other Financial Instruments | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Unrealized Appreciation |
$ | | $ | 1,645 | $ | | $ | 1,645 | ||||||||
Unrealized Depreciation |
| (3,109) | | (3,109) | ||||||||||||
Cross Currency Swaps * |
||||||||||||||||
Unrealized Depreciation |
| (909) | | (909) | ||||||||||||
Centrally Cleared Swaps |
||||||||||||||||
Interest Rate Swaps * |
||||||||||||||||
Unrealized Depreciation |
| (6) | | (6) | ||||||||||||
|
|
|
|
|
|
|
|
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Total Other Financial Instruments |
$ | (269) | $ | 41 | $ | | $ | 228 | ||||||||
|
|
|
|
|
|
|
|
(1) Of the $9,266 ($ Thousands) in Level 3 securities as of December 31, 2016, $9,266 ($ Thousands) or 0.68% as a percent of net assets are not valued via third party pricing vendors and broker quotes. If significant, the disclosure of the unobservable inputs and the interrelationships and sensitivity between these inputs are required for those Level 3 securities that are not valued by third party pricing vendors or broker quotes. A reconciliation of Level 3 investments is presented when the Fund has 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.
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SEI Institutional International Trust / Quarterly Report / December 31, 2016 | 13 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2016
Emerging Markets Debt Fund (Concluded)
For the period ended December 31, 2016, there were no transfers between Level 1 and Level 2 assets and liabilities.
For the period ended December 31, 2016, 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.
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14 | SEI Institutional International Trust / Quarterly Report / December 31, 2016 |
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: March 1, 2017
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: March 1, 2017
By | /s/ James J. Hoffmayer | |
James J. Hoffmayer, Controller & CFO |
Date: March 1, 2017
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: March 1, 2017
/s/ Robert A. Nesher |
Robert A. Nesher |
President |
CERTIFICATIONS
Pursuant to Section 302
Of the Sarbanes-Oxley Act of 2002
I, James J. Hoffmayer, 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: March 1, 2017
/s/ James J. Hoffmayer |
James J. Hoffmayer |
Controller & CFO |