SEI Institutional International Trust
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: June 30, 2017
Item 1. |
Schedule of Investments |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
International Equity Fund
|
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|
|
|
Description |
|
Shares |
|
Market Value
($ Thousands) |
|
COMMON STOCK 92.7% |
|
Argentina 0.0% |
|
|
|
|
|
|
|
|
|
|
Ternium ADR |
|
|
|
27,562 |
|
|
|
$ |
774 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Australia 2.2% |
|
AGL Energy |
|
|
|
151,457 |
|
|
|
|
2,962 |
|
Aristocrat Leisure |
|
|
|
764,014 |
|
|
|
|
13,221 |
|
Australia & New Zealand Banking Group |
|
|
|
17,873 |
|
|
|
|
394 |
|
Australian Stock Exchange |
|
|
|
31,909 |
|
|
|
|
1,312 |
|
Bendigo & Adelaide Bank |
|
|
|
80,796 |
|
|
|
|
687 |
|
BHP Billiton |
|
|
|
60,996 |
|
|
|
|
1,089 |
|
BlueScope Steel |
|
|
|
207,840 |
|
|
|
|
2,106 |
|
Brambles |
|
|
|
268,377 |
|
|
|
|
2,003 |
|
Challenger |
|
|
|
94,687 |
|
|
|
|
969 |
|
CIMIC Group |
|
|
|
16,152 |
|
|
|
|
481 |
|
Coca-Cola Amatil |
|
|
|
26,820 |
|
|
|
|
190 |
|
Cochlear |
|
|
|
51,010 |
|
|
|
|
6,082 |
|
Computershare |
|
|
|
59,650 |
|
|
|
|
647 |
|
CSL |
|
|
|
159,700 |
|
|
|
|
16,908 |
|
CSR |
|
|
|
178,014 |
|
|
|
|
578 |
|
Dexus |
|
|
|
155,424 |
|
|
|
|
1,130 |
|
Downer EDI |
|
|
|
147,742 |
|
|
|
|
726 |
|
Fortescue Metals Group |
|
|
|
805,397 |
|
|
|
|
3,225 |
|
Insurance Australia Group |
|
|
|
1,815,473 |
|
|
|
|
9,442 |
|
LendLease Group |
|
|
|
16,287 |
|
|
|
|
208 |
|
Macquarie Group |
|
|
|
12,881 |
|
|
|
|
874 |
|
Orica |
|
|
|
30,338 |
|
|
|
|
481 |
|
Origin Energy * |
|
|
|
101,523 |
|
|
|
|
534 |
|
OZ Minerals |
|
|
|
280,742 |
|
|
|
|
1,596 |
|
Qantas Airways |
|
|
|
2,343,806 |
|
|
|
|
10,284 |
|
Rio Tinto |
|
|
|
28,166 |
|
|
|
|
1,367 |
|
South32 |
|
|
|
2,736,771 |
|
|
|
|
5,626 |
|
St. Barbara * |
|
|
|
251,471 |
|
|
|
|
561 |
|
Treasury Wine Estates |
|
|
|
106,696 |
|
|
|
|
1,077 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
86,760 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Austria 0.7% |
|
ANDRITZ |
|
|
|
208,058 |
|
|
|
|
12,515 |
|
Immobilien Anlagen |
|
|
|
32,000 |
|
|
|
|
780 |
|
Lenzing |
|
|
|
19,478 |
|
|
|
|
3,486 |
|
OMV |
|
|
|
170,296 |
|
|
|
|
8,825 |
|
Raiffeisen International Bank Holding *(A) |
|
|
|
19,258 |
|
|
|
|
485 |
|
UNIQA Insurance Group (A) |
|
|
|
51,197 |
|
|
|
|
476 |
|
voestalpine |
|
|
|
18,117 |
|
|
|
|
843 |
|
Wienerberger (A) |
|
|
|
12,680 |
|
|
|
|
288 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
27,698 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Belgium 1.0% |
|
Ageas (A) |
|
|
|
414,728 |
|
|
|
|
16,679 |
|
AGFA-Gevaert * |
|
|
|
70,231 |
|
|
|
|
341 |
|
Bekaert |
|
|
|
12,467 |
|
|
|
|
634 |
|
Groupe Bruxelles Lambert |
|
|
|
127,550 |
|
|
|
|
12,262 |
|
KBC Group |
|
|
|
27,849 |
|
|
|
|
2,109 |
|
Solvay (A) |
|
|
|
5,451 |
|
|
|
|
731 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
|
Telenet Group Holding * |
|
|
|
9,700 |
|
|
|
$ |
610 |
|
UCB |
|
|
|
43,921 |
|
|
|
|
3,017 |
|
Umicore (A) |
|
|
|
15,059 |
|
|
|
|
1,046 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
37,429 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Brazil 0.4% |
|
Embraer |
|
|
|
2,148,200 |
|
|
|
|
9,810 |
|
Raia Drogasil * |
|
|
|
238,200 |
|
|
|
|
5,068 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14,878 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Canada 3.2% |
|
Alimentation Couche-Tard, Cl B |
|
|
|
205,725 |
|
|
|
|
9,847 |
|
Bank of Montreal |
|
|
|
55,900 |
|
|
|
|
4,099 |
|
Cameco (A) |
|
|
|
641,748 |
|
|
|
|
5,840 |
|
Canadian Imperial Bank of Commerce |
|
|
|
124,025 |
|
|
|
|
10,065 |
|
Canadian Natural Resources |
|
|
|
322,116 |
|
|
|
|
9,290 |
|
Canadian Pacific Railway |
|
|
|
96,525 |
|
|
|
|
15,508 |
|
Centerra Gold * |
|
|
|
57,100 |
|
|
|
|
311 |
|
Cogeco Communications |
|
|
|
10,970 |
|
|
|
|
669 |
|
Encana |
|
|
|
1,919,849 |
|
|
|
|
16,867 |
|
Entertainment One |
|
|
|
106,941 |
|
|
|
|
306 |
|
Gildan Activewear (A) |
|
|
|
363,528 |
|
|
|
|
11,155 |
|
High Liner Foods |
|
|
|
9,000 |
|
|
|
|
121 |
|
Lucara Diamond |
|
|
|
63,300 |
|
|
|
|
134 |
|
Manulife Financial |
|
|
|
634,100 |
|
|
|
|
11,869 |
|
Peyto Exploration & Development (A) |
|
|
|
176,100 |
|
|
|
|
3,189 |
|
Rogers Sugar |
|
|
|
19,900 |
|
|
|
|
97 |
|
Royal Bank of Canada |
|
|
|
141,893 |
|
|
|
|
10,288 |
|
Suncor Energy |
|
|
|
219,808 |
|
|
|
|
6,413 |
|
Toronto-Dominion Bank |
|
|
|
171,546 |
|
|
|
|
8,632 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
124,700 |
|
|
|
|
|
|
|
|
|
|
|
|
|
China 1.6% |
|
Alibaba Group Holding ADR *(A) |
|
|
|
96,900 |
|
|
|
|
13,653 |
|
Baidu ADR * |
|
|
|
127,300 |
|
|
|
|
22,769 |
|
Ctrip.com International ADR * |
|
|
|
148,413 |
|
|
|
|
7,993 |
|
STMicroelectronics |
|
|
|
520,327 |
|
|
|
|
7,460 |
|
Tencent Holdings |
|
|
|
269,200 |
|
|
|
|
9,628 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
61,503 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Denmark 2.6% |
|
AP Moeller - Maersk, Cl A |
|
|
|
522 |
|
|
|
|
995 |
|
AP Moeller - Maersk, Cl B |
|
|
|
363 |
|
|
|
|
729 |
|
Bavarian Nordic * |
|
|
|
29,222 |
|
|
|
|
1,719 |
|
Chr Hansen Holding |
|
|
|
120,221 |
|
|
|
|
8,732 |
|
Coloplast, Cl B |
|
|
|
119,218 |
|
|
|
|
9,949 |
|
Danske Bank |
|
|
|
85,498 |
|
|
|
|
3,284 |
|
Dfds |
|
|
|
14,922 |
|
|
|
|
794 |
|
DSV |
|
|
|
4,851 |
|
|
|
|
298 |
|
Genmab * |
|
|
|
1,125 |
|
|
|
|
240 |
|
H Lundbeck |
|
|
|
162,467 |
|
|
|
|
9,107 |
|
ISS |
|
|
|
529,023 |
|
|
|
|
20,751 |
|
Nets *(B) |
|
|
|
732,434 |
|
|
|
|
14,550 |
|
Novozymes, Cl B |
|
|
|
184,593 |
|
|
|
|
8,068 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
|
1 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
|
Scandinavian Tobacco Group (B) |
|
|
|
783,114 |
|
|
|
$ |
12,734 |
|
Schouw |
|
|
|
5,421 |
|
|
|
|
581 |
|
Vestas Wind Systems |
|
|
|
95,334 |
|
|
|
|
8,789 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
101,320 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Finland 0.7% |
|
Cargotec, Cl B |
|
|
|
31,119 |
|
|
|
|
1,972 |
|
Fortum |
|
|
|
8,396 |
|
|
|
|
132 |
|
Lemminkainen |
|
|
|
1,680 |
|
|
|
|
49 |
|
Metso |
|
|
|
11,622 |
|
|
|
|
402 |
|
Neste |
|
|
|
178,680 |
|
|
|
|
7,029 |
|
Orion, Cl B |
|
|
|
100,058 |
|
|
|
|
6,379 |
|
Stora Enso, Cl R |
|
|
|
453,893 |
|
|
|
|
5,855 |
|
UPM-Kymmene |
|
|
|
233,171 |
|
|
|
|
6,638 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
28,456 |
|
|
|
|
|
|
|
|
|
|
|
|
|
France 7.6% |
|
Air France-KLM * |
|
|
|
493,305 |
|
|
|
|
7,024 |
|
Air Liquide (A) |
|
|
|
48,302 |
|
|
|
|
5,961 |
|
Arkema (A) |
|
|
|
99,852 |
|
|
|
|
10,640 |
|
Atos |
|
|
|
55,766 |
|
|
|
|
7,817 |
|
BNP Paribas |
|
|
|
137,217 |
|
|
|
|
9,869 |
|
Boiron |
|
|
|
1,900 |
|
|
|
|
187 |
|
Bouygues |
|
|
|
7,581 |
|
|
|
|
319 |
|
Carrefour |
|
|
|
692,722 |
|
|
|
|
17,500 |
|
Christian Dior |
|
|
|
6,273 |
|
|
|
|
1,791 |
|
Cie de St.-Gobain |
|
|
|
13,822 |
|
|
|
|
737 |
|
Cie Generale des Etablissements-Michelin, Cl B |
|
|
|
3,343 |
|
|
|
|
444 |
|
CNP Assurances |
|
|
|
106,230 |
|
|
|
|
2,381 |
|
Credit Agricole |
|
|
|
40,731 |
|
|
|
|
654 |
|
Dassault Systemes |
|
|
|
5,040 |
|
|
|
|
451 |
|
Derichebourg |
|
|
|
39,423 |
|
|
|
|
333 |
|
Edenred (A) |
|
|
|
734 |
|
|
|
|
19 |
|
Elior Group (A)(B) |
|
|
|
185,190 |
|
|
|
|
5,373 |
|
Engie (A) |
|
|
|
1,323,153 |
|
|
|
|
19,943 |
|
Essilor International |
|
|
|
64,582 |
|
|
|
|
8,206 |
|
Eurofins Scientific (A) |
|
|
|
25,966 |
|
|
|
|
14,605 |
|
Eutelsat Communications |
|
|
|
6,207 |
|
|
|
|
158 |
|
Hermes International |
|
|
|
19,369 |
|
|
|
|
9,558 |
|
Ipsen |
|
|
|
53,397 |
|
|
|
|
7,299 |
|
IPSOS (A) |
|
|
|
18,645 |
|
|
|
|
699 |
|
Kering |
|
|
|
7,874 |
|
|
|
|
2,678 |
|
Les Nouveaux Constructeurs |
|
|
|
1,370 |
|
|
|
|
72 |
|
LOreal (A) |
|
|
|
1,133 |
|
|
|
|
236 |
|
LVMH Moet Hennessy Louis Vuitton |
|
|
|
44,187 |
|
|
|
|
11,002 |
|
Natixis |
|
|
|
131,149 |
|
|
|
|
879 |
|
Nexans |
|
|
|
31,302 |
|
|
|
|
1,710 |
|
Nexity |
|
|
|
18,692 |
|
|
|
|
1,085 |
|
Pernod Ricard |
|
|
|
57,615 |
|
|
|
|
7,705 |
|
Peugeot |
|
|
|
488,541 |
|
|
|
|
9,732 |
|
Publicis Groupe (A) |
|
|
|
145,762 |
|
|
|
|
10,858 |
|
Rallye |
|
|
|
10,751 |
|
|
|
|
221 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
|
Remy Cointreau (A) |
|
|
|
1,908 |
|
|
|
$ |
222 |
|
Rexel (A) |
|
|
|
54,756 |
|
|
|
|
895 |
|
Safran (A) |
|
|
|
3,912 |
|
|
|
|
358 |
|
Sanofi |
|
|
|
189,521 |
|
|
|
|
18,105 |
|
Schneider Electric * |
|
|
|
415,740 |
|
|
|
|
31,898 |
|
SEB |
|
|
|
975 |
|
|
|
|
175 |
|
Societe Generale |
|
|
|
275,171 |
|
|
|
|
14,785 |
|
Sodexo (A) |
|
|
|
58,768 |
|
|
|
|
7,588 |
|
SPIE |
|
|
|
261,185 |
|
|
|
|
7,835 |
|
Thales |
|
|
|
122,867 |
|
|
|
|
13,206 |
|
Total (A) |
|
|
|
148,479 |
|
|
|
|
7,330 |
|
UBISOFT Entertainment * |
|
|
|
6,237 |
|
|
|
|
353 |
|
Valeo (A) |
|
|
|
192,338 |
|
|
|
|
12,941 |
|
Vetoquinol |
|
|
|
569 |
|
|
|
|
33 |
|
Vinci |
|
|
|
5,509 |
|
|
|
|
470 |
|
Wendel |
|
|
|
3,496 |
|
|
|
|
517 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
294,857 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Germany 6.0% |
|
Adidas |
|
|
|
72,484 |
|
|
|
|
13,868 |
|
Allianz |
|
|
|
56,855 |
|
|
|
|
11,179 |
|
AURELIUS Equity Opportunities & KGaA (A) |
|
|
|
163,600 |
|
|
|
|
8,776 |
|
BASF |
|
|
|
255,807 |
|
|
|
|
23,659 |
|
Beiersdorf |
|
|
|
116,993 |
|
|
|
|
12,281 |
|
Brenntag |
|
|
|
91,547 |
|
|
|
|
5,292 |
|
Continental |
|
|
|
31,340 |
|
|
|
|
6,754 |
|
Covestro (B) |
|
|
|
21,740 |
|
|
|
|
1,567 |
|
CTS Eventim & KGaA |
|
|
|
87,795 |
|
|
|
|
3,877 |
|
Deutsche Boerse |
|
|
|
135,080 |
|
|
|
|
14,239 |
|
Deutsche Lufthansa |
|
|
|
386,013 |
|
|
|
|
8,772 |
|
Deutsche Post |
|
|
|
36,876 |
|
|
|
|
1,380 |
|
Evonik Industries |
|
|
|
42,585 |
|
|
|
|
1,359 |
|
Fraport Frankfurt Airport Services Worldwide |
|
|
|
2,405 |
|
|
|
|
212 |
|
GEA Group |
|
|
|
78,440 |
|
|
|
|
3,206 |
|
Gerresheimer |
|
|
|
17,701 |
|
|
|
|
1,422 |
|
Hannover Rueck |
|
|
|
36,703 |
|
|
|
|
4,393 |
|
HeidelbergCement |
|
|
|
20,296 |
|
|
|
|
1,960 |
|
Heidelberger Druckmaschinen *(A) |
|
|
|
275,287 |
|
|
|
|
837 |
|
Hella KGaA Hueck |
|
|
|
207,746 |
|
|
|
|
10,211 |
|
Henkel |
|
|
|
2,049 |
|
|
|
|
247 |
|
Hochtief |
|
|
|
52,812 |
|
|
|
|
9,662 |
|
Indus Holding |
|
|
|
60,562 |
|
|
|
|
4,289 |
|
Infineon Technologies |
|
|
|
150,578 |
|
|
|
|
3,175 |
|
Kloeckner |
|
|
|
76,510 |
|
|
|
|
805 |
|
Koenig & Bauer |
|
|
|
17,940 |
|
|
|
|
1,212 |
|
LANXESS |
|
|
|
17,533 |
|
|
|
|
1,326 |
|
Linde |
|
|
|
49,072 |
|
|
|
|
9,280 |
|
Merck |
|
|
|
38,817 |
|
|
|
|
4,682 |
|
OSRAM Licht |
|
|
|
13,245 |
|
|
|
|
1,054 |
|
Puma |
|
|
|
740 |
|
|
|
|
284 |
|
SAP |
|
|
|
251,583 |
|
|
|
|
26,241 |
|
SAP ADR (A) |
|
|
|
121,800 |
|
|
|
|
12,749 |
|
|
|
|
2 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
|
Siemens |
|
|
|
117,995 |
|
|
|
$ |
16,197 |
|
Suedzucker |
|
|
|
26,401 |
|
|
|
|
549 |
|
TUI |
|
|
|
247,354 |
|
|
|
|
3,590 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
230,586 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Hong Kong 2.5% |
|
AIA Group |
|
|
|
1,907,400 |
|
|
|
|
13,939 |
|
ASM Pacific Technology |
|
|
|
39,000 |
|
|
|
|
527 |
|
BOC Hong Kong Holdings |
|
|
|
572,000 |
|
|
|
|
2,737 |
|
Chaoda Modern Agriculture * |
|
|
|
2,440,000 |
|
|
|
|
43 |
|
China Merchants Holdings International |
|
|
|
1,977,338 |
|
|
|
|
5,484 |
|
China Mobile |
|
|
|
2,238,240 |
|
|
|
|
23,755 |
|
CLP Holdings |
|
|
|
81,000 |
|
|
|
|
857 |
|
CNOOC |
|
|
|
13,537,000 |
|
|
|
|
14,826 |
|
Galaxy Entertainment Group * |
|
|
|
1,513,000 |
|
|
|
|
9,187 |
|
Hang Lung Group |
|
|
|
155,000 |
|
|
|
|
641 |
|
Hang Seng Bank |
|
|
|
7,700 |
|
|
|
|
161 |
|
Henderson Land Development |
|
|
|
1,076,832 |
|
|
|
|
6,007 |
|
Jardine Strategic Holdings |
|
|
|
17,900 |
|
|
|
|
746 |
|
Melco Resorts & Entertainment ADR |
|
|
|
70,687 |
|
|
|
|
1,587 |
|
MTR * |
|
|
|
162,000 |
|
|
|
|
912 |
|
New World Development |
|
|
|
912,000 |
|
|
|
|
1,158 |
|
NWS Holdings |
|
|
|
105,000 |
|
|
|
|
207 |
|
PCCW |
|
|
|
1,317,000 |
|
|
|
|
749 |
|
Samsonite International |
|
|
|
1,654,200 |
|
|
|
|
6,908 |
|
Sands China |
|
|
|
140,800 |
|
|
|
|
645 |
|
Techtronic Industries |
|
|
|
1,142,100 |
|
|
|
|
5,252 |
|
Wharf Holdings |
|
|
|
130,000 |
|
|
|
|
1,077 |
|
Wheelock |
|
|
|
159,000 |
|
|
|
|
1,200 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
98,605 |
|
|
|
|
|
|
|
|
|
|
|
|
|
India 0.2% |
|
HDFC Bank ADR |
|
|
|
99,237 |
|
|
|
|
8,631 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Indonesia 0.0% |
|
Telekomunikasi Indonesia Persero |
|
|
|
1,858,000 |
|
|
|
|
629 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Ireland 0.9% |
|
Allied Irish Banks (A) |
|
|
|
3,199,733 |
|
|
|
|
18,065 |
|
CRH |
|
|
|
91,071 |
|
|
|
|
3,217 |
|
Experian |
|
|
|
714,249 |
|
|
|
|
14,613 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
35,895 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Israel 1.3% |
|
Bank Hapoalim |
|
|
|
631,539 |
|
|
|
|
4,260 |
|
Bank Leumi Le-Israel |
|
|
|
2,234,640 |
|
|
|
|
10,869 |
|
Bezeq Israeli Telecommunication |
|
|
|
3,353,760 |
|
|
|
|
5,569 |
|
Check Point Software Technologies * |
|
|
|
115,700 |
|
|
|
|
12,621 |
|
Elbit Systems |
|
|
|
3,323 |
|
|
|
|
409 |
|
Frutarom Industries |
|
|
|
75,698 |
|
|
|
|
5,289 |
|
Israel Discount Bank, Cl A * |
|
|
|
324,589 |
|
|
|
|
856 |
|
Mizrahi Tefahot Bank |
|
|
|
101,887 |
|
|
|
|
1,853 |
|
Shufersal |
|
|
|
86,120 |
|
|
|
|
452 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
|
Teva Pharmaceutical Industries ADR |
|
|
|
252,452 |
|
|
|
$ |
8,386 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
50,564 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Italy 3.2% |
|
Autogrill |
|
|
|
77,690 |
|
|
|
|
940 |
|
Azimut Holding |
|
|
|
273,670 |
|
|
|
|
5,478 |
|
Banca Mediolanum |
|
|
|
244,779 |
|
|
|
|
2,028 |
|
Buzzi Unicem |
|
|
|
635,766 |
|
|
|
|
15,800 |
|
CNH Industrial |
|
|
|
92,075 |
|
|
|
|
1,041 |
|
Enel |
|
|
|
985,553 |
|
|
|
|
5,276 |
|
EXOR |
|
|
|
98,885 |
|
|
|
|
5,345 |
|
Ferrari |
|
|
|
20,122 |
|
|
|
|
1,725 |
|
Fiat Chrysler Automobiles * |
|
|
|
1,444,954 |
|
|
|
|
15,212 |
|
Hera |
|
|
|
156,915 |
|
|
|
|
479 |
|
Luxottica Group |
|
|
|
114,558 |
|
|
|
|
6,618 |
|
Prysmian |
|
|
|
33,313 |
|
|
|
|
978 |
|
Recordati |
|
|
|
219,536 |
|
|
|
|
8,894 |
|
Saras |
|
|
|
692,920 |
|
|
|
|
1,611 |
|
Societa Iniziative Autostradali e Servizi |
|
|
|
42,033 |
|
|
|
|
463 |
|
Tenaris (A) |
|
|
|
971,797 |
|
|
|
|
15,129 |
|
UniCredit * |
|
|
|
1,890,002 |
|
|
|
|
35,245 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
122,262 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Japan 17.1% |
|
77 Bank |
|
|
|
190,000 |
|
|
|
|
935 |
|
Adastria |
|
|
|
52,200 |
|
|
|
|
1,454 |
|
Aeon Mall |
|
|
|
14,800 |
|
|
|
|
291 |
|
Air Water |
|
|
|
24,500 |
|
|
|
|
450 |
|
Alps Electric |
|
|
|
25,600 |
|
|
|
|
738 |
|
Amada Holdings |
|
|
|
66,600 |
|
|
|
|
769 |
|
ANA Holdings |
|
|
|
472,000 |
|
|
|
|
1,640 |
|
Arcland Sakamoto |
|
|
|
33,400 |
|
|
|
|
449 |
|
Asahi Glass |
|
|
|
227,600 |
|
|
|
|
9,581 |
|
Asahi Kasei * |
|
|
|
217,000 |
|
|
|
|
2,332 |
|
Bandai Namco Holdings |
|
|
|
24,900 |
|
|
|
|
849 |
|
Benesse |
|
|
|
86,400 |
|
|
|
|
3,260 |
|
Bridgestone |
|
|
|
135,000 |
|
|
|
|
5,815 |
|
Brother Industries |
|
|
|
38,800 |
|
|
|
|
895 |
|
Canon Marketing Japan * |
|
|
|
122,200 |
|
|
|
|
2,780 |
|
Central Japan Railway |
|
|
|
15,600 |
|
|
|
|
2,542 |
|
Dai Nippon Printing |
|
|
|
973,000 |
|
|
|
|
10,807 |
|
Daikin Industries |
|
|
|
125,000 |
|
|
|
|
12,760 |
|
Daikyo |
|
|
|
1,001,000 |
|
|
|
|
2,040 |
|
Daito Trust Construction |
|
|
|
62,200 |
|
|
|
|
9,685 |
|
Daiwa House Industry |
|
|
|
181,600 |
|
|
|
|
6,203 |
|
East Japan Railway |
|
|
|
228,500 |
|
|
|
|
21,852 |
|
Fanuc * |
|
|
|
6,900 |
|
|
|
|
1,330 |
|
Fuji Film Holdings |
|
|
|
262,900 |
|
|
|
|
9,453 |
|
Fujitsu |
|
|
|
1,569,000 |
|
|
|
|
11,559 |
|
Fujitsu General |
|
|
|
170,000 |
|
|
|
|
3,940 |
|
Furukawa Electric |
|
|
|
116,400 |
|
|
|
|
5,180 |
|
Gree * |
|
|
|
96,300 |
|
|
|
|
841 |
|
Haseko |
|
|
|
248,700 |
|
|
|
|
3,019 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
|
3 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
|
Hitachi * |
|
|
|
2,871,000 |
|
|
|
$ |
17,615 |
|
Hitachi Chemical |
|
|
|
17,100 |
|
|
|
|
510 |
|
Hitachi Construction Machinery * |
|
|
|
17,700 |
|
|
|
|
442 |
|
Hitachi High-Technologies |
|
|
|
9,800 |
|
|
|
|
380 |
|
Hitachi Metals |
|
|
|
30,500 |
|
|
|
|
424 |
|
Hoya * |
|
|
|
68,200 |
|
|
|
|
3,541 |
|
Idemitsu Kosan |
|
|
|
14,400 |
|
|
|
|
409 |
|
IHI |
|
|
|
214,000 |
|
|
|
|
728 |
|
Itochu |
|
|
|
36,400 |
|
|
|
|
541 |
|
Japan Airlines |
|
|
|
690,400 |
|
|
|
|
21,346 |
|
Japan Display *(A) |
|
|
|
183,700 |
|
|
|
|
347 |
|
Japan Tobacco |
|
|
|
307,400 |
|
|
|
|
10,798 |
|
JGC |
|
|
|
22,200 |
|
|
|
|
360 |
|
JXTG Holdings |
|
|
|
88,400 |
|
|
|
|
386 |
|
Kaneka |
|
|
|
22,000 |
|
|
|
|
168 |
|
Kansai Electric Power |
|
|
|
70,600 |
|
|
|
|
972 |
|
Kansai Paint |
|
|
|
384,600 |
|
|
|
|
8,848 |
|
Kao |
|
|
|
96,800 |
|
|
|
|
5,748 |
|
KDDI |
|
|
|
894,600 |
|
|
|
|
23,687 |
|
Keikyu |
|
|
|
76,000 |
|
|
|
|
915 |
|
Keyence |
|
|
|
65,300 |
|
|
|
|
28,675 |
|
Kirin Brewery |
|
|
|
42,200 |
|
|
|
|
860 |
|
Koito Manufacturing * |
|
|
|
217,510 |
|
|
|
|
11,189 |
|
Komatsu |
|
|
|
764,000 |
|
|
|
|
19,409 |
|
Konami Holdings |
|
|
|
120,400 |
|
|
|
|
6,687 |
|
Kose |
|
|
|
41,000 |
|
|
|
|
4,477 |
|
Kuraray |
|
|
|
55,200 |
|
|
|
|
1,001 |
|
Kyocera * |
|
|
|
11,400 |
|
|
|
|
660 |
|
Lion |
|
|
|
67,200 |
|
|
|
|
1,391 |
|
Mabuchi Motor |
|
|
|
257,200 |
|
|
|
|
12,796 |
|
Makita |
|
|
|
33,600 |
|
|
|
|
1,243 |
|
McDonalds Holdings Japan |
|
|
|
5,200 |
|
|
|
|
200 |
|
Mebuki Financial Group |
|
|
|
155,600 |
|
|
|
|
579 |
|
Minebea |
|
|
|
14,000 |
|
|
|
|
225 |
|
Mitsubishi |
|
|
|
7,600 |
|
|
|
|
159 |
|
Mitsubishi Chemical Holdings * |
|
|
|
527,400 |
|
|
|
|
4,366 |
|
Mitsubishi Electric * |
|
|
|
168,400 |
|
|
|
|
2,421 |
|
Mitsubishi Gas Chemical |
|
|
|
211,200 |
|
|
|
|
4,464 |
|
Mitsubishi Tanabe Pharma |
|
|
|
33,300 |
|
|
|
|
769 |
|
Mitsubishi UFJ Lease & Finance |
|
|
|
103,100 |
|
|
|
|
563 |
|
Mitsui Chemicals |
|
|
|
122,000 |
|
|
|
|
646 |
|
Mitsui OSK Lines |
|
|
|
204,000 |
|
|
|
|
599 |
|
Mixi * |
|
|
|
73,100 |
|
|
|
|
4,066 |
|
Mochida Pharmaceutical |
|
|
|
6,000 |
|
|
|
|
433 |
|
Morinaga Milk Industry |
|
|
|
145,000 |
|
|
|
|
1,105 |
|
MS&AD Insurance Group Holdings |
|
|
|
532,000 |
|
|
|
|
17,869 |
|
Musashi |
|
|
|
1,700 |
|
|
|
|
25 |
|
Nabtesco |
|
|
|
137,500 |
|
|
|
|
3,996 |
|
Nexon * |
|
|
|
19,300 |
|
|
|
|
381 |
|
NH Foods |
|
|
|
42,000 |
|
|
|
|
1,277 |
|
Nidec |
|
|
|
21,000 |
|
|
|
|
2,151 |
|
Nikon * |
|
|
|
503,200 |
|
|
|
|
8,043 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
|
Nippon Electric Glass |
|
|
|
13,000 |
|
|
|
$ |
473 |
|
Nippon Express |
|
|
|
53,000 |
|
|
|
|
332 |
|
Nippon Light Metal Holdings |
|
|
|
214,000 |
|
|
|
|
509 |
|
Nippon Paint Holdings |
|
|
|
26,200 |
|
|
|
|
991 |
|
Nippon Soda |
|
|
|
151,000 |
|
|
|
|
833 |
|
Nippon Telegraph & Telephone |
|
|
|
99,600 |
|
|
|
|
4,707 |
|
Nippon Telegraph & Telephone ADR |
|
|
|
439,238 |
|
|
|
|
20,697 |
|
Nissan Chemical Industries * |
|
|
|
300 |
|
|
|
|
10 |
|
Nitori Holdings |
|
|
|
3,400 |
|
|
|
|
455 |
|
NOK |
|
|
|
7,100 |
|
|
|
|
150 |
|
Nomura Real Estate Master Fund
|
|
|
|
354 |
|
|
|
|
484 |
|
North Pacific Bank |
|
|
|
232,900 |
|
|
|
|
815 |
|
NS Solutions |
|
|
|
297,200 |
|
|
|
|
7,062 |
|
NSK |
|
|
|
61,100 |
|
|
|
|
763 |
|
Oenon Holdings |
|
|
|
44,000 |
|
|
|
|
110 |
|
Okasan Securities Group * |
|
|
|
117,000 |
|
|
|
|
751 |
|
Omron * |
|
|
|
223,900 |
|
|
|
|
9,714 |
|
Panasonic * |
|
|
|
629,800 |
|
|
|
|
8,542 |
|
Persol Holdings (A) |
|
|
|
822,222 |
|
|
|
|
15,411 |
|
Pigeon |
|
|
|
511,164 |
|
|
|
|
18,516 |
|
Plenus |
|
|
|
26,400 |
|
|
|
|
558 |
|
Prima Meat Packers |
|
|
|
127,000 |
|
|
|
|
746 |
|
Recruit Holdings |
|
|
|
196,200 |
|
|
|
|
3,372 |
|
Resona Holdings |
|
|
|
26,500 |
|
|
|
|
146 |
|
Rohm |
|
|
|
164,900 |
|
|
|
|
12,665 |
|
Saizeriya |
|
|
|
46,400 |
|
|
|
|
1,350 |
|
Santen Pharmaceutical |
|
|
|
446,200 |
|
|
|
|
6,052 |
|
Sawada Holdings * |
|
|
|
7,300 |
|
|
|
|
64 |
|
SBI Holdings * |
|
|
|
77,300 |
|
|
|
|
1,047 |
|
Seiko Epson |
|
|
|
33,200 |
|
|
|
|
738 |
|
Sekisui Chemical |
|
|
|
79,800 |
|
|
|
|
1,428 |
|
Sekisui House |
|
|
|
1,018,800 |
|
|
|
|
17,949 |
|
Seven & I Holdings |
|
|
|
244,700 |
|
|
|
|
10,079 |
|
Sharp *(A) |
|
|
|
161,000 |
|
|
|
|
598 |
|
Shimamura |
|
|
|
2,200 |
|
|
|
|
269 |
|
Shin-Etsu Chemical * |
|
|
|
16,300 |
|
|
|
|
1,478 |
|
Shionogi |
|
|
|
150,000 |
|
|
|
|
8,356 |
|
Showa Denko KK |
|
|
|
9,900 |
|
|
|
|
230 |
|
SMC |
|
|
|
27,900 |
|
|
|
|
8,480 |
|
Sompo Holdings |
|
|
|
16,100 |
|
|
|
|
622 |
|
Sony * |
|
|
|
44,400 |
|
|
|
|
1,694 |
|
Stanley Electric |
|
|
|
24,700 |
|
|
|
|
745 |
|
Start Today |
|
|
|
17,600 |
|
|
|
|
433 |
|
Sugi Holdings |
|
|
|
111,600 |
|
|
|
|
5,979 |
|
Sumitomo |
|
|
|
151,800 |
|
|
|
|
1,975 |
|
Sumitomo Chemical |
|
|
|
31,000 |
|
|
|
|
178 |
|
Sumitomo Heavy Industries |
|
|
|
88,000 |
|
|
|
|
580 |
|
Sumitomo Mitsui Financial Group |
|
|
|
234,700 |
|
|
|
|
9,147 |
|
Sumitomo Mitsui Trust Holdings |
|
|
|
380,822 |
|
|
|
|
13,622 |
|
Sumitomo Rubber Industries |
|
|
|
33,800 |
|
|
|
|
570 |
|
Suzuken |
|
|
|
28,000 |
|
|
|
|
930 |
|
Suzuki Motor |
|
|
|
47,700 |
|
|
|
|
2,263 |
|
|
|
|
4 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
|
Sysmex |
|
|
|
102,200 |
|
|
|
$ |
6,103 |
|
T&D Holdings |
|
|
|
83,700 |
|
|
|
|
1,273 |
|
Takashimaya |
|
|
|
43,000 |
|
|
|
|
409 |
|
THK * |
|
|
|
19,000 |
|
|
|
|
538 |
|
TIS |
|
|
|
53,400 |
|
|
|
|
1,483 |
|
Tochigi Bank |
|
|
|
65,000 |
|
|
|
|
275 |
|
Tokyo Electric Power Holdings * |
|
|
|
684,300 |
|
|
|
|
2,820 |
|
Tokyo Electron |
|
|
|
30,700 |
|
|
|
|
4,142 |
|
Toppan Printing |
|
|
|
25,000 |
|
|
|
|
274 |
|
Topre |
|
|
|
188,800 |
|
|
|
|
5,108 |
|
Tosoh |
|
|
|
237,000 |
|
|
|
|
2,428 |
|
Toyota Motor * |
|
|
|
107,600 |
|
|
|
|
5,643 |
|
Toyota Motor ADR (A) |
|
|
|
148,433 |
|
|
|
|
15,588 |
|
Toyota Tsusho |
|
|
|
68,000 |
|
|
|
|
2,037 |
|
Trend Micro * |
|
|
|
196,700 |
|
|
|
|
10,136 |
|
Ube Industries |
|
|
|
2,153,000 |
|
|
|
|
5,538 |
|
Ulvac |
|
|
|
36,500 |
|
|
|
|
1,754 |
|
Uzabase * |
|
|
|
11,400 |
|
|
|
|
235 |
|
Voyage Group |
|
|
|
14,100 |
|
|
|
|
288 |
|
Wacoal Holdings |
|
|
|
837,704 |
|
|
|
|
11,325 |
|
Warabeya Nichiyo |
|
|
|
13,300 |
|
|
|
|
367 |
|
Yamaha Motor |
|
|
|
45,900 |
|
|
|
|
1,184 |
|
Yaskawa Electric |
|
|
|
49,600 |
|
|
|
|
1,051 |
|
Yokogawa Electric |
|
|
|
44,700 |
|
|
|
|
717 |
|
Yokohama Rubber |
|
|
|
17,000 |
|
|
|
|
341 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
661,064 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Malaysia 0.1% |
|
Malaysian Pacific Industries |
|
|
|
63,100 |
|
|
|
|
198 |
|
Tenaga Nasional |
|
|
|
522,600 |
|
|
|
|
1,722 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,920 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Malta 0.0% |
|
BGP Holdings * |
|
|
|
198,683 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Mexico 0.4% |
|
Alfa, Cl A |
|
|
|
4,914,400 |
|
|
|
|
6,991 |
|
Cemex ADR * |
|
|
|
53,459 |
|
|
|
|
504 |
|
Wal-Mart de Mexico |
|
|
|
2,761,800 |
|
|
|
|
6,421 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,916 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Netherlands 5.6% |
|
ABN AMRO Group GDR (B) |
|
|
|
50,461 |
|
|
|
|
1,336 |
|
AerCap Holdings * |
|
|
|
182,900 |
|
|
|
|
8,492 |
|
Akzo Nobel (A) |
|
|
|
231,544 |
|
|
|
|
20,094 |
|
Altice *(A) |
|
|
|
32,934 |
|
|
|
|
759 |
|
ArcelorMittal * |
|
|
|
407,836 |
|
|
|
|
9,238 |
|
ASML Holding (A) |
|
|
|
115,558 |
|
|
|
|
15,038 |
|
ASR Nederland |
|
|
|
54,909 |
|
|
|
|
1,849 |
|
Heineken |
|
|
|
70,902 |
|
|
|
|
6,884 |
|
Heineken Holding (A) |
|
|
|
33,809 |
|
|
|
|
3,095 |
|
ING Groep |
|
|
|
1,592,770 |
|
|
|
|
27,431 |
|
James Hardie Industries |
|
|
|
11,142 |
|
|
|
|
175 |
|
Koninklijke Ahold Delhaize (A) |
|
|
|
228,816 |
|
|
|
|
4,369 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
COMMON STOCK (continued) |
|
Koninklijke DSM (A) |
|
|
|
269,767 |
|
|
|
$ |
19,581 |
|
Koninklijke Philips |
|
|
|
20,425 |
|
|
|
|
724 |
|
PostNL |
|
|
|
164,298 |
|
|
|
|
766 |
|
Randstad Holding |
|
|
|
62,870 |
|
|
|
|
3,666 |
|
Refresco Group (B) |
|
|
|
348,609 |
|
|
|
|
7,105 |
|
RELX (AEX) |
|
|
|
44,876 |
|
|
|
|
921 |
|
Royal Dutch Shell, Cl A |
|
|
|
552,700 |
|
|
|
|
14,647 |
|
Royal Dutch Shell, Cl B |
|
|
|
984,336 |
|
|
|
|
26,371 |
|
Royal Dutch Shell ADR, Cl B (A) |
|
|
|
278,352 |
|
|
|
|
15,151 |
|
Unilever |
|
|
|
272,136 |
|
|
|
|
14,998 |
|
Wolters Kluwer |
|
|
|
330,901 |
|
|
|
|
13,989 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
216,679 |
|
|
|
|
|
|
|
|
|
|
|
|
|
New Zealand 0.1% |
|
Air New Zealand |
|
|
|
861,373 |
|
|
|
|
2,056 |
|
Fisher & Paykel Healthcare |
|
|
|
56,167 |
|
|
|
|
471 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,527 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Norway 1.0% |
|
Aker Solutions * |
|
|
|
1,623,185 |
|
|
|
|
7,307 |
|
DNB |
|
|
|
37,577 |
|
|
|
|
637 |
|
Gjensidige Forsikring |
|
|
|
8,179 |
|
|
|
|
139 |
|
Marine Harvest |
|
|
|
520,798 |
|
|
|
|
8,885 |
|
Norsk Hydro |
|
|
|
1,221,183 |
|
|
|
|
6,747 |
|
Solon Eiendom |
|
|
|
1 |
|
|
|
|
|
|
Statoil (A) |
|
|
|
218,728 |
|
|
|
|
3,614 |
|
Telenor |
|
|
|
710,780 |
|
|
|
|
11,752 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
39,081 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Poland 0.0% |
|
Emperia Holding * |
|
|
|
3,171 |
|
|
|
|
73 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Portugal 0.1% |
|
Galp Energia, Cl B |
|
|
|
62,452 |
|
|
|
|
944 |
|
Jeronimo Martins |
|
|
|
66,516 |
|
|
|
|
1,297 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,241 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Russia 0.2% |
|
Yandex, Cl A * |
|
|
|
230,338 |
|
|
|
|
6,044 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Singapore 0.9% |
|
CapitaLand |
|
|
|
69,200 |
|
|
|
|
176 |
|
City Developments |
|
|
|
1,890,800 |
|
|
|
|
14,735 |
|
DBS Group Holdings |
|
|
|
609,900 |
|
|
|
|
9,187 |
|
Hong Leong Finance |
|
|
|
56,400 |
|
|
|
|
108 |
|
Oversea-Chinese Banking |
|
|
|
1,250,700 |
|
|
|
|
9,801 |
|
SATS |
|
|
|
124,500 |
|
|
|
|
462 |
|
Singapore Airlines |
|
|
|
133,700 |
|
|
|
|
983 |
|
Sunningdale Tech |
|
|
|
120,900 |
|
|
|
|
153 |
|
United Overseas Bank |
|
|
|
36,200 |
|
|
|
|
608 |
|
Wilmar International |
|
|
|
11,500 |
|
|
|
|
28 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
36,241 |
|
|
|
|
|
|
|
|
|
|
|
|
|
South Africa 0.1% |
|
Investec |
|
|
|
416,323 |
|
|
|
|
3,092 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
|
5 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
|
South Korea 2.8% |
|
|
|
|
|
|
|
|
|
|
Amorepacific |
|
|
|
48,761 |
|
|
|
$ |
12,956 |
|
Cosmax (A) |
|
|
|
37,716 |
|
|
|
|
3,791 |
|
KT ADR (A) |
|
|
|
490,614 |
|
|
|
|
8,164 |
|
LG Display ADR (A) |
|
|
|
309,560 |
|
|
|
|
4,974 |
|
Samsung Electronics |
|
|
|
19,312 |
|
|
|
|
40,121 |
|
SK Hynix |
|
|
|
11,477 |
|
|
|
|
676 |
|
SK Innovation |
|
|
|
4,098 |
|
|
|
|
568 |
|
SK Telecom |
|
|
|
88,559 |
|
|
|
|
20,589 |
|
SK Telecom ADR |
|
|
|
675,621 |
|
|
|
|
17,343 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
109,182 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Spain 1.8% |
|
|
|
|
|
|
|
|
|
|
ACS Actividades de Construccion y Servicios |
|
|
|
295,899 |
|
|
|
|
11,416 |
|
Aena (B) |
|
|
|
13,208 |
|
|
|
|
2,574 |
|
Almirall |
|
|
|
61,743 |
|
|
|
|
1,004 |
|
Amadeus IT Holding, Cl A |
|
|
|
31,887 |
|
|
|
|
1,904 |
|
Banco Bilbao Vizcaya Argentaria |
|
|
|
428,469 |
|
|
|
|
3,550 |
|
Bankinter |
|
|
|
131,920 |
|
|
|
|
1,213 |
|
CaixaBank |
|
|
|
2,418,883 |
|
|
|
|
11,532 |
|
Distribuidora Internacional de Alimentacion (A) |
|
|
|
209,707 |
|
|
|
|
1,304 |
|
Endesa |
|
|
|
435,714 |
|
|
|
|
10,024 |
|
Iberdrola |
|
|
|
429,904 |
|
|
|
|
3,399 |
|
Industria de Diseno Textil |
|
|
|
126,549 |
|
|
|
|
4,851 |
|
International Consolidated Airlines Group |
|
|
|
97,940 |
|
|
|
|
776 |
|
Mapfre (A) |
|
|
|
2,983,405 |
|
|
|
|
10,406 |
|
Mediaset Espana Comunicacion |
|
|
|
49,721 |
|
|
|
|
618 |
|
Repsol |
|
|
|
143,382 |
|
|
|
|
2,191 |
|
Unicaja Banco * |
|
|
|
3,512,400 |
|
|
|
|
4,687 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
71,449 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Sweden 2.2% |
|
|
|
|
|
|
|
|
|
|
Alfa Laval |
|
|
|
484,476 |
|
|
|
|
9,903 |
|
Atlas Copco, Cl A |
|
|
|
507,019 |
|
|
|
|
19,416 |
|
Atlas Copco, Cl B |
|
|
|
20,670 |
|
|
|
|
713 |
|
Boliden |
|
|
|
73,992 |
|
|
|
|
2,017 |
|
Bonava, Cl B |
|
|
|
32,723 |
|
|
|
|
559 |
|
Electrolux, Cl B |
|
|
|
215,288 |
|
|
|
|
7,047 |
|
Granges (A) |
|
|
|
42,464 |
|
|
|
|
390 |
|
Industrivarden, Cl C |
|
|
|
6,979 |
|
|
|
|
167 |
|
Investor, Cl B |
|
|
|
51,365 |
|
|
|
|
2,473 |
|
L E Lundbergforetagen, Cl B |
|
|
|
3,318 |
|
|
|
|
262 |
|
Millicom International Cellular |
|
|
|
170,307 |
|
|
|
|
10,047 |
|
NCC, Cl B |
|
|
|
39,765 |
|
|
|
|
1,119 |
|
Nordea Bank |
|
|
|
682,931 |
|
|
|
|
8,680 |
|
Oriflame Holding |
|
|
|
64,368 |
|
|
|
|
2,416 |
|
Saab, Cl B |
|
|
|
29,956 |
|
|
|
|
1,478 |
|
Sandvik |
|
|
|
367,328 |
|
|
|
|
5,770 |
|
Skanska, Cl B |
|
|
|
55,947 |
|
|
|
|
1,326 |
|
Telefonaktiebolaget LM Ericsson ADR (A) |
|
|
|
1,643,012 |
|
|
|
|
11,780 |
|
Volvo, Cl B |
|
|
|
57,692 |
|
|
|
|
982 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
86,545 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
|
Switzerland 7.6% |
|
|
|
|
|
|
|
|
|
|
ABB |
|
|
|
1,071,619 |
|
|
|
$ |
26,498 |
|
Adecco Group |
|
|
|
200,534 |
|
|
|
|
15,266 |
|
Aryzta |
|
|
|
242,744 |
|
|
|
|
7,992 |
|
Baloise Holding |
|
|
|
2,608 |
|
|
|
|
404 |
|
Barry Callebaut * |
|
|
|
141 |
|
|
|
|
194 |
|
Cie Financiere Richemont |
|
|
|
301,410 |
|
|
|
|
24,864 |
|
Coca-Cola HBC |
|
|
|
25,697 |
|
|
|
|
754 |
|
Emmi |
|
|
|
1,144 |
|
|
|
|
863 |
|
EMS-Chemie Holding |
|
|
|
1,356 |
|
|
|
|
1,001 |
|
Geberit |
|
|
|
4,349 |
|
|
|
|
2,031 |
|
Givaudan |
|
|
|
5,463 |
|
|
|
|
10,941 |
|
Idorsia * |
|
|
|
16,929 |
|
|
|
|
320 |
|
Julius Baer Group |
|
|
|
135,539 |
|
|
|
|
7,140 |
|
LafargeHolcim |
|
|
|
11,011 |
|
|
|
|
631 |
|
Lonza Group |
|
|
|
44,349 |
|
|
|
|
9,600 |
|
Nestle |
|
|
|
327,622 |
|
|
|
|
28,549 |
|
Novartis |
|
|
|
392,380 |
|
|
|
|
32,697 |
|
Pargesa Holding |
|
|
|
5,201 |
|
|
|
|
396 |
|
Partners Group Holding |
|
|
|
15,782 |
|
|
|
|
9,797 |
|
Roche Holding |
|
|
|
160,734 |
|
|
|
|
40,987 |
|
Schindler Holding |
|
|
|
3,237 |
|
|
|
|
672 |
|
Schindler Holding Cert |
|
|
|
7,483 |
|
|
|
|
1,586 |
|
SGS |
|
|
|
8,302 |
|
|
|
|
20,130 |
|
Sika |
|
|
|
356 |
|
|
|
|
2,290 |
|
Sonova Holding (A) |
|
|
|
40,405 |
|
|
|
|
6,569 |
|
Swiss Life Holding |
|
|
|
36,212 |
|
|
|
|
12,236 |
|
Swiss Prime Site |
|
|
|
547 |
|
|
|
|
50 |
|
Swiss Re |
|
|
|
57,488 |
|
|
|
|
5,262 |
|
Tecan Group |
|
|
|
3,617 |
|
|
|
|
681 |
|
UBS Group |
|
|
|
403,324 |
|
|
|
|
6,840 |
|
Wolseley |
|
|
|
24,751 |
|
|
|
|
1,515 |
|
Zurich Insurance Group |
|
|
|
48,021 |
|
|
|
|
13,995 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
292,751 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Taiwan 0.6% |
|
|
|
|
|
|
|
|
|
|
General Interface Solution Holding |
|
|
|
214,000 |
|
|
|
|
1,583 |
|
Hon Hai Precision Industry |
|
|
|
2,968,764 |
|
|
|
|
11,418 |
|
Primax Electronics |
|
|
|
164,000 |
|
|
|
|
337 |
|
Taiwan Semiconductor Manufacturing ADR |
|
|
|
250,840 |
|
|
|
|
8,769 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
22,107 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Thailand 0.0% |
|
|
|
|
|
|
|
|
|
|
Bangchak (A) |
|
|
|
676,100 |
|
|
|
|
667 |
|
Banpu |
|
|
|
834,200 |
|
|
|
|
407 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,074 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Turkey 0.1% |
|
|
|
|
|
|
|
|
|
|
Tupras Turkiye Petrol Rafinerileri |
|
|
|
82,890 |
|
|
|
|
2,381 |
|
Turkiye Is Bankasi, Cl C |
|
|
|
286,373 |
|
|
|
|
606 |
|
Turkiye Vakiflar Bankasi Tao, Cl D (A) |
|
|
|
758,569 |
|
|
|
|
1,393 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,380 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
COMMON STOCK (continued) |
|
United Kingdom 13.4% |
|
|
|
|
|
|
|
|
|
|
3i Group |
|
|
|
360,582 |
|
|
|
$ |
4,227 |
|
Abcam |
|
|
|
27,895 |
|
|
|
|
353 |
|
Anglo American * |
|
|
|
204,431 |
|
|
|
|
2,719 |
|
Aon |
|
|
|
86,500 |
|
|
|
|
11,500 |
|
Ashtead Group |
|
|
|
510,521 |
|
|
|
|
10,537 |
|
Associated British Foods (A) |
|
|
|
95,811 |
|
|
|
|
3,654 |
|
AstraZeneca |
|
|
|
255,976 |
|
|
|
|
17,074 |
|
AstraZeneca ADR (A) |
|
|
|
128,719 |
|
|
|
|
4,388 |
|
Aviva |
|
|
|
2,412,577 |
|
|
|
|
16,484 |
|
BAE Systems |
|
|
|
79,264 |
|
|
|
|
652 |
|
Balfour Beatty |
|
|
|
1,913,216 |
|
|
|
|
6,725 |
|
Bank of Ireland * |
|
|
|
40,985,000 |
|
|
|
|
10,751 |
|
Barclays |
|
|
|
11,305,654 |
|
|
|
|
29,775 |
|
Barratt Developments |
|
|
|
168,267 |
|
|
|
|
1,232 |
|
BHP Billiton (LSE) |
|
|
|
421,497 |
|
|
|
|
6,439 |
|
BP |
|
|
|
3,545,361 |
|
|
|
|
20,392 |
|
BP ADR |
|
|
|
175,984 |
|
|
|
|
6,098 |
|
British American Tobacco |
|
|
|
426,231 |
|
|
|
|
28,978 |
|
Bunzl |
|
|
|
304,141 |
|
|
|
|
9,039 |
|
Burberry Group |
|
|
|
32,804 |
|
|
|
|
708 |
|
Carnival |
|
|
|
272,245 |
|
|
|
|
17,965 |
|
Cobham |
|
|
|
5,627,647 |
|
|
|
|
9,474 |
|
Compass Group |
|
|
|
1,075,156 |
|
|
|
|
22,625 |
|
DCC |
|
|
|
49,935 |
|
|
|
|
4,534 |
|
Diageo |
|
|
|
305,358 |
|
|
|
|
8,998 |
|
Genus |
|
|
|
13,935 |
|
|
|
|
322 |
|
GKN |
|
|
|
95,952 |
|
|
|
|
406 |
|
GlaxoSmithKline |
|
|
|
1,194,076 |
|
|
|
|
25,367 |
|
Glencore |
|
|
|
1,200,616 |
|
|
|
|
4,479 |
|
Hays |
|
|
|
936,024 |
|
|
|
|
2,018 |
|
Howden Joinery Group |
|
|
|
1,103,780 |
|
|
|
|
5,837 |
|
HSBC Holdings |
|
|
|
936,464 |
|
|
|
|
8,657 |
|
Imperial Brands ADR |
|
|
|
12,508 |
|
|
|
|
572 |
|
Inchcape |
|
|
|
57,618 |
|
|
|
|
565 |
|
Indivior * |
|
|
|
326,107 |
|
|
|
|
1,325 |
|
InterContinental Hotels Group |
|
|
|
27,340 |
|
|
|
|
1,515 |
|
Intertek Group |
|
|
|
9,656 |
|
|
|
|
529 |
|
Investec (LSE) |
|
|
|
374,993 |
|
|
|
|
2,794 |
|
JD Sports Fashion |
|
|
|
95,690 |
|
|
|
|
435 |
|
Just Eat * |
|
|
|
655,456 |
|
|
|
|
5,577 |
|
Legal & General Group |
|
|
|
300,998 |
|
|
|
|
1,010 |
|
Lloyds Banking Group |
|
|
|
23,508,682 |
|
|
|
|
20,200 |
|
Mondi |
|
|
|
167,308 |
|
|
|
|
4,377 |
|
Pagegroup |
|
|
|
34,532 |
|
|
|
|
213 |
|
Persimmon |
|
|
|
93,106 |
|
|
|
|
2,712 |
|
Provident Financial |
|
|
|
18,014 |
|
|
|
|
569 |
|
Prudential |
|
|
|
1,318,999 |
|
|
|
|
30,172 |
|
QinetiQ Group |
|
|
|
319,745 |
|
|
|
|
1,122 |
|
Reckitt Benckiser Group |
|
|
|
158,330 |
|
|
|
|
16,009 |
|
Redrow |
|
|
|
61,682 |
|
|
|
|
438 |
|
RELX |
|
|
|
662,261 |
|
|
|
|
14,280 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
|
|
Rio Tinto (LSE) |
|
|
|
17,858 |
|
|
|
$ |
752 |
|
Royal Bank of Scotland Group * |
|
|
|
5,800,199 |
|
|
|
|
18,625 |
|
RSA Insurance Group |
|
|
|
39,613 |
|
|
|
|
317 |
|
Schroders |
|
|
|
93,884 |
|
|
|
|
3,785 |
|
Smiths Group |
|
|
|
77,306 |
|
|
|
|
1,604 |
|
Spectris |
|
|
|
193,914 |
|
|
|
|
6,355 |
|
SSE |
|
|
|
590,774 |
|
|
|
|
11,150 |
|
SSP Group |
|
|
|
45,002 |
|
|
|
|
278 |
|
St. Jamess Place |
|
|
|
434,469 |
|
|
|
|
6,671 |
|
Subsea 7 *(A) |
|
|
|
476,602 |
|
|
|
|
6,390 |
|
Tate & Lyle |
|
|
|
229,068 |
|
|
|
|
1,970 |
|
Taylor Wimpey |
|
|
|
174,910 |
|
|
|
|
400 |
|
Tesco * |
|
|
|
6,658,381 |
|
|
|
|
14,599 |
|
Travis Perkins (A) |
|
|
|
772,904 |
|
|
|
|
14,608 |
|
Unilever |
|
|
|
17,774 |
|
|
|
|
959 |
|
Vodafone Group |
|
|
|
5,365,472 |
|
|
|
|
15,176 |
|
Weir Group |
|
|
|
8,016 |
|
|
|
|
180 |
|
Wm Morrison Supermarkets |
|
|
|
60,144 |
|
|
|
|
188 |
|
Worldpay Group (B) |
|
|
|
1,739,170 |
|
|
|
|
7,112 |
|
WPP |
|
|
|
75,240 |
|
|
|
|
1,577 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
519,517 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
United States 4.5% |
|
|
|
|
|
|
|
|
|
|
Accenture, Cl A |
|
|
|
99,226 |
|
|
|
|
12,272 |
|
Agilent Technologies |
|
|
|
104,675 |
|
|
|
|
6,208 |
|
Alphabet, Cl C * |
|
|
|
9,465 |
|
|
|
|
8,601 |
|
Axis Capital Holdings |
|
|
|
208,239 |
|
|
|
|
13,465 |
|
Barracuda Networks * |
|
|
|
452,008 |
|
|
|
|
10,423 |
|
Canadian Pacific Railway (NYSE) |
|
|
|
79,234 |
|
|
|
|
12,742 |
|
Chubb |
|
|
|
100,906 |
|
|
|
|
14,670 |
|
Core Laboratories (A) |
|
|
|
101,951 |
|
|
|
|
10,325 |
|
Delphi Automotive |
|
|
|
49,400 |
|
|
|
|
4,330 |
|
Facebook, Cl A * |
|
|
|
58,376 |
|
|
|
|
8,814 |
|
Flextronics International * |
|
|
|
671,017 |
|
|
|
|
10,944 |
|
ICON * |
|
|
|
140,868 |
|
|
|
|
13,776 |
|
International Game Technology |
|
|
|
138,420 |
|
|
|
|
2,533 |
|
Luxoft Holding, Cl A * |
|
|
|
108,269 |
|
|
|
|
6,588 |
|
Nielsen Holdings |
|
|
|
145,200 |
|
|
|
|
5,613 |
|
Sensata Technologies Holding * |
|
|
|
157,900 |
|
|
|
|
6,746 |
|
STMicroelectronics (NYSE) (A) |
|
|
|
96,237 |
|
|
|
|
1,384 |
|
TE Connectivity |
|
|
|
57,400 |
|
|
|
|
4,516 |
|
Tower Semiconductor * |
|
|
|
46,215 |
|
|
|
|
1,102 |
|
UBS Group (NYSE) |
|
|
|
1,038,014 |
|
|
|
|
17,625 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
172,677 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Common Stock (Cost $3,199,243) ($ Thousands) |
|
|
|
|
|
|
|
|
3,588,107 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PREFERRED STOCK 1.8% |
|
|
|
|
|
|
|
|
|
|
Germany 1.3% |
|
|
|
|
|
|
|
|
|
|
Fuchs Petrolub |
|
|
|
12,778 |
|
|
|
|
695 |
|
Henkel |
|
|
|
69,230 |
|
|
|
|
9,515 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
|
7 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
PREFERRED STOCK (continued) |
|
Porsche |
|
|
9,772 |
|
|
$ |
548 |
|
Volkswagen |
|
|
251,595 |
|
|
|
38,266 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
49,024 |
|
|
|
|
|
|
|
|
|
|
|
South Korea 0.5% |
|
Hyundai Motor |
|
|
99,732 |
|
|
|
9,850 |
|
Samsung Electronics |
|
|
6,339 |
|
|
|
10,316 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
20,166 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Preferred Stock (Cost $66,841) ($ Thousands) |
|
|
|
|
|
|
69,190 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Number of Rights |
|
|
|
|
|
RIGHTS 0.0% |
|
Spain 0.0% |
|
ACS Actividades de Construccion y Servicios * |
|
|
295,899 |
|
|
|
236 |
|
Repsol * |
|
|
141,536 |
|
|
|
65 |
|
|
|
|
|
|
|
|
|
|
Total Rights |
|
|
|
|
|
|
|
|
(Cost $) ($ Thousands) |
|
|
|
|
|
|
301 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares |
|
|
|
|
|
AFFILIATED PARTNERSHIP 7.1% |
|
SEI Liquidity Fund, L.P. 1.080% **(C) |
|
|
274,514,798 |
|
|
|
274,461 |
|
|
|
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
(Cost $274,516) ($ Thousands) |
|
|
|
|
|
|
274,461 |
|
|
|
|
|
|
|
|
|
|
|
CASH EQUIVALENT 2.6% |
|
SEI Daily Income Trust, Government Fund, Cl F 0.760% ** |
|
|
99,851,342 |
|
|
|
99,851 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $99,851) ($ Thousands) |
|
|
|
|
|
|
99,851 |
|
|
|
|
|
|
|
|
|
|
|
Total Investments 104.2% |
|
(Cost $3,640,451) ($ Thousands) @ |
|
|
|
|
|
$ |
4,031,910 |
|
|
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at June 30, 2017, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Type of Contract |
|
Number of Contracts Long |
|
|
Expiration Date |
|
|
Unrealized Appreciation (Depreciation) ($ Thousands) |
|
DJ Euro Stoxx 50 Index |
|
|
1,039 |
|
|
|
Sep-2017 |
|
|
|
$(1,353 |
) |
FTSE 100 Index |
|
|
238 |
|
|
|
Sep-2017 |
|
|
|
(578 |
) |
Hang Seng Index |
|
|
31 |
|
|
|
Jul-2017 |
|
|
|
(5 |
) |
SPI 200 Index |
|
|
89 |
|
|
|
Sep-2017 |
|
|
|
17 |
|
Topix Index |
|
|
191 |
|
|
|
Sep-2017 |
|
|
|
342 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$(1,577 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $3,869,828 ($ Thousands). |
* |
Non-income producing security. |
** |
Rate shown is the 7-day effective yield as of June 30, 2017. |
|
Investment in Affiliated Security. |
|
Real Estate Investment Trust. |
|
Expiration date not available. |
(A) |
Certain securities or partial positions of certain securities are on loan at June 30, 2017. The total market value of securities on loan at June 30, 2017 was $240,022 ($ 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 June 30, 2017,
the value of these securities amounted to $52,351 ($ 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 June 30, 2017 was $274,461 ($ Thousands). |
@ At June 30, 2017, the tax basis cost of the Funds investments was $3,640,451 ($ Thousands), and the unrealized appreciation and depreciation were $502,053 ($
Thousands) and ($110,594) ($ Thousands), respectively.
ADR American Depositary Receipt
Cl Class
DJ Dow Jones
FTSE Financial Times and Stock Exchange
GDR Global Depositary Receipt
L.P. Limited Partnership
LSE London Stock Exchange
NYSE New York Stock Exchange
SPI Share Price Index
The following is a summary of the transactions with affiliates for the period ended June 30, 2017 ($ Thousands):
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security Description |
|
Value 9/30/2016 |
|
|
Purchases at Cost |
|
|
Proceeds from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
Value 6/30/2017 |
|
|
Dividend Income |
|
|
|
|
SEI Liquidity Fund, L.P. |
|
|
$284,416 |
|
|
|
$1,256,167 |
|
|
|
$(1,266,066 |
) |
|
|
$(1) |
|
|
$(55) |
|
|
$274,461 |
|
|
|
$1,720 |
|
SEI Daily Income Trust, Government Fund, Cl F |
|
|
34,929 |
|
|
|
592,752 |
|
|
|
(527,830 |
) |
|
|
|
|
|
|
|
|
99,851 |
|
|
|
359 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Totals |
|
|
$319,345 |
|
|
|
$1,848,919 |
|
|
|
$(1,793,896 |
) |
|
|
$(1) |
|
|
$(55) |
|
|
$374,312 |
|
|
|
$2,079 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
International Equity Fund (Concluded)
The following is a list of the level of inputs used as of June 30, 2017, in valuing the Funds investments and
other financial instruments carried at value ($ Thousands):
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Investments in Securities |
|
Level 1 |
|
Level 2 |
|
Level 3 |
|
Total |
Common Stock |
|
$ |
3,588,107 |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
3,588,107 |
|
Preferred Stock |
|
|
69,190 |
|
|
|
|
|
|
|
|
|
|
|
69,190 |
|
Rights |
|
|
301 |
|
|
|
|
|
|
|
|
|
|
|
301 |
|
Affiliated Partnership |
|
|
|
|
|
|
274,461 |
|
|
|
|
|
|
|
274,461 |
|
Cash Equivalent |
|
|
99,851 |
|
|
|
|
|
|
|
|
|
|
|
99,851 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities |
|
$ |
3,757,449 |
|
|
$ |
274,461 |
|
|
$ |
|
|
|
$ |
4,031,910 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other Financial Instruments |
|
Level 1 |
|
Level 2 |
|
Level 3 |
|
Total |
Futures Contracts * |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
$ |
359 |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
359 |
|
Unrealized Depreciation |
|
|
(1,936) |
|
|
|
|
|
|
|
|
|
|
|
(1,936) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Other Financial Instruments |
|
$ |
(1,577) |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
(1,577) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
*Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.
For the period ended June 30, 2017, there were transfers between Level 1 and Level 2 assets and liabilities. The primary reason for changes in the
classifications between Levels 1 and 2 occurs when foreign equity securities are fair valued using other observable market-based inputs in place of the closing exchange price due to events occurring after the close of the exchange or market on which
the investment is principally traded.
For the period ended June 30, 2017, there were no transfers between Level 2 and Level 3 assets and liabilities.
Amounts designated as are $0 or have been rounded to $0.
For
information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial statements.
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
|
9 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
Emerging Markets Equity Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
COMMON STOCK 91.5% |
|
Argentina 0.5% |
|
Arcos Dorados Holdings, Cl A * |
|
|
|
240,500 |
|
|
|
$ |
1,792 |
|
Cresud SACIF y A ADR * |
|
|
|
84,609 |
|
|
|
|
1,645 |
|
IRSA Inversiones y Representaciones ADR * |
|
|
|
75,700 |
|
|
|
|
1,826 |
|
YPF ADR |
|
|
|
142,177 |
|
|
|
|
3,114 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,377 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Austria 0.2% |
|
Erste Group Bank * |
|
|
|
105,103 |
|
|
|
|
4,019 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Brazil 5.3% |
|
Ambev |
|
|
|
244,700 |
|
|
|
|
1,358 |
|
Ambev ADR |
|
|
|
508,383 |
|
|
|
|
2,791 |
|
B2W Cia Digital * |
|
|
|
1,495,884 |
|
|
|
|
5,255 |
|
Banco Bradesco ADR * |
|
|
|
1,139,650 |
|
|
|
|
9,687 |
|
Banco do Brasil * |
|
|
|
363,000 |
|
|
|
|
2,938 |
|
Banco Santander Brasil ADR |
|
|
|
117,500 |
|
|
|
|
885 |
|
BM&FBovespa * |
|
|
|
668,200 |
|
|
|
|
3,955 |
|
Braskem ADR |
|
|
|
66,610 |
|
|
|
|
1,380 |
|
BRF ADR *(A) |
|
|
|
182,300 |
|
|
|
|
2,149 |
|
BTG Pactual Group * |
|
|
|
101,395 |
|
|
|
|
457 |
|
CCR |
|
|
|
947,433 |
|
|
|
|
4,827 |
|
Cia Energetica de Minas Gerais ADR |
|
|
|
451,173 |
|
|
|
|
1,083 |
|
Cielo |
|
|
|
343,531 |
|
|
|
|
2,561 |
|
Cosan Industria e Comercio |
|
|
|
359,637 |
|
|
|
|
3,744 |
|
EDP - Energias do Brasil * |
|
|
|
375,100 |
|
|
|
|
1,598 |
|
Energisa |
|
|
|
361,800 |
|
|
|
|
2,593 |
|
Engie Brasil Energia |
|
|
|
31,600 |
|
|
|
|
327 |
|
Fleury |
|
|
|
99,800 |
|
|
|
|
806 |
|
Gerdau ADR |
|
|
|
482,294 |
|
|
|
|
1,471 |
|
Hypermarcas |
|
|
|
466,460 |
|
|
|
|
3,901 |
|
JBS |
|
|
|
214,000 |
|
|
|
|
426 |
|
Kroton Educacional |
|
|
|
657,700 |
|
|
|
|
2,946 |
|
Lojas Renner |
|
|
|
313,580 |
|
|
|
|
2,603 |
|
Magazine Luiza |
|
|
|
9,100 |
|
|
|
|
709 |
|
Mahle-Metal Leve * |
|
|
|
59,900 |
|
|
|
|
349 |
|
MRV Engenharia e Participacoes |
|
|
|
345,300 |
|
|
|
|
1,403 |
|
Multiplus |
|
|
|
33,400 |
|
|
|
|
386 |
|
Petroleo Brasileiro ADR * |
|
|
|
1,111,241 |
|
|
|
|
8,879 |
|
Porto Seguro * |
|
|
|
93,000 |
|
|
|
|
859 |
|
Qualicorp |
|
|
|
262,600 |
|
|
|
|
2,287 |
|
Rumo * |
|
|
|
2,215,686 |
|
|
|
|
5,771 |
|
Sao Martinho |
|
|
|
112,100 |
|
|
|
|
581 |
|
Smiles |
|
|
|
49,600 |
|
|
|
|
896 |
|
Sul America |
|
|
|
278,474 |
|
|
|
|
1,492 |
|
Telefonica Brasil ADR |
|
|
|
429,571 |
|
|
|
|
5,795 |
|
TIM Participacoes ADR |
|
|
|
247,200 |
|
|
|
|
3,659 |
|
Vale * |
|
|
|
115,300 |
|
|
|
|
1,010 |
|
Vale ADR, Cl B *(A) |
|
|
|
153,977 |
|
|
|
|
1,347 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
95,164 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Canada 0.5% |
|
First Quantum Minerals |
|
|
|
917,277 |
|
|
|
|
7,748 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
|
Parex Resources * |
|
|
|
97,740 |
|
|
|
$ |
1,110 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,858 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Chile 0.6% |
|
Banco Santander Chile |
|
|
|
19,521,854 |
|
|
|
|
1,241 |
|
Centros Comerciales Sudamericanos |
|
|
|
653,597 |
|
|
|
|
1,737 |
|
Cia Cervecerias Unidas ADR (A) |
|
|
|
57,991 |
|
|
|
|
1,522 |
|
Embotelladora Andina ADR, Cl B |
|
|
|
10,559 |
|
|
|
|
268 |
|
Enel Americas ADR |
|
|
|
112,874 |
|
|
|
|
1,064 |
|
Enel Generacion Chile |
|
|
|
557,757 |
|
|
|
|
421 |
|
SACI Falabella |
|
|
|
376,290 |
|
|
|
|
3,078 |
|
Sociedad Quimica y Minera de Chile ADR |
|
|
|
50,144 |
|
|
|
|
1,656 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,987 |
|
|
|
|
|
|
|
|
|
|
|
|
|
China 19.0% |
|
AAC Technologies Holdings (A) |
|
|
|
122,133 |
|
|
|
|
1,527 |
|
Agile Group Holdings |
|
|
|
728,000 |
|
|
|
|
667 |
|
Agricultural Bank of China |
|
|
|
13,641,932 |
|
|
|
|
6,448 |
|
Air China |
|
|
|
1,392,000 |
|
|
|
|
1,435 |
|
Alibaba Group Holding ADR *(A) |
|
|
|
347,687 |
|
|
|
|
48,989 |
|
Angang Steel |
|
|
|
8,770,768 |
|
|
|
|
6,539 |
|
Anhui Conch Cement (A) |
|
|
|
826,000 |
|
|
|
|
2,873 |
|
ANTA Sports Products (A) |
|
|
|
917,069 |
|
|
|
|
3,031 |
|
Baidu ADR * |
|
|
|
106,766 |
|
|
|
|
19,096 |
|
Bank of China |
|
|
|
12,936,105 |
|
|
|
|
6,347 |
|
Beijing Capital International Airport |
|
|
|
954,000 |
|
|
|
|
1,344 |
|
Changyou.com ADR * |
|
|
|
98,500 |
|
|
|
|
3,818 |
|
China Communications Services |
|
|
|
2,440,000 |
|
|
|
|
1,407 |
|
China Construction Bank |
|
|
|
17,881,379 |
|
|
|
|
13,858 |
|
China Life Insurance |
|
|
|
948,000 |
|
|
|
|
2,896 |
|
China Merchants Bank |
|
|
|
925,076 |
|
|
|
|
2,791 |
|
China National Building Material |
|
|
|
6,191,000 |
|
|
|
|
3,680 |
|
China Petroleum & Chemical |
|
|
|
7,320,839 |
|
|
|
|
5,711 |
|
China Railway Construction (A) |
|
|
|
1,030,000 |
|
|
|
|
1,343 |
|
China Telecom |
|
|
|
3,486,000 |
|
|
|
|
1,657 |
|
China Vanke |
|
|
|
291,206 |
|
|
|
|
824 |
|
Chongqing Rural Commercial Bank |
|
|
|
2,076,612 |
|
|
|
|
1,402 |
|
CITIC Securities |
|
|
|
1,228,400 |
|
|
|
|
2,540 |
|
Ctrip.com International ADR * |
|
|
|
212,501 |
|
|
|
|
11,445 |
|
Datang International Power Generation * |
|
|
|
1,754,000 |
|
|
|
|
559 |
|
Dongfeng Motor Group |
|
|
|
2,726,000 |
|
|
|
|
3,223 |
|
ENN Energy Holdings |
|
|
|
92,000 |
|
|
|
|
555 |
|
Fosun International |
|
|
|
169,000 |
|
|
|
|
264 |
|
Great Wall Motor |
|
|
|
1,387,000 |
|
|
|
|
1,713 |
|
Guangzhou R&F Properties |
|
|
|
2,438,000 |
|
|
|
|
3,791 |
|
Huaneng Power International |
|
|
|
1,120,000 |
|
|
|
|
778 |
|
Industrial & Commercial Bank of China |
|
|
|
34,116,868 |
|
|
|
|
23,032 |
|
JD.com ADR * |
|
|
|
185,319 |
|
|
|
|
7,268 |
|
Jiangsu Expressway |
|
|
|
564,000 |
|
|
|
|
796 |
|
KWG Property Holding |
|
|
|
441,370 |
|
|
|
|
296 |
|
Longfor Properties |
|
|
|
979,000 |
|
|
|
|
2,104 |
|
NetEase ADR |
|
|
|
18,677 |
|
|
|
|
5,615 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
|
1 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
|
New Oriental Education & Technology Group |
|
|
|
|
|
|
|
|
|
|
ADR * |
|
|
|
39,579 |
|
|
|
$ |
2,790 |
|
PetroChina |
|
|
|
296,000 |
|
|
|
|
181 |
|
PetroChina ADR |
|
|
|
15,960 |
|
|
|
|
978 |
|
PICC Property & Casualty |
|
|
|
2,751,700 |
|
|
|
|
4,597 |
|
Ping An Insurance Group of China |
|
|
|
2,545,857 |
|
|
|
|
16,779 |
|
SINA * |
|
|
|
189,324 |
|
|
|
|
16,087 |
|
Sino-Ocean Group Holding |
|
|
|
2,698,000 |
|
|
|
|
1,320 |
|
Sinopec Engineering Group |
|
|
|
2,441,000 |
|
|
|
|
2,201 |
|
Sinopec Shanghai Petrochemical |
|
|
|
5,508,000 |
|
|
|
|
2,949 |
|
Sohu.com * |
|
|
|
171,500 |
|
|
|
|
7,728 |
|
TAL Education Group ADR *(A) |
|
|
|
12,430 |
|
|
|
|
1,520 |
|
Tencent Holdings |
|
|
|
1,514,525 |
|
|
|
|
54,167 |
|
Tingyi Cayman Islands Holding (A) |
|
|
|
2,254,000 |
|
|
|
|
2,674 |
|
TravelSky Technology |
|
|
|
1,146,000 |
|
|
|
|
3,376 |
|
Tsingtao Brewery (A) |
|
|
|
288,000 |
|
|
|
|
1,275 |
|
Uni-President China Holdings (A) |
|
|
|
3,953,400 |
|
|
|
|
3,196 |
|
Vipshop Holdings ADR * |
|
|
|
141,631 |
|
|
|
|
1,494 |
|
Want Want China Holdings (A) |
|
|
|
2,636,000 |
|
|
|
|
1,780 |
|
Weibo ADR *(A) |
|
|
|
55,203 |
|
|
|
|
3,669 |
|
Weichai Power (A) |
|
|
|
2,500,000 |
|
|
|
|
2,191 |
|
Zhejiang Expressway |
|
|
|
2,159,695 |
|
|
|
|
2,822 |
|
Zhuzhou CRRC Times Electric (A) |
|
|
|
528,000 |
|
|
|
|
2,590 |
|
ZTE * |
|
|
|
667,800 |
|
|
|
|
1,595 |
|
ZTO Express Cayman ADR *(A) |
|
|
|
254,507 |
|
|
|
|
3,553 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
343,174 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Colombia 0.5% |
|
Almacenes Exito |
|
|
|
176,943 |
|
|
|
|
888 |
|
Bancolombia ADR, Cl R |
|
|
|
130,449 |
|
|
|
|
5,811 |
|
Cementos Argos |
|
|
|
163,518 |
|
|
|
|
634 |
|
CEMEX Latam Holdings * |
|
|
|
256,919 |
|
|
|
|
984 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,317 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Czech Republic 0.2% |
|
CEZ |
|
|
|
14,429 |
|
|
|
|
251 |
|
Komercni Banka |
|
|
|
68,250 |
|
|
|
|
2,730 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,981 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Egypt 0.2% |
|
Commercial International Bank Egypt SAE GDR |
|
|
|
911,421 |
|
|
|
|
4,101 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Greece 0.6% |
|
Eurobank Ergasias * |
|
|
|
4,031,961 |
|
|
|
|
4,507 |
|
Hellenic Telecommunications Organization |
|
|
|
251,457 |
|
|
|
|
3,023 |
|
JUMBO |
|
|
|
8,482 |
|
|
|
|
155 |
|
National Bank of Greece * |
|
|
|
8,609,353 |
|
|
|
|
3,270 |
|
OPAP |
|
|
|
14,030 |
|
|
|
|
158 |
|
Titan Cement |
|
|
|
5,429 |
|
|
|
|
153 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,266 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Hong Kong 7.1% |
|
|
|
|
|
|
|
|
|
|
ASM Pacific Technology |
|
|
|
3,000 |
|
|
|
|
41 |
|
Beijing Enterprises Holdings |
|
|
|
474,200 |
|
|
|
|
2,287 |
|
Brilliance China Automotive Holdings (A) |
|
|
|
5,146,593 |
|
|
|
|
9,375 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
COMMON STOCK (continued) |
|
Chaoda Modern Agriculture * |
|
|
|
2,056,181 |
|
|
|
$ |
36 |
|
China Cinda Asset Management |
|
|
|
4,306,000 |
|
|
|
|
1,605 |
|
China Conch Venture Holdings |
|
|
|
766,500 |
|
|
|
|
1,404 |
|
China Everbright |
|
|
|
1,210,000 |
|
|
|
|
2,635 |
|
China Everbright Bank (A) |
|
|
|
2,696,000 |
|
|
|
|
1,261 |
|
China Everbright International (A) |
|
|
|
5,056,100 |
|
|
|
|
6,308 |
|
China Gas Holdings |
|
|
|
606,000 |
|
|
|
|
1,223 |
|
China High Precision Automation Group * |
|
|
|
1,385,624 |
|
|
|
|
|
|
China Medical System Holdings (A) |
|
|
|
4,749,200 |
|
|
|
|
8,213 |
|
China Mengniu Dairy *(A) |
|
|
|
1,358,000 |
|
|
|
|
2,662 |
|
China Mobile |
|
|
|
1,399,041 |
|
|
|
|
14,848 |
|
China Mobile ADR |
|
|
|
111,540 |
|
|
|
|
5,922 |
|
China Overseas Land & Investment |
|
|
|
898,000 |
|
|
|
|
2,629 |
|
China Resources Power Holdings |
|
|
|
1,772,000 |
|
|
|
|
3,478 |
|
China State Construction International Holdings (A) |
|
|
|
6,936,578 |
|
|
|
|
11,871 |
|
China Taiping Insurance Holdings |
|
|
|
770,182 |
|
|
|
|
1,952 |
|
CITIC |
|
|
|
983,000 |
|
|
|
|
1,478 |
|
CNOOC (A) |
|
|
|
2,673,607 |
|
|
|
|
2,928 |
|
CSPC Pharmaceutical Group |
|
|
|
620,000 |
|
|
|
|
905 |
|
Fuyao Glass Industry Group (A)(B) |
|
|
|
759,867 |
|
|
|
|
2,910 |
|
Galaxy Entertainment Group * |
|
|
|
857,548 |
|
|
|
|
5,207 |
|
Geely Automobile Holdings (A) |
|
|
|
625,000 |
|
|
|
|
1,348 |
|
Guangzhou Automobile Group |
|
|
|
816,000 |
|
|
|
|
1,432 |
|
Haier Electronics Group * |
|
|
|
1,614,300 |
|
|
|
|
4,198 |
|
Hengan International Group (A) |
|
|
|
149,500 |
|
|
|
|
1,103 |
|
Li Ning * |
|
|
|
2,192,000 |
|
|
|
|
1,668 |
|
Minth Group (A) |
|
|
|
498,350 |
|
|
|
|
2,113 |
|
Peoples Insurance Group of China |
|
|
|
4,001,000 |
|
|
|
|
1,681 |
|
Shandong Weigao Group Medical Polymer |
|
|
|
920,000 |
|
|
|
|
723 |
|
Shanghai Industrial Holdings |
|
|
|
626,000 |
|
|
|
|
1,852 |
|
Shimao Property Holdings |
|
|
|
1,715,000 |
|
|
|
|
2,935 |
|
Sihuan Pharmaceutical Holdings Group |
|
|
|
1,520,000 |
|
|
|
|
637 |
|
Sino Biopharmaceutical |
|
|
|
3,574,200 |
|
|
|
|
3,159 |
|
SMI Holdings Group (A) |
|
|
|
1,911,200 |
|
|
|
|
847 |
|
Sun Art Retail Group (A) |
|
|
|
1,865,500 |
|
|
|
|
1,486 |
|
Sunny Optical Technology Group (A) |
|
|
|
835,394 |
|
|
|
|
7,491 |
|
Techtronic Industries |
|
|
|
699,500 |
|
|
|
|
3,217 |
|
Yuexiu Property |
|
|
|
4,600,000 |
|
|
|
|
784 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
127,852 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Hungary 0.3% |
|
MOL Hungarian Oil & Gas |
|
|
|
18,453 |
|
|
|
|
1,445 |
|
Richter Gedeon Nyrt |
|
|
|
183,878 |
|
|
|
|
4,795 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,240 |
|
|
|
|
|
|
|
|
|
|
|
|
|
India 7.9% |
|
Adani Ports & Special Economic Zone |
|
|
|
472,937 |
|
|
|
|
2,656 |
|
Apollo Tyres |
|
|
|
171,448 |
|
|
|
|
638 |
|
APS Holdings * |
|
|
|
1 |
|
|
|
|
|
|
Aurobindo Pharma |
|
|
|
146,689 |
|
|
|
|
1,554 |
|
Axis Bank |
|
|
|
310,575 |
|
|
|
|
2,486 |
|
Bank of Baroda |
|
|
|
363,096 |
|
|
|
|
908 |
|
|
|
|
2 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
COMMON STOCK (continued) |
|
Bharat Forge |
|
|
|
129,814 |
|
|
|
$ |
2,194 |
|
Bharat Petroleum |
|
|
|
128,609 |
|
|
|
|
1,272 |
|
Cairn India |
|
|
|
735,850 |
|
|
|
|
3,249 |
|
Cummins India |
|
|
|
231,979 |
|
|
|
|
3,301 |
|
Dabur India |
|
|
|
591,637 |
|
|
|
|
2,674 |
|
Dewan Housing Finance |
|
|
|
387,915 |
|
|
|
|
2,624 |
|
Glenmark Pharmaceuticals |
|
|
|
174,650 |
|
|
|
|
1,710 |
|
Grasim Industries |
|
|
|
47,449 |
|
|
|
|
912 |
|
HCL Technologies |
|
|
|
580,648 |
|
|
|
|
7,644 |
|
HDFC Bank ADR |
|
|
|
76,559 |
|
|
|
|
6,658 |
|
Hero MotoCorp |
|
|
|
27,534 |
|
|
|
|
1,577 |
|
Hindalco Industries |
|
|
|
205,799 |
|
|
|
|
608 |
|
Hindustan Petroleum |
|
|
|
124,342 |
|
|
|
|
982 |
|
Hindustan Unilever |
|
|
|
79,909 |
|
|
|
|
1,335 |
|
Housing Development Finance |
|
|
|
172,164 |
|
|
|
|
4,302 |
|
ICICI Bank |
|
|
|
1,276,354 |
|
|
|
|
5,729 |
|
ICICI Bank ADR |
|
|
|
1,076,362 |
|
|
|
|
9,655 |
|
Indiabulls Housing Finance |
|
|
|
167,864 |
|
|
|
|
2,795 |
|
Indian Oil |
|
|
|
115,313 |
|
|
|
|
687 |
|
Infosys |
|
|
|
425,023 |
|
|
|
|
6,152 |
|
Infosys ADR (A) |
|
|
|
99,253 |
|
|
|
|
1,491 |
|
InterGlobe Aviation (B) |
|
|
|
33,516 |
|
|
|
|
605 |
|
ITC |
|
|
|
411,268 |
|
|
|
|
2,059 |
|
L&T Technology Services (B) |
|
|
|
11,000 |
|
|
|
|
122 |
|
Larsen & Toubro |
|
|
|
172,300 |
|
|
|
|
4,499 |
|
Mahindra & Mahindra Financial Services |
|
|
|
95,262 |
|
|
|
|
508 |
|
Maruti Udyog |
|
|
|
3,931 |
|
|
|
|
439 |
|
Muthoot Finance |
|
|
|
77,601 |
|
|
|
|
546 |
|
NCC |
|
|
|
1,249,213 |
|
|
|
|
1,687 |
|
NHPC |
|
|
|
1,617,096 |
|
|
|
|
784 |
|
Oil & Natural Gas |
|
|
|
647,377 |
|
|
|
|
1,575 |
|
Oil India |
|
|
|
44,015 |
|
|
|
|
177 |
|
Parag Milk Foods (B) |
|
|
|
276,910 |
|
|
|
|
926 |
|
Petronet LNG |
|
|
|
527,319 |
|
|
|
|
3,525 |
|
Power Finance |
|
|
|
1,172,082 |
|
|
|
|
2,225 |
|
Power Grid Corp of India |
|
|
|
1,069,379 |
|
|
|
|
3,483 |
|
Prestige Estates Projects |
|
|
|
456,135 |
|
|
|
|
1,786 |
|
Reliance Industries |
|
|
|
194,750 |
|
|
|
|
4,158 |
|
Reliance Industries GDR (B) |
|
|
|
387,956 |
|
|
|
|
16,449 |
|
Rural Electrification |
|
|
|
370,390 |
|
|
|
|
985 |
|
SH Kelkar (B) |
|
|
|
384,504 |
|
|
|
|
1,569 |
|
Shriram Transport Finance |
|
|
|
202,782 |
|
|
|
|
3,137 |
|
Suzlon Energy * |
|
|
|
3,003,530 |
|
|
|
|
871 |
|
Tata Chemicals |
|
|
|
191,289 |
|
|
|
|
1,796 |
|
Tata Consultancy Services |
|
|
|
171,013 |
|
|
|
|
6,250 |
|
Tata Global Beverages |
|
|
|
264,420 |
|
|
|
|
616 |
|
Tata Motors ADR |
|
|
|
83,348 |
|
|
|
|
2,751 |
|
Tata Steel |
|
|
|
80,574 |
|
|
|
|
680 |
|
Tech Mahindra |
|
|
|
30,097 |
|
|
|
|
178 |
|
Vedanta |
|
|
|
417,440 |
|
|
|
|
1,608 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
|
Zee Entertainment Enterprises |
|
|
|
136,743 |
|
|
|
$ |
1,040 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
142,827 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Indonesia 2.5% |
|
Adaro Energy |
|
|
|
6,555,500 |
|
|
|
|
780 |
|
Astra International |
|
|
|
9,244,100 |
|
|
|
|
6,202 |
|
Bank Central Asia |
|
|
|
2,858,473 |
|
|
|
|
3,902 |
|
Bank Negara Indonesia Persero |
|
|
|
4,891,000 |
|
|
|
|
2,420 |
|
Bank Rakyat Indonesia Persero |
|
|
|
9,458,761 |
|
|
|
|
10,831 |
|
Gudang Garam |
|
|
|
314,000 |
|
|
|
|
1,844 |
|
HM Sampoerna |
|
|
|
1,356,600 |
|
|
|
|
391 |
|
Matahari Department Store |
|
|
|
5,358,100 |
|
|
|
|
5,701 |
|
Sumber Alfaria Trijaya |
|
|
|
33,071,700 |
|
|
|
|
1,410 |
|
Surya Citra Media |
|
|
|
4,329,000 |
|
|
|
|
841 |
|
Tambang Batubara Bukit Asam |
|
|
|
1,035,800 |
|
|
|
|
930 |
|
Telekomunikasi Indonesia Persero |
|
|
|
17,642,715 |
|
|
|
|
5,973 |
|
United Tractors |
|
|
|
1,823,230 |
|
|
|
|
3,754 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
44,979 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Italy 0.1% |
|
Prada (A) |
|
|
|
359,500 |
|
|
|
|
1,338 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Jordan 0.0% |
|
Hikma Pharmaceuticals |
|
|
|
49,350 |
|
|
|
|
942 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Malaysia 0.6% |
|
AirAsia |
|
|
|
1,085,400 |
|
|
|
|
822 |
|
AMMB Holdings |
|
|
|
356,900 |
|
|
|
|
406 |
|
CIMB Group Holdings |
|
|
|
1,338,100 |
|
|
|
|
2,051 |
|
Genting |
|
|
|
281,400 |
|
|
|
|
617 |
|
Inari Amertron |
|
|
|
4,324,350 |
|
|
|
|
2,126 |
|
Kuala Lumpur Kepong |
|
|
|
323,400 |
|
|
|
|
1,874 |
|
Petronas Dagangan |
|
|
|
37,500 |
|
|
|
|
211 |
|
PPB Group |
|
|
|
283,000 |
|
|
|
|
1,131 |
|
Top Glove |
|
|
|
307,300 |
|
|
|
|
412 |
|
UEM Sunrise * |
|
|
|
2,512,095 |
|
|
|
|
702 |
|
Westports Holdings |
|
|
|
469,900 |
|
|
|
|
398 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,750 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Mauritius 0.0% |
|
MakeMyTrip * |
|
|
|
9,355 |
|
|
|
|
314 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Mexico 3.9% |
|
America Movil, Ser L |
|
|
|
1,172,674 |
|
|
|
|
943 |
|
America Movil ADR, Cl L (A) |
|
|
|
199,935 |
|
|
|
|
3,183 |
|
Becle * |
|
|
|
521,929 |
|
|
|
|
892 |
|
Cemex ADR * |
|
|
|
428,305 |
|
|
|
|
4,035 |
|
Coca-Cola Femsa ADR |
|
|
|
104,495 |
|
|
|
|
8,848 |
|
Fomento Economico Mexicano |
|
|
|
530,300 |
|
|
|
|
5,237 |
|
Fomento Economico Mexicano ADR |
|
|
|
58,553 |
|
|
|
|
5,758 |
|
Gentera |
|
|
|
815,400 |
|
|
|
|
1,227 |
|
Gruma, Cl B |
|
|
|
161,345 |
|
|
|
|
2,111 |
|
Grupo Aeroportuario del Sureste, Cl B |
|
|
|
33,625 |
|
|
|
|
711 |
|
Grupo Financiero Banorte, Cl O |
|
|
|
2,301,148 |
|
|
|
|
14,640 |
|
Grupo Financiero Santander Mexico ADR |
|
|
|
259,078 |
|
|
|
|
2,498 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
|
3 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
COMMON STOCK (continued) |
|
Grupo Financiero Santander Mexico, Cl B |
|
|
|
276,900 |
|
|
|
$ |
537 |
|
Grupo GICSA * |
|
|
|
2,047,600 |
|
|
|
|
1,493 |
|
Grupo Mexico, Ser B |
|
|
|
1,265,000 |
|
|
|
|
3,564 |
|
Grupo Televisa ADR |
|
|
|
176,225 |
|
|
|
|
4,295 |
|
Industrias Bachoco ADR |
|
|
|
5,760 |
|
|
|
|
334 |
|
Infraestructura Energetica Nova |
|
|
|
533,700 |
|
|
|
|
2,852 |
|
Kimberly-Clark de Mexico, Cl A |
|
|
|
469,500 |
|
|
|
|
996 |
|
Megacable Holdings |
|
|
|
140,500 |
|
|
|
|
571 |
|
Nemak (B) |
|
|
|
291,800 |
|
|
|
|
281 |
|
Unifin Financiera |
|
|
|
564,300 |
|
|
|
|
1,554 |
|
Wal-Mart de Mexico |
|
|
|
1,912,929 |
|
|
|
|
4,447 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
71,007 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Netherlands 0.0% |
|
VEON ADR |
|
|
|
221,060 |
|
|
|
|
864 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Peru 0.8% |
|
Cia de Minas Buenaventura ADR |
|
|
|
397,387 |
|
|
|
|
4,570 |
|
Credicorp |
|
|
|
56,853 |
|
|
|
|
10,199 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14,769 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Philippines 0.8% |
|
Ayala |
|
|
|
122,380 |
|
|
|
|
2,061 |
|
BDO Unibank |
|
|
|
1,807,086 |
|
|
|
|
4,441 |
|
Cebu Air |
|
|
|
201,950 |
|
|
|
|
392 |
|
DMCI Holdings |
|
|
|
794,100 |
|
|
|
|
222 |
|
Globe Telecom |
|
|
|
12,870 |
|
|
|
|
522 |
|
GT Capital Holdings |
|
|
|
33,800 |
|
|
|
|
811 |
|
International Container Terminal Services |
|
|
|
166,080 |
|
|
|
|
322 |
|
Metropolitan Bank & Trust |
|
|
|
1,683,930 |
|
|
|
|
2,920 |
|
Pilipinas Shell Petroleum |
|
|
|
1,061,200 |
|
|
|
|
1,422 |
|
PLDT |
|
|
|
24,300 |
|
|
|
|
866 |
|
Semirara Mining & Power, Cl A |
|
|
|
65,820 |
|
|
|
|
209 |
|
Universal Robina |
|
|
|
272,600 |
|
|
|
|
880 |
|
Vista Land & Lifescapes |
|
|
|
2,371,200 |
|
|
|
|
273 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,341 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Poland 0.6% |
|
Dino Polska *(B) |
|
|
|
222,000 |
|
|
|
|
2,807 |
|
Energa (A) |
|
|
|
422,502 |
|
|
|
|
1,193 |
|
Grupa Lotos |
|
|
|
20,725 |
|
|
|
|
285 |
|
KGHM Polska Miedz |
|
|
|
61,316 |
|
|
|
|
1,830 |
|
PGE Polska Grupa Energetyczna * |
|
|
|
118,233 |
|
|
|
|
386 |
|
Polski Koncern Naftowy Orlen |
|
|
|
36,447 |
|
|
|
|
1,100 |
|
Powszechna Kasa Oszczednosci Bank Polski * |
|
|
|
269,365 |
|
|
|
|
2,503 |
|
Powszechny Zaklad Ubezpieczen |
|
|
|
120,696 |
|
|
|
|
1,451 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,555 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Portugal 0.3% |
|
Galp Energia, Cl B |
|
|
|
237,080 |
|
|
|
|
3,584 |
|
Jeronimo Martins |
|
|
|
90,733 |
|
|
|
|
1,769 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,353 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Qatar 0.1% |
|
Industries Qatar QSC |
|
|
|
5,690 |
|
|
|
|
148 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
COMMON STOCK (continued) |
|
Ooredoo QSC |
|
|
|
33,024 |
|
|
|
$ |
829 |
|
Qatar National Bank |
|
|
|
20,129 |
|
|
|
|
699 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,676 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Romania 0.1% |
|
Banca Transilvania |
|
|
|
1,467,014 |
|
|
|
|
986 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Russia 4.4% |
|
Detsky Mir |
|
|
|
952,100 |
|
|
|
|
1,510 |
|
Etalon Group GDR |
|
|
|
56,800 |
|
|
|
|
204 |
|
Gazprom ADR |
|
|
|
1,990,360 |
|
|
|
|
7,906 |
|
LUKOIL ADR |
|
|
|
238,010 |
|
|
|
|
11,605 |
|
Magnit GDR |
|
|
|
166,442 |
|
|
|
|
5,659 |
|
Mail.Ru Group GDR * |
|
|
|
147,545 |
|
|
|
|
3,888 |
|
Mobile TeleSystems ADR |
|
|
|
266,181 |
|
|
|
|
2,230 |
|
Novatek PJSC GDR |
|
|
|
241 |
|
|
|
|
26 |
|
Novolipetsk Steel GDR |
|
|
|
180,900 |
|
|
|
|
3,502 |
|
Rosneft Oil GDR |
|
|
|
737,063 |
|
|
|
|
4,006 |
|
Sberbank of Russia ADR |
|
|
|
1,859,862 |
|
|
|
|
19,308 |
|
Severstal GDR |
|
|
|
68,030 |
|
|
|
|
891 |
|
Surgutneftegas ADR |
|
|
|
182,558 |
|
|
|
|
784 |
|
X5 Retail Group GDR * |
|
|
|
378,641 |
|
|
|
|
13,120 |
|
Yandex, Cl A * |
|
|
|
162,184 |
|
|
|
|
4,256 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
78,895 |
|
|
|
|
|
|
|
|
|
|
|
|
|
South Africa 3.9% |
|
African Rainbow Minerals |
|
|
|
226,843 |
|
|
|
|
1,460 |
|
AngloGold Ashanti ADR |
|
|
|
58,100 |
|
|
|
|
565 |
|
Aspen Pharmacare Holdings |
|
|
|
81,816 |
|
|
|
|
1,793 |
|
AVI |
|
|
|
45,677 |
|
|
|
|
331 |
|
Barclays Africa Group |
|
|
|
139,778 |
|
|
|
|
1,533 |
|
Barloworld |
|
|
|
143,157 |
|
|
|
|
1,189 |
|
Bid |
|
|
|
141,785 |
|
|
|
|
3,238 |
|
Bidvest Group |
|
|
|
52,067 |
|
|
|
|
626 |
|
Capitec Bank Holdings |
|
|
|
38,116 |
|
|
|
|
2,414 |
|
Exxaro Resources |
|
|
|
107,069 |
|
|
|
|
760 |
|
FirstRand |
|
|
|
1,662,837 |
|
|
|
|
5,984 |
|
Foschini Group |
|
|
|
44,056 |
|
|
|
|
462 |
|
Gold Fields ADR |
|
|
|
298,837 |
|
|
|
|
1,040 |
|
Harmony Gold Mining ADR |
|
|
|
556,271 |
|
|
|
|
918 |
|
Imperial Holdings |
|
|
|
33,124 |
|
|
|
|
407 |
|
JSE |
|
|
|
243,200 |
|
|
|
|
2,274 |
|
Liberty Holdings |
|
|
|
190,704 |
|
|
|
|
1,637 |
|
Life Healthcare Group Holdings (A) |
|
|
|
1,582,254 |
|
|
|
|
3,097 |
|
MMI Holdings |
|
|
|
271,382 |
|
|
|
|
419 |
|
Mondi |
|
|
|
82,478 |
|
|
|
|
2,135 |
|
MTN Group |
|
|
|
86,193 |
|
|
|
|
751 |
|
Murray & Roberts Holdings |
|
|
|
269,889 |
|
|
|
|
269 |
|
Naspers, Cl N |
|
|
|
79,103 |
|
|
|
|
15,365 |
|
Nedbank Group |
|
|
|
86,738 |
|
|
|
|
1,382 |
|
Petra Diamonds * |
|
|
|
832,419 |
|
|
|
|
1,181 |
|
Sappi |
|
|
|
187,850 |
|
|
|
|
1,249 |
|
Sasol |
|
|
|
132,486 |
|
|
|
|
3,706 |
|
|
|
|
4 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
|
Sibanye Gold (A) |
|
|
|
575,825 |
|
|
|
$ |
661 |
|
SPAR Group |
|
|
|
72,831 |
|
|
|
|
857 |
|
Standard Bank Group |
|
|
|
354,564 |
|
|
|
|
3,898 |
|
Steinhoff International Holdings |
|
|
|
134,854 |
|
|
|
|
690 |
|
Telkom (A) |
|
|
|
402,637 |
|
|
|
|
1,891 |
|
Truworths International |
|
|
|
191,966 |
|
|
|
|
1,047 |
|
Vodacom Group (A) |
|
|
|
224,080 |
|
|
|
|
2,809 |
|
Wilson Bayly Holmes-Ovcon |
|
|
|
45,758 |
|
|
|
|
489 |
|
Woolworths Holdings |
|
|
|
241,346 |
|
|
|
|
1,136 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
69,663 |
|
|
|
|
|
|
|
|
|
|
|
|
|
South Korea 13.9% |
|
Advanced Process Systems * |
|
|
|
1 |
|
|
|
|
|
|
Amorepacific (A) |
|
|
|
5,156 |
|
|
|
|
1,370 |
|
BGF retail (A) |
|
|
|
55,294 |
|
|
|
|
4,881 |
|
CJ CGV (A) |
|
|
|
41,378 |
|
|
|
|
2,662 |
|
CJ O Shopping |
|
|
|
1,792 |
|
|
|
|
300 |
|
Com2uSCorp (A) |
|
|
|
23,510 |
|
|
|
|
2,421 |
|
Coway |
|
|
|
86,852 |
|
|
|
|
7,895 |
|
DGB Financial Group |
|
|
|
126,284 |
|
|
|
|
1,302 |
|
Dongbu Insurance (A) |
|
|
|
37,665 |
|
|
|
|
2,239 |
|
Doosan Bobcat (A) |
|
|
|
80,526 |
|
|
|
|
2,506 |
|
E-MART |
|
|
|
11,155 |
|
|
|
|
2,286 |
|
GS Home Shopping |
|
|
|
2,888 |
|
|
|
|
584 |
|
Hana Financial Group |
|
|
|
56,463 |
|
|
|
|
2,233 |
|
Hyosung |
|
|
|
27,681 |
|
|
|
|
4,052 |
|
Hyundai Engineering & Construction |
|
|
|
10,079 |
|
|
|
|
406 |
|
Hyundai Marine & Fire Insurance (A) |
|
|
|
145,275 |
|
|
|
|
4,996 |
|
Hyundai Mobis |
|
|
|
4,556 |
|
|
|
|
996 |
|
Hyundai Motor |
|
|
|
35,762 |
|
|
|
|
4,985 |
|
Industrial Bank of Korea |
|
|
|
97,021 |
|
|
|
|
1,208 |
|
ING Life Insurance Korea *(B) |
|
|
|
187,500 |
|
|
|
|
5,572 |
|
Kangwon Land |
|
|
|
152,325 |
|
|
|
|
4,640 |
|
KB Financial Group |
|
|
|
37,000 |
|
|
|
|
1,866 |
|
KB Financial Group ADR |
|
|
|
60,897 |
|
|
|
|
3,075 |
|
KCC |
|
|
|
8,106 |
|
|
|
|
3,092 |
|
Kia Motors (A) |
|
|
|
52,720 |
|
|
|
|
1,760 |
|
Korea Aerospace Industries (A) |
|
|
|
58,692 |
|
|
|
|
2,924 |
|
Korea Electric Power |
|
|
|
74,910 |
|
|
|
|
2,671 |
|
KT ADR |
|
|
|
96,829 |
|
|
|
|
1,611 |
|
KT&G |
|
|
|
37,205 |
|
|
|
|
3,805 |
|
LG |
|
|
|
52,673 |
|
|
|
|
3,559 |
|
LG Chem |
|
|
|
17,130 |
|
|
|
|
4,357 |
|
LG Display (A) |
|
|
|
76,325 |
|
|
|
|
2,475 |
|
LG Electronics (A) |
|
|
|
23,606 |
|
|
|
|
1,655 |
|
LG Household & Health Care (A) |
|
|
|
2,146 |
|
|
|
|
1,864 |
|
LG Uplus |
|
|
|
312,150 |
|
|
|
|
4,256 |
|
Lotte Chilsung Beverage (A) |
|
|
|
1,985 |
|
|
|
|
2,974 |
|
Lotte Confectionery (A) |
|
|
|
16,137 |
|
|
|
|
2,793 |
|
LS Cable |
|
|
|
18,944 |
|
|
|
|
1,207 |
|
Mando (A) |
|
|
|
26,180 |
|
|
|
|
5,892 |
|
Meritz Fire & Marine Insurance |
|
|
|
33,816 |
|
|
|
|
593 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
|
Meritz Securities |
|
|
|
451,087 |
|
|
|
$ |
1,995 |
|
NAVER |
|
|
|
8,922 |
|
|
|
|
6,535 |
|
NCSoft (A) |
|
|
|
8,557 |
|
|
|
|
2,838 |
|
Netmarble Games *(A)(B) |
|
|
|
2,921 |
|
|
|
|
396 |
|
NH Investment & Securities |
|
|
|
98,943 |
|
|
|
|
1,284 |
|
Orion (A) |
|
|
|
4,854 |
|
|
|
|
3,385 |
|
Partron (A) |
|
|
|
196,020 |
|
|
|
|
1,782 |
|
Poongsan (A) |
|
|
|
18,069 |
|
|
|
|
679 |
|
POSCO |
|
|
|
14,467 |
|
|
|
|
3,629 |
|
Posco Daewoo |
|
|
|
62,786 |
|
|
|
|
1,224 |
|
Samsung Electronics |
|
|
|
31,229 |
|
|
|
|
64,879 |
|
Samsung Engineering *(A) |
|
|
|
465,100 |
|
|
|
|
4,837 |
|
Samsung Life Insurance |
|
|
|
25,835 |
|
|
|
|
2,642 |
|
Samsung SDI |
|
|
|
2,170 |
|
|
|
|
325 |
|
Seoul Semiconductor |
|
|
|
28,361 |
|
|
|
|
537 |
|
SFA Engineering (A) |
|
|
|
86,576 |
|
|
|
|
3,401 |
|
Shinhan Financial Group |
|
|
|
83,844 |
|
|
|
|
3,613 |
|
SK Holdings |
|
|
|
4,344 |
|
|
|
|
1,055 |
|
SK Hynix |
|
|
|
251,515 |
|
|
|
|
14,816 |
|
SK Innovation |
|
|
|
13,118 |
|
|
|
|
1,817 |
|
SK Telecom |
|
|
|
23,611 |
|
|
|
|
5,489 |
|
SK Telecom ADR |
|
|
|
345,820 |
|
|
|
|
8,877 |
|
S-Oil (A) |
|
|
|
3,238 |
|
|
|
|
268 |
|
SPC Samlip (A) |
|
|
|
10,606 |
|
|
|
|
1,682 |
|
Vieworks (A) |
|
|
|
24,185 |
|
|
|
|
1,215 |
|
Woori Bank |
|
|
|
122,394 |
|
|
|
|
1,974 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
251,137 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Switzerland 0.1% |
|
Wizz Air Holdings * |
|
|
|
82,545 |
|
|
|
|
2,596 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Taiwan 11.4% |
|
Accton Technology |
|
|
|
1,066,200 |
|
|
|
|
2,720 |
|
Acer |
|
|
|
802,000 |
|
|
|
|
420 |
|
Advanced Ceramic X |
|
|
|
118,900 |
|
|
|
|
1,446 |
|
Advanced Semiconductor Engineering |
|
|
|
3,219,333 |
|
|
|
|
4,133 |
|
Airtac International Group |
|
|
|
216,025 |
|
|
|
|
2,553 |
|
Asustek Computer |
|
|
|
288,000 |
|
|
|
|
2,722 |
|
Catcher Technology |
|
|
|
247,040 |
|
|
|
|
2,952 |
|
Cathay Financial Holding |
|
|
|
1,925,000 |
|
|
|
|
3,170 |
|
Chailease Holding |
|
|
|
1,324,404 |
|
|
|
|
3,692 |
|
Chipbond Technology |
|
|
|
630,000 |
|
|
|
|
969 |
|
Compal Electronics |
|
|
|
2,646,000 |
|
|
|
|
1,783 |
|
CTBC Financial Holding |
|
|
|
1,941,000 |
|
|
|
|
1,273 |
|
Cub Elecparts |
|
|
|
155,500 |
|
|
|
|
2,029 |
|
Delta Electronics |
|
|
|
1,293,100 |
|
|
|
|
7,078 |
|
Eclat Textile |
|
|
|
190,000 |
|
|
|
|
2,317 |
|
Elite Advanced Laser |
|
|
|
283,200 |
|
|
|
|
1,280 |
|
Elite Material |
|
|
|
683,400 |
|
|
|
|
3,314 |
|
eMemory Technology |
|
|
|
163,200 |
|
|
|
|
2,132 |
|
Epistar * |
|
|
|
1,169,000 |
|
|
|
|
1,078 |
|
Farglory Land Development |
|
|
|
364,043 |
|
|
|
|
467 |
|
First Financial Holding |
|
|
|
1,024,000 |
|
|
|
|
685 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
|
5 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
|
FLEXium Interconnect |
|
|
|
585,465 |
|
|
|
$ |
2,204 |
|
Formosa Chemicals & Fibre |
|
|
|
390,000 |
|
|
|
|
1,224 |
|
Formosa Plastics |
|
|
|
272,000 |
|
|
|
|
829 |
|
Foxconn Technology |
|
|
|
737,570 |
|
|
|
|
2,226 |
|
Fubon Financial Holding |
|
|
|
430,000 |
|
|
|
|
685 |
|
Highwealth Construction |
|
|
|
432,100 |
|
|
|
|
716 |
|
Hiwin Technologies |
|
|
|
340,502 |
|
|
|
|
2,300 |
|
Hon Hai Precision Industry |
|
|
|
5,867,303 |
|
|
|
|
22,566 |
|
Hota Industrial Manufacturing |
|
|
|
1,191,251 |
|
|
|
|
5,874 |
|
Hu Lane Associate |
|
|
|
207,700 |
|
|
|
|
1,205 |
|
Inventec |
|
|
|
4,028,000 |
|
|
|
|
3,284 |
|
Kingpak Technology |
|
|
|
257,110 |
|
|
|
|
1,749 |
|
Kings Town Bank |
|
|
|
424,000 |
|
|
|
|
438 |
|
Largan Precision |
|
|
|
16,446 |
|
|
|
|
2,622 |
|
Lite-On Technology |
|
|
|
1,881,936 |
|
|
|
|
3,093 |
|
MediaTek |
|
|
|
937,100 |
|
|
|
|
8,025 |
|
Merry Electronics |
|
|
|
276,000 |
|
|
|
|
1,715 |
|
Micro-Star International |
|
|
|
629,000 |
|
|
|
|
1,462 |
|
Nan Ya Plastics |
|
|
|
201,000 |
|
|
|
|
499 |
|
Nanya Technology |
|
|
|
1,697,000 |
|
|
|
|
3,057 |
|
Parade Technologies |
|
|
|
282,600 |
|
|
|
|
3,474 |
|
Pegatron |
|
|
|
1,553,000 |
|
|
|
|
4,865 |
|
Phison Electronics |
|
|
|
447,000 |
|
|
|
|
5,518 |
|
Powertech Technology |
|
|
|
297,000 |
|
|
|
|
917 |
|
President Chain Store |
|
|
|
120,000 |
|
|
|
|
1,079 |
|
Quanta Computer |
|
|
|
293,000 |
|
|
|
|
693 |
|
Radiant Opto-Electronics |
|
|
|
354,000 |
|
|
|
|
788 |
|
Silicon Motion Technology ADR (A) |
|
|
|
26,740 |
|
|
|
|
1,290 |
|
Taiwan Semiconductor Manufacturing |
|
|
|
6,778,717 |
|
|
|
|
46,462 |
|
Taiwan Semiconductor Manufacturing ADR |
|
|
|
341,446 |
|
|
|
|
11,937 |
|
Win Semiconductors |
|
|
|
1,239,700 |
|
|
|
|
6,806 |
|
Wistron |
|
|
|
4,766,771 |
|
|
|
|
4,850 |
|
WPG Holdings |
|
|
|
1,239,000 |
|
|
|
|
1,654 |
|
Yuanta Financial Holding |
|
|
|
4,102,000 |
|
|
|
|
1,807 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
206,126 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Thailand 1.4% |
|
Bangkok Bank Foreign |
|
|
|
376,600 |
|
|
|
|
2,184 |
|
CP Seven Eleven PCL |
|
|
|
967,300 |
|
|
|
|
1,787 |
|
IRPC (A) |
|
|
|
14,255,300 |
|
|
|
|
2,245 |
|
Kiatnakin Bank NVDR (A) |
|
|
|
445,500 |
|
|
|
|
938 |
|
Krung Thai Bank NVDR (A) |
|
|
|
2,986,900 |
|
|
|
|
1,653 |
|
Land and Houses PCL NVDR |
|
|
|
3,596,500 |
|
|
|
|
1,059 |
|
PTT |
|
|
|
237,150 |
|
|
|
|
2,583 |
|
PTT NVDR |
|
|
|
82,300 |
|
|
|
|
896 |
|
PTT Global Chemical |
|
|
|
1,080,700 |
|
|
|
|
2,179 |
|
PTT Global Chemical NVDR |
|
|
|
304,400 |
|
|
|
|
614 |
|
Siam Cement |
|
|
|
96,300 |
|
|
|
|
1,423 |
|
Siam Commercial Bank |
|
|
|
299,408 |
|
|
|
|
1,370 |
|
Star Petroleum Refining NVDR |
|
|
|
1,192,100 |
|
|
|
|
512 |
|
Thai Oil |
|
|
|
2,060,600 |
|
|
|
|
4,792 |
|
Thanachart Capital NVDR |
|
|
|
662,100 |
|
|
|
|
897 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
|
|
Tisco Financial Group |
|
|
|
276,600 |
|
|
|
$ |
619 |
|
Tisco Financial Group NVDR |
|
|
|
153,200 |
|
|
|
|
343 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
26,094 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Turkey 1.9% |
|
Akbank |
|
|
|
2,007,428 |
|
|
|
|
5,585 |
|
Anadolu Efes Biracilik Ve Malt Sanayii |
|
|
|
192,588 |
|
|
|
|
1,194 |
|
Arcelik |
|
|
|
285,311 |
|
|
|
|
2,111 |
|
Aselsan Elektronik Sanayi Ve Ticaret (A) |
|
|
|
446,529 |
|
|
|
|
2,771 |
|
Coca-Cola Icecek |
|
|
|
43,780 |
|
|
|
|
502 |
|
Emlak Konut Gayrimenkul Yatirim Ortakligi * |
|
|
|
2,228,602 |
|
|
|
|
1,860 |
|
Eregli Demir ve Celik Fabrikalari |
|
|
|
430,976 |
|
|
|
|
862 |
|
Ford Otomotiv Sanayi |
|
|
|
99,529 |
|
|
|
|
1,214 |
|
KOC Holding |
|
|
|
107,066 |
|
|
|
|
492 |
|
Mavi Giyim Sanayi Ve Ticaret, Cl B *(B) |
|
|
|
133,500 |
|
|
|
|
1,625 |
|
TAV Havalimanlari Holding |
|
|
|
270,328 |
|
|
|
|
1,448 |
|
Tofas Turk Otomobil Fabrikasi |
|
|
|
265,385 |
|
|
|
|
2,177 |
|
Tupras Turkiye Petrol Rafinerileri |
|
|
|
45,695 |
|
|
|
|
1,313 |
|
Turkcell Iletisim Hizmetleri |
|
|
|
626,429 |
|
|
|
|
2,059 |
|
Turkcell Iletisim Hizmetleri ADR |
|
|
|
114,135 |
|
|
|
|
936 |
|
Turkiye Garanti Bankasi |
|
|
|
1,223,503 |
|
|
|
|
3,400 |
|
Turkiye Is Bankasi, Cl C |
|
|
|
970,076 |
|
|
|
|
2,052 |
|
Turkiye Sise ve Cam Fabrikalari |
|
|
|
442,368 |
|
|
|
|
578 |
|
Ulker Biskuvi Sanayi |
|
|
|
373,314 |
|
|
|
|
2,353 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
34,532 |
|
|
|
|
|
|
|
|
|
|
|
|
|
United Arab Emirates 0.8% |
|
Abu Dhabi Commercial Bank |
|
|
|
435,745 |
|
|
|
|
830 |
|
Aldar Properties |
|
|
|
3,724,527 |
|
|
|
|
2,330 |
|
Dubai Investments |
|
|
|
2,088,944 |
|
|
|
|
1,181 |
|
Dubai Islamic Bank |
|
|
|
2,503,458 |
|
|
|
|
3,881 |
|
Emaar Properties |
|
|
|
2,611,962 |
|
|
|
|
5,523 |
|
First Abu Dhabi Bank |
|
|
|
231,915 |
|
|
|
|
663 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14,408 |
|
|
|
|
|
|
|
|
|
|
|
|
|
United Kingdom 0.9% |
|
Anglo American * |
|
|
|
118,783 |
|
|
|
|
1,591 |
|
Kazakhmys * |
|
|
|
813,154 |
|
|
|
|
5,466 |
|
Mail.Ru Group (LSE) GDR * |
|
|
|
21,577 |
|
|
|
|
568 |
|
Novatek (LSE) GDR |
|
|
|
19,315 |
|
|
|
|
2,152 |
|
RusHydro ADR |
|
|
|
995,764 |
|
|
|
|
1,275 |
|
Tullow Oil *(A) |
|
|
|
2,305,852 |
|
|
|
|
4,514 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,566 |
|
|
|
|
|
|
|
|
|
|
|
|
|
United States 0.1% |
|
Globant * |
|
|
|
36,080 |
|
|
|
|
1,567 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Common Stock (Cost $1,492,711) ($ Thousands) |
|
|
|
|
|
|
|
|
1,654,621 |
|
|
|
|
|
|
|
|
|
|
|
|
|
PREFERRED STOCK 2.5% |
|
Brazil 1.9% |
|
Banco Bradesco * |
|
|
|
255,772 |
|
|
|
|
2,173 |
|
Banco do Estado do Rio Grande do Sul |
|
|
|
240,900 |
|
|
|
|
945 |
|
|
|
|
6 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
PREFERRED STOCK (continued) |
|
Braskem |
|
|
|
104,300 |
|
|
|
$ |
1,080 |
|
Cia Brasileira de Distribuicao * |
|
|
|
26,200 |
|
|
|
|
515 |
|
Cia Brasileira de Distribuicao Grupo Pao de |
|
|
|
|
|
|
|
|
|
|
Acucar ADR * |
|
|
|
227,982 |
|
|
|
|
4,457 |
|
Cia Energetica de Minas Gerais |
|
|
|
355,500 |
|
|
|
|
866 |
|
Cia Energetica de Sao Paulo, Cl B |
|
|
|
66,100 |
|
|
|
|
304 |
|
Cia Paranaense de Energia |
|
|
|
143,700 |
|
|
|
|
1,063 |
|
Itau Unibanco Holding |
|
|
|
586,696 |
|
|
|
|
6,508 |
|
Itau Unibanco Holding ADR |
|
|
|
392,354 |
|
|
|
|
4,336 |
|
Itausa - Investimentos Itau |
|
|
|
688,510 |
|
|
|
|
1,874 |
|
Petroleo Brasileiro ADR, Cl A * |
|
|
|
431,002 |
|
|
|
|
3,215 |
|
Suzano Papel e Celulose, Cl A |
|
|
|
535,600 |
|
|
|
|
2,295 |
|
Telefonica Brasil |
|
|
|
182,000 |
|
|
|
|
2,465 |
|
Vale ADR, Cl B * |
|
|
|
191,245 |
|
|
|
|
1,559 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
33,655 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Colombia 0.1% |
|
Banco Davivienda |
|
|
|
193,315 |
|
|
|
|
2,131 |
|
Bancolombia |
|
|
|
40,841 |
|
|
|
|
453 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,584 |
|
|
|
|
|
|
|
|
|
|
|
|
|
South Korea 0.5% |
|
Samsung Electronics |
|
|
|
5,794 |
|
|
|
|
9,429 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
|
|
(Cost $47,705) ($ Thousands) |
|
|
|
|
|
|
|
|
45,668 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Number of Participation Notes |
|
|
|
PARTICIPATION NOTES 2.4% |
|
China 0.9% |
|
Hangzhou Hikvi, Expires 08/01/2017 * |
|
|
|
2,359,790 |
|
|
|
|
11,215 |
|
Wuliangye Yibin, Expires 06/29/2020 * |
|
|
|
525,700 |
|
|
|
|
4,314 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,529 |
|
|
|
|
|
|
|
|
|
|
|
|
|
India 0.3% |
|
Mahindra & Mahindra Financial Services, |
|
|
|
|
|
|
|
|
|
|
Expires 03/12/2018 * |
|
|
|
780,015 |
|
|
|
|
4,163 |
|
Zee Entertainment Enterprises, |
|
|
|
|
|
|
|
|
|
|
Expires 09/03/2019 * |
|
|
|
194,847 |
|
|
|
|
1,481 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,644 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Luxembourg 0.3% |
|
National Commercial Bank, Expires 11/07/2017 * |
|
|
|
205,639 |
|
|
|
|
2,898 |
|
Savola Group, Expires 12/20/2020 * |
|
|
|
186,361 |
|
|
|
|
2,490 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,388 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Saudi Arabia 0.3% |
|
|
|
|
|
|
|
|
|
|
Al Tayyar Travel Group, Expires 03/05/2018 * |
|
|
|
147,364 |
|
|
|
|
1,207 |
|
HBSC Bank Savola Group, Expires 01/24/2020 * |
|
|
|
284,680 |
|
|
|
|
3,785 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,992 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Number of
Participation Notes |
|
Market Value
($ Thousands) |
|
PARTICIPATION NOTES (continued) |
|
Switzerland 0.2% |
|
Goertek, Expires 09/14/2021 * |
|
|
|
1,450,800 |
|
|
|
$ |
4,126 |
|
|
|
|
|
|
|
|
|
|
|
|
|
United States 0.3% |
|
Motherson Sumi Systems, Expires 09/21/2021 * |
|
|
|
719,773 |
|
|
|
|
5,145 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Vietnam 0.1% |
|
Hoa Phat Group, Expires 07/24/2018 * |
|
|
|
1,444,409 |
|
|
|
|
2,013 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Participation Notes (Cost $30,453) ($ Thousands) |
|
|
|
|
|
|
|
|
42,837 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares |
|
|
|
EXCHANGE TRADED FUND 0.9% |
|
United States 0.9% |
|
iShares MSCI Emerging Markets ETF |
|
|
|
386,971 |
|
|
|
|
16,017 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Exchange Traded Fund (Cost $15,362) ($ Thousands) |
|
|
|
|
|
|
|
|
16,017 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Number of Rights |
|
|
|
RIGHTS 0.0% |
|
Vietnam 0.0% |
|
Hoa Phat Group, Expires 07/17/2017 * |
|
|
|
1,444,408 |
|
|
|
|
87 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Rights (Cost $) ($ Thousands) |
|
|
|
|
|
|
|
|
87 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Face Amount (Thousands) |
|
|
|
DEBENTURE BOND 0.0% |
|
Brazil 0.0% |
|
Vale, Ser 1997 0.000%, 09/30/2049 (C) |
|
|
BRL |
8 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Debenture Bond (Cost $) ($ Thousands) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares |
|
|
|
AFFILIATED PARTNERSHIP 10.6% |
|
SEI Liquidity Fund, L.P. 1.080%
**(D) |
|
|
|
191,175,392 |
|
|
|
|
191,143 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Affiliated Partnership (Cost $191,176) ($ Thousands) |
|
|
|
|
|
|
|
|
191,143 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
|
7 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
Emerging Markets Equity Fund (Concluded)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
|
CASH EQUIVALENT 0.4% |
|
|
|
|
|
|
|
|
|
|
SEI Daily Income Trust, Government Fund, Cl F
0.760% ** |
|
|
|
7,371,853 |
|
|
|
$ |
7,372 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Cash Equivalent (Cost $7,372) ($ Thousands) |
|
|
|
|
|
|
|
|
7,372 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments 108.3% (Cost $1,784,779) ($ Thousands) @ |
|
|
|
|
|
|
|
$ |
1,957,745 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $1,808,421 ($ Thousands). |
* |
Non-income producing security. |
** |
Rate shown is the 7-day effective yield as of June 30, 2017. |
|
Investment in Affiliated Security. |
|
Real Estate Investment Trust. |
(A) |
Certain securities or partial positions of certain securities are on loan at June 30, 2017. The total market value of securities on loan at June 30, 2017 was $177,700 ($ 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 June 30, 2017,
the value of these securities amounted to $33,262 ($ Thousands), representing 1.8% 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 June 30, 2017. |
(D) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2017 was $191,143 ($ Thousands). |
@ At June 30, 2017, the tax basis cost of the Funds investments was $1,784,779 ($ Thousands), and the unrealized appreciation and depreciation were $278,554 ($
Thousands) and ($105,588) ($ Thousands), respectively.
ADR American Depositary Receipt
BRL Brazilian Real
Cl Class
ETF Exchange Traded Fund
GDR Global Depositary Receipt
L.P. Limited Partnership
PJSC Public Joint Stock Company
MSCI Morgan Stanley Capital International
NVDR Non-Voting Depositary Receipt
QSC Qatari Shareholding Company
Ser Series
The following is a summary of the transactions with
affiliates for the period ended June 30, 2017 ($ Thousands):
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security Description |
|
Value 9/30/2016 |
|
Purchases at Cost |
|
Proceeds from Sales |
|
Realized Gain (Loss) |
|
Change in Unrealized Appreciation (Depreciation) |
|
Value 6/30/2017 |
|
Dividend Income |
SEI Liquidity Fund, L.P. |
|
|
|
$245,981 |
|
|
|
|
$440,706 |
|
|
|
|
$(495,510) |
|
|
|
|
$(1) |
|
|
|
|
$(33) |
|
|
|
|
$191,143 |
|
|
|
|
$860 |
|
SEI Daily Income Trust, Government Fund, Cl F |
|
|
|
6,665 |
|
|
|
|
107,715 |
|
|
|
|
(107,008) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,372 |
|
|
|
|
35 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Totals |
|
|
|
$252,646 |
|
|
|
|
$548,421 |
|
|
|
|
$(602,518) |
|
|
|
|
$(1) |
|
|
|
|
$(33) |
|
|
|
|
$198,515 |
|
|
|
|
$895 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
The following is a list of the level of inputs used as of June 30, 2017, in valuing the Funds investments and
other financial instruments carried at value ($ Thousands):
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Investments in Securities |
|
Level 1 |
|
Level 2 |
|
Level 3 |
|
Total |
Common Stock |
|
$ |
1,654,621 |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
1,654,621 |
|
Preferred Stock |
|
|
45,668 |
|
|
|
|
|
|
|
|
|
|
|
45,668 |
|
Participation Notes |
|
|
|
|
|
|
42,837 |
|
|
|
|
|
|
|
42,837 |
|
Exchange Traded Fund |
|
|
16,017 |
|
|
|
|
|
|
|
|
|
|
|
16,017 |
|
Right |
|
|
87 |
|
|
|
|
|
|
|
|
|
|
|
87 |
|
Affiliated Partnership |
|
|
|
|
|
|
191,143 |
|
|
|
|
|
|
|
191,143 |
|
Cash Equivalent |
|
|
7,372 |
|
|
|
|
|
|
|
|
|
|
|
7,372 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities |
|
$ |
1,723,765 |
|
|
$ |
233,980 |
|
|
$ |
|
|
|
$ |
1,957,745 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
For the period ended June 30, 2017, there were transfers between Level 1 and Level 2 assets and liabilities. The primary
reason for changes in the classifications between Levels 1 and 2 occurs when foreign equity securities are fair valued using other observable market-based inputs in place of the closing exchange price due to events occurring after the close of the
exchange or market on which the investment is principally traded.
For the period ended June 30, 2017, there were no transfers between Level 2 and
Level 3 assets and liabilities.
For the period ended June 30, 2017, there were no transfers into Level 3 assets and liabilities. Amounts designated as
are $0 or have been rounded to $0.
For information on the Funds policy regarding valuation of investments and other significant accounting
policies, please refer to the Funds most recent semi-annual and annual financial statements.
|
|
|
8 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
International Fixed Income Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
GLOBAL BONDS 97.1% |
|
Angola 0.0% |
|
Republic of Angola Via Northern Lights III |
|
|
|
|
|
|
|
|
|
|
7.000%, 08/17/2019 |
|
|
$ |
217 |
|
|
|
$ |
223 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Argentina 0.5% |
|
Argentine Bonos del Tesoro |
|
|
|
|
|
|
|
|
|
|
16.000%, 10/17/2023 |
|
|
ARS |
9,727 |
|
|
|
|
630 |
|
15.500%, 10/17/2026 |
|
|
|
9,510 |
|
|
|
|
637 |
|
Provincia de Buenos Aires |
|
|
|
|
|
|
|
|
|
|
9.125%, 03/16/2024 |
|
|
$ |
170 |
|
|
|
|
191 |
|
Provincia de Cordoba |
|
|
|
|
|
|
|
|
|
|
7.125%, 06/10/2021 (A) |
|
|
|
280 |
|
|
|
|
294 |
|
Republic of Argentina |
|
|
|
|
|
|
|
|
|
|
5.625%, 01/26/2022 |
|
|
|
266 |
|
|
|
|
272 |
|
5.000%, 01/15/2027 |
|
|
EUR |
115 |
|
|
|
|
122 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,146 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Australia 3.3% |
|
Australia & New Zealand Banking Group MTN |
|
|
|
|
|
|
|
|
|
|
3.625%, 07/18/2022 |
|
|
|
300 |
|
|
|
|
399 |
|
Commonwealth Bank of Australia MTN |
|
|
|
|
|
|
|
|
|
|
1.375%, 01/22/2019 |
|
|
|
560 |
|
|
|
|
655 |
|
Government of Australia |
|
|
|
|
|
|
|
|
|
|
5.750%, 07/15/2022 |
|
|
AUD |
1,765 |
|
|
|
|
1,582 |
|
4.750%, 04/21/2027 |
|
|
|
3,670 |
|
|
|
|
3,334 |
|
4.500%, 04/15/2020 |
|
|
|
270 |
|
|
|
|
221 |
|
4.500%, 04/21/2033 |
|
|
|
285 |
|
|
|
|
261 |
|
4.250%, 04/21/2026 |
|
|
|
2,070 |
|
|
|
|
1,797 |
|
3.750%, 04/21/2037 |
|
|
|
573 |
|
|
|
|
476 |
|
2.750%, 04/21/2024 |
|
|
|
1,785 |
|
|
|
|
1,398 |
|
Government of Australia, Ser 122 |
|
|
|
|
|
|
|
|
|
|
5.250%, 03/15/2019 |
|
|
|
2,000 |
|
|
|
|
1,624 |
|
Government of Australia, Ser 124 |
|
|
|
|
|
|
|
|
|
|
5.750%, 05/15/2021 |
|
|
|
2,350 |
|
|
|
|
2,048 |
|
Queensland Treasury, Ser 17 |
|
|
|
|
|
|
|
|
|
|
6.000%, 09/14/2017 |
|
|
|
780 |
|
|
|
|
604 |
|
Westpac Banking MTN |
|
|
|
|
|
|
|
|
|
|
1.500%, 03/24/2021 |
|
|
EUR |
220 |
|
|
|
|
264 |
|
1.375%, 04/17/2020 |
|
|
|
230 |
|
|
|
|
273 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14,936 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Austria 0.5% |
|
Republic of Austria (A) |
|
|
|
|
|
|
|
|
|
|
4.150%, 03/15/2037 |
|
|
|
115 |
|
|
|
|
197 |
|
3.650%, 04/20/2022 |
|
|
|
290 |
|
|
|
|
390 |
|
3.150%, 06/20/2044 |
|
|
|
280 |
|
|
|
|
436 |
|
1.950%, 06/18/2019 |
|
|
|
280 |
|
|
|
|
334 |
|
1.150%, 10/19/2018 |
|
|
|
300 |
|
|
|
|
350 |
|
0.750%, 10/20/2026 |
|
|
|
707 |
|
|
|
|
815 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,522 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
Bahrain 0.0% |
|
Bahrain Government International Bond |
|
|
|
|
|
|
|
|
|
|
7.000%, 10/12/2028 |
|
|
$ |
265 |
|
|
|
$ |
268 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Belgium 2.5% |
|
Anheuser-Busch InBev MTN |
|
|
|
|
|
|
|
|
|
|
2.750%, 03/17/2036 |
|
|
EUR |
95 |
|
|
|
|
115 |
|
2.000%, 03/17/2028 |
|
|
|
200 |
|
|
|
|
238 |
|
1.500%, 03/17/2025 |
|
|
|
55 |
|
|
|
|
65 |
|
0.875%, 03/17/2022 |
|
|
|
560 |
|
|
|
|
652 |
|
Kingdom of Belgium |
|
|
|
|
|
|
|
|
|
|
3.750%, 06/22/2045 |
|
|
|
233 |
|
|
|
|
387 |
|
3.000%, 06/22/2034 (A) |
|
|
|
350 |
|
|
|
|
504 |
|
2.600%, 06/22/2024 (A) |
|
|
|
1,816 |
|
|
|
|
2,403 |
|
1.600%, 06/22/2047 (A) |
|
|
|
450 |
|
|
|
|
490 |
|
1.000%, 06/22/2031 (A) |
|
|
|
710 |
|
|
|
|
792 |
|
0.800%, 06/22/2025 (A) |
|
|
|
715 |
|
|
|
|
836 |
|
0.800%, 06/22/2027 (A) |
|
|
|
2,967 |
|
|
|
|
3,382 |
|
Kingdom of Belgium, Ser 44 |
|
|
|
|
|
|
|
|
|
|
5.000%, 03/28/2035 (A) |
|
|
|
244 |
|
|
|
|
444 |
|
Kingdom of Belgium, Ser 58 |
|
|
|
|
|
|
|
|
|
|
3.750%, 09/28/2020 (A) |
|
|
|
496 |
|
|
|
|
642 |
|
Kingdom of Belgium, Ser 69 |
|
|
|
|
|
|
|
|
|
|
1.250%, 06/22/2018 |
|
|
|
545 |
|
|
|
|
633 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,583 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Bermuda 0.2% |
|
XLIT |
|
|
|
|
|
|
|
|
|
|
3.250%, 06/29/2047 (B) |
|
|
|
676 |
|
|
|
|
763 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Brazil 1.1% |
|
Brazil Notas do Tesouro Nacional, Serie B |
|
|
|
|
|
|
|
|
|
|
6.000%, 08/15/2050 |
|
|
BRL |
795 |
|
|
|
|
750 |
|
Brazil Notas do Tesouro Nacional, Serie F |
|
|
|
|
|
|
|
|
|
|
10.000%, 01/01/2021 |
|
|
|
10,880 |
|
|
|
|
3,278 |
|
Minerva Luxembourg |
|
|
|
|
|
|
|
|
|
|
6.500%, 09/20/2026 (A) |
|
|
$ |
290 |
|
|
|
|
283 |
|
Odebrecht Finance |
|
|
|
|
|
|
|
|
|
|
4.375%, 04/25/2025 |
|
|
|
200 |
|
|
|
|
77 |
|
Petrobras Global Finance |
|
|
|
|
|
|
|
|
|
|
8.375%, 05/23/2021 |
|
|
|
185 |
|
|
|
|
207 |
|
Rumo Luxembourg |
|
|
|
|
|
|
|
|
|
|
7.375%, 02/09/2024 (A) |
|
|
|
375 |
|
|
|
|
385 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,980 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Canada 6.6% |
|
Bank of Nova Scotia MTN |
|
|
|
|
|
|
|
|
|
|
0.750%, 09/17/2021 |
|
|
EUR |
570 |
|
|
|
|
667 |
|
Bell Canada |
|
|
|
|
|
|
|
|
|
|
3.350%, 06/18/2019 |
|
|
CAD |
29 |
|
|
|
|
23 |
|
Bell Canada MTN |
|
|
|
|
|
|
|
|
|
|
4.700%, 09/11/2023 |
|
|
|
80 |
|
|
|
|
69 |
|
3.250%, 06/17/2020 |
|
|
|
95 |
|
|
|
|
76 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
|
1 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
Canada Housing Trust No. 1 |
|
|
|
|
|
|
|
|
|
|
3.800%, 06/15/2021 (A) |
|
|
CAD |
2,465 |
|
|
|
$ |
2,054 |
|
CDP Financial |
|
|
|
|
|
|
|
|
|
|
4.400%, 11/25/2019 (A) |
|
|
$ |
850 |
|
|
|
|
898 |
|
Export Development Canada MTN |
|
|
|
|
|
|
|
|
|
|
2.400%, 06/07/2021 |
|
|
AUD |
1,259 |
|
|
|
|
961 |
|
Government of Canada |
|
|
|
|
|
|
|
|
|
|
5.750%, 06/01/2033 |
|
|
CAD |
460 |
|
|
|
|
536 |
|
5.000%, 06/01/2037 |
|
|
|
565 |
|
|
|
|
640 |
|
4.000%, 06/01/2041 |
|
|
|
882 |
|
|
|
|
913 |
|
3.500%, 12/01/2045 |
|
|
|
1,375 |
|
|
|
|
1,355 |
|
2.750%, 12/01/2048 |
|
|
|
525 |
|
|
|
|
461 |
|
2.500%, 06/01/2024 |
|
|
|
3,520 |
|
|
|
|
2,875 |
|
1.750%, 09/01/2019 |
|
|
|
505 |
|
|
|
|
394 |
|
1.500%, 06/01/2026 |
|
|
|
1,605 |
|
|
|
|
1,215 |
|
0.750%, 03/01/2021 |
|
|
|
3,395 |
|
|
|
|
2,563 |
|
0.750%, 09/01/2021 |
|
|
|
955 |
|
|
|
|
718 |
|
0.250%, 05/01/2018 |
|
|
|
4,200 |
|
|
|
|
3,215 |
|
Muskrat Falls |
|
|
|
|
|
|
|
|
|
|
3.630%, 06/01/2029 (A) |
|
|
|
340 |
|
|
|
|
290 |
|
National Bank of Canada |
|
|
|
|
|
|
|
|
|
|
1.500%, 03/25/2021 |
|
|
EUR |
345 |
|
|
|
|
414 |
|
Province of British Columbia |
|
|
|
|
|
|
|
|
|
|
3.250%, 12/18/2021 |
|
|
CAD |
1,150 |
|
|
|
|
941 |
|
2.250%, 03/01/2019 |
|
|
|
575 |
|
|
|
|
450 |
|
Province of Manitoba Canada |
|
|
|
|
|
|
|
|
|
|
3.850%, 12/01/2021 |
|
|
|
710 |
|
|
|
|
593 |
|
Province of Ontario Canada |
|
|
|
|
|
|
|
|
|
|
3.500%, 06/02/2024 |
|
|
|
870 |
|
|
|
|
726 |
|
3.450%, 06/02/2045 |
|
|
|
355 |
|
|
|
|
298 |
|
2.600%, 06/02/2025 |
|
|
|
1,614 |
|
|
|
|
1,269 |
|
2.400%, 06/02/2026 |
|
|
|
585 |
|
|
|
|
451 |
|
1.950%, 01/27/2023 |
|
|
|
1,000 |
|
|
|
|
767 |
|
Province of Ontario Canada MTN |
|
|
|
|
|
|
|
|
|
|
1.875%, 05/21/2024 |
|
|
EUR |
150 |
|
|
|
|
186 |
|
Province of Quebec Canada |
|
|
|
|
|
|
|
|
|
|
3.500%, 12/01/2045 |
|
|
CAD |
420 |
|
|
|
|
357 |
|
3.000%, 09/01/2023 |
|
|
|
850 |
|
|
|
|
689 |
|
2.750%, 09/01/2025 |
|
|
|
2,175 |
|
|
|
|
1,730 |
|
2.250%, 07/17/2023 |
|
|
EUR |
100 |
|
|
|
|
126 |
|
Rogers Communications |
|
|
|
|
|
|
|
|
|
|
4.000%, 06/06/2022 |
|
|
CAD |
165 |
|
|
|
|
137 |
|
Royal Bank of Canada |
|
|
|
|
|
|
|
|
|
|
1.625%, 08/04/2020 |
|
|
EUR |
290 |
|
|
|
|
347 |
|
Toronto-Dominion Bank MTN |
|
|
|
|
|
|
|
|
|
|
0.375%, 01/12/2021 |
|
|
|
345 |
|
|
|
|
398 |
|
Yamana Gold |
|
|
|
|
|
|
|
|
|
|
4.950%, 07/15/2024 |
|
|
$ |
286 |
|
|
|
|
289 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
30,091 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
China 0.1% |
|
Sinopec Group Overseas Development |
|
|
|
|
|
|
|
|
|
|
2.625%, 10/17/2020 |
|
|
EUR |
240 |
|
|
|
$ |
291 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Colombia 0.1% |
|
Colombian TES |
|
|
|
|
|
|
|
|
|
|
7.000%, 05/04/2022 |
|
|
COP |
352,500 |
|
|
|
|
121 |
|
Ecopetrol |
|
|
|
|
|
|
|
|
|
|
7.375%, 09/18/2043 |
|
|
$ |
121 |
|
|
|
|
130 |
|
5.875%, 05/28/2045 |
|
|
|
109 |
|
|
|
|
100 |
|
Republic of Colombia MTN |
|
|
|
|
|
|
|
|
|
|
3.875%, 03/22/2026 |
|
|
EUR |
150 |
|
|
|
|
195 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
546 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Czech Republic 0.1% |
|
Government of Czech Republic |
|
|
|
|
|
|
|
|
|
|
4.700%, 09/12/2022 |
|
|
CZK |
10,860 |
|
|
|
|
587 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Denmark 0.7% |
|
Danske Bank |
|
|
|
|
|
|
|
|
|
|
3.875%, 10/04/2023 (B) |
|
|
EUR |
375 |
|
|
|
|
446 |
|
3.500%, 04/16/2018 |
|
|
|
155 |
|
|
|
|
182 |
|
2.000%, 09/08/2021 (A) |
|
|
$ |
360 |
|
|
|
|
354 |
|
Danske Bank MTN (B) |
|
|
|
|
|
|
|
|
|
|
5.875%, 10/29/2049 |
|
|
EUR |
344 |
|
|
|
|
428 |
|
5.375%, 09/29/2021 |
|
|
GBP |
170 |
|
|
|
|
232 |
|
Kingdom of Denmark |
|
|
|
|
|
|
|
|
|
|
4.500%, 11/15/2039 |
|
|
DKK |
1,625 |
|
|
|
|
414 |
|
4.000%, 11/15/2017 |
|
|
|
1,600 |
|
|
|
|
249 |
|
1.500%, 11/15/2023 |
|
|
|
5,850 |
|
|
|
|
977 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,282 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Dominican Republic 0.1% |
|
Dominican Republic International Bond |
|
|
|
|
|
|
|
|
|
|
5.950%, 01/25/2027 (A) |
|
|
$ |
381 |
|
|
|
|
398 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Egypt 0.1% |
|
Egypt Government International Bond MTN |
|
|
|
|
|
|
|
|
|
|
7.500%, 01/31/2027 (A) |
|
|
|
282 |
|
|
|
|
299 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Finland 0.1% |
|
Government of Finland (A) |
|
|
|
|
|
|
|
|
|
|
2.625%, 07/04/2042 |
|
|
EUR |
195 |
|
|
|
|
287 |
|
1.500%, 04/15/2023 |
|
|
|
340 |
|
|
|
|
420 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
707 |
|
|
|
|
|
|
|
|
|
|
|
|
|
France 6.6% |
|
BNP Paribas |
|
|
|
|
|
|
|
|
|
|
4.625%, 03/13/2027 (A) |
|
|
$ |
380 |
|
|
|
|
401 |
|
BNP Paribas MTN |
|
|
|
|
|
|
|
|
|
|
2.950%, 05/23/2022 (A) |
|
|
|
795 |
|
|
|
|
803 |
|
2.875%, 10/01/2026 |
|
|
EUR |
200 |
|
|
|
|
242 |
|
2.250%, 01/11/2027 |
|
|
|
355 |
|
|
|
|
409 |
|
|
|
|
2 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
BPCE |
|
|
|
|
|
|
|
|
|
|
5.250%, 04/16/2029 |
|
|
GBP |
100 |
|
|
|
$ |
151 |
|
2.750%, 07/08/2026 (B) |
|
|
EUR |
1,200 |
|
|
|
|
1,438 |
|
1.750%, 11/29/2019 |
|
|
|
600 |
|
|
|
|
717 |
|
BPCE MTN |
|
|
|
|
|
|
|
|
|
|
3.000%, 05/22/2022 (A) |
|
|
$ |
500 |
|
|
|
|
504 |
|
Caisse Centrale du Credit Immobilier de France MTN |
|
|
|
|
|
|
|
|
|
|
1.125%, 04/22/2019 |
|
|
EUR |
100 |
|
|
|
|
117 |
|
Caisse Francaise de Financement Local MTN |
|
|
|
|
|
|
|
|
|
|
4.875%, 07/03/2017 |
|
|
|
220 |
|
|
|
|
251 |
|
3.625%, 02/26/2018 |
|
|
|
63 |
|
|
|
|
74 |
|
Casino Guichard Perrachon MTN |
|
|
|
|
|
|
|
|
|
|
4.407%, 08/06/2019 |
|
|
|
700 |
|
|
|
|
868 |
|
Credit Agricole |
|
|
|
|
|
|
|
|
|
|
2.625%, 03/17/2027 |
|
|
|
275 |
|
|
|
|
328 |
|
Credit Agricole MTN |
|
|
|
|
|
|
|
|
|
|
4.125%, 01/10/2027 (A) |
|
|
$ |
275 |
|
|
|
|
288 |
|
1.375%, 05/03/2027 |
|
|
EUR |
900 |
|
|
|
|
1,029 |
|
Dexia Credit Local MTN |
|
|
|
|
|
|
|
|
|
|
2.000%, 01/22/2021 |
|
|
|
200 |
|
|
|
|
243 |
|
1.625%, 10/29/2018 |
|
|
|
565 |
|
|
|
|
660 |
|
1.375%, 09/18/2019 |
|
|
|
500 |
|
|
|
|
589 |
|
0.625%, 01/21/2022 |
|
|
|
1,550 |
|
|
|
|
1,799 |
|
Electricite de France |
|
|
|
|
|
|
|
|
|
|
6.500%, 01/26/2019 (A) |
|
|
$ |
250 |
|
|
|
|
267 |
|
Electricite de France MTN |
|
|
|
|
|
|
|
|
|
|
5.000%, 01/22/2049 (B) |
|
|
EUR |
200 |
|
|
|
|
244 |
|
4.500%, 11/12/2040 |
|
|
|
100 |
|
|
|
|
147 |
|
Elis |
|
|
|
|
|
|
|
|
|
|
3.000%, 04/30/2022 |
|
|
|
250 |
|
|
|
|
292 |
|
Europcar Groupe |
|
|
|
|
|
|
|
|
|
|
5.750%, 06/15/2022 |
|
|
|
145 |
|
|
|
|
174 |
|
France Government Bond OAT |
|
|
|
|
|
|
|
|
|
|
0.000%, 05/25/2020 |
|
|
|
543 |
|
|
|
|
626 |
|
0.000%, 05/25/2021 |
|
|
|
1,350 |
|
|
|
|
1,553 |
|
French Republic Government Bond OAT |
|
|
|
|
|
|
|
|
|
|
2.000%, 05/25/2048 (A) |
|
|
|
250 |
|
|
|
|
295 |
|
1.750%, 06/25/2039 (A) |
|
|
|
85 |
|
|
|
|
100 |
|
1.750%, 05/25/2066 (A) |
|
|
|
70 |
|
|
|
|
73 |
|
1.250%, 05/25/2036 (A) |
|
|
|
360 |
|
|
|
|
395 |
|
1.000%, 05/25/2027 |
|
|
|
2,110 |
|
|
|
|
2,447 |
|
0.000%, 05/25/2022 |
|
|
|
2,108 |
|
|
|
|
2,408 |
|
Government of France |
|
|
|
|
|
|
|
|
|
|
4.000%, 10/25/2038 |
|
|
|
505 |
|
|
|
|
838 |
|
3.250%, 05/25/2045 |
|
|
|
2,040 |
|
|
|
|
3,090 |
|
2.500%, 05/25/2030 |
|
|
|
3,125 |
|
|
|
|
4,166 |
|
1.750%, 05/25/2023 |
|
|
|
800 |
|
|
|
|
1,001 |
|
Loxam SAS |
|
|
|
|
|
|
|
|
|
|
4.250%, 04/15/2024 (A) |
|
|
|
190 |
|
|
|
|
228 |
|
RCI Banque MTN |
|
|
|
|
|
|
|
|
|
|
1.250%, 06/08/2022 |
|
|
|
200 |
|
|
|
|
233 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
SCOR |
|
|
|
|
|
|
|
|
|
|
3.625%, 05/27/2048 (B) |
|
|
EUR |
200 |
|
|
|
$ |
247 |
|
Synlab Bondco |
|
|
|
|
|
|
|
|
|
|
6.250%, 07/01/2022 (A) |
|
|
|
160 |
|
|
|
|
198 |
|
Valeo MTN |
|
|
|
|
|
|
|
|
|
|
1.625%, 03/18/2026 |
|
|
|
100 |
|
|
|
|
117 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
30,050 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Germany 8.0% |
|
Allianz (B) |
|
|
|
|
|
|
|
|
|
|
5.625%, 10/17/2042 |
|
|
|
200 |
|
|
|
|
275 |
|
3.099%, 07/06/2047 |
|
|
|
100 |
|
|
|
|
120 |
|
Bundesobligation |
|
|
|
|
|
|
|
|
|
|
0.250%, 10/11/2019 |
|
|
|
2,279 |
|
|
|
|
2,647 |
|
0.000%, 04/08/2022 |
|
|
|
10,365 |
|
|
|
|
11,946 |
|
Bundesrepublik Deutschland |
|
|
|
|
|
|
|
|
|
|
4.000%, 01/04/2037 |
|
|
|
2,555 |
|
|
|
|
4,462 |
|
2.500%, 07/04/2044 |
|
|
|
1,561 |
|
|
|
|
2,302 |
|
2.500%, 08/15/2046 |
|
|
|
939 |
|
|
|
|
1,396 |
|
0.250%, 02/15/2027 |
|
|
|
1,195 |
|
|
|
|
1,334 |
|
0.231%, 08/15/2026 |
|
|
|
4,943 |
|
|
|
|
5,437 |
|
Bundesrepublik Deutschland, Ser 00 |
|
|
|
|
|
|
|
|
|
|
5.500%, 01/04/2031 |
|
|
|
265 |
|
|
|
|
487 |
|
Bundesrepublik Deutschland, Ser 03 |
|
|
|
|
|
|
|
|
|
|
4.750%, 07/04/2034 |
|
|
|
280 |
|
|
|
|
513 |
|
Bundesrepublik Deutschland, Ser 07 |
|
|
|
|
|
|
|
|
|
|
4.250%, 07/04/2039 |
|
|
|
415 |
|
|
|
|
769 |
|
Daimler MTN |
|
|
|
|
|
|
|
|
|
|
0.750%, 05/11/2023 |
|
|
|
160 |
|
|
|
|
183 |
|
Deutsche Bank MTN |
|
|
|
|
|
|
|
|
|
|
5.000%, 06/24/2020 |
|
|
|
550 |
|
|
|
|
691 |
|
3.700%, 05/30/2024 |
|
|
$ |
865 |
|
|
|
|
865 |
|
1.500%, 01/20/2022 |
|
|
EUR |
200 |
|
|
|
|
233 |
|
E.ON International Finance MTN |
|
|
|
|
|
|
|
|
|
|
6.000%, 10/30/2019 |
|
|
GBP |
300 |
|
|
|
|
433 |
|
Kreditanstalt fuer Wiederaufbau |
|
|
|
|
|
|
|
|
|
|
3.375%, 08/30/2017 |
|
|
CHF |
370 |
|
|
|
|
389 |
|
Kreditanstalt fuer Wiederaufbau MTN |
|
|
|
|
|
|
|
|
|
|
2.800%, 02/17/2021 |
|
|
AUD |
1,230 |
|
|
|
|
954 |
|
RWE Finance, Ser E MTN |
|
|
|
|
|
|
|
|
|
|
6.250%, 06/03/2030 |
|
|
GBP |
125 |
|
|
|
|
223 |
|
Volkswagen Financial Services MTN |
|
|
|
|
|
|
|
|
|
|
1.750%, 08/21/2017 |
|
|
|
230 |
|
|
|
|
299 |
|
Volkswagen Leasing GmbH MTN |
|
|
|
|
|
|
|
|
|
|
2.625%, 01/15/2024 |
|
|
EUR |
700 |
|
|
|
|
869 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
36,827 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Guernsey 0.1% |
|
Credit Suisse Group Funding Guernsey MTN |
|
|
|
|
|
|
|
|
|
|
1.250%, 04/14/2022 |
|
|
|
245 |
|
|
|
|
285 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
|
3 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value ($ Thousands) |
|
GLOBAL BONDS (continued) |
|
Indonesia 0.3% |
|
Republic of Indonesia MTN |
|
|
|
|
|
|
|
|
|
|
4.750%, 01/08/2026 |
|
|
$ |
350 |
|
|
|
$ |
376 |
|
2.875%, 07/08/2021 |
|
|
EUR |
730 |
|
|
|
|
892 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,268 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Ireland 1.3% |
|
AIB Mortgage Bank MTN |
|
|
|
|
|
|
|
|
|
|
0.625%, 07/27/2020 |
|
|
|
305 |
|
|
|
|
355 |
|
Allied Irish Banks MTN (B) |
|
|
|
|
|
|
|
|
|
|
7.375%, 12/29/2049 |
|
|
|
200 |
|
|
|
|
243 |
|
4.125%, 11/26/2025 |
|
|
|
177 |
|
|
|
|
215 |
|
Ardagh Packaging Finance |
|
|
|
|
|
|
|
|
|
|
4.125%, 05/15/2023 (A) |
|
|
|
245 |
|
|
|
|
296 |
|
Bank of Ireland |
|
|
|
|
|
|
|
|
|
|
7.375%, 12/29/2049 (B) |
|
|
|
200 |
|
|
|
|
248 |
|
Bank of Ireland MTN |
|
|
|
|
|
|
|
|
|
|
4.250%, 06/11/2024 (B) |
|
|
|
220 |
|
|
|
|
265 |
|
Bank of Ireland Mortgage Bank |
|
|
|
|
|
|
|
|
|
|
1.750%, 03/19/2019 |
|
|
|
450 |
|
|
|
|
530 |
|
Ireland Government Bond |
|
|
|
|
|
|
|
|
|
|
4.500%, 10/18/2018 |
|
|
|
345 |
|
|
|
|
418 |
|
4.500%, 04/18/2020 |
|
|
|
300 |
|
|
|
|
388 |
|
3.400%, 03/18/2024 |
|
|
|
185 |
|
|
|
|
252 |
|
1.000%, 05/15/2026 |
|
|
|
1,445 |
|
|
|
|
1,665 |
|
0.800%, 03/15/2022 |
|
|
|
300 |
|
|
|
|
355 |
|
Ryanair |
|
|
|
|
|
|
|
|
|
|
1.125%, 08/15/2023 |
|
|
|
470 |
|
|
|
|
539 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,769 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Israel 0.3% |
|
Israel Government Bond |
|
|
|
|
|
|
|
|
|
|
4.250%, 03/31/2023 |
|
|
ILS |
2,191 |
|
|
|
|
740 |
|
Teva Pharmaceutical Finance Netherlands II |
|
|
|
|
|
|
|
|
|
|
1.250%, 03/31/2023 |
|
|
EUR |
191 |
|
|
|
|
216 |
|
1.125%, 10/15/2024 |
|
|
|
220 |
|
|
|
|
240 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,196 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Italy 7.5% |
|
Assicurazioni Generali MTN |
|
|
|
|
|
|
|
|
|
|
7.750%, 12/12/2042 (B) |
|
|
|
300 |
|
|
|
|
423 |
|
Buoni Poliennali Del Tesoro |
|
|
|
|
|
|
|
|
|
|
4.000%, 02/01/2037 |
|
|
|
555 |
|
|
|
|
736 |
|
Enel Finance International |
|
|
|
|
|
|
|
|
|
|
1.375%, 06/01/2026 |
|
|
|
300 |
|
|
|
|
341 |
|
Enel Finance International MTN |
|
|
|
|
|
|
|
|
|
|
1.966%, 01/27/2025 |
|
|
|
200 |
|
|
|
|
242 |
|
FCA Bank MTN |
|
|
|
|
|
|
|
|
|
|
2.875%, 01/26/2018 |
|
|
|
210 |
|
|
|
|
243 |
|
2.625%, 04/17/2019 |
|
|
|
350 |
|
|
|
|
416 |
|
Intesa Sanpaolo MTN |
|
|
|
|
|
|
|
|
|
|
5.017%, 06/26/2024 (A) |
|
|
$ |
200 |
|
|
|
|
203 |
|
3.928%, 09/15/2026 |
|
|
EUR |
165 |
|
|
|
|
199 |
|
1.125%, 03/04/2022 |
|
|
|
775 |
|
|
|
|
897 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
Italy Buoni Poliennali Del Tesoro |
|
|
|
|
|
|
|
|
|
|
5.500%, 11/01/2022 |
|
|
EUR |
2,235 |
|
|
|
$ |
3,136 |
|
5.000%, 08/01/2034 |
|
|
|
335 |
|
|
|
|
497 |
|
4.750%, 09/01/2044 (A) |
|
|
|
350 |
|
|
|
|
504 |
|
4.000%, 09/01/2020 |
|
|
|
2,355 |
|
|
|
|
3,002 |
|
3.750%, 05/01/2021 |
|
|
|
561 |
|
|
|
|
719 |
|
3.750%, 09/01/2024 |
|
|
|
1,265 |
|
|
|
|
1,649 |
|
3.500%, 03/01/2030 (A) |
|
|
|
1,290 |
|
|
|
|
1,631 |
|
3.450%, 03/01/2048 (A) |
|
|
|
1,256 |
|
|
|
|
1,462 |
|
2.700%, 03/01/2047 (A) |
|
|
|
1,147 |
|
|
|
|
1,167 |
|
2.500%, 12/01/2024 |
|
|
|
625 |
|
|
|
|
753 |
|
2.200%, 06/01/2027 |
|
|
|
495 |
|
|
|
|
568 |
|
2.000%, 12/01/2025 |
|
|
|
265 |
|
|
|
|
305 |
|
1.500%, 08/01/2019 |
|
|
|
1,075 |
|
|
|
|
1,264 |
|
1.350%, 04/15/2022 |
|
|
|
5,297 |
|
|
|
|
6,180 |
|
1.250%, 12/01/2026 |
|
|
|
1,850 |
|
|
|
|
1,971 |
|
1.200%, 04/01/2022 |
|
|
|
1,630 |
|
|
|
|
1,889 |
|
0.750%, 01/15/2018 |
|
|
|
720 |
|
|
|
|
826 |
|
0.700%, 05/01/2020 |
|
|
|
460 |
|
|
|
|
532 |
|
0.300%, 10/15/2018 |
|
|
|
700 |
|
|
|
|
805 |
|
LKQ Italia Bondco |
|
|
|
|
|
|
|
|
|
|
3.875%, 04/01/2024 |
|
|
|
109 |
|
|
|
|
134 |
|
UniCredit MTN |
|
|
|
|
|
|
|
|
|
|
6.950%, 10/31/2022 |
|
|
|
231 |
|
|
|
|
318 |
|
2.000%, 03/04/2023 |
|
|
|
870 |
|
|
|
|
1,042 |
|
Unione di Banche Italiane |
|
|
|
|
|
|
|
|
|
|
1.000%, 01/27/2023 |
|
|
|
185 |
|
|
|
|
216 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
34,270 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Japan 20.7% |
|
Government of Japan 5 Year Bond |
|
|
|
|
|
|
|
|
|
|
0.300%, 09/20/2018 |
|
|
JPY |
274,650 |
|
|
|
|
2,457 |
|
0.200%, 06/20/2019 |
|
|
|
514,950 |
|
|
|
|
4,610 |
|
0.100%, 12/20/2019 |
|
|
|
607,750 |
|
|
|
|
5,434 |
|
0.100%, 03/20/2020 |
|
|
|
421,500 |
|
|
|
|
3,770 |
|
Government of Japan 10 Year Bond |
|
|
|
|
|
|
|
|
|
|
1.500%, 12/20/2017 |
|
|
|
61,200 |
|
|
|
|
549 |
|
0.900%, 06/20/2022 |
|
|
|
748,750 |
|
|
|
|
6,980 |
|
0.800%, 09/20/2023 |
|
|
|
476,050 |
|
|
|
|
4,455 |
|
0.300%, 12/20/2024 |
|
|
|
281,100 |
|
|
|
|
2,557 |
|
0.100%, 06/20/2026 |
|
|
|
457,750 |
|
|
|
|
4,091 |
|
Government of Japan 10 Year Bond, Ser 314 |
|
|
|
|
|
|
|
|
|
|
1.100%, 03/20/2021 |
|
|
|
351,700 |
|
|
|
|
3,267 |
|
Government of Japan 20 Year Bond |
|
|
|
|
|
|
|
|
|
|
1.700%, 06/20/2033 |
|
|
|
533,600 |
|
|
|
|
5,719 |
|
1.400%, 09/20/2034 |
|
|
|
558,000 |
|
|
|
|
5,745 |
|
1.000%, 12/20/2035 |
|
|
|
50,000 |
|
|
|
|
483 |
|
0.500%, 09/20/2036 |
|
|
|
520,050 |
|
|
|
|
4,583 |
|
0.200%, 06/20/2036 |
|
|
|
214,700 |
|
|
|
|
1,792 |
|
Government of Japan 20 Year Bond, Ser 106 |
|
|
|
|
|
|
|
|
|
|
2.200%, 09/20/2028 |
|
|
|
46,600 |
|
|
|
|
509 |
|
|
|
|
4 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
|
GLOBAL BONDS (continued) |
|
Government of Japan 20 Year Bond, Ser 128 |
|
|
|
|
|
|
|
|
|
|
1.900%, 06/20/2031 |
|
|
JPY |
55,000 |
|
|
|
$ |
599 |
|
Government of Japan 20 Year Bond, Ser 140 |
|
|
|
|
|
|
|
|
|
|
1.700%, 09/20/2032 |
|
|
|
877,850 |
|
|
|
|
9,390 |
|
Government of Japan 20 Year Bond, Ser 143 |
|
|
|
|
|
|
|
|
|
|
1.600%, 03/20/2033 |
|
|
|
95,400 |
|
|
|
|
1,009 |
|
Government of Japan 20 Year Bond, Ser 144 |
|
|
|
|
|
|
|
|
|
|
1.500%, 03/20/2033 |
|
|
|
146,650 |
|
|
|
|
1,531 |
|
Government of Japan 20 Year Bond, Ser 99 |
|
|
|
|
|
|
|
|
|
|
2.100%, 12/20/2027 |
|
|
|
297,300 |
|
|
|
|
3,193 |
|
Government of Japan 30 Year Bond |
|
|
|
|
|
|
|
|
|
|
0.300%, 06/20/2046 |
|
|
|
131,200 |
|
|
|
|
1,011 |
|
Government of Japan 30 Year Bond, Ser 29 |
|
|
|
|
|
|
|
|
|
|
2.400%, 09/20/2038 |
|
|
|
85,400 |
|
|
|
|
1,023 |
|
Government of Japan 30 Year Bond, Ser 30 |
|
|
|
|
|
|
|
|
|
|
2.300%, 03/20/2039 |
|
|
|
221,750 |
|
|
|
|
2,626 |
|
Government of Japan 30 Year Bond, Ser 33 |
|
|
|
|
|
|
|
|
|
|
2.000%, 09/20/2040 |
|
|
|
127,000 |
|
|
|
|
1,446 |
|
Government of Japan 30 Year Bond, Ser 38 |
|
|
|
|
|
|
|
|
|
|
1.800%, 03/20/2043 |
|
|
|
377,400 |
|
|
|
|
4,176 |
|
Government of Japan 40 Year Bond |
|
|
|
|
|
|
|
|
|
|
0.400%, 03/20/2056 |
|
|
|
210,000 |
|
|
|
|
1,515 |
|
Government of Japan 40 Year Bond, Ser 6 |
|
|
|
|
|
|
|
|
|
|
1.900%, 03/20/2053 |
|
|
|
22,400 |
|
|
|
|
256 |
|
Japanese Government CPI Linked Bond |
|
|
|
|
|
|
|
|
|
|
0.100%, 03/10/2024 |
|
|
|
289,409 |
|
|
|
|
2,669 |
|
0.100%, 03/10/2025 |
|
|
|
51,852 |
|
|
|
|
481 |
|
0.100%, 03/10/2026 |
|
|
|
736,738 |
|
|
|
|
6,848 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
94,774 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Kazakhstan 0.1% |
|
Tengizchevroil Finance International |
|
|
|
|
|
|
|
|
|
|
4.000%, 08/15/2026 (A) |
|
|
$ |
385 |
|
|
|
|
371 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Luxembourg 0.1% |
|
Altice Financing MTN |
|
|
|
|
|
|
|
|
|
|
5.250%, 02/15/2023 |
|
|
EUR |
235 |
|
|
|
|
284 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Mexico 1.7% |
|
Mexican Bonos |
|
|
|
|
|
|
|
|
|
|
8.000%, 06/11/2020 |
|
|
MXN |
38,211 |
|
|
|
|
2,190 |
|
7.750%, 11/13/2042 |
|
|
|
11,690 |
|
|
|
|
683 |
|
5.750%, 03/05/2026 |
|
|
|
11,907 |
|
|
|
|
614 |
|
Mexican Bonos, Ser M |
|
|
|
|
|
|
|
|
|
|
6.500%, 06/10/2021 |
|
|
|
7,361 |
|
|
|
|
405 |
|
Mexican Bonos, Ser M20 |
|
|
|
|
|
|
|
|
|
|
10.000%, 12/05/2024 |
|
|
|
17,866 |
|
|
|
|
1,176 |
|
Mexican Udibonos |
|
|
|
|
|
|
|
|
|
|
4.500%, 12/04/2025 |
|
|
|
2,393 |
|
|
|
|
832 |
|
4.000%, 11/30/2028 |
|
|
|
429 |
|
|
|
|
146 |
|
Petroleos Mexicanos MTN |
|
|
|
|
|
|
|
|
|
|
5.125%, 03/15/2023 |
|
|
EUR |
425 |
|
|
|
|
545 |
|
1.875%, 04/21/2022 |
|
|
|
380 |
|
|
|
|
428 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
|
GLOBAL BONDS (continued) |
|
United Mexican States MTN |
|
|
|
|
|
|
|
|
|
|
4.125%, 01/21/2026 |
|
|
$ |
400 |
|
|
|
$ |
416 |
|
1.625%, 03/06/2024 |
|
|
EUR |
416 |
|
|
|
|
478 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,913 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Morocco 0.1% |
|
Kingdom of Morocco |
|
|
|
|
|
|
|
|
|
|
4.500%, 10/05/2020 |
|
|
|
370 |
|
|
|
|
469 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Netherlands 2.2% |
|
ABN AMRO Bank |
|
|
|
|
|
|
|
|
|
|
5.750%, 03/22/2166 (B) |
|
|
|
200 |
|
|
|
|
242 |
|
ABN AMRO Bank MTN (B) |
|
|
|
|
|
|
|
|
|
|
2.875%, 06/30/2025 |
|
|
|
500 |
|
|
|
|
601 |
|
2.875%, 01/18/2028 |
|
|
|
700 |
|
|
|
|
850 |
|
Achmea MTN |
|
|
|
|
|
|
|
|
|
|
6.000%, 04/04/2043 (B) |
|
|
|
210 |
|
|
|
|
270 |
|
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA |
|
|
|
|
|
|
|
|
|
|
2.500%, 05/26/2026 (B) |
|
|
|
260 |
|
|
|
|
311 |
|
Cooperatieve Rabobank UA |
|
|
|
|
|
|
|
|
|
|
6.625%, 12/29/2049 (B) |
|
|
|
200 |
|
|
|
|
253 |
|
Cooperatieve Rabobank UA MTN |
|
|
|
|
|
|
|
|
|
|
5.250%, 09/14/2027 |
|
|
GBP |
195 |
|
|
|
|
304 |
|
ING Bank MTN |
|
|
|
|
|
|
|
|
|
|
6.875%, 05/29/2023 (B) |
|
|
|
337 |
|
|
|
|
459 |
|
ING Groep |
|
|
|
|
|
|
|
|
|
|
3.150%, 03/29/2022 |
|
|
$ |
330 |
|
|
|
|
336 |
|
Kingdom of Netherlands |
|
|
|
|
|
|
|
|
|
|
4.000%, 01/15/2037 (A) |
|
|
EUR |
95 |
|
|
|
|
165 |
|
3.750%, 01/15/2042 (A) |
|
|
|
60 |
|
|
|
|
106 |
|
2.750%, 01/15/2047 (A) |
|
|
|
50 |
|
|
|
|
77 |
|
2.000%, 07/15/2024 (A) |
|
|
|
625 |
|
|
|
|
803 |
|
1.250%, 01/15/2019 (A) |
|
|
|
485 |
|
|
|
|
569 |
|
0.500%, 07/15/2026 (A) |
|
|
|
1,500 |
|
|
|
|
1,711 |
|
0.250%, 01/15/2020 |
|
|
|
340 |
|
|
|
|
395 |
|
0.250%, 07/15/2025 (A) |
|
|
|
223 |
|
|
|
|
252 |
|
0.250%, 07/15/2025 (A) |
|
|
|
699 |
|
|
|
|
791 |
|
Koninklijke KPN MTN |
|
|
|
|
|
|
|
|
|
|
0.625%, 04/09/2025 |
|
|
|
300 |
|
|
|
|
327 |
|
MARB BondCo |
|
|
|
|
|
|
|
|
|
|
7.000%, 03/15/2024 (A) |
|
|
$ |
282 |
|
|
|
|
273 |
|
NN Group |
|
|
|
|
|
|
|
|
|
|
4.625%, 04/08/2044 (B) |
|
|
EUR |
125 |
|
|
|
|
157 |
|
Petrobras Global Finance |
|
|
|
|
|
|
|
|
|
|
6.125%, 01/17/2022 |
|
|
$ |
54 |
|
|
|
|
56 |
|
Rabobank Capital Funding Trust IV |
|
|
|
|
|
|
|
|
|
|
5.556%, 12/31/2019 (B) |
|
|
GBP |
153 |
|
|
|
|
213 |
|
Shell International Finance |
|
|
|
|
|
|
|
|
|
|
2.000%, 11/15/2018 |
|
|
$ |
560 |
|
|
|
|
564 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
|
5 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
Teva Pharmaceutical Finance Netherlands II |
|
|
|
|
|
|
|
|
|
|
1.875%, 03/31/2027 |
|
|
EUR |
139 |
|
|
|
$ |
153 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,238 |
|
|
|
|
|
|
|
|
|
|
|
|
|
New Zealand 1.9% |
|
New Zealand Government Bond |
|
|
|
|
|
|
|
|
|
|
6.000%, 05/15/2021 |
|
|
NZD |
4,780 |
|
|
|
|
3,963 |
|
5.500%, 04/15/2023 |
|
|
|
1,840 |
|
|
|
|
1,549 |
|
3.000%, 04/15/2020 |
|
|
|
1,535 |
|
|
|
|
1,146 |
|
2.500%, 09/20/2035 |
|
|
|
1,661 |
|
|
|
|
1,311 |
|
2.000%, 09/20/2025 |
|
|
|
610 |
|
|
|
|
476 |
|
Westpac Securities MTN |
|
|
|
|
|
|
|
|
|
|
0.875%, 06/24/2019 |
|
|
EUR |
100 |
|
|
|
|
116 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,561 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Norway 0.4% |
|
DNB Bank |
|
|
|
|
|
|
|
|
|
|
6.500%, 12/29/2049 (B) |
|
|
$ |
355 |
|
|
|
|
380 |
|
Government of Norway |
|
|
|
|
|
|
|
|
|
|
2.000%, 05/24/2023 (A) |
|
|
NOK |
3,895 |
|
|
|
|
485 |
|
Kommunalbanken MTN |
|
|
|
|
|
|
|
|
|
|
1.000%, 03/15/2018 (A) |
|
|
$ |
800 |
|
|
|
|
798 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,663 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Panama 0.1% |
|
Carnival |
|
|
|
|
|
|
|
|
|
|
1.875%, 11/07/2022 |
|
|
|
390 |
|
|
|
|
469 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Poland 0.8% |
|
Republic of Poland |
|
|
|
|
|
|
|
|
|
|
3.250%, 07/25/2025 |
|
|
PLN |
1,870 |
|
|
|
|
509 |
|
2.500%, 07/25/2018 |
|
|
|
710 |
|
|
|
|
193 |
|
2.500%, 07/25/2026 |
|
|
|
2,160 |
|
|
|
|
550 |
|
Republic of Poland MTN |
|
|
|
|
|
|
|
|
|
|
1.500%, 01/19/2026 |
|
|
EUR |
600 |
|
|
|
|
719 |
|
Republic of Poland, Ser 1019 |
|
|
|
|
|
|
|
|
|
|
5.500%, 10/25/2019 |
|
|
PLN |
1,520 |
|
|
|
|
442 |
|
Republic of Poland, Ser 1021 |
|
|
|
|
|
|
|
|
|
|
5.750%, 10/25/2021 |
|
|
|
3,490 |
|
|
|
|
1,067 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,480 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Portugal 0.1% |
|
EDP Finance BV MTN |
|
|
|
|
|
|
|
|
|
|
2.000%, 04/22/2025 |
|
|
EUR |
370 |
|
|
|
|
429 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Romania 0.0% |
|
Romanian Government International Bond MTN |
|
|
|
|
|
|
|
|
|
|
2.875%, 05/26/2028 |
|
|
|
150 |
|
|
|
|
176 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Russia 0.2% |
|
Russian Federal Bond - OFZ |
|
|
|
|
|
|
|
|
|
|
7.600%, 04/14/2021 |
|
|
RUB |
45,465 |
|
|
|
|
761 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
Saudi Arabia 0.1% |
|
Saudi Government International Bond MTN |
|
|
|
|
|
|
|
|
|
|
2.375%, 10/26/2021 (A) |
|
|
$ |
275 |
|
|
|
$ |
271 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Singapore 0.4% |
|
Government of Singapore |
|
|
|
|
|
|
|
|
|
|
4.000%, 09/01/2018 |
|
|
SGD |
495 |
|
|
|
|
372 |
|
3.125%, 09/01/2022 |
|
|
|
275 |
|
|
|
|
214 |
|
3.000%, 09/01/2024 |
|
|
|
859 |
|
|
|
|
670 |
|
Lincoln Finance |
|
|
|
|
|
|
|
|
|
|
6.875%, 04/15/2021 |
|
|
EUR |
275 |
|
|
|
|
336 |
|
Temasek Financial I MTN |
|
|
|
|
|
|
|
|
|
|
2.375%, 01/23/2023 (A) |
|
|
$ |
495 |
|
|
|
|
489 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,081 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Slovak Republic 0.0% |
|
Slovakia Government Bond |
|
|
|
|
|
|
|
|
|
|
3.375%, 11/15/2024 |
|
|
EUR |
110 |
|
|
|
|
151 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Slovenia 0.0% |
|
Slovenia Government Bond |
|
|
|
|
|
|
|
|
|
|
1.500%, 03/25/2035 |
|
|
|
206 |
|
|
|
|
220 |
|
|
|
|
|
|
|
|
|
|
|
|
|
South Africa 0.8% |
|
Myriad International Holdings |
|
|
|
|
|
|
|
|
|
|
4.850%, 07/06/2027 (A) |
|
|
$ |
370 |
|
|
|
|
370 |
|
Republic of South Africa |
|
|
|
|
|
|
|
|
|
|
10.500%, 12/21/2026 |
|
|
ZAR |
8,154 |
|
|
|
|
690 |
|
8.750%, 02/28/2048 |
|
|
|
27,404 |
|
|
|
|
1,864 |
|
8.000%, 01/31/2030 |
|
|
|
5,425 |
|
|
|
|
375 |
|
4.300%, 10/12/2028 |
|
|
$ |
200 |
|
|
|
|
187 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,486 |
|
|
|
|
|
|
|
|
|
|
|
|
|
South Korea 1.1% |
|
Korea Treasury Bond |
|
|
|
|
|
|
|
|
|
|
4.250%, 06/10/2021 |
|
|
KRW |
1,977,140 |
|
|
|
|
1,884 |
|
4.000%, 12/10/2031 |
|
|
|
465,320 |
|
|
|
|
493 |
|
3.750%, 12/10/2033 |
|
|
|
190,350 |
|
|
|
|
199 |
|
3.500%, 03/10/2024 |
|
|
|
269,870 |
|
|
|
|
256 |
|
3.250%, 09/10/2018 |
|
|
|
520,990 |
|
|
|
|
464 |
|
3.000%, 09/10/2024 |
|
|
|
186,630 |
|
|
|
|
173 |
|
2.750%, 03/10/2018 |
|
|
|
511,230 |
|
|
|
|
451 |
|
2.750%, 12/10/2044 |
|
|
|
593,940 |
|
|
|
|
567 |
|
1.500%, 12/10/2026 |
|
|
|
784,410 |
|
|
|
|
644 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,131 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Spain 5.1% |
|
Ayt Cedulas Cajas Global |
|
|
|
|
|
|
|
|
|
|
4.750%, 05/25/2027 |
|
|
EUR |
400 |
|
|
|
|
600 |
|
3.750%, 12/14/2022 |
|
|
|
600 |
|
|
|
|
803 |
|
Banco de Sabadell |
|
|
|
|
|
|
|
|
|
|
0.875%, 11/12/2021 |
|
|
|
400 |
|
|
|
|
468 |
|
Banco de Sabadell MTN |
|
|
|
|
|
|
|
|
|
|
5.625%, 05/06/2026 |
|
|
|
1,100 |
|
|
|
|
1,415 |
|
|
|
|
6 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
|
GLOBAL BONDS (continued) |
|
Banco Popular Espanol |
|
|
|
|
|
|
|
|
|
|
3.750%, 01/22/2019 |
|
|
EUR |
100 |
|
|
|
$ |
121 |
|
2.125%, 10/08/2019 |
|
|
|
100 |
|
|
|
|
120 |
|
Banco Santander |
|
|
|
|
|
|
|
|
|
|
3.500%, 04/11/2022 |
|
|
$ |
200 |
|
|
|
|
205 |
|
Bankia |
|
|
|
|
|
|
|
|
|
|
4.125%, 03/24/2036 |
|
|
EUR |
200 |
|
|
|
|
289 |
|
0.875%, 01/21/2021 |
|
|
|
300 |
|
|
|
|
351 |
|
Bankinter |
|
|
|
|
|
|
|
|
|
|
2.500%, 04/06/2027 (B) |
|
|
|
200 |
|
|
|
|
230 |
|
CaixaBank |
|
|
|
|
|
|
|
|
|
|
0.000%, 01/09/2018 (B) |
|
|
|
200 |
|
|
|
|
228 |
|
CaixaBank MTN |
|
|
|
|
|
|
|
|
|
|
3.500%, 02/15/2027 (B) |
|
|
|
1,100 |
|
|
|
|
1,310 |
|
Cirsa Funding Luxembourg |
|
|
|
|
|
|
|
|
|
|
5.875%, 05/15/2023 |
|
|
|
165 |
|
|
|
|
197 |
|
5.750%, 05/15/2021 |
|
|
|
100 |
|
|
|
|
121 |
|
Ferrovial Emisiones MTN |
|
|
|
|
|
|
|
|
|
|
3.375%, 06/07/2021 |
|
|
|
475 |
|
|
|
|
604 |
|
Gas Natural Fenosa Finance MTN |
|
|
|
|
|
|
|
|
|
|
1.375%, 01/19/2027 |
|
|
|
200 |
|
|
|
|
226 |
|
Government of Spain |
|
|
|
|
|
|
|
|
|
|
6.000%, 01/31/2029 |
|
|
|
465 |
|
|
|
|
766 |
|
4.700%, 07/30/2041 (A) |
|
|
|
464 |
|
|
|
|
723 |
|
4.200%, 01/31/2037 (A) |
|
|
|
475 |
|
|
|
|
691 |
|
2.900%, 10/31/2046 (A) |
|
|
|
1,003 |
|
|
|
|
1,156 |
|
2.750%, 10/31/2024 (A) |
|
|
|
591 |
|
|
|
|
756 |
|
1.950%, 07/30/2030 (A) |
|
|
|
120 |
|
|
|
|
137 |
|
1.600%, 04/30/2025 (A) |
|
|
|
241 |
|
|
|
|
285 |
|
1.500%, 04/30/2027 (A) |
|
|
|
450 |
|
|
|
|
512 |
|
1.400%, 01/31/2020 |
|
|
|
885 |
|
|
|
|
1,052 |
|
1.300%, 10/31/2026 (A) |
|
|
|
3,597 |
|
|
|
|
4,062 |
|
1.150%, 07/30/2020 |
|
|
|
935 |
|
|
|
|
1,108 |
|
0.750%, 07/30/2021 |
|
|
|
367 |
|
|
|
|
430 |
|
0.400%, 04/30/2022 |
|
|
|
1,020 |
|
|
|
|
1,168 |
|
0.250%, 04/30/2018 |
|
|
|
1,500 |
|
|
|
|
1,719 |
|
Iberdrola Finanzas MTN |
|
|
|
|
|
|
|
|
|
|
1.000%, 03/07/2024 |
|
|
|
100 |
|
|
|
|
115 |
|
Kutxabank |
|
|
|
|
|
|
|
|
|
|
1.250%, 09/22/2025 |
|
|
|
300 |
|
|
|
|
352 |
|
Santander Consumer Finance MTN |
|
|
|
|
|
|
|
|
|
|
0.900%, 02/18/2020 |
|
|
|
300 |
|
|
|
|
348 |
|
Santander Issuances MTN |
|
|
|
|
|
|
|
|
|
|
3.250%, 04/04/2026 |
|
|
|
300 |
|
|
|
|
365 |
|
Telefonica Emisiones MTN |
|
|
|
|
|
|
|
|
|
|
5.375%, 02/02/2018 |
|
|
GBP |
185 |
|
|
|
|
246 |
|
1.460%, 04/13/2026 |
|
|
EUR |
300 |
|
|
|
|
340 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
23,619 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Supra-National 0.5% |
|
|
|
|
|
|
|
|
|
|
European Investment Bank |
|
|
|
|
|
|
|
|
|
|
1.900%, 01/26/2026 |
|
|
JPY |
50,000 |
|
|
|
|
524 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
European Investment Bank MTN |
|
|
|
|
|
|
|
|
|
|
1.250%, 05/12/2025 |
|
|
SEK |
7,500 |
|
|
|
$ |
899 |
|
International Bank for Reconstruction & Development MTN |
|
|
|
|
|
|
|
|
|
|
2.800%, 01/13/2021 |
|
|
AUD |
1,230 |
|
|
|
|
955 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,378 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Sweden 0.9% |
|
Essity |
|
|
|
|
|
|
|
|
|
|
1.125%, 03/27/2024 |
|
|
|
175 |
|
|
|
|
200 |
|
Intrum Justitia |
|
|
|
|
|
|
|
|
|
|
2.750%, 07/15/2022 (A) |
|
|
EUR |
330 |
|
|
|
|
378 |
|
Kingdom of Sweden |
|
|
|
|
|
|
|
|
|
|
3.500%, 03/30/2039 |
|
|
SEK |
545 |
|
|
|
|
87 |
|
1.500%, 11/13/2023 (A) |
|
|
|
2,575 |
|
|
|
|
329 |
|
1.000%, 11/12/2026 |
|
|
|
2,505 |
|
|
|
|
306 |
|
Kingdom of Sweden, Ser 1047 |
|
|
|
|
|
|
|
|
|
|
5.000%, 12/01/2020 |
|
|
|
3,700 |
|
|
|
|
518 |
|
Kingdom of Sweden, Ser 1052 |
|
|
|
|
|
|
|
|
|
|
4.250%, 03/12/2019 |
|
|
|
5,275 |
|
|
|
|
677 |
|
Nordea Bank MTN |
|
|
|
|
|
|
|
|
|
|
6.125%, 03/23/2166 (B) |
|
|
$ |
280 |
|
|
|
|
293 |
|
Skandinaviska Enskilda Banken |
|
|
|
|
|
|
|
|
|
|
1.806%, 09/13/2019 (A)(B) |
|
|
|
200 |
|
|
|
|
201 |
|
Skandinaviska Enskilda Banken MTN |
|
|
|
|
|
|
|
|
|
|
5.750%, 11/29/2049 (B) |
|
|
|
265 |
|
|
|
|
272 |
|
Stadshypotek MTN |
|
|
|
|
|
|
|
|
|
|
4.250%, 10/10/2017 |
|
|
AUD |
600 |
|
|
|
|
463 |
|
Svenska Handelsbanken |
|
|
|
|
|
|
|
|
|
|
5.250%, 12/29/2049 (B) |
|
|
$ |
370 |
|
|
|
|
375 |
|
Vattenfall |
|
|
|
|
|
|
|
|
|
|
3.000%, 03/19/2077 (B) |
|
|
EUR |
175 |
|
|
|
|
195 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,294 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Switzerland 1.2% |
|
Credit Suisse Group (A) |
|
|
|
|
|
|
|
|
|
|
7.500%, 12/11/2048 (B) |
|
|
$ |
270 |
|
|
|
|
303 |
|
4.282%, 01/09/2028 |
|
|
|
250 |
|
|
|
|
258 |
|
Dufry Finance |
|
|
|
|
|
|
|
|
|
|
4.500%, 08/01/2023 |
|
|
|
220 |
|
|
|
|
267 |
|
Government of Switzerland |
|
|
|
|
|
|
|
|
|
|
3.500%, 04/08/2033 |
|
|
CHF |
310 |
|
|
|
|
488 |
|
3.000%, 05/12/2019 |
|
|
|
160 |
|
|
|
|
179 |
|
2.000%, 04/28/2021 |
|
|
|
1,070 |
|
|
|
|
1,229 |
|
2.000%, 05/25/2022 |
|
|
|
110 |
|
|
|
|
129 |
|
1.500%, 04/30/2042 |
|
|
|
300 |
|
|
|
|
396 |
|
1.250%, 06/11/2024 |
|
|
|
585 |
|
|
|
|
676 |
|
UBS Group |
|
|
|
|
|
|
|
|
|
|
5.750%, 12/29/2049 (B) |
|
|
EUR |
340 |
|
|
|
|
428 |
|
UBS Group Funding Switzerland |
|
|
|
|
|
|
|
|
|
|
4.125%, 09/24/2025 (A) |
|
|
$ |
220 |
|
|
|
|
231 |
|
1.750%, 11/16/2022 |
|
|
EUR |
427 |
|
|
|
|
513 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
|
7 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
|
GLOBAL BONDS (continued) |
|
1.500%, 11/30/2024 |
|
|
EUR |
325 |
|
|
|
$ |
379 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,476 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Thailand 0.3% |
|
Thailand Government Bond |
|
|
|
|
|
|
|
|
|
|
4.875%, 06/22/2029 |
|
|
THB |
16,300 |
|
|
|
|
579 |
|
4.675%, 06/29/2044 |
|
|
|
1,800 |
|
|
|
|
65 |
|
3.650%, 12/17/2021 |
|
|
|
16,020 |
|
|
|
|
506 |
|
3.625%, 06/16/2023 |
|
|
|
7,815 |
|
|
|
|
248 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,398 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Turkey 0.2% |
|
Export Credit Bank of Turkey MTN |
|
|
|
|
|
|
|
|
|
|
5.375%, 02/08/2021 |
|
|
$ |
290 |
|
|
|
|
299 |
|
Turkey Government International Bond |
|
|
|
|
|
|
|
|
|
|
5.125%, 05/18/2020 |
|
|
EUR |
415 |
|
|
|
|
518 |
|
Turkiye Vakiflar Bankasi TAO |
|
|
|
|
|
|
|
|
|
|
2.375%, 05/04/2021 |
|
|
|
185 |
|
|
|
|
211 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,028 |
|
|
|
|
|
|
|
|
|
|
|
|
|
United Kingdom 9.9% |
|
Anglian Water Services Financing |
|
|
|
|
|
|
|
|
|
|
6.875%, 08/21/2023 |
|
|
GBP |
230 |
|
|
|
|
391 |
|
Anglo American Capital |
|
|
|
|
|
|
|
|
|
|
3.750%, 04/10/2022 (A) |
|
|
$ |
280 |
|
|
|
|
281 |
|
Arqiva Financing MTN |
|
|
|
|
|
|
|
|
|
|
4.040%, 06/30/2020 |
|
|
GBP |
220 |
|
|
|
|
303 |
|
Aviva MTN |
|
|
|
|
|
|
|
|
|
|
3.375%, 12/04/2045 (B) |
|
|
EUR |
280 |
|
|
|
|
328 |
|
Barclays |
|
|
|
|
|
|
|
|
|
|
8.000%, 12/15/2049 (B) |
|
|
|
340 |
|
|
|
|
425 |
|
Barclays MTN |
|
|
|
|
|
|
|
|
|
|
2.625%, 11/11/2025 (B) |
|
|
|
260 |
|
|
|
|
305 |
|
1.875%, 03/23/2021 |
|
|
|
260 |
|
|
|
|
310 |
|
Barclays Bank MTN |
|
|
|
|
|
|
|
|
|
|
10.000%, 05/21/2021 |
|
|
GBP |
180 |
|
|
|
|
300 |
|
BAT International Finance MTN |
|
|
|
|
|
|
|
|
|
|
0.875%, 10/13/2023 |
|
|
EUR |
625 |
|
|
|
|
701 |
|
BP Capital Markets MTN |
|
|
|
|
|
|
|
|
|
|
2.177%, 09/28/2021 |
|
|
|
245 |
|
|
|
|
300 |
|
Canary Wharf Finance II |
|
|
|
|
|
|
|
|
|
|
6.455%, 04/22/2030 |
|
|
GBP |
14 |
|
|
|
|
31 |
|
5.952%, 01/22/2035 |
|
|
|
20 |
|
|
|
|
36 |
|
Coventry Building Society MTN |
|
|
|
|
|
|
|
|
|
|
4.625%, 04/19/2018 |
|
|
|
230 |
|
|
|
|
308 |
|
Delphi Automotive |
|
|
|
|
|
|
|
|
|
|
1.500%, 03/10/2025 |
|
|
EUR |
420 |
|
|
|
|
476 |
|
FCE Bank MTN |
|
|
|
|
|
|
|
|
|
|
1.615%, 05/11/2023 |
|
|
|
510 |
|
|
|
|
592 |
|
HBOS Capital Funding |
|
|
|
|
|
|
|
|
|
|
6.461%, 11/29/2049 (B) |
|
|
GBP |
115 |
|
|
|
|
158 |
|
Heathrow Funding MTN |
|
|
|
|
|
|
|
|
|
|
6.000%, 03/20/2020 |
|
|
|
100 |
|
|
|
|
145 |
|
1.875%, 05/23/2022 |
|
|
EUR |
750 |
|
|
|
|
909 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
|
GLOBAL BONDS (continued) |
|
HSBC Holdings |
|
|
|
|
|
|
|
|
|
|
6.000%, 12/29/2049 (B) |
|
|
EUR |
345 |
|
|
|
$ |
441 |
|
HSBC Holdings MTN |
|
|
|
|
|
|
|
|
|
|
3.000%, 06/30/2025 |
|
|
|
425 |
|
|
|
|
531 |
|
Imperial Brands Finance |
|
|
|
|
|
|
|
|
|
|
1.375%, 01/27/2025 |
|
|
|
475 |
|
|
|
|
539 |
|
0.500%, 07/27/2021 |
|
|
|
150 |
|
|
|
|
170 |
|
International Game Technology |
|
|
|
|
|
|
|
|
|
|
4.750%, 02/15/2023 |
|
|
|
160 |
|
|
|
|
199 |
|
Lecta |
|
|
|
|
|
|
|
|
|
|
6.500%, 08/01/2023 (A) |
|
|
|
113 |
|
|
|
|
136 |
|
Lloyds Bank MTN |
|
|
|
|
|
|
|
|
|
|
1.000%, 11/19/2021 |
|
|
|
300 |
|
|
|
|
352 |
|
Lloyds Banking Group |
|
|
|
|
|
|
|
|
|
|
6.375%, 06/27/2049 (B) |
|
|
|
355 |
|
|
|
|
433 |
|
Mondi Finance MTN |
|
|
|
|
|
|
|
|
|
|
1.500%, 04/15/2024 |
|
|
|
500 |
|
|
|
|
581 |
|
Nationwide Building Society MTN |
|
|
|
|
|
|
|
|
|
|
4.625%, 02/08/2021 |
|
|
|
550 |
|
|
|
|
730 |
|
4.125%, 03/20/2023 (B) |
|
|
|
295 |
|
|
|
|
345 |
|
0.500%, 10/29/2019 |
|
|
|
345 |
|
|
|
|
397 |
|
Northumbrian Water Finance |
|
|
|
|
|
|
|
|
|
|
6.875%, 02/06/2023 |
|
|
GBP |
190 |
|
|
|
|
315 |
|
Royal Bank of Scotland MTN |
|
|
|
|
|
|
|
|
|
|
3.875%, 10/19/2020 |
|
|
EUR |
123 |
|
|
|
|
158 |
|
Royal Bank of Scotland Group |
|
|
|
|
|
|
|
|
|
|
7.640%, 09/29/2017 (B) |
|
|
$ |
200 |
|
|
|
|
192 |
|
Royal Bank of Scotland Group MTN |
|
|
|
|
|
|
|
|
|
|
2.500%, 03/22/2023 |
|
|
EUR |
665 |
|
|
|
|
805 |
|
Santander UK |
|
|
|
|
|
|
|
|
|
|
6.222%, 05/29/2049 (B) |
|
|
GBP |
170 |
|
|
|
|
214 |
|
Santander UK MTN |
|
|
|
|
|
|
|
|
|
|
4.250%, 04/12/2021 |
|
|
EUR |
350 |
|
|
|
|
461 |
|
1.125%, 01/14/2022 |
|
|
|
330 |
|
|
|
|
385 |
|
Sky MTN |
|
|
|
|
|
|
|
|
|
|
1.500%, 09/15/2021 |
|
|
|
355 |
|
|
|
|
419 |
|
Standard Chartered |
|
|
|
|
|
|
|
|
|
|
2.680%, 01/30/2049 (A)(B) |
|
|
$ |
500 |
|
|
|
|
425 |
|
Standard Chartered MTN |
|
|
|
|
|
|
|
|
|
|
4.000%, 10/21/2025 (B) |
|
|
EUR |
170 |
|
|
|
|
209 |
|
TSB Banking Group MTN |
|
|
|
|
|
|
|
|
|
|
5.750%, 05/06/2026 (B) |
|
|
GBP |
104 |
|
|
|
|
146 |
|
United Kingdom Gilt |
|
|
|
|
|
|
|
|
|
|
4.500%, 12/07/2042 |
|
|
|
675 |
|
|
|
|
1,340 |
|
4.250%, 12/07/2027 |
|
|
|
125 |
|
|
|
|
210 |
|
4.250%, 06/07/2032 |
|
|
|
110 |
|
|
|
|
193 |
|
4.250%, 06/07/2032 |
|
|
|
2,500 |
|
|
|
|
4,379 |
|
3.750%, 07/22/2052 |
|
|
|
115 |
|
|
|
|
225 |
|
3.500%, 01/22/2045 |
|
|
|
2,470 |
|
|
|
|
4,304 |
|
3.250%, 01/22/2044 |
|
|
|
990 |
|
|
|
|
1,642 |
|
2.500%, 07/22/2065 |
|
|
|
955 |
|
|
|
|
1,566 |
|
2.000%, 09/07/2025 |
|
|
|
3,038 |
|
|
|
|
4,238 |
|
|
|
|
8 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
1.750%, 07/22/2019 |
|
|
GBP |
1,655 |
|
|
|
$ |
2,211 |
|
1.500%, 01/22/2021 |
|
|
|
875 |
|
|
|
|
1,177 |
|
1.250%, 07/22/2018 |
|
|
|
281 |
|
|
|
|
368 |
|
0.500%, 07/22/2022 |
|
|
|
1,688 |
|
|
|
|
2,172 |
|
United Kingdom Treasury |
|
|
|
|
|
|
|
|
|
|
4.750%, 12/07/2030 |
|
|
|
1,035 |
|
|
|
|
1,873 |
|
4.250%, 03/07/2036 |
|
|
|
360 |
|
|
|
|
650 |
|
4.250%, 09/07/2039 |
|
|
|
1,070 |
|
|
|
|
1,989 |
|
4.250%, 12/07/2040 |
|
|
|
275 |
|
|
|
|
518 |
|
Virgin Media Finance MTN |
|
|
|
|
|
|
|
|
|
|
4.500%, 01/15/2025 |
|
|
EUR |
121 |
|
|
|
|
144 |
|
Virgin Media Secured Finance MTN |
|
|
|
|
|
|
|
|
|
|
11.000%, 01/15/2021 (C) |
|
|
GBP |
300 |
|
|
|
|
452 |
|
Wales & West Utilities Finance |
|
|
|
|
|
|
|
|
|
|
6.250%, 11/30/2021 |
|
|
|
240 |
|
|
|
|
379 |
|
Western Power Distribution West Midlands |
|
|
|
|
|
|
|
|
|
|
3.875%, 10/17/2024 |
|
|
|
230 |
|
|
|
|
337 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
45,249 |
|
|
|
|
|
|
|
|
|
|
|
|
|
United States 8.1% |
|
21st Century Fox America |
|
|
|
|
|
|
|
|
|
|
4.500%, 02/15/2021 |
|
|
$ |
75 |
|
|
|
|
80 |
|
Adient Global Holdings |
|
|
|
|
|
|
|
|
|
|
3.500%, 08/15/2024 |
|
|
EUR |
215 |
|
|
|
|
249 |
|
Aetna |
|
|
|
|
|
|
|
|
|
|
2.800%, 06/15/2023 |
|
|
$ |
250 |
|
|
|
|
250 |
|
2.750%, 11/15/2022 |
|
|
|
40 |
|
|
|
|
40 |
|
Allergan |
|
|
|
|
|
|
|
|
|
|
0.500%, 06/01/2021 |
|
|
|
785 |
|
|
|
|
894 |
|
Altria Group |
|
|
|
|
|
|
|
|
|
|
4.750%, 05/05/2021 |
|
|
|
180 |
|
|
|
|
196 |
|
4.250%, 08/09/2042 |
|
|
|
265 |
|
|
|
|
274 |
|
American Express Credit |
|
|
|
|
|
|
|
|
|
|
0.625%, 11/22/2021 |
|
|
EUR |
367 |
|
|
|
|
421 |
|
American International Group |
|
|
|
|
|
|
|
|
|
|
1.994%, 03/15/2067 (B) |
|
|
GBP |
150 |
|
|
|
|
185 |
|
1.875%, 06/21/2027 |
|
|
EUR |
490 |
|
|
|
|
553 |
|
Amgen |
|
|
|
|
|
|
|
|
|
|
1.250%, 02/25/2022 |
|
|
|
550 |
|
|
|
|
646 |
|
Anthem |
|
|
|
|
|
|
|
|
|
|
4.650%, 01/15/2043 |
|
|
$ |
110 |
|
|
|
|
118 |
|
2.300%, 07/15/2018 |
|
|
|
150 |
|
|
|
|
151 |
|
AT&T |
|
|
|
|
|
|
|
|
|
|
3.550%, 09/14/2037 |
|
|
GBP |
375 |
|
|
|
|
473 |
|
3.150%, 09/04/2036 |
|
|
EUR |
295 |
|
|
|
|
332 |
|
2.400%, 03/15/2024 |
|
|
|
400 |
|
|
|
|
487 |
|
1.050%, 09/04/2023 |
|
|
|
645 |
|
|
|
|
732 |
|
Bank of America MTN |
|
|
|
|
|
|
|
|
|
|
5.500%, 11/22/2021 |
|
|
GBP |
225 |
|
|
|
|
338 |
|
2.375%, 06/19/2024 |
|
|
EUR |
835 |
|
|
|
|
1,023 |
|
1.625%, 09/14/2022 |
|
|
|
261 |
|
|
|
|
309 |
|
0.219%, 09/14/2018 (B) |
|
|
|
375 |
|
|
|
|
428 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
Berkshire Hathaway |
|
|
|
|
|
|
|
|
|
|
0.625%, 01/17/2023 |
|
|
EUR |
485 |
|
|
|
$ |
551 |
|
0.500%, 03/13/2020 |
|
|
|
570 |
|
|
|
|
656 |
|
Carnival |
|
|
|
|
|
|
|
|
|
|
1.625%, 02/22/2021 |
|
|
|
180 |
|
|
|
|
214 |
|
Charter Communications Operating |
|
|
|
|
|
|
|
|
|
|
4.908%, 07/23/2025 |
|
|
$ |
375 |
|
|
|
|
405 |
|
Citigroup MTN |
|
|
|
|
|
|
|
|
|
|
1.500%, 10/26/2028 |
|
|
EUR |
1,400 |
|
|
|
|
1,547 |
|
0.750%, 10/26/2023 |
|
|
|
735 |
|
|
|
|
823 |
|
Coca-Cola |
|
|
|
|
|
|
|
|
|
|
1.100%, 09/02/2036 |
|
|
|
145 |
|
|
|
|
146 |
|
Crown European Holdings |
|
|
|
|
|
|
|
|
|
|
3.375%, 05/15/2025 |
|
|
|
330 |
|
|
|
|
390 |
|
DH Europe Finance |
|
|
|
|
|
|
|
|
|
|
1.700%, 01/04/2022 |
|
|
|
535 |
|
|
|
|
642 |
|
Discovery Communications |
|
|
|
|
|
|
|
|
|
|
1.900%, 03/19/2027 |
|
|
|
140 |
|
|
|
|
152 |
|
Dover MTN |
|
|
|
|
|
|
|
|
|
|
2.125%, 12/01/2020 |
|
|
|
267 |
|
|
|
|
323 |
|
FedEx |
|
|
|
|
|
|
|
|
|
|
1.000%, 01/11/2023 |
|
|
|
560 |
|
|
|
|
642 |
|
Fidelity National Information Services |
|
|
|
|
|
|
|
|
|
|
1.100%, 07/15/2024 |
|
|
|
290 |
|
|
|
|
327 |
|
0.400%, 01/15/2021 |
|
|
|
739 |
|
|
|
|
841 |
|
General Electric |
|
|
|
|
|
|
|
|
|
|
1.500%, 05/17/2029 |
|
|
|
1,665 |
|
|
|
|
1,875 |
|
General Motors Financial MTN |
|
|
|
|
|
|
|
|
|
|
0.955%, 09/07/2023 |
|
|
|
840 |
|
|
|
|
927 |
|
Goldman Sachs Group |
|
|
|
|
|
|
|
|
|
|
2.625%, 04/25/2021 |
|
|
$ |
425 |
|
|
|
|
426 |
|
Goldman Sachs Group MTN |
|
|
|
|
|
|
|
|
|
|
3.000%, 02/12/2031 |
|
|
EUR |
926 |
|
|
|
|
1,133 |
|
2.000%, 07/27/2023 |
|
|
|
900 |
|
|
|
|
1,078 |
|
1.625%, 07/27/2026 |
|
|
|
375 |
|
|
|
|
423 |
|
Hertz Holdings Netherlands |
|
|
|
|
|
|
|
|
|
|
4.375%, 01/15/2019 |
|
|
|
265 |
|
|
|
|
304 |
|
Hess |
|
|
|
|
|
|
|
|
|
|
4.300%, 04/01/2027 |
|
|
$ |
333 |
|
|
|
|
325 |
|
Hewlett Packard Enterprise |
|
|
|
|
|
|
|
|
|
|
4.900%, 10/15/2025 |
|
|
|
350 |
|
|
|
|
367 |
|
Honeywell International |
|
|
|
|
|
|
|
|
|
|
1.300%, 02/22/2023 |
|
|
|
520 |
|
|
|
|
610 |
|
HSBC Holdings |
|
|
|
|
|
|
|
|
|
|
2.950%, 05/25/2021 |
|
|
|
375 |
|
|
|
|
380 |
|
JPMorgan Chase |
|
|
|
|
|
|
|
|
|
|
3.200%, 06/15/2026 |
|
|
|
175 |
|
|
|
|
173 |
|
Mastercard |
|
|
|
|
|
|
|
|
|
|
1.100%, 12/01/2022 |
|
|
EUR |
445 |
|
|
|
|
520 |
|
McKesson |
|
|
|
|
|
|
|
|
|
|
1.500%, 11/17/2025 |
|
|
|
278 |
|
|
|
|
317 |
|
0.625%, 08/17/2021 |
|
|
|
355 |
|
|
|
|
403 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
|
9 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
Molson Coors Brewing |
|
|
|
|
|
|
|
|
|
|
1.250%, 07/15/2024 |
|
|
EUR |
710 |
|
|
|
$ |
804 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
|
|
1.875%, 03/30/2023 |
|
|
|
490 |
|
|
|
|
585 |
|
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
|
|
1.875%, 04/27/2027 |
|
|
|
675 |
|
|
|
|
769 |
|
1.750%, 03/11/2024 |
|
|
|
325 |
|
|
|
|
383 |
|
1.750%, 01/30/2025 |
|
|
|
830 |
|
|
|
|
970 |
|
1.375%, 10/27/2026 |
|
|
|
360 |
|
|
|
|
397 |
|
National Capital Trust I (B) |
|
|
|
|
|
|
|
|
|
|
5.620%, 12/17/2018 (A) |
|
|
GBP |
35 |
|
|
|
|
48 |
|
5.620%, 09/29/2049 |
|
|
|
150 |
|
|
|
|
205 |
|
Nordea Bank MTN |
|
|
|
|
|
|
|
|
|
|
2.250%, 05/27/2021 (A) |
|
|
$ |
425 |
|
|
|
|
422 |
|
Odebrecht Finance |
|
|
|
|
|
|
|
|
|
|
7.125%, 06/26/2042 |
|
|
|
280 |
|
|
|
|
113 |
|
Parker-Hannifin |
|
|
|
|
|
|
|
|
|
|
1.125%, 03/01/2025 (A) |
|
|
EUR |
125 |
|
|
|
|
142 |
|
Philip Morris International MTN |
|
|
|
|
|
|
|
|
|
|
2.875%, 03/03/2026 |
|
|
|
235 |
|
|
|
|
304 |
|
1.875%, 03/03/2021 |
|
|
|
300 |
|
|
|
|
361 |
|
PNC Bank |
|
|
|
|
|
|
|
|
|
|
2.700%, 11/01/2022 |
|
|
$ |
445 |
|
|
|
|
445 |
|
PNC Funding |
|
|
|
|
|
|
|
|
|
|
3.300%, 03/08/2022 |
|
|
|
150 |
|
|
|
|
156 |
|
Priceline Group |
|
|
|
|
|
|
|
|
|
|
2.375%, 09/23/2024 |
|
|
|
411 |
|
|
|
|
497 |
|
Prologis International Funding II MTN |
|
|
|
|
|
|
|
|
|
|
2.875%, 04/04/2022 |
|
|
EUR |
220 |
|
|
|
|
275 |
|
Prudential Financial |
|
|
|
|
|
|
|
|
|
|
5.625%, 06/15/2043 (B) |
|
|
$ |
125 |
|
|
|
|
137 |
|
Republic Services |
|
|
|
|
|
|
|
|
|
|
4.750%, 05/15/2023 |
|
|
|
155 |
|
|
|
|
170 |
|
Seagate HDD Cayman |
|
|
|
|
|
|
|
|
|
|
4.750%, 06/01/2023 |
|
|
|
17 |
|
|
|
|
18 |
|
4.750%, 01/01/2025 |
|
|
|
123 |
|
|
|
|
124 |
|
Societe Generale MTN |
|
|
|
|
|
|
|
|
|
|
2.500%, 04/08/2021 (A) |
|
|
|
500 |
|
|
|
|
501 |
|
Southern Power |
|
|
|
|
|
|
|
|
|
|
1.850%, 06/20/2026 |
|
|
EUR |
525 |
|
|
|
|
603 |
|
Telefonica Emisiones SAU |
|
|
|
|
|
|
|
|
|
|
5.213%, 03/08/2047 |
|
|
$ |
228 |
|
|
|
|
246 |
|
Thermo Fisher Scientific |
|
|
|
|
|
|
|
|
|
|
1.500%, 12/01/2020 |
|
|
|
426 |
|
|
|
|
502 |
|
0.750%, 09/12/2024 |
|
|
|
155 |
|
|
|
|
170 |
|
United Technologies |
|
|
|
|
|
|
|
|
|
|
1.125%, 12/15/2021 |
|
|
|
390 |
|
|
|
|
458 |
|
US Bancorp MTN |
|
|
|
|
|
|
|
|
|
|
0.850%, 06/07/2024 |
|
|
EUR |
366 |
|
|
|
|
413 |
|
Vale Overseas |
|
|
|
|
|
|
|
|
|
|
5.875%, 06/10/2021 |
|
|
$ |
25 |
|
|
|
|
27 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
Valeant Pharmaceuticals International |
|
|
|
|
|
|
|
|
|
|
4.500%, 05/15/2023 (A) |
|
|
EUR |
170 |
|
|
|
$ |
159 |
|
Wells Fargo MTN |
|
|
|
|
|
|
|
|
|
|
4.600%, 04/01/2021 |
|
|
$ |
75 |
|
|
|
|
81 |
|
1.625%, 06/02/2025 |
|
|
EUR |
525 |
|
|
|
|
618 |
|
1.375%, 10/26/2026 |
|
|
|
175 |
|
|
|
|
198 |
|
Wells Fargo Bank MTN |
|
|
|
|
|
|
|
|
|
|
5.250%, 08/01/2023 |
|
|
GBP |
350 |
|
|
|
|
542 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
36,942 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Uruguay 0.0% |
|
Republic of Uruguay |
|
|
|
|
|
|
|
|
|
|
9.875%, 06/20/2022 (A) |
|
|
UYU |
3,181 |
|
|
|
|
116 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Global Bonds |
|
|
|
|
|
|
|
|
|
|
(Cost $444,066) ($ Thousands) |
|
|
|
|
|
|
|
|
444,715 |
|
|
|
|
|
|
|
|
|
|
|
|
|
MORTGAGE-BACKED SECURITIES 2.8% |
|
Agency Mortgage-Backed Obligation 0.5% |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2014-HQ2,
Cl M1 |
|
|
|
|
|
|
|
|
|
|
2.666%, 09/25/2024 (B) |
|
|
$ |
52 |
|
|
|
|
53 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-DNA1, Cl M2 |
|
|
|
|
|
|
|
|
|
|
3.066%, 10/25/2027 (B) |
|
|
|
490 |
|
|
|
|
503 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-DNA2, Cl M2 |
|
|
|
|
|
|
|
|
|
|
3.624%, 12/25/2027 (B) |
|
|
|
148 |
|
|
|
|
151 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-HQ2,
Cl M1 |
|
|
|
|
|
|
|
|
|
|
2.316%, 05/25/2025 (B) |
|
|
|
64 |
|
|
|
|
65 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-HQA2, Cl M2 |
|
|
|
|
|
|
|
|
|
|
4.016%, 05/25/2028 (B) |
|
|
|
235 |
|
|
|
|
242 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2016-DNA1, Cl M2 |
|
|
|
|
|
|
|
|
|
|
3.924%, 07/25/2028 (B) |
|
|
|
276 |
|
|
|
|
286 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2016-HQA1, Cl M3 |
|
|
|
|
|
|
|
|
|
|
7.374%, 09/25/2028 (B) |
|
|
|
250 |
|
|
|
|
306 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-DNA1, Cl M1 |
|
|
|
|
|
|
|
|
|
|
2.416%, 07/25/2029 (B) |
|
|
|
366 |
|
|
|
|
371 |
|
|
|
|
10 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-DNA2, Cl M2 |
|
|
|
|
|
|
|
|
|
|
4.666%, 10/25/2029 (B) |
|
|
$ |
470 |
|
|
|
$ |
496 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,473 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Non-Agency Mortgage-Backed Obligation
2.3% |
|
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-6,
Cl 3A |
|
|
|
|
|
|
|
|
|
|
3.183%, 09/25/2034 (B) |
|
|
|
35 |
|
|
|
|
34 |
|
Bear Stearns Commercial Mortgage Securities, Ser 2006-PW13, Cl AJ |
|
|
|
|
|
|
|
|
|
|
5.611%, 09/11/2041 (B) |
|
|
|
2 |
|
|
|
|
3 |
|
Citigroup Commercial Mortgage Trust, Ser 2014-GC19, Cl D |
|
|
|
|
|
|
|
|
|
|
4.901%, 03/10/2047 (A)(B) |
|
|
|
20 |
|
|
|
|
18 |
|
Citigroup Commercial Mortgage Trust, Ser 2015-GC29, Cl A3 |
|
|
|
|
|
|
|
|
|
|
2.935%, 04/10/2048 |
|
|
|
30 |
|
|
|
|
30 |
|
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 |
|
|
|
95 |
|
|
|
|
100 |
|
Citigroup Commercial Mortgage Trust, Ser 2016-GC36, Cl A5 |
|
|
|
|
|
|
|
|
|
|
3.616%, 02/10/2049 |
|
|
|
150 |
|
|
|
|
155 |
|
Citigroup Mortgage Loan Trust, Ser 2005-2, Cl 1A4 |
|
|
|
|
|
|
|
|
|
|
3.231%, 05/25/2035 (B) |
|
|
|
326 |
|
|
|
|
325 |
|
COMM Mortgage Trust, Ser 2008-LS1, Cl A4B |
|
|
|
|
|
|
|
|
|
|
6.109%, 12/10/2049 (B) |
|
|
|
53 |
|
|
|
|
53 |
|
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, Ser 2012-CRE4, Cl XA, IO |
|
|
|
|
|
|
|
|
|
|
1.884%, 10/15/2045 (B) |
|
|
|
166 |
|
|
|
|
11 |
|
COMM Mortgage Trust, Ser 2013-CR10, Cl XA, IO |
|
|
|
|
|
|
|
|
|
|
1.067%, 08/10/2046 (B) |
|
|
|
495 |
|
|
|
|
17 |
|
COMM Mortgage Trust, Ser 2013-CR6, Cl A4 |
|
|
|
|
|
|
|
|
|
|
3.101%, 03/10/2046 |
|
|
|
135 |
|
|
|
|
138 |
|
COMM Mortgage Trust, Ser 2013-CR6, Cl D |
|
|
|
|
|
|
|
|
|
|
4.170%, 03/10/2046 (A)(B) |
|
|
|
515 |
|
|
|
|
471 |
|
COMM Mortgage Trust, Ser 2013-CR7, Cl XA, IO |
|
|
|
|
|
|
|
|
|
|
1.484%, 03/10/2046 (B) |
|
|
|
860 |
|
|
|
|
47 |
|
COMM Mortgage Trust, Ser 2013-CR8, Cl A4 |
|
|
|
|
|
|
|
|
|
|
3.334%, 06/10/2046 |
|
|
|
205 |
|
|
|
|
211 |
|
COMM Mortgage Trust, Ser 2014-CCRE14, Cl A3 |
|
|
|
|
|
|
|
|
|
|
3.955%, 02/10/2047 |
|
|
|
70 |
|
|
|
|
75 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
|
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 |
|
|
|
60 |
|
|
|
|
63 |
|
COMM Mortgage Trust, Ser 2014-UBS4, Cl A5 |
|
|
|
|
|
|
|
|
|
|
3.694%, 08/10/2047 |
|
|
|
180 |
|
|
|
|
187 |
|
COMM Mortgage Trust, Ser 2015-3BP, Cl A |
|
|
|
|
|
|
|
|
|
|
3.178%, 02/10/2035 (A) |
|
|
|
100 |
|
|
|
|
101 |
|
COMM Mortgage Trust, Ser 2015-DC1, Cl A5 |
|
|
|
|
|
|
|
|
|
|
3.350%, 02/10/2048 |
|
|
|
155 |
|
|
|
|
157 |
|
COMM Mortgage Trust, Ser 2015-PC1, Cl A4 |
|
|
|
|
|
|
|
|
|
|
3.620%, 07/10/2050 |
|
|
|
50 |
|
|
|
|
52 |
|
COMM Mortgage Trust, Ser 2016-DC2, Cl A5 |
|
|
|
|
|
|
|
|
|
|
3.765%, 02/10/2049 |
|
|
|
195 |
|
|
|
|
204 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2008-C1,
Cl A3 |
|
|
|
|
|
|
|
|
|
|
6.302%, 02/15/2041 (B) |
|
|
|
27 |
|
|
|
|
27 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2014-CR14, Cl XA, IO |
|
|
|
|
|
|
|
|
|
|
0.823%, 02/10/2047 (B) |
|
|
|
679 |
|
|
|
|
21 |
|
Credit Suisse First Boston Mortgage Securities, Ser 2005-C2,
Cl AMFX |
|
|
|
|
|
|
|
|
|
|
4.877%, 04/15/2037 |
|
|
|
21 |
|
|
|
|
21 |
|
CSAIL Commercial Mortgage Trust, Ser 2015-C1, Cl XA, IO |
|
|
|
|
|
|
|
|
|
|
0.951%, 04/15/2050 (B) |
|
|
|
1,457 |
|
|
|
|
76 |
|
CSAIL Commercial Mortgage Trust, Ser 2015-C2, Cl XA, IO |
|
|
|
|
|
|
|
|
|
|
0.870%, 06/15/2057 (B) |
|
|
|
532 |
|
|
|
|
26 |
|
CSAIL Commercial Mortgage Trust, Ser 2015-C3, Cl A3 |
|
|
|
|
|
|
|
|
|
|
3.447%, 08/15/2048 |
|
|
|
85 |
|
|
|
|
87 |
|
CSAIL Commercial Mortgage Trust, Ser 2015-C3, Cl D |
|
|
|
|
|
|
|
|
|
|
3.508%, 08/15/2048 (B) |
|
|
|
75 |
|
|
|
|
57 |
|
CSAIL Commercial Mortgage Trust, Ser 2015-C4, Cl A4 |
|
|
|
|
|
|
|
|
|
|
3.808%, 11/15/2048 |
|
|
|
155 |
|
|
|
|
162 |
|
CSAIL Commercial Mortgage Trust, Ser 2016-C5, Cl XA, IO |
|
|
|
|
|
|
|
|
|
|
1.054%, 11/15/2048 (B) |
|
|
|
993 |
|
|
|
|
59 |
|
CSAIL Commercial Mortgage Trust, Ser 2016-C7, Cl A5 |
|
|
|
|
|
|
|
|
|
|
3.502%, 11/15/2049 |
|
|
|
205 |
|
|
|
|
209 |
|
FNMA Connecticut Avenue Securities, Ser 2013-C01,
Cl M1 |
|
|
|
|
|
|
|
|
|
|
3.216%, 10/25/2023 (B) |
|
|
|
36 |
|
|
|
|
36 |
|
FNMA Connecticut Avenue Securities, Ser 2014-C01, Cl M1 |
|
|
|
|
|
|
|
|
|
|
2.624%, 01/25/2024 (B) |
|
|
|
285 |
|
|
|
|
288 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
|
11 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
|
FNMA Connecticut Avenue Securities, Ser 2014-C02, Cl 2M1 |
|
|
|
|
|
|
|
|
|
|
1.974%, 05/25/2024 (B) |
|
|
$ |
3 |
|
|
|
$ |
3 |
|
FNMA Connecticut Avenue Securities, Ser 2014-C04, Cl 2M2 |
|
|
|
|
|
|
|
|
|
|
6.216%, 11/25/2024 (B) |
|
|
|
479 |
|
|
|
|
540 |
|
FNMA Connecticut Avenue Securities, Ser 2016-C02,
Cl 1M1 |
|
|
|
|
|
|
|
|
|
|
3.174%, 09/25/2028 (B) |
|
|
|
317 |
|
|
|
|
321 |
|
FNMA Connecticut Avenue Securities, Ser 2016-C04,
Cl 1M2 |
|
|
|
|
|
|
|
|
|
|
5.466%, 01/25/2029 (B) |
|
|
|
95 |
|
|
|
|
104 |
|
FNMA Connecticut Avenue Securities, Ser 2016-C05,
Cl 2M1 |
|
|
|
|
|
|
|
|
|
|
2.374%, 01/25/2029 (B) |
|
|
|
138 |
|
|
|
|
139 |
|
FNMA Connecticut Avenue Securities, Ser 2016-C06,
Cl 1M1 |
|
|
|
|
|
|
|
|
|
|
2.324%, 04/25/2029 (B) |
|
|
|
587 |
|
|
|
|
595 |
|
FNMA Connecticut Avenue Securities, Ser 2016-C07,
Cl 2M2 |
|
|
|
|
|
|
|
|
|
|
5.566%, 04/25/2029 (B) |
|
|
|
153 |
|
|
|
|
168 |
|
FNMA Connecticut Avenue Securities, Ser 2017-C01, Cl 1M1 |
|
|
|
|
|
|
|
|
|
|
2.324%, 07/25/2029 (B) |
|
|
|
248 |
|
|
|
|
251 |
|
GE Commercial Mortgage Trust, Ser 2007-C1, Cl AM |
|
|
|
|
|
|
|
|
|
|
5.606%, 12/10/2049 (B) |
|
|
|
35 |
|
|
|
|
35 |
|
GS Mortgage Securities II, Ser 2012-ALOH, Cl A |
|
|
|
|
|
|
|
|
|
|
3.551%, 04/10/2034 (A) |
|
|
|
100 |
|
|
|
|
105 |
|
GS Mortgage Securities Trust, Ser 2011-GC5, Cl XA,
IO |
|
|
|
|
|
|
|
|
|
|
1.359%, 08/10/2044 (A)(B) |
|
|
|
334 |
|
|
|
|
15 |
|
GS Mortgage Securities Trust, Ser 2013-GC13, Cl XA, IO |
|
|
|
|
|
|
|
|
|
|
0.193%, 07/10/2046 (B) |
|
|
|
2,758 |
|
|
|
|
14 |
|
GS Mortgage Securities Trust, Ser 2014-GC18, Cl A4 |
|
|
|
|
|
|
|
|
|
|
4.074%, 01/10/2047 |
|
|
|
175 |
|
|
|
|
187 |
|
GS Mortgage Securities Trust, Ser 2014-GC20, Cl D |
|
|
|
|
|
|
|
|
|
|
4.859%, 04/10/2047 (A)(B) |
|
|
|
80 |
|
|
|
|
58 |
|
GSR Mortgage Loan Trust, Ser 2005-AR1, Cl 4A1 |
|
|
|
|
|
|
|
|
|
|
2.713%, 01/25/2035 (B) |
|
|
|
81 |
|
|
|
|
77 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22,
Cl A3A1 |
|
|
|
|
|
|
|
|
|
|
3.538%, 09/15/2047 |
|
|
|
185 |
|
|
|
|
191 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C23,
Cl XA, IO |
|
|
|
|
|
|
|
|
|
|
0.838%, 09/15/2047 (B) |
|
|
|
973 |
|
|
|
|
32 |
|
JPMorgan Chase Commercial Mortgage Securities, Ser 2007-C1,
Cl A4 |
|
|
|
|
|
|
|
|
|
|
5.716%, 02/15/2051 |
|
|
|
32 |
|
|
|
|
32 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
|
JPMorgan Chase Commercial Mortgage Securities, Ser 2008-C2,
Cl A4 |
|
|
|
|
|
|
|
|
|
|
6.068%, 02/12/2051 |
|
|
$ |
24 |
|
|
|
$ |
24 |
|
JPMorgan Chase Commercial Mortgage Securities, Ser 2008-C2,
Cl A4FL |
|
|
|
|
|
|
|
|
|
|
2.617%, 02/12/2051 (B) |
|
|
|
274 |
|
|
|
|
262 |
|
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 |
|
|
|
|
136 |
|
JPMorgan Mortgage Trust, Ser 2004-A5, Cl 3A1 |
|
|
|
|
|
|
|
|
|
|
3.056%, 12/25/2034 (B) |
|
|
|
65 |
|
|
|
|
65 |
|
LB-UBS Commercial Mortgage Trust, Ser 2008-C1,
Cl A2 |
|
|
|
|
|
|
|
|
|
|
6.067%, 04/15/2041 (B) |
|
|
|
35 |
|
|
|
|
35 |
|
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2 |
|
|
|
|
|
|
|
|
|
|
2.458%, 03/10/2049 (A) |
|
|
|
159 |
|
|
|
|
155 |
|
Morgan Stanley Bank of America Merrill Lynch Trust,
Ser 2013-C13, Cl A3 |
|
|
|
|
|
|
|
|
|
|
3.766%, 11/15/2046 |
|
|
|
130 |
|
|
|
|
137 |
|
Morgan Stanley Bank of America Merrill Lynch Trust,
Ser 2014-C19, Cl A4 |
|
|
|
|
|
|
|
|
|
|
3.526%, 12/15/2047 |
|
|
|
55 |
|
|
|
|
57 |
|
Morgan Stanley Bank of America Merrill Lynch Trust,
Ser 2015-C26, Cl XA, IO |
|
|
|
|
|
|
|
|
|
|
1.116%, 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 |
|
|
|
|
174 |
|
Morgan Stanley Capital I Trust, Ser 2006-T21, Cl D |
|
|
|
|
|
|
|
|
|
|
5.332%, 10/12/2052 (A)(B) |
|
|
|
15 |
|
|
|
|
11 |
|
Morgan Stanley Capital I Trust, Ser 2006-T21, Cl E |
|
|
|
|
|
|
|
|
|
|
5.332%, 10/12/2052 (A)(B) |
|
|
|
10 |
|
|
|
|
1 |
|
Morgan Stanley Capital I Trust, Ser 2016-UB12, Cl A3 |
|
|
|
|
|
|
|
|
|
|
3.337%, 12/15/2049 |
|
|
|
155 |
|
|
|
|
157 |
|
Morgan Stanley Capital I Trust, Ser 2017-H1, Cl XA,
IO |
|
|
|
|
|
|
|
|
|
|
1.465%, 06/15/2050 |
|
|
|
125 |
|
|
|
|
13 |
|
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A1 |
|
|
|
|
|
|
|
|
|
|
3.872%, 01/05/2043 (A)(B) |
|
|
|
135 |
|
|
|
|
134 |
|
TAGUS-Sociedade de Titularizacao de Creditos, Ser 2014-2,
Cl SNR |
|
|
|
|
|
|
|
|
|
|
2.980%, 02/16/2018 |
|
|
EUR |
109 |
|
|
|
|
126 |
|
|
|
|
12 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
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 |
|
|
$ |
215 |
|
|
|
$ |
220 |
|
UBS-Barclays Commercial Mortgage Trust, Ser 2013-C5, Cl A4 |
|
|
|
|
|
|
|
|
|
|
3.185%, 03/10/2046 |
|
|
|
135 |
|
|
|
|
138 |
|
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-C28,
Cl A3 |
|
|
|
|
|
|
|
|
|
|
3.290%, 05/15/2048 |
|
|
|
175 |
|
|
|
|
177 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2015-C30,
Cl A3 |
|
|
|
|
|
|
|
|
|
|
3.410%, 09/15/2058 |
|
|
|
165 |
|
|
|
|
169 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2015-NXS1, Cl D |
|
|
|
|
|
|
|
|
|
|
4.103%, 05/15/2048 (B) |
|
|
|
65 |
|
|
|
|
56 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2016-C32,
Cl A4 |
|
|
|
|
|
|
|
|
|
|
3.560%, 01/15/2059 |
|
|
|
170 |
|
|
|
|
176 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2017-C38,
Cl A5 |
|
|
|
|
|
|
|
|
|
|
3.453%, 07/15/2050 |
|
|
|
205 |
|
|
|
|
210 |
|
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 |
|
|
|
|
|
|
|
|
|
|
5.577%, 04/15/2045 (A)(B) |
|
|
|
55 |
|
|
|
|
55 |
|
WFRBS Commercial Mortgage Trust, Ser 2012-C9, Cl A3 |
|
|
|
|
|
|
|
|
|
|
2.870%, 11/15/2045 |
|
|
|
170 |
|
|
|
|
172 |
|
WFRBS Commercial Mortgage Trust, Ser 2014-C24, Cl A5 |
|
|
|
|
|
|
|
|
|
|
3.607%, 11/15/2047 |
|
|
|
75 |
|
|
|
|
78 |
|
WFRBS Commerical Mortgage Trust, Ser 2013-C15, Cl A3 |
|
|
|
|
|
|
|
|
|
|
3.881%, 08/15/2046 |
|
|
|
70 |
|
|
|
|
74 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,498 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
|
|
(Cost $12,863) ($ Thousands) |
|
|
|
|
|
|
|
|
12,971 |
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS 0.6% |
|
U.S. Treasury Bond STRIPS (D) |
|
|
|
|
|
|
|
|
|
|
2.929%, 08/15/2045 |
|
|
|
1,070 |
|
|
|
|
470 |
|
2.821%, 11/15/2045 |
|
|
|
525 |
|
|
|
|
229 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
|
U.S. TREASURY OBLIGATIONS (continued) |
|
U.S. Treasury Inflation Indexed Bonds |
|
|
|
|
|
|
|
|
|
|
0.250%, 01/15/2025 |
|
|
$ |
1,956 |
|
|
|
$ |
1,922 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
|
|
|
|
|
|
(Cost $2,678) ($ Thousands) |
|
|
|
|
|
|
|
|
2,621 |
|
|
|
|
|
|
|
|
|
|
|
|
|
CORPORATE OBLIGATIONS 0.5% |
|
United States 0.5% |
|
Adient Global Holdings |
|
|
|
|
|
|
|
|
|
|
3.500%, 08/15/2024 (A) |
|
|
EUR |
110 |
|
|
|
|
127 |
|
Belden |
|
|
|
|
|
|
|
|
|
|
3.375%, 07/15/2027 |
|
|
|
227 |
|
|
|
|
258 |
|
CenturyLink |
|
|
|
|
|
|
|
|
|
|
6.450%, 06/15/2021 |
|
|
$ |
144 |
|
|
|
|
156 |
|
CNA Financial |
|
|
|
|
|
|
|
|
|
|
7.250%, 11/15/2023 |
|
|
|
110 |
|
|
|
|
133 |
|
Cox Communications |
|
|
|
|
|
|
|
|
|
|
2.950%, 06/30/2023 (A) |
|
|
|
127 |
|
|
|
|
124 |
|
Dell International |
|
|
|
|
|
|
|
|
|
|
5.450%, 06/15/2023 (A) |
|
|
|
240 |
|
|
|
|
260 |
|
Liberty Mutual Finance Europe |
|
|
|
|
|
|
|
|
|
|
1.750%, 03/27/2024 (A) |
|
|
EUR |
343 |
|
|
|
|
397 |
|
Nabors Industries |
|
|
|
|
|
|
|
|
|
|
5.500%, 01/15/2023 (A) |
|
|
$ |
187 |
|
|
|
|
177 |
|
Navient MTN |
|
|
|
|
|
|
|
|
|
|
5.500%, 01/15/2019 |
|
|
|
248 |
|
|
|
|
258 |
|
Pioneer Natural Resources |
|
|
|
|
|
|
|
|
|
|
4.450%, 01/15/2026 |
|
|
|
75 |
|
|
|
|
79 |
|
Seagate |
|
|
|
|
|
|
|
|
|
|
4.875%, 03/01/2024 (A) |
|
|
|
85 |
|
|
|
|
87 |
|
Sprint Spectrum |
|
|
|
|
|
|
|
|
|
|
3.360%, 09/20/2021 (A) |
|
|
|
246 |
|
|
|
|
248 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
|
|
(Cost $2,221) ($ Thousands) |
|
|
|
|
|
|
|
|
2,304 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments 101.0% |
|
|
|
|
|
|
|
|
|
|
(Cost $461,828) ($ Thousands) @ |
|
|
|
|
|
|
|
$ |
462,611 |
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at June 30, 2017, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
Type of Contract |
|
Number of Contracts Long (Short) |
|
|
Expiration Date |
|
|
Unrealized Appreciation (Depreciation) ($ Thousands) |
|
3 Month Euribor |
|
|
(43) |
|
|
|
Mar-2019 |
|
|
$ |
1 |
|
Australian 3-Year Bond |
|
|
14 |
|
|
|
Sep-2017 |
|
|
|
(7) |
|
Canadian 10-Year Bond |
|
|
14 |
|
|
|
Sep-2017 |
|
|
|
(44) |
|
Euro |
|
|
(180) |
|
|
|
Sep-2007 |
|
|
|
(556) |
|
Euro-Bob |
|
|
(102) |
|
|
|
Sep-2017 |
|
|
|
143 |
|
Euro-BTP |
|
|
3 |
|
|
|
Sep-2017 |
|
|
|
(12) |
|
Euro-Bund |
|
|
(94) |
|
|
|
Sep-2017 |
|
|
|
276 |
|
Euro-Buxl 30 Year Bond |
|
|
6 |
|
|
|
Sep-2017 |
|
|
|
(33) |
|
Euro-Buxl 30 Year Bond |
|
|
7 |
|
|
|
Sep-2017 |
|
|
|
(28) |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
|
13 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
Type of Contract |
|
Number of Contracts Long (Short) |
|
|
Expiration Date |
|
|
Unrealized Appreciation (Depreciation) ($ Thousands) |
|
Euro-OAT 10 Year Bond |
|
|
8 |
|
|
|
Sep-2017 |
|
|
|
$(20) |
|
Euro-Schatz |
|
|
56 |
|
|
|
Sep-2017 |
|
|
|
(3) |
|
Japanese 10-Year Bond |
|
|
4 |
|
|
|
Sep-2017 |
|
|
|
(10) |
|
Japanese 10-Year Bond
E-MINI |
|
|
86 |
|
|
|
Sep-2017 |
|
|
|
(13) |
|
Long Gilt 10-Year Bond |
|
|
4 |
|
|
|
Sep-2017 |
|
|
|
(1) |
|
U.S. 10-Year Treasury Note |
|
|
(129) |
|
|
|
Sep-2017 |
|
|
|
79 |
|
U.S. 10-Year Treasury Note |
|
|
7 |
|
|
|
Sep-2017 |
|
|
|
(9) |
|
U.S. 2-Year Treasury Note |
|
|
(40) |
|
|
|
Oct-2017 |
|
|
|
11 |
|
U.S. 5-Year Treasury Note |
|
|
(69) |
|
|
|
Oct-2017 |
|
|
|
29 |
|
U.S. Long Treasury Bond |
|
|
9 |
|
|
|
Sep-2017 |
|
|
|
(15) |
|
U.S. Ultra Long Treasury Bond |
|
|
(12) |
|
|
|
Sep-2017 |
|
|
|
(26) |
|
Ultra 10-Year U.S. Treasury Note |
|
|
(55) |
|
|
|
Sep-2017 |
|
|
|
2 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$(236) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the forward foreign currency contracts held by the Fund at June 30, 2017, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Settlement Date |
|
|
|
|
Currency to Deliver (Thousands) |
|
|
|
|
|
Currency To Receive (Thousands) |
|
|
Unrealized Appreciation (Depreciation) ($ Thousands) |
|
07/05/17 |
|
|
USD |
|
|
|
2,695 |
|
|
|
BRL |
|
|
|
8,973 |
|
|
|
$14 |
|
07/05/17 |
|
|
BRL |
|
|
|
8,973 |
|
|
|
USD |
|
|
|
2,712 |
|
|
|
3 |
|
08/02/17 |
|
|
BRL |
|
|
|
8,973 |
|
|
|
USD |
|
|
|
2,679 |
|
|
|
(13) |
|
07/06/17 |
|
|
USD |
|
|
|
138 |
|
|
|
NZD |
|
|
|
190 |
|
|
|
1 |
|
07/06/17-07/10/17 |
|
|
USD |
|
|
|
2,350 |
|
|
|
AUD |
|
|
|
3,179 |
|
|
|
88 |
|
07/06/17-08/08/17 |
|
|
USD |
|
|
|
2,527 |
|
|
|
NOK |
|
|
|
21,385 |
|
|
|
27 |
|
07/06/17-08/08/17 |
|
|
SGD |
|
|
|
3,534 |
|
|
|
USD |
|
|
|
2,558 |
|
|
|
(10) |
|
07/06/17-08/08/17 |
|
|
ILS |
|
|
|
4,954 |
|
|
|
USD |
|
|
|
1,409 |
|
|
|
(12) |
|
07/06/17-08/24/17 |
|
|
USD |
|
|
|
4,279 |
|
|
|
CAD |
|
|
|
5,681 |
|
|
|
98 |
|
08/08/17 |
|
|
USD |
|
|
|
732 |
|
|
|
CAD |
|
|
|
950 |
|
|
|
|
|
07/06/17-08/08/17 |
|
|
DKK |
|
|
|
6,206 |
|
|
|
USD |
|
|
|
945 |
|
|
|
(9) |
|
08/08/17 |
|
|
CHF |
|
|
|
3,458 |
|
|
|
USD |
|
|
|
3,622 |
|
|
|
2 |
|
07/06/17 |
|
|
CHF |
|
|
|
3,458 |
|
|
|
USD |
|
|
|
3,558 |
|
|
|
(53) |
|
07/06/17-07/21/17 |
|
|
USD |
|
|
|
6,256 |
|
|
|
GBP |
|
|
|
4,902 |
|
|
|
111 |
|
08/08/17-08/08/17 |
|
|
USD |
|
|
|
696 |
|
|
|
GBP |
|
|
|
535 |
|
|
|
|
|
07/06/17-08/08/17 |
|
|
USD |
|
|
|
7,988 |
|
|
|
SEK |
|
|
|
68,770 |
|
|
|
175 |
|
07/06/17-08/08/17 |
|
|
USD |
|
|
|
15,932 |
|
|
|
EUR |
|
|
|
14,217 |
|
|
|
291 |
|
07/13/17 |
|
|
USD |
|
|
|
772 |
|
|
|
EUR |
|
|
|
675 |
|
|
|
(2) |
|
07/06/17-08/08/17 |
|
|
NOK |
|
|
|
19,483 |
|
|
|
USD |
|
|
|
2,310 |
|
|
|
(17) |
|
07/06/17-08/08/17 |
|
|
NZD |
|
|
|
21,906 |
|
|
|
USD |
|
|
|
15,624 |
|
|
|
(409) |
|
07/06/17-08/08/17 |
|
|
PLN |
|
|
|
27,123 |
|
|
|
USD |
|
|
|
7,122 |
|
|
|
(193) |
|
07/06/17-07/14/17 |
|
|
USD |
|
|
|
39,564 |
|
|
|
JPY |
|
|
|
4,433,340 |
|
|
|
(103) |
|
08/08/17 |
|
|
AUD |
|
|
|
11,397 |
|
|
|
USD |
|
|
|
8,756 |
|
|
|
20 |
|
07/06/17-07/10/17 |
|
|
AUD |
|
|
|
30,874 |
|
|
|
USD |
|
|
|
23,171 |
|
|
|
(509) |
|
08/08/17-08/08/17 |
|
|
ZAR |
|
|
|
6,463 |
|
|
|
USD |
|
|
|
495 |
|
|
|
5 |
|
07/06/17-07/11/17 |
|
|
ZAR |
|
|
|
40,053 |
|
|
|
USD |
|
|
|
3,023 |
|
|
|
(31) |
|
07/06/17-08/08/17 |
|
|
SEK |
|
|
|
50,942 |
|
|
|
USD |
|
|
|
5,871 |
|
|
|
(174) |
|
07/21/17 |
|
|
GBP |
|
|
|
211 |
|
|
|
USD |
|
|
|
274 |
|
|
|
|
|
07/06/17-08/08/17 |
|
|
GBP |
|
|
|
53,356 |
|
|
|
USD |
|
|
|
69,014 |
|
|
|
(323) |
|
08/08/17 |
|
|
CAD |
|
|
|
19,226 |
|
|
|
USD |
|
|
|
14,826 |
|
|
|
9 |
|
07/06/17-08/24/17 |
|
|
CAD |
|
|
|
37,911 |
|
|
|
USD |
|
|
|
28,334 |
|
|
|
(872) |
|
08/08/17 |
|
|
MXN |
|
|
|
34,633 |
|
|
|
USD |
|
|
|
1,909 |
|
|
|
7 |
|
07/06/17-07/06/17 |
|
|
MXN |
|
|
|
28,565 |
|
|
|
USD |
|
|
|
1,529 |
|
|
|
(49) |
|
07/06/17-08/08/17 |
|
|
RUB |
|
|
|
93,426 |
|
|
|
USD |
|
|
|
1,603 |
|
|
|
32 |
|
07/06/17-08/08/17 |
|
|
THB |
|
|
|
94,080 |
|
|
|
USD |
|
|
|
2,766 |
|
|
|
(4) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Settlement Date |
|
|
|
|
Currency to Deliver (Thousands) |
|
|
|
|
|
Currency To Receive (Thousands) |
|
|
Unrealized Appreciation (Depreciation) ($ Thousands) |
|
08/08/17-08/08/17 |
|
|
EUR |
|
|
|
46,671 |
|
|
|
USD |
|
|
|
53,412 |
|
|
|
$88 |
|
07/06/17-08/08/17 |
|
|
EUR |
|
|
|
221,758 |
|
|
|
USD |
|
|
|
245,303 |
|
|
|
(7,760) |
|
07/06/17-08/08/17 |
|
|
KRW |
|
|
|
16,803,774 |
|
|
|
USD |
|
|
|
14,867 |
|
|
|
178 |
|
07/06/17-08/08/17 |
|
|
JPY |
|
|
|
13,343,038 |
|
|
|
USD |
|
|
|
120,438 |
|
|
|
1,617 |
|
07/14/17-08/08/17 |
|
|
JPY |
|
|
|
5,636,853 |
|
|
|
USD |
|
|
|
49,936 |
|
|
|
(297) |
|
07/07/17 |
|
|
CZK |
|
|
|
14,410 |
|
|
|
USD |
|
|
|
611 |
|
|
|
(18) |
|
07/10/17 |
|
|
CAD |
|
|
|
1,134 |
|
|
|
NZD |
|
|
|
1,209 |
|
|
|
11 |
|
07/11/17 |
|
|
USD |
|
|
|
42 |
|
|
|
ZAR |
|
|
|
550 |
|
|
|
|
|
07/13/17 |
|
|
GBP |
|
|
|
2,544 |
|
|
|
EUR |
|
|
|
2,916 |
|
|
|
22 |
|
07/14/17 |
|
|
USD |
|
|
|
133 |
|
|
|
COP |
|
|
|
390,400 |
|
|
|
(5) |
|
07/14/17 |
|
|
EUR |
|
|
|
851 |
|
|
|
SEK |
|
|
|
8,281 |
|
|
|
11 |
|
07/14/17 |
|
|
COP |
|
|
|
902,254 |
|
|
|
USD |
|
|
|
308 |
|
|
|
13 |
|
07/20/17-07/20/17 |
|
|
USD |
|
|
|
2,968 |
|
|
|
PLN |
|
|
|
11,103 |
|
|
|
27 |
|
08/03/17 |
|
|
USD |
|
|
|
156 |
|
|
|
MXN |
|
|
|
2,825 |
|
|
|
(1) |
|
08/03/17 |
|
|
MXN |
|
|
|
79,992 |
|
|
|
USD |
|
|
|
4,427 |
|
|
|
29 |
|
08/03/17 |
|
|
MXN |
|
|
|
1,104 |
|
|
|
USD |
|
|
|
60 |
|
|
|
(1) |
|
08/16/17 |
|
|
USD |
|
|
|
1,848 |
|
|
|
CNY |
|
|
|
12,608 |
|
|
|
8 |
|
08/16/17 |
|
|
TWD |
|
|
|
84,266 |
|
|
|
USD |
|
|
|
2,782 |
|
|
|
11 |
|
08/18/17 |
|
|
USD |
|
|
|
958 |
|
|
|
TRY |
|
|
|
3,444 |
|
|
|
8 |
|
08/18/17 |
|
|
TRY |
|
|
|
3,438 |
|
|
|
EUR |
|
|
|
845 |
|
|
|
3 |
|
08/21/17 |
|
|
USD |
|
|
|
3,738 |
|
|
|
INR |
|
|
|
241,850 |
|
|
|
(16) |
|
08/22/17-08/22/17 |
|
|
INR |
|
|
|
240,771 |
|
|
|
USD |
|
|
|
3,709 |
|
|
|
4 |
|
08/23/17 |
|
|
USD |
|
|
|
449 |
|
|
|
ARS |
|
|
|
7,617 |
|
|
|
(2) |
|
08/23/17 |
|
|
USD |
|
|
|
1,523 |
|
|
|
CZK |
|
|
|
35,397 |
|
|
|
30 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$(7,940) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the counterparties for the open forward foreign currency contracts held by the Fund at June 30, 2017, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Currency to Deliver ($ Thousands) |
|
|
Currency to Receive ($ Thousands) |
|
|
Unrealized Appreciation (Depreciation) ($ Thousands) |
|
ANZ |
|
|
$(14,586) |
|
|
|
$14,360 |
|
|
|
$(226) |
|
Bank of America |
|
|
(16,325) |
|
|
|
16,410 |
|
|
|
85 |
|
Barclays PLC |
|
|
(82,398) |
|
|
|
82,327 |
|
|
|
(71) |
|
BNP Paribas |
|
|
(42,404) |
|
|
|
42,324 |
|
|
|
(80) |
|
Brown Brothers Harriman |
|
|
(15,466) |
|
|
|
15,449 |
|
|
|
(17) |
|
BT Brokerage |
|
|
(103,330) |
|
|
|
101,473 |
|
|
|
(1,857) |
|
CIBC |
|
|
(5,548) |
|
|
|
5,375 |
|
|
|
(173) |
|
Citigroup |
|
|
(63,491) |
|
|
|
62,931 |
|
|
|
(560) |
|
Commonwealth Bank Of Australia |
|
|
(422) |
|
|
|
420 |
|
|
|
(2) |
|
Credit Agricole |
|
|
(280) |
|
|
|
283 |
|
|
|
3 |
|
Credit Suisse First Boston |
|
|
(28,259) |
|
|
|
28,457 |
|
|
|
198 |
|
Deutsche Bank |
|
|
(17,090) |
|
|
|
16,853 |
|
|
|
(237) |
|
Goldman Sachs |
|
|
(20,850) |
|
|
|
20,830 |
|
|
|
(20) |
|
HSBC |
|
|
(24,256) |
|
|
|
24,102 |
|
|
|
(154) |
|
JPMorgan Chase Bank |
|
|
(33,311) |
|
|
|
33,445 |
|
|
|
134 |
|
Morgan Stanley |
|
|
(173,060) |
|
|
|
173,901 |
|
|
|
841 |
|
National Bank of Australia |
|
|
(65,566) |
|
|
|
65,556 |
|
|
|
(10) |
|
Nomura Securities International |
|
|
(699) |
|
|
|
702 |
|
|
|
3 |
|
|
|
|
14 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Currency to Deliver ($ Thousands) |
|
|
Currency to Receive ($ Thousands) |
|
|
Unrealized Appreciation (Depreciation) ($ Thousands) |
|
RBC |
|
|
$(281) |
|
|
|
$275 |
|
|
|
$(6) |
|
RBS |
|
|
(84,381) |
|
|
|
78,737 |
|
|
|
(5,644) |
|
Standard Chartered |
|
|
(3,825) |
|
|
|
3,729 |
|
|
|
(96) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Currency to Deliver ($ Thousands) |
|
|
Currency to Receive ($ Thousands) |
|
|
Unrealized Appreciation (Depreciation) ($ Thousands) |
|
TD Securities |
|
|
$(1,525) |
|
|
|
$1,525 |
|
|
|
$ |
|
UBS |
|
|
(13,204) |
|
|
|
13,153 |
|
|
|
(51) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$(7,940) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of open OTC swap agreements held by the Fund
at June 30, 2017, are as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Default Swaps |
|
Counterparty |
|
Reference Entity/Obligation |
|
|
|
|
|
Buy/Sell Protection |
|
|
|
|
(Pays)/Receives Rate |
|
Termination Date |
|
|
Notional Amount (Thousands) |
|
|
Net Unrealized Depreciation ($ Thousands) |
|
Credit Suisse |
|
|
Cmbx.Na.Bb.6 |
|
|
|
|
|
|
SELL |
|
|
|
|
|
5.00 |
|
|
05/11/63 |
|
|
|
(370) |
|
|
$ |
(5) |
|
Credit Suisse |
|
|
Cmbx.Na.Bb.6 |
|
|
|
|
|
|
SELL |
|
|
|
|
|
5.00 |
|
|
05/11/63 |
|
|
|
(240) |
|
|
|
(13) |
|
Credit Suisse |
|
|
Cmbx.Na.Bb.6 |
|
|
|
|
|
|
SELL |
|
|
|
|
|
5.00 |
|
|
05/11/63 |
|
|
|
(130) |
|
|
|
(7) |
|
Credit Suisse |
|
|
Cmbx.Na.Bbb-.6 |
|
|
|
|
|
|
SELL |
|
|
|
|
|
3.00 |
|
|
05/11/63 |
|
|
|
(373) |
|
|
|
(16) |
|
Credit Suisse |
|
|
Cmbx.Na.Bbb-.6 |
|
|
|
|
|
|
SELL |
|
|
|
|
|
3.00 |
|
|
05/11/63 |
|
|
|
(127) |
|
|
|
(6) |
|
Credit Suisse |
|
|
Cmbx.Na.Bbb-.6 |
|
|
|
|
|
|
SELL |
|
|
|
|
|
3.00 |
|
|
05/11/63 |
|
|
|
(134) |
|
|
|
(7) |
|
Credit Suisse |
|
|
Cmbx.Na.Bbb-.6 |
|
|
|
|
|
|
SELL |
|
|
|
|
|
3.00 |
|
|
05/11/63 |
|
|
|
(460) |
|
|
|
(18) |
|
Deutsche Bank |
|
|
Cmbx.Na.Bbb-.6 |
|
|
|
|
|
|
SELL |
|
|
|
|
|
3.00 |
|
|
05/11/63 |
|
|
|
(406) |
|
|
|
(17) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(89) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $458,131 ($ 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 June 30, 2017,
the value of these securities amounted to $49,119 ($ Thousands), representing 10.7% 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 June 30, 2017. |
(C) |
Step Bonds The rate reflected on the Schedule of Investments is the effective yield on June 30, 2017. The coupon on a step bond changes on a specified date. |
(D) |
The rate reported is the effective yield at the time of purchase. |
@ At June 30, 2017, the tax basis cost of the
Funds investments was $461,828 ($ Thousands), and the unrealized appreciation and depreciation were $13,308 ($ Thousands) and ($12,525) ($ Thousands), respectively.
ARS Argentine Peso
AUD Australian Dollar
BRL Brazilian Real
CAD Canadian Dollar
CHF Swiss Franc
Cl Class
CNY Chinese Yuan Onshore
COP Colombian Peso
CZK Czech Koruna
DKK Danish Krone
EUR Euro
EURIBOR Euro London Interbank Offered Rate
FHLMC Federal Home Loan Mortgage Corporation
FNMA Federal National
Mortgage Association
GBP British Pound Sterling
INR Indian
Rupee
ILS Israeli New Sheckels
IO Interest Only face amount
represents notional amount.
JPY Japanese Yen
KRW Korean Won
MTN Medium Term Note
MXN Mexican Peso
NOK Norwegian Krone
NZD New Zealand Dollar
OTC Over the Counter
PLN
Polish Zloty
RUB Russian Ruble
SGD Singapore Dollar
SEK Swedish Krona
Ser Series
STRIPS Separately Traded Registered Interest and Principal Securities
THB
Thai Bhat
TRY Turkish Lira
TWD Taiwan Dollar
USD United States Dollar
UYU Uruguayan Peso
ZAR South African Rand
The following is a list of the level of inputs used as
of June 30, 2017, in valuing the Funds investments and other financial instruments carried at value ($ Thousands):
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Investments in Securities |
|
Level 1 |
|
Level 2 |
|
Level 3 |
|
Total |
Global Bonds |
|
|
$ |
|
|
|
|
$ |
444,715 |
|
|
|
$ |
|
|
|
|
$ |
444,715 |
|
Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
12,971 |
|
|
|
|
|
|
|
|
|
12,971 |
|
Corporate Obligations |
|
|
|
|
|
|
|
|
2,304 |
|
|
|
|
|
|
|
|
|
2,304 |
|
U.S. Treasury Obligations |
|
|
|
|
|
|
|
|
2,621 |
|
|
|
|
|
|
|
|
|
2,621 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities |
|
|
$ |
|
|
|
|
$ |
462,611 |
|
|
|
$ |
|
|
|
|
$ |
462,611 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other Financial Instruments |
|
Level 1 |
|
Level 2 |
|
Level 3 |
|
Total |
Futures Contracts * |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
$ |
545 |
|
|
|
$ |
|
|
|
|
$ |
|
|
|
|
$ |
545 |
|
Unrealized Depreciation |
|
|
|
(781) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(781) |
|
Forwards Contracts * |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
|
|
|
|
|
|
2,943 |
|
|
|
|
|
|
|
|
|
2,943 |
|
Unrealized Depreciation |
|
|
|
|
|
|
|
|
(10,883) |
|
|
|
|
|
|
|
|
|
(10,883) |
|
OTC Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Default Swaps * |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Depreciation |
|
|
|
|
|
|
|
|
(89) |
|
|
|
|
|
|
|
|
|
(89) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Other Financial Instruments |
|
|
$ |
(236) |
|
|
|
$ |
(8,029) |
|
|
|
$ |
|
|
|
|
$ |
(8,265) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
* Futures contracts, forwards contracts, and swap contracts are valued at the net unrealized appreciation (depreciation) on the
instrument.
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
|
15 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
International Fixed Income Fund (Concluded)
For the period ended June 30, 2017, there were no transfers between Level 1 and Level 2 assets and
liabilities.
For the period ended June 30, 2017, 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 June 30, 2017, 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 |
|
|
$- |
|
|
|
$- |
|
|
|
$(310,327) |
|
|
|
$- |
|
|
|
$(310,327) |
|
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 |
|
|
|
$2,240,000 |
|
[1] If Management uses credit ratings to evaluate the credit risk of an underlying asset, it may use such ratings in its disclosure by
replacing credit spreads by credit ratings.
* The credit spread on the underlying asset is generally indicative of the current status of the underlying risk of the
Fund having to perform. The spread also reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into a contract. Higher credit spreads with a shorter contract term is indicative of a higher
likelihood of performance by the Fund.
|
|
|
16 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
Emerging Markets Debt Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
|
GLOBAL BONDS 93.9% |
|
Angola 0.3% |
|
Angolan Government International Bond |
|
|
|
|
|
|
|
|
|
|
|
|
9.500%, 11/12/2025 (A) |
|
$ |
|
|
|
1,214 |
|
|
|
$ |
1,276 |
|
9.500%, 11/12/2025 |
|
|
|
|
|
2,330 |
|
|
|
|
2,453 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,729 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Argentina 4.0% |
|
Argentina Bonar Bonds (B) |
|
|
|
|
|
|
|
|
|
|
|
|
23.202%, 03/01/2020 |
|
ARS |
|
|
|
20,078 |
|
|
|
|
1,233 |
|
22.400%, 03/01/2018 |
|
|
|
|
|
7,683 |
|
|
|
|
458 |
|
21.927%, 10/09/2017 |
|
|
|
|
|
2,158 |
|
|
|
|
136 |
|
Argentina POM Politica Monetaria |
|
|
|
|
|
|
|
|
|
|
|
|
26.250%, 06/21/2020 (B) |
|
|
|
|
|
54,912 |
|
|
|
|
3,432 |
|
Argentina Treasury Bond |
|
|
|
|
|
|
|
|
|
|
|
|
2.500%, 07/22/2021 |
|
|
|
|
|
6,000 |
|
|
|
|
430 |
|
Argentine Bonad Bonds |
|
|
|
|
|
|
|
|
|
|
|
|
2.400%, 03/18/2018 |
|
$ |
|
|
|
1,568 |
|
|
|
|
1,559 |
|
Argentine Bonos del Tesoro |
|
|
|
|
|
|
|
|
|
|
|
|
22.750%, 03/05/2018 |
|
ARS |
|
|
|
13,700 |
|
|
|
|
829 |
|
21.200%, 09/19/2018 |
|
|
|
|
|
27,802 |
|
|
|
|
1,686 |
|
18.200%, 10/03/2021 |
|
|
|
|
|
21,053 |
|
|
|
|
1,343 |
|
15.500%, 10/17/2026 |
|
|
|
|
|
46,769 |
|
|
|
|
3,131 |
|
Cablevision Holding |
|
|
|
|
|
|
|
|
|
|
|
|
6.500%, 06/15/2021 (A) |
|
$ |
|
|
|
214 |
|
|
|
|
227 |
|
City of Buenos Aires Argentina |
|
|
|
|
|
|
|
|
|
|
|
|
23.301%, 03/29/2024 (B) |
|
ARS |
|
|
|
10,891 |
|
|
|
|
649 |
|
Pampa Energia |
|
|
|
|
|
|
|
|
|
|
|
|
7.500%, 01/24/2027 (A) |
|
$ |
|
|
|
343 |
|
|
|
|
358 |
|
Petrobras Argentina |
|
|
|
|
|
|
|
|
|
|
|
|
7.375%, 07/21/2023 (A) |
|
|
|
|
|
270 |
|
|
|
|
285 |
|
Provincia de Cordoba |
|
|
|
|
|
|
|
|
|
|
|
|
7.125%, 06/10/2021 (A) |
|
|
|
|
|
531 |
|
|
|
|
558 |
|
Provincia del Chaco Argentina |
|
|
|
|
|
|
9.375%, 08/18/2024 |
|
|
|
|
|
654 |
|
|
|
|
647 |
|
Republic of Argentina |
|
|
|
|
|
|
|
|
|
|
|
|
8.280%, 12/31/2033 |
|
|
|
|
|
2,286 |
|
|
|
|
2,526 |
|
7.820%, 12/31/2033 |
|
EUR |
|
|
|
12,114 |
|
|
|
|
14,770 |
|
7.820%, 12/31/2033 |
|
|
|
|
|
8,278 |
|
|
|
|
9,907 |
|
7.125%, 06/28/2117 |
|
$ |
|
|
|
1,956 |
|
|
|
|
1,775 |
|
5.000%, 01/15/2027 |
|
EUR |
|
|
|
3,555 |
|
|
|
|
3,778 |
|
3.380%, 03/31/2019 (C) |
|
|
|
|
|
7,485 |
|
|
|
|
5,383 |
|
2.260%, 03/31/2019 (C) |
|
|
|
|
|
564 |
|
|
|
|
406 |
|
0.099%, 12/31/2033 |
|
$ |
|
|
|
2,426 |
|
|
|
|
2,650 |
|
0.000%, 12/15/2035 (B) |
|
EUR |
|
|
|
18,827 |
|
|
|
|
1,881 |
|
YPF MTN |
|
|
|
|
|
|
|
|
|
|
|
|
23.688%, 07/07/2020 (B) |
|
$ |
|
|
|
368 |
|
|
|
|
400 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
60,437 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Armenia 0.1% |
|
Republic of Armenia |
|
|
|
|
|
|
|
|
|
|
|
|
7.150%, 03/26/2025 (A) |
|
|
|
|
|
1,798 |
|
|
|
|
1,966 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
|
GLOBAL BONDS (continued) |
|
Azerbaijan 1.7% |
|
Republic of Azerbaijan |
|
|
|
|
|
|
|
|
|
|
|
|
4.750%, 03/18/2024 (A) |
|
$ |
|
|
|
4,719 |
|
|
|
$ |
4,726 |
|
Southern Gas Corridor |
|
|
|
|
|
|
|
|
|
|
|
|
6.875%, 03/24/2026 (A) |
|
|
|
|
|
1,437 |
|
|
|
|
1,555 |
|
6.875%, 03/24/2026 |
|
|
|
|
|
2,632 |
|
|
|
|
2,849 |
|
6.875%, 03/24/2026 |
|
|
|
|
|
3,765 |
|
|
|
|
4,076 |
|
State Oil of the Azerbaijan Republic |
|
6.950%, 03/18/2030 |
|
|
|
|
|
963 |
|
|
|
|
1,012 |
|
6.950%, 03/18/2030 |
|
|
|
|
|
6,456 |
|
|
|
|
6,785 |
|
State Oil of the Azerbaijan Republic MTN |
|
4.750%, 03/13/2023 |
|
|
|
|
|
1,500 |
|
|
|
|
1,442 |
|
4.750%, 03/13/2023 |
|
|
|
|
|
3,820 |
|
|
|
|
3,672 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
26,117 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Bahrain 0.1% |
|
Bahrain Government International Bond |
|
7.000%, 10/12/2028 |
|
|
|
|
|
679 |
|
|
|
|
687 |
|
7.000%, 10/12/2028 (A) |
|
|
|
|
|
641 |
|
|
|
|
649 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,336 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Belize 0.1% |
|
Belize Government International Bond |
|
5.000%, 02/20/2034 (C) |
|
|
|
|
|
2,637 |
|
|
|
|
1,628 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Bermuda 0.3% |
|
Government of Bermuda |
|
|
|
|
|
|
|
|
|
|
|
|
4.854%, 02/06/2024 |
|
|
|
|
|
2,580 |
|
|
|
|
2,789 |
|
3.717%, 01/25/2027 |
|
|
|
|
|
1,321 |
|
|
|
|
1,326 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,115 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Bolivia 0.0% |
|
Bolivian Government International Bond |
|
4.500%, 03/20/2028 |
|
|
|
|
|
370 |
|
|
|
|
362 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Brazil 9.0% |
|
Banco Nacional de Desenvolvimento Economico e Social (A) |
|
6.500%, 06/10/2019 |
|
|
|
|
|
660 |
|
|
|
|
700 |
|
4.750%, 05/09/2024 |
|
|
|
|
|
848 |
|
|
|
|
829 |
|
Braskem Finance |
|
|
|
|
|
|
|
|
|
|
|
|
5.750%, 04/15/2021 |
|
|
|
|
|
1,797 |
|
|
|
|
1,876 |
|
Brazil Letras do Tesouro Nacional (D) |
|
14.384%, 01/01/2019 |
|
BRL |
|
|
|
88,654 |
|
|
|
|
23,545 |
|
10.760%, 07/01/2020 |
|
|
|
|
|
29,821 |
|
|
|
|
6,794 |
|
10.403%, 01/01/2020 |
|
|
|
|
|
38,000 |
|
|
|
|
9,132 |
|
Brazil Loan Trust 1 |
|
|
|
|
|
|
|
|
|
|
|
|
5.477%, 07/24/2023 (A) |
|
$ |
|
|
|
1,420 |
|
|
|
|
1,438 |
|
5.477%, 07/24/2023 |
|
|
|
|
|
300 |
|
|
|
|
302 |
|
Brazil Minas SPE via State of Minas Gerais |
|
5.333%, 02/15/2028 |
|
|
|
|
|
1,176 |
|
|
|
|
1,144 |
|
5.333%, 02/15/2028 |
|
|
|
|
|
4,590 |
|
|
|
|
4,464 |
|
5.333%, 02/15/2028 (A) |
|
|
|
|
|
224 |
|
|
|
|
218 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
|
1 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
Brazil Notas do Tesouro Nacional, Serie B |
|
|
|
|
|
|
|
|
|
|
|
|
6.000%, 08/15/2022 |
|
BRL |
|
|
|
6,000 |
|
|
|
$ |
5,635 |
|
Brazil Notas do Tesouro Nacional, Serie F |
|
|
|
|
|
|
|
|
|
|
|
|
10.000%, 01/01/2021 |
|
|
|
|
|
51,708 |
|
|
|
|
15,579 |
|
10.000%, 01/01/2023 |
|
|
|
|
|
33,259 |
|
|
|
|
9,886 |
|
10.000%, 01/01/2025 |
|
|
|
|
|
39,923 |
|
|
|
|
11,722 |
|
10.000%, 01/01/2027 |
|
|
|
|
|
38,967 |
|
|
|
|
11,356 |
|
Brazilian Government International Bond |
|
|
|
|
|
|
|
|
|
|
|
|
6.000%, 04/07/2026 |
|
$ |
|
|
|
3,218 |
|
|
|
|
3,472 |
|
5.625%, 02/21/2047 |
|
|
|
|
|
845 |
|
|
|
|
807 |
|
BRF |
|
|
|
|
|
|
|
|
|
|
|
|
4.750%, 05/22/2024 |
|
|
|
|
|
1,000 |
|
|
|
|
984 |
|
Cosan Luxembourg |
|
|
|
|
|
|
|
|
|
|
|
|
7.000%, 01/20/2027 (A) |
|
|
|
|
|
253 |
|
|
|
|
259 |
|
ESAL GmbH |
|
|
|
|
|
|
|
|
|
|
|
|
6.250%, 02/05/2023 (A) |
|
|
|
|
|
104 |
|
|
|
|
91 |
|
Federal Republic of Brazil |
|
|
|
|
|
|
|
|
|
|
|
|
8.250%, 01/20/2034 |
|
|
|
|
|
2,991 |
|
|
|
|
3,739 |
|
5.625%, 01/07/2041 |
|
|
|
|
|
416 |
|
|
|
|
401 |
|
5.000%, 01/27/2045 |
|
|
|
|
|
2,309 |
|
|
|
|
2,020 |
|
GTL Trade Finance |
|
|
|
|
|
|
|
|
|
|
|
|
5.893%, 04/29/2024 (A) |
|
|
|
|
|
149 |
|
|
|
|
150 |
|
JBS Investments GmbH |
|
|
|
|
|
|
|
|
|
|
|
|
7.250%, 04/03/2024 |
|
|
|
|
|
225 |
|
|
|
|
201 |
|
Klabin Finance |
|
|
|
|
|
|
|
|
|
|
|
|
5.250%, 07/16/2024 |
|
|
|
|
|
790 |
|
|
|
|
800 |
|
Marfrig Holdings Europe |
|
|
|
|
|
|
|
|
|
|
|
|
8.000%, 06/08/2023 |
|
|
|
|
|
1,100 |
|
|
|
|
1,117 |
|
Minerva Luxembourg |
|
|
|
|
|
|
|
|
|
|
|
|
6.500%, 09/20/2026 (A) |
|
|
|
|
|
2,293 |
|
|
|
|
2,233 |
|
6.500%, 09/20/2026 |
|
|
|
|
|
1,401 |
|
|
|
|
1,364 |
|
Petrobras Global Finance |
|
|
|
|
|
|
|
|
|
|
|
|
8.750%, 05/23/2026 |
|
|
|
|
|
2,741 |
|
|
|
|
3,152 |
|
7.375%, 01/17/2027 |
|
|
|
|
|
3,853 |
|
|
|
|
4,076 |
|
6.250%, 03/17/2024 |
|
|
|
|
|
2,199 |
|
|
|
|
2,241 |
|
Rumo Luxembourg |
|
|
|
|
|
|
|
|
|
|
|
|
7.375%, 02/09/2024 (A) |
|
|
|
|
|
898 |
|
|
|
|
922 |
|
Ultrapar International |
|
|
|
|
|
|
|
|
|
|
|
|
5.250%, 10/06/2026 |
|
|
|
|
|
330 |
|
|
|
|
330 |
|
Vale Overseas |
|
|
|
|
|
|
|
|
|
|
|
|
6.875%, 11/21/2036 |
|
|
|
|
|
920 |
|
|
|
|
987 |
|
VM Holding |
|
|
|
|
|
|
|
|
|
|
|
|
5.375%, 05/04/2027 (A) |
|
|
|
|
|
2,891 |
|
|
|
|
2,918 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
136,884 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Cameroon 0.2% |
|
|
|
|
|
|
|
|
|
|
|
|
Republic of Cameroon International Bond |
|
|
|
|
|
|
|
|
|
|
|
|
9.500%, 11/19/2025 (A) |
|
|
|
|
|
1,293 |
|
|
|
|
1,526 |
|
9.500%, 11/19/2025 |
|
|
|
|
|
888 |
|
|
|
|
1,048 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,574 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
Chile 0.6% |
|
|
|
|
|
|
|
|
|
|
|
|
Bonos de la Tesoreria de la Republica en pesos |
|
|
|
|
|
|
|
|
|
|
|
|
6.000%, 01/01/2020 |
|
CLP |
|
|
|
80,000 |
|
|
|
$ |
132 |
|
5.000%, 03/01/2035 |
|
|
|
|
|
1,560,000 |
|
|
|
|
2,515 |
|
4.500%, 02/28/2021 |
|
|
|
|
|
350,000 |
|
|
|
|
551 |
|
Empresa de Transporte de Pasajeros Metro |
|
|
|
|
|
|
|
|
|
|
|
|
5.000%, 01/25/2047 (A) |
|
$ |
|
|
|
2,365 |
|
|
|
|
2,547 |
|
Empresa Electrica Angamos |
|
|
|
|
|
|
|
|
|
|
|
|
4.875%, 05/25/2029 (A) |
|
|
|
|
|
1,323 |
|
|
|
|
1,345 |
|
Empresa Nacional del Petroleo |
|
|
|
|
|
|
|
|
|
|
|
|
4.375%, 10/30/2024 |
|
|
|
|
|
200 |
|
|
|
|
208 |
|
3.750%, 08/05/2026 (A) |
|
|
|
|
|
387 |
|
|
|
|
385 |
|
3.750%, 08/05/2026 |
|
|
|
|
|
640 |
|
|
|
|
637 |
|
Nacional del Cobre de Chile |
|
|
|
|
|
|
|
|
|
|
|
|
4.500%, 09/16/2025 (A) |
|
|
|
|
|
726 |
|
|
|
|
773 |
|
Republic of Chile |
|
|
|
|
|
|
|
|
|
|
|
|
5.500%, 08/05/2020 |
|
CLP |
|
|
|
323,000 |
|
|
|
|
515 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,608 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
China 0.3% |
|
|
|
|
|
|
|
|
|
|
|
|
Proven Honour Capital |
|
|
|
|
|
|
|
|
|
|
|
|
4.125%, 05/06/2026 |
|
$ |
|
|
|
1,800 |
|
|
|
|
1,834 |
|
Sinopec Group Overseas Development |
|
|
|
|
|
|
|
|
|
|
|
|
4.375%, 04/10/2024 |
|
|
|
|
|
197 |
|
|
|
|
210 |
|
3.500%, 05/03/2026 (A) |
|
|
|
|
|
1,762 |
|
|
|
|
1,751 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,795 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Colombia 4.9% |
|
|
|
|
|
|
|
|
|
|
|
|
Bogota Distrito Capital |
|
|
|
|
|
|
|
|
|
|
|
|
9.750%, 07/26/2028 (A) |
|
COP |
|
|
|
8,820,000 |
|
|
|
|
3,096 |
|
9.750%, 07/26/2028 |
|
|
|
|
|
370,000 |
|
|
|
|
130 |
|
Colombian TES |
|
|
|
|
|
|
|
|
|
|
|
|
11.000%, 07/24/2020 |
|
|
|
|
|
796,900 |
|
|
|
|
300 |
|
10.000%, 07/24/2024 |
|
|
|
|
|
16,912,800 |
|
|
|
|
6,747 |
|
7.750%, 09/18/2030 |
|
|
|
|
|
1,040,700 |
|
|
|
|
370 |
|
7.500%, 08/26/2026 |
|
|
|
|
|
36,966,900 |
|
|
|
|
12,927 |
|
7.000%, 05/04/2022 |
|
|
|
|
|
49,316,100 |
|
|
|
|
16,876 |
|
5.000%, 11/21/2018 |
|
|
|
|
|
18,962,600 |
|
|
|
|
6,220 |
|
4.750%, 04/04/2035 |
|
|
|
|
|
2,017,200 |
|
|
|
|
1,910 |
|
Ecopetrol |
|
|
|
|
|
|
|
|
|
|
|
|
7.375%, 09/18/2043 |
|
$ |
|
|
|
280 |
|
|
|
|
301 |
|
5.875%, 05/28/2045 |
|
|
|
|
|
745 |
|
|
|
|
684 |
|
5.375%, 06/26/2026 |
|
|
|
|
|
717 |
|
|
|
|
746 |
|
Emgesa ESP |
|
|
|
|
|
|
|
|
|
|
|
|
8.750%, 01/25/2021 |
|
COP |
|
|
|
870,000 |
|
|
|
|
297 |
|
Empresas Publicas de Medellin ESP |
|
|
|
|
|
|
|
|
|
|
|
|
8.375%, 02/01/2021 |
|
|
|
|
|
3,962,000 |
|
|
|
|
1,335 |
|
7.625%, 09/10/2024 (A) |
|
|
|
|
|
3,116,000 |
|
|
|
|
1,026 |
|
Financiera de Desarrollo Territorial Findeter |
|
|
|
|
|
|
|
|
|
|
|
|
7.875%, 08/12/2024 (A) |
|
|
|
|
|
1,127,000 |
|
|
|
|
375 |
|
7.875%, 08/12/2024 |
|
|
|
|
|
884,000 |
|
|
|
|
294 |
|
Republic of Colombia |
|
|
|
|
|
|
|
|
|
|
|
|
11.750%, 02/25/2020 |
|
$ |
|
|
|
322 |
|
|
|
|
399 |
|
|
|
|
2 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value ($ Thousands) |
|
|
GLOBAL BONDS (continued) |
|
9.850%, 06/28/2027 |
|
COP |
1,257,000 |
|
|
$ |
527 |
|
9.850%, 06/28/2027 |
|
|
3,803,000 |
|
|
|
1,596 |
|
8.125%, 05/21/2024 |
|
$ |
550 |
|
|
|
701 |
|
7.750%, 04/14/2021 |
|
COP |
3,331,000 |
|
|
|
1,166 |
|
7.375%, 09/18/2037 |
|
$ |
1,570 |
|
|
|
2,019 |
|
6.125%, 01/18/2041 |
|
|
3,194 |
|
|
|
3,683 |
|
6.000%, 04/28/2028 |
|
COP |
13,776,200 |
|
|
|
4,299 |
|
4.500%, 01/28/2026 |
|
$ |
1,636 |
|
|
|
1,742 |
|
4.375%, 07/12/2021 (E) |
|
|
3,341 |
|
|
|
3,555 |
|
4.375%, 03/21/2023 |
|
COP |
1,089,000 |
|
|
|
332 |
|
4.375%, 03/21/2023 |
|
|
1,782,000 |
|
|
|
543 |
|
4.000%, 02/26/2024 |
|
$ |
388 |
|
|
|
403 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
74,599 |
|
|
|
|
|
|
|
|
|
|
Costa Rica 1.4% |
|
|
|
|
|
|
|
|
Banco Nacional de Costa Rica (A) |
|
|
|
|
|
|
|
|
6.250%, 11/01/2023 |
|
|
753 |
|
|
|
791 |
|
5.875%, 04/25/2021 |
|
|
597 |
|
|
|
624 |
|
Instituto Costarricense de Electricidad |
|
|
|
|
|
|
|
|
6.950%, 11/10/2021 |
|
|
400 |
|
|
|
429 |
|
6.375%, 05/15/2043 |
|
|
250 |
|
|
|
223 |
|
Republic of Costa Rica |
|
|
|
|
|
|
|
|
7.158%, 03/12/2045 |
|
|
3,436 |
|
|
|
3,608 |
|
7.158%, 03/12/2045 (A) |
|
|
1,237 |
|
|
|
1,299 |
|
7.158%, 03/12/2045 |
|
|
4,436 |
|
|
|
4,658 |
|
7.000%, 04/04/2044 |
|
|
2,387 |
|
|
|
2,482 |
|
7.000%, 04/04/2044 (A) |
|
|
4,191 |
|
|
|
4,359 |
|
5.625%, 04/30/2043 (A) |
|
|
130 |
|
|
|
117 |
|
5.625%, 04/30/2043 |
|
|
510 |
|
|
|
458 |
|
4.375%, 04/30/2025 |
|
|
1,720 |
|
|
|
1,632 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
20,680 |
|
|
|
|
|
|
|
|
|
|
Croatia 1.0% |
|
|
|
|
|
|
|
|
Government of Croatia |
|
6.625%, 07/14/2020 |
|
|
4,003 |
|
|
|
4,413 |
|
6.375%, 03/24/2021 (A)(E) |
|
|
2,229 |
|
|
|
2,477 |
|
6.375%, 03/24/2021 |
|
|
660 |
|
|
|
733 |
|
6.000%, 01/26/2024 (A) |
|
|
200 |
|
|
|
224 |
|
5.500%, 04/04/2023 |
|
|
200 |
|
|
|
219 |
|
3.000%, 03/11/2025 |
|
EUR |
6,050 |
|
|
|
7,142 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,208 |
|
|
|
|
|
|
|
|
|
|
|
Dominican Republic 1.3% |
|
Dominican Republic International Bond |
|
|
|
|
|
|
|
|
15.950%, 06/04/2021 |
|
DOP |
3,800 |
|
|
|
95 |
|
11.500%, 05/10/2024 |
|
|
55,000 |
|
|
|
1,216 |
|
11.000%, 01/05/2018 |
|
|
6,320 |
|
|
|
134 |
|
11.000%, 07/30/2021 (A) |
|
|
53,760 |
|
|
|
1,150 |
|
9.040%, 01/23/2018 |
|
$ |
242 |
|
|
|
247 |
|
8.625%, 04/20/2027 |
|
|
1,332 |
|
|
|
1,581 |
|
7.500%, 05/06/2021 |
|
|
404 |
|
|
|
447 |
|
7.450%, 04/30/2044 (A) |
|
|
2,205 |
|
|
|
2,517 |
|
7.450%, 04/30/2044 |
|
|
610 |
|
|
|
695 |
|
7.450%, 04/30/2044 |
|
|
451 |
|
|
|
514 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value ($ Thousands) |
|
|
GLOBAL BONDS (continued) |
|
6.875%, 01/29/2026 |
|
$ |
443 |
|
|
$ |
493 |
|
6.850%, 01/27/2045 (A) |
|
|
3,708 |
|
|
|
3,949 |
|
6.850%, 01/27/2045 |
|
|
400 |
|
|
|
426 |
|
6.850%, 01/27/2045 |
|
|
1,200 |
|
|
|
1,278 |
|
6.600%, 01/28/2024 |
|
|
656 |
|
|
|
721 |
|
5.950%, 01/25/2027 |
|
|
1,114 |
|
|
|
1,164 |
|
5.950%, 01/25/2027 (A) |
|
|
888 |
|
|
|
928 |
|
5.875%, 04/18/2024 (A) |
|
|
71 |
|
|
|
75 |
|
5.500%, 01/27/2025 |
|
|
249 |
|
|
|
257 |
|
5.500%, 01/27/2025 |
|
|
1,721 |
|
|
|
1,777 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19,664 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Ecuador 0.5% |
|
|
|
|
|
|
|
|
Petroamazonas EP |
|
|
|
|
|
|
|
|
4.625%, 02/16/2020 (A) |
|
|
380 |
|
|
|
355 |
|
Republic of Ecuador |
|
|
|
|
|
|
|
|
10.750%, 03/28/2022 (A) |
|
|
751 |
|
|
|
802 |
|
10.500%, 03/24/2020 |
|
|
273 |
|
|
|
287 |
|
9.625%, 06/02/2027 |
|
|
777 |
|
|
|
777 |
|
8.750%, 06/02/2023 |
|
|
660 |
|
|
|
650 |
|
7.950%, 06/20/2024 |
|
|
4,575 |
|
|
|
4,277 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,148 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Egypt 1.2% |
|
|
|
|
|
|
|
|
Egypt Government International Bond MTN |
|
|
|
|
|
|
|
|
8.500%, 01/31/2047 (A) |
|
|
865 |
|
|
|
932 |
|
8.500%, 01/31/2047 |
|
|
5,280 |
|
|
|
5,691 |
|
7.500%, 01/31/2027 |
|
|
4,302 |
|
|
|
4,569 |
|
6.125%, 01/31/2022 |
|
|
497 |
|
|
|
508 |
|
6.125%, 01/31/2022 (A) |
|
|
361 |
|
|
|
369 |
|
Egypt Treasury Bills (D) |
|
|
|
|
|
|
|
|
19.502%, 12/19/2017 |
|
EGP |
54,175 |
|
|
|
2,732 |
|
19.016%, 01/16/2018 |
|
|
41,075 |
|
|
|
2,042 |
|
19.015%, 01/09/2018 |
|
|
34,875 |
|
|
|
1,740 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
18,583 |
|
|
|
|
|
|
|
|
|
|
|
|
|
El Salvador 0.9% |
|
|
|
|
|
|
|
|
Republic of El Salvador |
|
|
|
|
|
|
|
|
8.625%, 02/28/2029 |
|
$ |
2,236 |
|
|
|
2,326 |
|
8.250%, 04/10/2032 |
|
|
647 |
|
|
|
641 |
|
8.250%, 04/10/2032 (A) |
|
|
126 |
|
|
|
125 |
|
7.750%, 01/24/2023 |
|
|
1,323 |
|
|
|
1,338 |
|
7.650%, 06/15/2035 |
|
|
1,385 |
|
|
|
1,294 |
|
7.650%, 06/15/2035 (E) |
|
|
2,017 |
|
|
|
1,885 |
|
7.625%, 02/01/2041 |
|
|
1,788 |
|
|
|
1,657 |
|
7.375%, 12/01/2019 |
|
|
417 |
|
|
|
422 |
|
7.375%, 12/01/2019 |
|
|
226 |
|
|
|
229 |
|
6.375%, 01/18/2027 (A) |
|
|
1,401 |
|
|
|
1,265 |
|
6.375%, 01/18/2027 |
|
|
863 |
|
|
|
779 |
|
6.375%, 01/18/2027 |
|
|
950 |
|
|
|
857 |
|
5.875%, 01/30/2025 |
|
|
210 |
|
|
|
188 |
|
5.875%, 01/30/2025 |
|
|
200 |
|
|
|
179 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
|
3 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value ($ Thousands) |
|
|
GLOBAL BONDS (continued) |
|
5.875%, 01/30/2025 (A) |
|
$ |
|
|
704 |
|
|
$ |
631 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,816 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Ethiopia 0.0% |
|
Federal Democratic Republic of Ethiopia |
|
|
|
|
|
|
|
|
|
|
6.625%, 12/11/2024 (A) |
|
|
|
|
510 |
|
|
|
505 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Gabon 0.3% |
|
Gabonese Republic |
|
|
|
|
|
|
|
|
|
|
8.200%, 12/12/2017 |
|
|
|
|
282 |
|
|
|
286 |
|
6.950%, 06/16/2025 (A) |
|
|
|
|
1,232 |
|
|
|
1,227 |
|
6.375%, 12/12/2024 |
|
|
|
|
1,315 |
|
|
|
1,280 |
|
6.375%, 12/12/2024 (A) |
|
|
|
|
2,382 |
|
|
|
2,319 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,112 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Georgia 0.0% |
|
Republic of Georgia |
|
|
|
|
|
|
|
|
|
|
6.875%, 04/12/2021 (A)(E) |
|
|
|
|
421 |
|
|
|
468 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Ghana 0.8% |
|
Republic of Ghana |
|
|
|
|
|
|
|
|
|
|
24.750%, 07/19/2021 |
|
|
|
|
3,864 |
|
|
|
1,029 |
|
24.500%, 04/22/2019 |
|
|
|
|
1,926 |
|
|
|
474 |
|
24.000%, 09/09/2019 |
|
|
|
|
964 |
|
|
|
239 |
|
10.750%, 10/14/2030 |
|
|
|
|
6,373 |
|
|
|
7,890 |
|
8.125%, 01/18/2026 |
|
|
|
|
2,050 |
|
|
|
2,091 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,723 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Guatemala 0.0% |
|
Comcel Trust |
|
|
|
|
|
|
|
|
|
|
6.875%, 02/06/2024 (A) |
|
|
|
|
390 |
|
|
|
415 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Honduras 0.1% |
|
Honduras Government International Bond |
|
|
|
|
|
|
|
|
|
|
6.250%, 01/19/2027 (A) |
|
|
|
|
490 |
|
|
|
506 |
|
6.250%, 01/19/2027 |
|
|
|
|
326 |
|
|
|
337 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
843 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Hungary 1.1% |
|
Republic of Hungary |
|
|
|
|
|
|
|
|
|
|
7.625%, 03/29/2041 |
|
|
|
|
7,810 |
|
|
|
11,637 |
|
5.500%, 06/24/2025 |
|
HUF |
|
|
138,870 |
|
|
|
615 |
|
5.375%, 02/21/2023 |
|
$ |
|
|
1,750 |
|
|
|
1,947 |
|
3.000%, 06/26/2024 |
|
HUF |
|
|
512,410 |
|
|
|
1,958 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16,157 |
|
|
|
|
|
|
|
|
|
|
|
|
|
India 0.0% |
|
Vedanta Resources |
|
|
|
|
|
|
|
|
|
|
8.250%, 06/07/2021 (A) |
|
$ |
|
|
28 |
|
|
|
31 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Indonesia 9.4% |
|
Indika Energy Capital II |
|
|
|
|
|
|
|
|
|
|
6.875%, 04/10/2022 |
|
|
|
|
45 |
|
|
|
44 |
|
Indo Energy Finance II |
|
|
|
|
|
|
|
|
|
|
6.375%, 01/24/2023 |
|
|
|
|
1,255 |
|
|
|
1,172 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value ($ Thousands) |
|
|
GLOBAL BONDS (continued) |
|
Indonesia Treasury Bond |
|
|
|
|
|
|
|
|
|
|
8.750%, 05/15/2031 |
|
IDR |
|
|
67,036,000 |
|
|
$ |
5,671 |
|
8.250%, 07/15/2021 |
|
|
|
|
10,611,000 |
|
|
|
838 |
|
Listrindo Capital |
|
|
|
|
|
|
|
|
|
|
4.950%, 09/14/2026 |
|
$ |
|
|
350 |
|
|
|
354 |
|
Majapahit Holding |
|
|
|
|
|
|
|
|
|
|
7.750%, 01/20/2020 |
|
|
|
|
894 |
|
|
|
999 |
|
Pelabuhan Indonesia III |
|
|
|
|
|
|
|
|
|
|
4.875%, 10/01/2024 |
|
|
|
|
1,659 |
|
|
|
1,769 |
|
Pertamina Persero |
|
|
|
|
|
|
|
|
|
|
6.500%, 05/27/2041 (A) |
|
|
|
|
380 |
|
|
|
434 |
|
6.000%, 05/03/2042 (A) |
|
|
|
|
935 |
|
|
|
1,009 |
|
6.000%, 05/03/2042 |
|
|
|
|
340 |
|
|
|
367 |
|
5.250%, 05/23/2021 (A) |
|
|
|
|
921 |
|
|
|
997 |
|
4.875%, 05/03/2022 (A) |
|
|
|
|
220 |
|
|
|
235 |
|
Pertamina Persero MTN |
|
|
|
|
|
|
|
|
|
|
6.450%, 05/30/2044 (A) |
|
|
|
|
665 |
|
|
|
755 |
|
6.450%, 05/30/2044 |
|
|
|
|
439 |
|
|
|
500 |
|
5.625%, 05/20/2043 |
|
|
|
|
2,692 |
|
|
|
2,786 |
|
5.625%, 05/20/2043 (A) |
|
|
|
|
1,434 |
|
|
|
1,484 |
|
5.625%, 05/20/2043 |
|
|
|
|
300 |
|
|
|
311 |
|
Perusahaan Listrik Negara MTN |
|
|
|
|
|
|
|
|
|
|
5.250%, 10/24/2042 |
|
|
|
|
580 |
|
|
|
580 |
|
Republic of Indonesia |
|
|
|
|
|
|
|
|
|
|
12.800%, 06/15/2021 |
|
IDR |
|
|
210,000 |
|
|
|
19 |
|
11.000%, 09/15/2025 |
|
|
|
|
3,200,000 |
|
|
|
302 |
|
9.000%, 03/15/2029 |
|
|
|
|
187,712,000 |
|
|
|
16,040 |
|
8.500%, 10/12/2035 |
|
$ |
|
|
505 |
|
|
|
727 |
|
8.500%, 10/12/2035 |
|
|
|
|
925 |
|
|
|
1,332 |
|
8.375%, 03/15/2024 |
|
IDR |
|
|
236,319,000 |
|
|
|
19,250 |
|
8.375%, 09/15/2026 |
|
|
|
|
93,384,000 |
|
|
|
7,729 |
|
8.375%, 03/15/2034 |
|
|
|
|
95,294,000 |
|
|
|
7,697 |
|
8.250%, 06/15/2032 |
|
|
|
|
17,369,000 |
|
|
|
1,378 |
|
8.250%, 05/15/2036 |
|
|
|
|
93,070,000 |
|
|
|
7,490 |
|
7.750%, 01/17/2038 |
|
$ |
|
|
1,497 |
|
|
|
2,065 |
|
7.000%, 05/15/2022 |
|
IDR |
|
|
122,580,000 |
|
|
|
9,317 |
|
7.000%, 05/15/2027 |
|
|
|
|
18,800,000 |
|
|
|
1,428 |
|
6.625%, 05/15/2033 |
|
|
|
|
35,776,000 |
|
|
|
2,471 |
|
6.625%, 02/17/2037 |
|
$ |
|
|
1,384 |
|
|
|
1,714 |
|
6.125%, 05/15/2028 |
|
IDR |
|
|
26,020,000 |
|
|
|
1,813 |
|
5.625%, 05/15/2023 |
|
|
|
|
65,735,000 |
|
|
|
4,631 |
|
4.875%, 05/05/2021 |
|
$ |
|
|
945 |
|
|
|
1,015 |
|
3.375%, 07/30/2025 |
|
EUR |
|
|
5,630 |
|
|
|
7,003 |
|
Republic of Indonesia MTN |
|
|
|
|
|
|
|
|
|
|
11.625%, 03/04/2019 |
|
$ |
|
|
80 |
|
|
|
92 |
|
11.625%, 03/04/2019 |
|
|
|
|
1,049 |
|
|
|
1,212 |
|
11.625%, 03/04/2019 (A) |
|
|
|
|
975 |
|
|
|
1,126 |
|
6.750%, 01/15/2044 (A) |
|
|
|
|
183 |
|
|
|
236 |
|
5.875%, 01/15/2024 (A) |
|
|
|
|
888 |
|
|
|
1,012 |
|
5.875%, 01/15/2024 |
|
|
|
|
6,050 |
|
|
|
6,896 |
|
5.875%, 01/15/2024 |
|
|
|
|
2,876 |
|
|
|
3,278 |
|
5.250%, 01/17/2042 |
|
|
|
|
692 |
|
|
|
748 |
|
|
|
|
4 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value ($ Thousands) |
|
|
GLOBAL BONDS (continued) |
|
5.125%, 01/15/2045 (A) |
|
$ |
|
|
217 |
|
|
$ |
232 |
|
4.750%, 01/08/2026 |
|
|
|
|
1,219 |
|
|
|
1,309 |
|
4.750%, 01/08/2026 (A) |
|
|
|
|
2,389 |
|
|
|
2,564 |
|
4.125%, 01/15/2025 |
|
|
|
|
3,015 |
|
|
|
3,109 |
|
4.125%, 01/15/2025 |
|
|
|
|
1,331 |
|
|
|
1,372 |
|
3.750%, 06/14/2028 |
|
EUR |
|
|
2,675 |
|
|
|
3,342 |
|
3.375%, 04/15/2023 (A) |
|
$ |
|
|
1,939 |
|
|
|
1,947 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
142,201 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Iraq 0.6% |
|
Republic of Iraq |
|
|
|
|
|
|
|
|
|
|
5.800%, 01/15/2028 |
|
|
|
|
9,637 |
|
|
|
8,550 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Israel 0.4% |
|
Israel Government Bond - Fixed |
|
|
|
|
|
|
|
|
|
|
5.500%, 01/31/2042 |
|
ILS |
|
|
287 |
|
|
|
114 |
|
3.750%, 03/31/2047 |
|
|
|
|
5,902 |
|
|
|
1,795 |
|
2.000%, 03/31/2027 |
|
|
|
|
14,070 |
|
|
|
4,004 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,913 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Ivory Coast 1.2% |
|
Ivory Coast Government International Bond |
|
|
|
|
|
|
|
|
|
|
6.375%, 03/03/2028 (A) |
|
$ |
|
|
2,562 |
|
|
|
2,588 |
|
6.125%, 06/15/2033 |
|
|
|
|
825 |
|
|
|
792 |
|
6.125%, 06/15/2033 (A) |
|
|
|
|
323 |
|
|
|
310 |
|
5.750%, 12/31/2032 |
|
|
|
|
3,498 |
|
|
|
3,358 |
|
5.750%, 12/31/2032 |
|
|
|
|
3,413 |
|
|
|
3,276 |
|
5.750%, 12/31/2032 (A) |
|
|
|
|
403 |
|
|
|
387 |
|
5.750%, 12/31/2032 |
|
|
|
|
4,594 |
|
|
|
4,410 |
|
5.375%, 07/23/2024 (A) |
|
|
|
|
1,265 |
|
|
|
1,234 |
|
5.125%, 06/15/2025 (A) |
|
EUR |
|
|
571 |
|
|
|
658 |
|
5.125%, 06/15/2025 |
|
|
|
|
1,450 |
|
|
|
1,671 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
18,684 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Jamaica 0.1% |
|
Digicel Group |
|
|
|
|
|
|
|
|
|
|
7.125%, 04/01/2022 (A) |
|
$ |
|
|
236 |
|
|
|
206 |
|
Jamaica Government International Bond |
|
|
|
|
|
|
|
|
|
|
8.000%, 03/15/2039 |
|
|
|
|
659 |
|
|
|
777 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
983 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Jordan 0.1% |
|
Jordan Government International Bond |
|
|
|
|
|
|
|
|
|
|
6.125%, 01/29/2026 |
|
|
|
|
1,102 |
|
|
|
1,127 |
|
5.750%, 01/31/2027 |
|
|
|
|
1,016 |
|
|
|
1,010 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,137 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Kazakhstan 1.2% |
|
Development Bank of Kazakhstan |
|
|
|
|
|
|
|
|
|
|
4.125%, 12/10/2022 |
|
|
|
|
770 |
|
|
|
770 |
|
KazAgro National Management Holding JSC MTN |
|
|
|
|
|
|
|
|
|
|
4.625%, 05/24/2023 |
|
|
|
|
4,595 |
|
|
|
4,574 |
|
4.625%, 05/24/2023 (A) |
|
|
|
|
349 |
|
|
|
347 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value ($ Thousands) |
|
|
GLOBAL BONDS (continued) |
|
Kazakhstan Temir Zholy Finance |
|
|
|
|
|
|
|
|
|
|
6.950%, 07/10/2042 (A) |
|
$ |
|
|
250 |
|
|
$ |
265 |
|
KazMunayGas National MTN |
|
|
|
|
|
|
|
|
|
|
6.375%, 04/09/2021 (A) |
|
|
|
|
1,660 |
|
|
|
1,803 |
|
6.375%, 04/09/2021 |
|
|
|
|
1,960 |
|
|
|
2,129 |
|
KazMunayGas National JSC (A) |
|
|
|
|
|
|
|
|
|
|
5.750%, 04/19/2047 |
|
|
|
|
1,335 |
|
|
|
1,263 |
|
4.750%, 04/19/2027 |
|
|
|
|
1,515 |
|
|
|
1,485 |
|
Republic of Kazakhstan |
|
|
|
|
|
|
|
|
|
|
6.375%, 10/06/2020 (A) |
|
|
|
|
400 |
|
|
|
430 |
|
Republic of Kazakhstan MTN |
|
|
|
|
|
|
|
|
|
|
6.500%, 07/21/2045 |
|
|
|
|
4,350 |
|
|
|
5,149 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
18,215 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Kenya 0.1% |
|
Kenya Government International Bond |
|
|
|
|
|
|
|
|
|
|
6.875%, 06/24/2024 (A) |
|
|
|
|
534 |
|
|
|
546 |
|
6.875%, 06/24/2024 |
|
|
|
|
473 |
|
|
|
484 |
|
5.875%, 06/24/2019 (A) |
|
|
|
|
805 |
|
|
|
826 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,856 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Malaysia 3.8% |
|
1MDB Energy |
|
|
|
|
|
|
|
|
|
|
5.990%, 05/11/2022 |
|
|
|
|
1,000 |
|
|
|
1,083 |
|
1MDB Global Investments |
|
|
|
|
|
|
|
|
|
|
4.400%, 03/09/2023 |
|
|
|
|
9,600 |
|
|
|
8,904 |
|
Malaysia Government Bond |
|
|
|
|
|
|
|
|
|
|
5.248%, 09/15/2028 |
|
MYR |
|
|
1,050 |
|
|
|
268 |
|
4.935%, 09/30/2043 |
|
|
|
|
2,200 |
|
|
|
527 |
|
4.392%, 04/15/2026 |
|
|
|
|
7,081 |
|
|
|
1,685 |
|
4.378%, 11/29/2019 |
|
|
|
|
5,218 |
|
|
|
1,240 |
|
4.254%, 05/31/2035 |
|
|
|
|
1,827 |
|
|
|
412 |
|
4.240%, 02/07/2018 |
|
|
|
|
9,200 |
|
|
|
2,156 |
|
4.232%, 06/30/2031 |
|
|
|
|
9,200 |
|
|
|
2,095 |
|
4.181%, 07/15/2024 |
|
|
|
|
4,186 |
|
|
|
989 |
|
4.160%, 07/15/2021 |
|
|
|
|
20 |
|
|
|
5 |
|
4.012%, 09/15/2017 |
|
|
|
|
23,553 |
|
|
|
5,497 |
|
3.955%, 09/15/2025 |
|
|
|
|
9,520 |
|
|
|
2,206 |
|
3.892%, 03/15/2027 |
|
|
|
|
1,369 |
|
|
|
312 |
|
3.800%, 08/17/2023 |
|
|
|
|
23,695 |
|
|
|
5,482 |
|
3.795%, 09/30/2022 |
|
|
|
|
3,500 |
|
|
|
813 |
|
3.759%, 03/15/2019 |
|
|
|
|
8,099 |
|
|
|
1,899 |
|
3.659%, 10/15/2020 |
|
|
|
|
1,419 |
|
|
|
331 |
|
3.654%, 10/31/2019 |
|
|
|
|
7,740 |
|
|
|
1,812 |
|
3.620%, 11/30/2021 |
|
|
|
|
7,443 |
|
|
|
1,728 |
|
3.580%, 09/28/2018 |
|
|
|
|
1,157 |
|
|
|
271 |
|
3.502%, 05/31/2027 |
|
|
|
|
1,050 |
|
|
|
232 |
|
3.492%, 03/31/2020 |
|
|
|
|
1,420 |
|
|
|
330 |
|
3.480%, 03/15/2023 |
|
|
|
|
2,858 |
|
|
|
652 |
|
3.418%, 08/15/2022 |
|
|
|
|
4,289 |
|
|
|
983 |
|
3.314%, 10/31/2017 |
|
|
|
|
45,470 |
|
|
|
10,598 |
|
3.260%, 03/01/2018 |
|
|
|
|
9,170 |
|
|
|
2,137 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
|
5 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
|
GLOBAL BONDS (continued) |
|
Malaysia Government Investment Issue |
|
|
|
|
|
|
|
|
|
|
4.070%, 09/30/2026 |
|
MYR |
|
|
11,606 |
|
|
$ |
2,688 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
57,335 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Mexico 10.1% |
|
|
|
|
|
|
|
|
|
|
Alfa |
|
|
|
|
|
|
|
|
|
|
6.875%, 03/25/2044 |
|
$ |
|
|
1,750 |
|
|
|
1,908 |
|
America Movil |
|
|
|
|
|
|
|
|
|
|
7.125%, 12/09/2024 |
|
MXN |
|
|
18,110 |
|
|
|
957 |
|
6.000%, 06/09/2019 |
|
|
|
|
12,420 |
|
|
|
664 |
|
Banco Inbursa Institucion de Banca Multiple |
|
|
|
|
|
|
|
|
|
|
4.375%, 04/11/2027 (A) |
|
$ |
|
|
573 |
|
|
|
573 |
|
Banco Mercantil del Norte |
|
|
|
|
|
|
|
|
|
|
7.625%, 10/06/2165 (A)(B) |
|
|
|
|
291 |
|
|
|
301 |
|
Banco Nacional de Comercio Exterior SNC (B) |
|
|
|
|
|
|
|
|
|
|
3.800%, 08/11/2026 (A) |
|
|
|
|
1,852 |
|
|
|
1,847 |
|
3.800%, 08/11/2026 |
|
|
|
|
536 |
|
|
|
535 |
|
Cemex (A) |
|
|
|
|
|
|
|
|
|
|
7.750%, 04/16/2026 |
|
|
|
|
216 |
|
|
|
247 |
|
6.125%, 05/05/2025 |
|
|
|
|
115 |
|
|
|
124 |
|
5.700%, 01/11/2025 |
|
|
|
|
208 |
|
|
|
221 |
|
Comision Federal de Electricidad |
|
|
|
|
|
|
|
|
|
|
7.350%, 11/25/2025 |
|
MXN |
|
|
39,785 |
|
|
|
2,049 |
|
5.750%, 02/14/2042 (A) |
|
$ |
|
|
500 |
|
|
|
511 |
|
4.875%, 01/15/2024 (A) |
|
|
|
|
237 |
|
|
|
250 |
|
4.750%, 02/23/2027 (A) |
|
|
|
|
658 |
|
|
|
677 |
|
Elementia |
|
|
|
|
|
|
|
|
|
|
5.500%, 01/15/2025 |
|
|
|
|
670 |
|
|
|
680 |
|
Fermaca Enterprises S de RL |
|
|
|
|
|
|
|
|
|
|
6.375%, 03/30/2038 (A) |
|
|
|
|
616 |
|
|
|
657 |
|
Mexican Bonos |
|
|
|
|
|
|
|
|
|
|
8.000%, 11/07/2047 |
|
MXN |
|
|
50,970 |
|
|
|
3,069 |
|
7.750%, 11/23/2034 |
|
|
|
|
92,281 |
|
|
|
5,475 |
|
7.750%, 11/13/2042 |
|
|
|
|
124,502 |
|
|
|
7,273 |
|
7.500%, 06/03/2027 |
|
|
|
|
11,414 |
|
|
|
664 |
|
6.500%, 06/09/2022 |
|
|
|
|
114,821 |
|
|
|
6,307 |
|
5.750%, 03/05/2026 |
|
|
|
|
90,000 |
|
|
|
4,642 |
|
5.000%, 12/11/2019 |
|
|
|
|
127,973 |
|
|
|
6,813 |
|
4.750%, 06/14/2018 |
|
|
|
|
10,801 |
|
|
|
585 |
|
Mexican Bonos, Ser M |
|
|
|
|
|
|
|
|
|
|
6.500%, 06/10/2021 |
|
|
|
|
184,897 |
|
|
|
10,176 |
|
Mexican Bonos, Ser M10 |
|
|
|
|
|
|
|
|
|
|
8.500%, 12/13/2018 |
|
|
|
|
139,397 |
|
|
|
7,877 |
|
Mexican Bonos, Ser M20 |
|
|
|
|
|
|
|
|
|
|
10.000%, 12/05/2024 |
|
|
|
|
272,015 |
|
|
|
17,905 |
|
8.500%, 05/31/2029 |
|
|
|
|
40,211 |
|
|
|
2,522 |
|
8.000%, 12/07/2023 |
|
|
|
|
11,575 |
|
|
|
684 |
|
7.750%, 05/29/2031 |
|
|
|
|
94,497 |
|
|
|
5,590 |
|
Mexican Bonos, Ser M30 |
|
|
|
|
|
|
|
|
|
|
10.000%, 11/20/2036 |
|
|
|
|
43,198 |
|
|
|
3,108 |
|
8.500%, 11/18/2038 |
|
|
|
|
66,465 |
|
|
|
4,200 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
|
GLOBAL BONDS (continued) |
|
Mexico Government International Bond |
|
|
|
|
|
|
|
|
|
|
4.350%, 01/15/2047 |
|
$ |
|
|
1,539 |
|
|
$ |
1,445 |
|
4.150%, 03/28/2027 |
|
|
|
|
297 |
|
|
|
308 |
|
Petroleos Mexicanos |
|
|
|
|
|
|
|
|
|
|
9.500%, 09/15/2027 |
|
|
|
|
169 |
|
|
|
214 |
|
7.470%, 11/12/2026 |
|
MXN |
|
|
99,549 |
|
|
|
4,905 |
|
7.190%, 09/12/2024 |
|
|
|
|
101,382 |
|
|
|
5,068 |
|
6.625%, 06/15/2035 |
|
$ |
|
|
4,931 |
|
|
|
5,097 |
|
6.625%, 06/15/2038 |
|
|
|
|
2,088 |
|
|
|
2,114 |
|
6.500%, 03/13/2027 (A) |
|
|
|
|
3,106 |
|
|
|
3,337 |
|
6.500%, 06/02/2041 |
|
|
|
|
1,709 |
|
|
|
1,697 |
|
6.375%, 02/04/2021 |
|
|
|
|
326 |
|
|
|
353 |
|
6.375%, 01/23/2045 |
|
|
|
|
807 |
|
|
|
787 |
|
6.000%, 03/05/2020 |
|
|
|
|
335 |
|
|
|
359 |
|
5.625%, 01/23/2046 |
|
|
|
|
749 |
|
|
|
664 |
|
5.500%, 01/21/2021 |
|
|
|
|
18 |
|
|
|
19 |
|
5.500%, 06/27/2044 |
|
|
|
|
589 |
|
|
|
521 |
|
4.878%, 03/11/2022 (A)(B) |
|
|
|
|
1,180 |
|
|
|
1,273 |
|
4.875%, 01/24/2022 |
|
|
|
|
271 |
|
|
|
279 |
|
4.875%, 01/18/2024 |
|
|
|
|
175 |
|
|
|
177 |
|
4.500%, 01/23/2026 |
|
|
|
|
643 |
|
|
|
625 |
|
Petroleos Mexicanos MTN |
|
|
|
|
|
|
|
|
|
|
6.875%, 08/04/2026 |
|
|
|
|
4,450 |
|
|
|
4,931 |
|
6.750%, 09/21/2047 |
|
|
|
|
902 |
|
|
|
911 |
|
6.375%, 01/23/2045 (A) |
|
|
|
|
806 |
|
|
|
786 |
|
5.625%, 01/23/2046 (A) |
|
|
|
|
800 |
|
|
|
709 |
|
4.875%, 02/21/2028 |
|
EUR |
|
|
3,822 |
|
|
|
4,539 |
|
4.625%, 09/21/2023 (A) |
|
$ |
|
|
1,185 |
|
|
|
1,199 |
|
4.250%, 01/15/2025 |
|
|
|
|
2,450 |
|
|
|
2,383 |
|
2.750%, 04/21/2027 |
|
EUR |
|
|
350 |
|
|
|
359 |
|
Sixsigma Networks Mexico |
|
|
|
|
|
|
|
|
|
|
8.250%, 11/07/2021 (A) |
|
$ |
|
|
465 |
|
|
|
465 |
|
Trust F/1401 |
|
|
|
|
|
|
|
|
|
|
6.950%, 01/30/2044 |
|
|
|
|
1,920 |
|
|
|
2,035 |
|
United Mexican States |
|
|
|
|
|
|
|
|
|
|
5.750%, 10/12/2110 |
|
|
|
|
1,998 |
|
|
|
2,073 |
|
4.600%, 01/23/2046 |
|
|
|
|
2,865 |
|
|
|
2,796 |
|
United Mexican States MTN |
|
|
|
|
|
|
|
|
|
|
5.550%, 01/21/2045 |
|
|
|
|
476 |
|
|
|
533 |
|
4.750%, 03/08/2044 |
|
|
|
|
425 |
|
|
|
426 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
152,478 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Mongolia 0.2% |
|
|
|
|
|
|
|
|
|
|
Mongolia Government International Bond MTN |
|
|
|
|
|
|
|
|
|
|
10.875%, 04/06/2021 (A) |
|
|
|
|
1,205 |
|
|
|
1,374 |
|
8.750%, 03/09/2024 |
|
|
|
|
1,451 |
|
|
|
1,588 |
|
Trade & Development Bank of Mongolia MTN |
|
|
|
|
|
|
|
|
|
|
9.375%, 05/19/2020 (A) |
|
|
|
|
355 |
|
|
|
379 |
|
9.375%, 05/19/2020 |
|
|
|
|
350 |
|
|
|
374 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,715 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
Montenegro 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
Republic of Montenegro |
|
|
|
|
|
|
|
|
|
|
|
|
5.750%, 03/10/2021 (A) |
|
EUR |
|
|
|
551 |
|
|
|
$ |
675 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Morocco 0.5% |
|
|
|
|
|
|
|
|
|
|
|
|
Morocco Government International Bond |
|
|
|
|
|
|
|
|
|
|
|
|
3.500%, 06/19/2024 |
|
|
|
|
|
3,580 |
|
|
|
|
4,438 |
|
OCP |
|
|
|
|
|
|
|
|
|
|
|
|
6.875%, 04/25/2044 |
|
$ |
|
|
|
1,325 |
|
|
|
|
1,493 |
|
5.625%, 04/25/2024 (A) |
|
|
|
|
|
1,900 |
|
|
|
|
2,055 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,986 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Namibia 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
Namibia International Bonds |
|
|
|
|
|
|
|
|
|
|
|
|
5.250%, 10/29/2025 (A) |
|
|
|
|
|
371 |
|
|
|
|
382 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Netherlands 0.1% |
|
|
|
|
|
|
|
|
|
|
|
|
MARB BondCo |
|
|
|
|
|
|
|
|
|
|
|
|
7.000%, 03/15/2024 (A) |
|
|
|
|
|
142 |
|
|
|
|
137 |
|
Marfrig Holdings Europe |
|
|
|
|
|
|
|
|
|
|
|
|
8.000%, 06/08/2023 (A) |
|
|
|
|
|
470 |
|
|
|
|
477 |
|
VTR Finance |
|
|
|
|
|
|
|
|
|
|
|
|
6.875%, 01/15/2024 |
|
|
|
|
|
400 |
|
|
|
|
424 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,038 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Nigeria 0.5% |
|
|
|
|
|
|
|
|
|
|
|
|
Nigeria Government International Bond |
|
|
|
|
|
|
|
|
|
|
|
|
7.875%, 02/16/2032 |
|
|
|
|
|
3,884 |
|
|
|
|
4,210 |
|
7.875%, 02/16/2032 (A) |
|
|
|
|
|
228 |
|
|
|
|
247 |
|
6.375%, 07/12/2023 |
|
|
|
|
|
1,825 |
|
|
|
|
1,878 |
|
Nigeria Treasury Bill |
|
|
|
|
|
|
|
|
|
|
|
|
20.285%, 04/05/2018 (D) |
|
NGN |
|
|
|
494,646 |
|
|
|
|
1,160 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,495 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Oman 0.3% |
|
|
|
|
|
|
|
|
|
|
|
|
Oman Government International Bond |
|
|
|
|
|
|
|
|
|
|
|
|
6.500%, 03/08/2047 (A) |
|
$ |
|
|
|
1,620 |
|
|
|
|
1,653 |
|
6.500%, 03/08/2047 |
|
|
|
|
|
676 |
|
|
|
|
690 |
|
5.375%, 03/08/2027 |
|
|
|
|
|
659 |
|
|
|
|
674 |
|
4.750%, 06/15/2026 (A) |
|
|
|
|
|
237 |
|
|
|
|
233 |
|
3.875%, 03/08/2022 |
|
|
|
|
|
862 |
|
|
|
|
860 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,110 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Pakistan 0.1% |
|
|
|
|
|
|
|
|
|
|
|
|
Pakistan Government International Bond |
|
|
|
|
|
|
|
|
|
|
|
|
8.250%, 09/30/2025 |
|
|
|
|
|
1,000 |
|
|
|
|
1,145 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Panama 0.3% |
|
|
|
|
|
|
|
|
|
|
|
|
Panama Notas del Tesoro |
|
|
|
|
|
|
|
|
|
|
|
|
4.875%, 02/05/2021 |
|
|
|
|
|
562 |
|
|
|
|
589 |
|
Republic of Panama |
|
|
|
|
|
|
|
|
|
|
|
|
9.375%, 01/16/2023 |
|
|
|
|
|
560 |
|
|
|
|
712 |
|
9.375%, 04/01/2029 |
|
|
|
|
|
630 |
|
|
|
|
929 |
|
8.125%, 04/28/2034 |
|
|
|
|
|
2,028 |
|
|
|
|
2,677 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
4.300%, 04/29/2053 |
|
$ |
|
|
|
130 |
|
|
|
$ |
128 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,035 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Paraguay 0.1% |
|
|
|
|
|
|
|
|
|
|
|
|
Republic of Paraguay |
|
|
|
|
|
|
|
|
|
|
|
|
6.100%, 08/11/2044 (A) |
|
|
|
|
|
906 |
|
|
|
|
1,003 |
|
4.625%, 01/25/2023 |
|
|
|
|
|
300 |
|
|
|
|
313 |
|
Telefonica Celular del Paraguay |
|
|
|
|
|
|
|
|
|
|
|
|
6.750%, 12/13/2022 |
|
|
|
|
|
200 |
|
|
|
|
209 |
|
6.750%, 12/13/2022 |
|
|
|
|
|
200 |
|
|
|
|
209 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,734 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Peru 1.9% |
|
|
|
|
|
|
|
|
|
|
|
|
Abengoa Transmision Sur |
|
|
|
|
|
|
|
|
|
|
|
|
6.875%, 04/30/2043 (A) |
|
|
|
|
|
273 |
|
|
|
|
298 |
|
Fondo Mivivienda |
|
|
|
|
|
|
|
|
|
|
|
|
7.000%, 02/14/2024 (A) |
|
PEN |
|
|
|
3,704 |
|
|
|
|
1,185 |
|
Peru Enhanced Pass-Through Finance (D) |
|
|
|
|
|
|
|
|
|
|
|
|
5.151%, 06/02/2025 (A) |
|
$ |
|
|
|
1,000 |
|
|
|
|
835 |
|
0.633%, 05/31/2018 |
|
|
|
|
|
27 |
|
|
|
|
26 |
|
0.632%, 05/31/2018 (A) |
|
|
|
|
|
73 |
|
|
|
|
71 |
|
Petroleos del Peru (A) |
|
|
|
|
|
|
|
|
|
|
|
|
5.625%, 06/19/2047 |
|
|
|
|
|
366 |
|
|
|
|
370 |
|
4.750%, 06/19/2032 |
|
|
|
|
|
613 |
|
|
|
|
608 |
|
Republic of Peru |
|
|
|
|
|
|
|
|
|
|
|
|
8.200%, 08/12/2026 |
|
PEN |
|
|
|
16,008 |
|
|
|
|
5,904 |
|
6.950%, 08/12/2031 |
|
|
|
|
|
2,068 |
|
|
|
|
705 |
|
6.950%, 08/12/2031 |
|
|
|
|
|
6,009 |
|
|
|
|
2,049 |
|
6.900%, 08/12/2037 |
|
|
|
|
|
2,094 |
|
|
|
|
706 |
|
6.850%, 02/12/2042 |
|
|
|
|
|
613 |
|
|
|
|
202 |
|
6.550%, 03/14/2037 |
|
$ |
|
|
|
713 |
|
|
|
|
937 |
|
6.350%, 08/12/2028 |
|
PEN |
|
|
|
2,895 |
|
|
|
|
947 |
|
6.350%, 08/12/2028 (A) |
|
|
|
|
|
7,925 |
|
|
|
|
2,594 |
|
6.350%, 08/12/2028 |
|
|
|
|
|
2,061 |
|
|
|
|
675 |
|
5.700%, 08/12/2024 |
|
|
|
|
|
285 |
|
|
|
|
91 |
|
5.700%, 08/12/2024 (A) |
|
|
|
|
|
5,999 |
|
|
|
|
1,922 |
|
3.750%, 03/01/2030 |
|
EUR |
|
|
|
6,608 |
|
|
|
|
8,799 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
28,924 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Philippines 0.1% |
|
|
|
|
|
|
|
|
|
|
|
|
Republic of Philippines |
|
|
|
|
|
|
|
|
|
|
|
|
3.900%, 11/26/2022 |
|
PHP |
|
|
|
45,000 |
|
|
|
|
885 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Poland 3.7% |
|
|
|
|
|
|
|
|
|
|
|
|
Republic of Poland |
|
|
|
|
|
|
|
|
|
|
|
|
5.250%, 10/25/2020 |
|
PLN |
|
|
|
20,418 |
|
|
|
|
6,033 |
|
4.000%, 10/25/2023 |
|
|
|
|
|
20,178 |
|
|
|
|
5,788 |
|
3.250%, 07/25/2025 |
|
|
|
|
|
31,186 |
|
|
|
|
8,480 |
|
2.750%, 08/25/2023 |
|
|
|
|
|
5,611 |
|
|
|
|
1,927 |
|
2.500%, 07/25/2026 |
|
|
|
|
|
26,866 |
|
|
|
|
6,845 |
|
2.500%, 07/25/2027 |
|
|
|
|
|
24,333 |
|
|
|
|
6,105 |
|
1.750%, 07/25/2021 |
|
|
|
|
|
36,428 |
|
|
|
|
9,550 |
|
1.500%, 04/25/2020 |
|
|
|
|
|
12,676 |
|
|
|
|
3,362 |
|
1.445%, 07/25/2017 (D) |
|
|
|
|
|
4,630 |
|
|
|
|
1,247 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
|
7 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
|
GLOBAL BONDS (continued) |
|
1.413%, 10/25/2018 (D) |
|
|
PLN |
10,800 |
|
|
|
$ |
2,849 |
|
Republic of Poland, Ser 0922 |
|
|
|
|
|
|
|
|
|
|
5.750%, 09/23/2022 |
|
|
|
12,209 |
|
|
|
|
3,774 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
55,960 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Qatar 0.8% |
|
|
|
|
|
|
|
|
|
|
Ooredoo International Finance MTN |
|
|
|
|
|
|
|
|
|
|
7.875%, 06/10/2019 |
|
|
$ |
665 |
|
|
|
|
724 |
|
State of Qatar |
|
|
|
|
|
|
|
|
|
|
9.750%, 06/15/2030 |
|
|
|
2,637 |
|
|
|
|
4,143 |
|
4.500%, 01/20/2022 (A) |
|
|
|
1,730 |
|
|
|
|
1,832 |
|
3.250%, 06/02/2026 (A) |
|
|
|
5,122 |
|
|
|
|
4,968 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,667 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Romania 1.4% |
|
|
|
|
|
|
|
|
|
|
Government of Romania |
|
|
|
|
|
|
|
|
|
|
5.850%, 04/26/2023 |
|
|
RON |
16,940 |
|
|
|
|
4,869 |
|
5.800%, 07/26/2027 |
|
|
|
20,140 |
|
|
|
|
5,782 |
|
4.750%, 02/24/2025 |
|
|
|
24,590 |
|
|
|
|
6,621 |
|
3.500%, 12/19/2022 |
|
|
|
8,945 |
|
|
|
|
2,299 |
|
Government of Romania MTN |
|
|
|
|
|
|
|
|
|
|
3.875%, 10/29/2035 |
|
|
EUR |
900 |
|
|
|
|
1,073 |
|
2.375%, 04/19/2027 |
|
|
|
1,036 |
|
|
|
|
1,179 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
21,823 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Russia 6.9% |
|
|
|
|
|
|
|
|
|
|
Credit Bank of Moscow Via CBOM Finance |
|
|
|
|
|
|
|
|
|
|
5.875%, 11/07/2021 (A) |
|
|
$ |
1,116 |
|
|
|
|
1,147 |
|
Evraz Group |
|
|
|
|
|
|
|
|
|
|
8.250%, 01/28/2021 |
|
|
|
1,000 |
|
|
|
|
1,113 |
|
Gazprom OAO Via Gaz Capital |
|
|
|
|
|
|
|
|
|
|
4.250%, 04/06/2024 |
|
|
GBP |
1,660 |
|
|
|
|
2,223 |
|
3.125%, 11/17/2023 |
|
|
EUR |
1,890 |
|
|
|
|
2,250 |
|
GTLK Europe DAC |
|
|
|
|
|
|
|
|
|
|
5.950%, 07/19/2021 |
|
|
$ |
270 |
|
|
|
|
284 |
|
Republic of Serbia |
|
|
|
|
|
|
|
|
|
|
7.250%, 09/28/2021 |
|
|
|
4,300 |
|
|
|
|
4,967 |
|
Ritekro |
|
|
|
|
|
|
|
|
|
|
15.808%, 11/07/2022 (D)(F) |
|
|
|
914 |
|
|
|
|
486 |
|
Russian Federal Bond - OFZ |
|
|
|
|
|
|
|
|
|
|
8.150%, 02/03/2027 |
|
|
RUB |
332,923 |
|
|
|
|
5,844 |
|
7.750%, 09/16/2026 |
|
|
|
1,062,376 |
|
|
|
|
17,943 |
|
7.700%, 03/23/2033 |
|
|
|
24,679 |
|
|
|
|
410 |
|
7.600%, 04/14/2021 |
|
|
|
487,263 |
|
|
|
|
8,160 |
|
7.600%, 07/20/2022 |
|
|
|
281,338 |
|
|
|
|
4,710 |
|
7.500%, 03/15/2018 |
|
|
|
139,947 |
|
|
|
|
2,356 |
|
7.100%, 10/16/2024 |
|
|
|
193,616 |
|
|
|
|
3,142 |
|
7.050%, 01/19/2028 |
|
|
|
729,914 |
|
|
|
|
11,730 |
|
7.000%, 01/25/2023 |
|
|
|
192,545 |
|
|
|
|
3,134 |
|
7.000%, 08/16/2023 |
|
|
|
300,364 |
|
|
|
|
4,893 |
|
6.800%, 12/11/2019 |
|
|
|
602,520 |
|
|
|
|
9,935 |
|
6.700%, 05/15/2019 |
|
|
|
236,124 |
|
|
|
|
3,904 |
|
6.500%, 12/03/2014 (C) |
|
|
|
22,770 |
|
|
|
|
368 |
|
6.400%, 05/27/2020 |
|
|
|
18,800 |
|
|
|
|
306 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
|
GLOBAL BONDS (continued) |
|
6.200%, 01/31/2018 |
|
|
RUB |
145,934 |
|
|
|
$ |
2,438 |
|
Russian Foreign Bond - Eurobond |
|
|
|
|
|
|
|
|
|
|
5.250%, 06/23/2047 |
|
|
$ |
1,800 |
|
|
|
|
1,812 |
|
4.250%, 06/23/2027 |
|
|
|
2,000 |
|
|
|
|
1,994 |
|
Russian Railways Via RZD Capital |
|
|
|
|
|
|
|
|
|
|
7.487%, 03/25/2031 |
|
|
GBP |
1,300 |
|
|
|
|
2,090 |
|
Sberbank of Russia Via SB Capital |
|
|
|
|
|
|
|
|
|
|
5.500%, 02/26/2024 (A)(B) |
|
|
$ |
2,292 |
|
|
|
|
2,331 |
|
SCF Capital Designated Activity |
|
|
|
|
|
|
|
|
|
|
5.375%, 06/16/2023 (A) |
|
|
|
729 |
|
|
|
|
754 |
|
Vnesheconombank Via VEB Finance |
|
|
|
|
|
|
|
|
|
|
6.902%, 07/09/2020 |
|
|
|
2,423 |
|
|
|
|
2,633 |
|
6.800%, 11/22/2025 |
|
|
|
580 |
|
|
|
|
642 |
|
6.800%, 11/22/2025 (A) |
|
|
|
150 |
|
|
|
|
166 |
|
5.450%, 11/22/2017 (A) |
|
|
|
400 |
|
|
|
|
405 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
104,570 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Senegal 0.2% |
|
|
|
|
|
|
|
|
|
|
Senegal Government International Bond |
|
|
|
|
|
|
|
|
|
|
6.250%, 05/23/2033 (A) |
|
|
|
3,366 |
|
|
|
|
3,416 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Serbia 0.0% |
|
|
|
|
|
|
|
|
|
|
Republic of Serbia |
|
|
|
|
|
|
|
|
|
|
7.250%, 09/28/2021 (A) |
|
|
|
200 |
|
|
|
|
231 |
|
4.875%, 02/25/2020 |
|
|
|
200 |
|
|
|
|
208 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
439 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Slovenia 0.2% |
|
|
|
|
|
|
|
|
|
|
Slovenia Government International Bond |
|
|
|
|
|
|
|
|
|
|
5.250%, 02/18/2024 |
|
|
|
2,200 |
|
|
|
|
2,517 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
South Africa 4.7% |
|
|
|
|
|
|
|
|
|
|
Eskom Holdings |
|
|
|
|
|
|
|
|
|
|
7.125%, 02/11/2025 |
|
|
|
1,750 |
|
|
|
|
1,785 |
|
7.125%, 02/11/2025 (A) |
|
|
|
1,166 |
|
|
|
|
1,189 |
|
5.750%, 01/26/2021 (A) |
|
|
|
214 |
|
|
|
|
216 |
|
Republic of South Africa |
|
|
|
|
|
|
|
|
|
|
10.500%, 12/21/2026 |
|
|
ZAR |
130,404 |
|
|
|
|
11,039 |
|
8.875%, 02/28/2035 |
|
|
|
32,020 |
|
|
|
|
2,271 |
|
8.750%, 01/31/2044 |
|
|
|
56,396 |
|
|
|
|
3,837 |
|
8.750%, 02/28/2048 |
|
|
|
106,575 |
|
|
|
|
7,251 |
|
8.500%, 01/31/2037 |
|
|
|
109,633 |
|
|
|
|
7,435 |
|
8.250%, 03/31/2032 |
|
|
|
87,495 |
|
|
|
|
6,021 |
|
8.000%, 01/31/2030 |
|
|
|
87,465 |
|
|
|
|
6,041 |
|
7.000%, 02/28/2031 |
|
|
|
103,711 |
|
|
|
|
6,474 |
|
6.750%, 03/31/2021 |
|
|
|
3,663 |
|
|
|
|
270 |
|
6.500%, 02/28/2041 |
|
|
|
39,901 |
|
|
|
|
2,125 |
|
6.250%, 03/31/2036 |
|
|
|
84,049 |
|
|
|
|
4,528 |
|
5.875%, 09/16/2025 (E) |
|
|
$ |
4,687 |
|
|
|
|
5,040 |
|
4.875%, 04/14/2026 |
|
|
|
334 |
|
|
|
|
335 |
|
4.300%, 10/12/2028 |
|
|
|
3,465 |
|
|
|
|
3,237 |
|
Stillwater Mining |
|
|
|
|
|
|
|
|
|
|
7.125%, 06/27/2025 |
|
|
|
636 |
|
|
|
|
626 |
|
|
|
|
8 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
Transnet SOC MTN |
|
|
|
|
|
|
|
|
|
|
|
|
9.500%, 05/13/2021 (A) |
|
ZAR |
|
|
|
13,360 |
|
|
|
$ |
988 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
70,708 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Sri Lanka 0.8% |
|
|
|
|
|
|
|
|
|
|
|
|
Republic of Sri Lanka |
|
|
|
|
|
|
|
|
|
|
|
|
6.850%, 11/03/2025 |
|
$ |
|
|
|
4,639 |
|
|
|
|
4,888 |
|
6.850%, 11/03/2025 (A) |
|
|
|
|
|
908 |
|
|
|
|
957 |
|
6.825%, 07/18/2026 (A) |
|
|
|
|
|
909 |
|
|
|
|
957 |
|
6.825%, 07/18/2026 |
|
|
|
|
|
500 |
|
|
|
|
527 |
|
6.250%, 07/27/2021 |
|
|
|
|
|
853 |
|
|
|
|
903 |
|
6.200%, 05/11/2027 |
|
|
|
|
|
745 |
|
|
|
|
744 |
|
5.875%, 07/25/2022 (A) |
|
|
|
|
|
2,445 |
|
|
|
|
2,532 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,508 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Supra-National 0.3% |
|
European Investment Bank MTN |
|
|
|
|
|
|
|
|
|
|
|
|
8.500%, 09/17/2024 |
|
ZAR |
|
|
|
9,200 |
|
|
|
|
707 |
|
7.200%, 07/09/2019 |
|
IDR |
|
|
|
31,560,000 |
|
|
|
|
2,403 |
|
Inter-American Development Bank MTN |
|
|
|
|
|
|
|
|
|
|
|
|
7.350%, 09/12/2018 |
|
|
|
|
|
20,140,000 |
|
|
|
|
1,533 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,643 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Suriname 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
Republic of Suriname |
|
|
|
|
|
|
|
|
|
|
|
|
9.250%, 10/26/2026 (A) |
|
$ |
|
|
|
497 |
|
|
|
|
509 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Thailand 1.7% |
|
|
|
|
|
|
|
|
|
|
|
|
Thailand Government Bond |
|
|
|
|
|
|
|
|
|
|
|
|
5.670%, 03/13/2028 |
|
THB |
|
|
|
3,000 |
|
|
|
|
113 |
|
4.875%, 06/22/2029 |
|
|
|
|
|
22,000 |
|
|
|
|
782 |
|
3.875%, 06/13/2019 |
|
|
|
|
|
68,000 |
|
|
|
|
2,090 |
|
3.850%, 12/12/2025 |
|
|
|
|
|
61,664 |
|
|
|
|
2,002 |
|
3.650%, 12/17/2021 |
|
|
|
|
|
117,200 |
|
|
|
|
3,704 |
|
3.650%, 06/20/2031 |
|
|
|
|
|
158,019 |
|
|
|
|
4,960 |
|
3.625%, 06/16/2023 |
|
|
|
|
|
148,077 |
|
|
|
|
4,693 |
|
3.400%, 06/17/2036 |
|
|
|
|
|
95,683 |
|
|
|
|
2,923 |
|
2.875%, 06/17/2046 |
|
|
|
|
|
31,586 |
|
|
|
|
841 |
|
2.550%, 06/26/2020 |
|
|
|
|
|
40,000 |
|
|
|
|
1,208 |
|
2.125%, 12/17/2026 |
|
|
|
|
|
42,000 |
|
|
|
|
1,189 |
|
1.875%, 06/17/2022 |
|
|
|
|
|
57,000 |
|
|
|
|
1,666 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
26,171 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Trinidad & Tobago 0.0% |
|
|
|
|
|
|
Trinidad & Tobago Government International Bond |
|
|
|
|
|
|
|
|
|
|
|
|
4.500%, 08/04/2026 (A) |
|
$ |
|
|
|
464 |
|
|
|
|
454 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Tunisia 0.1% |
|
|
|
|
|
|
|
|
|
|
|
|
Banque Centrale de Tunisie |
|
|
|
|
|
|
|
|
|
|
|
|
5.625%, 02/17/2024 |
|
EUR |
|
|
|
700 |
|
|
|
|
812 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Turkey 6.6% |
|
|
|
|
|
|
|
|
|
|
|
|
Export Credit Bank of Turkey (A) |
|
|
|
|
|
|
|
|
|
|
|
|
5.875%, 04/24/2019 |
|
$ |
|
|
|
200 |
|
|
|
|
208 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
|
GLOBAL BONDS (continued) |
|
5.375%, 10/24/2023 |
|
$ |
|
|
|
1,033 |
|
|
|
$ |
1,043 |
|
5.000%, 09/23/2021 |
|
|
|
|
|
538 |
|
|
|
|
546 |
|
Export Credit Bank of Turkey MTN |
|
|
|
|
|
|
|
|
|
|
|
|
5.375%, 02/08/2021 (A) |
|
|
|
|
|
896 |
|
|
|
|
924 |
|
Hazine Mustesarligi |
|
|
|
|
|
|
|
|
|
|
|
|
5.004%, 04/06/2023 |
|
|
|
|
|
1,221 |
|
|
|
|
1,246 |
|
KOC Holding |
|
|
|
|
|
|
|
|
|
|
|
|
5.250%, 03/15/2023 |
|
|
|
|
|
1,840 |
|
|
|
|
1,920 |
|
Republic of Turkey |
|
|
|
|
|
|
|
|
|
|
|
|
11.875%, 01/15/2030 |
|
|
|
|
|
1,600 |
|
|
|
|
2,540 |
|
10.700%, 02/17/2021 |
|
TRY |
|
|
|
19,572 |
|
|
|
|
5,589 |
|
10.600%, 02/11/2026 |
|
|
|
|
|
19,775 |
|
|
|
|
5,719 |
|
10.500%, 01/15/2020 |
|
|
|
|
|
3,143 |
|
|
|
|
889 |
|
10.400%, 03/20/2024 |
|
|
|
|
|
2,250 |
|
|
|
|
643 |
|
9.500%, 01/12/2022 |
|
|
|
|
|
10,823 |
|
|
|
|
2,963 |
|
9.400%, 07/08/2020 |
|
|
|
|
|
29,131 |
|
|
|
|
8,047 |
|
9.200%, 09/22/2021 |
|
|
|
|
|
47,270 |
|
|
|
|
12,812 |
|
9.000%, 07/24/2024 |
|
|
|
|
|
16,629 |
|
|
|
|
4,437 |
|
8.800%, 11/14/2018 |
|
|
|
|
|
9,824 |
|
|
|
|
2,714 |
|
8.500%, 07/10/2019 |
|
|
|
|
|
3,658 |
|
|
|
|
997 |
|
8.500%, 09/14/2022 |
|
|
|
|
|
16,848 |
|
|
|
|
4,415 |
|
8.300%, 06/20/2018 |
|
|
|
|
|
4,251 |
|
|
|
|
1,177 |
|
8.000%, 03/12/2025 |
|
|
|
|
|
2,113 |
|
|
|
|
528 |
|
7.400%, 02/05/2020 |
|
|
|
|
|
29,231 |
|
|
|
|
7,701 |
|
7.100%, 03/08/2023 |
|
|
|
|
|
6,560 |
|
|
|
|
1,603 |
|
7.000%, 03/11/2019 |
|
$ |
|
|
|
784 |
|
|
|
|
835 |
|
7.000%, 06/05/2020 |
|
|
|
|
|
2,190 |
|
|
|
|
2,395 |
|
6.875%, 03/17/2036 |
|
|
|
|
|
1,020 |
|
|
|
|
1,147 |
|
6.750%, 04/03/2018 |
|
|
|
|
|
1,374 |
|
|
|
|
1,417 |
|
6.750%, 05/30/2040 |
|
|
|
|
|
1,480 |
|
|
|
|
1,649 |
|
6.250%, 09/26/2022 |
|
|
|
|
|
530 |
|
|
|
|
576 |
|
6.000%, 03/25/2027 |
|
|
|
|
|
5,214 |
|
|
|
|
5,552 |
|
6.000%, 01/14/2041 |
|
|
|
|
|
115 |
|
|
|
|
118 |
|
5.750%, 03/22/2024 |
|
|
|
|
|
333 |
|
|
|
|
352 |
|
5.125%, 03/25/2022 (E) |
|
|
|
|
|
2,063 |
|
|
|
|
2,141 |
|
4.875%, 10/09/2026 |
|
|
|
|
|
310 |
|
|
|
|
306 |
|
4.250%, 04/14/2026 |
|
|
|
|
|
1,521 |
|
|
|
|
1,444 |
|
3.000%, 08/02/2023 |
|
TRY |
|
|
|
5,302 |
|
|
|
|
2,152 |
|
Republic of Turkey MTN |
|
|
|
|
|
|
|
|
|
|
|
|
3.250%, 06/14/2025 |
|
EUR |
|
|
|
2,536 |
|
|
|
|
2,861 |
|
TC Ziraat Bankasi |
|
|
|
|
|
|
|
|
|
|
|
|
4.250%, 07/03/2019 (A) |
|
$ |
|
|
|
940 |
|
|
|
|
947 |
|
TC Ziraat Bankasi MTN (A) |
|
|
|
|
|
|
|
|
|
|
|
|
5.125%, 05/03/2022 |
|
|
|
|
|
1,063 |
|
|
|
|
1,067 |
|
4.750%, 04/29/2021 |
|
|
|
|
|
561 |
|
|
|
|
562 |
|
Turk Telekomunikasyon |
|
|
|
|
|
|
|
|
|
|
|
|
4.875%, 06/19/2024 |
|
|
|
|
|
1,750 |
|
|
|
|
1,758 |
|
Turkiye Garanti Bankasi |
|
|
|
|
|
|
|
|
|
|
|
|
6.125%, 05/24/2027 (A)(B) |
|
|
|
|
|
1,170 |
|
|
|
|
1,158 |
|
Turkiye Is Bankasi |
|
|
|
|
|
|
|
|
|
|
|
|
6.125%, 04/25/2024 |
|
|
|
|
|
2,080 |
|
|
|
|
2,106 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
|
9 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount (Thousands) |
|
|
Market Value ($ Thousands) |
|
|
GLOBAL BONDS (continued) |
|
Yapi ve Kredi Bankasi MTN |
|
|
|
|
|
|
|
|
|
|
5.850%, 06/21/2024 (A) |
|
$ |
|
|
429 |
|
|
$ |
425 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
99,629 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Ukraine 2.5% |
|
Government of Ukraine |
|
|
|
|
|
|
|
|
|
|
7.750%, 09/01/2019 (A) |
|
|
|
|
173 |
|
|
|
179 |
|
7.750%, 09/01/2020 (A) |
|
|
|
|
6,068 |
|
|
|
6,214 |
|
7.750%, 09/01/2021 (A) |
|
|
|
|
2,905 |
|
|
|
2,951 |
|
7.750%, 09/01/2022 (A) |
|
|
|
|
9,232 |
|
|
|
9,278 |
|
7.750%, 09/01/2023 (A) |
|
|
|
|
2,403 |
|
|
|
2,379 |
|
7.750%, 09/01/2024 |
|
|
|
|
1,350 |
|
|
|
1,324 |
|
7.750%, 09/01/2024 (A) |
|
|
|
|
1,727 |
|
|
|
1,693 |
|
7.750%, 09/01/2025 |
|
|
|
|
300 |
|
|
|
293 |
|
7.750%, 09/01/2025 (A) |
|
|
|
|
4,283 |
|
|
|
4,184 |
|
7.750%, 09/01/2026 |
|
|
|
|
4,082 |
|
|
|
3,970 |
|
7.750%, 09/01/2026 (A) |
|
|
|
|
1,602 |
|
|
|
1,558 |
|
7.750%, 09/01/2027 (A) |
|
|
|
|
1,021 |
|
|
|
989 |
|
7.750%, 09/01/2027 |
|
|
|
|
690 |
|
|
|
668 |
|
3.386%, 05/31/2040 (A)(B) |
|
|
|
|
1,406 |
|
|
|
546 |
|
Ukreximbank Via Biz Finance |
|
|
|
|
|
|
|
|
|
|
9.625%, 04/27/2022 (A) |
|
|
|
|
1,711 |
|
|
|
1,762 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
37,988 |
|
|
|
|
|
|
|
|
|
|
|
|
|
United Arab Emirates 0.3% |
|
DP World MTN |
|
|
|
|
|
|
|
|
|
|
6.850%, 07/02/2037 |
|
|
|
|
1,800 |
|
|
|
2,115 |
|
MAF Global Securities (B) |
|
|
|
|
|
|
|
|
|
|
7.125%, 10/29/2049 |
|
|
|
|
1,040 |
|
|
|
1,086 |
|
5.500%, 12/29/2049 |
|
|
|
|
870 |
|
|
|
878 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,079 |
|
|
|
|
|
|
|
|
|
|
|
|
|
United Kingdom 0.2% |
|
Tullow Oil |
|
|
|
|
|
|
|
|
|
|
6.250%, 04/15/2022 |
|
|
|
|
1,990 |
|
|
|
1,813 |
|
6.000%, 11/01/2020 |
|
|
|
|
182 |
|
|
|
173 |
|
Vedanta Resources |
|
|
|
|
|
|
|
|
|
|
6.375%, 07/30/2022 (A) |
|
|
|
|
475 |
|
|
|
477 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,463 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Uruguay 0.6% |
|
Republic of Uruguay |
|
|
|
|
|
|
|
|
|
|
9.875%, 06/20/2022 (A) |
|
UYU |
|
|
29,452 |
|
|
|
1,071 |
|
5.100%, 06/18/2050 |
|
$ |
|
|
4,489 |
|
|
|
4,570 |
|
5.000%, 09/14/2018 |
|
UYU |
|
|
6,770 |
|
|
|
564 |
|
4.375%, 10/27/2027 |
|
$ |
|
|
2,738 |
|
|
|
2,909 |
|
4.125%, 11/20/2045 |
|
|
|
|
346 |
|
|
|
318 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,432 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Venezuela 1.1% |
|
Petroleos de Venezuela |
|
|
|
|
|
|
|
|
|
|
6.000%, 05/16/2024 |
|
|
|
|
9,847 |
|
|
|
3,683 |
|
6.000%, 05/16/2024 |
|
|
|
|
7,785 |
|
|
|
2,911 |
|
6.000%, 11/15/2026 |
|
|
|
|
2,343 |
|
|
|
867 |
|
5.500%, 04/12/2037 |
|
|
|
|
1,552 |
|
|
|
555 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount (Thousands) |
|
|
Market Value ($ Thousands) |
|
|
GLOBAL BONDS (continued) |
|
5.375%, 04/12/2027 |
|
$ |
|
|
4,105 |
|
|
$ |
1,478 |
|
Republic of Venezuela |
|
|
|
|
|
|
|
|
|
|
13.625%, 08/15/2018 |
|
|
|
|
1,356 |
|
|
|
1,025 |
|
13.625%, 08/15/2018 |
|
|
|
|
144 |
|
|
|
100 |
|
9.375%, 01/13/2034 |
|
|
|
|
3,061 |
|
|
|
1,385 |
|
7.750%, 10/13/2019 |
|
|
|
|
5,370 |
|
|
|
2,725 |
|
7.650%, 04/21/2025 (E) |
|
|
|
|
3,131 |
|
|
|
1,323 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16,052 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Zambia 0.5% |
|
Republic of Zambia |
|
|
|
|
|
|
|
|
|
|
8.970%, 07/30/2027 |
|
|
|
|
2,496 |
|
|
|
2,659 |
|
8.500%, 04/14/2024 (A) |
|
|
|
|
2,860 |
|
|
|
2,982 |
|
5.375%, 09/20/2022 |
|
|
|
|
1,568 |
|
|
|
1,468 |
|
5.375%, 09/20/2022 (A) |
|
|
|
|
105 |
|
|
|
98 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,207 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Global Bonds (Cost $1,417,044) ($ Thousands) |
|
|
|
|
|
|
|
|
1,421,026 |
|
|
|
|
|
|
|
|
|
|
|
|
|
LOAN PARTICIPATION 0.1% |
|
Venezuela 0.1% |
|
Bolivarian Republic of Venezuela |
|
|
|
|
|
|
|
|
|
|
6.250%, 01/10/2018 |
|
|
|
|
1,400 |
|
|
|
1,409 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Loan Participation (Cost $1,400) ($ Thousands) |
|
|
|
|
|
|
|
|
1,409 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares |
|
|
|
|
|
COMMON STOCK 0.0% |
|
Frontera Energy * |
|
|
|
|
17,891 |
|
|
|
464 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Common Stock (Cost $2,928) ($ Thousands) |
|
|
|
|
|
|
|
|
464 |
|
|
|
|
|
|
|
|
|
|
|
|
|
AFFILIATED PARTNERSHIP 0.3% |
|
SEI Liquidity Fund, L.P. |
|
|
|
|
|
|
|
|
|
|
1.080%
**(G) |
|
|
|
|
5,325,423 |
|
|
|
5,323 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Affiliated Partnership (Cost $5,325) ($ Thousands) |
|
|
|
|
|
|
|
|
5,323 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments 94.3% (Cost $1,426,697) ($ Thousands) @ |
|
|
|
|
|
|
|
$ |
1,428,222 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
Emerging Markets Debt Fund (Continued)
A list of the open futures contracts held by the Fund at June 30, 2017, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Type of Contract |
|
Number of Contracts Long (Short) |
|
|
Expiration Date |
|
|
Unrealized Appreciation (Depreciation) ($ Thousands) |
|
Euro-Bund |
|
|
(238 |
) |
|
|
Sep-2017 |
|
|
|
$661 |
|
Euro-Buxl 30 Year Bond |
|
|
(42 |
) |
|
|
Sep-2017 |
|
|
|
158 |
|
JSE Bond Future R186 |
|
|
1,266 |
|
|
|
Aug-2017 |
|
|
|
(140 |
) |
JSE Bond Future R2032 |
|
|
199 |
|
|
|
Aug-2017 |
|
|
|
(26 |
) |
JSE Bond Future R2035 |
|
|
283 |
|
|
|
Aug-2017 |
|
|
|
(35 |
) |
JSE Bond Future R2037 |
|
|
269 |
|
|
|
Aug-2017 |
|
|
|
(35 |
) |
JSE Bond Future R207 |
|
|
205 |
|
|
|
Aug-2017 |
|
|
|
(4 |
) |
JSE Bond Future R208 |
|
|
352 |
|
|
|
Aug-2017 |
|
|
|
(4 |
) |
Long Gilt 10-Year Bond |
|
|
(21 |
) |
|
|
Sep-2017 |
|
|
|
63 |
|
U.S. 10-Year Treasury Note |
|
|
343 |
|
|
|
Sep-2017 |
|
|
|
(215 |
) |
U.S. 5-Year Treasury Note |
|
|
(57 |
) |
|
|
Oct-2017 |
|
|
|
21 |
|
U.S. Ultra Long Treasury Bond |
|
|
10 |
|
|
|
Sep-2017 |
|
|
|
24 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$468 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open forward foreign currency contracts held by the Fund at June 30, 2017, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Settlement Date |
|
Currency to Deliver (Thousands) |
|
|
Currency To Receive (Thousands) |
|
|
Unrealized Appreciation (Depreciation) ($ Thousands) |
|
07/03/17-08/28/17 |
|
EUR |
|
|
3,818 |
|
|
RON |
|
|
17,468 |
|
|
|
$14 |
|
07/03/17-09/20/17 |
|
EUR |
|
|
4,256 |
|
|
RON |
|
|
19,320 |
|
|
|
(18 |
) |
07/03/17-09/20/17 |
|
USD |
|
|
21,833 |
|
|
TWD |
|
|
655,940 |
|
|
|
(260 |
) |
07/03/17-12/20/18 |
|
EUR |
|
|
34,356 |
|
|
CZK |
|
|
910,170 |
|
|
|
767 |
|
07/03/17-09/20/17 |
|
RON |
|
|
58,217 |
|
|
EUR |
|
|
12,805 |
|
|
|
51 |
|
07/03/17 |
|
TWD |
|
|
88,100 |
|
|
USD |
|
|
2,912 |
|
|
|
16 |
|
09/22/17 |
|
TWD |
|
|
89,593 |
|
|
USD |
|
|
2,945 |
|
|
|
(2 |
) |
07/05/17-08/24/17 |
|
EUR |
|
|
27,290 |
|
|
PLN |
|
|
115,086 |
|
|
|
(127 |
) |
07/12/17-09/05/17 |
|
USD |
|
|
19,874 |
|
|
BRL |
|
|
66,856 |
|
|
|
116 |
|
07/05/17-08/11/17 |
|
USD |
|
|
7,851 |
|
|
BRL |
|
|
25,403 |
|
|
|
(197 |
) |
07/05/17-12/20/17 |
|
USD |
|
|
39,584 |
|
|
CNY |
|
|
271,220 |
|
|
|
210 |
|
07/05/17-07/05/17 |
|
PLN |
|
|
41,533 |
|
|
EUR |
|
|
9,857 |
|
|
|
42 |
|
08/08/17 |
|
PLN |
|
|
13,416 |
|
|
EUR |
|
|
3,165 |
|
|
|
(2 |
) |
07/05/17-12/20/17 |
|
USD |
|
|
103,724 |
|
|
EUR |
|
|
92,106 |
|
|
|
1,402 |
|
08/11/17-09/20/17 |
|
EUR |
|
|
19,679 |
|
|
USD |
|
|
22,505 |
|
|
|
14 |
|
07/05/17-09/20/17 |
|
EUR |
|
|
132,304 |
|
|
USD |
|
|
147,194 |
|
|
|
(3,866 |
) |
07/05/17-09/05/17 |
|
BRL |
|
|
186,280 |
|
|
USD |
|
|
56,314 |
|
|
|
420 |
|
07/06/17 |
|
USD |
|
|
2,713 |
|
|
CAD |
|
|
3,637 |
|
|
|
87 |
|
07/06/17-07/06/17 |
|
CAD |
|
|
3,637 |
|
|
USD |
|
|
2,719 |
|
|
|
(81 |
) |
07/06/17-09/20/17 |
|
USD |
|
|
25,057 |
|
|
CLP |
|
|
16,817,075 |
|
|
|
209 |
|
07/06/17-08/14/17 |
|
USD |
|
|
17,185 |
|
|
CLP |
|
|
11,353,602 |
|
|
|
(111 |
) |
07/06/17-07/06/17 |
|
CLP |
|
|
6,704,192 |
|
|
USD |
|
|
10,199 |
|
|
|
113 |
|
08/14/17 |
|
CLP |
|
|
194,468 |
|
|
USD |
|
|
292 |
|
|
|
|
|
07/21/17-08/30/17 |
|
IDR |
|
|
42,368,066 |
|
|
USD |
|
|
3,169 |
|
|
|
2 |
|
07/06/17-07/21/17 |
|
IDR |
|
|
233,821,892 |
|
|
USD |
|
|
17,483 |
|
|
|
(37 |
) |
07/07/17-08/10/17 |
|
PEN |
|
|
14,434 |
|
|
USD |
|
|
4,398 |
|
|
|
(38 |
) |
07/10/17-10/20/17 |
|
USD |
|
|
9,187 |
|
|
MYR |
|
|
40,622 |
|
|
|
244 |
|
07/17/17-09/20/17 |
|
USD |
|
|
10,714 |
|
|
MYR |
|
|
45,925 |
|
|
|
(59 |
) |
07/10/17-10/20/17 |
|
MYR |
|
|
24,629 |
|
|
USD |
|
|
5,703 |
|
|
|
(18 |
) |
07/11/17-09/20/17 |
|
PLN |
|
|
21,314 |
|
|
USD |
|
|
5,635 |
|
|
|
(113 |
) |
07/11/17-09/20/17 |
|
USD |
|
|
28,491 |
|
|
MXN |
|
|
543,647 |
|
|
|
1,401 |
|
08/10/17 |
|
USD |
|
|
4,042 |
|
|
MXN |
|
|
73,186 |
|
|
|
(22 |
) |
07/11/17-09/20/17 |
|
USD |
|
|
33,305 |
|
|
PLN |
|
|
125,568 |
|
|
|
559 |
|
08/10/17-08/10/17 |
|
MXN |
|
|
199,987 |
|
|
USD |
|
|
11,006 |
|
|
|
21 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Settlement Date |
|
Currency to Deliver (Thousands) |
|
|
Currency To Receive (Thousands) |
|
|
Unrealized Appreciation (Depreciation) ($ Thousands) |
|
07/11/17-09/20/17 |
|
MXN |
|
|
760,738 |
|
|
USD |
|
|
40,976 |
|
|
|
$(781 |
) |
07/13/17 |
|
USD |
|
|
1,876 |
|
|
INR |
|
|
122,309 |
|
|
|
14 |
|
07/12/17-09/20/17 |
|
USD |
|
|
20,883 |
|
|
INR |
|
|
1,352,678 |
|
|
|
(61 |
) |
07/13/17-09/20/17 |
|
USD |
|
|
11,978 |
|
|
IDR |
|
|
161,991,391 |
|
|
|
133 |
|
07/21/17-08/30/17 |
|
USD |
|
|
3,716 |
|
|
IDR |
|
|
49,617,246 |
|
|
|
(6 |
) |
07/13/17-09/20/17 |
|
ZAR |
|
|
222,943 |
|
|
USD |
|
|
17,066 |
|
|
|
195 |
|
08/04/17 |
|
INR |
|
|
203,040 |
|
|
USD |
|
|
3,136 |
|
|
|
6 |
|
07/13/17 |
|
INR |
|
|
122,309 |
|
|
USD |
|
|
1,879 |
|
|
|
(11 |
) |
07/14/17-09/14/17 |
|
USD |
|
|
9,158 |
|
|
RUB |
|
|
578,345 |
|
|
|
561 |
|
07/14/17-09/20/17 |
|
USD |
|
|
12,929 |
|
|
RUB |
|
|
768,254 |
|
|
|
(153 |
) |
08/30/17-09/20/17 |
|
USD |
|
|
17,306 |
|
|
THB |
|
|
590,062 |
|
|
|
72 |
|
07/14/17-09/20/17 |
|
USD |
|
|
9,976 |
|
|
THB |
|
|
338,541 |
|
|
|
(9 |
) |
07/14/17-09/20/17 |
|
RUB |
|
|
2,924,862 |
|
|
USD |
|
|
50,191 |
|
|
|
1,173 |
|
07/19/17 |
|
RUB |
|
|
226,529 |
|
|
USD |
|
|
3,659 |
|
|
|
(152 |
) |
07/19/17-09/20/17 |
|
COP |
|
|
138,829,819 |
|
|
USD |
|
|
46,574 |
|
|
|
1,429 |
|
07/25/17-09/20/17 |
|
USD |
|
|
25,512 |
|
|
TRY |
|
|
93,596 |
|
|
|
696 |
|
07/25/17 |
|
USD |
|
|
1,050 |
|
|
TRY |
|
|
3,694 |
|
|
|
(8 |
) |
07/25/17-07/25/17 |
|
TRY |
|
|
38,880 |
|
|
USD |
|
|
10,813 |
|
|
|
(162 |
) |
07/25/17 |
|
PHP |
|
|
140,000 |
|
|
USD |
|
|
2,791 |
|
|
|
23 |
|
07/31/17 |
|
PHP |
|
|
138,438 |
|
|
USD |
|
|
2,735 |
|
|
|
|
|
08/02/17-09/20/17 |
|
USD |
|
|
9,206 |
|
|
ARS |
|
|
154,391 |
|
|
|
(152 |
) |
08/02/17-09/27/18 |
|
CZK |
|
|
93,000 |
|
|
EUR |
|
|
3,530 |
|
|
|
(49 |
) |
08/07/17-12/19/18 |
|
USD |
|
|
10,524 |
|
|
CZK |
|
|
245,516 |
|
|
|
345 |
|
08/08/17-09/20/17 |
|
USD |
|
|
26,032 |
|
|
COP |
|
|
77,348,703 |
|
|
|
(900 |
) |
08/15/17-09/20/17 |
|
SGD |
|
|
37,512 |
|
|
USD |
|
|
27,090 |
|
|
|
(196 |
) |
08/16/17-08/16/17 |
|
EUR |
|
|
8,318 |
|
|
HUF |
|
|
2,582,294 |
|
|
|
46 |
|
09/08/17-09/15/17 |
|
EUR |
|
|
7,940 |
|
|
HUF |
|
|
2,441,155 |
|
|
|
(47 |
) |
08/16/17 |
|
HUF |
|
|
1,006,063 |
|
|
EUR |
|
|
3,264 |
|
|
|
9 |
|
08/30/17 |
|
THB |
|
|
12,800 |
|
|
USD |
|
|
377 |
|
|
|
|
|
08/30/17-09/20/17 |
|
THB |
|
|
206,307 |
|
|
USD |
|
|
6,069 |
|
|
|
(6 |
) |
09/06/17-09/20/17 |
|
USD |
|
|
11,001 |
|
|
ZAR |
|
|
143,345 |
|
|
|
(191 |
) |
09/20/17 |
|
USD |
|
|
124 |
|
|
SGD |
|
|
172 |
|
|
|
1 |
|
09/20/17 |
|
GBP |
|
|
3,250 |
|
|
USD |
|
|
4,206 |
|
|
|
(25 |
) |
09/20/17-09/20/17 |
|
USD |
|
|
4,198 |
|
|
RON |
|
|
17,091 |
|
|
|
92 |
|
09/20/17-09/20/17 |
|
USD |
|
|
6,061 |
|
|
PHP |
|
|
301,910 |
|
|
|
(119 |
) |
09/20/17 |
|
USD |
|
|
8,529 |
|
|
PEN |
|
|
28,141 |
|
|
|
74 |
|
09/20/17 |
|
RON |
|
|
13,960 |
|
|
USD |
|
|
3,277 |
|
|
|
(227 |
) |
09/20/17-09/20/17 |
|
ILS |
|
|
20,740 |
|
|
USD |
|
|
5,915 |
|
|
|
(48 |
) |
09/20/17 |
|
HUF |
|
|
375,860 |
|
|
USD |
|
|
1,376 |
|
|
|
(16 |
) |
09/20/17 |
|
KRW |
|
|
717,869 |
|
|
USD |
|
|
639 |
|
|
|
11 |
|
03/21/18-04/18/18 |
|
USD |
|
|
8,757 |
|
|
EGP |
|
|
170,980 |
|
|
|
87 |
|
10/18/17-01/17/18 |
|
USD |
|
|
4,657 |
|
|
EGP |
|
|
79,907 |
|
|
|
(411 |
) |
10/26/17 |
|
USD |
|
|
1,611 |
|
|
UYU |
|
|
47,170 |
|
|
|
10 |
|
11/07/17 |
|
USD |
|
|
330 |
|
|
UYU |
|
|
9,616 |
|
|
|
|
|
10/31/17-11/14/17 |
|
USD |
|
|
9,098 |
|
|
CNH |
|
|
64,295 |
|
|
|
302 |
|
10/31/17-11/14/17 |
|
CNH |
|
|
62,086 |
|
|
USD |
|
|
8,943 |
|
|
|
(135 |
) |
11/14/17-12/20/17 |
|
CNY |
|
|
139,374 |
|
|
USD |
|
|
19,714 |
|
|
|
(626 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$1,525 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
|
11 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
Emerging Markets Debt Fund (Continued)
A list of the counterparties for the open forward foreign currency contracts held by the Fund at June 30, 2017, is as
follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Currency to Deliver ($ Thousands) |
|
|
Currency to Receive ($ Thousands) |
|
|
Unrealized Appreciation (Depreciation) ($ Thousands) |
|
Barclays PLC |
|
|
$(17,811 |
) |
|
|
$17,261 |
|
|
|
$(550 |
) |
Citigroup |
|
|
(414,329 |
) |
|
|
416,465 |
|
|
|
2,136 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Currency to Deliver ($ Thousands) |
|
|
Currency to Receive ($ Thousands) |
|
|
Unrealized Appreciation (Depreciation) ($ Thousands) |
|
Goldman Sachs |
|
$ |
(270,615 |
) |
|
$ |
272,420 |
|
|
$ |
1,805 |
|
HSBC |
|
|
(22,416 |
) |
|
|
22,394 |
|
|
|
(22 |
) |
JPMorgan Chase Bank |
|
|
(381,376 |
) |
|
|
381,558 |
|
|
|
182 |
|
Standard Bank |
|
|
(120,515 |
) |
|
|
118,489 |
|
|
|
(2,026 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
1,525 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of open OTC swap agreements held by the Fund at June 30, 2017, are as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest Rate Swaps |
|
|
|
|
|
|
|
|
Counterparty |
|
Fund Pays |
|
Fund Receives |
|
Termination Date |
|
|
Currency |
|
|
Notional Amount (Thousands) |
|
|
Net Unrealized Appreciation (Depreciation) ($ Thousands) |
|
Citigroup |
|
3-Month KLIBOR |
|
3.87% |
|
|
04/28/22 |
|
|
|
MYR |
|
|
|
21,000 |
|
|
$ |
34 |
|
Goldman Sachs |
|
6-Month CZK - PRIBOR |
|
1.18% |
|
|
06/30/27 |
|
|
|
CZK |
|
|
|
65,000 |
|
|
|
340 |
|
Goldman Sachs |
|
4.07% |
|
6-Month HUF - BUBOR |
|
|
04/11/27 |
|
|
|
HUF |
|
|
|
2,000,000 |
|
|
|
158 |
|
Goldman Sachs |
|
6-Month PLN - WIBOR |
|
2.87% |
|
|
12/16/26 |
|
|
|
PLN |
|
|
|
13,000 |
|
|
|
52 |
|
Goldman Sachs |
|
28-Day MXN - TIIE |
|
6.38% |
|
|
09/16/26 |
|
|
|
MXN |
|
|
|
26,000 |
|
|
|
(72 |
) |
Goldman Sachs |
|
28-Day MXN - TIIE |
|
6.17% |
|
|
03/05/26 |
|
|
|
MXN |
|
|
|
47,200 |
|
|
|
(159 |
) |
Goldman Sachs |
|
28-Day MXN - TIIE |
|
6.21% |
|
|
12/08/25 |
|
|
|
MXN |
|
|
|
16,624 |
|
|
|
(51 |
) |
Goldman Sachs |
|
28-Day MXN - TIIE |
|
6.36% |
|
|
05/21/25 |
|
|
|
MXN |
|
|
|
23,145 |
|
|
|
(53 |
) |
Goldman Sachs |
|
1-Year BRL - CDI |
|
10.89% |
|
|
01/03/23 |
|
|
|
BRL |
|
|
|
5,012 |
|
|
|
36 |
|
Goldman Sachs |
|
1-Day BRL - CETIP |
|
11.99% |
|
|
01/02/23 |
|
|
|
BRL |
|
|
|
3,000 |
|
|
|
83 |
|
Goldman Sachs |
|
28-Day MXN - TIIE |
|
5.90% |
|
|
09/12/22 |
|
|
|
MXN |
|
|
|
75,956 |
|
|
|
(164 |
) |
Goldman Sachs |
|
6-Month CZK - PRIBOR |
|
0.8725% |
|
|
03/09/22 |
|
|
|
CZK |
|
|
|
25,000 |
|
|
|
2 |
|
Goldman Sachs |
|
6-Month HUF - BUBOR |
|
1.27% |
|
|
01/10/22 |
|
|
|
HUF |
|
|
|
1,537,322 |
|
|
|
(99 |
) |
Goldman Sachs |
|
1.39% |
|
3-Month KRW - KWCDC |
|
|
11/04/21 |
|
|
|
KRW |
|
|
|
14,000,000 |
|
|
|
177 |
|
Goldman Sachs |
|
0.33% |
|
6-Month CZK - PRIBOR |
|
|
09/01/21 |
|
|
|
CZK |
|
|
|
40,000 |
|
|
|
41 |
|
Goldman Sachs |
|
0.38% |
|
6-Month CZK - PRIBOR |
|
|
08/02/21 |
|
|
|
CZK |
|
|
|
30,000 |
|
|
|
26 |
|
Goldman Sachs |
|
0.45% |
|
6-Month CZK - PRIBOR |
|
|
05/24/21 |
|
|
|
CZK |
|
|
|
30,000 |
|
|
|
22 |
|
Goldman Sachs |
|
28-Day MXN - TIIE |
|
5.37% |
|
|
03/17/21 |
|
|
|
MXN |
|
|
|
46,500 |
|
|
|
(117 |
) |
Goldman Sachs |
|
1-Day BRL - CDI |
|
12.73% |
|
|
01/04/21 |
|
|
|
BRL |
|
|
|
10,608 |
|
|
|
356 |
|
Goldman Sachs |
|
0.59% |
|
6-Month CZK - PRIBOR |
|
|
03/13/20 |
|
|
|
CZK |
|
|
|
25,000 |
|
|
|
5 |
|
Goldman Sachs |
|
9.73% |
|
1-Day BRL - BROIS (CETIP) |
|
|
01/02/20 |
|
|
|
BRL |
|
|
|
4,194 |
|
|
|
5 |
|
Goldman Sachs |
|
3-Month HUF - BUBOR |
|
0.65% |
|
|
04/11/19 |
|
|
|
HUF |
|
|
|
8,300,000 |
|
|
|
(73 |
) |
Goldman Sachs |
|
1-Day BRL - CETIP |
|
13.39% |
|
|
01/02/19 |
|
|
|
BRL |
|
|
|
14,395 |
|
|
|
331 |
|
Goldman Sachs |
|
1-Day BRL - CETIP |
|
13.42% |
|
|
01/02/19 |
|
|
|
BRL |
|
|
|
19,336 |
|
|
|
448 |
|
Goldman Sachs |
|
3-Month KRW - KWCDC |
|
1.32% |
|
|
11/04/18 |
|
|
|
KRW |
|
|
|
37,500,000 |
|
|
|
(96 |
) |
Goldman Sachs |
|
1-Year BRL - CDI |
|
11.81% |
|
|
01/02/18 |
|
|
|
BRL |
|
|
|
9,833 |
|
|
|
52 |
|
Goldman Sachs |
|
1-Year BRL - CDI |
|
11.98% |
|
|
01/02/18 |
|
|
|
BRL |
|
|
|
3,338 |
|
|
|
18 |
|
Goldman Sachs |
|
1-Day BRL - CETIP |
|
12.86% |
|
|
01/02/18 |
|
|
|
BRL |
|
|
|
35,816 |
|
|
|
237 |
|
JPMorgan Chase Bank |
|
4.06% |
|
1-Day CLP - CLOIS |
|
|
06/02/27 |
|
|
|
CLP |
|
|
|
937,139 |
|
|
|
26 |
|
JPMorgan Chase Bank |
|
2.458% |
|
6-Month HUF - BUBOR |
|
|
05/16/27 |
|
|
|
HUF |
|
|
|
1,000,000 |
|
|
|
66 |
|
JPMorgan Chase Bank |
|
28-Day MXN - TIIE |
|
6.13% |
|
|
06/18/26 |
|
|
|
MXN |
|
|
|
40,000 |
|
|
|
(144 |
) |
JPMorgan Chase Bank |
|
0.8025% |
|
3-Month ILS - TELBOR |
|
|
06/28/22 |
|
|
|
ILS |
|
|
|
21,253 |
|
|
|
(13 |
) |
JPMorgan Chase Bank |
|
6-Month CZK - PRIBOR |
|
0.955% |
|
|
05/17/22 |
|
|
|
CZK |
|
|
|
28,773 |
|
|
|
0 |
|
JPMorgan Chase Bank |
|
3.43% |
|
1-Day CLP - CLOIS |
|
|
05/10/22 |
|
|
|
CLP |
|
|
|
420,527 |
|
|
|
9 |
|
JPMorgan Chase Bank |
|
3.88% |
|
3-Month MYR KLIBOR |
|
|
05/02/22 |
|
|
|
MYR |
|
|
|
5,550 |
|
|
|
9 |
|
JPMorgan Chase Bank |
|
3.55% |
|
1-Day CLP - CLOIS |
|
|
04/04/22 |
|
|
|
CLP |
|
|
|
2,299,234 |
|
|
|
64 |
|
JPMorgan Chase Bank |
|
0.73% |
|
6-Month CZK - PRIBOR |
|
|
02/10/22 |
|
|
|
CZK |
|
|
|
20,000 |
|
|
|
8 |
|
JPMorgan Chase Bank |
|
6-Month PLN - WIBOR |
|
2.43% |
|
|
12/14/21 |
|
|
|
PZL |
|
|
|
11,000 |
|
|
|
55 |
|
JPMorgan Chase Bank |
|
6-Month PLN - WIBOR |
|
2.42% |
|
|
12/12/21 |
|
|
|
PZL |
|
|
|
3,300 |
|
|
|
16 |
|
JPMorgan Chase Bank |
|
0.36% |
|
6-Month CZK - PRIBOR |
|
|
09/29/21 |
|
|
|
CZK |
|
|
|
20,000 |
|
|
|
20 |
|
JPMorgan Chase Bank |
|
1.38% |
|
6-Month HUF - BUBOR |
|
|
06/17/21 |
|
|
|
HUF |
|
|
|
654,998 |
|
|
|
(54 |
) |
JPMorgan Chase Bank |
|
10.23% |
|
1-Day BRL - BROIS (CETIP) |
|
|
01/04/21 |
|
|
|
BRL |
|
|
|
170 |
|
|
|
0 |
|
JPMorgan Chase Bank |
|
10.04% |
|
1-Day BRL - BROIS (CETIP) |
|
|
01/04/21 |
|
|
|
BRL |
|
|
|
3,557 |
|
|
|
(1 |
) |
JPMorgan Chase Bank |
|
6-Month HUF - BUBOR |
|
0.6925% |
|
|
04/20/20 |
|
|
|
HUF |
|
|
|
1,750,000 |
|
|
|
(33 |
) |
JPMorgan Chase Bank |
|
0.54% |
|
6-Month CZK - PRIBOR |
|
|
02/16/20 |
|
|
|
CZK |
|
|
|
250,000 |
|
|
|
59 |
|
JPMorgan Chase Bank |
|
1-Day BRL - CETIP |
|
11.46% |
|
|
01/02/20 |
|
|
|
BRL |
|
|
|
3,649 |
|
|
|
50 |
|
JPMorgan Chase Bank |
|
9.605% |
|
1-Day BRL - BROIS |
|
|
01/02/20 |
|
|
|
BRL |
|
|
|
3,480 |
|
|
|
63 |
|
JPMorgan Chase Bank |
|
9.065% |
|
1-Day BRL - BROIS (CETIP) |
|
|
01/02/20 |
|
|
|
BRL |
|
|
|
5,738 |
|
|
|
103 |
|
JPMorgan Chase Bank |
|
0.85% |
|
6-Month HUF - BUBOR |
|
|
10/10/19 |
|
|
|
HUF |
|
|
|
3,000,000 |
|
|
|
(162 |
) |
JPMorgan Chase Bank |
|
6-Month CZK - PRIBOR |
|
0.6439% |
|
|
05/15/19 |
|
|
|
CZK |
|
|
|
352,211 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
6.96% |
|
1-Day COP - Columbia IBR Overnight Interbank |
|
|
11/17/17 |
|
|
|
COP |
|
|
|
28,888,912 |
|
|
|
62 |
|
JPMorgan Chase Bank |
|
1.77% |
|
3-Month HUF - BUBOR |
|
|
07/17/17 |
|
|
|
HUF |
|
|
|
5,732,291 |
|
|
|
(366 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
1,377 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Default Swaps |
|
Counterparty |
|
Reference Entity/Obligation |
|
Buy/Sell Protection |
|
(Pays)/Receives Rate |
|
Termination Date |
|
Notional Amount (Thousands) |
|
|
Net Unrealized Appreciation ($ Thousands) |
|
JPMorgan Chase Bank |
|
Cmbx.Na.Bbb-.6 |
|
SELL |
|
1.00 |
|
06/20/26 |
|
|
1,200 |
|
|
$ |
29 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Cross Currency Swaps |
|
Counterparty |
|
Fund Pays |
|
|
Fund Receives |
|
|
Termination Date |
|
Currency |
|
Notional Amount (Thousands) |
|
|
Net Unrealized Appreciation
($ Thousands) |
|
Goldman Sachs |
|
|
6.88% |
|
|
|
3 Month USD LIBOR |
|
|
05/29/19 |
|
RUB |
|
|
16,204 |
|
|
$ |
655 |
|
JPMorgan Chase Bank |
|
|
11.54% |
|
|
|
3 Month USD LIBOR |
|
|
07/25/18 |
|
TRY |
|
|
65,000 |
|
|
|
92 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
747 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of open centrally cleared swap agreements held by the Fund at June 30, 2017, are as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest Rate Swaps |
|
Counterparty |
|
Fund Pays |
|
|
Fund Receives |
|
|
Termination Date |
|
Currency |
|
Notional Amount (Thousands) |
|
|
Net Unrealized Appreciation (Depreciation) ($ Thousands) |
|
Goldman Sachs |
|
|
6-Month PLN WIBOR (LCH) |
|
|
|
2.76% |
|
|
07/03/27 |
|
PLN |
|
|
1,700 |
|
|
$ |
2 |
|
Goldman Sachs |
|
|
7.51% |
|
|
|
28-Day MXIBOR (TIIE) |
|
|
04/20/27 |
|
MXN |
|
|
8,110 |
|
|
|
11 |
|
Goldman Sachs |
|
|
28-Day MXN - TIIE |
|
|
|
7.92% |
|
|
01/22/27 |
|
MXN |
|
|
41,115 |
|
|
|
125 |
|
Goldman Sachs |
|
|
7.605% |
|
|
|
28-Day MXIBOR (TIIE) |
|
|
03/07/24 |
|
MXN |
|
|
53,000 |
|
|
|
106 |
|
Goldman Sachs |
|
|
6.745% |
|
|
|
28-Day MXIBOR (TIIE) |
|
|
06/23/22 |
|
MXN |
|
|
26,758 |
|
|
|
(3) |
|
Goldman Sachs |
|
|
6-Month PLN - WIBOR |
|
|
|
2.51% |
|
|
01/10/22 |
|
PLN |
|
|
22,509 |
|
|
|
54 |
|
Goldman Sachs |
|
|
7.10% |
|
|
|
28-Day MXIBOR (TIIE) |
|
|
04/16/20 |
|
MXN |
|
|
300,000 |
|
|
|
172 |
|
JPMorgan Chase Bank |
|
|
1-Month MXN MXIBOR |
|
|
|
7.72% |
|
|
12/03/26 |
|
MXN |
|
|
8,000 |
|
|
|
18 |
|
JPMorgan Chase Bank |
|
|
28-Day MXN - TIIE |
|
|
|
7.58% |
|
|
01/28/22 |
|
MXN |
|
|
67,966 |
|
|
|
122 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
607 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $1,514,093 ($ Thousands). |
* |
Non-income producing security. |
** |
Rate shown is the 7-day effective yield as of June 30, 2017. |
|
Investment in Affiliated Security (see Note 5). |
(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 June 30, 2017,
the value of these securities amounted to $182,989 ($ Thousands), representing 12.1% 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 June 30, 2017. |
(C) |
Step Bonds The rate reflected on the Schedule of Investments is the effective yield on June 30, 2017. The coupon on a step bond changes on a specified date. |
(D) |
The rate reported is the effective yield at the time of purchase. |
(E) |
Certain securities or partial positions of certain securities are on loan at June 30, 2017. The total market value of securities on loan at June 30, 2017 was $5,221 ($ Thousands). |
(F) |
Securities considered illiquid. The total value of such securities as of June 30, 2017 was $486 ($ Thousands) and represented 0.0% of the Net Assets of the Fund. |
(G) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2017 was $5,323 ($ Thousands). |
@ At June 30, 2017, the tax basis cost of the Funds investments was $1,426,697 ($ Thousands), and the unrealized appreciation and depreciation were $58,859 ($
Thousands) and $(57,334)
($ Thousands), respectively.
ARS Argentine Peso
BRL Brazilian Real
BROIS BRL CETIP
BUBOR Budapest Interbank Offered Rate
CAD Canadian Dollar
CDI Average One-Day Interbank Deposit Rate
CETIP Central of Custody and Financial Settlement of Securities
CLOIS
CLP Sinacofi Chile Interbank Rate Average
CLP Chilean Peso
CNH
Chinese Offshore Spot
CNY Chinese Yuan Onshore
COP Colombian Peso
CZK Czech Koruna
DOP Dominican Peso
EGP Egyptian Pound
EUR Euro
GBP British Pound Sterling
HUF Hungarian Forint
IBR Interbank Rate
IDR Indonesian Rupiah
ILS Israeli New Sheckels
INR Indian Rupee
JSC Joint Stock Company
KRW Korean Won
KWCDC KRW Certificate Deposit Rate
L.P. Limited Partnership
MTN Medium Term Note
MXIBOR Mexican Interbank Offered Rate
MXN Mexican Peso
MYR Malaysian Ringgit
NGN Nigerian Naira
OTC Over the Counter
PEN Peruvian Inti
PHP Philippine Peso
PIK Payment-in-Kind
PLC Public Limited Company
PLN Polish Zloty
PRIBOR Prague Interbank Offered Rate
RON Romanian Leu
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
|
13 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
Emerging Markets Debt Fund (Continued)
RUB Russian Ruble
Ser
Series
SGD Singapore Dollar
THB Thai Bhat
TIIE Equilibrium Interbank Offered Rate
TRY Turkish Lira
TWD Taiwan Dollar
USD
United States Dollar
UYU Uruguayan Peso
WIBOR Warsaw Interbank
Offered Rate
ZAR South African Rand
The following is a summary of the transactions with
affiliates for the period ended June 30, 2017 ($ Thousands):
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security Description |
|
Value 9/30/2016 |
|
|
Purchases at Cost |
|
|
Proceeds from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized
Appreciation (Depreciation) |
|
|
Value 6/30/2017 |
|
|
Dividend Income |
|
SEI Liquidity Fund, L.P. |
|
|
$ 36,124 |
|
|
|
$ 91,326 |
|
|
|
$ |
(122,125) |
|
|
$ |
|
|
|
$ |
(2) |
|
|
$ 5,323 |
|
|
|
$ 105 |
|
The following is a list of the level of inputs used as of June 30, 2017, 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 |
|
$ |
|
|
|
$ |
1,420,540 |
|
|
$ |
486 |
|
|
$ |
1,421,026 |
|
Loan Participation |
|
|
|
|
|
|
1,409 |
|
|
|
|
|
|
|
1,409 |
|
Common Stock |
|
|
464 |
|
|
|
|
|
|
|
|
|
|
|
464 |
|
Affiliated Partnership |
|
|
|
|
|
|
5,323 |
|
|
|
|
|
|
|
5,323 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities |
|
$ |
464 |
|
|
$ |
1,427,272 |
|
|
$ |
486 |
|
|
$ |
1,428,222 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other Financial Instruments |
|
Level 1 |
|
|
Level 2 |
|
|
Level 3 |
|
|
Total |
|
Futures Contracts * |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
$ |
927 |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
927 |
|
Unrealized Depreciation |
|
|
(459) |
|
|
|
|
|
|
|
|
|
|
|
(459) |
|
Forwards Contracts * |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
|
|
|
|
10,967 |
|
|
|
|
|
|
|
10,967 |
|
Unrealized Depreciation |
|
|
|
|
|
|
(9,442) |
|
|
|
|
|
|
|
(9,442) |
|
OTC Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Default Swaps * |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
|
|
|
|
29 |
|
|
|
|
|
|
|
29 |
|
Interest Rate Swaps * |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
|
|
|
|
3,034 |
|
|
|
|
|
|
|
3,034 |
|
Unrealized Depreciation |
|
|
|
|
|
|
(1,657) |
|
|
|
|
|
|
|
(1,657) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other Financial Instruments |
|
Level 1 |
|
|
Level 2 |
|
|
Level 3 |
|
|
Total |
|
Cross Currency Swaps * |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
$ |
|
|
|
$ |
747 |
|
|
$ |
|
|
|
$ |
747 |
|
Centrally Cleared Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest Rate Swaps * |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
|
|
|
|
610 |
|
|
|
|
|
|
|
610 |
|
Unrealized Depreciation |
|
|
|
|
|
|
(3) |
|
|
|
|
|
|
|
(3) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Other Financial Instruments |
|
$ |
468 |
|
|
$ |
4,285 |
|
|
$ |
|
|
|
$ |
4,753 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(1) Of the $486 ($ Thousands) in Level 3 securities as of June 30, 2017, $486 ($ Thousands) or 0.03% 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.
For the period ended June 30, 2017, there were no transfers between Level 1 and Level 2 assets and liabilities.
For the period ended June 30, 2017, 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 June 30, 2017, the Emerging Markets Debt
Fund is the seller (providing protection) on a total notional amount of $1.2 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 |
|
|
$(75,182) |
|
|
|
$- |
|
|
|
$- |
|
|
|
$- |
|
|
|
|
|
|
|
$(75,182) |
|
Maximum potential amount of future payments |
|
|
1,200,000 |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
|
|
|
|
1,200,000 |
|
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 |
|
|
$- |
|
|
|
$- |
|
|
|
$- |
|
|
|
$1,200,000 |
|
|
|
$- |
|
|
|
$1,200,000 |
|
> than 400 |
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
Total |
|
|
$- |
|
|
|
$- |
|
|
|
$- |
|
|
|
$1,200,000 |
|
|
|
$- |
|
|
|
$1,200,000 |
|
|
|
|
14 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2017
Emerging Markets Debt Fund (Concluded)
[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.
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2017 |
|
15 |
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.
(a) A separate certification for
each principal executive officer and principal financial officer of the Registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)), are filed
herewith.
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the Registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto
duly authorized.
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional International Trust |
|
|
|
|
By |
|
|
|
|
|
/s/ Robert A. Nesher |
|
|
|
|
|
|
Robert A. Nesher, President |
Date: August 29, 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: August 29, 2017
|
|
|
|
|
|
|
By |
|
|
|
|
|
/s/ James J. Hoffmayer |
|
|
|
|
|
|
James J. Hoffmayer, Controller & CFO |
Date: August 29, 2017