Institutional International Trust (SIT)
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, 2018
Date of reporting period: December 31, 2017
Item 1. |
Schedule of Investments |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
International Equity Fund
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK 93.3% |
|
Argentina 0.0% |
|
Ternium SA ADR |
|
|
27,562 |
|
|
$ |
871 |
|
|
|
|
|
|
|
|
|
|
|
Australia 2.2% |
|
a2 Milk Co Ltd * |
|
|
219,154 |
|
|
|
1,262 |
|
AGL Energy Ltd |
|
|
114,498 |
|
|
|
2,178 |
|
Alumina Ltd |
|
|
358,427 |
|
|
|
681 |
|
Aristocrat Leisure Ltd |
|
|
764,014 |
|
|
|
14,169 |
|
ASX Ltd |
|
|
24,116 |
|
|
|
1,035 |
|
Bank of Queensland Ltd |
|
|
63,761 |
|
|
|
634 |
|
BlueScope Steel Ltd |
|
|
328,744 |
|
|
|
3,943 |
|
Brambles Ltd |
|
|
268,377 |
|
|
|
2,114 |
|
Challenger Ltd/Australia |
|
|
94,687 |
|
|
|
1,038 |
|
CIMIC Group Ltd |
|
|
16,152 |
|
|
|
650 |
|
Cochlear Ltd |
|
|
55,483 |
|
|
|
7,430 |
|
Computershare Ltd |
|
|
85,319 |
|
|
|
1,084 |
|
CSL Ltd |
|
|
166,320 |
|
|
|
18,372 |
|
CSR Ltd |
|
|
178,014 |
|
|
|
662 |
|
Dexus |
|
|
119,661 |
|
|
|
912 |
|
Downer EDI Ltd |
|
|
147,742 |
|
|
|
799 |
|
Goodman Group |
|
|
208,880 |
|
|
|
1,377 |
|
Insurance Australia Group Ltd |
|
|
1,515,472 |
|
|
|
8,577 |
|
LendLease Group |
|
|
97,759 |
|
|
|
1,251 |
|
Macquarie Group Ltd |
|
|
21,251 |
|
|
|
1,654 |
|
Mineral Resources Ltd |
|
|
36,515 |
|
|
|
604 |
|
National Australia Bank Ltd |
|
|
29,161 |
|
|
|
674 |
|
Newcrest Mining Ltd |
|
|
78,612 |
|
|
|
1,404 |
|
Orica Ltd |
|
|
40,754 |
|
|
|
576 |
|
OZ Minerals Ltd |
|
|
485,890 |
|
|
|
3,479 |
|
Qantas Airways Ltd |
|
|
2,343,806 |
|
|
|
9,242 |
|
SEEK Ltd |
|
|
13,392 |
|
|
|
199 |
|
South32 Ltd |
|
|
3,048,099 |
|
|
|
8,296 |
|
Treasury Wine Estates Ltd |
|
|
78,004 |
|
|
|
974 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
95,270 |
|
|
|
|
|
|
|
|
|
|
|
Austria 0.7% |
|
ANDRITZ AG |
|
|
117,300 |
|
|
|
6,632 |
|
BAWAG Group AG *(A) |
|
|
120,513 |
|
|
|
6,434 |
|
CA Immobilien Anlagen AG |
|
|
32,000 |
|
|
|
992 |
|
Erste Group Bank AG * |
|
|
34,771 |
|
|
|
1,508 |
|
Lenzing AG |
|
|
1,907 |
|
|
|
242 |
|
OMV AG |
|
|
170,296 |
|
|
|
10,803 |
|
Raiffeisen Bank International AG * |
|
|
55,749 |
|
|
|
2,022 |
|
voestalpine AG |
|
|
18,117 |
|
|
|
1,084 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
29,717 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Belgium 1.1% |
|
|
|
|
|
|
|
|
Ageas |
|
|
438,898 |
|
|
|
21,458 |
|
AGFA-Gevaert NV * |
|
|
70,231 |
|
|
|
328 |
|
bpost SA |
|
|
21,238 |
|
|
|
648 |
|
Groupe Bruxelles Lambert SA |
|
|
123,200 |
|
|
|
13,313 |
|
KBC Ancora |
|
|
7,853 |
|
|
|
495 |
|
KBC Group NV |
|
|
77,318 |
|
|
|
6,602 |
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Solvay SA |
|
|
8,006 |
|
|
$ |
1,114 |
|
UCB SA |
|
|
51,333 |
|
|
|
4,079 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
48,037 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Brazil 0.4% |
|
|
|
|
|
|
|
|
Embraer SA |
|
|
1,941,200 |
|
|
|
11,704 |
|
Raia Drogasil SA * |
|
|
238,200 |
|
|
|
6,592 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
18,296 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Canada 3.4% |
|
|
|
|
|
|
|
|
Alimentation Couche-Tard Inc, Cl B |
|
|
205,725 |
|
|
|
10,769 |
|
Bank of Montreal |
|
|
61,400 |
|
|
|
4,929 |
|
Canadian Imperial Bank of Commerce (B) |
|
|
149,251 |
|
|
|
14,597 |
|
Canadian Natural Resources Ltd |
|
|
322,116 |
|
|
|
11,506 |
|
Canadian Pacific Railway Ltd |
|
|
105,325 |
|
|
|
19,306 |
|
Cogeco Communications Inc |
|
|
10,970 |
|
|
|
757 |
|
Dollarama Inc |
|
|
57,809 |
|
|
|
7,246 |
|
Encana Corp |
|
|
1,674,849 |
|
|
|
22,417 |
|
Entertainment One Ltd |
|
|
114,501 |
|
|
|
504 |
|
Gildan Activewear Inc |
|
|
390,084 |
|
|
|
12,643 |
|
Manulife Financial Corp |
|
|
671,300 |
|
|
|
14,048 |
|
Royal Bank of Canada |
|
|
141,893 |
|
|
|
11,625 |
|
Suncor Energy Inc |
|
|
221,650 |
|
|
|
8,164 |
|
Toronto-Dominion Bank/The |
|
|
173,386 |
|
|
|
10,192 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
148,703 |
|
|
|
|
|
|
|
|
|
|
|
|
|
China 1.7% |
|
|
|
|
|
|
|
|
Alibaba Group Holding Ltd ADR * |
|
|
96,900 |
|
|
|
16,708 |
|
Baidu Inc ADR * |
|
|
122,000 |
|
|
|
28,574 |
|
China Lodging Group Ltd ADR |
|
|
29,234 |
|
|
|
4,222 |
|
Sinopharm Group Co Ltd, Cl H |
|
|
103,600 |
|
|
|
448 |
|
STMicroelectronics NV |
|
|
520,327 |
|
|
|
11,375 |
|
Tencent Holdings Ltd |
|
|
222,800 |
|
|
|
11,571 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
72,898 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Denmark 1.8% |
|
|
|
|
|
|
|
|
Bavarian Nordic A/S * |
|
|
35,887 |
|
|
|
1,298 |
|
Chr Hansen Holding A/S |
|
|
120,221 |
|
|
|
11,285 |
|
Coloplast A/S, Cl B |
|
|
67,104 |
|
|
|
5,341 |
|
Danske Bank A/S |
|
|
35,259 |
|
|
|
1,374 |
|
Dfds A/S |
|
|
10,974 |
|
|
|
586 |
|
H Lundbeck A/S |
|
|
173,189 |
|
|
|
8,799 |
|
ISS A/S |
|
|
473,232 |
|
|
|
18,340 |
|
Novozymes A/S, Cl B |
|
|
184,593 |
|
|
|
10,554 |
|
Orsted A/S (A) |
|
|
27,445 |
|
|
|
1,499 |
|
Scandinavian Tobacco Group A/S (A) |
|
|
783,114 |
|
|
|
15,156 |
|
Schouw & Co AB |
|
|
5,421 |
|
|
|
508 |
|
Vestas Wind Systems A/S |
|
|
27,552 |
|
|
|
1,906 |
|
William Demant Holding A/S * |
|
|
6,365 |
|
|
|
178 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
76,824 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Finland 0.8% |
|
|
|
|
|
|
|
|
Elisa OYJ, Cl A |
|
|
13,503 |
|
|
|
530 |
|
Kone OYJ, Cl B |
|
|
3,418 |
|
|
|
184 |
|
Neste Oyj |
|
|
183,663 |
|
|
|
11,766 |
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
|
|
1 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Nokian Renkaat OYJ |
|
|
15,285 |
|
|
$ |
694 |
|
Orion Oyj, Cl B |
|
|
65,970 |
|
|
|
2,462 |
|
Sanoma OYJ |
|
|
31,234 |
|
|
|
408 |
|
Stora Enso OYJ, Cl R |
|
|
484,560 |
|
|
|
7,692 |
|
UPM-Kymmene OYJ |
|
|
240,187 |
|
|
|
7,473 |
|
Valmet OYJ |
|
|
34,652 |
|
|
|
684 |
|
Wartsila OYJ Abp, Cl B |
|
|
13,603 |
|
|
|
859 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
32,752 |
|
|
|
|
|
|
|
|
|
|
|
|
|
France 7.2% |
|
|
|
|
|
|
|
|
Aeroports de Paris |
|
|
4,735 |
|
|
|
901 |
|
Air France-KLM * |
|
|
493,305 |
|
|
|
8,044 |
|
Air Liquide SA |
|
|
53,132 |
|
|
|
6,702 |
|
Airbus SE |
|
|
35,136 |
|
|
|
3,502 |
|
Arkema SA |
|
|
90,105 |
|
|
|
10,988 |
|
Atos SE |
|
|
55,766 |
|
|
|
8,126 |
|
BNP Paribas SA |
|
|
143,414 |
|
|
|
10,720 |
|
Boiron SA |
|
|
1,900 |
|
|
|
171 |
|
Bouygues SA |
|
|
6,274 |
|
|
|
326 |
|
Carrefour SA |
|
|
692,722 |
|
|
|
15,006 |
|
Cie Generale des Etablissements Michelin, Cl B |
|
|
6,044 |
|
|
|
868 |
|
CNP Assurances |
|
|
77,957 |
|
|
|
1,802 |
|
Credit Agricole SA |
|
|
166,975 |
|
|
|
2,767 |
|
Dassault Systemes SE |
|
|
69 |
|
|
|
7 |
|
Derichebourg SA |
|
|
85,621 |
|
|
|
937 |
|
Eiffage SA |
|
|
2,258 |
|
|
|
248 |
|
Elior Group SA (A) |
|
|
81,870 |
|
|
|
1,693 |
|
Engie SA |
|
|
535,746 |
|
|
|
9,222 |
|
Eramet * |
|
|
2,845 |
|
|
|
338 |
|
Essilor International Cie Generale dOptique SA |
|
|
64,582 |
|
|
|
8,914 |
|
Eurazeo SA |
|
|
6,620 |
|
|
|
612 |
|
Eurofins Scientific SE |
|
|
9,752 |
|
|
|
5,944 |
|
Eutelsat Communications SA |
|
|
27,699 |
|
|
|
642 |
|
Hermes International |
|
|
22,424 |
|
|
|
12,016 |
|
Ipsen SA |
|
|
56,467 |
|
|
|
6,751 |
|
IPSOS |
|
|
18,645 |
|
|
|
687 |
|
Kering |
|
|
14,167 |
|
|
|
6,686 |
|
Les Nouveaux Constructeurs SA |
|
|
767 |
|
|
|
47 |
|
LOreal SA |
|
|
34,312 |
|
|
|
7,620 |
|
LVMH Moet Hennessy Louis Vuitton SE |
|
|
44,187 |
|
|
|
13,021 |
|
Natixis SA |
|
|
176,188 |
|
|
|
1,396 |
|
Nexity SA |
|
|
18,692 |
|
|
|
1,114 |
|
Pernod Ricard SA |
|
|
57,615 |
|
|
|
9,129 |
|
Peugeot SA |
|
|
502,549 |
|
|
|
10,232 |
|
Publicis Groupe SA |
|
|
227,813 |
|
|
|
15,497 |
|
Safran SA |
|
|
37,216 |
|
|
|
3,839 |
|
Sanofi |
|
|
167,842 |
|
|
|
14,481 |
|
Schneider Electric SE |
|
|
397,743 |
|
|
|
33,843 |
|
SCOR SE |
|
|
28,161 |
|
|
|
1,134 |
|
Societe Generale SA |
|
|
259,539 |
|
|
|
13,417 |
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value ($ Thousands) |
|
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Sodexo SA |
|
|
60,894 |
|
|
$ |
8,193 |
|
SPIE SA |
|
|
261,185 |
|
|
|
6,807 |
|
Television Francaise 1 |
|
|
49,421 |
|
|
|
729 |
|
Thales SA |
|
|
113,724 |
|
|
|
12,274 |
|
TOTAL SA |
|
|
148,479 |
|
|
|
8,210 |
|
Ubisoft Entertainment SA * |
|
|
8,906 |
|
|
|
686 |
|
Valeo SA |
|
|
304,907 |
|
|
|
22,799 |
|
Vetoquinol SA |
|
|
352 |
|
|
|
26 |
|
Wendel SA |
|
|
2,560 |
|
|
|
444 |
|
Zodiac Aerospace |
|
|
32,525 |
|
|
|
974 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
310,532 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Germany 6.9% |
|
|
|
|
|
|
|
|
adidas AG |
|
|
62,602 |
|
|
|
12,565 |
|
Allianz SE |
|
|
109,513 |
|
|
|
25,183 |
|
Aroundtown SA |
|
|
138,134 |
|
|
|
1,064 |
|
AURELIUS Equity Opportunities SE & Co KGaA (B) |
|
|
198,164 |
|
|
|
13,554 |
|
BASF SE |
|
|
263,658 |
|
|
|
29,045 |
|
Beiersdorf AG |
|
|
125,056 |
|
|
|
14,701 |
|
Brenntag AG |
|
|
91,547 |
|
|
|
5,801 |
|
Commerzbank AG * |
|
|
43,997 |
|
|
|
661 |
|
Continental AG |
|
|
31,340 |
|
|
|
8,469 |
|
Covestro AG (A) |
|
|
21,740 |
|
|
|
2,246 |
|
CTS Eventim AG & Co KGaA |
|
|
181,573 |
|
|
|
8,465 |
|
Deutsche Boerse AG |
|
|
137,636 |
|
|
|
15,998 |
|
Deutsche Lufthansa AG |
|
|
413,508 |
|
|
|
15,254 |
|
Deutsche Post AG |
|
|
15,467 |
|
|
|
738 |
|
E.ON SE |
|
|
124,992 |
|
|
|
1,360 |
|
Fraport AG Frankfurt Airport Services Worldwide |
|
|
3,663 |
|
|
|
404 |
|
GEA Group AG |
|
|
3,635 |
|
|
|
175 |
|
Gerresheimer AG |
|
|
7,417 |
|
|
|
616 |
|
Hamburger Hafen und Logistik AG |
|
|
28,829 |
|
|
|
819 |
|
Hannover Rueck SE |
|
|
25,488 |
|
|
|
3,211 |
|
HeidelbergCement AG |
|
|
767 |
|
|
|
83 |
|
Heidelberger Druckmaschinen AG *(B) |
|
|
275,287 |
|
|
|
950 |
|
Hella GmbH & Co KGaA |
|
|
165,202 |
|
|
|
10,230 |
|
HOCHTIEF AG (B) |
|
|
56,194 |
|
|
|
9,960 |
|
HUGO BOSS AG |
|
|
1,958 |
|
|
|
167 |
|
Infineon Technologies AG |
|
|
49,761 |
|
|
|
1,365 |
|
Innogy SE (A) |
|
|
22,516 |
|
|
|
883 |
|
KION Group AG |
|
|
116,570 |
|
|
|
10,076 |
|
Kloeckner & Co SE |
|
|
96,437 |
|
|
|
1,192 |
|
Koenig & Bauer AG |
|
|
16,801 |
|
|
|
1,268 |
|
Linde AG * |
|
|
99,660 |
|
|
|
23,294 |
|
MAN SE |
|
|
3,486 |
|
|
|
399 |
|
Muenchener Rueckversicherungs- |
|
|
|
|
|
|
|
|
Gesellschaft AG in Muenchen |
|
|
845 |
|
|
|
183 |
|
OSRAM Licht AG |
|
|
2,304 |
|
|
|
207 |
|
Puma SE |
|
|
3,173 |
|
|
|
1,383 |
|
Rheinmetall AG |
|
|
7,870 |
|
|
|
1,000 |
|
|
|
|
2 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
RWE AG * |
|
|
89,224 |
|
|
$ |
1,821 |
|
SAP SE |
|
|
251,583 |
|
|
|
28,231 |
|
SAP SE ADR (B) |
|
|
121,800 |
|
|
|
13,686 |
|
Siemens AG |
|
|
112,747 |
|
|
|
15,725 |
|
Siltronic AG * |
|
|
2,621 |
|
|
|
382 |
|
TAG Immobilien AG |
|
|
59,883 |
|
|
|
1,139 |
|
Telefonica Deutschland Holding AG |
|
|
37,027 |
|
|
|
186 |
|
TUI AG |
|
|
293,862 |
|
|
|
6,090 |
|
Uniper SE *(B) |
|
|
127,601 |
|
|
|
3,984 |
|
Vonovia SE |
|
|
15,751 |
|
|
|
783 |
|
Wacker Chemie AG |
|
|
10,281 |
|
|
|
2,002 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
296,998 |
|
|
|
|
|
|
|
|
|
|
Guernsey 0.0% |
|
|
|
|
|
|
|
|
Renewables Infrastructure Group Ltd/The |
|
|
189,016 |
|
|
|
278 |
|
|
|
|
|
|
|
|
|
|
Hong Kong 2.6% |
|
|
|
|
|
|
|
|
AIA Group Ltd |
|
|
2,392,800 |
|
|
|
20,401 |
|
ASM Pacific Technology Ltd |
|
|
314,600 |
|
|
|
4,383 |
|
BOC Hong Kong Holdings Ltd |
|
|
604,500 |
|
|
|
3,062 |
|
Chaoda Modern Agriculture Holdings Ltd * |
|
|
2,440,000 |
|
|
|
89 |
|
China Merchants Port Holdings Co Ltd |
|
|
2,107,720 |
|
|
|
5,514 |
|
China Mobile Ltd |
|
|
2,474,240 |
|
|
|
25,083 |
|
CNOOC Ltd |
|
|
9,596,000 |
|
|
|
13,773 |
|
Galaxy Entertainment Group Ltd * |
|
|
2,210,000 |
|
|
|
17,726 |
|
Hang Seng Bank Ltd |
|
|
49,100 |
|
|
|
1,218 |
|
Hongkong & Shanghai Hotels Ltd/The |
|
|
212,500 |
|
|
|
315 |
|
I-CABLE Communications Ltd * |
|
|
2 |
|
|
|
|
|
Jardine Matheson Holdings Ltd |
|
|
10,300 |
|
|
|
626 |
|
Jardine Strategic Holdings Ltd |
|
|
4,000 |
|
|
|
158 |
|
Melco Resorts & Entertainment Ltd ADR |
|
|
39,200 |
|
|
|
1,138 |
|
MTR Corp Ltd |
|
|
40,000 |
|
|
|
234 |
|
Samsonite International SA |
|
|
1,654,200 |
|
|
|
7,597 |
|
Sands China Ltd |
|
|
277,200 |
|
|
|
1,431 |
|
Swire Properties Ltd |
|
|
177,800 |
|
|
|
573 |
|
Techtronic Industries Co Ltd |
|
|
1,413,500 |
|
|
|
9,213 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
112,534 |
|
|
|
|
|
|
|
|
|
|
India 0.2% |
|
|
|
|
|
|
|
|
HDFC Bank Ltd ADR |
|
|
99,237 |
|
|
|
10,089 |
|
|
|
|
|
|
|
|
|
|
Indonesia 0.0% |
|
|
|
|
|
|
|
|
Bukit Asam Persero Tbk PT |
|
|
1,795,500 |
|
|
|
325 |
|
|
|
|
|
|
|
|
|
|
Ireland 0.9% |
|
|
|
|
|
|
|
|
AIB Group PLC |
|
|
2,502,100 |
|
|
|
16,525 |
|
Experian PLC |
|
|
677,699 |
|
|
|
14,998 |
|
Kerry Group PLC, Cl A |
|
|
5,916 |
|
|
|
664 |
|
Ryanair Holdings PLC ADR * |
|
|
62,488 |
|
|
|
6,511 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
38,698 |
|
|
|
|
|
|
|
|
|
|
Israel 1.1% |
|
|
|
|
|
|
|
|
Azrieli Group Ltd |
|
|
3,231 |
|
|
|
181 |
|
Bank Hapoalim BM |
|
|
844,961 |
|
|
|
6,228 |
|
Bank Leumi Le-Israel BM |
|
|
2,477,985 |
|
|
|
14,968 |
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Check Point Software Technologies Ltd * |
|
|
143,044 |
|
|
$ |
14,822 |
|
Elbit Systems Ltd |
|
|
5,507 |
|
|
|
738 |
|
First International Bank Of Israel Ltd |
|
|
19,066 |
|
|
|
396 |
|
Frutarom Industries Ltd |
|
|
6,781 |
|
|
|
638 |
|
Israel Discount Bank Ltd, Cl A * |
|
|
324,589 |
|
|
|
945 |
|
Mizrahi Tefahot Bank Ltd |
|
|
90,029 |
|
|
|
1,664 |
|
Oil Refineries Ltd * |
|
|
535,142 |
|
|
|
256 |
|
Teva Pharmaceutical Industries Ltd ADR *(B) |
|
|
404,476 |
|
|
|
7,665 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
48,501 |
|
|
|
|
|
|
|
|
|
|
Italy 3.2% |
|
|
|
|
|
|
|
|
Autogrill SpA |
|
|
121,385 |
|
|
|
1,676 |
|
Azimut Holding SpA |
|
|
273,670 |
|
|
|
5,248 |
|
Brembo SpA |
|
|
199,866 |
|
|
|
3,041 |
|
Buzzi Unicem SpA |
|
|
532,544 |
|
|
|
14,388 |
|
CNH Industrial NV |
|
|
190,870 |
|
|
|
2,560 |
|
Enel SpA |
|
|
313,467 |
|
|
|
1,931 |
|
ERG SpA |
|
|
17,443 |
|
|
|
323 |
|
EXOR NV |
|
|
108,880 |
|
|
|
6,681 |
|
Ferrari NV |
|
|
88,346 |
|
|
|
9,277 |
|
Fiat Chrysler Automobiles NV * |
|
|
1,064,754 |
|
|
|
19,063 |
|
Hera SpA |
|
|
156,915 |
|
|
|
548 |
|
Luxottica Group SpA |
|
|
114,558 |
|
|
|
7,036 |
|
Maire Tecnimont SpA (B) |
|
|
114,992 |
|
|
|
596 |
|
Prysmian SpA |
|
|
5,611 |
|
|
|
183 |
|
Recordati SpA |
|
|
247,618 |
|
|
|
11,020 |
|
Saras SpA |
|
|
692,920 |
|
|
|
1,668 |
|
Societa Iniziative Autostradali e Servizi SpA |
|
|
109,883 |
|
|
|
2,048 |
|
Tenaris SA (B) |
|
|
1,160,933 |
|
|
|
18,346 |
|
UniCredit SpA * |
|
|
1,748,842 |
|
|
|
32,718 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
138,351 |
|
|
|
|
|
|
|
|
|
|
Japan 17.5% |
|
|
|
|
|
|
|
|
77 Bank Ltd/The |
|
|
53,800 |
|
|
|
1,358 |
|
AEON Financial Service Co Ltd |
|
|
10,800 |
|
|
|
251 |
|
Aeon Mall Co Ltd |
|
|
17,800 |
|
|
|
348 |
|
ANA Holdings Inc |
|
|
78,100 |
|
|
|
3,263 |
|
Arcland Sakamoto Co Ltd |
|
|
44,400 |
|
|
|
720 |
|
Asahi Glass Co Ltd |
|
|
191,200 |
|
|
|
8,295 |
|
Asahi Group Holdings Ltd |
|
|
44,600 |
|
|
|
2,212 |
|
Asahi Kasei Corp |
|
|
217,000 |
|
|
|
2,803 |
|
Bank of Kyoto Ltd/The |
|
|
11,500 |
|
|
|
599 |
|
Benesse Holdings Inc |
|
|
100,700 |
|
|
|
3,553 |
|
Bridgestone Corp |
|
|
130,400 |
|
|
|
6,062 |
|
Canon Inc |
|
|
22,400 |
|
|
|
836 |
|
Canon Marketing Japan Inc |
|
|
144,800 |
|
|
|
3,913 |
|
Central Japan Railway Co |
|
|
3,400 |
|
|
|
609 |
|
Dai Nippon Printing Co Ltd |
|
|
486,500 |
|
|
|
10,848 |
|
Daikin Industries Ltd |
|
|
115,500 |
|
|
|
13,667 |
|
Daikyo Inc |
|
|
100,100 |
|
|
|
1,941 |
|
Daito Trust Construction Co Ltd |
|
|
70,100 |
|
|
|
14,299 |
|
Daiwa House Industry Co Ltd |
|
|
225,500 |
|
|
|
8,667 |
|
Disco Corp |
|
|
6,000 |
|
|
|
1,334 |
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
|
|
3 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
East Japan Railway Co |
|
|
221,000 |
|
|
$ |
21,587 |
|
en-japan Inc |
|
|
19,700 |
|
|
|
930 |
|
Fuji Film Holdings |
|
|
262,900 |
|
|
|
10,747 |
|
Fujitsu Ltd |
|
|
1,557,000 |
|
|
|
11,080 |
|
Furukawa Electric Co Ltd |
|
|
76,900 |
|
|
|
3,796 |
|
Goldcrest Co Ltd |
|
|
21,700 |
|
|
|
439 |
|
GungHo Online Entertainment Inc *(B) |
|
|
191,400 |
|
|
|
527 |
|
Haseko Corp |
|
|
390,200 |
|
|
|
6,064 |
|
Hikari Tsushin Inc |
|
|
4,100 |
|
|
|
589 |
|
Hitachi Construction Machinery Co Ltd |
|
|
17,700 |
|
|
|
644 |
|
Hitachi Ltd |
|
|
1,265,000 |
|
|
|
9,850 |
|
Hoya Corp |
|
|
123,400 |
|
|
|
6,164 |
|
Hulic Co Ltd |
|
|
15,900 |
|
|
|
179 |
|
Idemitsu Kosan Co Ltd |
|
|
6,500 |
|
|
|
261 |
|
ITOCHU Corp |
|
|
178,100 |
|
|
|
3,327 |
|
Japan Airlines Co Ltd |
|
|
711,900 |
|
|
|
27,863 |
|
Japan Exchange Group Inc |
|
|
10,100 |
|
|
|
176 |
|
Japan Tobacco Inc |
|
|
307,400 |
|
|
|
9,895 |
|
JFE Holdings Inc |
|
|
8,600 |
|
|
|
206 |
|
JXTG Holdings Inc |
|
|
374,600 |
|
|
|
2,417 |
|
Kajima Corp |
|
|
101,000 |
|
|
|
972 |
|
Kansai Electric Power Co Inc/The |
|
|
130,400 |
|
|
|
1,598 |
|
Kansai Paint Co Ltd |
|
|
384,600 |
|
|
|
10,005 |
|
Kao Corp |
|
|
116,500 |
|
|
|
7,880 |
|
KDDI Corp |
|
|
948,000 |
|
|
|
23,631 |
|
Keyence Corp |
|
|
87,300 |
|
|
|
48,854 |
|
Kirin Holdings Co Ltd |
|
|
126,300 |
|
|
|
3,187 |
|
Kohnan Shoji Co Ltd |
|
|
18,000 |
|
|
|
389 |
|
Koito Manufacturing Co Ltd |
|
|
162,910 |
|
|
|
11,458 |
|
Kokuyo Co Ltd |
|
|
67,700 |
|
|
|
1,258 |
|
Komatsu Ltd |
|
|
351,100 |
|
|
|
12,736 |
|
Konami Holdings Corp |
|
|
127,200 |
|
|
|
7,000 |
|
Kose Corp |
|
|
54,400 |
|
|
|
8,508 |
|
Ks Holdings Corp (B) |
|
|
62,200 |
|
|
|
1,595 |
|
Kuraray Co Ltd |
|
|
55,200 |
|
|
|
1,041 |
|
Kurita Water Industries Ltd |
|
|
6,900 |
|
|
|
224 |
|
Kyocera Corp |
|
|
261,600 |
|
|
|
17,126 |
|
Mabuchi Motor Co Ltd |
|
|
284,600 |
|
|
|
15,416 |
|
Makita Corp |
|
|
1,000 |
|
|
|
42 |
|
Marubeni Corp |
|
|
186,200 |
|
|
|
1,349 |
|
McDonalds Holdings Co Japan Ltd |
|
|
10,600 |
|
|
|
466 |
|
Medipal Holdings Corp |
|
|
12,600 |
|
|
|
247 |
|
MISUMI Group Inc |
|
|
13,900 |
|
|
|
405 |
|
Mitsubishi Chemical Holdings Corp |
|
|
634,200 |
|
|
|
6,973 |
|
Mitsubishi Gas Chemical Co Inc |
|
|
211,200 |
|
|
|
6,069 |
|
Mitsubishi Tanabe Pharma Corp |
|
|
52,600 |
|
|
|
1,085 |
|
Mitsui Chemicals Inc |
|
|
6,200 |
|
|
|
200 |
|
Mixi Inc |
|
|
84,900 |
|
|
|
3,816 |
|
Mochida Pharmaceutical Co Ltd |
|
|
6,000 |
|
|
|
460 |
|
Morinaga Milk Industry Co Ltd |
|
|
29,000 |
|
|
|
1,314 |
|
MS&AD Insurance Group Holdings Inc |
|
|
532,000 |
|
|
|
18,008 |
|
Nabtesco Corp |
|
|
123,200 |
|
|
|
4,734 |
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
NH Foods Ltd |
|
|
22,000 |
|
|
$ |
535 |
|
Nidec Corp |
|
|
10,700 |
|
|
|
1,502 |
|
Nihon House Holdings Co Ltd |
|
|
46,100 |
|
|
|
300 |
|
Nikon Corp |
|
|
321,700 |
|
|
|
6,485 |
|
Nippon Express Co Ltd |
|
|
11,600 |
|
|
|
772 |
|
Nippon Light Metal Holdings Co Ltd |
|
|
214,000 |
|
|
|
610 |
|
Nippon Prologis REIT Inc |
|
|
138 |
|
|
|
292 |
|
Nippon Soda Co Ltd |
|
|
166,000 |
|
|
|
1,109 |
|
Nippon Telegraph & Telephone Corp |
|
|
94,300 |
|
|
|
4,441 |
|
Nippon Telegraph & Telephone Corp ADR |
|
|
439,238 |
|
|
|
20,750 |
|
Nippon Valqua Industries Ltd |
|
|
16,800 |
|
|
|
460 |
|
Nitori Holdings Co Ltd |
|
|
11,300 |
|
|
|
1,613 |
|
Nomura Real Estate Holdings Inc |
|
|
21,800 |
|
|
|
489 |
|
Noritake Co Ltd/Nagoya Japan |
|
|
7,700 |
|
|
|
390 |
|
North Pacific Bank Ltd |
|
|
232,900 |
|
|
|
780 |
|
Oji Holdings Corp |
|
|
71,000 |
|
|
|
473 |
|
Okasan Securities Group Inc * |
|
|
96,000 |
|
|
|
594 |
|
Omron Corp |
|
|
310,700 |
|
|
|
18,551 |
|
Oracle Corp Japan * |
|
|
7,300 |
|
|
|
605 |
|
Oriental Land Co Ltd/Japan |
|
|
15,700 |
|
|
|
1,432 |
|
Otsuka Corp |
|
|
8,100 |
|
|
|
622 |
|
PALTAC CORPORATION |
|
|
85,600 |
|
|
|
3,905 |
|
Panasonic Corp |
|
|
629,800 |
|
|
|
9,220 |
|
Pigeon Corp |
|
|
270,964 |
|
|
|
10,326 |
|
Plenus Co Ltd |
|
|
37,900 |
|
|
|
828 |
|
Pola Orbis Holdings Inc |
|
|
16,000 |
|
|
|
562 |
|
Prima Meat Packers Ltd |
|
|
145,000 |
|
|
|
1,067 |
|
Recruit Holdings Co Ltd |
|
|
199,600 |
|
|
|
4,959 |
|
Rohm Co Ltd |
|
|
149,100 |
|
|
|
16,507 |
|
Ryohin Keikaku Co Ltd |
|
|
3,500 |
|
|
|
1,091 |
|
Saizeriya Co Ltd |
|
|
84,600 |
|
|
|
2,833 |
|
Santen Pharmaceutical Co Ltd |
|
|
446,200 |
|
|
|
7,012 |
|
Sawada Holdings Co Ltd * |
|
|
3,700 |
|
|
|
37 |
|
SBI Holdings Inc/Japan |
|
|
55,700 |
|
|
|
1,166 |
|
Seiko Holdings Corp |
|
|
24,100 |
|
|
|
702 |
|
Sekisui Chemical Co Ltd |
|
|
40,100 |
|
|
|
806 |
|
Sekisui House Ltd |
|
|
632,800 |
|
|
|
11,433 |
|
Seven & i Holdings Co Ltd |
|
|
244,700 |
|
|
|
10,164 |
|
Shionogi & Co Ltd |
|
|
150,000 |
|
|
|
8,117 |
|
Showa Corp |
|
|
20,500 |
|
|
|
255 |
|
Showa Shell Sekiyu KK |
|
|
18,100 |
|
|
|
246 |
|
SMC Corp/Japan |
|
|
27,900 |
|
|
|
11,482 |
|
Sompo Holdings Inc |
|
|
120,400 |
|
|
|
4,659 |
|
Square Enix Holdings Co Ltd |
|
|
14,500 |
|
|
|
690 |
|
Start Today Co Ltd |
|
|
37,400 |
|
|
|
1,141 |
|
Sumitomo Chemical Co Ltd |
|
|
71,000 |
|
|
|
510 |
|
Sumitomo Corp |
|
|
151,800 |
|
|
|
2,582 |
|
Sumitomo Dainippon Pharma Co Ltd |
|
|
64,600 |
|
|
|
960 |
|
Sumitomo Heavy Industries Ltd |
|
|
245,800 |
|
|
|
10,408 |
|
Sumitomo Metal Mining Co Ltd |
|
|
22,000 |
|
|
|
1,011 |
|
Sumitomo Mitsui Financial Group Inc |
|
|
279,900 |
|
|
|
12,093 |
|
Sumitomo Mitsui Trust Holdings Inc |
|
|
380,822 |
|
|
|
15,113 |
|
|
|
|
4 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
International Equity Fund
(Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Suzuken Co Ltd/Aichi Japan |
|
|
24,600 |
|
|
$ |
1,013 |
|
Suzuki Motor Corp |
|
|
12,300 |
|
|
|
714 |
|
Sysmex Corp |
|
|
102,200 |
|
|
|
8,055 |
|
Taiheiyo Cement Corp |
|
|
19,800 |
|
|
|
855 |
|
Taisei Corp |
|
|
25,600 |
|
|
|
1,275 |
|
Takeda Pharmaceutical Co Ltd |
|
|
395,700 |
|
|
|
22,487 |
|
THK Co Ltd |
|
|
19,000 |
|
|
|
714 |
|
TIS Inc |
|
|
53,400 |
|
|
|
1,866 |
|
Tochigi Bank Ltd/The |
|
|
65,000 |
|
|
|
262 |
|
Toho Co Ltd/Tokyo |
|
|
18,100 |
|
|
|
628 |
|
Tokyo Electric Power Co Holdings Inc * |
|
|
845,200 |
|
|
|
3,343 |
|
Tokyo Electron Ltd |
|
|
45,500 |
|
|
|
8,194 |
|
Tokyu Fudosan Holdings Corp |
|
|
68,200 |
|
|
|
493 |
|
Tosoh Corp |
|
|
129,500 |
|
|
|
2,937 |
|
TOTO Ltd |
|
|
249,900 |
|
|
|
14,763 |
|
Toyota Motor Corp |
|
|
107,600 |
|
|
|
6,884 |
|
Toyota Motor Corp ADR (B) |
|
|
148,433 |
|
|
|
18,876 |
|
Ube Industries Ltd |
|
|
215,300 |
|
|
|
6,326 |
|
Ulvac Inc |
|
|
19,000 |
|
|
|
1,195 |
|
Unipres Corp |
|
|
24,100 |
|
|
|
650 |
|
United Urban Investment Corp |
|
|
124 |
|
|
|
178 |
|
USS Co Ltd |
|
|
42,800 |
|
|
|
907 |
|
Wacoal Holdings Corp |
|
|
418,852 |
|
|
|
13,234 |
|
Warabeya Nichiyo Holdings Co Ltd |
|
|
13,300 |
|
|
|
377 |
|
West Japan Railway Co |
|
|
8,800 |
|
|
|
643 |
|
Yakult Honsha Co Ltd |
|
|
15,500 |
|
|
|
1,169 |
|
Yamaha Motor Co Ltd |
|
|
8,800 |
|
|
|
289 |
|
Yaskawa Electric Corp |
|
|
49,600 |
|
|
|
2,187 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
755,569 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Malaysia 0.0% |
|
|
|
|
|
|
|
|
Tenaga Nasional Bhd |
|
|
522,600 |
|
|
|
1,971 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Malta 0.0% |
|
|
|
|
|
|
|
|
BGP Holdings *(C) |
|
|
198,683 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Mexico 0.3% |
|
|
|
|
|
|
|
|
Alfa SAB de CV, Cl A |
|
|
4,914,400 |
|
|
|
5,438 |
|
Wal-Mart de Mexico SAB de CV |
|
|
2,761,800 |
|
|
|
6,806 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12,244 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Netherlands 5.5% |
|
|
|
|
|
|
|
|
ABN AMRO Group NV (A) |
|
|
81,140 |
|
|
|
2,621 |
|
AerCap Holdings NV * |
|
|
179,600 |
|
|
|
9,449 |
|
Akzo Nobel NV |
|
|
217,074 |
|
|
|
19,034 |
|
ArcelorMittal * |
|
|
107,911 |
|
|
|
3,514 |
|
ASML Holding NV |
|
|
118,129 |
|
|
|
20,589 |
|
ASR Nederland NV |
|
|
95,581 |
|
|
|
3,937 |
|
Coca-Cola European Partners PLC |
|
|
23,712 |
|
|
|
946 |
|
Heineken Holding NV |
|
|
61,161 |
|
|
|
6,058 |
|
Heineken NV |
|
|
78,149 |
|
|
|
8,158 |
|
ING Groep NV |
|
|
1,540,768 |
|
|
|
28,354 |
|
Koninklijke DSM NV |
|
|
271,149 |
|
|
|
25,940 |
|
Koninklijke Volkerwessels NV |
|
|
17,328 |
|
|
|
494 |
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
NN Group NV |
|
|
10,860 |
|
|
$ |
471 |
|
Randstad Holding NV |
|
|
4,455 |
|
|
|
274 |
|
RELX NV |
|
|
103,853 |
|
|
|
2,390 |
|
Royal Dutch Shell PLC, Cl A |
|
|
770,775 |
|
|
|
25,716 |
|
Royal Dutch Shell PLC, Cl B |
|
|
800,975 |
|
|
|
27,180 |
|
Royal Dutch Shell PLC ADR, Cl B (B) |
|
|
278,352 |
|
|
|
19,009 |
|
Unilever NV |
|
|
284,992 |
|
|
|
16,069 |
|
Wolters Kluwer NV |
|
|
313,851 |
|
|
|
16,386 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
236,589 |
|
|
|
|
|
|
|
|
|
|
|
|
|
New Zealand 0.1% |
|
|
|
|
|
|
|
|
Air New Zealand Ltd |
|
|
896,722 |
|
|
|
2,034 |
|
Meridian Energy Ltd |
|
|
245,798 |
|
|
|
511 |
|
Spark New Zealand Ltd |
|
|
279,897 |
|
|
|
723 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,268 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Norway 1.2% |
|
|
|
|
|
|
|
|
Aker Solutions ASA * |
|
|
1,623,185 |
|
|
|
9,166 |
|
Marine Harvest ASA * |
|
|
937,267 |
|
|
|
15,928 |
|
Norsk Hydro ASA |
|
|
1,591,158 |
|
|
|
12,129 |
|
Storebrand ASA, Cl A |
|
|
69,792 |
|
|
|
571 |
|
Telenor ASA |
|
|
650,214 |
|
|
|
13,983 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
51,777 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Portugal 0.0% |
|
|
|
|
|
|
|
|
Altri SGPS SA |
|
|
49,972 |
|
|
|
310 |
|
Galp Energia SGPS SA, Cl B |
|
|
54,607 |
|
|
|
1,005 |
|
Navigator Co SA/The |
|
|
50,665 |
|
|
|
259 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,574 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Russia 0.2% |
|
|
|
|
|
|
|
|
Yandex NV, Cl A * |
|
|
230,338 |
|
|
|
7,544 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Singapore 1.2% |
|
|
|
|
|
|
|
|
CapitaLand Commercial Trust |
|
|
479,800 |
|
|
|
693 |
|
City Developments Ltd |
|
|
1,516,300 |
|
|
|
14,171 |
|
DBS Group Holdings Ltd |
|
|
855,600 |
|
|
|
15,910 |
|
Hong Leong Finance Ltd |
|
|
56,400 |
|
|
|
115 |
|
Oversea-Chinese Banking Corp Ltd |
|
|
1,335,700 |
|
|
|
12,384 |
|
Singapore Airlines Ltd |
|
|
133,700 |
|
|
|
1,067 |
|
Singapore Technologies Engineering Ltd |
|
|
2,810,400 |
|
|
|
6,856 |
|
United Overseas Bank Ltd |
|
|
12,800 |
|
|
|
253 |
|
UOL Group Ltd |
|
|
145,200 |
|
|
|
964 |
|
Venture Corp Ltd |
|
|
12,600 |
|
|
|
193 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
52,606 |
|
|
|
|
|
|
|
|
|
|
|
|
|
South Africa 0.1% |
|
|
|
|
|
|
|
|
Investec PLC |
|
|
416,323 |
|
|
|
3,018 |
|
Reunert Ltd |
|
|
58,815 |
|
|
|
343 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,361 |
|
|
|
|
|
|
|
|
|
|
|
|
|
South Korea 2.4% |
|
|
|
|
|
|
|
|
KT Corp ADR |
|
|
490,614 |
|
|
|
7,658 |
|
LG Display Co Ltd ADR |
|
|
309,560 |
|
|
|
4,260 |
|
LG Electronics Inc |
|
|
7,612 |
|
|
|
754 |
|
Samsung Electronics Co Ltd |
|
|
18,310 |
|
|
|
43,579 |
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
|
|
5 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value ($ Thousands) |
|
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
SK Hynix Inc |
|
|
87,692 |
|
|
$ |
6,266 |
|
SK Telecom Co Ltd |
|
|
85,516 |
|
|
|
21,328 |
|
SK Telecom Co Ltd ADR |
|
|
675,621 |
|
|
|
18,857 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
102,702 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Spain 1.6% |
|
|
|
|
|
|
|
|
Abertis Infraestructuras SA |
|
|
76,417 |
|
|
|
1,702 |
|
ACS Actividades de Construccion y Servicios SA |
|
|
295,899 |
|
|
|
11,590 |
|
Aena SME SA (A) |
|
|
12,135 |
|
|
|
2,463 |
|
Amadeus IT Group SA, Cl A |
|
|
25,424 |
|
|
|
1,835 |
|
Banco Bilbao Vizcaya Argentaria SA |
|
|
1,277,983 |
|
|
|
10,914 |
|
Bankinter SA |
|
|
131,920 |
|
|
|
1,252 |
|
CaixaBank SA |
|
|
1,775,745 |
|
|
|
8,293 |
|
Ebro Foods SA |
|
|
26,244 |
|
|
|
615 |
|
Ence Energia y Celulosa SA |
|
|
75,481 |
|
|
|
498 |
|
Endesa SA |
|
|
74,239 |
|
|
|
1,592 |
|
Grifols SA |
|
|
7,049 |
|
|
|
207 |
|
Iberdrola SA |
|
|
261,042 |
|
|
|
2,025 |
|
Industria de Diseno Textil SA |
|
|
126,549 |
|
|
|
4,414 |
|
International Consolidated Airlines Group SA |
|
|
97,940 |
|
|
|
851 |
|
Melia Hotels International SA |
|
|
58,045 |
|
|
|
802 |
|
Papeles y Cartones de Europa SA |
|
|
16,428 |
|
|
|
223 |
|
Red Electrica Corp SA |
|
|
30,794 |
|
|
|
692 |
|
Repsol SA (B) |
|
|
209,193 |
|
|
|
3,704 |
|
Unicaja Banco SA *(A) |
|
|
9,030,205 |
|
|
|
14,248 |
|
Vidrala SA |
|
|
2,257 |
|
|
|
229 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
68,149 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Sweden 1.9% |
|
|
|
|
|
|
|
|
Alfa Laval AB |
|
|
384,287 |
|
|
|
9,096 |
|
Atlas Copco AB, Cl A |
|
|
450,056 |
|
|
|
19,470 |
|
Atlas Copco AB, Cl B |
|
|
33,233 |
|
|
|
1,277 |
|
Boliden AB |
|
|
44,645 |
|
|
|
1,530 |
|
Electrolux AB, Cl B |
|
|
319,001 |
|
|
|
10,298 |
|
Granges AB |
|
|
77,757 |
|
|
|
800 |
|
Hemfosa Fastigheter AB |
|
|
53,421 |
|
|
|
717 |
|
Hufvudstaden AB, Cl A |
|
|
46,579 |
|
|
|
747 |
|
Investor AB, Cl B |
|
|
45,869 |
|
|
|
2,096 |
|
Loomis AB, Cl B |
|
|
5,158 |
|
|
|
217 |
|
Millicom International Cellular SA |
|
|
178,562 |
|
|
|
12,082 |
|
Nordea Bank AB |
|
|
530,722 |
|
|
|
6,437 |
|
Oriflame Holding AG |
|
|
48,931 |
|
|
|
2,022 |
|
Sandvik AB |
|
|
491,957 |
|
|
|
8,634 |
|
Volvo AB, Cl B |
|
|
427,759 |
|
|
|
7,978 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
83,401 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Switzerland 7.1% |
|
|
|
|
|
|
|
|
ABB Ltd |
|
|
983,421 |
|
|
|
26,359 |
|
Adecco Group AG |
|
|
188,260 |
|
|
|
14,402 |
|
Aryzta AG |
|
|
242,744 |
|
|
|
9,628 |
|
Baloise Holding AG |
|
|
8,304 |
|
|
|
1,293 |
|
Barry Callebaut AG * |
|
|
246 |
|
|
|
513 |
|
Cie Financiere Richemont SA |
|
|
301,410 |
|
|
|
27,311 |
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Coca-Cola HBC AG |
|
|
45,286 |
|
|
$ |
1,483 |
|
Emmi AG |
|
|
1,041 |
|
|
|
749 |
|
EMS-Chemie Holding AG |
|
|
1,356 |
|
|
|
905 |
|
Ferguson PLC |
|
|
52,499 |
|
|
|
3,785 |
|
Geberit AG |
|
|
1,552 |
|
|
|
684 |
|
Givaudan SA |
|
|
4,895 |
|
|
|
11,312 |
|
Julius Baer Group Ltd |
|
|
156,386 |
|
|
|
9,565 |
|
Kuehne + Nagel International AG |
|
|
6,847 |
|
|
|
1,212 |
|
LafargeHolcim Ltd * |
|
|
2,471 |
|
|
|
139 |
|
Lonza Group AG |
|
|
44,208 |
|
|
|
11,945 |
|
Nestle SA |
|
|
327,622 |
|
|
|
28,173 |
|
Novartis AG |
|
|
342,167 |
|
|
|
28,932 |
|
Pargesa Holding SA |
|
|
1,843 |
|
|
|
160 |
|
Partners Group Holding AG |
|
|
14,316 |
|
|
|
9,813 |
|
Roche Holding AG |
|
|
174,363 |
|
|
|
44,105 |
|
Schindler Holding AG |
|
|
4,750 |
|
|
|
1,088 |
|
SGS SA |
|
|
4,389 |
|
|
|
11,444 |
|
Sika AG |
|
|
1,282 |
|
|
|
10,182 |
|
Sonova Holding AG |
|
|
43,120 |
|
|
|
6,735 |
|
Straumann Holding AG |
|
|
5,857 |
|
|
|
4,138 |
|
Swiss Life Holding AG |
|
|
39,998 |
|
|
|
14,161 |
|
Swiss Re AG |
|
|
57,488 |
|
|
|
5,383 |
|
Swisscom AG |
|
|
518 |
|
|
|
276 |
|
Tecan Group AG |
|
|
3,617 |
|
|
|
752 |
|
UBS Group AG |
|
|
393,725 |
|
|
|
7,248 |
|
Zurich Insurance Group AG |
|
|
49,820 |
|
|
|
15,163 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
309,038 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Taiwan 0.5% |
|
|
|
|
|
|
|
|
Formosa Advanced Technologies Co Ltd |
|
|
207,000 |
|
|
|
219 |
|
Generalplus Technology Inc |
|
|
257,000 |
|
|
|
467 |
|
HannStar Display Corp |
|
|
7,204,000 |
|
|
|
2,414 |
|
Hon Hai Precision Industry Co Ltd |
|
|
2,468,764 |
|
|
|
7,900 |
|
IEI Integration Corp |
|
|
160,000 |
|
|
|
211 |
|
Primax Electronics Ltd |
|
|
164,000 |
|
|
|
436 |
|
Simplo Technology Co Ltd |
|
|
208,000 |
|
|
|
1,165 |
|
Taiwan Semiconductor Manufacturing Co Ltd ADR |
|
|
250,840 |
|
|
|
9,946 |
|
UPC Technology Corp |
|
|
733,000 |
|
|
|
464 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
23,222 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Thailand 0.0% |
|
|
|
|
|
|
|
|
Bangchak Corp PCL |
|
|
989,000 |
|
|
|
1,231 |
|
Banpu PCL |
|
|
834,200 |
|
|
|
501 |
|
Quality Houses PCL |
|
|
3,783,400 |
|
|
|
376 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,108 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Turkey 0.1% |
|
|
|
|
|
|
|
|
Tupras Turkiye Petrol Rafinerileri AS |
|
|
82,890 |
|
|
|
2,656 |
|
|
|
|
|
|
|
|
|
|
|
|
|
United Kingdom 14.6% |
|
|
|
|
|
|
|
|
3i Group PLC |
|
|
360,582 |
|
|
|
4,456 |
|
Abcam PLC |
|
|
27,895 |
|
|
|
398 |
|
Anglo American PLC |
|
|
74,717 |
|
|
|
1,566 |
|
|
|
|
6 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
|
Antofagasta PLC |
|
|
16,494 |
|
|
$ |
224 |
|
Aon PLC |
|
|
75,147 |
|
|
|
10,070 |
|
Ashtead Group PLC |
|
|
460,601 |
|
|
|
12,412 |
|
Associated British Foods PLC |
|
|
114,741 |
|
|
|
4,377 |
|
AstraZeneca PLC |
|
|
333,575 |
|
|
|
23,108 |
|
Aviva PLC |
|
|
2,752,740 |
|
|
|
18,861 |
|
BAE Systems PLC |
|
|
70,121 |
|
|
|
544 |
|
Balfour Beatty PLC |
|
|
2,483,272 |
|
|
|
9,977 |
|
Bank of Ireland Group PLC * |
|
|
1,635,957 |
|
|
|
14,046 |
|
Barclays PLC |
|
|
13,826,704 |
|
|
|
37,988 |
|
Barratt Developments PLC |
|
|
168,267 |
|
|
|
1,474 |
|
Berkeley Group Holdings PLC |
|
|
66,360 |
|
|
|
3,768 |
|
BHP Billiton PLC |
|
|
365,328 |
|
|
|
7,524 |
|
BP PLC |
|
|
4,206,244 |
|
|
|
29,742 |
|
BP PLC ADR |
|
|
189,922 |
|
|
|
7,982 |
|
British American Tobacco PLC |
|
|
485,395 |
|
|
|
32,949 |
|
Bunzl PLC |
|
|
293,630 |
|
|
|
8,230 |
|
Burberry Group PLC |
|
|
84,160 |
|
|
|
2,040 |
|
Carnival PLC |
|
|
286,118 |
|
|
|
18,934 |
|
Cobham PLC * |
|
|
6,789,009 |
|
|
|
11,599 |
|
Compass Group PLC |
|
|
1,221,361 |
|
|
|
26,435 |
|
Cranswick PLC |
|
|
9,419 |
|
|
|
425 |
|
DCC PLC |
|
|
63,735 |
|
|
|
6,436 |
|
Diageo PLC |
|
|
317,136 |
|
|
|
11,690 |
|
Evraz PLC |
|
|
403,207 |
|
|
|
1,854 |
|
Genus PLC |
|
|
13,935 |
|
|
|
477 |
|
GlaxoSmithKline PLC |
|
|
1,634,634 |
|
|
|
29,244 |
|
Glencore PLC |
|
|
665,601 |
|
|
|
3,512 |
|
Hargreaves Lansdown PLC |
|
|
19,557 |
|
|
|
477 |
|
Hays PLC |
|
|
1,583,408 |
|
|
|
3,918 |
|
Howden Joinery Group PLC |
|
|
1,103,780 |
|
|
|
6,970 |
|
HSBC Holdings PLC |
|
|
631,069 |
|
|
|
6,547 |
|
Imperial Brands PLC ADR |
|
|
12,508 |
|
|
|
534 |
|
Inchcape PLC |
|
|
57,618 |
|
|
|
610 |
|
Indivior PLC * |
|
|
326,107 |
|
|
|
1,801 |
|
InterContinental Hotels Group PLC |
|
|
17,421 |
|
|
|
1,112 |
|
Intertek Group PLC |
|
|
30,747 |
|
|
|
2,159 |
|
Investec PLC |
|
|
407,105 |
|
|
|
2,946 |
|
JD Sports Fashion PLC |
|
|
95,690 |
|
|
|
435 |
|
Jupiter Fund Management PLC |
|
|
32,416 |
|
|
|
276 |
|
Kingfisher PLC |
|
|
2,823,096 |
|
|
|
12,897 |
|
Legal & General Group PLC |
|
|
1,050,190 |
|
|
|
3,883 |
|
Lloyds Banking Group PLC |
|
|
22,000,597 |
|
|
|
20,256 |
|
London Stock Exchange Group PLC |
|
|
23,888 |
|
|
|
1,226 |
|
Micro Focus International PLC |
|
|
185,597 |
|
|
|
6,334 |
|
Mondi PLC |
|
|
124,390 |
|
|
|
3,249 |
|
NEX Group PLC |
|
|
75,308 |
|
|
|
618 |
|
Pagegroup PLC |
|
|
91,024 |
|
|
|
576 |
|
Pearson PLC |
|
|
54,655 |
|
|
|
544 |
|
Persimmon PLC |
|
|
106,231 |
|
|
|
3,935 |
|
Prudential PLC |
|
|
984,782 |
|
|
|
25,385 |
|
QinetiQ Group PLC |
|
|
319,745 |
|
|
|
1,000 |
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
|
Randgold Resources Ltd |
|
|
5,326 |
|
|
$ |
534 |
|
Reckitt Benckiser Group PLC |
|
|
147,591 |
|
|
|
13,814 |
|
Redrow PLC |
|
|
61,682 |
|
|
|
546 |
|
RELX PLC |
|
|
706,429 |
|
|
|
16,618 |
|
Rolls-Royce Holdings PLC |
|
|
34,059 |
|
|
|
390 |
|
Royal Bank of Scotland Group PLC * |
|
|
5,800,199 |
|
|
|
21,813 |
|
RSA Insurance Group PLC |
|
|
197,746 |
|
|
|
1,692 |
|
Schroders PLC |
|
|
117,139 |
|
|
|
5,571 |
|
Segro PLC |
|
|
191,650 |
|
|
|
1,522 |
|
Smith & Nephew PLC |
|
|
47,772 |
|
|
|
832 |
|
Smiths Group PLC |
|
|
435,634 |
|
|
|
8,781 |
|
Spectris PLC |
|
|
197,961 |
|
|
|
6,660 |
|
SSE PLC |
|
|
798,333 |
|
|
|
14,255 |
|
SSP Group Plc |
|
|
45,002 |
|
|
|
416 |
|
St Jamess Place PLC |
|
|
550,831 |
|
|
|
9,135 |
|
Standard Life Aberdeen PLC |
|
|
184,351 |
|
|
|
1,089 |
|
Subsea 7 SA * |
|
|
428,725 |
|
|
|
6,447 |
|
Tate & Lyle PLC |
|
|
322,683 |
|
|
|
3,069 |
|
Taylor Wimpey PLC |
|
|
564,507 |
|
|
|
1,576 |
|
Tesco PLC |
|
|
7,000,181 |
|
|
|
19,815 |
|
Travis Perkins PLC |
|
|
508,433 |
|
|
|
10,778 |
|
Unilever PLC |
|
|
17,544 |
|
|
|
979 |
|
Vodafone Group PLC |
|
|
5,365,472 |
|
|
|
17,057 |
|
Weir Group PLC/The |
|
|
473,423 |
|
|
|
13,596 |
|
Worldpay Group PLC (A) |
|
|
673,791 |
|
|
|
3,883 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
630,898 |
|
|
|
|
|
|
|
|
|
|
United States 4.8% |
|
|
|
|
|
|
|
|
Accenture PLC, Cl A |
|
|
99,226 |
|
|
|
15,191 |
|
Agilent Technologies Inc |
|
|
87,266 |
|
|
|
5,844 |
|
Axis Capital Holdings Ltd |
|
|
337,488 |
|
|
|
16,962 |
|
Barracuda Networks Inc * |
|
|
154,086 |
|
|
|
4,237 |
|
Canadian Pacific Railway Ltd |
|
|
79,234 |
|
|
|
14,481 |
|
Chubb Ltd |
|
|
100,906 |
|
|
|
14,746 |
|
Core Laboratories NV (B) |
|
|
101,951 |
|
|
|
11,169 |
|
Delphi Automotive PLC * |
|
|
49,400 |
|
|
|
4,191 |
|
Delphi Technologies PLC * |
|
|
16,467 |
|
|
|
864 |
|
Facebook Inc, Cl A * |
|
|
48,528 |
|
|
|
8,563 |
|
Flex Ltd * |
|
|
671,017 |
|
|
|
12,072 |
|
ICON PLC * |
|
|
218,119 |
|
|
|
24,462 |
|
Luxoft Holding Inc, Cl A * |
|
|
222,618 |
|
|
|
12,400 |
|
Masonite International Corp * |
|
|
131,682 |
|
|
|
9,764 |
|
Nielsen Holdings PLC |
|
|
145,200 |
|
|
|
5,285 |
|
ProPetro Holding Corp * |
|
|
507,495 |
|
|
|
10,231 |
|
Sensata Technologies Holding NV * |
|
|
157,900 |
|
|
|
8,070 |
|
STMicroelectronics NV, Cl Y |
|
|
45,199 |
|
|
|
987 |
|
TE Connectivity Ltd |
|
|
52,338 |
|
|
|
4,974 |
|
Tower Semiconductor Ltd * |
|
|
92,600 |
|
|
|
3,156 |
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
|
|
7 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
UBS Group AG |
|
|
1,038,014 |
|
|
$ |
19,089 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
206,738 |
|
|
|
|
|
|
|
|
|
|
Total Common Stock (Cost $3,333,000) ($ Thousands) |
|
|
|
|
|
|
4,035,089 |
|
|
|
|
|
|
|
|
|
|
|
|
|
PREFERRED STOCK 1.8% |
|
|
|
|
|
|
|
|
|
|
|
Germany 1.3% |
|
|
|
|
|
|
|
|
FUCHS PETROLUB SE |
|
|
12,778 |
|
|
|
679 |
|
Henkel AG & Co KGaA |
|
|
76,061 |
|
|
|
10,079 |
|
Volkswagen AG |
|
|
231,634 |
|
|
|
46,297 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
57,055 |
|
|
|
|
|
|
|
|
|
|
|
|
|
South Korea 0.5% |
|
|
|
|
|
|
|
|
Hyundai Motor Co |
|
|
99,732 |
|
|
|
8,729 |
|
Samsung Electronics Co Ltd |
|
|
6,339 |
|
|
|
12,376 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
21,105 |
|
|
|
|
|
|
|
|
|
|
Total Preferred Stock (Cost $65,122) ($ Thousands) |
|
|
|
|
|
|
78,160 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Number of Rights |
|
|
Market Value
($ Thousands) |
|
|
|
|
RIGHTS 0.0% |
|
|
|
|
|
|
|
|
|
|
|
Spain 0.0% |
|
|
|
|
|
|
|
|
Repsol SA *(B) |
|
|
209,193 |
|
|
$ |
95 |
|
|
|
|
|
|
|
|
|
|
Total Rights (Cost $) ($ Thousands) |
|
|
|
95 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares |
|
|
|
|
|
AFFILIATED PARTNERSHIP 1.6% |
|
SEI Liquidity Fund, L.P. |
|
|
|
|
|
|
|
|
1.350% **(D) |
|
|
70,539,719 |
|
|
|
70,545 |
|
|
|
|
|
|
|
|
|
|
Total Affiliated Partnership (Cost $70,540) ($ Thousands) |
|
|
|
|
|
|
70,545 |
|
|
|
|
|
|
|
|
|
|
|
|
|
CASH EQUIVALENT 2.9% |
|
|
|
|
|
|
|
|
SEI Daily Income Trust, Government Fund, Cl F |
|
|
|
|
|
|
|
|
1.040%** |
|
|
125,204,561 |
|
|
|
125,205 |
|
|
|
|
|
|
|
|
|
|
Total Cash Equivalent (Cost $125,205) ($ Thousands) |
|
|
|
|
|
|
125,205 |
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities 99.6% (Cost $3,593,867) ($ Thousands) |
|
|
$ |
4,309,094 |
|
|
|
|
|
|
|
|
|
|
A list of the open futures contracts
held by the Fund at December 31, 2017, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Type of
Contract |
|
Number of
Contracts
Long |
|
|
Expiration
Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
DJ Euro Stoxx 50 Index |
|
|
1,228 |
|
|
|
Mar-2018 |
|
|
$ |
51,506 |
|
|
$ |
51,507 |
|
|
$ |
(1,118) |
|
FTSE 100 Index |
|
|
274 |
|
|
|
Mar-2018 |
|
|
|
27,148 |
|
|
|
28,311 |
|
|
|
757 |
|
Hang Seng Index |
|
|
32 |
|
|
|
Jan-2018 |
|
|
|
6,058 |
|
|
|
6,129 |
|
|
|
74 |
|
SPI 200 Index |
|
|
98 |
|
|
|
Mar-2018 |
|
|
|
11,303 |
|
|
|
11,536 |
|
|
|
18 |
|
Topix Index |
|
|
213 |
|
|
|
Mar-2018 |
|
|
|
33,858 |
|
|
|
34,356 |
|
|
|
556 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
129,873 |
|
|
$ |
131,839 |
|
|
$ |
287 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $4,326,393 ($ Thousands). |
* |
Non-income producing security. |
** |
Rate shown is the 7-day effective yield as of December 31, 2017. |
|
Investment in Affiliated Security. |
|
Real Estate Investment Trust |
|
Expiration date not available. |
(A) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to
qualified institutions. On December 31, 2017, the value of these securities amounted to $51,126 ($ Thousands), representing 1.18% of the Net Assets of the Fund. |
(B) |
Certain securities or partial positions of certain securities are on loan at December 31, 2017. The total market value of securities on loan at December 31, 2017
was $68,419 ($ Thousands). |
(C) |
Level 3 security in accordance with fair value hierarchy.
|
(D) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2017 was $70,545 ($
Thousands). |
ADR American Depositary Receipt
Cl Class
CV Convertible Security
DJ Dow Jones
DN Discount Note
EUR Euro
FTSE Financial Times and Stock Exchange
Ltd. Limited
PLC Public Limited Company
Ser Series
SPI Share Price
Index
|
|
|
8 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
International Equity Fund (Continued)
TSX Toronto Stock Exchange
The following is a list of the level of inputs used as of December 31, 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 |
|
$ |
4,031,739 |
|
|
$ |
3,350 |
|
|
$ |
|
|
|
$ |
4,035,089 |
|
Preferred Stock |
|
|
78,160 |
|
|
|
|
|
|
|
|
|
|
|
78,160 |
|
Rights |
|
|
95 |
|
|
|
|
|
|
|
|
|
|
|
95 |
|
Affiliated Partnership |
|
|
|
|
|
|
70,545 |
|
|
|
|
|
|
|
70,545 |
|
Cash Equivalent |
|
|
125,205 |
|
|
|
|
|
|
|
|
|
|
|
125,205 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities |
|
$ |
4,235,199 |
|
|
$ |
73,895 |
|
|
$ |
|
|
|
$ |
4,309,094 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other Financial Instruments |
|
Level 1 |
|
|
Level 2 |
|
|
Level 3 |
|
|
Total |
|
Futures Contracts * |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
$ |
1,405 |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
1,405 |
|
Unrealized Depreciation |
|
|
(1,118 |
) |
|
|
|
|
|
|
|
|
|
|
(1,118 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Other Financial Instruments |
|
$ |
287 |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
287 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
^A reconciliation of Level 3 instruments is presented when the Fund has a significant amount of Level 3
investments at the beginning and/or end of the period in relation to the net assets. Management has concluded that Level 3 investments are not material in relation to net assets.
*Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.
For the
period ended December 31, 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 December 31, 2017, there were no transfers between Level 2 and Level 3 assets and liabilities.
Amounts designated as are $0 or have been rounded to $0.
For information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial
statements.
The following is a summary of the transactions with affiliates for the period ended December 31, 2017 ($
Thousands):
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security Description |
|
Value
9/30/2017 |
|
|
Purchases at
Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain
(Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
12/31/2017 |
|
|
Dividend
Income |
|
SEI Liquidity Fund, L.P. |
|
|
$131,091 |
|
|
|
$196,561 |
|
|
|
$(257,110) |
|
|
|
$2 |
|
|
|
$1 |
|
|
|
$70,545 |
|
|
|
$215 |
|
SEI Daily Income Trust, Government Fund, Cl F |
|
|
106,620 |
|
|
|
57,658 |
|
|
|
(39,073 |
) |
|
|
|
|
|
|
|
|
|
|
125,205 |
|
|
|
249 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Totals |
|
|
$237,711 |
|
|
|
$254,219 |
|
|
|
$(296,183) |
|
|
|
$2 |
|
|
|
$1 |
|
|
|
$195,750 |
|
|
|
$464 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
|
|
9 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
Emerging Markets Equity Fund
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
|
|
COMMON STOCK 93.6% |
|
|
|
|
|
|
|
|
|
|
|
Argentina 0.6% |
|
|
|
|
|
|
|
|
Arcos Dorados Holdings Inc, Cl A * |
|
|
240,500 |
|
|
$ |
2,489 |
|
Cresud SACIF y A ADR (A) |
|
|
84,609 |
|
|
|
1,869 |
|
Grupo Supervielle SA ADR |
|
|
25,166 |
|
|
|
738 |
|
IRSA Inversiones y Representaciones SA ADR |
|
|
75,700 |
|
|
|
2,241 |
|
Pampa Energia SA ADR * |
|
|
18,416 |
|
|
|
1,239 |
|
YPF SA ADR |
|
|
151,273 |
|
|
|
3,466 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12,042 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Austria 0.1% |
|
|
|
|
|
|
|
|
Erste Group Bank AG * |
|
|
66,361 |
|
|
|
2,877 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Brazil 5.7% |
|
|
|
|
|
|
|
|
Ambev SA |
|
|
321,300 |
|
|
|
2,061 |
|
Ambev SA ADR |
|
|
123,409 |
|
|
|
797 |
|
Arezzo Industria e Comercio SA |
|
|
69,300 |
|
|
|
1,143 |
|
Atacadao Distribuicao Comercio e Industria Ltda * |
|
|
965,900 |
|
|
|
4,441 |
|
B2W Cia Digital * |
|
|
1,495,884 |
|
|
|
9,245 |
|
B3 SA - Brasil Bolsa Balcao * |
|
|
668,200 |
|
|
|
4,589 |
|
Banco Bradesco SA ADR * |
|
|
947,342 |
|
|
|
9,701 |
|
Banco do Brasil SA * |
|
|
121,200 |
|
|
|
1,163 |
|
Banco Santander Brasil SA ADR |
|
|
184,442 |
|
|
|
1,783 |
|
BB Seguridade Participacoes SA |
|
|
140,100 |
|
|
|
1,203 |
|
BK Brasil Operacao e Assessoria a Restaurantes SA * |
|
|
589,393 |
|
|
|
3,109 |
|
BRF SA ADR *(A) |
|
|
182,300 |
|
|
|
2,053 |
|
CCR SA |
|
|
174,013 |
|
|
|
847 |
|
Cia de Saneamento Basico do Estado de Sao Paulo * |
|
|
43,800 |
|
|
|
453 |
|
Cielo SA |
|
|
88,600 |
|
|
|
628 |
|
Cosan SA Industria e Comercio |
|
|
237,400 |
|
|
|
2,970 |
|
EDP - Energias do Brasil SA * |
|
|
381,800 |
|
|
|
1,611 |
|
Energisa SA |
|
|
587,914 |
|
|
|
4,839 |
|
Engie Brasil Energia SA |
|
|
94,600 |
|
|
|
1,013 |
|
Estacio Participacoes SA |
|
|
123,400 |
|
|
|
1,221 |
|
Fleury SA |
|
|
123,200 |
|
|
|
1,100 |
|
Hypermarcas SA |
|
|
551,460 |
|
|
|
5,985 |
|
Kroton Educacional SA |
|
|
745,400 |
|
|
|
4,135 |
|
Localiza Rent a Car SA * |
|
|
98,500 |
|
|
|
655 |
|
Lojas Renner SA |
|
|
173,490 |
|
|
|
1,856 |
|
Magazine Luiza SA |
|
|
79,600 |
|
|
|
1,925 |
|
MRV Engenharia e Participacoes SA |
|
|
225,000 |
|
|
|
1,020 |
|
Petrobras Distribuidora SA * |
|
|
595,886 |
|
|
|
3,072 |
|
Petroleo Brasileiro SA ADR *(A) |
|
|
1,363,056 |
|
|
|
14,026 |
|
Porto Seguro SA * |
|
|
69,700 |
|
|
|
763 |
|
Qualicorp SA |
|
|
165,607 |
|
|
|
1,548 |
|
Rumo SA * |
|
|
1,948,340 |
|
|
|
7,618 |
|
Suzano Papel e Celulose SA * |
|
|
318,200 |
|
|
|
1,793 |
|
Telefonica Brasil SA ADR |
|
|
359,085 |
|
|
|
5,325 |
|
TIM Participacoes SA ADR |
|
|
247,200 |
|
|
|
4,773 |
|
Vale SA * |
|
|
31,500 |
|
|
|
382 |
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Vale SA ADR, Cl B * |
|
|
434,472 |
|
|
$ |
5,314 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
116,160 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Canada 0.9% |
|
|
|
|
|
|
|
|
First Quantum Minerals Ltd |
|
|
1,104,808 |
|
|
|
15,528 |
|
Pan American Silver Corp |
|
|
48,994 |
|
|
|
762 |
|
Parex Resources Inc * |
|
|
166,806 |
|
|
|
2,418 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
18,708 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Chile 0.6% |
|
|
|
|
|
|
|
|
Banco Santander Chile |
|
|
14,355,344 |
|
|
|
1,125 |
|
CAP SA |
|
|
18,839 |
|
|
|
241 |
|
Cencosud SA |
|
|
592,565 |
|
|
|
1,751 |
|
Cia Cervecerias Unidas SA ADR |
|
|
74,377 |
|
|
|
2,200 |
|
Embotelladora Andina SA ADR, Cl B |
|
|
10,559 |
|
|
|
305 |
|
Empresas COPEC SA |
|
|
85,072 |
|
|
|
1,344 |
|
Enel Generacion Chile SA |
|
|
557,757 |
|
|
|
505 |
|
SACI Falabella |
|
|
376,290 |
|
|
|
3,753 |
|
Sociedad Quimica y Minera de Chile SA ADR |
|
|
26,800 |
|
|
|
1,591 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12,815 |
|
|
|
|
|
|
|
|
|
|
|
|
|
China 20.0% |
|
|
|
|
|
|
|
|
AAC Technologies Holdings Inc |
|
|
86,633 |
|
|
|
1,545 |
|
Agricultural Bank of China Ltd |
|
|
15,449,932 |
|
|
|
7,194 |
|
Air China Ltd |
|
|
1,294,000 |
|
|
|
1,569 |
|
Alibaba Group Holding Ltd ADR * |
|
|
289,012 |
|
|
|
49,834 |
|
Angang Steel Co Ltd (A) |
|
|
8,756,768 |
|
|
|
8,009 |
|
Anhui Conch Cement Co Ltd (A) |
|
|
816,000 |
|
|
|
3,836 |
|
ANTA Sports Products Ltd (A) |
|
|
1,018,069 |
|
|
|
4,617 |
|
Baidu Inc ADR * |
|
|
134,309 |
|
|
|
31,457 |
|
Bank of China Ltd |
|
|
11,291,105 |
|
|
|
5,546 |
|
Beijing Capital International Airport Co Ltd |
|
|
1,088,000 |
|
|
|
1,640 |
|
Changyou.com Ltd ADR * |
|
|
98,500 |
|
|
|
3,588 |
|
China Construction Bank Corp |
|
|
16,989,379 |
|
|
|
15,648 |
|
China Life Insurance Co Ltd |
|
|
1,280,000 |
|
|
|
4,020 |
|
China Merchants Bank Co Ltd |
|
|
913,576 |
|
|
|
3,635 |
|
China National Building Material Co Ltd (A) |
|
|
9,204,000 |
|
|
|
8,230 |
|
China Petroleum & Chemical Corp |
|
|
5,914,839 |
|
|
|
4,336 |
|
China Railway Construction Corp Ltd |
|
|
784,000 |
|
|
|
909 |
|
China Shenhua Energy Co Ltd |
|
|
1,956,500 |
|
|
|
5,068 |
|
China Telecom Corp Ltd |
|
|
2,508,000 |
|
|
|
1,193 |
|
China Vanke Co Ltd |
|
|
842,700 |
|
|
|
3,363 |
|
Chongqing Rural Commercial Bank Co Ltd |
|
|
1,798,612 |
|
|
|
1,270 |
|
CITIC Securities Co Ltd |
|
|
3,312,400 |
|
|
|
6,830 |
|
Ctrip.com International Ltd ADR * |
|
|
82,955 |
|
|
|
3,658 |
|
Dongfeng Motor Group Co Ltd (A) |
|
|
1,348,000 |
|
|
|
1,631 |
|
ENN Energy Holdings Ltd |
|
|
267,000 |
|
|
|
1,904 |
|
Guangzhou R&F Properties Co Ltd |
|
|
1,758,400 |
|
|
|
3,963 |
|
Hollysys Automation Technologies Ltd |
|
|
10,944 |
|
|
|
244 |
|
Industrial & Commercial Bank of China Ltd |
|
|
35,671,868 |
|
|
|
28,702 |
|
JD.com Inc ADR * |
|
|
133,592 |
|
|
|
5,533 |
|
Jiangsu Expressway Co Ltd |
|
|
710,000 |
|
|
|
1,081 |
|
Kingsoft Corp Ltd |
|
|
890,000 |
|
|
|
2,960 |
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
|
|
1 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
COMMON STOCK (continued) |
|
KWG Property Holding Ltd |
|
|
441,370 |
|
|
$ |
515 |
|
Longfor Properties Co Ltd |
|
|
327,000 |
|
|
|
819 |
|
NetEase Inc ADR |
|
|
27,493 |
|
|
|
9,487 |
|
New Oriental Education & Technology Group Inc ADR |
|
|
38,379 |
|
|
|
3,608 |
|
PICC Property & Casualty Co Ltd |
|
|
2,567,700 |
|
|
|
4,934 |
|
Ping An Insurance Group Co of China Ltd |
|
|
2,258,857 |
|
|
|
23,507 |
|
SINA Corp/China * |
|
|
147,459 |
|
|
|
14,792 |
|
Sinopec Engineering Group Co Ltd |
|
|
787,000 |
|
|
|
745 |
|
Sinopec Shanghai Petrochemical Co Ltd |
|
|
7,018,000 |
|
|
|
3,995 |
|
Sinotrans Ltd |
|
|
1,241,000 |
|
|
|
608 |
|
Sinotruk Hong Kong Ltd |
|
|
435,000 |
|
|
|
490 |
|
Sohu.com Inc *(A) |
|
|
171,500 |
|
|
|
7,435 |
|
Tencent Holdings Ltd |
|
|
1,407,025 |
|
|
|
73,075 |
|
Tingyi Cayman Islands Holding Corp |
|
|
2,254,000 |
|
|
|
4,383 |
|
TravelSky Technology Ltd |
|
|
317,000 |
|
|
|
951 |
|
Tsingtao Brewery Co Ltd (A) |
|
|
288,000 |
|
|
|
1,485 |
|
Uni-President China Holdings Ltd |
|
|
3,953,400 |
|
|
|
3,307 |
|
Vipshop Holdings Ltd ADR * |
|
|
302,639 |
|
|
|
3,547 |
|
Want Want China Holdings Ltd |
|
|
2,491,000 |
|
|
|
2,087 |
|
Weibo Corp ADR * |
|
|
36,141 |
|
|
|
3,739 |
|
Weichai Power Co Ltd |
|
|
1,140,000 |
|
|
|
1,248 |
|
Zhejiang Expressway Co Ltd |
|
|
2,242,000 |
|
|
|
2,464 |
|
Zhuzhou CRRC Times Electric Co Ltd |
|
|
1,038,600 |
|
|
|
6,756 |
|
ZTE Corp *(A) |
|
|
411,000 |
|
|
|
1,543 |
|
ZTO Express Cayman Inc ADR * |
|
|
470,279 |
|
|
|
7,454 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
405,987 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Colombia 0.1% |
|
|
|
|
|
|
|
|
Bancolombia SA ADR, Cl R |
|
|
50,378 |
|
|
|
1,998 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Czech Republic 0.2% |
|
|
|
|
|
|
|
|
CEZ AS |
|
|
26,401 |
|
|
|
617 |
|
Komercni banka as |
|
|
68,250 |
|
|
|
2,937 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,554 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Egypt 0.2% |
|
|
|
|
|
|
|
|
Commercial International Bank Egypt SAE GDR |
|
|
911,421 |
|
|
|
3,960 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Greece 0.4% |
|
|
|
|
|
|
|
|
Eurobank Ergasias SA * |
|
|
4,569,650 |
|
|
|
4,664 |
|
JUMBO SA |
|
|
18,292 |
|
|
|
328 |
|
National Bank of Greece SA * |
|
|
9,852,553 |
|
|
|
3,774 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,766 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Hong Kong 8.6% |
|
|
|
|
|
|
|
|
ASM Pacific Technology Ltd |
|
|
290,000 |
|
|
|
4,040 |
|
Beijing Enterprises Holdings Ltd |
|
|
474,200 |
|
|
|
2,815 |
|
Beijing Enterprises Water Group Ltd (A) |
|
|
4,212,000 |
|
|
|
3,260 |
|
Brilliance China Automotive Holdings Ltd (A) |
|
|
4,882,808 |
|
|
|
13,054 |
|
Chaoda Modern Agriculture Holdings Ltd * |
|
|
2,056,181 |
|
|
|
75 |
|
China Conch Venture Holdings Ltd |
|
|
1,300,500 |
|
|
|
3,011 |
|
China Everbright International Ltd (A) |
|
|
8,328,100 |
|
|
|
11,889 |
|
China Gas Holdings Ltd (A) |
|
|
1,042,000 |
|
|
|
2,879 |
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
China High Precision Automation Group Ltd *(B) |
|
|
1,385,624 |
|
|
$ |
|
|
China Huarong Asset Management Co Ltd (C) |
|
|
2,192,000 |
|
|
|
1,035 |
|
China Medical System Holdings Ltd |
|
|
5,452,200 |
|
|
|
12,708 |
|
China Mengniu Dairy Co Ltd * |
|
|
1,358,000 |
|
|
|
4,039 |
|
China Mobile Ltd |
|
|
1,189,041 |
|
|
|
12,054 |
|
China Mobile Ltd ADR |
|
|
191,585 |
|
|
|
9,683 |
|
China Overseas Land & Investment Ltd |
|
|
264,000 |
|
|
|
849 |
|
China Power International Development Ltd |
|
|
773,000 |
|
|
|
203 |
|
China Resources Power Holdings Co Ltd |
|
|
408,000 |
|
|
|
760 |
|
China State Construction International Holdings Ltd |
|
|
5,133,923 |
|
|
|
7,185 |
|
China Taiping Insurance Holdings Co Ltd |
|
|
545,391 |
|
|
|
2,044 |
|
China Travel International Investment Hong Kong Ltd |
|
|
1,160,000 |
|
|
|
432 |
|
CITIC Ltd |
|
|
3,032,000 |
|
|
|
4,375 |
|
CNOOC Ltd |
|
|
6,159,607 |
|
|
|
8,841 |
|
CSPC Pharmaceutical Group Ltd |
|
|
470,000 |
|
|
|
949 |
|
Galaxy Entertainment Group Ltd * |
|
|
882,548 |
|
|
|
7,079 |
|
Guangzhou Automobile Group Co Ltd |
|
|
1,862,000 |
|
|
|
4,411 |
|
Haier Electronics Group Co Ltd |
|
|
1,211,100 |
|
|
|
3,315 |
|
Hengan International Group Co Ltd |
|
|
286,000 |
|
|
|
3,174 |
|
Kingboard Chemical Holdings Ltd |
|
|
89,500 |
|
|
|
484 |
|
Kingboard Laminates Holdings Ltd |
|
|
227,000 |
|
|
|
354 |
|
Li Ning Co Ltd * |
|
|
2,957,500 |
|
|
|
2,395 |
|
Minth Group Ltd |
|
|
554,350 |
|
|
|
3,343 |
|
Nine Dragons Paper Holdings Ltd |
|
|
945,000 |
|
|
|
1,513 |
|
Peoples Insurance Co Group of China Ltd/ The |
|
|
3,520,000 |
|
|
|
1,733 |
|
Semiconductor Manufacturing International Corp *(A) |
|
|
6,130,455 |
|
|
|
10,603 |
|
Shandong Weigao Group Medical Polymer Co Ltd |
|
|
992,000 |
|
|
|
722 |
|
Shimao Property Holdings Ltd |
|
|
1,137,000 |
|
|
|
2,472 |
|
Sihuan Pharmaceutical Holdings Group Ltd |
|
|
911,000 |
|
|
|
327 |
|
Sino Biopharmaceutical Ltd |
|
|
3,537,200 |
|
|
|
6,271 |
|
SMI Holdings Group Ltd |
|
|
1,887,200 |
|
|
|
990 |
|
Sun Art Retail Group Ltd (A) |
|
|
1,977,000 |
|
|
|
2,089 |
|
Sunny Optical Technology Group Co Ltd |
|
|
718,878 |
|
|
|
9,187 |
|
Techtronic Industries Co Ltd |
|
|
772,500 |
|
|
|
5,035 |
|
Xinyi Glass Holdings Ltd |
|
|
1,508,000 |
|
|
|
1,964 |
|
Yuexiu Property Co Ltd |
|
|
4,450,000 |
|
|
|
831 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
174,472 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Hungary 0.4% |
|
|
|
|
|
|
|
|
MOL Hungarian Oil & Gas PLC |
|
|
186,118 |
|
|
|
2,165 |
|
OTP Bank PLC |
|
|
70,243 |
|
|
|
2,915 |
|
Richter Gedeon Nyrt |
|
|
73,724 |
|
|
|
1,935 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,015 |
|
|
|
|
|
|
|
|
|
|
|
|
|
India 9.8% |
|
|
|
|
|
|
|
|
Adani Ports & Special Economic Zone Ltd |
|
|
1,142,512 |
|
|
|
7,275 |
|
APS Holdings Corp * |
|
|
1 |
|
|
|
|
|
|
|
|
2 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Aurobindo Pharma Ltd |
|
|
144,876 |
|
|
$ |
1,567 |
|
Axis Bank Ltd |
|
|
402,719 |
|
|
|
3,560 |
|
Bajaj Auto Ltd |
|
|
134,023 |
|
|
|
7,005 |
|
Bharat Forge Ltd |
|
|
323,712 |
|
|
|
3,721 |
|
Bharat Petroleum Corp Ltd |
|
|
42,976 |
|
|
|
349 |
|
Bharti Infratel Ltd |
|
|
1,628,721 |
|
|
|
9,675 |
|
Cipla Ltd/India |
|
|
60,366 |
|
|
|
576 |
|
Cummins India Ltd |
|
|
231,979 |
|
|
|
3,284 |
|
Dabur India Ltd |
|
|
591,637 |
|
|
|
3,252 |
|
Dewan Housing Finance Corp Ltd |
|
|
242,695 |
|
|
|
2,225 |
|
Escorts Ltd |
|
|
350,562 |
|
|
|
4,342 |
|
Glenmark Pharmaceuticals Ltd |
|
|
174,650 |
|
|
|
1,630 |
|
HCL Technologies Ltd |
|
|
526,914 |
|
|
|
7,363 |
|
HDFC Bank Ltd ADR |
|
|
76,059 |
|
|
|
7,733 |
|
Hero MotoCorp Ltd |
|
|
27,556 |
|
|
|
1,638 |
|
Hexaware Technologies Ltd |
|
|
83,114 |
|
|
|
444 |
|
Hindalco Industries Ltd |
|
|
482,569 |
|
|
|
2,074 |
|
Hindustan Petroleum Corp Ltd |
|
|
141,937 |
|
|
|
934 |
|
Hindustan Unilever Ltd |
|
|
258,246 |
|
|
|
5,539 |
|
Hindustan Zinc Ltd |
|
|
44,500 |
|
|
|
216 |
|
Housing Development Finance Corp Ltd |
|
|
236,429 |
|
|
|
6,340 |
|
ICICI Bank Ltd |
|
|
1,438,341 |
|
|
|
7,081 |
|
ICICI Bank Ltd ADR |
|
|
1,040,402 |
|
|
|
10,123 |
|
Indiabulls Housing Finance Ltd |
|
|
103,515 |
|
|
|
1,942 |
|
Indian Oil Corp Ltd |
|
|
199,289 |
|
|
|
1,217 |
|
Infosys Ltd |
|
|
404,796 |
|
|
|
6,621 |
|
Infosys Ltd ADR (A) |
|
|
41,435 |
|
|
|
672 |
|
ITC Ltd |
|
|
362,200 |
|
|
|
1,497 |
|
Mahindra & Mahindra Financial Services Ltd |
|
|
608,596 |
|
|
|
4,517 |
|
Maruti Suzuki India Ltd |
|
|
4,669 |
|
|
|
714 |
|
Muthoot Finance Ltd |
|
|
90,238 |
|
|
|
672 |
|
National Aluminium Co Ltd |
|
|
250,410 |
|
|
|
339 |
|
NCC Ltd/India |
|
|
1,229,085 |
|
|
|
2,586 |
|
NHPC Ltd |
|
|
1,474,397 |
|
|
|
756 |
|
NMDC Ltd |
|
|
314,929 |
|
|
|
681 |
|
Oil & Natural Gas Corp Ltd |
|
|
192,343 |
|
|
|
589 |
|
Oil India Ltd |
|
|
59,237 |
|
|
|
346 |
|
Parag Milk Foods Ltd (C) |
|
|
214,657 |
|
|
|
1,007 |
|
PC Jeweller Ltd |
|
|
78,084 |
|
|
|
561 |
|
Petronet LNG Ltd |
|
|
591,610 |
|
|
|
2,369 |
|
Power Finance Corp Ltd |
|
|
1,158,976 |
|
|
|
2,214 |
|
Power Grid Corp of India Ltd |
|
|
1,069,379 |
|
|
|
3,366 |
|
Prestige Estates Projects Ltd |
|
|
276,256 |
|
|
|
1,382 |
|
Reliance Industries Ltd |
|
|
527,337 |
|
|
|
7,633 |
|
Reliance Industries Ltd GDR (C) |
|
|
762,422 |
|
|
|
21,767 |
|
Rural Electrification Corp Ltd |
|
|
479,976 |
|
|
|
1,174 |
|
SH Kelkar & Co Ltd (C) |
|
|
384,504 |
|
|
|
1,804 |
|
Shriram Transport Finance Co Ltd |
|
|
200,276 |
|
|
|
4,667 |
|
Sobha Ltd |
|
|
197,906 |
|
|
|
1,928 |
|
Tata Chemicals Ltd |
|
|
191,289 |
|
|
|
2,200 |
|
Tata Consultancy Services Ltd |
|
|
189,156 |
|
|
|
8,011 |
|
Tata Global Beverages Ltd |
|
|
333,035 |
|
|
|
1,655 |
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Tata Motors Ltd ADR * |
|
|
82,348 |
|
|
$ |
2,723 |
|
Tata Steel Ltd |
|
|
50,740 |
|
|
|
583 |
|
Tech Mahindra Ltd |
|
|
285,304 |
|
|
|
2,256 |
|
Vedanta Ltd |
|
|
1,283,729 |
|
|
|
6,642 |
|
Yes Bank Ltd |
|
|
391,600 |
|
|
|
1,940 |
|
Zee Entertainment Enterprises Ltd |
|
|
206,809 |
|
|
|
1,887 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
198,864 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Indonesia 1.8% |
|
|
|
|
|
|
|
|
Adaro Energy Tbk PT |
|
|
6,690,400 |
|
|
|
917 |
|
Astra International Tbk PT |
|
|
4,876,900 |
|
|
|
2,983 |
|
Bank Central Asia Tbk PT |
|
|
500,573 |
|
|
|
808 |
|
Bank Negara Indonesia Persero Tbk PT |
|
|
3,751,300 |
|
|
|
2,737 |
|
Bank Rakyat Indonesia Persero Tbk PT |
|
|
38,371,705 |
|
|
|
10,295 |
|
Bukit Asam Persero Tbk PT |
|
|
5,179,000 |
|
|
|
939 |
|
Indofood Sukses Makmur Tbk PT |
|
|
1,661,000 |
|
|
|
933 |
|
Matahari Department Store Tbk PT |
|
|
4,045,600 |
|
|
|
2,982 |
|
Perusahaan Gas Negara Persero Tbk |
|
|
13,294,300 |
|
|
|
1,715 |
|
Sumber Alfaria Trijaya Tbk PT |
|
|
33,071,700 |
|
|
|
1,487 |
|
Surya Citra Media Tbk PT |
|
|
8,230,800 |
|
|
|
1,505 |
|
Telekomunikasi Indonesia Persero Tbk PT |
|
|
12,588,980 |
|
|
|
4,120 |
|
United Tractors Tbk PT |
|
|
2,227,830 |
|
|
|
5,813 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
37,234 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Luxembourg 0.2% |
|
|
|
|
|
|
|
|
National Commercial Bank * |
|
|
271,335 |
|
|
|
3,851 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Malaysia 0.4% |
|
|
|
|
|
|
|
|
AirAsia Bhd |
|
|
1,878,200 |
|
|
|
1,555 |
|
Genting Bhd |
|
|
256,500 |
|
|
|
583 |
|
Hartalega Holdings Bhd |
|
|
425,000 |
|
|
|
1,121 |
|
Inari Amertron Bhd |
|
|
3,322,650 |
|
|
|
2,791 |
|
Petronas Dagangan Bhd |
|
|
73,700 |
|
|
|
442 |
|
Top Glove Corp Bhd |
|
|
255,600 |
|
|
|
505 |
|
UEM Sunrise Bhd * |
|
|
2,512,095 |
|
|
|
645 |
|
Westports Holdings Bhd |
|
|
469,900 |
|
|
|
430 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,072 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Mexico 2.8% |
|
|
|
|
|
|
|
|
Alfa SAB de CV, Cl A |
|
|
654,000 |
|
|
|
724 |
|
America Movil SAB de CV, Ser L |
|
|
935,074 |
|
|
|
810 |
|
America Movil SAB de CV ADR, Cl L |
|
|
199,935 |
|
|
|
3,429 |
|
Cemex SAB de CV ADR * |
|
|
173,183 |
|
|
|
1,299 |
|
Coca-Cola Femsa SAB de CV ADR |
|
|
105,007 |
|
|
|
7,310 |
|
El Puerto de Liverpool SAB de CV |
|
|
53,700 |
|
|
|
341 |
|
Fomento Economico Mexicano SAB de CV |
|
|
375,600 |
|
|
|
3,550 |
|
Fomento Economico Mexicano SAB de CV ADR |
|
|
43,415 |
|
|
|
4,077 |
|
Genomma Lab Internacional SAB de CV, Cl B * |
|
|
158,600 |
|
|
|
166 |
|
Gentera SAB de CV |
|
|
1,669,300 |
|
|
|
1,394 |
|
Gruma SAB de CV, Cl B |
|
|
75,430 |
|
|
|
961 |
|
Grupo Aeroportuario del Sureste SAB de CV, Cl B |
|
|
19,620 |
|
|
|
360 |
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
|
|
3 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
COMMON STOCK (continued) |
|
Grupo Financiero Banorte SAB de CV, Cl O |
|
|
1,331,243 |
|
|
$ |
7,343 |
|
Grupo Financiero Santander Mexico SAB de CV ADR |
|
|
409,203 |
|
|
|
2,991 |
|
Grupo Financiero Santander Mexico SAB de CV, Cl B |
|
|
276,900 |
|
|
|
407 |
|
Grupo GICSA SA de CV * |
|
|
2,047,600 |
|
|
|
964 |
|
Grupo Mexico SAB de CV, Ser B |
|
|
1,291,771 |
|
|
|
4,287 |
|
Grupo Televisa SAB ADR |
|
|
154,225 |
|
|
|
2,879 |
|
Industrias Bachoco SAB de CV ADR |
|
|
5,760 |
|
|
|
330 |
|
Infraestructura Energetica Nova SAB de CV |
|
|
533,700 |
|
|
|
2,624 |
|
Megacable Holdings SAB de CV |
|
|
149,700 |
|
|
|
612 |
|
Mexichem SAB de CV |
|
|
437,271 |
|
|
|
1,088 |
|
Unifin Financiera SAB de CV SOFOM ENR |
|
|
564,300 |
|
|
|
1,932 |
|
Wal-Mart de Mexico SAB de CV |
|
|
2,786,581 |
|
|
|
6,868 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
56,746 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Netherlands 0.0% |
|
|
|
|
|
|
|
|
VEON Ltd ADR |
|
|
221,060 |
|
|
|
849 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Norway 0.1% |
|
|
|
|
|
|
|
|
Yara International ASA |
|
|
19,697 |
|
|
|
907 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Panama 0.0% |
|
|
|
|
|
|
|
|
Copa Holdings SA, Cl A |
|
|
4,511 |
|
|
|
605 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Peru 0.7% |
|
|
|
|
|
|
|
|
Cia de Minas Buenaventura SAA ADR |
|
|
231,467 |
|
|
|
3,259 |
|
Credicorp Ltd |
|
|
50,716 |
|
|
|
10,520 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,779 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Philippines 0.8% |
|
|
|
|
|
|
|
|
Ayala Corp |
|
|
90,400 |
|
|
|
1,838 |
|
BDO Unibank Inc |
|
|
2,200,556 |
|
|
|
7,229 |
|
Cebu Air Inc |
|
|
201,950 |
|
|
|
405 |
|
DMCI Holdings Inc |
|
|
1,750,500 |
|
|
|
505 |
|
Globe Telecom Inc |
|
|
10,370 |
|
|
|
395 |
|
GT Capital Holdings Inc |
|
|
66,455 |
|
|
|
1,720 |
|
International Container Terminal Services Inc |
|
|
166,080 |
|
|
|
351 |
|
Metropolitan Bank & Trust Co |
|
|
1,257,210 |
|
|
|
2,554 |
|
Pilipinas Shell Petroleum Corp |
|
|
798,590 |
|
|
|
976 |
|
Semirara Mining & Power Corp, Cl A |
|
|
263,280 |
|
|
|
194 |
|
Vista Land & Lifescapes Inc |
|
|
1,578,400 |
|
|
|
189 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16,356 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Poland 0.9% |
|
|
|
|
|
|
|
|
Dino Polska SA *(C) |
|
|
241,183 |
|
|
|
5,469 |
|
Energa SA |
|
|
234,489 |
|
|
|
859 |
|
Grupa Lotos SA |
|
|
15,098 |
|
|
|
251 |
|
KGHM Polska Miedz SA |
|
|
30,369 |
|
|
|
972 |
|
PLAY Communications SA *(C) |
|
|
375,904 |
|
|
|
3,658 |
|
Polski Koncern Naftowy ORLEN SA |
|
|
43,159 |
|
|
|
1,317 |
|
Powszechna Kasa Oszczednosci Bank Polski SA* |
|
|
290,695 |
|
|
|
3,707 |
|
Powszechny Zaklad Ubezpieczen SA |
|
|
121,358 |
|
|
|
1,472 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
17,705 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
COMMON STOCK (continued) |
|
|
|
|
Portugal 0.2% |
|
|
|
|
|
|
|
|
Galp Energia SGPS SA, Cl B |
|
|
234,150 |
|
|
$ |
4,309 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Qatar 0.0% |
|
|
|
|
|
|
|
|
Industries Qatar QSC |
|
|
5,690 |
|
|
|
153 |
|
Ooredoo QPSC |
|
|
30,110 |
|
|
|
752 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
905 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Russia 4.4% |
|
|
|
|
|
|
|
|
Detsky Mir PJSC |
|
|
952,100 |
|
|
|
1,587 |
|
Etalon Group PLC GDR |
|
|
56,800 |
|
|
|
170 |
|
Gazprom PJSC ADR |
|
|
1,390,124 |
|
|
|
6,130 |
|
LUKOIL PJSC ADR |
|
|
250,785 |
|
|
|
14,431 |
|
Mail.Ru Group Ltd GDR * |
|
|
145,968 |
|
|
|
4,124 |
|
Mobile TeleSystems PJSC ADR |
|
|
134,675 |
|
|
|
1,372 |
|
Novatek PJSC GDR |
|
|
241 |
|
|
|
28 |
|
Novolipetsk Steel PJSC GDR |
|
|
120,162 |
|
|
|
3,067 |
|
Rosneft Oil Co PJSC GDR |
|
|
476,460 |
|
|
|
2,378 |
|
Sberbank of Russia PJSC |
|
|
714,120 |
|
|
|
2,793 |
|
Sberbank of Russia PJSC ADR |
|
|
1,882,548 |
|
|
|
32,020 |
|
Severstal PJSC GDR |
|
|
20,669 |
|
|
|
318 |
|
Surgutneftegas OJSC ADR |
|
|
112,181 |
|
|
|
529 |
|
X5 Retail Group NV GDR * |
|
|
335,510 |
|
|
|
12,672 |
|
Yandex NV, Cl A * |
|
|
239,631 |
|
|
|
7,848 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
89,467 |
|
|
|
|
|
|
|
|
|
|
|
|
|
South Africa 4.7% |
|
|
|
|
|
|
|
|
African Rainbow Minerals Ltd |
|
|
66,009 |
|
|
|
716 |
|
Anglo American Platinum Ltd * |
|
|
10,280 |
|
|
|
293 |
|
AngloGold Ashanti Ltd ADR |
|
|
58,100 |
|
|
|
592 |
|
Aspen Pharmacare Holdings Ltd |
|
|
156,719 |
|
|
|
3,513 |
|
AVI Ltd |
|
|
60,552 |
|
|
|
541 |
|
Barclays Africa Group Ltd |
|
|
130,100 |
|
|
|
1,912 |
|
Barloworld Ltd |
|
|
108,942 |
|
|
|
1,404 |
|
Bid Corp Ltd |
|
|
141,785 |
|
|
|
3,447 |
|
Capitec Bank Holdings Ltd |
|
|
37,645 |
|
|
|
3,339 |
|
Discovery Ltd |
|
|
182,923 |
|
|
|
2,748 |
|
Exxaro Resources Ltd |
|
|
391,219 |
|
|
|
5,135 |
|
FirstRand Ltd |
|
|
1,614,180 |
|
|
|
8,768 |
|
Foschini Group Ltd/The |
|
|
195,029 |
|
|
|
3,109 |
|
Gold Fields Ltd ADR |
|
|
141,115 |
|
|
|
607 |
|
Imperial Holdings Ltd |
|
|
99,439 |
|
|
|
2,106 |
|
Investec Ltd |
|
|
73,203 |
|
|
|
531 |
|
JSE Ltd |
|
|
243,200 |
|
|
|
3,022 |
|
Kumba Iron Ore Ltd |
|
|
39,562 |
|
|
|
1,212 |
|
Liberty Holdings Ltd |
|
|
190,704 |
|
|
|
1,917 |
|
Life Healthcare Group Holdings Ltd |
|
|
1,582,254 |
|
|
|
3,547 |
|
Mondi Ltd |
|
|
78,801 |
|
|
|
2,032 |
|
Murray & Roberts Holdings Ltd |
|
|
269,889 |
|
|
|
264 |
|
Naspers Ltd, Cl N |
|
|
70,149 |
|
|
|
19,554 |
|
Novus Holdings Ltd |
|
|
26,043 |
|
|
|
12 |
|
Petra Diamonds Ltd * |
|
|
822,133 |
|
|
|
867 |
|
Pick n Pay Stores Ltd |
|
|
302,256 |
|
|
|
1,698 |
|
|
|
|
4 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
COMMON STOCK (continued) |
|
RMB Holdings Ltd |
|
|
139,580 |
|
|
$ |
893 |
|
Sappi Ltd |
|
|
142,953 |
|
|
|
1,033 |
|
Sasol Ltd |
|
|
107,285 |
|
|
|
3,711 |
|
SPAR Group Ltd/The |
|
|
110,108 |
|
|
|
1,808 |
|
Standard Bank Group Ltd |
|
|
535,338 |
|
|
|
8,461 |
|
Telkom SA SOC Ltd |
|
|
282,214 |
|
|
|
1,097 |
|
Truworths International Ltd |
|
|
247,748 |
|
|
|
1,891 |
|
Vodacom Group Ltd |
|
|
105,907 |
|
|
|
1,246 |
|
Wilson Bayly Holmes-Ovcon Ltd |
|
|
45,758 |
|
|
|
575 |
|
Woolworths Holdings Ltd/South Africa |
|
|
241,346 |
|
|
|
1,273 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
94,874 |
|
|
|
|
|
|
|
|
|
|
|
|
|
South Korea 13.1% |
|
|
|
|
|
|
|
|
Amorepacific Corp (A) |
|
|
3,000 |
|
|
|
853 |
|
BGF Co Ltd |
|
|
1 |
|
|
|
|
|
BGF retail Co Ltd * |
|
|
17,850 |
|
|
|
3,502 |
|
CJ CheilJedang Corp (A) |
|
|
3,767 |
|
|
|
1,288 |
|
CJ O Shopping Co Ltd |
|
|
6,954 |
|
|
|
1,501 |
|
Com2uSCorp (A) |
|
|
23,510 |
|
|
|
2,989 |
|
Coway Co Ltd |
|
|
82,754 |
|
|
|
7,552 |
|
DB Insurance Co Ltd |
|
|
19,852 |
|
|
|
1,320 |
|
Doosan Bobcat Inc (A) |
|
|
109,941 |
|
|
|
3,676 |
|
GS Home Shopping Inc |
|
|
3,528 |
|
|
|
714 |
|
Hana Financial Group Inc |
|
|
76,368 |
|
|
|
3,552 |
|
Hana Tour Service Inc |
|
|
12,434 |
|
|
|
1,196 |
|
Hankook Tire Co Ltd |
|
|
33,651 |
|
|
|
1,716 |
|
Hanmi Pharm Co Ltd *(A) |
|
|
1,042 |
|
|
|
569 |
|
Hanon Systems |
|
|
173,727 |
|
|
|
2,256 |
|
Hotel Shilla Co Ltd (A) |
|
|
8,593 |
|
|
|
681 |
|
Hyosung Corp |
|
|
21,546 |
|
|
|
2,808 |
|
Hyundai Development Co-Engineering & Construction |
|
|
23,939 |
|
|
|
862 |
|
Hyundai Marine & Fire Insurance Co Ltd |
|
|
127,975 |
|
|
|
5,618 |
|
Hyundai Mipo Dockyard Co Ltd *(A) |
|
|
8,973 |
|
|
|
660 |
|
Hyundai Motor Co |
|
|
40,211 |
|
|
|
5,860 |
|
Hyundai Robotics Co Ltd * |
|
|
10,150 |
|
|
|
3,612 |
|
Industrial Bank of Korea |
|
|
73,832 |
|
|
|
1,134 |
|
ING Life Insurance Korea Ltd (A)(C) |
|
|
122,823 |
|
|
|
6,127 |
|
Kangwon Land Inc |
|
|
114,244 |
|
|
|
3,714 |
|
KB Financial Group Inc |
|
|
32,028 |
|
|
|
1,897 |
|
KB Financial Group Inc ADR |
|
|
60,897 |
|
|
|
3,563 |
|
KCC Corp |
|
|
8,106 |
|
|
|
2,885 |
|
Kia Motors Corp |
|
|
30,674 |
|
|
|
960 |
|
Korea Aerospace Industries Ltd (A) |
|
|
142,083 |
|
|
|
6,298 |
|
Korea Electric Power Corp |
|
|
31,351 |
|
|
|
1,117 |
|
KT&G Corp (A) |
|
|
22,177 |
|
|
|
2,393 |
|
LG Chem Ltd |
|
|
15,233 |
|
|
|
5,763 |
|
LG Corp |
|
|
36,803 |
|
|
|
3,128 |
|
LG Electronics Inc (A) |
|
|
24,943 |
|
|
|
2,470 |
|
LG Household & Health Care Ltd |
|
|
4,557 |
|
|
|
5,061 |
|
LG Uplus Corp |
|
|
248,144 |
|
|
|
3,245 |
|
Lotte Chilsung Beverage Co Ltd (A) |
|
|
1,282 |
|
|
|
1,592 |
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Lotte Confectionery Co Ltd *(A) |
|
|
4,779 |
|
|
$ |
652 |
|
Lotte Corp |
|
|
44,729 |
|
|
|
2,720 |
|
LS Corp |
|
|
15,406 |
|
|
|
1,043 |
|
Mando Corp |
|
|
26,905 |
|
|
|
7,753 |
|
Meritz Fire & Marine Insurance Co Ltd (A) |
|
|
40,993 |
|
|
|
900 |
|
NAVER Corp |
|
|
6,333 |
|
|
|
5,147 |
|
NCSoft Corp (A) |
|
|
23,793 |
|
|
|
9,946 |
|
Netmarble Games Corp *(A)(C) |
|
|
2,921 |
|
|
|
514 |
|
NH Investment & Securities Co Ltd |
|
|
131,878 |
|
|
|
1,712 |
|
Orion Corp/Republic of Korea *(A) |
|
|
31,938 |
|
|
|
3,118 |
|
Partron Co Ltd (A) |
|
|
193,598 |
|
|
|
1,707 |
|
POSCO |
|
|
19,313 |
|
|
|
5,998 |
|
Samsung Electronics Co Ltd |
|
|
29,145 |
|
|
|
69,368 |
|
Samsung Engineering Co Ltd * |
|
|
288,340 |
|
|
|
3,340 |
|
Samsung Life Insurance Co Ltd |
|
|
25,835 |
|
|
|
3,004 |
|
Samsung SDS Co Ltd |
|
|
1,952 |
|
|
|
365 |
|
Seoul Semiconductor Co Ltd |
|
|
67,732 |
|
|
|
1,762 |
|
SFA Engineering Corp (A) |
|
|
86,576 |
|
|
|
3,134 |
|
Shinhan Financial Group Co Ltd |
|
|
11,348 |
|
|
|
524 |
|
SK Holdings Co Ltd |
|
|
3,306 |
|
|
|
874 |
|
SK Hynix Inc |
|
|
272,595 |
|
|
|
19,479 |
|
SK Innovation Co Ltd |
|
|
12,226 |
|
|
|
2,335 |
|
SK Telecom Co Ltd |
|
|
23,612 |
|
|
|
5,889 |
|
SK Telecom Co Ltd ADR |
|
|
345,820 |
|
|
|
9,652 |
|
SPC Samlip Co Ltd (A) |
|
|
10,475 |
|
|
|
1,531 |
|
Woori Bank |
|
|
40,734 |
|
|
|
599 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
267,198 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Switzerland 0.2% |
|
|
|
|
|
|
|
|
Wizz Air Holdings Plc *(C) |
|
|
93,725 |
|
|
|
4,666 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Taiwan 9.4% |
|
|
|
|
|
|
|
|
Accton Technology Corp |
|
|
1,066,200 |
|
|
|
3,805 |
|
Acer Inc |
|
|
1,462,000 |
|
|
|
1,189 |
|
Advanced Ceramic X Corp |
|
|
118,900 |
|
|
|
1,597 |
|
Advanced Semiconductor Engineering Inc |
|
|
2,490,745 |
|
|
|
3,195 |
|
Airtac International Group |
|
|
215,681 |
|
|
|
3,881 |
|
Asustek Computer Inc |
|
|
207,000 |
|
|
|
1,943 |
|
Catcher Technology Co Ltd |
|
|
232,040 |
|
|
|
2,564 |
|
Cathay Financial Holding Co Ltd |
|
|
2,445,584 |
|
|
|
4,394 |
|
Chailease Holding Co Ltd |
|
|
562,404 |
|
|
|
1,639 |
|
Chipbond Technology Corp |
|
|
479,000 |
|
|
|
909 |
|
Compal Electronics Inc |
|
|
2,646,000 |
|
|
|
1,894 |
|
CTBC Financial Holding Co Ltd |
|
|
4,391,000 |
|
|
|
3,023 |
|
Cub Elecparts Inc |
|
|
21,621 |
|
|
|
199 |
|
Delta Electronics Inc |
|
|
574,100 |
|
|
|
2,770 |
|
Eclat Textile Co Ltd |
|
|
51,000 |
|
|
|
511 |
|
Elite Advanced Laser Corp |
|
|
582,160 |
|
|
|
2,532 |
|
Elite Material Co Ltd |
|
|
854,400 |
|
|
|
2,915 |
|
eMemory Technology Inc |
|
|
163,200 |
|
|
|
2,345 |
|
Epistar Corp * |
|
|
960,000 |
|
|
|
1,463 |
|
First Financial Holding Co Ltd |
|
|
2,011,480 |
|
|
|
1,321 |
|
FLEXium Interconnect Inc |
|
|
281,462 |
|
|
|
1,009 |
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
|
|
5 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Formosa Chemicals & Fibre Corp |
|
|
295,000 |
|
|
$ |
1,021 |
|
Foxconn Technology Co Ltd |
|
|
1,719,570 |
|
|
|
4,938 |
|
Gigabyte Technology Co Ltd |
|
|
667,000 |
|
|
|
1,212 |
|
HannStar Display Corp |
|
|
1,511,000 |
|
|
|
506 |
|
Hiwin Technologies Corp |
|
|
343,312 |
|
|
|
3,726 |
|
Hon Hai Precision Industry Co Ltd |
|
|
4,721,303 |
|
|
|
15,109 |
|
Hota Industrial Manufacturing Co Ltd |
|
|
1,370,251 |
|
|
|
6,778 |
|
Hu Lane Associate Inc |
|
|
207,700 |
|
|
|
1,065 |
|
Inventec Corp |
|
|
3,942,000 |
|
|
|
3,147 |
|
Kingpak Technology Inc |
|
|
373,110 |
|
|
|
3,490 |
|
Kings Town Bank Co Ltd |
|
|
424,000 |
|
|
|
531 |
|
Largan Precision Co Ltd |
|
|
15,446 |
|
|
|
2,087 |
|
Lite-On Technology Corp |
|
|
2,185,000 |
|
|
|
2,977 |
|
MediaTek Inc |
|
|
1,491,079 |
|
|
|
14,734 |
|
Merry Electronics Co Ltd |
|
|
139,000 |
|
|
|
911 |
|
Micro-Star International Co Ltd |
|
|
1,539,000 |
|
|
|
3,962 |
|
Nan Ya Plastics Corp |
|
|
201,000 |
|
|
|
526 |
|
Nanya Technology Corp |
|
|
1,045,000 |
|
|
|
2,679 |
|
Parade Technologies Ltd |
|
|
222,600 |
|
|
|
4,410 |
|
Pegatron Corp |
|
|
828,000 |
|
|
|
2,005 |
|
Phison Electronics Corp |
|
|
91,000 |
|
|
|
894 |
|
President Chain Store Corp |
|
|
430,000 |
|
|
|
4,104 |
|
Quanta Computer Inc |
|
|
267,000 |
|
|
|
555 |
|
Silicon Motion Technology Corp ADR (A) |
|
|
54,540 |
|
|
|
2,889 |
|
Simplo Technology Co Ltd |
|
|
38,000 |
|
|
|
213 |
|
Taiwan Semiconductor Manufacturing Co Ltd |
|
|
6,235,717 |
|
|
|
48,032 |
|
Taiwan Semiconductor Manufacturing Co Ltd ADR |
|
|
288,803 |
|
|
|
11,451 |
|
Tripod Technology Corp |
|
|
61,000 |
|
|
|
191 |
|
Walsin Lihwa Corp |
|
|
427,000 |
|
|
|
253 |
|
Wistron Corp |
|
|
1 |
|
|
|
|
|
Yuanta Financial Holding Co Ltd |
|
|
4,065,000 |
|
|
|
1,884 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
191,378 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Thailand 2.0% |
|
|
|
|
|
|
|
|
Bangkok Bank PCL (A) |
|
|
376,600 |
|
|
|
2,531 |
|
Beauty Community PCL |
|
|
2,621,200 |
|
|
|
1,679 |
|
CP ALL PCL (A) |
|
|
1,328,500 |
|
|
|
3,122 |
|
CP ALL PCL NVDR |
|
|
1,549,000 |
|
|
|
3,640 |
|
Kasikornbank PCL |
|
|
538,100 |
|
|
|
3,831 |
|
Kiatnakin Bank PCL NVDR (A) |
|
|
371,900 |
|
|
|
905 |
|
Krung Thai Bank PCL NVDR |
|
|
2,272,900 |
|
|
|
1,332 |
|
Land & Houses PCL NVDR |
|
|
2,168,500 |
|
|
|
699 |
|
Minor International PCL NVDR |
|
|
1,424,000 |
|
|
|
1,902 |
|
Muangthai Leasing PCL |
|
|
875,100 |
|
|
|
1,042 |
|
PTT Global Chemical PCL |
|
|
1,080,700 |
|
|
|
2,798 |
|
PTT Global Chemical PCL NVDR |
|
|
266,300 |
|
|
|
689 |
|
PTT PCL |
|
|
322,350 |
|
|
|
4,333 |
|
PTT PCL NVDR |
|
|
65,400 |
|
|
|
879 |
|
Siam Cement PCL/The |
|
|
61,000 |
|
|
|
917 |
|
Star Petroleum Refining PCL NVDR |
|
|
312,800 |
|
|
|
164 |
|
Thai Oil PCL |
|
|
2,099,700 |
|
|
|
6,674 |
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
|
|
COMMON STOCK (continued) |
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|
|
|
|
|
|
|
Thai Oil PCL NVDR |
|
|
322,400 |
|
|
$ |
1,025 |
|
Thanachart Capital PCL NVDR |
|
|
552,800 |
|
|
|
954 |
|
Tisco Financial Group PCL |
|
|
276,600 |
|
|
|
747 |
|
Tisco Financial Group PCL NVDR |
|
|
154,800 |
|
|
|
418 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
40,281 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Turkey 1.8% |
|
|
|
|
|
|
|
|
Akbank Turk AS |
|
|
2,007,428 |
|
|
|
5,215 |
|
Anadolu Efes Biracilik Ve Malt Sanayii AS |
|
|
192,588 |
|
|
|
1,229 |
|
Arcelik AS |
|
|
339,972 |
|
|
|
1,930 |
|
Aselsan Elektronik Sanayi Ve Ticaret AS (A) |
|
|
186,689 |
|
|
|
1,566 |
|
Emlak Konut Gayrimenkul Yatirim Ortakligi AS *(A) |
|
|
2,636,441 |
|
|
|
1,954 |
|
Eregli Demir ve Celik Fabrikalari TAS |
|
|
1,004,742 |
|
|
|
2,655 |
|
Ford Otomotiv Sanayi AS |
|
|
109,692 |
|
|
|
1,743 |
|
KOC Holding AS |
|
|
107,066 |
|
|
|
522 |
|
Mavi Giyim Sanayi Ve Ticaret AS, Cl B *(C) |
|
|
133,500 |
|
|
|
2,042 |
|
TAV Havalimanlari Holding AS |
|
|
270,328 |
|
|
|
1,601 |
|
Tekfen Holding AS |
|
|
43,111 |
|
|
|
193 |
|
Tofas Turk Otomobil Fabrikasi AS |
|
|
265,385 |
|
|
|
2,311 |
|
Turkcell Iletisim Hizmetleri AS |
|
|
1,234,580 |
|
|
|
5,040 |
|
Turkcell Iletisim Hizmetleri AS ADR (A) |
|
|
114,135 |
|
|
|
1,164 |
|
Turkiye Garanti Bankasi AS |
|
|
1,369,118 |
|
|
|
3,871 |
|
Turkiye Is Bankasi, Cl C |
|
|
506,871 |
|
|
|
932 |
|
Ulker Biskuvi Sanayi AS |
|
|
373,314 |
|
|
|
1,937 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
35,905 |
|
|
|
|
|
|
|
|
|
|
|
|
|
United Arab Emirates 0.8% |
|
|
|
|
|
|
|
|
Abu Dhabi Commercial Bank PJSC |
|
|
298,229 |
|
|
|
552 |
|
Aldar Properties PJSC |
|
|
4,457,692 |
|
|
|
2,670 |
|
DAMAC Properties Dubai Co PJSC |
|
|
1,085,072 |
|
|
|
975 |
|
Dubai Investments PJSC |
|
|
1,589,682 |
|
|
|
1,043 |
|
Dubai Islamic Bank PJSC |
|
|
1,906,601 |
|
|
|
3,213 |
|
Emaar Development PJSC * |
|
|
1,664,000 |
|
|
|
2,306 |
|
Emaar Properties PJSC |
|
|
2,611,962 |
|
|
|
4,936 |
|
Emirates Telecommunications Group Co PJSC |
|
|
135,148 |
|
|
|
644 |
|
First Abu Dhabi Bank PJSC |
|
|
231,914 |
|
|
|
647 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16,986 |
|
|
|
|
|
|
|
|
|
|
|
|
|
United Kingdom 1.3% |
|
|
|
|
|
|
|
|
Anglo American PLC |
|
|
137,932 |
|
|
|
2,848 |
|
KAZ Minerals PLC * |
|
|
829,966 |
|
|
|
10,043 |
|
Mail.Ru Group Ltd GDR * |
|
|
21,577 |
|
|
|
624 |
|
Novatek PJSC GDR |
|
|
19,073 |
|
|
|
2,292 |
|
RusHydro PJSC ADR |
|
|
692,509 |
|
|
|
831 |
|
Tullow Oil PLC *(A) |
|
|
3,597,778 |
|
|
|
10,055 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
26,693 |
|
|
|
|
|
|
|
|
|
|
|
|
|
United States 0.2% |
|
|
|
|
|
|
|
|
Bizlink Holding Inc |
|
|
67,000 |
|
|
|
628 |
|
Globant SA * |
|
|
50,278 |
|
|
|
2,336 |
|
Qudian Inc ADR *(A) |
|
|
53,800 |
|
|
|
675 |
|
Sea Ltd ADR *(A) |
|
|
84,200 |
|
|
|
1,122 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,761 |
|
|
|
|
|
|
|
|
|
|
|
|
|
6 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Vietnam 0.2% |
|
|
|
|
|
|
|
|
Vincom Retail JSC * |
|
|
1,666,000 |
|
|
$ |
3,459 |
|
|
|
|
|
|
|
|
|
|
Total Common Stock (Cost $1,531,080) ($ Thousands) |
|
|
|
1,904,204 |
|
|
|
|
|
|
|
|
|
|
|
|
PREFERRED STOCK 2.4% |
|
|
|
|
|
Brazil 1.9% |
|
|
|
|
|
|
|
|
Banco Bradesco SA * |
|
|
244,272 |
|
|
|
2,493 |
|
Banco do Estado do Rio Grande do Sul SA |
|
|
232,000 |
|
|
|
1,042 |
|
Braskem SA |
|
|
21,700 |
|
|
|
280 |
|
Cia Brasileira de Distribuicao ADR * |
|
|
282,572 |
|
|
|
6,660 |
|
Cia Energetica de Minas Gerais |
|
|
488,400 |
|
|
|
1,012 |
|
Itau Unibanco Holding SA |
|
|
582,396 |
|
|
|
7,476 |
|
Itau Unibanco Holding SA ADR |
|
|
392,354 |
|
|
|
5,101 |
|
Itausa - Investimentos Itau SA |
|
|
1,239,010 |
|
|
|
4,041 |
|
Metalurgica Gerdau SA, Cl A |
|
|
722,800 |
|
|
|
1,262 |
|
Petroleo Brasileiro SA ADR, Cl A * |
|
|
479,437 |
|
|
|
4,713 |
|
Randon SA Implementos e Participacoes |
|
|
679,900 |
|
|
|
1,470 |
|
Telefonica Brasil SA |
|
|
194,600 |
|
|
|
2,852 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
38,402 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Colombia 0.0% |
|
|
|
|
|
|
|
|
Banco Davivienda SA |
|
|
45,419 |
|
|
|
456 |
|
Bancolombia SA |
|
|
40,841 |
|
|
|
409 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
865 |
|
|
|
|
|
|
|
|
|
|
|
|
|
South Korea 0.5% |
|
|
|
|
|
|
|
|
Samsung Electronics Co Ltd |
|
|
4,881 |
|
|
|
9,529 |
|
|
|
|
|
|
|
|
|
|
Total Preferred Stock (Cost $45,521) ($ Thousands) |
|
|
|
48,796 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Number
of Participation Notes |
|
|
|
|
|
|
PARTICIPATION NOTES 1.8% |
|
|
|
|
|
China 0.3% |
|
|
|
|
|
|
|
|
Wuliangye Yibin, Expires 06/29/2020 |
|
|
525,700 |
|
|
|
6,454 |
|
|
|
|
|
|
|
|
|
|
|
|
|
India 0.1% |
|
|
|
|
|
|
|
|
Zee Entertainment Enterprises Ltd, Expires 09/03/2019 * |
|
|
194,847 |
|
|
|
1,776 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Luxembourg 0.4% |
|
|
|
|
|
|
|
|
Hoa Phat Group JSC, Expires 11/20/2020 * |
|
|
786,731 |
|
|
|
1,605 |
|
Mahindra & Mahindra Financial Services, Expires 11/26/2018 |
|
|
780,015 |
|
|
|
5,781 |
|
Savola Group/The, Expires 12/20/2020 * |
|
|
60,000 |
|
|
|
625 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,011 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Saudi Arabia 0.2% |
|
|
|
|
|
|
|
|
Al Tayyar Travel Group, Expires 03/05/2018 |
|
|
236,863 |
|
|
|
1,694 |
|
|
|
|
|
|
|
|
|
|
Description |
|
Number of Participation Notes |
|
|
Market Value
($ Thousands) |
|
|
|
PARTICIPATION NOTES (continued) |
|
|
|
|
|
HBSC Bank Savola Group, Expires 01/24/2020 |
|
|
284,680 |
|
|
$ |
2,950 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,644 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Switzerland 0.5% |
|
|
|
|
|
|
|
|
Hangzhou Hikvision, Expires 08/22/2018 |
|
|
1,788,489 |
|
|
|
10,721 |
|
|
|
|
|
|
|
|
|
|
|
|
|
United States 0.1% |
|
|
|
|
|
|
|
|
Motherson Sumi Systems Ltd, Expires 09/21/2021 * |
|
|
401,873 |
|
|
|
2,388 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Vietnam 0.2% |
|
|
|
|
|
|
|
|
Hoa Phat Group JSC, Expires 07/24/2018 * |
|
|
1,444,409 |
|
|
|
2,948 |
|
|
|
|
|
|
|
|
|
|
Total Participation Notes (Cost $25,871) ($ Thousands) |
|
|
|
36,942 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares |
|
|
|
|
|
EXCHANGE TRADED FUND 0.4% |
|
United States 0.4% |
|
|
|
|
|
|
|
|
iShares MSCI Emerging Markets ETF |
|
|
170,301 |
|
|
|
8,024 |
|
|
|
|
|
|
|
|
|
|
Total Exchange Traded Fund (Cost $7,882) ($ Thousands) |
|
|
|
8,024 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Number of Rights |
|
|
|
|
|
|
|
RIGHTS 0.0% |
|
|
|
|
|
|
|
|
Taiwan 0.0% |
|
|
|
|
|
|
|
|
Bizlink Holding Inc, Expires 01/12/2018 * |
|
|
1,391 |
|
|
|
3 |
|
|
|
|
|
|
|
|
|
|
Total Rights (Cost $) ($ Thousands) |
|
|
|
3 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Face Amount (Thousands) |
|
|
|
|
|
|
|
DEBENTURE BOND 0.0% |
|
|
|
|
|
|
|
|
|
|
|
Brazil 0.0% |
|
|
|
|
|
|
|
|
Vale, Ser 1997 |
|
|
|
|
|
|
|
|
0.000%, 09/30/2049 (D) |
|
BRL |
8 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Debenture Bond (Cost $) ($ Thousands) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
|
|
7 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
|
AFFILIATED PARTNERSHIP 5.0% |
|
|
|
|
|
SEI Liquidity Fund, L.P. |
|
|
|
|
|
1.350% **(E) |
|
|
101,009,536 |
|
|
$ |
101,018 |
|
|
|
|
|
|
|
|
|
|
Total Affiliated Partnership (Cost $101,010) ($ Thousands) |
|
|
|
101,018 |
|
|
|
|
|
|
|
|
|
|
|
|
CASH EQUIVALENT 0.6% |
|
|
|
|
|
SEI Daily Income Trust, Government Fund, Cl F |
|
|
|
|
|
|
|
|
1.040%** |
|
|
13,166,939 |
|
|
|
13,167 |
|
|
|
|
|
|
|
|
|
|
Total Cash Equivalent (Cost $13,167) ($ Thousands) |
|
|
|
13,167 |
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities 103.8% (Cost $1,724,531) ($ Thousands) |
|
|
$ |
2,112,154 |
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $2,035,368 ($ Thousands). |
* |
Non-income producing security. |
** |
Rate shown is the 7-day effective yield as of December 31, 2017. |
|
Investment in Affiliated Security (see Note 5). |
|
Real Estate Investment Trust |
(A) |
Certain securities or partial positions of certain securities are on loan at December 31, 2017. The total market value of securities on loan at December 31, 2017
was $95,065 ($ Thousands). |
(B) |
Level 3 security in accordance with fair value hierarchy. |
(C) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to
qualified institutions. On December 31, 2017, the value of these securities amounted to $48,142 ($ Thousands), representing 2.37% of the Net Assets of the Fund. |
(D) |
Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of
assets. |
(E) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2017 was $101,018 ($
Thousands). |
ADR American Depositary Receipt
BRL Brazilian Real
Cl Class
CV Convertible Security
ETF Exchange-Traded Fund
EUR Euro
GDR Global Depositary Receipt
JSC
Joint-Stock Company
JSE Johannesburg Stock Exchange
Ltd. Limited
MSCI Morgan Stanley Capital International
NVDR Non-Voting Depositary Receipt
PJSC
Public Joint-Stock Company
PLC Public Limited Company
RON Romanian Leu
Ser Series
The following is a list of the level of inputs used as of December 31, 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 |
|
$ |
1,901,434 |
|
|
$ |
2,770 |
|
|
$ |
|
|
|
$ |
1,904,204 |
|
Preferred Stock |
|
|
47,326 |
|
|
|
1,470 |
|
|
|
|
|
|
|
48,796 |
|
Participation Notes |
|
|
24,070 |
|
|
|
12,872 |
|
|
|
|
|
|
|
36,942 |
|
Exchange Traded Fund |
|
|
8,024 |
|
|
|
|
|
|
|
|
|
|
|
8,024 |
|
Rights |
|
|
3 |
|
|
|
|
|
|
|
|
|
|
|
3 |
|
Debenture Bond |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Affiliated Partnership |
|
|
101,018 |
|
|
|
|
|
|
|
|
|
|
|
101,018 |
|
Cash Equivalent |
|
|
13,167 |
|
|
|
|
|
|
|
|
|
|
|
13,167 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities |
|
$ |
2,095,042 |
|
|
$ |
17,112 |
|
|
$ |
|
|
|
$ |
2,112,154 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
^ A reconciliation of Level 3 instruments is presented when the Fund has a significant amount of Level 3 investments at
the beginning and/or end of the period in relation to the net assets. Management has concluded that Level 3 investments are not material in relation to net assets.
For the period ended December 31, 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 December 31, 2017, there were no transfers between Level 2 and Level 3 assets and liabilities.
For the period ended December 31, 2017, there were no transfers into Level 3 assets and liabilities.
Amounts designated as are $0 or have been rounded to $0.
For information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial
statements.
The following is a summary of the
transactions with affiliates for the period ended December 31, 2017 ($ Thousands):
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security Description |
|
Value
9/30/2017 |
|
|
Purchases at
Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain
(Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
12/31/2017 |
|
|
Dividend
Income |
|
SEI Liquidity Fund, L.P. |
|
|
$154,588 |
|
|
|
$86,973 |
|
|
|
$(140,547) |
|
|
|
$(3) |
|
|
|
$7 |
|
|
|
$101,018 |
|
|
|
$148 |
|
SEI Daily Income Trust, Government Fund, Cl F |
|
|
7,827 |
|
|
|
63,421 |
|
|
|
(58,081 |
) |
|
|
|
|
|
|
|
|
|
|
13,167 |
|
|
|
22 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Totals |
|
|
$162,415 |
|
|
|
$150,394 |
|
|
|
$(198,628) |
|
|
|
$(3) |
|
|
|
$7 |
|
|
|
$114,185 |
|
|
|
$170 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
International Fixed Income Fund
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS 94.2% |
|
|
|
|
|
Argentina 0.3% |
|
|
|
|
|
|
|
|
Argentina POM Politica Monetaria |
|
|
|
|
|
28.750%, VAR Argentina Central Bank 7D Repo Ref Rate+0.000%, 06/21/2020 |
|
ARS |
2,529 |
|
|
$ |
144 |
|
Argentine Bonos del Tesoro |
|
|
|
|
|
|
|
|
16.000%, 10/17/2023 |
|
|
9,727 |
|
|
|
514 |
|
Argentine Republic Government International Bond |
|
|
|
|
|
|
|
|
6.875%, 04/22/2021 |
|
$ |
245 |
|
|
|
267 |
|
5.000%, 01/15/2027 |
|
EUR |
115 |
|
|
|
143 |
|
Provincia de Buenos Aires |
|
|
|
|
|
|
|
|
9.125%, 03/16/2024 |
|
$ |
170 |
|
|
|
199 |
|
Provincia de Cordoba |
|
|
|
|
|
|
|
|
7.125%, 06/10/2021 (A) |
|
|
280 |
|
|
|
302 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,569 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Australia 2.6% |
|
|
|
|
|
|
|
|
Australia & New Zealand Banking Group MTN |
|
|
|
|
|
|
|
|
5.000%, 08/16/2023 |
|
AUD |
750 |
|
|
|
645 |
|
3.625%, 07/18/2022 |
|
EUR |
300 |
|
|
|
416 |
|
Commonwealth Bank of Australia MTN |
|
|
|
|
|
|
|
|
1.375%, 01/22/2019 |
|
|
560 |
|
|
|
685 |
|
Government of Australia |
|
|
|
|
|
|
|
|
4.500%, 04/15/2020 |
|
AUD |
540 |
|
|
|
445 |
|
4.500%, 04/21/2033 |
|
|
195 |
|
|
|
182 |
|
4.250%, 04/21/2026 |
|
|
2,200 |
|
|
|
1,934 |
|
3.750%, 04/21/2037 |
|
|
393 |
|
|
|
336 |
|
2.750%, 04/21/2024 |
|
|
1,785 |
|
|
|
1,419 |
|
Government of Australia, Ser 122 |
|
|
|
|
|
|
|
|
5.250%, 03/15/2019 |
|
|
2,000 |
|
|
|
1,627 |
|
Government of Australia, Ser 124 |
|
|
|
|
|
|
|
|
5.750%, 05/15/2021 |
|
|
3,660 |
|
|
|
3,192 |
|
National Australia Bank |
|
|
|
|
|
|
|
|
5.000%, 03/11/2024 |
|
|
750 |
|
|
|
647 |
|
Westpac Banking MTN |
|
|
|
|
|
|
|
|
1.500%, 03/24/2021 |
|
EUR |
220 |
|
|
|
277 |
|
1.375%, 04/17/2020 |
|
|
230 |
|
|
|
286 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12,091 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Austria 1.6% |
|
|
|
|
|
|
|
|
JAB Holdings BV |
|
|
|
|
|
|
|
|
1.250%, 05/22/2024 |
|
|
300 |
|
|
|
366 |
|
Republic of Austria |
|
|
|
|
|
|
|
|
4.150%, 03/15/2037 (A) |
|
|
115 |
|
|
|
210 |
|
3.650%, 04/20/2022 (A) |
|
|
290 |
|
|
|
406 |
|
3.150%, 06/20/2044 (A) |
|
|
475 |
|
|
|
799 |
|
1.950%, 06/18/2019 (A) |
|
|
2,715 |
|
|
|
3,377 |
|
1.150%, 10/19/2018 (A) |
|
|
205 |
|
|
|
249 |
|
0.750%, 10/20/2026 (A) |
|
|
1,592 |
|
|
|
1,955 |
|
Republic of Austria MTN |
|
|
|
|
|
|
|
|
2.100%, 09/20/2117 (A) |
|
|
75 |
|
|
|
96 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,458 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
Bahrain 0.1% |
|
|
|
|
|
|
|
|
Bahrain Government International Bond |
|
|
|
|
|
|
|
|
7.000%, 10/12/2028 |
|
$ |
265 |
|
|
$ |
269 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Belgium 2.4% |
|
|
|
|
|
|
|
|
Anheuser-Busch InBev MTN |
|
|
|
|
|
|
|
|
2.250%, 05/24/2029 |
|
GBP |
205 |
|
|
|
272 |
|
Kingdom of Belgium |
|
|
|
|
|
|
|
|
3.750%, 06/22/2045 |
|
EUR |
233 |
|
|
|
415 |
|
3.000%, 06/22/2034 (A) |
|
|
620 |
|
|
|
948 |
|
1.600%, 06/22/2047 (A) |
|
|
310 |
|
|
|
365 |
|
1.000%, 06/22/2031 (A) |
|
|
710 |
|
|
|
851 |
|
0.800%, 06/22/2025 (A) |
|
|
715 |
|
|
|
888 |
|
0.800%, 06/22/2027 (A) |
|
|
785 |
|
|
|
957 |
|
Kingdom of Belgium, Ser 44 |
|
|
|
|
|
|
|
|
5.000%, 03/28/2035 (A) |
|
|
64 |
|
|
|
123 |
|
Kingdom of Belgium, Ser 58 |
|
|
|
|
|
|
|
|
3.750%, 09/28/2020 (A) |
|
|
2,511 |
|
|
|
3,363 |
|
Kingdom of Belgium, Ser 65 |
|
|
|
|
|
|
|
|
4.250%, 09/28/2022 |
|
|
790 |
|
|
|
1,147 |
|
Kingdom of Belgium, Ser 69 |
|
|
|
|
|
|
|
|
1.250%, 06/22/2018 |
|
|
1,390 |
|
|
|
1,684 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,013 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Bermuda 0.0% |
|
|
|
|
|
|
|
|
XLIT |
|
|
|
|
|
|
|
|
3.250%, VAR Euribor 3 Month+2.900%, 06/29/2047 |
|
|
161 |
|
|
|
195 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Brazil 1.3% |
|
|
|
|
|
|
|
|
Brazil Notas do Tesouro Nacional, Serie B |
|
|
|
|
|
|
|
|
6.000%, 08/15/2050 |
|
BRL |
2,115 |
|
|
|
2,090 |
|
Brazil Notas do Tesouro Nacional, Serie F |
|
|
|
|
|
|
|
|
10.000%, 01/01/2021 |
|
|
7,895 |
|
|
|
2,449 |
|
BRF GmbH |
|
|
|
|
|
|
|
|
4.350%, 09/29/2026 |
|
$ |
200 |
|
|
|
193 |
|
Minerva Luxembourg |
|
|
|
|
|
|
|
|
6.500%, 09/20/2026 (A) |
|
|
290 |
|
|
|
298 |
|
Odebrecht Finance |
|
|
|
|
|
|
|
|
7.125%, 06/26/2042 |
|
|
280 |
|
|
|
89 |
|
4.375%, 04/25/2025 |
|
|
200 |
|
|
|
59 |
|
Petrobras Global Finance |
|
|
|
|
|
|
|
|
6.250%, 03/17/2024 |
|
|
59 |
|
|
|
63 |
|
5.999%, 01/27/2028 (A) |
|
|
215 |
|
|
|
215 |
|
Rumo Luxembourg |
|
|
|
|
|
|
|
|
7.375%, 02/09/2024 (A) |
|
|
375 |
|
|
|
403 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,859 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Canada 7.1% |
|
|
|
|
|
|
|
|
Bank of Montreal MTN |
|
|
|
|
|
|
|
|
0.125%, 04/19/2021 |
|
EUR |
280 |
|
|
|
338 |
|
Bank of Nova Scotia MTN |
|
|
|
|
|
|
|
|
0.750%, 09/17/2021 |
|
|
570 |
|
|
|
702 |
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
|
|
1 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value ($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
Bell Canada |
|
|
|
|
|
|
|
|
3.350%, 06/18/2019 |
|
CAD |
29 |
|
|
$ |
24 |
|
Bell Canada MTN |
|
|
|
|
|
|
|
|
4.700%, 09/11/2023 |
|
|
80 |
|
|
|
69 |
|
3.250%, 06/17/2020 |
|
|
95 |
|
|
|
78 |
|
Canada Housing Trust No. 1 |
|
|
|
|
|
|
|
|
3.800%, 06/15/2021 (A) |
|
|
2,465 |
|
|
|
2,085 |
|
1.750%, 06/15/2022 (A) |
|
|
2,465 |
|
|
|
1,938 |
|
Canadian Government Bond |
|
|
|
|
|
|
|
|
1.000%, 06/01/2027 |
|
|
950 |
|
|
|
691 |
|
CDP Financial |
|
|
|
|
|
|
|
|
4.400%, 11/25/2019 (A) |
|
$ |
850 |
|
|
|
883 |
|
Export Development Canada MTN |
|
|
|
|
|
|
|
|
2.400%, 06/07/2021 |
|
AUD |
1,259 |
|
|
|
982 |
|
Government of Canada |
|
|
|
|
|
|
|
|
5.750%, 06/01/2033 |
|
CAD |
1,205 |
|
|
|
1,411 |
|
2.750%, 12/01/2048 |
|
|
400 |
|
|
|
353 |
|
1.750%, 09/01/2019 |
|
|
1,430 |
|
|
|
1,143 |
|
1.500%, 06/01/2026 |
|
|
5,970 |
|
|
|
4,571 |
|
1.250%, 09/01/2018 |
|
|
740 |
|
|
|
590 |
|
1.000%, 09/01/2022 |
|
|
3,620 |
|
|
|
2,778 |
|
0.750%, 03/01/2021 |
|
|
760 |
|
|
|
588 |
|
0.750%, 09/01/2021 |
|
|
955 |
|
|
|
734 |
|
National Bank of Canada |
|
|
|
|
|
|
|
|
1.500%, 03/25/2021 |
|
EUR |
345 |
|
|
|
435 |
|
Province of British Columbia |
|
|
|
|
|
|
|
|
3.250%, 12/18/2021 |
|
CAD |
1,150 |
|
|
|
958 |
|
Province of Manitoba Canada |
|
|
|
|
|
|
|
|
3.850%, 12/01/2021 |
|
|
710 |
|
|
|
602 |
|
Province of Ontario Canada |
|
|
|
|
|
|
|
|
4.700%, 06/02/2037 |
|
|
1,355 |
|
|
|
1,370 |
|
4.650%, 06/02/2041 |
|
|
540 |
|
|
|
555 |
|
2.800%, 06/02/2048 |
|
|
2,200 |
|
|
|
1,707 |
|
2.600%, 06/02/2025 |
|
|
1,614 |
|
|
|
1,296 |
|
2.400%, 06/02/2026 |
|
|
585 |
|
|
|
461 |
|
Province of Quebec Canada |
|
|
|
|
|
|
|
|
6.250%, 06/01/2032 |
|
|
720 |
|
|
|
806 |
|
2.750%, 09/01/2025 |
|
|
2,175 |
|
|
|
1,765 |
|
Province of Quebec Canada MTN |
|
|
|
|
|
|
|
|
3.700%, 05/20/2026 |
|
AUD |
540 |
|
|
|
430 |
|
Rogers Communications |
|
|
|
|
|
|
|
|
4.000%, 06/06/2022 |
|
CAD |
165 |
|
|
|
139 |
|
Royal Bank of Canada |
|
|
|
|
|
|
|
|
1.625%, 08/04/2020 |
|
EUR |
530 |
|
|
|
665 |
|
0.125%, 03/11/2021 |
|
|
560 |
|
|
|
676 |
|
Toronto-Dominion Bank MTN |
|
|
|
|
|
|
|
|
0.375%, 01/12/2021 |
|
|
345 |
|
|
|
420 |
|
Yamana Gold |
|
|
|
|
|
|
|
|
4.950%, 07/15/2024 |
|
$ |
286 |
|
|
|
299 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
32,542 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value ($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
China 0.1% |
|
|
|
|
|
|
|
|
Sinopec Group Overseas Development |
|
|
|
|
|
|
|
|
2.625%, 10/17/2020 |
|
EUR |
240 |
|
|
$ |
306 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Colombia 0.4% |
|
|
|
|
|
|
|
|
Colombian TES |
|
|
|
|
|
|
|
|
10.000%, 07/24/2024 |
|
COP |
1,940,600 |
|
|
|
784 |
|
7.750%, 09/18/2030 |
|
|
2,160,100 |
|
|
|
787 |
|
Millicom International Cellular |
|
|
|
|
|
|
|
|
6.000%, 03/15/2025 |
|
$ |
200 |
|
|
|
212 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,783 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Czech Republic 0.1% |
|
|
|
|
|
|
|
|
Czech Republic Government Bond |
|
|
|
|
|
|
|
|
4.700%, 09/12/2022 |
|
CZK |
7,470 |
|
|
|
413 |
|
2.500%, 08/25/2028 |
|
|
3,030 |
|
|
|
153 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
566 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Denmark 0.6% |
|
|
|
|
|
|
|
|
Danske Bank |
|
|
|
|
|
|
|
|
3.875%, VAR EUR Swap Annual 5 Yr+2.625%, 10/04/2023 |
|
EUR |
375 |
|
|
|
463 |
|
3.500%, 04/16/2018 |
|
|
155 |
|
|
|
188 |
|
2.000%, 09/08/2021 (A) |
|
$ |
360 |
|
|
|
352 |
|
Danske Bank MTN |
|
|
|
|
|
|
|
|
5.875%, VAR EUR Swap Annual 5 Yr+5.471%, 10/29/2049 |
|
EUR |
344 |
|
|
|
469 |
|
5.375%, VAR ICE LIBOR GDP 3 Month+1.940%, 09/29/2021 |
|
GBP |
170 |
|
|
|
237 |
|
Kingdom of Denmark |
|
|
|
|
|
|
|
|
4.500%, 11/15/2039 |
|
DKK |
1,625 |
|
|
|
443 |
|
1.500%, 11/15/2023 |
|
|
4,025 |
|
|
|
706 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,858 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Egypt 0.1% |
|
|
|
|
|
|
|
|
Egypt Government International Bond MTN |
|
|
|
|
|
|
|
|
7.500%, 01/31/2027 (A) |
|
$ |
282 |
|
|
|
312 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Finland 0.2% |
|
|
|
|
|
|
|
|
Government of Finland |
|
|
|
|
|
|
|
|
2.625%, 07/04/2042 (A) |
|
EUR |
135 |
|
|
|
213 |
|
1.500%, 04/15/2023 (A) |
|
|
235 |
|
|
|
305 |
|
0.500%, 09/15/2027 (A) |
|
|
290 |
|
|
|
345 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
863 |
|
|
|
|
|
|
|
|
|
|
|
|
|
France 5.4% |
|
|
|
|
|
|
|
|
BNP Paribas |
|
|
|
|
|
|
|
|
4.625%, 03/13/2027 (A) |
|
$ |
380 |
|
|
|
405 |
|
BNP Paribas MTN |
|
|
|
|
|
|
|
|
2.950%, 05/23/2022 (A) |
|
|
795 |
|
|
|
797 |
|
2.375%, 05/20/2024 |
|
EUR |
155 |
|
|
|
206 |
|
BPCE |
|
|
|
|
|
|
|
|
5.250%, 04/16/2029 |
|
GBP |
100 |
|
|
|
165 |
|
|
|
|
2 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
BPCE MTN |
|
|
|
|
|
|
|
|
1.125%, 01/18/2023 |
|
EUR |
300 |
|
|
$ |
369 |
|
BPCE SFH |
|
|
|
|
|
|
|
|
1.750%, 11/29/2019 |
|
|
600 |
|
|
|
749 |
|
BPCE SFH MTN |
|
|
|
|
|
|
|
|
3.750%, 09/13/2021 |
|
|
200 |
|
|
|
274 |
|
Caisse Francaise de Financement Local MTN |
|
|
|
|
|
|
|
|
3.000%, 10/02/2028 |
|
|
100 |
|
|
|
146 |
|
CNP Assurances |
|
|
|
|
|
|
|
|
4.500%, VAR Euribor 3 Month+4.600%, 06/10/2047 |
|
|
200 |
|
|
|
284 |
|
Credit Agricole |
|
|
|
|
|
|
|
|
6.500%, VAR EUR Swap Annual 5 Yr+5.120%, 12/31/2049 |
|
|
476 |
|
|
|
647 |
|
Credit Agricole MTN |
|
|
|
|
|
|
|
|
1.875%, 12/20/2026 |
|
|
200 |
|
|
|
252 |
|
1.375%, 05/03/2027 |
|
|
900 |
|
|
|
1,111 |
|
Dexia Credit Local MTN |
|
|
|
|
|
|
|
|
2.000%, 01/22/2021 |
|
|
200 |
|
|
|
255 |
|
1.625%, 10/29/2018 |
|
|
565 |
|
|
|
690 |
|
1.375%, 09/18/2019 |
|
|
500 |
|
|
|
618 |
|
0.625%, 01/21/2022 |
|
|
1,550 |
|
|
|
1,905 |
|
Electricite de France MTN |
|
|
|
|
|
|
|
|
5.500%, 03/27/2037 |
|
GBP |
200 |
|
|
|
349 |
|
5.375%, VAR EUR Swap Annual 12 Yr+3.794%, 12/12/2049 |
|
EUR |
200 |
|
|
|
271 |
|
Engie MTN |
|
|
|
|
|
|
|
|
0.875%, 03/27/2024 |
|
|
300 |
|
|
|
365 |
|
Europcar Groupe |
|
|
|
|
|
|
|
|
5.750%, 06/15/2022 |
|
|
145 |
|
|
|
182 |
|
French Republic Government Bond OAT |
|
|
|
|
|
|
|
|
4.000%, 10/25/2038 |
|
|
345 |
|
|
|
611 |
|
3.500%, 04/25/2020 |
|
|
680 |
|
|
|
892 |
|
3.250%, 05/25/2045 |
|
|
1,230 |
|
|
|
1,992 |
|
2.500%, 05/25/2030 |
|
|
885 |
|
|
|
1,255 |
|
2.000%, 05/25/2048 (A) |
|
|
315 |
|
|
|
399 |
|
1.750%, 05/25/2023 |
|
|
550 |
|
|
|
723 |
|
1.750%, 06/25/2039 (A) |
|
|
60 |
|
|
|
76 |
|
1.750%, 05/25/2066 (A) |
|
|
165 |
|
|
|
188 |
|
1.250%, 05/25/2036 (A) |
|
|
760 |
|
|
|
896 |
|
1.000%, 05/25/2027 |
|
|
1,195 |
|
|
|
1,482 |
|
0.000%, 05/25/2020 |
|
|
373 |
|
|
|
453 |
|
0.000%, 05/25/2021 |
|
|
930 |
|
|
|
1,128 |
|
0.000%, 05/25/2022 |
|
|
1,448 |
|
|
|
1,749 |
|
Groupama |
|
|
|
|
|
|
|
|
6.000%, 01/23/2027 |
|
|
200 |
|
|
|
303 |
|
La Financiere Atalian |
|
|
|
|
|
|
|
|
4.000%, 05/15/2024 |
|
|
160 |
|
|
|
200 |
|
Loxam SAS |
|
|
|
|
|
|
|
|
6.000%, 04/15/2025 (A) |
|
|
150 |
|
|
|
196 |
|
4.250%, 04/15/2024 (A) |
|
|
190 |
|
|
|
243 |
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
|
GLOBAL BONDS (continued) |
|
RCI Banque MTN |
|
|
|
|
|
|
|
|
1.250%, 06/08/2022 |
|
EUR |
200 |
|
|
$ |
247 |
|
0.375%, 07/10/2019 |
|
|
450 |
|
|
|
543 |
|
SNCF Reseau |
|
|
|
|
|
|
|
|
1.125%, 05/25/2030 |
|
|
200 |
|
|
|
239 |
|
Societe Generale |
|
|
|
|
|
|
|
|
6.750%, VAR EUR Swap Annual 5 Yr+5.538%, 10/07/2166 |
|
|
397 |
|
|
|
534 |
|
Total Capital International MTN |
|
|
|
|
|
|
|
|
4.250%, 11/26/2021 |
|
AUD |
640 |
|
|
|
524 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
24,913 |
|
|
|
|
|
|
|
|
|
|
|
Germany 6.3% |
|
Allianz |
|
|
|
|
|
|
|
|
5.625%, VAR Euribor 3 Month+5.000%, 10/17/2042 |
|
EUR |
200 |
|
|
|
292 |
|
3.099%, VAR Euribor 3 Month+3.350%, 07/06/2047 |
|
|
100 |
|
|
|
132 |
|
Bundesobligation |
|
|
|
|
|
|
|
|
0.250%, 10/11/2019 |
|
|
1,280 |
|
|
|
1,562 |
|
0.250%, 10/16/2020 |
|
|
1,150 |
|
|
|
1,412 |
|
0.000%, 04/08/2022 (B) |
|
|
1,815 |
|
|
|
2,206 |
|
0.000%, 10/07/2022 (B) |
|
|
6,620 |
|
|
|
8,023 |
|
Bundesrepublik Deutschland |
|
|
|
|
|
4.000%, 01/04/2037 |
|
|
1,560 |
|
|
|
2,865 |
|
3.250%, 07/04/2042 |
|
|
1,000 |
|
|
|
1,750 |
|
2.500%, 07/04/2044 |
|
|
177 |
|
|
|
276 |
|
2.500%, 08/15/2046 |
|
|
130 |
|
|
|
205 |
|
0.250%, 02/15/2027 |
|
|
1,435 |
|
|
|
1,706 |
|
0.237%, 08/15/2026 (B) |
|
|
1,532 |
|
|
|
1,794 |
|
Bundesrepublik Deutschland, Ser 00 |
|
|
|
|
|
|
|
|
5.500%, 01/04/2031 |
|
|
120 |
|
|
|
231 |
|
Bundesrepublik Deutschland, Ser 03 |
|
|
|
|
|
|
|
|
4.750%, 07/04/2034 |
|
|
195 |
|
|
|
375 |
|
E.ON International Finance MTN |
|
|
|
|
|
|
|
|
6.000%, 10/30/2019 |
|
GBP |
300 |
|
|
|
442 |
|
innogy Finance BV MTN |
|
|
|
|
|
|
|
|
4.750%, 01/31/2034 |
|
|
100 |
|
|
|
166 |
|
1.000%, 04/13/2025 |
|
EUR |
170 |
|
|
|
206 |
|
Kreditanstalt fuer Wiederaufbau |
|
|
|
|
|
|
|
|
2.600%, 06/20/2037 |
|
JPY |
65,000 |
|
|
|
812 |
|
0.500%, 09/15/2027 |
|
EUR |
510 |
|
|
|
607 |
|
Kreditanstalt fuer Wiederaufbau MTN |
|
|
|
|
|
|
|
|
3.750%, 05/29/2020 |
|
NZD |
1,110 |
|
|
|
811 |
|
2.800%, 02/17/2021 |
|
AUD |
1,230 |
|
|
|
971 |
|
1.125%, 09/15/2032 |
|
EUR |
500 |
|
|
|
610 |
|
Volkswagen International Finance |
|
|
|
|
|
|
|
|
2.700%, VAR EUR Swap Annual 5 Yr+2.540%, 12/31/2049 |
|
|
300 |
|
|
|
371 |
|
1.125%, 10/02/2023 |
|
|
600 |
|
|
|
735 |
|
0.500%, 03/30/2021 |
|
|
200 |
|
|
|
242 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
28,802 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
|
|
3 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
Guernsey 0.2% |
|
|
|
|
|
|
|
|
Credit Suisse Group Funding Guernsey MTN |
|
|
|
|
|
|
|
|
1.250%, 04/14/2022 |
|
EUR |
570 |
|
|
$ |
706 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Hungary 0.1% |
|
|
|
|
|
|
|
|
Republic of Hungary |
|
|
|
|
|
|
|
|
3.000%, 06/26/2024 |
|
HUF |
75,010 |
|
|
|
318 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Indonesia 0.1% |
|
|
|
|
|
|
|
|
Republic of Indonesia MTN |
|
|
|
|
|
|
|
|
2.150%, 07/18/2024 (A) |
|
EUR |
200 |
|
|
|
252 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Ireland 2.1% |
|
|
|
|
|
|
|
|
AIB Mortgage Bank MTN |
|
|
|
|
|
|
|
|
0.625%, 07/27/2020 |
|
|
305 |
|
|
|
374 |
|
Allied Irish Banks MTN |
|
|
|
|
|
|
|
|
7.375%, VAR EUR Swap Annual 5 Yr+7.339%, 12/29/2049 |
|
|
200 |
|
|
|
271 |
|
4.125%, VAR EUR Swap Annual 5 Yr+3.950%, 11/26/2025 |
|
|
177 |
|
|
|
231 |
|
Ardagh Packaging Finance |
|
|
|
|
|
|
|
|
4.125%, 05/15/2023 (A) |
|
|
245 |
|
|
|
312 |
|
Bank of Ireland |
|
|
|
|
|
|
|
|
7.375%, VAR EUR Swap Annual 5 Yr+6.956%, 12/29/2049 |
|
|
400 |
|
|
|
538 |
|
1.750%, 03/19/2019 |
|
|
450 |
|
|
|
554 |
|
Bank of Ireland MTN |
|
|
|
|
|
|
|
|
10.000%, 12/19/2022 |
|
|
100 |
|
|
|
169 |
|
0.375%, 05/07/2022 |
|
|
555 |
|
|
|
674 |
|
Europcar Groupe |
|
|
|
|
|
|
|
|
4.125%, 11/15/2024 (A) |
|
|
100 |
|
|
|
120 |
|
Ireland Government Bond |
|
|
|
|
|
|
|
|
4.500%, 10/18/2018 |
|
|
235 |
|
|
|
293 |
|
4.500%, 04/18/2020 |
|
|
300 |
|
|
|
402 |
|
4.400%, 06/18/2019 |
|
|
600 |
|
|
|
772 |
|
3.400%, 03/18/2024 |
|
|
185 |
|
|
|
265 |
|
2.000%, 02/18/2045 |
|
|
265 |
|
|
|
334 |
|
1.000%, 05/15/2026 |
|
|
2,565 |
|
|
|
3,159 |
|
0.800%, 03/15/2022 |
|
|
300 |
|
|
|
374 |
|
Ryanair |
|
|
|
|
|
|
|
|
1.125%, 08/15/2023 |
|
|
580 |
|
|
|
705 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,547 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Israel 0.2% |
|
|
|
|
|
|
|
|
Israel Government Bond |
|
|
|
|
|
|
|
|
4.250%, 03/31/2023 |
|
ILS |
2,521 |
|
|
|
878 |
|
Teva Pharmaceutical Finance Netherlands II |
|
|
|
|
|
|
|
|
1.125%, 10/15/2024 |
|
EUR |
220 |
|
|
|
229 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,107 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
|
GLOBAL BONDS (continued) |
|
Italy 6.1% |
|
Assicurazioni Generali MTN |
|
|
|
|
|
|
|
|
7.750%, VAR Euribor 3 Month+7.113%, 12/12/2042 |
|
EUR |
300 |
|
|
$ |
464 |
|
Buoni Poliennali Del Tesoro |
|
|
|
|
|
|
|
|
4.000%, 02/01/2037 |
|
|
380 |
|
|
|
536 |
|
Cooperativa Muratori & Cementisti-CMC di Ravenna SC |
|
|
|
|
|
|
|
|
6.000%, 02/15/2023 (A) |
|
|
110 |
|
|
|
131 |
|
Enel |
|
|
|
|
|
|
|
|
5.000%, VAR EUR Swap Annual 5 Yr+3.648%, 01/15/2075 |
|
|
105 |
|
|
|
137 |
|
Enel Finance International MTN |
|
|
|
|
|
|
|
|
5.750%, 09/14/2040 |
|
GBP |
145 |
|
|
|
274 |
|
5.625%, 08/14/2024 |
|
|
160 |
|
|
|
263 |
|
1.000%, 09/16/2024 |
|
EUR |
225 |
|
|
|
274 |
|
FCA Bank MTN |
|
|
|
|
|
|
|
|
2.875%, 01/26/2018 |
|
|
210 |
|
|
|
253 |
|
2.625%, 04/17/2019 |
|
|
350 |
|
|
|
434 |
|
Intesa Sanpaolo |
|
|
|
|
|
|
|
|
7.750%, VAR EUR Swap Annual 5 Yr+7.192%, 07/11/2166 |
|
|
200 |
|
|
|
292 |
|
Intesa Sanpaolo MTN |
|
|
|
|
|
|
|
|
5.017%, 06/26/2024 (A) |
|
$ |
200 |
|
|
|
205 |
|
3.928%, 09/15/2026 |
|
EUR |
165 |
|
|
|
217 |
|
3.500%, 01/17/2022 |
|
|
200 |
|
|
|
269 |
|
0.625%, 03/23/2023 |
|
|
300 |
|
|
|
366 |
|
Italy Buoni Poliennali Del Tesoro |
|
|
|
|
|
|
|
|
5.500%, 11/01/2022 |
|
|
690 |
|
|
|
1,014 |
|
5.000%, 08/01/2034 |
|
|
230 |
|
|
|
363 |
|
5.000%, 09/01/2040 |
|
|
365 |
|
|
|
573 |
|
4.750%, 09/01/2044 (A) |
|
|
240 |
|
|
|
369 |
|
3.750%, 05/01/2021 |
|
|
386 |
|
|
|
516 |
|
3.750%, 09/01/2024 |
|
|
870 |
|
|
|
1,204 |
|
3.500%, 03/01/2030 (A) |
|
|
3,285 |
|
|
|
4,428 |
|
3.450%, 03/01/2048 (A) |
|
|
435 |
|
|
|
542 |
|
2.700%, 03/01/2047 (A) |
|
|
567 |
|
|
|
620 |
|
2.500%, 12/01/2024 |
|
|
430 |
|
|
|
553 |
|
2.050%, 08/01/2027 |
|
|
135 |
|
|
|
163 |
|
2.000%, 12/01/2025 |
|
|
180 |
|
|
|
221 |
|
1.500%, 08/01/2019 |
|
|
740 |
|
|
|
912 |
|
1.350%, 04/15/2022 |
|
|
4,267 |
|
|
|
5,278 |
|
1.250%, 12/01/2026 |
|
|
1,275 |
|
|
|
1,460 |
|
1.200%, 04/01/2022 |
|
|
560 |
|
|
|
689 |
|
0.900%, 08/01/2022 |
|
|
525 |
|
|
|
635 |
|
0.700%, 05/01/2020 |
|
|
315 |
|
|
|
384 |
|
0.350%, 06/15/2020 |
|
|
1,390 |
|
|
|
1,681 |
|
0.300%, 10/15/2018 |
|
|
480 |
|
|
|
580 |
|
UniCredit MTN |
|
|
|
|
|
|
|
|
6.950%, 10/31/2022 |
|
|
361 |
|
|
|
533 |
|
3.000%, 01/31/2024 |
|
|
240 |
|
|
|
332 |
|
|
|
|
4 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
Unione di Banche Italiane |
|
|
|
|
|
|
|
|
1.000%, 01/27/2023 |
|
EUR |
185 |
|
|
$ |
229 |
|
Wind Tre |
|
|
|
|
|
|
|
|
3.125%, 01/20/2025 (A) |
|
|
100 |
|
|
|
117 |
|
2.625%, 01/20/2023 (A) |
|
|
200 |
|
|
|
235 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
27,746 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Japan 18.2% |
|
|
|
|
|
|
|
|
Development Bank of Japan |
|
|
|
|
|
|
|
|
2.300%, 03/19/2026 |
|
JPY |
80,000 |
|
|
|
835 |
|
1.050%, 06/20/2023 |
|
|
90,000 |
|
|
|
841 |
|
Government of Japan 5 Year Bond |
|
|
|
|
|
|
|
|
0.200%, 06/20/2019 |
|
|
169,000 |
|
|
|
1,507 |
|
0.100%, 12/20/2019 |
|
|
880,350 |
|
|
|
7,849 |
|
0.100%, 03/20/2020 |
|
|
410,800 |
|
|
|
3,665 |
|
Government of Japan 10 Year Bond |
|
|
|
|
|
|
|
|
0.900%, 06/20/2022 |
|
|
748,750 |
|
|
|
6,946 |
|
0.100%, 06/20/2026 |
|
|
457,750 |
|
|
|
4,097 |
|
0.100%, 03/20/2027 |
|
|
168,150 |
|
|
|
1,503 |
|
0.100%, 06/20/2027 |
|
|
64,800 |
|
|
|
579 |
|
Government of Japan 20 Year Bond |
|
|
|
|
|
|
|
|
1.900%, 09/20/2022 |
|
|
189,850 |
|
|
|
1,845 |
|
1.700%, 06/20/2033 |
|
|
1,220,450 |
|
|
|
13,071 |
|
1.400%, 09/20/2034 |
|
|
444,650 |
|
|
|
4,586 |
|
1.000%, 12/20/2035 |
|
|
50,000 |
|
|
|
484 |
|
0.500%, 09/20/2036 |
|
|
459,900 |
|
|
|
4,078 |
|
0.200%, 06/20/2036 |
|
|
169,400 |
|
|
|
1,425 |
|
Government of Japan 20 Year Bond, Ser 106 |
|
|
|
|
|
|
|
|
2.200%, 09/20/2028 |
|
|
46,600 |
|
|
|
507 |
|
Government of Japan 20 Year Bond, Ser 128 |
|
|
|
|
|
|
|
|
1.900%, 06/20/2031 |
|
|
55,000 |
|
|
|
596 |
|
Government of Japan 20 Year Bond, Ser 140 |
|
|
|
|
|
|
|
|
1.700%, 09/20/2032 |
|
|
877,850 |
|
|
|
9,368 |
|
Government of Japan 20 Year Bond, Ser 143 |
|
|
|
|
|
|
|
|
1.600%, 03/20/2033 |
|
|
58,550 |
|
|
|
618 |
|
Government of Japan 20 Year Bond, Ser 144 |
|
|
|
|
|
|
|
|
1.500%, 03/20/2033 |
|
|
111,700 |
|
|
|
1,165 |
|
Government of Japan 30 Year Bond |
|
|
|
|
|
|
|
|
0.800%, 09/20/2047 |
|
|
130,850 |
|
|
|
1,159 |
|
0.300%, 06/20/2046 |
|
|
134,250 |
|
|
|
1,046 |
|
Government of Japan 30 Year Bond, Ser 29 |
|
|
|
|
|
|
|
|
2.400%, 09/20/2038 |
|
|
85,400 |
|
|
|
1,024 |
|
Government of Japan 30 Year Bond, Ser 30 |
|
|
|
|
|
|
|
|
2.300%, 03/20/2039 |
|
|
253,200 |
|
|
|
3,000 |
|
Government of Japan 30 Year Bond, Ser 33 |
|
|
|
|
|
|
|
|
2.000%, 09/20/2040 |
|
|
127,000 |
|
|
|
1,447 |
|
Government of Japan 30 Year Bond, Ser 38 |
|
|
|
|
|
|
|
|
1.800%, 03/20/2043 |
|
|
259,650 |
|
|
|
2,883 |
|
Government of Japan 40 Year Bond |
|
|
|
|
|
|
|
|
0.400%, 03/20/2056 |
|
|
304,100 |
|
|
|
2,226 |
|
Government of Japan 40 Year Bond, Ser 6 |
|
|
|
|
|
|
|
|
1.900%, 03/20/2053 |
|
|
15,400 |
|
|
|
178 |
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
Government of Japan CPI Linked Bond |
|
|
|
|
|
|
|
|
0.100%, 03/10/2026 |
|
JPY |
343,142 |
|
|
$ |
3,224 |
|
Japan Finance Organization for Municipalities |
|
|
|
|
|
|
|
|
1.900%, 06/22/2018 |
|
|
90,000 |
|
|
|
806 |
|
Mitsubishi UFJ Financial Group MTN |
|
|
|
|
|
|
|
|
0.872%, 09/07/2024 |
|
EUR |
395 |
|
|
|
472 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
83,030 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Kazakhstan 0.1% |
|
|
|
|
|
|
|
|
Tengizchevroil Finance International |
|
|
|
|
|
|
|
|
4.000%, 08/15/2026 (A) |
|
$ |
385 |
|
|
|
386 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Luxembourg 0.1% |
|
|
|
|
|
|
|
|
Altice Finco |
|
|
|
|
|
|
|
|
4.750%, 01/15/2028 (A) |
|
EUR |
100 |
|
|
|
114 |
|
Arena Luxembourg Finance Sarl |
|
|
|
|
|
|
|
|
2.875%, 11/01/2024 |
|
|
165 |
|
|
|
203 |
|
INEOS Finance |
|
|
|
|
|
|
|
|
2.125%, 11/15/2025 (A) |
|
|
100 |
|
|
|
119 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
436 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Malaysia 0.7% |
|
|
|
|
|
|
|
|
Malaysia Government Bond |
|
|
|
|
|
|
|
|
4.181%, 07/15/2024 |
|
MYR |
3,360 |
|
|
|
841 |
|
4.048%, 09/30/2021 |
|
|
3,380 |
|
|
|
849 |
|
3.955%, 09/15/2025 |
|
|
3,440 |
|
|
|
844 |
|
3.795%, 09/30/2022 |
|
|
3,430 |
|
|
|
850 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,384 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Mexico 2.5% |
|
|
|
|
|
|
|
|
CEMEX Finance |
|
|
|
|
|
|
|
|
4.625%, 06/15/2024 |
|
EUR |
110 |
|
|
|
143 |
|
Mexican Bonos |
|
|
|
|
|
|
|
|
8.000%, 06/11/2020 |
|
MXN |
49,301 |
|
|
|
2,540 |
|
7.750%, 11/13/2042 |
|
|
11,690 |
|
|
|
594 |
|
7.500%, 06/03/2027 |
|
|
2,285 |
|
|
|
116 |
|
6.500%, 06/09/2022 |
|
|
22,900 |
|
|
|
1,120 |
|
5.750%, 03/05/2026 |
|
|
11,907 |
|
|
|
538 |
|
Mexican Bonos, Ser M |
|
|
|
|
|
|
|
|
6.500%, 06/10/2021 |
|
|
8,751 |
|
|
|
432 |
|
Mexican Bonos, Ser M20 |
|
|
|
|
|
|
|
|
10.000%, 12/05/2024 |
|
|
61,732 |
|
|
|
3,557 |
|
7.750%, 05/29/2031 |
|
|
28,570 |
|
|
|
1,461 |
|
Mexican Bonos, Ser M30 |
|
|
|
|
|
|
|
|
10.000%, 11/20/2036 |
|
|
11,460 |
|
|
|
715 |
|
Petroleos Mexicanos MTN |
|
|
|
|
|
|
|
|
3.750%, 02/21/2024 |
|
EUR |
200 |
|
|
|
260 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,476 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Netherlands 3.0% |
|
|
|
|
|
|
|
|
ABN AMRO Bank |
|
|
|
|
|
|
|
|
5.750%, VAR EUR Swap Annual 5 |
|
|
|
|
|
|
|
|
Yr+5.452%, 12/31/2049 |
|
|
400 |
|
|
|
524 |
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
|
|
5 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
Aegon MTN |
|
|
|
|
|
|
|
|
6.625%, 12/16/2039 |
|
GBP |
165 |
|
|
$ |
349 |
|
Constellium |
|
|
|
|
|
|
|
|
4.250%, 02/15/2026 (A) |
|
EUR |
100 |
|
|
|
120 |
|
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA |
|
|
|
|
|
|
|
|
2.500%, VAR EUR Swap Annual 5 Yr+1.400%, 05/26/2026 |
|
|
260 |
|
|
|
330 |
|
Cooperatieve Rabobank UA |
|
|
|
|
|
|
|
|
6.625%, VAR EUR Swap Annual 5 Yr+6.697%, 12/29/2049 |
|
|
200 |
|
|
|
278 |
|
Cooperatieve Rabobank UA MTN |
|
|
|
|
|
|
|
|
5.250%, 09/14/2027 |
|
GBP |
195 |
|
|
|
321 |
|
4.625%, 05/23/2029 |
|
|
130 |
|
|
|
207 |
|
ING Groep |
|
|
|
|
|
|
|
|
3.150%, 03/29/2022 |
|
$ |
330 |
|
|
|
334 |
|
Kingdom of Netherlands |
|
|
|
|
|
|
|
|
4.000%, 01/15/2037 (A) |
|
EUR |
855 |
|
|
|
1,563 |
|
3.750%, 01/15/2042 (A) |
|
|
40 |
|
|
|
75 |
|
2.750%, 01/15/2047 (A) |
|
|
35 |
|
|
|
57 |
|
2.000%, 07/15/2024 (A) |
|
|
775 |
|
|
|
1,046 |
|
1.250%, 01/15/2019 (A) |
|
|
335 |
|
|
|
410 |
|
0.750%, 07/15/2027 (A) |
|
|
470 |
|
|
|
576 |
|
0.500%, 07/15/2026 (A) |
|
|
570 |
|
|
|
691 |
|
0.250%, 01/15/2020 |
|
|
3,845 |
|
|
|
4,697 |
|
0.250%, 07/15/2025 (A) |
|
|
922 |
|
|
|
1,107 |
|
MARB BondCo |
|
|
|
|
|
|
|
|
7.000%, 03/15/2024 (A) |
|
$ |
282 |
|
|
|
283 |
|
Shell International Finance |
|
|
|
|
|
|
|
|
2.000%, 11/15/2018 |
|
|
560 |
|
|
|
560 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,528 |
|
|
|
|
|
|
|
|
|
|
|
|
|
New Zealand 3.3% |
|
|
|
|
|
|
|
|
New Zealand Government Bond |
|
|
|
|
|
|
|
|
5.500%, 04/15/2023 |
|
NZD |
8,750 |
|
|
|
7,221 |
|
4.500%, 04/15/2027 |
|
|
1,170 |
|
|
|
951 |
|
3.000%, 04/15/2020 |
|
|
5,705 |
|
|
|
4,157 |
|
2.500%, 09/20/2035 |
|
|
1,718 |
|
|
|
1,396 |
|
2.000%, 09/20/2025 |
|
|
610 |
|
|
|
481 |
|
New Zealand Local Government Funding Agency Bond |
|
|
|
|
|
|
|
|
4.500%, 04/15/2027 |
|
|
1,100 |
|
|
|
833 |
|
Westpac Securities MTN |
|
|
|
|
|
|
|
|
0.875%, 06/24/2019 |
|
EUR |
100 |
|
|
|
122 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,161 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Norway 0.5% |
|
|
|
|
|
|
|
|
DNB Bank |
|
|
|
|
|
|
|
|
6.500%, VAR USD Swap Semi 30/360 5 Year Curr+5.080%, 12/29/2049 |
|
$ |
355 |
|
|
|
382 |
|
Kommunalbanken MTN |
|
|
|
|
|
|
|
|
1.000%, 03/15/2018 (A) |
|
|
800 |
|
|
|
799 |
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Norway Government Bond |
|
|
|
|
|
|
|
|
2.000%, 05/24/2023 (A) |
|
NOK |
2,680 |
|
|
$ |
341 |
|
1.750%, 02/17/2027 (A) |
|
|
4,305 |
|
|
|
534 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,056 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Panama 0.1% |
|
|
|
|
|
|
|
|
Carnival |
|
|
|
|
|
|
|
|
1.875%, 11/07/2022 |
|
EUR |
390 |
|
|
|
498 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Poland 1.8% |
|
|
|
|
|
|
|
|
Republic of Poland |
|
|
|
|
|
|
|
|
4.000%, 10/25/2023 |
|
PLN |
2,809 |
|
|
|
861 |
|
3.250%, 07/25/2025 |
|
|
4,755 |
|
|
|
1,380 |
|
2.500%, 07/25/2018 |
|
|
710 |
|
|
|
206 |
|
2.500%, 07/25/2026 |
|
|
4,550 |
|
|
|
1,238 |
|
2.500%, 07/25/2027 |
|
|
1,770 |
|
|
|
476 |
|
1.750%, 07/25/2021 |
|
|
5,940 |
|
|
|
1,679 |
|
1.500%, 04/25/2020 |
|
|
1,100 |
|
|
|
314 |
|
Republic of Poland, Ser 1019 |
|
|
|
|
|
|
|
|
5.500%, 10/25/2019 |
|
|
1,045 |
|
|
|
321 |
|
Republic of Poland Government International Bond |
|
|
|
|
|
|
|
|
0.670%, 11/15/2018 |
|
JPY |
200,000 |
|
|
|
1,779 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,254 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Portugal 0.6% |
|
|
|
|
|
|
|
|
EDP - Energias de Portugal |
|
|
|
|
|
|
|
|
5.375%, VAR EUR Swap Annual 5 Yr+5.043%, 09/16/2075 |
|
EUR |
300 |
|
|
|
403 |
|
EDP Finance MTN |
|
|
|
|
|
|
|
|
2.000%, 04/22/2025 |
|
|
370 |
|
|
|
469 |
|
Portugal Obrigacoes do Tesouro OT |
|
|
|
|
|
|
|
|
4.125%, 04/14/2027 (A) |
|
|
425 |
|
|
|
605 |
|
4.100%, 04/15/2037 (A) |
|
|
145 |
|
|
|
207 |
|
2.200%, 10/17/2022 (A) |
|
|
775 |
|
|
|
1,007 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,691 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Saudi Arabia 0.1% |
|
|
|
|
|
|
|
|
Saudi Government International Bond MTN |
|
|
|
|
|
|
|
|
2.375%, 10/26/2021 (A) |
|
$ |
275 |
|
|
|
268 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Singapore 1.8% |
|
|
|
|
|
|
|
|
Singapore Government Bond |
|
|
|
|
|
|
|
|
4.000%, 09/01/2018 |
|
SGD |
340 |
|
|
|
258 |
|
3.500%, 03/01/2027 |
|
|
1,040 |
|
|
|
875 |
|
3.125%, 09/01/2022 |
|
|
2,255 |
|
|
|
1,793 |
|
3.000%, 09/01/2024 |
|
|
2,649 |
|
|
|
2,114 |
|
2.250%, 08/01/2036 |
|
|
250 |
|
|
|
184 |
|
2.000%, 07/01/2020 |
|
|
3,260 |
|
|
|
2,459 |
|
Temasek Financial I MTN |
|
|
|
|
|
|
|
|
2.375%, 01/23/2023 (A) |
|
$ |
495 |
|
|
|
489 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,172 |
|
|
|
|
|
|
|
|
|
|
|
|
|
6 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
Slovak Republic 0.0% |
|
|
|
|
|
|
|
|
Slovakia Government Bond |
|
|
|
|
|
|
|
|
3.375%, 11/15/2024 |
|
EUR |
75 |
|
|
$ |
108 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Slovenia 0.1% |
|
|
|
|
|
|
|
|
Slovenia Government Bond |
|
|
|
|
|
|
|
|
1.250%, 03/22/2027 |
|
|
305 |
|
|
|
379 |
|
|
|
|
|
|
|
|
|
|
|
|
|
South Korea 0.5% |
|
|
|
|
|
|
|
|
Hyundai Capital Services MTN |
|
|
|
|
|
|
|
|
3.500%, 03/30/2022 |
|
AUD |
680 |
|
|
|
527 |
|
Korea Treasury Bond |
|
|
|
|
|
|
|
|
3.000%, 09/10/2024 |
|
KRW |
884,000 |
|
|
|
854 |
|
1.500%, 12/10/2026 |
|
|
994,000 |
|
|
|
855 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,236 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Spain 4.4% |
|
|
|
|
|
|
|
|
Ayt Cedulas Cajas Global |
|
|
|
|
|
|
|
|
4.750%, 05/25/2027 |
|
EUR |
400 |
|
|
|
630 |
|
3.750%, 12/14/2022 |
|
|
600 |
|
|
|
838 |
|
Banco Bilbao Vizcaya Argentaria |
|
|
|
|
|
|
|
|
8.875%, VAR EUR Swap Annual 5 Yr+9.177%, 12/29/2049 |
|
|
200 |
|
|
|
284 |
|
5.875%, VAR EUR Swap Annual 5 Yr+5.779%, 08/24/2166 |
|
|
200 |
|
|
|
260 |
|
Banco de Sabadell |
|
|
|
|
|
|
|
|
0.875%, 11/12/2021 |
|
|
400 |
|
|
|
493 |
|
Banco Popular Espanol |
|
|
|
|
|
|
|
|
3.750%, 01/22/2019 |
|
|
100 |
|
|
|
125 |
|
2.125%, 10/08/2019 |
|
|
100 |
|
|
|
125 |
|
Banco Santander |
|
|
|
|
|
|
|
|
6.750%, VAR EUR Swap Annual 5 Yr+6.803%, 07/25/2166 |
|
|
200 |
|
|
|
273 |
|
Bankia |
|
|
|
|
|
|
|
|
0.875%, 01/21/2021 |
|
|
300 |
|
|
|
369 |
|
CaixaBank |
|
|
|
|
|
|
|
|
6.750%, VAR EUR Swap Annual 5 Yr+6.498%, 12/31/2049 |
|
|
200 |
|
|
|
267 |
|
1.250%, 01/11/2027 |
|
|
500 |
|
|
|
615 |
|
0.313%, VAR Euribor 3 Month+0.075%, 01/09/2018 |
|
|
200 |
|
|
|
240 |
|
Criteria Caixa SAU MTN |
|
|
|
|
|
|
|
|
1.500%, 05/10/2023 |
|
|
300 |
|
|
|
363 |
|
Ferrovial Emisiones MTN |
|
|
|
|
|
|
|
|
3.375%, 06/07/2021 |
|
|
475 |
|
|
|
631 |
|
Gas Natural Fenosa Finance BV |
|
|
|
|
|
|
|
|
3.375%, VAR EUR Swap Annual 9 Yr+3.079%, 12/29/2049 |
|
|
100 |
|
|
|
126 |
|
Gas Natural Fenosa Finance BV MTN |
|
|
|
|
|
|
|
|
1.250%, 04/19/2026 |
|
|
300 |
|
|
|
361 |
|
Government of Spain |
|
|
|
|
|
|
|
|
6.000%, 01/31/2029 |
|
|
320 |
|
|
|
550 |
|
4.900%, 07/30/2040 (A) |
|
|
275 |
|
|
|
463 |
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
4.700%, 07/30/2041 (A) |
|
EUR |
319 |
|
|
$ |
525 |
|
2.900%, 10/31/2046 (A) |
|
|
525 |
|
|
|
639 |
|
2.750%, 10/31/2024 (A) |
|
|
406 |
|
|
|
549 |
|
1.950%, 04/30/2026 (A) |
|
|
3,850 |
|
|
|
4,876 |
|
1.950%, 07/30/2030 (A) |
|
|
85 |
|
|
|
102 |
|
1.400%, 01/31/2020 |
|
|
935 |
|
|
|
1,161 |
|
1.300%, 10/31/2026 (A) |
|
|
474 |
|
|
|
568 |
|
1.150%, 07/30/2020 |
|
|
645 |
|
|
|
800 |
|
0.750%, 07/30/2021 |
|
|
252 |
|
|
|
310 |
|
0.400%, 04/30/2022 |
|
|
700 |
|
|
|
846 |
|
Grifols |
|
|
|
|
|
|
|
|
3.200%, 05/01/2025 |
|
|
110 |
|
|
|
134 |
|
Iberdrola Finanzas MTN |
|
|
|
|
|
|
|
|
1.000%, 03/07/2025 |
|
|
500 |
|
|
|
603 |
|
Instituto de Credito Oficial MTN |
|
|
|
|
|
|
|
|
6.000%, 03/08/2021 |
|
|
465 |
|
|
|
663 |
|
Kutxabank |
|
|
|
|
|
|
|
|
1.250%, 09/22/2025 |
|
|
300 |
|
|
|
373 |
|
Santander Consumer Finance MTN |
|
|
|
|
|
|
|
|
0.900%, 02/18/2020 |
|
|
300 |
|
|
|
366 |
|
Santander Issuances MTN |
|
|
|
|
|
|
|
|
3.250%, 04/04/2026 |
|
|
300 |
|
|
|
396 |
|
Telefonica Emisiones MTN |
|
|
|
|
|
|
|
|
5.375%, 02/02/2018 |
|
GBP |
185 |
|
|
|
251 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
20,175 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Supra-National 1.9% |
|
|
|
|
|
|
|
|
Asian Development Bank MTN |
|
|
|
|
|
|
|
|
2.350%, 06/21/2027 |
|
JPY |
70,000 |
|
|
|
753 |
|
EUROFIMA MTN |
|
|
|
|
|
|
|
|
6.250%, 12/28/2018 |
|
AUD |
1,940 |
|
|
|
1,579 |
|
European Financial Stability Facility MTN |
|
|
|
|
|
|
|
|
1.800%, 07/10/2048 |
|
EUR |
540 |
|
|
|
685 |
|
0.500%, 07/11/2025 |
|
|
695 |
|
|
|
841 |
|
European Investment Bank |
|
|
|
|
|
|
|
|
1.900%, 01/26/2026 |
|
JPY |
129,100 |
|
|
|
1,324 |
|
European Investment Bank MTN |
|
|
|
|
|
|
|
|
6.000%, 08/06/2020 |
|
AUD |
930 |
|
|
|
794 |
|
1.250%, 05/12/2025 |
|
SEK |
7,500 |
|
|
|
936 |
|
International Bank for Reconstruction & Development MTN |
|
|
|
|
|
|
|
|
3.500%, 01/22/2021 |
|
NZD |
1,120 |
|
|
|
817 |
|
2.800%, 01/13/2021 |
|
AUD |
1,230 |
|
|
|
972 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,701 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Sweden 0.9% |
|
|
|
|
|
|
|
|
Intrum Justitia |
|
|
|
|
|
|
|
|
2.750%, 07/15/2022 (A) |
|
EUR |
330 |
|
|
|
398 |
|
Nordea Bank MTN |
|
|
|
|
|
|
|
|
6.125%, VAR USD Swap Semi 30/360 5 Year Curr+3.388%, 12/31/2049 |
|
$ |
280 |
|
|
|
302 |
|
6.125%, VAR USD Swap Semi 30/360 5 Year Curr+3.388%, 12/31/2049 (A) |
|
|
483 |
|
|
|
520 |
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
|
|
7 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
Skandinaviska Enskilda Banken |
|
|
|
|
|
|
|
|
5.750%, VAR USD Swap Semi 30/360 5 Year Curr+3.850%, 11/29/2049 |
|
$ |
265 |
|
|
$ |
274 |
|
2.134%, VAR ICE LIBOR USD 3 Month+0.570%, 09/13/2019 (A) |
|
|
200 |
|
|
|
201 |
|
Sweden Government Bond |
|
|
|
|
|
|
|
|
3.500%, 06/01/2022 |
|
SEK |
3,040 |
|
|
|
431 |
|
3.500%, 03/30/2039 |
|
|
375 |
|
|
|
63 |
|
1.000%, 11/12/2026 |
|
|
1,725 |
|
|
|
219 |
|
0.750%, 05/12/2028 |
|
|
5,945 |
|
|
|
724 |
|
Sweden Government Bond, Ser 1047 |
|
|
|
|
|
|
|
|
5.000%, 12/01/2020 |
|
|
3,370 |
|
|
|
477 |
|
Sweden Government Bond, |
|
|
|
|
|
|
|
|
Ser 1052 4.250%, 03/12/2019 |
|
|
3,630 |
|
|
|
470 |
|
Vattenfall |
|
|
|
|
|
|
|
|
3.000%, VAR EUR Swap Annual 5 Yr+2.511%, 03/19/2077 |
|
EUR |
175 |
|
|
|
213 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,292 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Switzerland 1.3% |
|
|
|
|
|
|
|
|
Aquarius & Investments for Swiss Reinsurance |
|
|
|
|
|
|
|
|
6.375%, VAR USD Swap Semi 30/360 5 Year Curr+5.210%, 09/01/2024 |
|
$ |
340 |
|
|
|
357 |
|
Credit Suisse MTN |
|
|
|
|
|
|
|
|
0.750%, 09/17/2021 |
|
EUR |
220 |
|
|
|
271 |
|
Credit Suisse Group |
|
|
|
|
|
|
|
|
7.500%, VAR USD Swap Semi 30/360 5 Year Curr+4.598%, 12/31/2049 (A) |
|
$ |
270 |
|
|
|
308 |
|
Dufry Finance |
|
|
|
|
|
|
|
|
4.500%, 08/01/2023 |
|
EUR |
220 |
|
|
|
277 |
|
Government of Switzerland |
|
|
|
|
|
|
|
|
3.000%, 05/12/2019 |
|
CHF |
110 |
|
|
|
119 |
|
2.000%, 04/28/2021 |
|
|
735 |
|
|
|
821 |
|
2.000%, 05/25/2022 |
|
|
75 |
|
|
|
85 |
|
1.500%, 04/30/2042 |
|
|
205 |
|
|
|
266 |
|
1.250%, 06/11/2024 |
|
|
405 |
|
|
|
459 |
|
LafargeHolcim Sterling Finance Netherlands BV MTN |
|
|
|
|
|
|
|
|
3.000%, 05/12/2032 |
|
GBP |
350 |
|
|
|
469 |
|
Swiss Reinsurance via ELM |
|
|
|
|
|
|
|
|
2.600%, VAR Euribor 6 Month+3.050%, 09/01/2166 |
|
EUR |
220 |
|
|
|
277 |
|
UBS |
|
|
|
|
|
|
|
|
3.875%, 12/02/2019 |
|
|
205 |
|
|
|
266 |
|
UBS MTN |
|
|
|
|
|
|
|
|
4.750%, VAR EUR Swap Annual 5 Yr+3.400%, 02/12/2026 |
|
|
200 |
|
|
|
269 |
|
UBS Group |
|
|
|
|
|
|
|
|
5.750%, VAR EUR Swap Annual 5 Yr+5.287%, 12/29/2049 |
|
|
540 |
|
|
|
737 |
|
UBS Group Funding Switzerland |
|
|
|
|
|
|
|
|
4.125%, 09/24/2025 (A) |
|
$ |
220 |
|
|
|
231 |
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
1.750%, 11/16/2022 |
|
EUR |
427 |
|
|
$ |
543 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,755 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Thailand 0.3% |
|
|
|
|
|
|
|
|
Thailand Government Bond |
|
|
|
|
|
|
|
|
4.875%, 06/22/2029 |
|
THB |
11,215 |
|
|
|
422 |
|
4.675%, 06/29/2044 |
|
|
12,325 |
|
|
|
483 |
|
3.650%, 12/17/2021 |
|
|
11,020 |
|
|
|
363 |
|
3.625%, 06/16/2023 |
|
|
5,375 |
|
|
|
179 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,447 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Turkey 0.2% |
|
|
|
|
|
|
|
|
Coca-Cola Icecek |
|
|
|
|
|
|
|
|
4.215%, 09/19/2024 |
|
$ |
360 |
|
|
|
365 |
|
Turkey Government International Bond |
|
|
|
|
|
|
|
|
5.125%, 05/18/2020 |
|
EUR |
200 |
|
|
|
263 |
|
Turkiye Vakiflar Bankasi TAO |
|
|
|
|
|
|
|
|
2.375%, 05/04/2021 |
|
|
185 |
|
|
|
224 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
852 |
|
|
|
|
|
|
|
|
|
|
|
|
|
United Kingdom 8.9% |
|
|
|
|
|
|
|
|
Anglian Water Services Financing |
|
|
|
|
|
|
|
|
6.875%, 08/21/2023 |
|
GBP |
230 |
|
|
|
399 |
|
Arqiva Financing MTN |
|
|
|
|
|
|
|
|
4.040%, 06/30/2020 |
|
|
220 |
|
|
|
313 |
|
Aviva MTN |
|
|
|
|
|
|
|
|
3.875%, VAR EUR Swap Annual 5 Yr+3.480%, 07/03/2044 |
|
EUR |
223 |
|
|
|
302 |
|
3.375%, VAR Euribor 3 Month+3.550%, 12/04/2045 |
|
|
280 |
|
|
|
365 |
|
Bank of Scotland MTN |
|
|
|
|
|
|
|
|
4.750%, 06/08/2022 |
|
|
455 |
|
|
|
656 |
|
Barclays MTN |
|
|
|
|
|
|
|
|
3.125%, 01/17/2024 |
|
GBP |
235 |
|
|
|
332 |
|
2.625%, VAR EUR Swap Annual 5 Yr+2.450%, 11/11/2025 |
|
EUR |
365 |
|
|
|
456 |
|
1.875%, 03/23/2021 |
|
|
575 |
|
|
|
723 |
|
Barclays Bank MTN |
|
|
|
|
|
|
|
|
10.000%, 05/21/2021 |
|
GBP |
180 |
|
|
|
306 |
|
BG Energy Capital MTN |
|
|
|
|
|
|
|
|
5.000%, 11/04/2036 |
|
|
100 |
|
|
|
183 |
|
BP Capital Markets MTN |
|
|
|
|
|
|
|
|
1.117%, 01/25/2024 |
|
EUR |
165 |
|
|
|
204 |
|
Canary Wharf Finance II |
|
|
|
|
|
|
|
|
6.455%, 04/22/2030 |
|
GBP |
13 |
|
|
|
22 |
|
5.952%, 01/22/2035 |
|
|
20 |
|
|
|
39 |
|
Centrica MTN |
|
|
|
|
|
|
|
|
4.250%, 09/12/2044 |
|
|
100 |
|
|
|
157 |
|
CK Hutchison Finance 16 II |
|
|
|
|
|
|
|
|
0.875%, 10/03/2024 |
|
EUR |
400 |
|
|
|
475 |
|
CNH Industrial Finance Europe MTN |
|
|
|
|
|
|
|
|
2.875%, 05/17/2023 |
|
|
220 |
|
|
|
291 |
|
Coca-Cola European Partners |
|
|
|
|
|
|
|
|
2.375%, 05/07/2025 |
|
|
400 |
|
|
|
526 |
|
|
|
|
8 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
Crh Finance UK MTN |
|
|
|
|
|
|
|
|
4.125%, 12/02/2029 |
|
GBP |
250 |
|
|
$ |
389 |
|
Delphi Automotive |
|
|
|
|
|
|
|
|
1.500%, 03/10/2025 |
|
EUR |
420 |
|
|
|
517 |
|
EC Finance |
|
|
|
|
|
|
|
|
2.375%, 11/15/2022 (A) |
|
|
100 |
|
|
|
123 |
|
FCE Bank MTN |
|
|
|
|
|
|
|
|
1.615%, 05/11/2023 |
|
|
510 |
|
|
|
636 |
|
Gatwick Funding MTN |
|
|
|
|
|
|
|
|
5.250%, 01/23/2024 |
|
GBP |
250 |
|
|
|
399 |
|
HBOS Capital Funding |
|
|
|
|
|
|
|
|
6.461%, VAR UK Govt Bonds 5 Year Note Generic Bid Yield+2.850%, 11/29/2049 |
|
|
115 |
|
|
|
162 |
|
Heathrow Funding MTN |
|
|
|
|
|
|
|
|
6.000%, 03/20/2020 |
|
|
100 |
|
|
|
149 |
|
2.750%, 08/09/2049 |
|
|
160 |
|
|
|
204 |
|
1.875%, 05/23/2022 |
|
EUR |
750 |
|
|
|
958 |
|
HSBC Holdings |
|
|
|
|
|
|
|
|
6.750%, 09/11/2028 |
|
GBP |
200 |
|
|
|
362 |
|
6.000%, VAR EUR Swap Annual 5 Yr+5.338%, 12/29/2049 |
|
EUR |
345 |
|
|
|
484 |
|
Imperial Brands Finance |
|
|
|
|
|
|
|
|
0.500%, 07/27/2021 |
|
|
150 |
|
|
|
181 |
|
International Game Technology |
|
|
|
|
|
|
|
|
4.750%, 02/15/2023 |
|
|
160 |
|
|
|
217 |
|
Lecta |
|
|
|
|
|
|
|
|
6.500%, 08/01/2023 (A) |
|
|
113 |
|
|
|
139 |
|
Legal & General Group MTN |
|
|
|
|
|
|
|
|
5.375%, VAR UK Govt Bonds 5 Year Note Generic Bid Yield+4.580%, 10/27/2045 |
|
GBP |
135 |
|
|
|
208 |
|
Lloyds Banking Group MTN |
|
|
|
|
|
|
|
|
1.000%, 11/09/2023 |
|
EUR |
280 |
|
|
|
339 |
|
Nationwide Building Society MTN |
|
|
|
|
|
|
|
|
4.625%, 02/08/2021 |
|
|
550 |
|
|
|
756 |
|
4.125%, VAR EUR Swap Annual 5 Yr+3.300%, 03/20/2023 |
|
|
295 |
|
|
|
357 |
|
0.500%, 10/29/2019 |
|
|
345 |
|
|
|
418 |
|
Northumbrian Water Finance |
|
|
|
|
|
|
|
|
6.875%, 02/06/2023 |
|
GBP |
190 |
|
|
|
321 |
|
5.625%, 04/29/2033 |
|
|
70 |
|
|
|
130 |
|
Royal Bank of Scotland MTN |
|
|
|
|
|
|
|
|
3.875%, 10/19/2020 |
|
EUR |
123 |
|
|
|
164 |
|
Royal Bank of Scotland Group |
|
|
|
|
|
|
|
|
7.640%, VAR ICE LIBOR USD 3 Month+2.320%, 09/29/2017 |
|
$ |
200 |
|
|
|
198 |
|
Royal Bank of Scotland Group MTN |
|
|
|
|
|
|
|
|
2.500%, 03/22/2023 |
|
EUR |
465 |
|
|
|
602 |
|
Santander UK |
|
|
|
|
|
|
|
|
6.222%, VAR ICE LIBOR GDP 3 Month+1.130%, 05/29/2049 |
|
GBP |
170 |
|
|
|
230 |
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Santander UK MTN |
|
|
|
|
|
|
|
|
4.250%, 04/12/2021 |
|
EUR |
350 |
|
|
$ |
479 |
|
3.625%, 01/14/2026 |
|
GBP |
100 |
|
|
|
148 |
|
1.125%, 01/14/2022 |
|
EUR |
330 |
|
|
|
408 |
|
SSE MTN |
|
|
|
|
|
|
|
|
0.875%, 09/06/2025 |
|
|
395 |
|
|
|
469 |
|
Standard Chartered |
|
|
|
|
|
|
|
|
2.888%, VAR ICE LIBOR USD 3 Month+1.510%, (A) |
|
$ |
500 |
|
|
|
467 |
|
Standard Chartered MTN |
|
|
|
|
|
|
|
|
5.125%, 06/06/2034 |
|
GBP |
100 |
|
|
|
152 |
|
3.625%, 11/23/2022 |
|
EUR |
160 |
|
|
|
215 |
|
Thames Water Utilities Cayman Finance MTN |
|
|
|
|
|
|
|
|
4.625%, 06/04/2046 |
|
GBP |
155 |
|
|
|
272 |
|
TSB Banking Group MTN |
|
|
|
|
|
|
|
|
5.750%, VAR ICE LIBOR GDP 3 Month+3.430%, 05/06/2026 |
|
|
104 |
|
|
|
156 |
|
United Kingdom Gilt |
|
|
|
|
|
|
|
|
4.750%, 12/07/2030 |
|
|
115 |
|
|
|
217 |
|
4.500%, 12/07/2042 |
|
|
230 |
|
|
|
482 |
|
4.250%, 12/07/2027 |
|
|
715 |
|
|
|
1,244 |
|
4.250%, 06/07/2032 |
|
|
1,720 |
|
|
|
3,152 |
|
4.250%, 03/07/2036 |
|
|
435 |
|
|
|
827 |
|
4.250%, 09/07/2039 |
|
|
370 |
|
|
|
727 |
|
4.250%, 12/07/2040 |
|
|
100 |
|
|
|
199 |
|
3.750%, 09/07/2021 |
|
|
945 |
|
|
|
1,426 |
|
3.750%, 07/22/2052 |
|
|
80 |
|
|
|
167 |
|
3.500%, 01/22/2045 |
|
|
1,445 |
|
|
|
2,670 |
|
3.250%, 01/22/2044 |
|
|
400 |
|
|
|
705 |
|
2.500%, 07/22/2065 |
|
|
1,340 |
|
|
|
2,370 |
|
2.000%, 09/07/2025 |
|
|
180 |
|
|
|
261 |
|
1.750%, 07/22/2019 |
|
|
1,860 |
|
|
|
2,567 |
|
1.500%, 01/22/2021 |
|
|
600 |
|
|
|
835 |
|
1.250%, 07/22/2018 |
|
|
191 |
|
|
|
260 |
|
1.250%, 07/22/2027 |
|
|
1,015 |
|
|
|
1,376 |
|
0.750%, 07/22/2023 |
|
|
2,360 |
|
|
|
3,172 |
|
Virgin Media Finance MTN |
|
|
|
|
|
|
|
|
4.500%, 01/15/2025 |
|
EUR |
121 |
|
|
|
152 |
|
Wales & West Utilities Finance |
|
|
|
|
|
|
|
|
6.250%, 11/30/2021 |
|
GBP |
240 |
|
|
|
386 |
|
Western Power Distribution |
|
|
|
|
|
|
|
|
5.750%, 04/16/2032 |
|
|
100 |
|
|
|
184 |
|
Western Power Distribution West Midlands |
|
|
|
|
|
|
|
|
3.875%, 10/17/2024 |
|
|
230 |
|
|
|
348 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
40,885 |
|
|
|
|
|
|
|
|
|
|
|
|
|
United States 5.5% |
|
|
|
|
|
|
|
|
AbbVie |
|
|
|
|
|
|
|
|
1.375%, 05/17/2024 |
|
EUR |
220 |
|
|
|
270 |
|
American Express Credit |
|
|
|
|
|
|
|
|
0.625%, 11/22/2021 |
|
|
367 |
|
|
|
446 |
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
|
|
9 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
American International Group |
|
|
|
|
|
|
|
|
2.221%, VAR ICE LIBOR GDP 3 Month+1.705%, 03/15/2067 |
|
GBP |
150 |
|
|
$ |
188 |
|
Amgen |
|
|
|
|
|
|
|
|
1.250%, 02/25/2022 |
|
EUR |
550 |
|
|
|
683 |
|
AT&T |
|
|
|
|
|
|
|
|
3.550%, 09/14/2037 |
|
GBP |
205 |
|
|
|
279 |
|
1.050%, 09/04/2023 |
|
EUR |
720 |
|
|
|
871 |
|
Bank of America MTN |
|
|
|
|
|
|
|
|
2.375%, 06/19/2024 |
|
|
835 |
|
|
|
1,099 |
|
1.625%, 09/14/2022 |
|
|
261 |
|
|
|
330 |
|
1.379%, VAR Euribor 3 Month+1.030%, 02/07/2025 |
|
|
165 |
|
|
|
204 |
|
0.223%, VAR Euribor 3 Month+0.550%, 09/14/2018 |
|
|
375 |
|
|
|
451 |
|
Belden |
|
|
|
|
|
|
|
|
3.375%, 07/15/2027 |
|
|
100 |
|
|
|
121 |
|
3.375%, 07/15/2027 |
|
|
127 |
|
|
|
154 |
|
Berkshire Hathaway |
|
|
|
|
|
|
|
|
0.625%, 01/17/2023 |
|
|
265 |
|
|
|
320 |
|
0.500%, 03/13/2020 |
|
|
225 |
|
|
|
273 |
|
Carnival |
|
|
|
|
|
|
|
|
1.625%, 02/22/2021 |
|
|
180 |
|
|
|
226 |
|
Citigroup MTN |
|
|
|
|
|
|
|
|
0.750%, 10/26/2023 |
|
|
735 |
|
|
|
884 |
|
Discovery Communications |
|
|
|
|
|
|
|
|
2.500%, 09/20/2024 |
|
GBP |
255 |
|
|
|
341 |
|
Dover MTN |
|
|
|
|
|
|
|
|
2.125%, 12/01/2020 |
|
EUR |
267 |
|
|
|
338 |
|
FedEx |
|
|
|
|
|
|
|
|
1.000%, 01/11/2023 |
|
|
560 |
|
|
|
684 |
|
Fidelity National Information Services |
|
|
|
|
|
|
|
|
0.400%, 01/15/2021 |
|
|
284 |
|
|
|
340 |
|
GE Capital UK Funding Unlimited MTN |
|
|
|
|
|
|
|
|
6.250%, 05/05/2038 |
|
GBP |
165 |
|
|
|
342 |
|
General Electric |
|
|
|
|
|
|
|
|
1.500%, 05/17/2029 |
|
EUR |
170 |
|
|
|
204 |
|
General Motors Financial MTN |
|
|
|
|
|
|
|
|
0.955%, 09/07/2023 |
|
|
840 |
|
|
|
1,006 |
|
General Motors Financial International MTN |
|
|
|
|
|
|
|
|
0.850%, 02/23/2018 |
|
|
1,400 |
|
|
|
1,684 |
|
Goldman Sachs Group MTN |
|
|
|
|
|
|
|
|
2.000%, 07/27/2023 |
|
|
900 |
|
|
|
1,148 |
|
1.625%, 07/27/2026 |
|
|
170 |
|
|
|
207 |
|
Honeywell International |
|
|
|
|
|
|
|
|
1.300%, 02/22/2023 |
|
|
520 |
|
|
|
648 |
|
Kinder Morgan |
|
|
|
|
|
|
|
|
1.500%, 03/16/2022 |
|
|
270 |
|
|
|
336 |
|
Kraft Heinz Foods |
|
|
|
|
|
|
|
|
1.500%, 05/24/2024 |
|
|
220 |
|
|
|
269 |
|
Liberty Mutual Finance Europe |
|
|
|
|
|
|
|
|
1.750%, 03/27/2024 (A) |
|
|
163 |
|
|
|
202 |
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Mastercard |
|
|
|
|
|
|
|
|
1.100%, 12/01/2022 |
|
EUR |
445 |
|
|
$ |
551 |
|
McKesson |
|
|
|
|
|
|
|
|
1.500%, 11/17/2025 |
|
|
278 |
|
|
|
339 |
|
0.625%, 08/17/2021 |
|
|
355 |
|
|
|
429 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
1.875%, 03/30/2023 |
|
|
490 |
|
|
|
624 |
|
0.557%, 05/22/2018 |
|
JPY |
300,000 |
|
|
|
2,668 |
|
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
2.625%, 03/09/2027 |
|
GBP |
295 |
|
|
|
407 |
|
1.375%, 10/27/2026 |
|
EUR |
360 |
|
|
|
433 |
|
National Capital Trust I |
|
|
|
|
|
|
|
|
5.620%, VAR UK Govt Bonds 5 Year Note Generic Bid Yield+1.930%, 12/17/2018 (A) |
|
GBP |
35 |
|
|
|
49 |
|
5.620%, VAR UK Govt Bonds 5 Year Note Generic Bid Yield+1.930%, 09/29/2049 |
|
|
150 |
|
|
|
210 |
|
National Grid North America MTN |
|
|
|
|
|
|
|
|
1.000%, 07/12/2024 |
|
EUR |
300 |
|
|
|
363 |
|
Nordea Bank MTN |
|
|
|
|
|
|
|
|
2.250%, 05/27/2021 (A) |
|
$ |
425 |
|
|
|
422 |
|
Philip Morris International |
|
|
|
|
|
|
|
|
0.625%, 11/08/2024 |
|
EUR |
285 |
|
|
|
336 |
|
Philip Morris International MTN |
|
|
|
|
|
|
|
|
1.875%, 03/03/2021 |
|
|
300 |
|
|
|
379 |
|
PVH |
|
|
|
|
|
|
|
|
3.125%, 12/15/2027 (A) |
|
|
156 |
|
|
|
190 |
|
Quintiles IMS |
|
|
|
|
|
|
|
|
2.875%, 09/15/2025 |
|
|
220 |
|
|
|
266 |
|
US Bancorp MTN |
|
|
|
|
|
|
|
|
0.850%, 06/07/2024 |
|
|
701 |
|
|
|
846 |
|
Valeant Pharmaceuticals International |
|
|
|
|
|
|
|
|
4.500%, 05/15/2023 (A) |
|
|
170 |
|
|
|
183 |
|
Verizon Communications MTN |
|
|
|
|
|
|
|
|
4.750%, 02/17/2034 |
|
|
GBP170 |
|
|
|
274 |
|
4.050%, 02/17/2025 |
|
|
AUD680 |
|
|
|
534 |
|
Wells Fargo MTN |
|
|
|
|
|
|
|
|
2.000%, 04/27/2026 |
|
|
EUR210 |
|
|
|
270 |
|
1.375%, 10/26/2026 |
|
|
280 |
|
|
|
342 |
|
Wells Fargo Bank MTN |
|
|
|
|
|
|
|
|
5.250%, 08/01/2023 |
|
|
GBP350 |
|
|
|
557 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
25,220 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Uruguay 0.0% |
|
|
|
|
|
|
|
|
Republic of Uruguay |
|
|
|
|
|
|
|
|
9.875%, 06/20/2022 (A) |
|
|
UYU3,181 |
|
|
|
117 |
|
8.500%, 03/15/2028 (A) |
|
|
2,325 |
|
|
|
80 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
197 |
|
|
|
|
|
|
|
|
|
|
Total Global Bonds (Cost $422,542) ($ Thousands) |
|
|
|
430,662 |
|
|
|
|
|
|
|
|
|
|
|
|
|
10 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
|
MORTGAGE-BACKED SECURITIES 1.9% |
|
Agency Mortgage-Backed Obligation 0.5% |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-DNA1, Cl M2 |
|
|
|
|
|
|
|
|
3.402%, VAR ICE LIBOR USD 1 Month+1.850%, 10/25/2027 |
|
$ |
490 |
|
|
$ |
502 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-DNA2, Cl M2 |
|
|
|
|
|
|
|
|
4.152%, VAR ICE LIBOR USD 1 Month+2.600%, 12/25/2027 |
|
|
113 |
|
|
|
115 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-HQA2, Cl M2 |
|
|
|
|
|
|
|
|
4.352%, VAR ICE LIBOR USD 1 Month+2.800%, 05/25/2028 |
|
|
183 |
|
|
|
190 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2016-DNA1, Cl M2 |
|
|
|
|
|
|
|
|
4.452%, VAR ICE LIBOR USD 1 Month+2.900%, 07/25/2028 |
|
|
276 |
|
|
|
284 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2016-HQA1, Cl M3 |
|
|
|
|
|
|
|
|
7.902%, VAR ICE LIBOR USD 1 Month+6.350%, 09/25/2028 |
|
|
250 |
|
|
|
306 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-DNA1, Cl M1 |
|
|
|
|
|
|
|
|
2.752%, VAR ICE LIBOR USD 1 Month+1.200%, 07/25/2029 |
|
|
356 |
|
|
|
360 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-DNA2, Cl M2 |
|
|
|
|
|
|
|
|
5.002%, VAR ICE LIBOR USD 1 Month+3.450%, 10/25/2029 |
|
|
470 |
|
|
|
511 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,268 |
|
|
|
|
|
|
|
|
|
|
|
Non-Agency Mortgage-Backed Obligation 1.4% |
|
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-6, Cl 3A |
|
|
|
|
|
|
|
|
5.415%, 09/25/2034 (C) |
|
|
21 |
|
|
|
21 |
|
Citigroup Mortgage Loan Trust, Ser 2005-2, Cl 1A4 |
|
|
|
|
|
|
|
|
3.244%, 05/25/2035 (C) |
|
|
275 |
|
|
|
277 |
|
COMM Mortgage Trust, Ser 2012-CR4, Cl A3 |
|
|
|
|
|
|
|
|
2.853%, 10/15/2045 |
|
|
130 |
|
|
|
130 |
|
COMM Mortgage Trust, Ser 2012-CR5, Cl A3 |
|
|
|
|
|
|
|
|
2.540%, 12/10/2045 |
|
|
125 |
|
|
|
124 |
|
COMM Mortgage Trust, Ser 2013-CR6, Cl D |
|
|
|
|
|
|
|
|
4.067%, 03/10/2046 (A)(C) |
|
|
515 |
|
|
|
473 |
|
COMM Mortgage Trust, Ser 2013-CR6, Cl A4 |
|
|
|
|
|
|
|
|
3.101%, 03/10/2046 |
|
|
120 |
|
|
|
122 |
|
COMM Mortgage Trust, Ser 2013-CR8, Cl A4 |
|
|
|
|
|
|
|
|
3.334%, 06/10/2046 |
|
|
120 |
|
|
|
123 |
|
COMM Mortgage Trust, Ser 2014-CCRE14, Cl A3 |
|
|
|
|
|
|
|
|
3.955%, 02/10/2047 |
|
|
70 |
|
|
|
74 |
|
|
|
|
|
|
|
|
|
|
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 |
|
|
|
188 |
|
COMM Mortgage Trust, Ser 2015-DC1, Cl A5 |
|
|
|
|
|
|
|
|
3.350%, 02/10/2048 |
|
|
155 |
|
|
|
158 |
|
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 |
|
|
140 |
|
|
|
147 |
|
Credit Suisse First Boston Mortgage Securities, Ser 2005-C2,
Cl AMFX |
|
|
|
|
|
|
|
|
4.577%, 04/15/2037 |
|
|
20 |
|
|
|
19 |
|
CSAIL Commercial Mortgage Trust, Ser 2015-C3, Cl A3 |
|
|
|
|
|
|
|
|
3.447%, 08/15/2048 |
|
|
85 |
|
|
|
87 |
|
CSAIL Commercial Mortgage Trust, Ser 2015-C4, Cl A4 |
|
|
|
|
|
|
|
|
3.808%, 11/15/2048 |
|
|
165 |
|
|
|
173 |
|
CSAIL Commercial Mortgage Trust, Ser 2016-C7, Cl A5 |
|
|
|
|
|
|
|
|
3.502%, 11/15/2049 |
|
|
80 |
|
|
|
82 |
|
FNMA Connecticut Avenue Securities, Ser 2013-C01, Cl M1 |
|
|
|
|
|
|
|
|
3.552%, VAR ICE LIBOR USD 1 Month+2.000%, 10/25/2023 |
|
|
21 |
|
|
|
21 |
|
FNMA Connecticut Avenue Securities, Ser 2014-C01, Cl M1 |
|
|
|
|
|
|
|
|
2.927%, VAR ICE LIBOR USD 1 Month+1.600%, 01/25/2024 |
|
|
203 |
|
|
|
204 |
|
FNMA Connecticut Avenue Securities, Ser 2014-C04, Cl 2M2 |
|
|
|
|
|
|
|
|
6.237%, VAR ICE LIBOR USD 1 Month+5.000%, 11/25/2024 |
|
|
423 |
|
|
|
478 |
|
FNMA Connecticut Avenue Securities, Ser 2016-C02, Cl 1M1 |
|
|
|
|
|
|
|
|
3.477%, VAR ICE LIBOR USD 1 Month+2.150%, 09/25/2028 |
|
|
200 |
|
|
|
202 |
|
FNMA Connecticut Avenue Securities, Ser 2016-C04, Cl 1M2 |
|
|
|
|
|
|
|
|
5.802%, VAR ICE LIBOR USD 1 Month+4.250%, 01/25/2029 |
|
|
95 |
|
|
|
108 |
|
FNMA Connecticut Avenue Securities, Ser 2016-C05, Cl 2M1 |
|
|
|
|
|
|
|
|
2.678%, VAR ICE LIBOR USD 1 Month+1.350%, 01/25/2029 |
|
|
94 |
|
|
|
95 |
|
FNMA Connecticut Avenue Securities, Ser 2016-C06, Cl 1M1 |
|
|
|
|
|
|
|
|
2.852%, VAR ICE LIBOR USD 1 Month+1.300%, 04/25/2029 |
|
|
569 |
|
|
|
576 |
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
|
|
11 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
|
MORTGAGE-BACKED SECURITIES (continued) |
|
FNMA Connecticut Avenue Securities, Ser 2016-C07, Cl 2M2 |
|
|
|
|
|
|
|
|
5.902%, VAR ICE LIBOR USD 1 Month+4.350%, 05/25/2029 |
|
$ |
153 |
|
|
$ |
170 |
|
FNMA Connecticut Avenue Securities, Ser 2017-C01, Cl 1M1 |
|
|
|
|
|
|
|
|
2.852%, VAR ICE LIBOR USD 1 Month+1.300%, 07/25/2029 |
|
|
224 |
|
|
|
226 |
|
GS Mortgage Securities Trust, Ser 2014-GC20, Cl D |
|
|
|
|
|
|
|
|
5.020%, 04/10/2047 (A)(C) |
|
|
80 |
|
|
|
53 |
|
GSR Mortgage Loan Trust, Ser 2005-AR1, Cl 4A1 |
|
|
|
|
|
|
|
|
5.134%, 01/25/2035 (C) |
|
|
63 |
|
|
|
60 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl A3A1 |
|
|
|
|
|
|
|
|
3.538%, 09/15/2047 |
|
|
185 |
|
|
|
191 |
|
JPMorgan Chase Commercial Mortgage Securities, Ser 2008-C2, Cl A4 |
|
|
|
|
|
|
|
|
6.068%, 02/12/2051 |
|
|
6 |
|
|
|
6 |
|
JPMorgan Chase Commercial Mortgage Securities, Ser 2008-C2,
Cl A4FL |
|
|
|
|
|
|
|
|
2.745%, VAR LIBOR USD 1 Month+1.500%, 02/12/2051 |
|
|
73 |
|
|
|
72 |
|
JPMorgan Chase Commercial Mortgage Securities, Ser 2012-C8, Cl A3 |
|
|
|
|
|
|
|
|
2.829%, 10/15/2045 |
|
|
129 |
|
|
|
130 |
|
JPMorgan Mortgage Trust, Ser 2004-A5, Cl 3A1 |
|
|
|
|
|
|
|
|
5.309%, 12/25/2034 (C) |
|
|
61 |
|
|
|
61 |
|
LB-UBS Commercial Mortgage Trust, Ser 2008-C1,
Cl A2 |
|
|
|
|
|
|
|
|
6.150%, 04/15/2041 (C) |
|
|
22 |
|
|
|
22 |
|
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2 2.458%, 03/10/2049 (A) |
|
|
159 |
|
|
|
156 |
|
Morgan Stanley Capital I Trust, Ser 2006-T21, Cl E |
|
|
|
|
|
|
|
|
5.408%, 10/12/2052 (A)(C) |
|
|
10 |
|
|
|
1 |
|
Morgan Stanley Capital I Trust, Ser 2006-T21, Cl D |
|
|
|
|
|
|
|
|
4.408%, 10/12/2052 (A)(C) |
|
|
15 |
|
|
|
10 |
|
Morgan Stanley Capital I Trust, Ser 2016-UB12, Cl A3 |
|
|
|
|
|
|
|
|
3.337%, 12/15/2049 |
|
|
155 |
|
|
|
158 |
|
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A1 |
|
|
|
|
|
|
|
|
3.872%, 01/05/2043 (A)(C) |
|
|
135 |
|
|
|
136 |
|
TAGUS-Sociedade de Titularizacao de Creditos, Ser 2014-2, Cl SNR |
|
|
|
|
|
|
|
|
2.980%, 02/16/2018 |
|
EUR |
28 |
|
|
|
33 |
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
|
MORTGAGE-BACKED SECURITIES (continued) |
|
UBS-Barclays Commercial Mortgage Trust,
Ser 2013-C5, Cl A4 |
|
|
|
|
|
|
|
|
3.187%, 03/10/2046 |
|
$ |
100 |
|
|
$ |
102 |
|
UBS-Barclays Commercial Mortgage Trust,
Ser 2013-C6, Cl A3 |
|
|
|
|
|
|
|
|
2.971%, 04/10/2046 |
|
|
70 |
|
|
|
71 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2015-C28, Cl A3 |
|
|
|
|
|
|
|
|
3.290%, 05/15/2048 |
|
|
120 |
|
|
|
122 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2015-C30, Cl A3 |
|
|
|
|
|
|
|
|
3.410%, 09/15/2058 |
|
|
80 |
|
|
|
82 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2016-C32, Cl A4 |
|
|
|
|
|
|
|
|
3.560%, 01/15/2059 |
|
|
140 |
|
|
|
145 |
|
Wells Fargo Commercial Mortgage Trust, Ser C38, Cl A5 |
|
|
|
|
|
|
|
|
3.453%, 07/15/2050 |
|
|
205 |
|
|
|
205 |
|
WFRBS Commercial Mortgage Trust, Ser 2012-C10, Cl A3 |
|
|
|
|
|
|
|
|
2.875%, 12/15/2045 |
|
|
125 |
|
|
|
125 |
|
WFRBS Commercial Mortgage Trust, Ser 2012-C6, Cl D |
|
|
|
|
|
|
|
|
5.766%, 04/15/2045 (A)(C) |
|
|
55 |
|
|
|
54 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,465 |
|
|
|
|
|
|
|
|
|
|
Total Mortgage-Backed Securities (Cost $8,598) ($ Thousands) |
|
|
|
8,733 |
|
|
|
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS 1.5% |
|
U.S. Treasury Bond STRIPS |
|
|
|
|
|
|
|
|
2.974%, 08/15/2045 (B) |
|
|
1,070 |
|
|
|
497 |
|
2.865%, 11/15/2045 (B) |
|
|
1,030 |
|
|
|
474 |
|
U.S. Treasury Inflation Indexed Bonds |
|
|
|
|
|
|
|
|
0.250%, 01/15/2025 |
|
|
1,207 |
|
|
|
1,196 |
|
U.S. Treasury Note |
|
|
|
|
|
|
|
|
1.000%, 09/30/2019 |
|
|
2,170 |
|
|
|
2,138 |
|
United States Treasury Bill |
|
|
|
|
|
|
|
|
1.272%, 03/01/2018 (B) |
|
|
2,725 |
|
|
|
2,719 |
|
|
|
|
|
|
|
|
|
|
Total U.S. Treasury Obligations (Cost $7,027) ($ Thousands) |
|
|
|
7,024 |
|
|
|
|
|
|
|
|
|
|
|
CORPORATE OBLIGATIONS 1.5% |
|
|
United States 1.5% |
|
Altria Group |
|
|
|
|
|
|
|
|
4.750%, 05/05/2021 |
|
|
180 |
|
|
|
193 |
|
Anthem |
|
|
|
|
|
|
|
|
2.300%, 07/15/2018 |
|
|
150 |
|
|
|
150 |
|
|
|
|
12 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
|
CORPORATE OBLIGATIONS (continued) |
|
Charter Communications Operating |
|
|
|
|
|
|
|
|
4.908%, 07/23/2025 |
|
$ |
375 |
|
|
$ |
399 |
|
Community Health Systems |
|
|
|
|
|
|
|
|
6.250%, 03/31/2023 |
|
|
175 |
|
|
|
158 |
|
5.125%, 08/01/2021 |
|
|
98 |
|
|
|
88 |
|
Dell International |
|
|
|
|
|
|
|
|
5.450%, 06/15/2023 (A) |
|
|
240 |
|
|
|
259 |
|
Goldman Sachs Group |
|
|
|
|
|
|
|
|
2.625%, 04/25/2021 |
|
|
425 |
|
|
|
425 |
|
2.375%, 01/22/2018 |
|
|
2,400 |
|
|
|
2,400 |
|
Hess |
|
|
|
|
|
|
|
|
4.300%, 04/01/2027 |
|
|
333 |
|
|
|
334 |
|
Hewlett Packard Enterprise |
|
|
|
|
|
|
|
|
4.900%, 10/15/2025 |
|
|
185 |
|
|
|
195 |
|
Mallinckrodt International Finance |
|
|
|
|
|
|
|
|
5.750%, 08/01/2022 (A) |
|
|
37 |
|
|
|
34 |
|
4.875%, 04/15/2020 (A) |
|
|
137 |
|
|
|
131 |
|
Nabors Industries |
|
|
|
|
|
|
|
|
5.500%, 01/15/2023 |
|
|
187 |
|
|
|
181 |
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
|
CORPORATE OBLIGATIONS (continued) |
|
PNC Funding |
|
|
|
|
|
|
|
|
3.300%, 03/08/2022 |
|
$ |
150 |
|
|
$ |
154 |
|
QEP Resources |
|
|
|
|
|
|
|
|
5.250%, 05/01/2023 |
|
|
108 |
|
|
|
109 |
|
Santander Holdings USA |
|
|
|
|
|
|
|
|
3.700%, 03/28/2022 (A) |
|
|
460 |
|
|
|
466 |
|
Seagate |
|
|
|
|
|
|
|
|
4.875%, 03/01/2024 (A) |
|
|
85 |
|
|
|
86 |
|
Seagate HDD Cayman |
|
|
|
|
|
|
|
|
4.750%, 06/01/2023 |
|
|
17 |
|
|
|
17 |
|
4.750%, 01/01/2025 |
|
|
123 |
|
|
|
121 |
|
Societe Generale MTN |
|
|
|
|
|
|
|
|
2.500%, 04/08/2021 (A) |
|
|
500 |
|
|
|
497 |
|
Tenet Healthcare |
|
|
|
|
|
|
|
|
4.375%, 10/01/2021 |
|
|
110 |
|
|
|
110 |
|
Uniti Group |
|
|
|
|
|
|
|
|
6.000%, 04/15/2023 (A) |
|
|
162 |
|
|
|
159 |
|
|
|
|
|
|
|
|
|
|
Total Corporate Obligations (Cost $6,670) ($ Thousands) |
|
|
|
6,666 |
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities 99.1% (Cost $444,837) ($ Thousands) |
|
|
$ |
453,085 |
|
|
|
|
|
|
|
|
|
|
A list of the open futures contracts
held by the Fund at December 31, 2017, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Type of Contract |
|
Number of
Contracts
Long/(Short) |
|
|
Expiration
Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Australian 10-Year Bond |
|
|
(9 |
) |
|
|
Mar-2018 |
|
|
$ |
(900 |
) |
|
$ |
(909 |
) |
|
$ |
1 |
|
Australian 3-Year Bond |
|
|
159 |
|
|
|
Mar-2018 |
|
|
|
13,505 |
|
|
|
13,816 |
|
|
|
(59 |
) |
Canadian 10-Year Bond |
|
|
19 |
|
|
|
Mar-2018 |
|
|
|
2,006 |
|
|
|
2,044 |
|
|
|
(21 |
) |
Canadian 10-Year Bond |
|
|
(17 |
) |
|
|
Mar-2018 |
|
|
|
(1,807 |
) |
|
|
(1,829 |
) |
|
|
21 |
|
Euro |
|
|
(180 |
) |
|
|
Feb-2018 |
|
|
|
(26,716 |
) |
|
|
(27,170 |
) |
|
|
(454 |
) |
Euro-Bob |
|
|
(4 |
) |
|
|
Mar-2018 |
|
|
|
(624 |
) |
|
|
(632 |
) |
|
|
4 |
|
Euro-Bob |
|
|
7 |
|
|
|
Mar-2018 |
|
|
|
1,096 |
|
|
|
1,106 |
|
|
|
(1 |
) |
Euro-BTP |
|
|
(5 |
) |
|
|
Mar-2018 |
|
|
|
(823 |
) |
|
|
(817 |
) |
|
|
20 |
|
Euro-Bund |
|
|
(55 |
) |
|
|
Mar-2018 |
|
|
|
(10,600 |
) |
|
|
(10,678 |
) |
|
|
58 |
|
Euro-Bund |
|
|
(53 |
) |
|
|
Mar-2018 |
|
|
|
(10,257 |
) |
|
|
(10,290 |
) |
|
|
95 |
|
Euro-Buxl 30 Year Bond |
|
|
2 |
|
|
|
Mar-2018 |
|
|
|
392 |
|
|
|
394 |
|
|
|
(3 |
) |
Euro-Buxl 30 Year Bond |
|
|
14 |
|
|
|
Mar-2018 |
|
|
|
2,764 |
|
|
|
2,755 |
|
|
|
(45 |
) |
Euro-OAT |
|
|
(4 |
) |
|
|
Mar-2018 |
|
|
|
(747 |
) |
|
|
(745 |
) |
|
|
7 |
|
Euro-OAT |
|
|
29 |
|
|
|
Mar-2018 |
|
|
|
5,390 |
|
|
|
5,404 |
|
|
|
(60 |
) |
Euro-Schatz |
|
|
(55 |
) |
|
|
Mar-2018 |
|
|
|
(7,270 |
) |
|
|
(7,395 |
) |
|
|
11 |
|
Euro-Schatz |
|
|
33 |
|
|
|
Mar-2018 |
|
|
|
4,409 |
|
|
|
4,437 |
|
|
|
(3 |
) |
Japanese 10-Year Bond |
|
|
12 |
|
|
|
Mar-2018 |
|
|
|
16,058 |
|
|
|
16,062 |
|
|
|
(8 |
) |
Japanese 10-Year Bond E-MINI |
|
|
(34 |
) |
|
|
Mar-2018 |
|
|
|
(4,546 |
) |
|
|
(4,553 |
) |
|
|
(1 |
) |
Japanese 10-Year Bond E-MINI |
|
|
1 |
|
|
|
Mar-2018 |
|
|
|
134 |
|
|
|
134 |
|
|
|
|
|
Long Gilt 10-Year Bond |
|
|
(17 |
) |
|
|
Mar-2018 |
|
|
|
(2,840 |
) |
|
|
(2,878 |
) |
|
|
(14 |
) |
Long Gilt 10-Year Bond |
|
|
2 |
|
|
|
Mar-2018 |
|
|
|
339 |
|
|
|
339 |
|
|
|
|
|
U.S. 10-Year Treasury Note |
|
|
7 |
|
|
|
Mar-2018 |
|
|
|
873 |
|
|
|
868 |
|
|
|
(5 |
) |
U.S. 10-Year Treasury Note |
|
|
(91 |
) |
|
|
Mar-2018 |
|
|
|
(11,281 |
) |
|
|
(11,288 |
) |
|
|
(7 |
) |
U.S. 2-Year Treasury Note |
|
|
(25 |
) |
|
|
Mar-2018 |
|
|
|
(5,364 |
) |
|
|
(5,353 |
) |
|
|
12 |
|
U.S. 2-Year Treasury Note |
|
|
8 |
|
|
|
Mar-2018 |
|
|
|
1,715 |
|
|
|
1,713 |
|
|
|
(3 |
) |
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
|
|
13 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Type of Contract |
|
Number of
Contracts
Long/(Short) |
|
|
Expiration
Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
U.S. 5-Year Treasury Note |
|
|
(33 |
) |
|
|
Mar-2018 |
|
|
$ |
(3,853 |
) |
|
$ |
(3,833 |
) |
|
$ |
20 |
|
U.S. 5-Year Treasury Note |
|
|
(105 |
) |
|
|
Mar-2018 |
|
|
|
(12,205 |
) |
|
|
(12,197 |
) |
|
|
8 |
|
U.S. Long Treasury Bond |
|
|
(1 |
) |
|
|
Mar-2018 |
|
|
|
(153 |
) |
|
|
(153 |
) |
|
|
|
|
U.S. Long Treasury Bond |
|
|
11 |
|
|
|
Mar-2018 |
|
|
|
1,679 |
|
|
|
1,683 |
|
|
|
4 |
|
U.S. Ultra Long Treasury Bond |
|
|
(12 |
) |
|
|
Mar-2018 |
|
|
|
(1,993 |
) |
|
|
(2,012 |
) |
|
|
(19 |
) |
U.S. Ultra Long Treasury Bond |
|
|
12 |
|
|
|
Mar-2018 |
|
|
|
1,998 |
|
|
|
2,012 |
|
|
|
13 |
|
Ultra 10-Year U.S. Treasury Note |
|
|
1 |
|
|
|
Mar-2018 |
|
|
|
134 |
|
|
|
134 |
|
|
|
(1 |
) |
Ultra 10-Year U.S. Treasury Note |
|
|
7 |
|
|
|
Mar-2018 |
|
|
|
930 |
|
|
|
935 |
|
|
|
5 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(48,557 |
) |
|
$ |
(48,896 |
) |
|
$ |
(425 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the forward foreign currency contracts held by the Fund at December 31, 2017, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver (Thousands) |
|
|
|
|
|
Currency to Receive (Thousands) |
|
|
Unrealized Appreciation
(Depreciation) ($
Thousands) |
|
ANZ |
|
01/29/18 |
|
|
EUR |
|
|
|
14,412 |
|
|
|
USD |
|
|
|
17,021 |
|
|
|
(311 |
) |
ANZ |
|
03/07/18 |
|
|
NZD |
|
|
|
6,388 |
|
|
|
USD |
|
|
|
4,423 |
|
|
|
(115 |
) |
ANZ |
|
03/07/18 |
|
|
AUD |
|
|
|
9,659 |
|
|
|
USD |
|
|
|
7,337 |
|
|
|
(216 |
) |
Bank of America |
|
01/09/18 |
|
|
USD |
|
|
|
279 |
|
|
|
EUR |
|
|
|
235 |
|
|
|
3 |
|
Bank of America |
|
01/09/18 |
|
|
AUD |
|
|
|
475 |
|
|
|
USD |
|
|
|
362 |
|
|
|
(10 |
) |
Bank of America |
|
01/09/18 |
|
|
GBP |
|
|
|
18,857 |
|
|
|
USD |
|
|
|
25,489 |
|
|
|
(24 |
) |
Barclays PLC |
|
01/09/18 |
|
|
USD |
|
|
|
17 |
|
|
|
SEK |
|
|
|
141 |
|
|
|
|
|
Barclays PLC |
|
01/09/18 |
|
|
CHF |
|
|
|
170 |
|
|
|
USD |
|
|
|
172 |
|
|
|
(3 |
) |
Barclays PLC |
|
01/09/18 |
|
|
USD |
|
|
|
274 |
|
|
|
GBP |
|
|
|
204 |
|
|
|
2 |
|
Barclays PLC |
|
01/09/18 |
|
|
EUR |
|
|
|
23,063 |
|
|
|
USD |
|
|
|
27,456 |
|
|
|
(248 |
) |
BNP Paribas |
|
01/09/18 |
|
|
USD |
|
|
|
1,191 |
|
|
|
EUR |
|
|
|
998 |
|
|
|
8 |
|
BNP Paribas |
|
01/09/18 |
|
|
JPY |
|
|
|
3,357,830 |
|
|
|
USD |
|
|
|
29,979 |
|
|
|
161 |
|
BNP Paribas |
|
02/07/18 |
|
|
EUR |
|
|
|
522 |
|
|
|
USD |
|
|
|
628 |
|
|
|
|
|
Brown Brothers Harriman |
|
01/18/18 |
|
|
USD |
|
|
|
182 |
|
|
|
CAD |
|
|
|
232 |
|
|
|
3 |
|
Brown Brothers Harriman |
|
02/02/18 |
|
|
USD |
|
|
|
67 |
|
|
|
GBP |
|
|
|
50 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
02/02/18 |
|
|
GBP |
|
|
|
350 |
|
|
|
USD |
|
|
|
470 |
|
|
|
(4 |
) |
Brown Brothers Harriman |
|
02/07/18 |
|
|
USD |
|
|
|
525 |
|
|
|
ZAR |
|
|
|
7,052 |
|
|
|
41 |
|
Brown Brothers Harriman |
|
02/07/18 |
|
|
ZAR |
|
|
|
7,559 |
|
|
|
USD |
|
|
|
555 |
|
|
|
(52 |
) |
Brown Brothers Harriman |
|
02/22/18 |
|
|
USD |
|
|
|
129 |
|
|
|
MXN |
|
|
|
2,498 |
|
|
|
(3 |
) |
Brown Brothers Harriman |
|
02/28/18 |
|
|
USD |
|
|
|
393 |
|
|
|
TRY |
|
|
|
1,539 |
|
|
|
7 |
|
Brown Brothers Harriman |
|
03/12/18 |
|
|
EUR |
|
|
|
758 |
|
|
|
USD |
|
|
|
897 |
|
|
|
(16 |
) |
Brown Brothers Harriman |
|
03/28/18 |
|
|
SEK |
|
|
|
7,649 |
|
|
|
USD |
|
|
|
907 |
|
|
|
(32 |
) |
BT Brokerage |
|
01/09/18 - 02/07/18 |
|
|
EUR |
|
|
|
1,033 |
|
|
|
USD |
|
|
|
1,235 |
|
|
|
(7 |
) |
BT Brokerage |
|
01/09/18 |
|
|
SGD |
|
|
|
1,424 |
|
|
|
USD |
|
|
|
1,059 |
|
|
|
(7 |
) |
BT Brokerage |
|
01/09/18 |
|
|
SEK |
|
|
|
3,003 |
|
|
|
USD |
|
|
|
359 |
|
|
|
(8 |
) |
BT Brokerage |
|
01/09/18 |
|
|
MXN |
|
|
|
52,338 |
|
|
|
USD |
|
|
|
2,791 |
|
|
|
119 |
|
CIBC |
|
01/09/18 |
|
|
USD |
|
|
|
1,956 |
|
|
|
CAD |
|
|
|
2,500 |
|
|
|
40 |
|
Citigroup |
|
01/03/18 |
|
|
USD |
|
|
|
652 |
|
|
|
BRL |
|
|
|
2,144 |
|
|
|
(6 |
) |
Citigroup |
|
01/03/18 |
|
|
BRL |
|
|
|
2,077 |
|
|
|
USD |
|
|
|
627 |
|
|
|
1 |
|
Citigroup |
|
01/09/18 |
|
|
USD |
|
|
|
60 |
|
|
|
AUD |
|
|
|
80 |
|
|
|
3 |
|
Citigroup |
|
01/09/18 |
|
|
USD |
|
|
|
61 |
|
|
|
SEK |
|
|
|
510 |
|
|
|
2 |
|
Citigroup |
|
01/09/18 |
|
|
USD |
|
|
|
122 |
|
|
|
CAD |
|
|
|
156 |
|
|
|
3 |
|
Citigroup |
|
01/09/18 |
|
|
USD |
|
|
|
182 |
|
|
|
GBP |
|
|
|
136 |
|
|
|
2 |
|
Citigroup |
|
01/09/18 |
|
|
AUD |
|
|
|
188 |
|
|
|
USD |
|
|
|
142 |
|
|
|
(5 |
) |
Citigroup |
|
01/09/18 |
|
|
USD |
|
|
|
203 |
|
|
|
NOK |
|
|
|
1,681 |
|
|
|
3 |
|
Citigroup |
|
01/09/18 |
|
|
EUR |
|
|
|
562 |
|
|
|
USD |
|
|
|
672 |
|
|
|
(3 |
) |
Citigroup |
|
01/09/18 - 03/12/18 |
|
|
USD |
|
|
|
685 |
|
|
|
EUR |
|
|
|
578 |
|
|
|
11 |
|
|
|
|
14 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Settlement Date |
|
|
|
|
|
Currency to Deliver (Thousands) |
|
|
|
|
|
Currency to Receive (Thousands) |
|
|
Unrealized Appreciation
(Depreciation) ($
Thousands) |
|
Citigroup |
|
|
01/09/18 |
|
|
|
NOK |
|
|
|
1,143 |
|
|
|
USD |
|
|
|
138 |
|
|
|
(1 |
) |
Citigroup |
|
|
01/09/18 |
|
|
|
NZD |
|
|
|
1,394 |
|
|
|
USD |
|
|
|
960 |
|
|
|
(31 |
) |
Citigroup |
|
|
01/09/18 |
|
|
|
ILS |
|
|
|
3,023 |
|
|
|
USD |
|
|
|
864 |
|
|
|
(7 |
) |
Citigroup |
|
|
01/09/18 |
|
|
|
SEK |
|
|
|
3,477 |
|
|
|
USD |
|
|
|
415 |
|
|
|
(10 |
) |
Citigroup |
|
|
01/09/18 |
|
|
|
PLN |
|
|
|
5,217 |
|
|
|
USD |
|
|
|
1,474 |
|
|
|
(27 |
) |
Citigroup |
|
|
01/09/18 |
|
|
|
CZK |
|
|
|
12,494 |
|
|
|
USD |
|
|
|
584 |
|
|
|
(4 |
) |
Citigroup |
|
|
01/09/18 |
|
|
|
JPY |
|
|
|
51,625 |
|
|
|
USD |
|
|
|
461 |
|
|
|
3 |
|
Citigroup |
|
|
01/18/18 |
|
|
|
USD |
|
|
|
871 |
|
|
|
KRW |
|
|
|
969,623 |
|
|
|
36 |
|
Citigroup |
|
|
01/25/18 |
|
|
|
USD |
|
|
|
638 |
|
|
|
RUB |
|
|
|
38,777 |
|
|
|
33 |
|
Citigroup |
|
|
02/02/18 |
|
|
|
GBP |
|
|
|
9,210 |
|
|
|
USD |
|
|
|
12,385 |
|
|
|
(85 |
) |
Citigroup |
|
|
02/09/18 |
|
|
|
JPY |
|
|
|
703,292 |
|
|
|
USD |
|
|
|
6,300 |
|
|
|
43 |
|
Credit Suisse First Boston |
|
|
01/09/18 |
|
|
|
CAD |
|
|
|
1 |
|
|
|
USD |
|
|
|
1 |
|
|
|
|
|
Credit Suisse First Boston |
|
|
01/09/18 |
|
|
|
EUR |
|
|
|
650 |
|
|
|
USD |
|
|
|
770 |
|
|
|
(11 |
) |
Deutsche Bank |
|
|
01/03/18 |
|
|
|
USD |
|
|
|
50 |
|
|
|
BRL |
|
|
|
163 |
|
|
|
(1 |
) |
Goldman Sachs |
|
|
02/05/18 |
|
|
|
EUR |
|
|
|
14,412 |
|
|
|
USD |
|
|
|
17,027 |
|
|
|
(312 |
) |
HSBC |
|
|
01/09/18 |
|
|
|
USD |
|
|
|
931 |
|
|
|
ZAR |
|
|
|
12,783 |
|
|
|
101 |
|
HSBC |
|
|
01/09/18 |
|
|
|
JPY |
|
|
|
3,357,830 |
|
|
|
USD |
|
|
|
29,977 |
|
|
|
159 |
|
HSBC |
|
|
01/22/18 |
|
|
|
EUR |
|
|
|
14,412 |
|
|
|
USD |
|
|
|
17,007 |
|
|
|
(318 |
) |
HSBC |
|
|
02/22/18 |
|
|
|
MXN |
|
|
|
63,785 |
|
|
|
USD |
|
|
|
3,333 |
|
|
|
102 |
|
HSBC |
|
|
03/09/18 |
|
|
|
USD |
|
|
|
1,388 |
|
|
|
PLN |
|
|
|
4,951 |
|
|
|
38 |
|
JPMorgan Chase Bank |
|
|
01/09/18 |
|
|
|
USD |
|
|
|
63 |
|
|
|
CAD |
|
|
|
80 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
01/09/18 |
|
|
|
GBP |
|
|
|
92 |
|
|
|
USD |
|
|
|
123 |
|
|
|
(1 |
) |
JPMorgan Chase Bank |
|
|
01/09/18 |
|
|
|
USD |
|
|
|
145 |
|
|
|
AUD |
|
|
|
191 |
|
|
|
4 |
|
JPMorgan Chase Bank |
|
|
01/09/18 |
|
|
|
NZD |
|
|
|
178 |
|
|
|
USD |
|
|
|
125 |
|
|
|
(1 |
) |
JPMorgan Chase Bank |
|
|
01/09/18 |
|
|
|
USD |
|
|
|
301 |
|
|
|
NZD |
|
|
|
435 |
|
|
|
9 |
|
JPMorgan Chase Bank |
|
|
01/09/18 |
|
|
|
CAD |
|
|
|
311 |
|
|
|
USD |
|
|
|
245 |
|
|
|
(3 |
) |
JPMorgan Chase Bank |
|
|
01/09/18 |
|
|
|
AUD |
|
|
|
320 |
|
|
|
USD |
|
|
|
243 |
|
|
|
(7 |
) |
JPMorgan Chase Bank |
|
|
01/09/18 |
|
|
|
USD |
|
|
|
465 |
|
|
|
JPY |
|
|
|
51,644 |
|
|
|
(6 |
) |
JPMorgan Chase Bank |
|
|
01/09/18 |
|
|
|
USD |
|
|
|
592 |
|
|
|
GBP |
|
|
|
441 |
|
|
|
5 |
|
JPMorgan Chase Bank |
|
|
01/09/18 |
|
|
|
USD |
|
|
|
942 |
|
|
|
NOK |
|
|
|
7,824 |
|
|
|
15 |
|
JPMorgan Chase Bank |
|
|
01/09/18 |
|
|
|
NOK |
|
|
|
1,200 |
|
|
|
USD |
|
|
|
146 |
|
|
|
(1 |
) |
JPMorgan Chase Bank |
|
|
01/09/18 - 02/07/18 |
|
|
|
USD |
|
|
|
2,087 |
|
|
|
SEK |
|
|
|
17,354 |
|
|
|
35 |
|
JPMorgan Chase Bank |
|
|
01/09/18 - 02/07/18 |
|
|
|
USD |
|
|
|
4,472 |
|
|
|
EUR |
|
|
|
3,751 |
|
|
|
40 |
|
JPMorgan Chase Bank |
|
|
01/09/18 |
|
|
|
SEK |
|
|
|
4,954 |
|
|
|
USD |
|
|
|
590 |
|
|
|
(15 |
) |
JPMorgan Chase Bank |
|
|
01/09/18 - 01/10/18 |
|
|
|
EUR |
|
|
|
13,852 |
|
|
|
USD |
|
|
|
16,399 |
|
|
|
(241 |
) |
JPMorgan Chase Bank |
|
|
01/09/18 |
|
|
|
THB |
|
|
|
47,594 |
|
|
|
USD |
|
|
|
1,464 |
|
|
|
3 |
|
JPMorgan Chase Bank |
|
|
01/09/18 |
|
|
|
HUF |
|
|
|
117,758 |
|
|
|
USD |
|
|
|
449 |
|
|
|
(7 |
) |
JPMorgan Chase Bank |
|
|
01/09/18 |
|
|
|
JPY |
|
|
|
171,787 |
|
|
|
USD |
|
|
|
1,530 |
|
|
|
5 |
|
JPMorgan Chase Bank |
|
|
01/10/18 |
|
|
|
USD |
|
|
|
205 |
|
|
|
JPY |
|
|
|
22,741 |
|
|
|
(3 |
) |
JPMorgan Chase Bank |
|
|
01/10/18 |
|
|
|
USD |
|
|
|
1,091 |
|
|
|
COP |
|
|
|
3,289,707 |
|
|
|
11 |
|
JPMorgan Chase Bank |
|
|
01/10/18 |
|
|
|
USD |
|
|
|
1,808 |
|
|
|
CLP |
|
|
|
1,149,590 |
|
|
|
62 |
|
JPMorgan Chase Bank |
|
|
01/10/18 |
|
|
|
USD |
|
|
|
2,630 |
|
|
|
SEK |
|
|
|
21,981 |
|
|
|
56 |
|
JPMorgan Chase Bank |
|
|
01/10/18 |
|
|
|
CHF |
|
|
|
2,986 |
|
|
|
USD |
|
|
|
3,049 |
|
|
|
(17 |
) |
JPMorgan Chase Bank |
|
|
01/10/18 |
|
|
|
USD |
|
|
|
4,220 |
|
|
|
NOK |
|
|
|
34,513 |
|
|
|
|
|
JPMorgan Chase Bank |
|
|
01/10/18 |
|
|
|
PLN |
|
|
|
5,392 |
|
|
|
USD |
|
|
|
1,510 |
|
|
|
(42 |
) |
JPMorgan Chase Bank |
|
|
01/10/18 |
|
|
|
USD |
|
|
|
5,830 |
|
|
|
GBP |
|
|
|
4,382 |
|
|
|
99 |
|
JPMorgan Chase Bank |
|
|
01/10/18 |
|
|
|
SGD |
|
|
|
8,900 |
|
|
|
USD |
|
|
|
6,600 |
|
|
|
(61 |
) |
JPMorgan Chase Bank |
|
|
01/10/18 |
|
|
|
BRL |
|
|
|
11,651 |
|
|
|
USD |
|
|
|
3,565 |
|
|
|
55 |
|
JPMorgan Chase Bank |
|
|
01/10/18 |
|
|
|
AUD |
|
|
|
12,941 |
|
|
|
USD |
|
|
|
9,822 |
|
|
|
(299 |
) |
JPMorgan Chase Bank |
|
|
01/10/18 |
|
|
|
MXN |
|
|
|
18,640 |
|
|
|
USD |
|
|
|
987 |
|
|
|
35 |
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
|
|
15 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Settlement Date |
|
|
|
|
|
Currency to Deliver (Thousands) |
|
|
|
|
|
Currency to Receive (Thousands) |
|
|
Unrealized Appreciation
(Depreciation) ($
Thousands) |
|
JPMorgan Chase Bank |
|
|
01/10/18 - 01/18/18 |
|
|
|
CAD |
|
|
|
19,718 |
|
|
|
USD |
|
|
|
15,509 |
|
|
|
(234 |
) |
JPMorgan Chase Bank |
|
|
01/10/18 |
|
|
|
NZD |
|
|
|
20,758 |
|
|
|
USD |
|
|
|
14,222 |
|
|
|
(539 |
) |
JPMorgan Chase Bank |
|
|
01/10/18 |
|
|
|
THB |
|
|
|
114,930 |
|
|
|
USD |
|
|
|
3,516 |
|
|
|
(11 |
) |
JPMorgan Chase Bank |
|
|
01/10/18 |
|
|
|
HUF |
|
|
|
579,831 |
|
|
|
USD |
|
|
|
2,188 |
|
|
|
(58 |
) |
JPMorgan Chase Bank |
|
|
01/10/18 |
|
|
|
KRW |
|
|
|
1,835,000 |
|
|
|
USD |
|
|
|
1,686 |
|
|
|
(29 |
) |
JPMorgan Chase Bank |
|
|
01/10/18 |
|
|
|
JPY |
|
|
|
2,817,293 |
|
|
|
USD |
|
|
|
25,310 |
|
|
|
291 |
|
JPMorgan Chase Bank |
|
|
02/07/18 |
|
|
|
EUR |
|
|
|
326 |
|
|
|
USD |
|
|
|
392 |
|
|
|
|
|
JPMorgan Chase Bank |
|
|
02/16/18 |
|
|
|
USD |
|
|
|
485 |
|
|
|
ARS |
|
|
|
8,746 |
|
|
|
(30 |
) |
Montgomery/Bank of America |
|
|
02/02/18 |
|
|
|
USD |
|
|
|
69 |
|
|
|
BRL |
|
|
|
230 |
|
|
|
|
|
Morgan Stanley |
|
|
01/09/18 |
|
|
|
USD |
|
|
|
188 |
|
|
|
EUR |
|
|
|
158 |
|
|
|
2 |
|
Morgan Stanley |
|
|
01/09/18 |
|
|
|
GBP |
|
|
|
442 |
|
|
|
USD |
|
|
|
599 |
|
|
|
1 |
|
Morgan Stanley |
|
|
01/09/18 |
|
|
|
USD |
|
|
|
536 |
|
|
|
JPY |
|
|
|
60,006 |
|
|
|
(4 |
) |
Morgan Stanley |
|
|
01/09/18 |
|
|
|
USD |
|
|
|
586 |
|
|
|
NOK |
|
|
|
4,824 |
|
|
|
4 |
|
Morgan Stanley |
|
|
01/09/18 |
|
|
|
DKK |
|
|
|
1,111 |
|
|
|
USD |
|
|
|
177 |
|
|
|
(2 |
) |
Morgan Stanley |
|
|
01/09/18 |
|
|
|
USD |
|
|
|
2,327 |
|
|
|
SEK |
|
|
|
19,406 |
|
|
|
45 |
|
Morgan Stanley |
|
|
01/09/18 |
|
|
|
NZD |
|
|
|
4,750 |
|
|
|
USD |
|
|
|
3,247 |
|
|
|
(131 |
) |
Morgan Stanley |
|
|
01/09/18 |
|
|
|
SEK |
|
|
|
7,657 |
|
|
|
USD |
|
|
|
916 |
|
|
|
(20 |
) |
Morgan Stanley |
|
|
01/09/18 |
|
|
|
NOK |
|
|
|
7,727 |
|
|
|
USD |
|
|
|
938 |
|
|
|
(7 |
) |
Morgan Stanley |
|
|
01/09/18 |
|
|
|
ZAR |
|
|
|
12,783 |
|
|
|
USD |
|
|
|
929 |
|
|
|
(103 |
) |
Morgan Stanley |
|
|
01/09/18 |
|
|
|
EUR |
|
|
|
23,063 |
|
|
|
USD |
|
|
|
27,447 |
|
|
|
(257 |
) |
Morgan Stanley |
|
|
01/09/18 |
|
|
|
JPY |
|
|
|
30,100 |
|
|
|
USD |
|
|
|
270 |
|
|
|
2 |
|
Morgan Stanley |
|
|
03/12/18 |
|
|
|
EUR |
|
|
|
1,990 |
|
|
|
USD |
|
|
|
2,375 |
|
|
|
(24 |
) |
National Bank of Australia |
|
|
01/09/18 |
|
|
|
USD |
|
|
|
533 |
|
|
|
EUR |
|
|
|
450 |
|
|
|
8 |
|
National Bank of Australia |
|
|
01/09/18 |
|
|
|
EUR |
|
|
|
1,506 |
|
|
|
USD |
|
|
|
1,776 |
|
|
|
(33 |
) |
RBC |
|
|
01/09/18 |
|
|
|
EUR |
|
|
|
120 |
|
|
|
USD |
|
|
|
143 |
|
|
|
(1 |
) |
RBC |
|
|
01/09/18 |
|
|
|
CAD |
|
|
|
16,207 |
|
|
|
USD |
|
|
|
12,567 |
|
|
|
(370 |
) |
RBC |
|
|
02/07/18 |
|
|
|
GBP |
|
|
|
275 |
|
|
|
USD |
|
|
|
372 |
|
|
|
|
|
Scotia Capital |
|
|
01/09/18 |
|
|
|
JPY |
|
|
|
300,821 |
|
|
|
USD |
|
|
|
2,656 |
|
|
|
(16 |
) |
Standard Bank |
|
|
01/18/18 |
|
|
|
USD |
|
|
|
1,872 |
|
|
|
KRW |
|
|
|
2,054,955 |
|
|
|
49 |
|
Standard Chartered |
|
|
01/18/18 |
|
|
|
KRW |
|
|
|
3,024,038 |
|
|
|
USD |
|
|
|
2,670 |
|
|
|
(158 |
) |
State Street |
|
|
01/09/18 |
|
|
|
EUR |
|
|
|
57 |
|
|
|
USD |
|
|
|
67 |
|
|
|
(1 |
) |
State Street |
|
|
01/09/18 |
|
|
|
USD |
|
|
|
67 |
|
|
|
SEK |
|
|
|
570 |
|
|
|
2 |
|
State Street |
|
|
01/09/18 |
|
|
|
NZD |
|
|
|
89 |
|
|
|
USD |
|
|
|
63 |
|
|
|
|
|
State Street |
|
|
01/09/18 |
|
|
|
USD |
|
|
|
173 |
|
|
|
EUR |
|
|
|
145 |
|
|
|
1 |
|
State Street |
|
|
01/09/18 |
|
|
|
USD |
|
|
|
178 |
|
|
|
DKK |
|
|
|
1,111 |
|
|
|
1 |
|
State Street |
|
|
01/09/18 |
|
|
|
GBP |
|
|
|
205 |
|
|
|
USD |
|
|
|
277 |
|
|
|
|
|
State Street |
|
|
01/09/18 |
|
|
|
AUD |
|
|
|
238 |
|
|
|
USD |
|
|
|
186 |
|
|
|
|
|
State Street |
|
|
01/09/18 |
|
|
|
USD |
|
|
|
453 |
|
|
|
CAD |
|
|
|
584 |
|
|
|
13 |
|
State Street |
|
|
01/09/18 |
|
|
|
JPY |
|
|
|
30,650 |
|
|
|
USD |
|
|
|
272 |
|
|
|
|
|
TD Securities |
|
|
01/09/18 |
|
|
|
USD |
|
|
|
264 |
|
|
|
EUR |
|
|
|
220 |
|
|
|
|
|
TD Securities |
|
|
01/09/18 |
|
|
|
NZD |
|
|
|
379 |
|
|
|
USD |
|
|
|
261 |
|
|
|
(8 |
) |
TD Securities |
|
|
01/09/18 |
|
|
|
PLN |
|
|
|
1,101 |
|
|
|
USD |
|
|
|
312 |
|
|
|
(5 |
) |
TD Securities |
|
|
01/09/18 |
|
|
|
USD |
|
|
|
2,328 |
|
|
|
SEK |
|
|
|
19,406 |
|
|
|
43 |
|
TD Securities |
|
|
01/09/18 |
|
|
|
SEK |
|
|
|
6,266 |
|
|
|
USD |
|
|
|
752 |
|
|
|
(14 |
) |
TD Securities |
|
|
01/09/18 |
|
|
|
AUD |
|
|
|
7,116 |
|
|
|
USD |
|
|
|
5,399 |
|
|
|
(167 |
) |
TD Securities |
|
|
01/09/18 |
|
|
|
EUR |
|
|
|
23,762 |
|
|
|
USD |
|
|
|
28,242 |
|
|
|
(302 |
) |
UBS |
|
|
01/09/18 |
|
|
|
CHF |
|
|
|
1,543 |
|
|
|
USD |
|
|
|
1,572 |
|
|
|
(12 |
) |
UBS |
|
|
01/16/18 |
|
|
|
EUR |
|
|
|
14,412 |
|
|
|
USD |
|
|
|
17,006 |
|
|
|
(312 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(3,607 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
International Fixed Income Fund (Continued)
A list of open OTC swap agreements held by the Fund at December 31, 2017, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Default Swaps |
|
Counterparty |
|
Reference Entity/Obligation |
|
|
Buy/Sell
Protection |
|
|
(Pays)/Receives
Rate |
|
|
Payment
Frequency |
|
|
Termination
Date |
|
|
Notional
Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront
Payments/
Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
Credit Suisse |
|
|
CMBX.NA.BB.6 |
|
|
|
Sell |
|
|
|
5.00% |
|
|
|
|
|
|
|
05/11/2063 |
|
|
|
(370) |
|
|
$ |
(88 |
) |
|
$ |
(62 |
) |
|
$ |
(26 |
) |
Credit Suisse |
|
|
CMBX.NA.BB.6 |
|
|
|
Sell |
|
|
|
5.00% |
|
|
|
|
|
|
|
05/11/2063 |
|
|
|
(130) |
|
|
|
(31 |
) |
|
|
(17 |
) |
|
|
(14 |
) |
Credit Suisse |
|
|
CMBX.NA.BB.6 |
|
|
|
Sell |
|
|
|
5.00% |
|
|
|
|
|
|
|
05/11/2063 |
|
|
|
(240) |
|
|
|
(57 |
) |
|
|
(31 |
) |
|
|
(27 |
) |
Credit Suisse |
|
|
CMBX.NA.BBB-.6 |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
|
|
|
|
05/11/2063 |
|
|
|
(373) |
|
|
|
(55 |
) |
|
|
(27 |
) |
|
|
(27 |
) |
Credit Suisse |
|
|
CMBX.NA.BBB-.6 |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
|
|
|
|
05/11/2063 |
|
|
|
(134) |
|
|
|
(20 |
) |
|
|
(8 |
) |
|
|
(11 |
) |
Credit Suisse |
|
|
CMBX.NA.BBB-.6 |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
|
|
|
|
05/11/2063 |
|
|
|
(127) |
|
|
|
(19 |
) |
|
|
(9 |
) |
|
|
(9 |
) |
Deutsche Bank |
|
|
CMBX.NA.BBB-.6 |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
|
|
|
|
05/11/2063 |
|
|
|
(406) |
|
|
|
(59 |
) |
|
|
(30 |
) |
|
|
(30 |
) |
Credit Suisse |
|
|
CMBX.NA.BBB-.6 |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
|
|
|
|
05/11/2063 |
|
|
|
(460) |
|
|
|
(67 |
) |
|
|
(35 |
) |
|
|
(32 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(395 |
) |
|
$ |
(219 |
) |
|
$ |
(176 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open centrally cleared swap agreements held by the Fund at December 31, 2017, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest Rate Swap |
|
Fund Pays |
|
Fund Receives |
|
Payment
Frequency |
|
Termination Date |
|
Currency |
|
Notional
Amount
(Thousands) |
|
|
Value (Thousands) |
|
|
Upfront Payments/ Receipts (Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
6M EURIBOR |
|
0.90% |
|
Semi-Annual |
|
10/30/2027 |
|
EUR |
|
|
11,600 |
|
|
|
$53 |
|
|
|
$ |
|
|
|
$52 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Default Swap |
|
Reference Entity/ Obligation |
|
Buy/Sell Protection |
|
(Pays)/Receives
Rate |
|
Payment
Frequency |
|
Termination Date |
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts (Thousands) |
|
|
Net Unrealized
Appreciation (Depreciation) (Thousands) |
|
Itraxx Europe Series 28 |
|
Sell |
|
1.00% |
|
Quarterly |
|
12/20/2022 |
|
|
$(5,450) |
|
|
|
$177 |
|
|
|
$139 |
|
|
|
$36 |
|
|
Percentages are based on Net Assets of $457,247 ($ Thousands). |
(A) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to
qualified institutions. On December 31, 2017, the value of these securities amounted to $57,433 ($ Thousands), representing 12.56% of the Net Assets of the Fund. |
(B) |
Zero coupon security. The rate shown on the Schedule of Investments is the securitys effective yield at the time of purchase. |
(C) |
Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of
assets. |
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
ILS Israeli New Sheckels
INR Indian
Rupee
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
SEK Swedish Krona
Ser Series
SGD Singapore Dollar
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
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
|
|
17 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
International Fixed Income Fund (Continued)
The following is a list of the level of inputs used as of December 31, 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 |
|
$ |
|
|
|
$ |
430,662 |
|
|
$ |
|
|
|
$ |
430,662 |
|
Mortgage-Backed Securities |
|
|
|
|
|
|
8,733 |
|
|
|
|
|
|
|
8,733 |
|
U.S. Treasury Obligations |
|
|
|
|
|
|
7,024 |
|
|
|
|
|
|
|
7,024 |
|
Corporate Obligations |
|
|
|
|
|
|
6,666 |
|
|
|
|
|
|
|
6,666 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities |
|
$ |
|
|
|
$ |
453,085 |
|
|
$ |
|
|
|
$ |
453,085 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other Financial Instruments |
|
Level 1 |
|
|
Level 2 |
|
|
Level 3 |
|
|
Total |
|
Futures Contracts * |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
$ |
278 |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
278 |
|
Unrealized Depreciation |
|
|
(703 |
) |
|
|
|
|
|
|
|
|
|
|
(703 |
) |
Forwards Contracts * |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
|
|
|
|
1,824 |
|
|
|
|
|
|
|
1,824 |
|
Unrealized Depreciation |
|
|
|
|
|
|
(5,431 |
) |
|
|
|
|
|
|
(5,431 |
) |
OTC Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Default Swaps * |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other Financial Instruments |
|
Level 1 |
|
|
Level 2 |
|
|
Level 3 |
|
|
Total |
|
Unrealized Depreciation |
|
$ |
|
|
|
$ |
(176 |
) |
|
$ |
|
|
|
$ |
(176 |
) |
Centrally Cleared Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Default Swaps * |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
|
|
|
|
36 |
|
|
|
|
|
|
|
36 |
|
Interest Rate Swaps * |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
|
|
|
|
52 |
|
|
|
|
|
|
|
52 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Other Financial Instruments |
|
$ |
(425 |
) |
|
$ |
(3,695 |
) |
|
$ |
|
|
|
$ |
(4,120 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
* Futures contracts, forwards contracts, and swap contracts are valued at the net unrealized appreciation (depreciation) on
the instrument.
For the period ended December 31, 2017, there were no transfers between Level 1 and Level 2 assets and
liabilities.
For the period ended December 31, 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 December 31, 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 |
|
|
$ |
|
|
|
$ |
|
|
|
$(216,361 |
) |
|
|
$177,837 |
|
|
|
$(38,524 |
) |
Maximum potential amount of future payments |
|
|
|
|
|
|
|
|
|
|
2,240,000 |
|
|
|
6,544,345 |
|
|
|
8,784,345 |
|
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 |
|
|
|
|
|
|
|
|
|
|
5,450,000 |
|
|
|
|
|
|
|
|
|
|
|
5,450,000 |
|
> than 400 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,240,000 |
|
|
|
2,240,000 |
|
Total |
|
|
$ |
|
|
|
$ |
|
|
|
$5,450,000 |
|
|
|
$ |
|
|
|
$2,240,000 |
|
|
|
$7,690,000 |
|
[1] If Management uses credit ratings to evaluate the credit risk of an underlying asset, it may use such ratings in its
disclosure by replacing credit spreads by credit ratings.
* The credit spread on the underlying asset is generally indicative of the current
status of the underlying risk of the Fund having to perform. The spread also reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into a contract. Higher credit spreads with a shorter contract
term is indicative of a higher likelihood of performance by the Fund.
|
|
|
18 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
Emerging Markets Debt Fund
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value ($ Thousands) |
|
|
|
|
GLOBAL BONDS 94.0% |
|
|
|
|
|
|
|
|
|
|
|
Argentina 4.6% |
|
|
|
|
|
|
|
|
Adecoagro
|
|
|
|
|
|
|
|
|
6.000%, 09/21/2027 (A) |
|
$ |
785 |
|
|
$ |
778 |
|
Argentina POM Politica Monetaria
|
|
|
|
|
|
|
|
|
28.750%, VAR Argentina Central Bank 7D Repo Ref Rate+0.000%, 06/21/2020 |
|
ARS |
19,380 |
|
|
|
1,105 |
|
Argentina Treasury Bond
|
|
|
|
|
|
|
|
|
2.500%, 07/22/2021 |
|
|
6,000 |
|
|
|
415 |
|
Argentine Bonad Bonds
|
|
|
|
|
|
|
|
|
2.400%, 03/18/2018 |
|
$ |
1,568 |
|
|
|
1,559 |
|
Argentine Bonos del Tesoro
|
|
|
|
|
|
|
|
|
22.750%, 03/05/2018 |
|
ARS |
13,700 |
|
|
|
723 |
|
21.200%, 09/19/2018 |
|
|
27,802 |
|
|
|
1,433 |
|
18.200%, 10/03/2021 |
|
|
21,053 |
|
|
|
1,141 |
|
Argentine Republic Government International Bond
|
|
|
|
|
|
|
|
|
6.625%, 07/06/2028 |
|
$ |
203 |
|
|
|
218 |
|
5.000%, 01/15/2027 |
|
EUR |
2,585 |
|
|
|
3,216 |
|
City of Buenos Aires Argentina
|
|
|
|
|
|
|
|
|
26.661%, VAR 30-35d Argentina BADLAR Private Banks+3.250%, 03/29/2024 |
|
ARS |
17,831 |
|
|
|
923 |
|
Letras del Banco Central de la Republica Argentina (B) |
|
|
|
|
|
|
|
|
5.052%, 02/21/2018 |
|
|
86,440 |
|
|
|
4,396 |
|
4.705%, 05/16/2018 |
|
|
46,937 |
|
|
|
2,251 |
|
4.555%, 07/18/2018 |
|
|
27,705 |
|
|
|
1,272 |
|
4.458%, 08/15/2018 |
|
|
25,817 |
|
|
|
1,164 |
|
Pampa Energia
|
|
|
|
|
|
|
|
|
7.500%, 01/24/2027 (A) |
|
$ |
343 |
|
|
|
376 |
|
7.375%, 07/21/2023 (A) |
|
|
270 |
|
|
|
294 |
|
Provincia de Buenos Aires
|
|
|
|
|
|
|
|
|
7.875%, 06/15/2027 |
|
|
2,762 |
|
|
|
3,065 |
|
5.375%, 01/20/2023 (A) |
|
EUR |
608 |
|
|
|
774 |
|
Provincia de Cordoba
|
|
|
|
|
|
|
|
|
7.125%, 06/10/2021 (A) |
|
$ |
531 |
|
|
|
573 |
|
Provincia del Chaco Argentina
|
|
|
|
|
|
|
|
|
9.375%, 08/18/2024 |
|
|
654 |
|
|
|
691 |
|
Republic of Argentina
|
|
|
|
|
|
|
|
|
8.280%, 12/31/2033 |
|
|
2,426 |
|
|
|
2,803 |
|
8.280%, 12/31/2033 |
|
|
1,655 |
|
|
|
1,951 |
|
7.820%, 12/31/2033 |
|
EUR |
7,012 |
|
|
|
9,755 |
|
7.820%, 12/31/2033 |
|
|
9,698 |
|
|
|
13,604 |
|
7.500%, 04/22/2026 |
|
$ |
5,050 |
|
|
|
5,717 |
|
3.380%, 03/31/2019 (C) |
|
EUR |
564 |
|
|
|
494 |
|
3.380%, 03/31/2019 (C) |
|
|
12,838 |
|
|
|
11,253 |
|
Tecpetrol
|
|
|
|
|
|
|
|
|
4.875%, 12/12/2022 (A) |
|
$ |
691 |
|
|
|
691 |
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value ($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
YPF MTN
|
|
|
|
|
|
|
|
|
25.458%, VAR 30-35d Argentina BADLAR Private Banks+4.000%, 07/07/2020 |
|
$ |
368 |
|
|
$ |
358 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
72,993 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Armenia 0.0% |
|
|
|
|
|
|
|
|
Republic of Armenia
|
|
|
|
|
|
|
|
|
7.150%, 03/26/2025 (A) |
|
|
600 |
|
|
|
684 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Azerbaijan 0.9% |
|
|
|
|
|
|
|
|
Republic of Azerbaijan
|
|
|
|
|
|
|
|
|
4.750%, 03/18/2024 (A)(D) |
|
|
1,360 |
|
|
|
1,404 |
|
Southern Gas Corridor
|
|
|
|
|
|
|
|
|
6.875%, 03/24/2026 |
|
|
3,889 |
|
|
|
4,419 |
|
6.875%, 03/24/2026 (A) |
|
|
1,437 |
|
|
|
1,633 |
|
State Oil of the Azerbaijan Republic
|
|
|
|
|
|
|
|
|
6.950%, 03/18/2030 |
|
|
963 |
|
|
|
1,066 |
|
6.950%, 03/18/2030 |
|
|
1,285 |
|
|
|
1,423 |
|
State Oil of the Azerbaijan Republic MTN
|
|
|
|
|
|
|
|
|
4.750%, 03/13/2023 |
|
|
3,620 |
|
|
|
3,665 |
|
4.750%, 03/13/2023 |
|
|
1,500 |
|
|
|
1,519 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,129 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Bahamas 0.0% |
|
|
|
|
|
|
|
|
Bahamas Government International Bond
|
|
|
|
|
|
|
|
|
6.000%, 11/21/2028 |
|
|
287 |
|
|
|
298 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Bahrain 0.2% |
|
|
|
|
|
|
|
|
Bahrain Government International Bond
|
|
|
|
|
|
|
|
|
7.000%, 10/12/2028 (A) |
|
|
641 |
|
|
|
651 |
|
7.000%, 10/12/2028 |
|
|
679 |
|
|
|
689 |
|
6.750%, 09/20/2029 |
|
|
1,276 |
|
|
|
1,257 |
|
Oil and Gas Holding BSCC
|
|
|
|
|
|
|
|
|
7.500%, 10/25/2027 (A) |
|
|
1,102 |
|
|
|
1,129 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,726 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Belize 0.1% |
|
|
|
|
|
|
|
|
Belize Government International Bond
|
|
|
|
|
|
|
|
|
5.000%, 02/20/2034 (C) |
|
|
2,637 |
|
|
|
1,566 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Bermuda 0.3% |
|
|
|
|
|
|
|
|
Government of Bermuda
|
|
|
|
|
|
|
|
|
4.854%, 02/06/2024 |
|
|
2,580 |
|
|
|
2,794 |
|
3.717%, 01/25/2027 |
|
|
1,321 |
|
|
|
1,336 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,130 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Brazil 8.1% |
|
|
|
|
|
|
|
|
Banco Nacional de Desenvolvimento Economico e Social
|
|
|
|
|
|
|
|
|
6.500%, 06/10/2019 (A) |
|
|
660 |
|
|
|
691 |
|
4.750%, 05/09/2024 (A) |
|
|
848 |
|
|
|
854 |
|
Braskem Finance
|
|
|
|
|
|
|
|
|
5.750%, 04/15/2021 |
|
|
1,797 |
|
|
|
1,905 |
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
|
|
1 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value ($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Brazil Letras do Tesouro Nacional (B) |
|
|
|
|
|
|
|
|
0.676%, 01/01/2019 |
|
BRL |
41,355 |
|
|
$ |
11,672 |
|
0.327%, 01/01/2020 |
|
|
27,000 |
|
|
|
6,974 |
|
0.297%, 07/01/2020 |
|
|
27,974 |
|
|
|
6,867 |
|
0.245%, 07/01/2019 |
|
|
28,025 |
|
|
|
7,602 |
|
Brazil Loan Trust 1
|
|
|
|
|
|
|
|
|
5.477%, 07/24/2023 (A) |
|
$ |
264 |
|
|
|
276 |
|
5.477%, 07/24/2023 |
|
|
300 |
|
|
|
312 |
|
Brazil Minas SPE via State of Minas Gerais
|
|
|
|
|
|
|
|
|
5.333%, 02/15/2028 (A) |
|
|
224 |
|
|
|
227 |
|
5.333%, 02/15/2028 |
|
|
4,191 |
|
|
|
4,243 |
|
5.333%, 02/15/2028 |
|
|
1,176 |
|
|
|
1,191 |
|
Brazil Notas do Tesouro Nacional, Serie F
|
|
|
|
|
|
|
|
|
10.000%, 01/01/2021 |
|
BRL |
44,215 |
|
|
|
13,714 |
|
10.000%, 01/01/2023 |
|
|
71,076 |
|
|
|
21,681 |
|
10.000%, 01/01/2025 |
|
|
44,980 |
|
|
|
13,529 |
|
10.000%, 01/01/2027 |
|
|
18,210 |
|
|
|
5,431 |
|
Brazilian Government International Bond
|
|
|
|
|
|
|
|
|
4.625%, 01/13/2028 |
|
$ |
1,278 |
|
|
|
1,284 |
|
Cosan Luxembourg
|
|
|
|
|
|
|
|
|
7.000%, 01/20/2027 (A) |
|
|
253 |
|
|
|
273 |
|
ESAL GmbH
|
|
|
|
|
|
|
|
|
6.250%, 02/05/2023 (A) |
|
|
104 |
|
|
|
99 |
|
Federal Republic of Brazil
|
|
|
|
|
|
|
|
|
8.250%, 01/20/2034 |
|
|
2,768 |
|
|
|
3,626 |
|
6.000%, 04/07/2026 |
|
|
609 |
|
|
|
680 |
|
5.625%, 01/07/2041 |
|
|
416 |
|
|
|
425 |
|
5.625%, 02/21/2047 |
|
|
679 |
|
|
|
694 |
|
5.000%, 01/27/2045 |
|
|
2,985 |
|
|
|
2,782 |
|
Gol Finance
|
|
|
|
|
|
|
|
|
7.000%, 01/31/2025 (A)(E) |
|
|
443 |
|
|
|
435 |
|
Klabin Finance
|
|
|
|
|
|
|
|
|
5.250%, 07/16/2024 |
|
|
790 |
|
|
|
822 |
|
Marfrig Holdings Europe
|
|
|
|
|
|
|
|
|
8.000%, 06/08/2023 |
|
|
1,100 |
|
|
|
1,147 |
|
Minerva Luxembourg
|
|
|
|
|
|
|
|
|
6.500%, 09/20/2026 |
|
|
1,401 |
|
|
|
1,439 |
|
6.500%, 09/20/2026 (A) |
|
|
2,293 |
|
|
|
2,356 |
|
Nexa Resources
|
|
|
|
|
|
|
|
|
5.375%, 05/04/2027 (A) |
|
|
2,891 |
|
|
|
3,064 |
|
Petrobras Global Finance
|
|
|
|
|
|
|
|
|
8.750%, 05/23/2026 |
|
|
2,741 |
|
|
|
3,275 |
|
7.375%, 01/17/2027 |
|
|
6,155 |
|
|
|
6,777 |
|
6.250%, 03/17/2024 |
|
|
2,199 |
|
|
|
2,333 |
|
Rumo Luxembourg
|
|
|
|
|
|
|
|
|
7.375%, 02/09/2024 (A) |
|
|
898 |
|
|
|
966 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
129,646 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Cameroon 0.1% |
|
|
|
|
|
|
|
|
Republic of Cameroon International Bond
|
|
|
|
|
|
|
|
|
9.500%, 11/19/2025 (A) |
|
|
1,612 |
|
|
|
1,934 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value ($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
|
Chile 1.1% |
|
|
|
|
|
|
|
|
Banco de Credito e Inversiones
|
|
|
|
|
|
|
|
|
3.500%, 10/12/2027 (A) |
|
$ |
1,256 |
|
|
$ |
1,225 |
|
Bonos de la Tesoreria de la Republica en pesos
|
|
|
|
|
|
|
|
|
6.000%, 01/01/2020 |
|
CLP |
80,000 |
|
|
|
141 |
|
6.000%, 01/01/2043 |
|
|
2,825,000 |
|
|
|
5,250 |
|
5.000%, 03/01/2035 |
|
|
1,560,000 |
|
|
|
2,578 |
|
4.500%, 02/28/2021 |
|
|
350,000 |
|
|
|
591 |
|
Celulosa Arauco y Constitucion
|
|
|
|
|
|
|
|
|
5.500%, 11/02/2047 (A) |
|
$ |
249 |
|
|
|
259 |
|
Cencosud
|
|
|
|
|
|
|
|
|
4.375%, 07/17/2027 (A) |
|
|
1,819 |
|
|
|
1,798 |
|
Empresa de Transporte de Pasajeros Metro
|
|
|
|
|
|
|
|
|
5.000%, 01/25/2047 (A) |
|
|
2,000 |
|
|
|
2,191 |
|
Empresa Electrica Angamos
|
|
|
|
|
|
|
|
|
4.875%, 05/25/2029 (A) |
|
|
1,323 |
|
|
|
1,321 |
|
Empresa Nacional del Petroleo
|
|
|
|
|
|
|
|
|
4.500%, 09/14/2047 (A) |
|
|
332 |
|
|
|
318 |
|
4.375%, 10/30/2024 |
|
|
200 |
|
|
|
209 |
|
3.750%, 08/05/2026 |
|
|
640 |
|
|
|
636 |
|
3.750%, 08/05/2026 (A) |
|
|
387 |
|
|
|
384 |
|
Geopark
|
|
|
|
|
|
|
|
|
6.500%, 09/21/2024 (A) |
|
|
492 |
|
|
|
505 |
|
Republic of Chile
|
|
|
|
|
|
|
|
|
5.500%, 08/05/2020 |
|
CLP |
323,000 |
|
|
|
550 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
17,956 |
|
|
|
|
|
|
|
|
|
|
|
|
|
China 0.5% |
|
|
|
|
|
|
|
|
Alibaba Group Holding
|
|
|
|
|
|
|
|
|
4.200%, 12/06/2047 |
|
$ |
310 |
|
|
|
323 |
|
China Evergrande Group
|
|
|
|
|
|
|
|
|
8.750%, 06/28/2025 |
|
|
700 |
|
|
|
726 |
|
China Minmetals
|
|
|
|
|
|
|
|
|
3.750%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.717%, 05/13/2166 |
|
|
1,797 |
|
|
|
1,766 |
|
Chinalco Capital Holdings
|
|
|
|
|
|
|
|
|
4.250%, 04/21/2022 |
|
|
740 |
|
|
|
741 |
|
Huarong Finance 2017 MTN |
|
|
|
|
|
|
|
|
4.250%, 11/07/2027 |
|
|
676 |
|
|
|
667 |
|
4.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+6.983%, 05/07/2166 |
|
|
1,463 |
|
|
|
1,449 |
|
Sinopec Group Overseas Development 2014
|
|
|
|
|
|
|
|
|
4.375%, 04/10/2024 (A) |
|
|
1,033 |
|
|
|
1,096 |
|
Sinopec Group Overseas Development 2017
|
|
|
|
|
|
|
|
|
3.250%, 09/13/2027 (A) |
|
|
1,388 |
|
|
|
1,355 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,123 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Colombia 5.6% |
|
|
|
|
|
|
|
|
Bogota Distrito Capital
|
|
|
|
|
|
|
|
|
9.750%, 07/26/2028 |
|
COP |
370,000 |
|
|
|
132 |
|
|
|
|
2 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value ($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
9.750%, 07/26/2028 (A) |
|
COP |
8,820,000 |
|
|
$ |
3,144 |
|
Colombian TES
|
|
|
|
|
|
|
|
|
11.000%, 07/24/2020 |
|
|
5,925,800 |
|
|
|
2,252 |
|
10.000%, 07/24/2024 |
|
|
34,842,600 |
|
|
|
14,076 |
|
7.750%, 09/18/2030 |
|
|
1,040,700 |
|
|
|
379 |
|
7.500%, 08/26/2026 |
|
|
40,007,000 |
|
|
|
14,279 |
|
7.000%, 09/11/2019 |
|
|
3,623,300 |
|
|
|
1,256 |
|
7.000%, 05/04/2022 |
|
|
29,705,000 |
|
|
|
10,426 |
|
7.000%, 06/30/2032 |
|
|
6,043,000 |
|
|
|
2,046 |
|
5.000%, 11/21/2018 |
|
|
17,813,600 |
|
|
|
5,993 |
|
Ecopetrol
|
|
|
|
|
|
|
|
|
7.375%, 09/18/2043 |
|
$ |
280 |
|
|
|
337 |
|
5.875%, 05/28/2045 |
|
|
4,440 |
|
|
|
4,533 |
|
Emgesa ESP
|
|
|
|
|
|
|
|
|
8.750%, 01/25/2021 |
|
COP |
870,000 |
|
|
|
306 |
|
Empresas Publicas de Medellin ESP
|
|
|
|
|
|
|
|
|
8.375%, 02/01/2021 |
|
|
3,962,000 |
|
|
|
1,370 |
|
8.375%, 11/08/2027 (A) |
|
|
1,760,000 |
|
|
|
606 |
|
7.625%, 09/10/2024 (A) |
|
|
3,116,000 |
|
|
|
1,044 |
|
Financiera de Desarrollo Territorial Findeter
|
|
|
|
|
|
|
|
|
7.875%, 08/12/2024 |
|
|
884,000 |
|
|
|
301 |
|
7.875%, 08/12/2024 (A) |
|
|
1,127,000 |
|
|
|
384 |
|
Republic of Colombia
|
|
|
|
|
|
|
|
|
11.750%, 02/25/2020 |
|
$ |
322 |
|
|
|
384 |
|
9.850%, 06/28/2027 |
|
COP |
1,257,000 |
|
|
|
526 |
|
9.850%, 06/28/2027 |
|
|
3,803,000 |
|
|
|
1,592 |
|
8.125%, 05/21/2024 |
|
$ |
550 |
|
|
|
694 |
|
7.750%, 04/14/2021 |
|
COP |
3,331,000 |
|
|
|
1,184 |
|
7.375%, 09/18/2037 |
|
$ |
1,570 |
|
|
|
2,121 |
|
6.125%, 01/18/2041 |
|
|
3,194 |
|
|
|
3,857 |
|
6.000%, 04/28/2028 |
|
COP |
11,502,900 |
|
|
|
3,697 |
|
5.000%, 06/15/2045 |
|
$ |
4,751 |
|
|
|
5,024 |
|
4.500%, 01/28/2026 |
|
|
1,636 |
|
|
|
1,745 |
|
4.375%, 07/12/2021 |
|
|
3,240 |
|
|
|
3,417 |
|
4.375%, 03/21/2023 |
|
COP |
1,782,000 |
|
|
|
564 |
|
4.375%, 03/21/2023 |
|
|
1,089,000 |
|
|
|
345 |
|
4.000%, 02/26/2024 |
|
$ |
1,644 |
|
|
|
1,705 |
|
3.875%, 04/25/2027 |
|
|
214 |
|
|
|
218 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
89,937 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Costa Rica 1.3% |
|
|
|
|
|
|
|
|
Banco Nacional de Costa Rica
|
|
|
|
|
|
|
|
|
6.250%, 11/01/2023 (A) |
|
|
753 |
|
|
|
796 |
|
5.875%, 04/25/2021 (A) |
|
|
597 |
|
|
|
622 |
|
Costa Rica Government International Bond
|
|
|
|
|
|
|
|
|
7.000%, 04/04/2044 |
|
|
900 |
|
|
|
929 |
|
Instituto Costarricense de Electricidad
|
|
|
|
|
|
|
|
|
6.950%, 11/10/2021 |
|
|
400 |
|
|
|
432 |
|
6.375%, 05/15/2043 |
|
|
250 |
|
|
|
231 |
|
Republic of Costa Rica
|
|
|
|
|
|
|
|
|
7.158%, 03/12/2045 |
|
|
4,436 |
|
|
|
4,658 |
|
7.158%, 03/12/2045 (A) |
|
|
1,237 |
|
|
|
1,299 |
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value ($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
7.158%, 03/12/2045 |
|
$ |
3,436 |
|
|
$ |
3,608 |
|
7.000%, 04/04/2044 (A) |
|
|
4,191 |
|
|
|
4,326 |
|
7.000%, 04/04/2044 |
|
|
2,387 |
|
|
|
2,464 |
|
5.625%, 04/30/2043 |
|
|
510 |
|
|
|
450 |
|
5.625%, 04/30/2043 (A) |
|
|
130 |
|
|
|
114 |
|
4.375%, 04/30/2025 |
|
|
1,720 |
|
|
|
1,660 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
21,589 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Croatia 0.7% |
|
|
|
|
|
|
|
|
Croatia Government International Bond
|
|
|
|
|
|
|
|
|
2.750%, 01/27/2030 |
|
EUR |
2,169 |
|
|
|
2,637 |
|
Government of Croatia
|
|
|
|
|
|
|
|
|
6.000%, 01/26/2024 (A) |
|
$ |
200 |
|
|
|
228 |
|
3.000%, 03/11/2025 |
|
EUR |
5,720 |
|
|
|
7,410 |
|
3.000%, 03/20/2027 |
|
|
1,020 |
|
|
|
1,314 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,589 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Czech Republic 0.2% |
|
|
|
|
|
|
|
|
Czech Republic Government Bond
|
|
|
|
|
|
|
|
|
0.052%, 07/17/2019 |
|
CZK |
70,000 |
|
|
|
3,219 |
|
0.000%, 01/22/2018 |
|
|
2,740 |
|
|
|
129 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,348 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Dominican Republic 1.1% |
|
|
|
|
|
|
|
|
Dominican Republic International Bond
|
|
|
|
|
|
|
|
|
9.040%, 01/23/2018 |
|
$ |
121 |
|
|
|
122 |
|
8.625%, 04/20/2027 |
|
|
1,332 |
|
|
|
1,632 |
|
7.450%, 04/30/2044 |
|
|
451 |
|
|
|
538 |
|
7.450%, 04/30/2044 (A) |
|
|
1,865 |
|
|
|
2,224 |
|
6.875%, 01/29/2026 |
|
|
2,000 |
|
|
|
2,283 |
|
6.875%, 01/29/2026 |
|
|
443 |
|
|
|
506 |
|
6.850%, 01/27/2045 |
|
|
400 |
|
|
|
449 |
|
6.850%, 01/27/2045 |
|
|
200 |
|
|
|
225 |
|
6.850%, 01/27/2045 (A) |
|
|
2,788 |
|
|
|
3,132 |
|
6.600%, 01/28/2024 |
|
|
656 |
|
|
|
735 |
|
5.950%, 01/25/2027 (A) |
|
|
1,308 |
|
|
|
1,413 |
|
5.950%, 01/25/2027 |
|
|
3,089 |
|
|
|
3,336 |
|
5.875%, 04/18/2024 (A) |
|
|
71 |
|
|
|
76 |
|
5.500%, 01/27/2025 |
|
|
690 |
|
|
|
730 |
|
5.500%, 01/27/2025 |
|
|
249 |
|
|
|
264 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
17,665 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Ecuador 0.9% |
|
|
|
|
|
|
|
|
Ecuador Government International Bond
|
|
|
|
|
|
|
|
|
8.875%, 10/23/2027 (D) |
|
|
3,740 |
|
|
|
4,114 |
|
Petroamazonas EP
|
|
|
|
|
|
|
|
|
4.625%, 02/16/2020 (A) |
|
|
380 |
|
|
|
371 |
|
4.625%, 11/06/2020 (A) |
|
|
1,055 |
|
|
|
1,029 |
|
Republic of Ecuador
|
|
|
|
|
|
|
|
|
10.750%, 03/28/2022 (A) |
|
|
428 |
|
|
|
500 |
|
10.500%, 03/24/2020 |
|
|
273 |
|
|
|
302 |
|
9.650%, 12/13/2026 (A) |
|
|
1,275 |
|
|
|
1,463 |
|
9.625%, 06/02/2027 |
|
|
777 |
|
|
|
889 |
|
8.750%, 06/02/2023 |
|
|
660 |
|
|
|
730 |
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
|
|
3 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value ($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
7.950%, 06/20/2024 |
|
$ |
4,875 |
|
|
$ |
5,180 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14,578 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Egypt 1.8% |
|
|
|
|
|
|
|
|
Egypt Government International Bond MTN
|
|
|
|
|
|
|
|
|
8.500%, 01/31/2047 (A) |
|
|
865 |
|
|
|
993 |
|
8.500%, 01/31/2047 |
|
|
10,360 |
|
|
|
11,894 |
|
7.500%, 01/31/2027 (A) |
|
|
249 |
|
|
|
275 |
|
7.500%, 01/31/2027 |
|
|
4,302 |
|
|
|
4,755 |
|
6.125%, 01/31/2022 (A) |
|
|
1,194 |
|
|
|
1,249 |
|
6.125%, 01/31/2022 |
|
|
497 |
|
|
|
520 |
|
Egypt Treasury Bills (B)
|
|
|
|
|
|
|
|
|
3.983%, 01/09/2018 |
|
EGP |
34,875 |
|
|
|
1,956 |
|
3.975%, 01/16/2018 |
|
|
41,075 |
|
|
|
2,296 |
|
3.760%, 07/10/2018 |
|
|
12,000 |
|
|
|
616 |
|
3.110%, 03/20/2018 |
|
|
50,750 |
|
|
|
2,748 |
|
2.949%, 06/19/2018 |
|
|
40,475 |
|
|
|
2,096 |
|
0.000%, 03/27/2018 |
|
|
4,450 |
|
|
|
240 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
29,638 |
|
|
|
|
|
|
|
|
|
|
|
|
|
El Salvador 0.6% |
|
|
|
|
|
|
|
|
El Salvador Government International Bond |
|
|
|
|
|
|
|
|
7.750%, 01/24/2023 |
|
$ |
883 |
|
|
|
968 |
|
Republic of El Salvador
|
|
|
|
|
|
|
|
|
8.625%, 02/28/2029 |
|
|
535 |
|
|
|
626 |
|
8.250%, 04/10/2032 (A) |
|
|
126 |
|
|
|
145 |
|
7.650%, 06/15/2035 |
|
|
126 |
|
|
|
136 |
|
7.650%, 06/15/2035 (D) |
|
|
1,596 |
|
|
|
1,730 |
|
7.625%, 02/01/2041 |
|
|
1,542 |
|
|
|
1,673 |
|
7.375%, 12/01/2019 |
|
|
643 |
|
|
|
680 |
|
6.375%, 01/18/2027 (A) |
|
|
1,121 |
|
|
|
1,141 |
|
6.375%, 01/18/2027 |
|
|
1,650 |
|
|
|
1,679 |
|
6.375%, 01/18/2027 |
|
|
863 |
|
|
|
878 |
|
5.875%, 01/30/2025 |
|
|
210 |
|
|
|
211 |
|
5.875%, 01/30/2025 |
|
|
200 |
|
|
|
201 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,068 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Gabon 0.3% |
|
|
|
|
|
|
|
|
Gabonese Republic |
|
|
|
|
|
|
|
|
6.950%, 06/16/2025 (A) |
|
|
2,104 |
|
|
|
2,181 |
|
6.375%, 12/12/2024 |
|
|
1,315 |
|
|
|
1,332 |
|
6.375%, 12/12/2024 (A) |
|
|
1,470 |
|
|
|
1,490 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,003 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Georgia 0.0% |
|
|
|
|
|
|
|
|
Republic of Georgia |
|
|
|
|
|
|
|
|
6.875%, 04/12/2021 (A) |
|
|
421 |
|
|
|
471 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Ghana 0.8% |
|
|
|
|
|
|
|
|
Republic of Ghana |
|
|
|
|
|
|
|
|
24.750%, 07/19/2021* |
|
GHS |
3,864 |
|
|
|
1,026 |
|
24.500%, 04/22/2019* |
|
|
1,926 |
|
|
|
460 |
|
24.000%, 09/09/2019* |
|
|
963 |
|
|
|
233 |
|
10.750%, 10/14/2030 (D) |
|
$ |
6,504 |
|
|
|
8,947 |
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value ($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
8.125%, 01/18/2026 |
|
$ |
2,050 |
|
|
$ |
2,278 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12,944 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Guatemala 0.0% |
|
|
|
|
|
|
|
|
Comunicaciones Celulares Via Comcel Trust |
|
|
|
|
|
|
|
|
6.875%, 02/06/2024 (A) |
|
|
390 |
|
|
|
403 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Honduras 0.1% |
|
|
|
|
|
|
|
|
Honduras Government International Bond |
|
|
|
|
|
|
|
|
6.250%, 01/19/2027 |
|
|
326 |
|
|
|
348 |
|
6.250%, 01/19/2027 (A) |
|
|
490 |
|
|
|
523 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
871 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Hungary 2.4% |
|
|
|
|
|
|
|
|
Hungary Government International Bond |
|
|
|
|
|
|
|
|
1.750%, 10/10/2027 |
|
EUR |
1,543 |
|
|
|
1,918 |
|
Republic of Hungary |
|
|
|
|
|
|
|
|
7.625%, 03/29/2041 |
|
$ |
7,530 |
|
|
|
11,796 |
|
5.500%, 06/24/2025 |
|
HUF |
566,260 |
|
|
|
2,768 |
|
5.375%, 02/21/2023 |
|
$ |
1,750 |
|
|
|
1,947 |
|
3.000%, 06/26/2024 |
|
HUF |
2,175,150 |
|
|
|
9,224 |
|
3.000%, 10/27/2027 |
|
|
1,262,210 |
|
|
|
5,325 |
|
2.750%, 12/22/2026 |
|
|
162,000 |
|
|
|
671 |
|
1.750%, 10/26/2022 |
|
|
1,201,820 |
|
|
|
4,787 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
38,436 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Indonesia 8.6% |
|
|
|
|
|
|
|
|
Indika Energy |
|
|
|
|
|
|
|
|
5.875%, 11/09/2024 |
|
$ |
330 |
|
|
|
330 |
|
Indika Energy Capital II |
|
|
|
|
|
|
|
|
6.875%, 04/10/2022 |
|
|
45 |
|
|
|
47 |
|
Indo Energy Finance II |
|
|
|
|
|
|
|
|
6.375%, 01/24/2023 |
|
|
745 |
|
|
|
765 |
|
Indonesia Government International Bond |
|
|
|
|
|
|
|
|
4.350%, 01/11/2048 |
|
|
1,429 |
|
|
|
1,450 |
|
Indonesia Treasury Bond |
|
|
|
|
|
|
|
|
8.750%, 05/15/2031 |
|
IDR |
67,036,000 |
|
|
|
5,756 |
|
8.250%, 07/15/2021 |
|
|
10,611,000 |
|
|
|
841 |
|
7.500%, 08/15/2032 |
|
|
30,578,000 |
|
|
|
2,383 |
|
7.500%, 05/15/2038 |
|
|
52,771,000 |
|
|
|
4,074 |
|
Majapahit Holding |
|
|
|
|
|
|
|
|
7.750%, 01/20/2020 |
|
$ |
894 |
|
|
|
978 |
|
Pelabuhan Indonesia III |
|
|
|
|
|
|
|
|
4.875%, 10/01/2024 |
|
|
1,659 |
|
|
|
1,767 |
|
Pertamina Persero |
|
|
|
|
|
|
|
|
6.500%, 05/27/2041 (A) |
|
|
380 |
|
|
|
457 |
|
6.000%, 05/03/2042 |
|
|
340 |
|
|
|
386 |
|
6.000%, 05/03/2042 (A) |
|
|
935 |
|
|
|
1,061 |
|
5.250%, 05/23/2021 (A) |
|
|
921 |
|
|
|
987 |
|
4.875%, 05/03/2022 (A) |
|
|
220 |
|
|
|
234 |
|
Pertamina Persero MTN |
|
|
|
|
|
|
|
|
6.450%, 05/30/2044 |
|
|
439 |
|
|
|
526 |
|
6.450%, 05/30/2044 (A) |
|
|
665 |
|
|
|
796 |
|
5.625%, 05/20/2043 (A) |
|
|
1,434 |
|
|
|
1,560 |
|
|
|
|
4 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value ($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Perusahaan Listrik Negara MTN 5.250%, 10/24/2042 |
|
$ |
1,380 |
|
|
$ |
1,435 |
|
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 |
|
|
136,154,000 |
|
|
|
11,844 |
|
8.500%, 10/12/2035 |
|
$ |
505 |
|
|
|
757 |
|
8.500%, 10/12/2035 |
|
|
525 |
|
|
|
787 |
|
8.375%, 03/15/2024 |
|
IDR |
207,380,000 |
|
|
|
16,994 |
|
8.375%, 09/15/2026 |
|
|
21,071,000 |
|
|
|
1,755 |
|
8.375%, 03/15/2034 |
|
|
95,294,000 |
|
|
|
7,831 |
|
8.250%, 06/15/2032 |
|
|
17,369,000 |
|
|
|
1,422 |
|
8.250%, 05/15/2036 |
|
|
48,584,000 |
|
|
|
3,993 |
|
7.750%, 01/17/2038 |
|
$ |
1,797 |
|
|
|
2,570 |
|
7.000%, 05/15/2022 |
|
IDR |
231,220,000 |
|
|
|
17,724 |
|
7.000%, 05/15/2027 |
|
|
63,300,000 |
|
|
|
4,890 |
|
6.625%, 05/15/2033 |
|
|
35,776,000 |
|
|
|
2,572 |
|
6.625%, 02/17/2037 |
|
$ |
308 |
|
|
|
394 |
|
6.125%, 05/15/2028 |
|
IDR |
26,020,000 |
|
|
|
1,867 |
|
5.625%, 05/15/2023 |
|
|
5,607,000 |
|
|
|
405 |
|
4.875%, 05/05/2021 |
|
$ |
945 |
|
|
|
1,008 |
|
4.350%, 01/08/2027 (A) |
|
|
240 |
|
|
|
254 |
|
3.375%, 07/30/2025 |
|
EUR |
4,919 |
|
|
|
6,667 |
|
Republic of Indonesia MTN |
|
|
|
|
|
|
|
|
11.625%, 03/04/2019 |
|
$ |
1,049 |
|
|
|
1,161 |
|
11.625%, 03/04/2019 |
|
|
80 |
|
|
|
89 |
|
11.625%, 03/04/2019 (A) |
|
|
975 |
|
|
|
1,079 |
|
6.750%, 01/15/2044 (A) |
|
|
183 |
|
|
|
243 |
|
5.875%, 01/15/2024 |
|
|
6,050 |
|
|
|
6,880 |
|
5.875%, 01/15/2024 |
|
|
2,876 |
|
|
|
3,270 |
|
5.250%, 01/17/2042 |
|
|
2,132 |
|
|
|
2,386 |
|
5.125%, 01/15/2045 (A) |
|
|
217 |
|
|
|
240 |
|
4.750%, 01/08/2026 |
|
|
1,044 |
|
|
|
1,134 |
|
4.125%, 01/15/2025 |
|
|
2,611 |
|
|
|
2,711 |
|
4.125%, 01/15/2025 |
|
|
1,331 |
|
|
|
1,382 |
|
3.850%, 07/18/2027 (A) |
|
|
1,098 |
|
|
|
1,126 |
|
3.750%, 06/14/2028 |
|
EUR |
2,675 |
|
|
|
3,702 |
|
3.375%, 04/15/2023 (A) |
|
$ |
1,939 |
|
|
|
1,956 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
137,247 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Iraq 0.9% |
|
|
|
|
|
|
|
|
Iraq International Bond |
|
|
|
|
|
|
|
|
6.752%, 03/09/2023 (A) |
|
|
3,378 |
|
|
|
3,454 |
|
5.800%, 01/15/2028 |
|
|
12,032 |
|
|
|
11,606 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,060 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Ivory Coast 1.1% |
|
|
|
|
|
|
|
|
Ivory Coast Government International Bond |
|
|
|
|
|
|
|
|
6.375%, 03/03/2028 (A) |
|
|
2,198 |
|
|
|
2,322 |
|
6.125%, 06/15/2033 |
|
|
825 |
|
|
|
839 |
|
6.125%, 06/15/2033 (A) |
|
|
450 |
|
|
|
458 |
|
5.750%, 12/31/2032 (A) |
|
|
294 |
|
|
|
293 |
|
5.750%, 12/31/2032 |
|
|
3,036 |
|
|
|
3,030 |
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value ($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
5.750%, 12/31/2032 |
|
$ |
3,413 |
|
|
$ |
3,406 |
|
5.750%, 12/31/2032 |
|
|
3,305 |
|
|
|
3,299 |
|
5.375%, 07/23/2024 (A) |
|
|
1,265 |
|
|
|
1,287 |
|
5.125%, 06/15/2025 (A) |
|
EUR |
930 |
|
|
|
1,216 |
|
5.125%, 06/15/2025 |
|
|
1,450 |
|
|
|
1,895 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
18,045 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Jamaica 0.1% |
|
|
|
|
|
|
|
|
Digicel Group |
|
|
|
|
|
|
|
|
7.125%, 04/01/2022 (A) |
|
$ |
236 |
|
|
|
218 |
|
Government of Jamaica |
|
|
|
|
|
|
|
|
6.750%, 04/28/2028 |
|
|
565 |
|
|
|
640 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
858 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Jordan 0.3% |
|
|
|
|
|
|
|
|
Jordan Government International Bond |
|
|
|
|
|
|
|
|
7.375%, 10/10/2047 |
|
|
1,584 |
|
|
|
1,650 |
|
7.375%, 10/10/2047 (A) |
|
|
1,601 |
|
|
|
1,668 |
|
6.125%, 01/29/2026 |
|
|
1,102 |
|
|
|
1,134 |
|
5.750%, 01/31/2027 |
|
|
1,100 |
|
|
|
1,091 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,543 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Kazakhstan 1.3% |
|
|
|
|
|
|
|
|
Development Bank of Kazakhstan |
|
|
|
|
|
|
|
|
4.125%, 12/10/2022 |
|
|
770 |
|
|
|
792 |
|
KazAgro National Management Holding JSC MTN |
|
|
|
|
|
|
|
|
4.625%, 05/24/2023 (A) |
|
|
349 |
|
|
|
354 |
|
4.625%, 05/24/2023 |
|
|
4,595 |
|
|
|
4,658 |
|
Kazakhstan Temir Zholy Finance |
|
|
|
|
|
|
|
|
6.950%, 07/10/2042 (A) |
|
|
250 |
|
|
|
293 |
|
Kazakhstan Temir Zholy National JSC |
|
|
|
|
|
|
|
|
4.850%, 11/17/2027 (A) |
|
|
953 |
|
|
|
993 |
|
KazMunayGas National MTN |
|
|
|
|
|
|
|
|
6.375%, 04/09/2021 (A) |
|
|
1,660 |
|
|
|
1,811 |
|
6.375%, 04/09/2021 |
|
|
1,960 |
|
|
|
2,138 |
|
KazMunayGas National JSC |
|
|
|
|
|
|
|
|
5.750%, 04/19/2047 (A) |
|
|
2,165 |
|
|
|
2,307 |
|
KazTransGas JSC |
|
|
|
|
|
|
|
|
4.375%, 09/26/2027 (A) |
|
|
1,216 |
|
|
|
1,221 |
|
Republic of Kazakhstan MTN |
|
|
|
|
|
|
|
|
6.500%, 07/21/2045 |
|
|
4,350 |
|
|
|
5,581 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
20,148 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Kenya 0.1% |
|
|
|
|
|
|
|
|
Kenya Government International Bond |
|
|
|
|
|
|
|
|
6.875%, 06/24/2024 |
|
|
473 |
|
|
|
503 |
|
6.875%, 06/24/2024 (A) |
|
|
543 |
|
|
|
578 |
|
5.875%, 06/24/2019 (A) |
|
|
805 |
|
|
|
830 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,911 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Malaysia 4.0% |
|
|
|
|
|
|
|
|
1MDB Energy |
|
|
|
|
|
|
|
|
5.990%, 05/11/2022 |
|
|
1,000 |
|
|
|
1,081 |
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
|
|
5 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value ($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
1MDB Global Investments
|
|
|
|
|
|
|
|
|
4.400%, 03/09/2023 |
|
$ |
9,600 |
|
|
$ |
9,314 |
|
Malaysia Government Bond
|
|
|
|
|
|
|
|
|
5.248%, 09/15/2028 |
|
MYR |
1,050 |
|
|
|
278 |
|
4.935%, 09/30/2043 |
|
|
2,200 |
|
|
|
547 |
|
4.392%, 04/15/2026 |
|
|
7,081 |
|
|
|
1,786 |
|
4.378%, 11/29/2019 |
|
|
5,218 |
|
|
|
1,319 |
|
4.254%, 05/31/2035 |
|
|
1,827 |
|
|
|
434 |
|
4.240%, 02/07/2018 |
|
|
12,260 |
|
|
|
3,034 |
|
4.232%, 06/30/2031 |
|
|
9,200 |
|
|
|
2,239 |
|
4.181%, 07/15/2024 |
|
|
4,186 |
|
|
|
1,048 |
|
4.160%, 07/15/2021 |
|
|
20 |
|
|
|
5 |
|
3.955%, 09/15/2025 |
|
|
7,520 |
|
|
|
1,846 |
|
3.892%, 03/15/2027 |
|
|
1,369 |
|
|
|
331 |
|
3.800%, 08/17/2023 |
|
|
23,695 |
|
|
|
5,858 |
|
3.795%, 09/30/2022 |
|
|
3,500 |
|
|
|
867 |
|
3.759%, 03/15/2019 |
|
|
32,541 |
|
|
|
8,106 |
|
3.659%, 10/15/2020 |
|
|
1,419 |
|
|
|
354 |
|
3.654%, 10/31/2019 |
|
|
7,740 |
|
|
|
1,931 |
|
3.620%, 11/30/2021 |
|
|
7,443 |
|
|
|
1,848 |
|
3.580%, 09/28/2018 |
|
|
10,330 |
|
|
|
2,567 |
|
3.502%, 05/31/2027 |
|
|
1,050 |
|
|
|
244 |
|
3.492%, 03/31/2020 |
|
|
26,554 |
|
|
|
6,604 |
|
3.480%, 03/15/2023 |
|
|
2,858 |
|
|
|
695 |
|
3.418%, 08/15/2022 |
|
|
4,289 |
|
|
|
1,047 |
|
3.260%, 03/01/2018 |
|
|
30,170 |
|
|
|
7,460 |
|
Malaysia Government Investment Issue |
|
|
|
|
|
|
|
|
4.070%, 09/30/2026 |
|
|
11,606 |
|
|
|
2,834 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
63,677 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Mauritius 0.1% |
|
|
|
|
|
|
|
|
Liquid Telecommunications Financing |
|
|
|
|
|
|
|
|
8.500%, 07/13/2022 (A) |
|
$ |
1,286 |
|
|
|
1,355 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Mexico 9.4% |
|
|
|
|
|
|
|
|
Alfa |
|
|
|
|
|
|
|
|
6.875%, 03/25/2044 |
|
|
1,750 |
|
|
|
1,881 |
|
America Movil |
|
|
|
|
|
|
|
|
7.125%, 12/09/2024 |
|
MXN |
18,110 |
|
|
|
865 |
|
6.000%, 06/09/2019 |
|
|
12,420 |
|
|
|
613 |
|
Axtel |
|
|
|
|
|
|
|
|
6.375%, 11/14/2024 (A)(E) |
|
$ |
480 |
|
|
|
495 |
|
Banco Inbursa Institucion de Banca Multiple |
|
|
|
|
|
|
|
|
4.375%, 04/11/2027 (A) |
|
|
573 |
|
|
|
574 |
|
Banco Nacional de Comercio Exterior SNC |
|
|
|
|
|
|
|
|
3.800%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.000%, 08/11/2026 |
|
|
536 |
|
|
|
536 |
|
3.800%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.000%, 08/11/2026 (A) |
|
|
1,852 |
|
|
|
1,852 |
|
Comision Federal de Electricidad |
|
|
|
|
|
|
|
|
7.350%, 11/25/2025 |
|
MXN |
39,785 |
|
|
|
1,857 |
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value ($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
5.750%, 02/14/2042 (A) |
|
$ |
500 |
|
|
$ |
528 |
|
4.750%, 02/23/2027 (A) |
|
|
658 |
|
|
|
689 |
|
Elementia |
|
|
|
|
|
|
|
|
5.500%, 01/15/2025 |
|
|
670 |
|
|
|
690 |
|
Mexican Bonos |
|
|
|
|
|
|
|
|
7.750%, 11/23/2034 |
|
MXN |
68,570 |
|
|
|
3,503 |
|
7.750%, 11/13/2042 |
|
|
79,410 |
|
|
|
4,034 |
|
7.500%, 06/03/2027 |
|
|
55,584 |
|
|
|
2,808 |
|
6.500%, 06/09/2022 |
|
|
115,609 |
|
|
|
5,656 |
|
5.750%, 03/05/2026 |
|
|
87,650 |
|
|
|
3,960 |
|
5.000%, 12/11/2019 |
|
|
127,973 |
|
|
|
6,226 |
|
4.750%, 06/14/2018 |
|
|
10,801 |
|
|
|
545 |
|
Mexican Bonos, Ser M |
|
|
|
|
|
|
|
|
6.500%, 06/10/2021 |
|
|
132,097 |
|
|
|
6,521 |
|
Mexican Bonos, Ser M10 |
|
|
|
|
|
|
|
|
8.500%, 12/13/2018 |
|
|
107,689 |
|
|
|
5,543 |
|
Mexican Bonos, Ser M20 |
|
|
|
|
|
|
|
|
10.000%, 12/05/2024 |
|
|
589,855 |
|
|
|
33,982 |
|
8.500%, 05/31/2029 |
|
|
18,031 |
|
|
|
976 |
|
8.000%, 12/07/2023 |
|
|
11,575 |
|
|
|
601 |
|
7.750%, 05/29/2031 |
|
|
68,443 |
|
|
|
3,500 |
|
Mexican Bonos, Ser M30 |
|
|
|
|
|
|
|
|
10.000%, 11/20/2036 |
|
|
32,263 |
|
|
|
2,012 |
|
8.500%, 11/18/2038 |
|
|
66,465 |
|
|
|
3,642 |
|
Mexico Cetes |
|
|
|
|
|
|
|
|
7.221%, 06/21/2018 (B) |
|
|
577,300 |
|
|
|
2,849 |
|
Mexico City Airport Trust |
|
|
|
|
|
|
|
|
5.500%, 07/31/2047 (A) |
|
$ |
2,551 |
|
|
|
2,519 |
|
Mexico Government International Bond |
|
|
|
|
|
|
|
|
4.600%, 02/10/2048 |
|
|
520 |
|
|
|
514 |
|
Petroleos Mexicanos |
|
|
|
|
|
|
|
|
9.500%, 09/15/2027 |
|
|
169 |
|
|
|
225 |
|
7.470%, 11/12/2026 |
|
MXN |
133,879 |
|
|
|
6,020 |
|
7.190%, 09/12/2024 |
|
|
163,872 |
|
|
|
7,440 |
|
6.625%, 06/15/2035 |
|
$ |
4,931 |
|
|
|
5,268 |
|
6.625%, 06/15/2038 |
|
|
2,088 |
|
|
|
2,172 |
|
6.500%, 03/13/2027 (A) |
|
|
1,795 |
|
|
|
1,962 |
|
6.375%, 01/23/2045 |
|
|
807 |
|
|
|
811 |
|
5.625%, 01/23/2046 |
|
|
489 |
|
|
|
453 |
|
4.875%, 01/24/2022 |
|
|
1,341 |
|
|
|
1,398 |
|
4.500%, 01/23/2026 |
|
|
643 |
|
|
|
642 |
|
4.250%, 01/15/2025 |
|
|
450 |
|
|
|
447 |
|
Petroleos Mexicanos MTN |
|
|
|
|
|
|
|
|
6.750%, 09/21/2047 |
|
|
3,523 |
|
|
|
3,678 |
|
6.750%, 09/21/2047 |
|
|
2,631 |
|
|
|
2,746 |
|
6.750%, 09/21/2047 (A) |
|
|
103 |
|
|
|
108 |
|
6.500%, 03/13/2027 (A) |
|
|
196 |
|
|
|
214 |
|
6.375%, 01/23/2045 (A) |
|
|
806 |
|
|
|
810 |
|
5.625%, 01/23/2046 (A) |
|
|
800 |
|
|
|
741 |
|
4.875%, 02/21/2028 |
|
EUR |
3,822 |
|
|
|
5,093 |
|
4.625%, 09/21/2023 (A) |
|
$ |
1,185 |
|
|
|
1,219 |
|
4.250%, 01/15/2025 |
|
|
2,450 |
|
|
|
2,435 |
|
|
|
|
6 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value ($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Trust F/1401
|
|
|
|
|
|
|
|
|
6.950%, 01/30/2044 |
|
$ |
1,920 |
|
|
$ |
2,088 |
|
United Mexican States MTN
|
|
|
|
|
|
|
|
|
5.750%, 10/12/2110 |
|
|
3,818 |
|
|
|
4,066 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
150,007 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Mongolia 0.6% |
|
|
|
|
|
|
|
|
Mongolia Government International Bond
|
|
|
|
|
|
|
|
|
5.625%, 05/01/2023 |
|
|
3,595 |
|
|
|
3,627 |
|
Mongolia Government International Bond MTN |
|
|
|
|
|
|
|
|
10.875%, 04/06/2021 (A) |
|
|
1,205 |
|
|
|
1,415 |
|
8.750%, 03/09/2024 |
|
|
3,150 |
|
|
|
3,627 |
|
Trade & Development Bank of Mongolia MTN
|
|
|
|
|
|
|
|
|
9.375%, 05/19/2020 |
|
|
350 |
|
|
|
383 |
|
9.375%, 05/19/2020 (A) |
|
|
355 |
|
|
|
389 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,441 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Montenegro 0.0% |
|
|
|
|
|
|
|
|
Republic of Montenegro |
|
|
|
|
|
|
|
|
5.750%, 03/10/2021 (A) |
|
EUR |
551 |
|
|
|
729 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Morocco 0.5% |
|
|
|
|
|
|
|
|
Morocco Government International Bond |
|
|
|
|
|
|
|
|
3.500%, 06/19/2024 |
|
|
3,580 |
|
|
|
4,804 |
|
OCP
|
|
|
|
|
|
|
|
|
6.875%, 04/25/2044 |
|
$ |
1,325 |
|
|
|
1,520 |
|
5.625%, 04/25/2024 (A) |
|
|
1,900 |
|
|
|
2,035 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,359 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Netherlands 0.1% |
|
|
|
|
|
|
|
|
IHS Netherlands Holdco BV |
|
|
|
|
|
|
|
|
9.500%, 10/27/2021 (A) |
|
|
406 |
|
|
|
437 |
|
Marfrig Holdings Europe BV
|
|
|
|
|
|
|
|
|
8.000%, 06/08/2023 (A) |
|
|
470 |
|
|
|
490 |
|
VTR Finance BV
|
|
|
|
|
|
|
|
|
6.875%, 01/15/2024 |
|
|
400 |
|
|
|
422 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,349 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Nigeria 1.4% |
|
|
|
|
|
|
|
|
Nigeria Government International Bond |
|
|
|
|
|
|
|
|
7.875%, 02/16/2032 (A) |
|
|
488 |
|
|
|
551 |
|
7.875%, 02/16/2032 |
|
|
5,382 |
|
|
|
6,078 |
|
5.625%, 06/27/2022 |
|
|
1,200 |
|
|
|
1,244 |
|
Nigeria Government International Bond MTN |
|
|
|
|
|
|
|
|
7.625%, 11/28/2047 (A) |
|
|
959 |
|
|
|
1,029 |
|
6.500%, 11/28/2027 |
|
|
2,150 |
|
|
|
2,240 |
|
6.500%, 11/28/2027 (A) |
|
|
1,663 |
|
|
|
1,733 |
|
Nigeria OMO Bill (B) |
|
|
|
|
|
|
|
|
59.705%, 06/07/2018 |
|
NGN |
109,380 |
|
|
|
285 |
|
52.681%, 08/23/2018 |
|
|
523,379 |
|
|
|
1,317 |
|
Nigeria Treasury Bill |
|
|
|
|
|
|
|
|
7813.899%, 04/05/2018 (B) |
|
|
494,646 |
|
|
|
1,323 |
|
6717.506%, 04/12/2018 |
|
|
875,814 |
|
|
|
2,336 |
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value ($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
77.621%, 08/02/2018 (B) |
|
NGN |
1,495,300 |
|
|
$ |
3,794 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
21,930 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Oman 0.4% |
|
|
|
|
|
|
|
|
Oman Government International Bond |
|
|
|
|
|
|
|
|
6.500%, 03/08/2047 (A) |
|
$ |
2,100 |
|
|
|
2,103 |
|
6.500%, 03/08/2047 |
|
|
1,556 |
|
|
|
1,558 |
|
5.375%, 03/08/2027 (A) |
|
|
422 |
|
|
|
426 |
|
4.750%, 06/15/2026 (A) |
|
|
237 |
|
|
|
230 |
|
3.625%, 06/15/2021 |
|
|
1,326 |
|
|
|
1,326 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,643 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Pakistan 0.1% |
|
|
|
|
|
|
|
|
Pakistan Government International Bond |
|
|
|
|
|
|
|
|
8.250%, 09/30/2025 |
|
|
1,000 |
|
|
|
1,110 |
|
6.875%, 12/05/2027 |
|
|
269 |
|
|
|
270 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,380 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Panama 0.1% |
|
|
|
|
|
|
|
|
Republic of Panama |
|
|
|
|
|
|
|
|
9.375%, 04/01/2029 |
|
|
630 |
|
|
|
954 |
|
8.125%, 04/28/2034 |
|
|
478 |
|
|
|
662 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,616 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Paraguay 0.1% |
|
|
|
|
|
|
|
|
Republic of Paraguay |
|
|
|
|
|
|
|
|
6.100%, 08/11/2044 (A) |
|
|
906 |
|
|
|
1,033 |
|
4.625%, 01/25/2023 |
|
|
300 |
|
|
|
314 |
|
Telefonica Celular del Paraguay |
|
|
|
|
|
|
|
|
6.750%, 12/13/2022 |
|
|
200 |
|
|
|
205 |
|
6.750%, 12/13/2022 |
|
|
200 |
|
|
|
205 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,757 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Peru 1.8% |
|
|
|
|
|
|
|
|
Abengoa Transmision Sur |
|
|
|
|
|
|
|
|
6.875%, 04/30/2043 (A) |
|
|
273 |
|
|
|
302 |
|
Cerro del Aguila |
|
|
|
|
|
|
|
|
4.125%, 08/16/2027 (A) |
|
|
723 |
|
|
|
714 |
|
Fondo MIVIVIENDA |
|
|
|
|
|
|
|
|
7.000%, 02/14/2024 (A) |
|
PEN |
3,704 |
|
|
|
1,219 |
|
Peru Enhanced Pass-Through Finance (B) |
|
|
|
|
|
|
|
|
5.981%, 05/31/2018 |
|
$ |
13 |
|
|
|
13 |
|
5.948%, 05/31/2018 (A) |
|
|
36 |
|
|
|
36 |
|
Petroleos del Peru |
|
|
|
|
|
|
|
|
5.625%, 06/19/2047 (A) |
|
|
366 |
|
|
|
384 |
|
4.750%, 06/19/2032 (A) |
|
|
613 |
|
|
|
620 |
|
Republic of Peru |
|
|
|
|
|
|
|
|
8.200%, 08/12/2026 |
|
PEN |
16,008 |
|
|
|
6,085 |
|
6.950%, 08/12/2031 |
|
|
1,675 |
|
|
|
590 |
|
6.950%, 08/12/2031 |
|
|
4,795 |
|
|
|
1,688 |
|
6.900%, 08/12/2037 |
|
|
2,094 |
|
|
|
726 |
|
6.900%, 08/12/2037 |
|
|
4,723 |
|
|
|
1,638 |
|
6.850%, 02/12/2042 |
|
|
613 |
|
|
|
205 |
|
6.350%, 08/12/2028 |
|
|
1,570 |
|
|
|
530 |
|
6.350%, 08/12/2028 |
|
|
2,061 |
|
|
|
696 |
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
|
|
7 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value ($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
6.350%, 08/12/2028 (A) |
|
PEN |
1,465 |
|
|
$ |
495 |
|
6.150%, 08/12/2032 (A) |
|
|
12,024 |
|
|
|
3,946 |
|
5.700%, 08/12/2024 (A) |
|
|
5,999 |
|
|
|
1,997 |
|
5.700%, 08/12/2024 |
|
|
285 |
|
|
|
95 |
|
3.750%, 03/01/2030 |
|
EUR |
4,468 |
|
|
|
6,532 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
28,511 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Philippines 0.1% |
|
|
|
|
|
|
|
|
Republic of Philippines
|
|
|
|
|
|
|
|
|
3.900%, 11/26/2022 |
|
PHP |
45,000 |
|
|
|
893 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Poland 3.4% |
|
|
|
|
|
|
|
|
Republic of Poland
|
|
|
|
|
|
|
|
|
5.750%, 04/25/2029 |
|
PLN |
2,550 |
|
|
|
913 |
|
4.000%, 10/25/2023 |
|
|
1,875 |
|
|
|
575 |
|
3.250%, 07/25/2025 |
|
|
21,204 |
|
|
|
6,153 |
|
2.750%, 08/25/2023 |
|
|
5,611 |
|
|
|
2,098 |
|
2.500%, 07/25/2026 |
|
|
37,016 |
|
|
|
10,075 |
|
2.500%, 07/25/2027 |
|
|
37,782 |
|
|
|
10,173 |
|
2.250%, 04/25/2022 |
|
|
14,160 |
|
|
|
4,036 |
|
2.000%, 04/25/2021 |
|
|
4,980 |
|
|
|
1,422 |
|
1.750%, 07/25/2021 |
|
|
18,700 |
|
|
|
5,285 |
|
0.071%, 10/25/2018 (B) |
|
|
10,800 |
|
|
|
3,069 |
|
0.065%, 04/25/2019 (B) |
|
|
4,780 |
|
|
|
1,347 |
|
Republic of Poland, Ser 0922
|
|
|
|
|
|
|
|
|
5.750%, 09/23/2022 |
|
|
29,152 |
|
|
|
9,576 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
54,722 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Qatar 0.7% |
|
|
|
|
|
|
|
|
Ooredoo International Finance MTN |
|
|
|
|
|
|
|
|
3.750%, 06/22/2026 |
|
$ |
750 |
|
|
|
744 |
|
State of Qatar |
|
|
|
|
|
|
|
|
9.750%, 06/15/2030 |
|
|
2,637 |
|
|
|
4,095 |
|
4.500%, 01/20/2022 (A) |
|
|
1,730 |
|
|
|
1,822 |
|
3.250%, 06/02/2026 (A) |
|
|
5,122 |
|
|
|
4,989 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,650 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Romania 0.1% |
|
|
|
|
|
|
|
|
Government of Romania |
|
|
|
|
|
|
|
|
4.750%, 02/24/2025 |
|
RON |
545 |
|
|
|
145 |
|
Government of Romania MTN |
|
|
|
|
|
|
|
|
3.875%, 10/29/2035 |
|
EUR |
1,430 |
|
|
|
1,884 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,029 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Russia 6.1% |
|
|
|
|
|
|
|
|
Credit Bank of Moscow Via CBOM Finance |
|
|
|
|
|
|
|
|
5.875%, 11/07/2021 (A) |
|
$ |
1,116 |
|
|
|
1,159 |
|
Gazprom OAO Via Gaz Capital |
|
|
|
|
|
|
|
|
4.250%, 04/06/2024 |
|
GBP |
1,660 |
|
|
|
2,322 |
|
GTLK Europe DAC |
|
|
|
|
|
|
|
|
5.950%, 07/19/2021 |
|
$ |
270 |
|
|
|
285 |
|
Petropavlovsk 2016 |
|
|
|
|
|
|
|
|
8.125%, 11/14/2022 (A) |
|
|
730 |
|
|
|
715 |
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value ($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Ritekro (F) |
|
|
|
|
|
|
|
|
16.617%, 11/07/2022 (B) |
|
$ |
914 |
|
|
$ |
543 |
|
Rusal Capital DAC |
|
|
|
|
|
|
|
|
5.125%, 02/02/2022 |
|
|
860 |
|
|
|
878 |
|
Russian Federal Bond - OFZ |
|
|
|
|
|
|
|
|
8.150%, 02/03/2027 |
|
RUB |
665,794 |
|
|
|
12,178 |
|
7.750%, 09/16/2026 |
|
|
847,871 |
|
|
|
15,068 |
|
7.700%, 03/23/2033 |
|
|
104,976 |
|
|
|
1,833 |
|
7.600%, 04/14/2021 |
|
|
487,263 |
|
|
|
8,836 |
|
7.600%, 07/20/2022 |
|
|
281,338 |
|
|
|
5,029 |
|
7.050%, 01/19/2028 |
|
|
632,052 |
|
|
|
10,673 |
|
7.000%, 01/25/2023 |
|
|
192,545 |
|
|
|
3,346 |
|
7.000%, 08/16/2023 |
|
|
300,364 |
|
|
|
5,217 |
|
6.800%, 12/11/2019 |
|
|
273,614 |
|
|
|
4,758 |
|
6.700%, 05/15/2019 |
|
|
512,614 |
|
|
|
8,906 |
|
6.400%, 05/27/2020 |
|
|
94,750 |
|
|
|
1,629 |
|
0.000%, 11/24/2021 (C) |
|
|
22,770 |
|
|
|
391 |
|
Russian Foreign Bond - Eurobond |
|
|
|
|
|
|
|
|
5.625%, 04/04/2042 |
|
$ |
2,200 |
|
|
|
2,464 |
|
5.250%, 06/23/2047 |
|
|
3,200 |
|
|
|
3,348 |
|
Russian Railways Via RZD Capital |
|
|
|
|
|
|
|
|
7.487%, 03/25/2031 |
|
GBP |
1,300 |
|
|
|
2,238 |
|
Sberbank of Russia Via SB Capital |
|
|
|
|
|
|
|
|
5.500%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.023%, 02/26/2024 (A) |
|
$ |
2,292 |
|
|
|
2,327 |
|
SCF Capital Designated Activity |
|
|
|
|
|
|
|
|
5.375%, 06/16/2023 (A) |
|
|
729 |
|
|
|
755 |
|
Vnesheconombank Via VEB Finance |
|
|
|
|
|
|
|
|
6.902%, 07/09/2020 |
|
|
1,310 |
|
|
|
1,414 |
|
6.800%, 11/22/2025 (A) |
|
|
150 |
|
|
|
171 |
|
6.800%, 11/22/2025 |
|
|
580 |
|
|
|
661 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
97,144 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Senegal 0.1% |
|
|
|
|
|
|
|
|
Senegal Government International Bond |
|
|
|
|
|
|
|
|
6.250%, 05/23/2033 (A) |
|
|
2,136 |
|
|
|
2,254 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Serbia 0.5% |
|
|
|
|
|
|
|
|
Republic of Serbia |
|
|
|
|
|
|
|
|
7.250%, 09/28/2021 (A) |
|
|
200 |
|
|
|
229 |
|
7.250%, 09/28/2021 |
|
|
6,592 |
|
|
|
7,536 |
|
4.875%, 02/25/2020 |
|
|
200 |
|
|
|
208 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,973 |
|
|
|
|
|
|
|
|
|
|
|
|
|
South Africa 6.9% |
|
|
|
|
|
|
|
|
Eskom Holdings |
|
|
|
|
|
|
|
|
7.125%, 02/11/2025 (A) |
|
|
951 |
|
|
|
971 |
|
7.125%, 02/11/2025 |
|
|
1,750 |
|
|
|
1,788 |
|
Republic of South Africa |
|
|
|
|
|
|
|
|
10.500%, 12/21/2026 |
|
ZAR |
329,249 |
|
|
|
29,704 |
|
9.000%, 01/31/2040 |
|
|
90,265 |
|
|
|
6,785 |
|
8.875%, 02/28/2035 |
|
|
57,020 |
|
|
|
4,329 |
|
|
|
|
8 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value ($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
8.750%, 01/31/2044 |
|
ZAR |
47,197 |
|
|
$ |
3,432 |
|
8.750%, 02/28/2048 |
|
|
141,837 |
|
|
|
10,388 |
|
8.500%, 01/31/2037 |
|
|
102,252 |
|
|
|
7,429 |
|
8.250%, 03/31/2032 |
|
|
42,171 |
|
|
|
3,118 |
|
8.000%, 01/31/2030 |
|
|
87,465 |
|
|
|
6,466 |
|
7.250%, 01/15/2020 |
|
|
5,600 |
|
|
|
452 |
|
7.000%, 02/28/2031 |
|
|
114,021 |
|
|
|
7,669 |
|
6.750%, 03/31/2021 |
|
|
38,863 |
|
|
|
3,066 |
|
6.500%, 02/28/2041 |
|
|
39,901 |
|
|
|
2,275 |
|
6.250%, 03/31/2036 |
|
|
169,696 |
|
|
|
9,863 |
|
5.875%, 09/16/2025 |
|
$ |
1,413 |
|
|
|
1,538 |
|
5.650%, 09/27/2047 |
|
|
2,126 |
|
|
|
2,170 |
|
4.875%, 04/14/2026 |
|
|
3,609 |
|
|
|
3,689 |
|
Republic of South Africa Government International Bond
|
|
|
|
|
|
|
|
|
4.850%, 09/27/2027 |
|
|
3,338 |
|
|
|
3,373 |
|
Stillwater Mining
|
|
|
|
|
|
|
|
|
7.125%, 06/27/2025 (A) |
|
|
636 |
|
|
|
654 |
|
Transnet SOC MTN
|
|
|
|
|
|
|
|
|
9.500%, 05/13/2021 (A) |
|
ZAR |
13,360 |
|
|
|
1,052 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
110,211 |
|
|
|
|
|
|
|
|
|
|
|
|
|
South Korea 0.1% |
|
|
|
|
|
|
|
|
Korea Housing Finance
|
|
|
|
|
|
|
|
|
3.000%, 10/31/2022 (A) |
|
$ |
908 |
|
|
|
901 |
|
Kyobo Life Insurance
|
|
|
|
|
|
|
|
|
3.950%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+2.091%, 07/24/2047 (A) |
|
|
548 |
|
|
|
557 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,458 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Sri Lanka 0.8% |
|
|
|
|
|
|
|
|
Republic of Sri Lanka |
|
|
|
|
|
|
|
|
11.750%, 06/15/2027 |
|
LKR |
230,000 |
|
|
|
1,638 |
|
11.500%, 12/15/2021 |
|
|
230,000 |
|
|
|
1,585 |
|
6.850%, 11/03/2025 |
|
$ |
3,599 |
|
|
|
3,971 |
|
6.825%, 07/18/2026 |
|
|
500 |
|
|
|
550 |
|
6.825%, 07/18/2026 (A) |
|
|
909 |
|
|
|
1,000 |
|
6.250%, 07/27/2021 |
|
|
853 |
|
|
|
907 |
|
6.200%, 05/11/2027 |
|
|
745 |
|
|
|
787 |
|
5.875%, 07/25/2022 (A) |
|
|
1,869 |
|
|
|
1,970 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12,408 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Supra-National 0.6% |
|
|
|
|
|
|
|
|
Banque Ouest Africaine de Developpement |
|
|
|
|
|
|
|
|
5.000%, 07/27/2027 (A) |
|
|
865 |
|
|
|
897 |
|
European Investment Bank MTN |
|
|
|
|
|
|
|
|
8.500%, 09/17/2024 |
|
ZAR |
9,200 |
|
|
|
757 |
|
7.200%, 07/09/2019 |
|
IDR |
31,560,000 |
|
|
|
2,366 |
|
Inter-American Development Bank MTN |
|
|
|
|
|
|
|
|
7.875%, 03/14/2023 |
|
|
50,880,000 |
|
|
|
4,019 |
|
7.350%, 09/12/2018 |
|
|
20,140,000 |
|
|
|
1,502 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,541 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value ($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
|
Thailand 1.0% |
|
|
|
|
|
|
|
|
Bank of Thailand Bill (B) |
|
|
|
|
|
|
|
|
1.233%, 03/02/2018 |
|
THB |
39,350 |
|
|
$ |
1,204 |
|
1.188%, 01/04/2018 |
|
|
30,000 |
|
|
|
920 |
|
Thailand Government Bond |
|
|
|
|
|
|
|
|
5.670%, 03/13/2028 |
|
|
3,000 |
|
|
|
118 |
|
5.125%, 03/13/2018 |
|
|
61,000 |
|
|
|
1,886 |
|
4.875%, 06/22/2029 |
|
|
22,000 |
|
|
|
828 |
|
3.875%, 06/13/2019 |
|
|
68,000 |
|
|
|
2,159 |
|
3.650%, 06/20/2031 |
|
|
67,500 |
|
|
|
2,281 |
|
3.625%, 06/16/2023 |
|
|
55,000 |
|
|
|
1,834 |
|
3.400%, 06/17/2036 |
|
|
58,500 |
|
|
|
1,919 |
|
2.550%, 06/26/2020 |
|
|
40,000 |
|
|
|
1,258 |
|
1.875%, 06/17/2022 |
|
|
57,000 |
|
|
|
1,756 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16,163 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Tunisia 0.1% |
|
|
|
|
|
|
|
|
Banque Centrale de Tunisie |
|
|
|
|
|
|
|
|
5.625%, 02/17/2024 |
|
EUR |
700 |
|
|
|
884 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Turkey 5.5% |
|
|
|
|
|
|
|
|
Export Credit Bank of Turkey |
|
|
|
|
|
|
|
|
5.875%, 04/24/2019 (A) |
|
$ |
200 |
|
|
|
205 |
|
5.375%, 10/24/2023 (A) |
|
|
1,033 |
|
|
|
1,044 |
|
5.000%, 09/23/2021 (A) |
|
|
538 |
|
|
|
545 |
|
Export Credit Bank of Turkey MTN |
|
|
|
|
|
|
|
|
5.375%, 02/08/2021 (A) |
|
|
896 |
|
|
|
916 |
|
Hazine Mustesarligi Varlik Kiralama |
|
|
|
|
|
|
|
|
5.004%, 04/06/2023 |
|
|
1,221 |
|
|
|
1,243 |
|
Republic of Turkey |
|
|
|
|
|
|
|
|
11.875%, 01/15/2030 |
|
|
1,600 |
|
|
|
2,515 |
|
10.700%, 02/17/2021 |
|
TRY |
9,044 |
|
|
|
2,274 |
|
10.600%, 02/11/2026 |
|
|
13,409 |
|
|
|
3,286 |
|
10.500%, 01/15/2020 |
|
|
2,360 |
|
|
|
596 |
|
10.400%, 03/20/2024 |
|
|
2,250 |
|
|
|
552 |
|
9.500%, 01/12/2022 |
|
|
8,610 |
|
|
|
2,078 |
|
9.400%, 07/08/2020 |
|
|
22,531 |
|
|
|
5,532 |
|
9.200%, 09/22/2021 |
|
|
28,554 |
|
|
|
6,851 |
|
9.000%, 07/24/2024 |
|
|
9,803 |
|
|
|
2,271 |
|
8.800%, 11/14/2018 |
|
|
570 |
|
|
|
145 |
|
8.500%, 07/10/2019 |
|
|
2,790 |
|
|
|
692 |
|
8.500%, 09/14/2022 |
|
|
4,370 |
|
|
|
1,016 |
|
8.300%, 06/20/2018 |
|
|
2,011 |
|
|
|
518 |
|
7.400%, 02/05/2020 |
|
|
10,971 |
|
|
|
2,607 |
|
7.375%, 02/05/2025 |
|
$ |
5,525 |
|
|
|
6,362 |
|
7.100%, 03/08/2023 |
|
TRY |
6,560 |
|
|
|
1,424 |
|
7.000%, 03/11/2019 |
|
$ |
784 |
|
|
|
819 |
|
7.000%, 06/05/2020 |
|
|
2,190 |
|
|
|
2,363 |
|
6.875%, 03/17/2036 |
|
|
1,020 |
|
|
|
1,137 |
|
6.750%, 04/03/2018 |
|
|
1,374 |
|
|
|
1,388 |
|
6.750%, 05/30/2040 |
|
|
1,480 |
|
|
|
1,628 |
|
6.625%, 02/17/2045 |
|
|
1,643 |
|
|
|
1,772 |
|
6.000%, 03/25/2027 |
|
|
5,687 |
|
|
|
6,055 |
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
|
|
9 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value ($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
5.750%, 03/22/2024 |
|
$ |
333 |
|
|
$ |
352 |
|
5.750%, 05/11/2047 |
|
|
4,494 |
|
|
|
4,382 |
|
5.125%, 03/25/2022 (D) |
|
|
573 |
|
|
|
594 |
|
4.875%, 10/09/2026 |
|
|
310 |
|
|
|
306 |
|
4.250%, 04/14/2026 |
|
|
1,521 |
|
|
|
1,450 |
|
3.000%, 08/02/2023 |
|
TRY |
5,302 |
|
|
|
2,054 |
|
Republic of Turkey MTN
|
|
|
|
|
|
|
|
|
3.250%, 06/14/2025 |
|
EUR |
2,536 |
|
|
|
3,085 |
|
TC Ziraat Bankasi
|
|
|
|
|
|
|
|
|
4.250%, 07/03/2019 (A) |
|
$ |
940 |
|
|
|
939 |
|
TC Ziraat Bankasi MTN
|
|
|
|
|
|
|
|
|
5.125%, 05/03/2022 (A) |
|
|
1,063 |
|
|
|
1,054 |
|
5.125%, 09/29/2023 (A) |
|
|
655 |
|
|
|
638 |
|
4.750%, 04/29/2021 (A) |
|
|
561 |
|
|
|
555 |
|
Turk Telekomunikasyon
|
|
|
|
|
|
|
|
|
4.875%, 06/19/2024 |
|
|
1,750 |
|
|
|
1,778 |
|
Turkey Government Bond
|
|
|
|
|
|
|
|
|
11.100%, 05/15/2019 |
|
TRY |
4,370 |
|
|
|
1,122 |
|
11.000%, 03/02/2022 |
|
|
15,840 |
|
|
|
4,023 |
|
11.000%, 02/24/2027 |
|
|
13,119 |
|
|
|
3,310 |
|
Turkiye Garanti Bankasi |
|
|
|
|
|
|
|
|
6.125%, VAR USD Swap Semi 30/360 5 Year Curr+4.220%, 05/24/2027 (A) |
|
$ |
1,808 |
|
|
|
1,805 |
|
Turkiye Is Bankasi
|
|
|
|
|
|
|
|
|
7.000%, VAR USD Swap Semi 30/360 5 Year Curr+5.117%, 06/29/2028 (A) |
|
|
270 |
|
|
|
270 |
|
Turkiye Is Bankasi MTN |
|
|
|
|
|
|
|
|
6.125%, 04/25/2024 |
|
|
2,080 |
|
|
|
2,097 |
|
Yapi ve Kredi Bankasi MTN
|
|
|
|
|
|
|
|
|
5.850%, 06/21/2024 (A) |
|
|
429 |
|
|
|
429 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
88,077 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Ukraine 3.0% |
|
|
|
|
|
|
|
|
Government of Ukraine |
|
|
|
|
|
|
|
|
7.750%, 09/01/2020 (A) |
|
|
4,220 |
|
|
|
4,469 |
|
7.750%, 09/01/2021 (A) |
|
|
4,220 |
|
|
|
4,492 |
|
7.750%, 09/01/2022 (A) |
|
|
4,854 |
|
|
|
5,161 |
|
7.750%, 09/01/2023 (A) |
|
|
768 |
|
|
|
815 |
|
7.750%, 09/01/2024 |
|
|
2,633 |
|
|
|
2,771 |
|
7.750%, 09/01/2024 (A) |
|
|
730 |
|
|
|
768 |
|
7.750%, 09/01/2025 (A) |
|
|
4,527 |
|
|
|
4,722 |
|
7.750%, 09/01/2025 |
|
|
1,567 |
|
|
|
1,634 |
|
7.750%, 09/01/2026 (A) |
|
|
1,601 |
|
|
|
1,653 |
|
7.750%, 09/01/2026 |
|
|
5,151 |
|
|
|
5,319 |
|
7.750%, 09/01/2027 (A) |
|
|
3,843 |
|
|
|
3,967 |
|
7.750%, 09/01/2027 |
|
|
1,910 |
|
|
|
1,971 |
|
7.375%, 09/25/2032 (A) |
|
|
5,166 |
|
|
|
5,077 |
|
3.294%, 05/31/2040 (B) |
|
|
106 |
|
|
|
58 |
|
2.979%, 05/31/2040 (A)(G) |
|
|
6,746 |
|
|
|
3,712 |
|
Ukreximbank Via Biz Finance |
|
|
|
|
|
|
|
|
9.625%, 04/27/2022 (A) |
|
|
1,711 |
|
|
|
1,827 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
48,416 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value ($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
|
United Arab Emirates 0.2% |
|
|
|
|
|
|
|
|
Abu Dhabi Crude Oil Pipeline |
|
|
|
|
|
|
|
|
4.600%, 11/02/2047 (A) |
|
$ |
1,248 |
|
|
$ |
1,284 |
|
3.650%, 11/02/2029 (A) |
|
|
1,247 |
|
|
|
1,238 |
|
MAF Global Securities |
|
|
|
|
|
|
|
|
5.500%, VAR USD Swap Semi 30/360 5 Year Curr+3.476%, 12/29/2049 |
|
|
870 |
|
|
|
887 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,409 |
|
|
|
|
|
|
|
|
|
|
|
|
|
United Kingdom 0.1% |
|
|
|
|
|
|
|
|
Tullow Oil |
|
|
|
|
|
|
|
|
6.250%, 04/15/2022 |
|
|
543 |
|
|
|
545 |
|
Vedanta Resources |
|
|
|
|
|
|
|
|
6.125%, 08/09/2024 (A) |
|
|
488 |
|
|
|
498 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,043 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Uruguay 0.9% |
|
|
|
|
|
|
|
|
Republic of Uruguay |
|
|
|
|
|
|
|
|
9.875%, 06/20/2022 (A) |
|
UYU |
31,830 |
|
|
|
1,168 |
|
8.500%, 03/15/2028 (A) |
|
|
174,514 |
|
|
|
6,060 |
|
5.100%, 06/18/2050 |
|
$ |
3,117 |
|
|
|
3,459 |
|
4.375%, 10/27/2027 |
|
|
2,738 |
|
|
|
2,932 |
|
4.125%, 11/20/2045 (D) |
|
|
346 |
|
|
|
347 |
|
Uruguay Government International Bond |
|
|
|
|
|
|
|
|
9.875%, 06/20/2022 |
|
UYU |
8,520 |
|
|
|
313 |
|
Uruguay Monetary Regulation Bill |
|
|
|
|
|
|
|
|
2.600%, 02/14/2018 (B) |
|
|
15,398 |
|
|
|
530 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14,809 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Venezuela 0.5% |
|
|
|
|
|
|
|
|
Petroleos de Venezuela |
|
|
|
|
|
|
|
|
6.000%, 05/16/2024 (H) |
|
$ |
7,785 |
|
|
|
1,754 |
|
6.000%, 05/16/2024 (H) |
|
|
10,332 |
|
|
|
2,328 |
|
6.000%, 11/15/2026 (H) |
|
|
4,446 |
|
|
|
974 |
|
5.500%, 04/12/2037 (H) |
|
|
740 |
|
|
|
176 |
|
5.375%, 04/12/2027 (H) |
|
|
4,364 |
|
|
|
1,014 |
|
Republic of Venezuela |
|
|
|
|
|
|
|
|
8.250%, 10/13/2024 (H) |
|
|
1,404 |
|
|
|
281 |
|
7.750%, 10/13/2019 (H) |
|
|
6,270 |
|
|
|
1,411 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,938 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Zambia 0.6% |
|
|
|
|
|
|
|
|
Republic of Zambia |
|
|
|
|
|
|
|
|
8.970%, 07/30/2027 |
|
|
3,961 |
|
|
|
4,452 |
|
8.500%, 04/14/2024 (A) |
|
|
3,819 |
|
|
|
4,217 |
|
5.375%, 09/20/2022 (A) |
|
|
105 |
|
|
|
103 |
|
5.375%, 09/20/2022 |
|
|
642 |
|
|
|
626 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,398 |
|
|
|
|
|
|
|
|
|
|
Total Global Bonds (Cost $1,480,799) ($ Thousands) |
|
|
|
|
|
|
1,507,711 |
|
|
|
|
|
|
|
|
|
|
|
|
|
10 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value ($ Thousands) |
|
|
AFFILIATED PARTNERSHIP 0.6% |
|
SEI Liquidity Fund, L.P.
|
|
|
|
|
|
|
|
|
1.350% **(I) |
|
|
9,443,860 |
|
|
$ |
9,446 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
|
Market Value ($ Thousands) |
|
|
AFFILIATED PARTNERSHIP (continued) |
|
Total Affiliated Partnership (Cost $9,443) ($ Thousands) |
|
|
|
|
|
$ |
9,446 |
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities 94.6% (Cost $1,490,242) ($ Thousands) |
|
|
|
|
|
$ |
1,517,157 |
|
|
|
|
|
|
|
|
|
|
A list of the open futures contracts
held by the Fund at December 31, 2017, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Type of Contract |
|
Number of Contracts Long/(Short) |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
Unrealized Appreciation (Depreciation) (Thousands) |
|
Euro-Bob |
|
|
(122 |
) |
|
|
Mar-2018 |
|
|
$ |
(19,086 |
) |
|
$ |
(19,281 |
) |
|
$ |
7 |
|
Euro-Bund |
|
|
(18 |
) |
|
|
Mar-2018 |
|
|
|
(3,481 |
) |
|
|
(3,495 |
) |
|
|
27 |
|
Euro-Bund |
|
|
(221 |
) |
|
|
Mar-2018 |
|
|
|
(42,579 |
) |
|
|
(42,906 |
) |
|
|
351 |
|
Euro-Buxl 30 Year Bond |
|
|
(39 |
) |
|
|
Mar-2018 |
|
|
|
(7,699 |
) |
|
|
(7,674 |
) |
|
|
138 |
|
JSE Bond Future R207 |
|
|
149 |
|
|
|
Feb-2018 |
|
|
|
1,086 |
|
|
|
1,208 |
|
|
|
6 |
|
Long Gilt 10-Year Bond |
|
|
(21 |
) |
|
|
Mar-2018 |
|
|
|
(3,489 |
) |
|
|
(3,555 |
) |
|
|
(21 |
) |
U.S. 10-Year Treasury Note |
|
|
127 |
|
|
|
Mar-2018 |
|
|
|
15,840 |
|
|
|
15,754 |
|
|
|
(86 |
) |
U.S. 2-Year Treasury Note |
|
|
(100 |
) |
|
|
Mar-2018 |
|
|
|
(21,451 |
) |
|
|
(21,411 |
) |
|
|
40 |
|
U.S. 5-Year Treasury Note |
|
|
(267 |
) |
|
|
Mar-2018 |
|
|
|
(31,149 |
) |
|
|
(31,016 |
) |
|
|
133 |
|
U.S. 5-Year Treasury Note |
|
|
(62 |
) |
|
|
Mar-2018 |
|
|
|
(7,235 |
) |
|
|
(7,202 |
) |
|
|
33 |
|
U.S. Ultra Long Treasury Bond |
|
|
8 |
|
|
|
Mar-2018 |
|
|
|
1,334 |
|
|
|
1,341 |
|
|
|
7 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(117,909 |
) |
|
$ |
(118,236 |
) |
|
$ |
635 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open forward foreign currency contracts held by the Fund at December 31, 2017, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver (Thousands) |
|
|
|
|
|
Currency to Receive (Thousands) |
|
|
Unrealized Appreciation (Depreciation) ($ Thousands) |
|
Brown Brothers Harriman |
|
01/09/18 |
|
|
USD |
|
|
|
1,492 |
|
|
|
RUB |
|
|
|
88,468 |
|
|
|
43 |
|
Citigroup |
|
01/09/18 - 01/24/18 |
|
|
RUB |
|
|
|
134,208 |
|
|
|
USD |
|
|
|
2,282 |
|
|
|
(46) |
|
Citigroup |
|
01/10/18 - 01/24/18 |
|
|
USD |
|
|
|
7,036 |
|
|
|
BRL |
|
|
|
22,592 |
|
|
|
(232) |
|
Citigroup |
|
01/11/18 |
|
|
TRY |
|
|
|
10,000 |
|
|
|
USD |
|
|
|
2,567 |
|
|
|
(64) |
|
Citigroup |
|
01/11/18 - 01/17/18 |
|
|
USD |
|
|
|
17,897 |
|
|
|
TRY |
|
|
|
69,562 |
|
|
|
386 |
|
Citigroup |
|
06/20/18 - 09/19/18 |
|
|
USD |
|
|
|
15,929 |
|
|
|
TRY |
|
|
|
60,813 |
|
|
|
(929) |
|
Citigroup |
|
01/12/18 - 03/21/18 |
|
|
USD |
|
|
|
21,923 |
|
|
|
CLP |
|
|
|
13,737,828 |
|
|
|
428 |
|
Citigroup |
|
01/12/18 - 03/21/18 |
|
|
HUF |
|
|
|
692,318 |
|
|
|
EUR |
|
|
|
2,212 |
|
|
|
(24) |
|
Citigroup |
|
01/17/18 |
|
|
CNY |
|
|
|
9,860 |
|
|
|
USD |
|
|
|
1,478 |
|
|
|
(35) |
|
Citigroup |
|
01/17/18 - 06/20/18 |
|
|
USD |
|
|
|
17,219 |
|
|
|
EGP |
|
|
|
329,975 |
|
|
|
980 |
|
Citigroup |
|
01/18/18 |
|
|
USD |
|
|
|
3,066 |
|
|
|
INR |
|
|
|
199,045 |
|
|
|
50 |
|
Citigroup |
|
01/19/18 |
|
|
MYR |
|
|
|
1,682 |
|
|
|
USD |
|
|
|
398 |
|
|
|
(18) |
|
Citigroup |
|
01/19/18 |
|
|
USD |
|
|
|
395 |
|
|
|
THB |
|
|
|
13,071 |
|
|
|
6 |
|
Citigroup |
|
02/16/18 - 03/21/18 |
|
|
USD |
|
|
|
41,837 |
|
|
|
THB |
|
|
|
1,359,592 |
|
|
|
(32) |
|
Citigroup |
|
01/19/18 - 03/22/18 |
|
|
ZAR |
|
|
|
169,059 |
|
|
|
USD |
|
|
|
12,779 |
|
|
|
(783) |
|
Citigroup |
|
01/19/18 |
|
|
COP |
|
|
|
19,364,314 |
|
|
|
USD |
|
|
|
6,467 |
|
|
|
(14) |
|
Citigroup |
|
01/24/18 - 03/21/18 |
|
|
USD |
|
|
|
22,692 |
|
|
|
RUB |
|
|
|
1,356,599 |
|
|
|
633 |
|
Citigroup |
|
01/25/18 |
|
|
IDR |
|
|
|
91,227,339 |
|
|
|
USD |
|
|
|
6,716 |
|
|
|
(15) |
|
Citigroup |
|
01/29/18 |
|
|
MXN |
|
|
|
323,578 |
|
|
|
USD |
|
|
|
17,248 |
|
|
|
796 |
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
|
|
11 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver (Thousands) |
|
|
|
|
|
Currency to Receive (Thousands) |
|
|
Unrealized Appreciation (Depreciation) ($ Thousands) |
|
Citigroup |
|
01/31/18 - 02/15/18 |
|
|
USD |
|
|
|
7,930 |
|
|
|
CZK |
|
|
|
170,909 |
|
|
|
134 |
|
Citigroup |
|
01/31/18 - 03/21/18 |
|
|
CLP |
|
|
|
5,476,962 |
|
|
|
USD |
|
|
|
8,500 |
|
|
|
(412) |
|
Citigroup |
|
02/06/18 |
|
|
EUR |
|
|
|
4,185 |
|
|
|
CZK |
|
|
|
106,784 |
|
|
|
2 |
|
Citigroup |
|
02/08/18 - 03/21/18 |
|
|
USD |
|
|
|
28,479 |
|
|
|
PLN |
|
|
|
101,012 |
|
|
|
607 |
|
Citigroup |
|
02/14/18 |
|
|
USD |
|
|
|
224 |
|
|
|
MXN |
|
|
|
4,294 |
|
|
|
(6) |
|
Citigroup |
|
03/21/18 |
|
|
PLN |
|
|
|
1,120 |
|
|
|
USD |
|
|
|
317 |
|
|
|
(5) |
|
Citigroup |
|
03/21/18 |
|
|
USD |
|
|
|
1,157 |
|
|
|
RON |
|
|
|
4,530 |
|
|
|
7 |
|
Citigroup |
|
03/21/18 |
|
|
PEN |
|
|
|
1,560 |
|
|
|
USD |
|
|
|
480 |
|
|
|
|
|
Citigroup |
|
03/21/18 |
|
|
USD |
|
|
|
1,996 |
|
|
|
ARS |
|
|
|
36,638 |
|
|
|
(122) |
|
Citigroup |
|
03/21/18 |
|
|
SGD |
|
|
|
15,161 |
|
|
|
USD |
|
|
|
11,255 |
|
|
|
(108) |
|
Citigroup |
|
03/21/18 |
|
|
CZK |
|
|
|
183,740 |
|
|
|
USD |
|
|
|
8,613 |
|
|
|
(76) |
|
Citigroup |
|
03/21/18 |
|
|
INR |
|
|
|
718,780 |
|
|
|
USD |
|
|
|
11,033 |
|
|
|
(159) |
|
Citigroup |
|
03/22/18 |
|
|
USD |
|
|
|
15,221 |
|
|
|
ZAR |
|
|
|
200,233 |
|
|
|
773 |
|
Citigroup |
|
09/27/18 |
|
|
CZK |
|
|
|
75,516 |
|
|
|
EUR |
|
|
|
2,942 |
|
|
|
(15) |
|
Goldman Sachs |
|
01/03/18 - 02/05/18 |
|
|
EUR |
|
|
|
1,856 |
|
|
|
USD |
|
|
|
2,224 |
|
|
|
(7) |
|
Goldman Sachs |
|
01/10/18 - 02/09/18 |
|
|
USD |
|
|
|
850 |
|
|
|
BRL |
|
|
|
2,801 |
|
|
|
(8) |
|
Goldman Sachs |
|
01/11/18 - 01/29/18 |
|
|
USD |
|
|
|
5,677 |
|
|
|
TRY |
|
|
|
22,496 |
|
|
|
228 |
|
Goldman Sachs |
|
09/19/18 |
|
|
USD |
|
|
|
11,365 |
|
|
|
TRY |
|
|
|
42,911 |
|
|
|
(898) |
|
Goldman Sachs |
|
01/11/18 - 01/29/18 |
|
|
TRY |
|
|
|
112,914 |
|
|
|
USD |
|
|
|
28,952 |
|
|
|
(709) |
|
Goldman Sachs |
|
01/12/18 |
|
|
EUR |
|
|
|
6,785 |
|
|
|
HUF |
|
|
|
2,116,201 |
|
|
|
46 |
|
Goldman Sachs |
|
01/12/18 - 03/21/18 |
|
|
HUF |
|
|
|
1,801,147 |
|
|
|
EUR |
|
|
|
5,764 |
|
|
|
(51) |
|
Goldman Sachs |
|
01/17/18 |
|
|
USD |
|
|
|
11,044 |
|
|
|
KRW |
|
|
|
12,512,160 |
|
|
|
655 |
|
Goldman Sachs |
|
01/17/18 |
|
|
USD |
|
|
|
21,782 |
|
|
|
CNY |
|
|
|
144,325 |
|
|
|
370 |
|
Goldman Sachs |
|
01/17/18 - 03/21/18 |
|
|
CNY |
|
|
|
45,994 |
|
|
|
USD |
|
|
|
6,932 |
|
|
|
(126) |
|
Goldman Sachs |
|
01/17/18 |
|
|
KRW |
|
|
|
1,758,052 |
|
|
|
USD |
|
|
|
1,620 |
|
|
|
(24) |
|
Goldman Sachs |
|
01/19/18 |
|
|
USD |
|
|
|
490 |
|
|
|
MYR |
|
|
|
2,000 |
|
|
|
4 |
|
Goldman Sachs |
|
01/25/18 - 02/07/18 |
|
|
EUR |
|
|
|
6,252 |
|
|
|
PLN |
|
|
|
26,553 |
|
|
|
123 |
|
Goldman Sachs |
|
01/29/18 - 03/22/18 |
|
|
USD |
|
|
|
8,755 |
|
|
|
ZAR |
|
|
|
123,265 |
|
|
|
1,139 |
|
Goldman Sachs |
|
01/29/18 - 03/22/18 |
|
|
ZAR |
|
|
|
419,883 |
|
|
|
USD |
|
|
|
31,645 |
|
|
|
(1,913) |
|
Goldman Sachs |
|
01/31/18 - 03/21/18 |
|
|
USD |
|
|
|
8,231 |
|
|
|
CLP |
|
|
|
5,262,028 |
|
|
|
331 |
|
Goldman Sachs |
|
02/06/18 - 12/20/18 |
|
|
EUR |
|
|
|
30,978 |
|
|
|
CZK |
|
|
|
808,675 |
|
|
|
854 |
|
Goldman Sachs |
|
02/06/18 - 03/21/18 |
|
|
IDR |
|
|
|
36,687,393 |
|
|
|
USD |
|
|
|
2,685 |
|
|
|
(16) |
|
Goldman Sachs |
|
02/07/18 - 03/21/18 |
|
|
USD |
|
|
|
3,024 |
|
|
|
MXN |
|
|
|
57,876 |
|
|
|
(96) |
|
Goldman Sachs |
|
02/14/18 - 03/21/18 |
|
|
MXN |
|
|
|
637,954 |
|
|
|
USD |
|
|
|
33,245 |
|
|
|
1,075 |
|
Goldman Sachs |
|
02/16/18 - 03/16/18 |
|
|
USD |
|
|
|
3,543 |
|
|
|
RUB |
|
|
|
209,902 |
|
|
|
73 |
|
Goldman Sachs |
|
02/20/18 |
|
|
EUR |
|
|
|
4,015 |
|
|
|
RON |
|
|
|
18,556 |
|
|
|
(64) |
|
Goldman Sachs |
|
03/02/18 - 03/06/18 |
|
|
BRL |
|
|
|
43,560 |
|
|
|
USD |
|
|
|
13,062 |
|
|
|
9 |
|
Goldman Sachs |
|
03/16/18 |
|
|
RUB |
|
|
|
116,000 |
|
|
|
USD |
|
|
|
1,915 |
|
|
|
(80) |
|
Goldman Sachs |
|
03/21/18 |
|
|
USD |
|
|
|
677 |
|
|
|
COP |
|
|
|
2,033,824 |
|
|
|
1 |
|
Goldman Sachs |
|
03/21/18 |
|
|
USD |
|
|
|
988 |
|
|
|
IDR |
|
|
|
13,563,955 |
|
|
|
10 |
|
Goldman Sachs |
|
03/21/18 |
|
|
USD |
|
|
|
2,113 |
|
|
|
RON |
|
|
|
8,270 |
|
|
|
12 |
|
Goldman Sachs |
|
03/21/18 |
|
|
GBP |
|
|
|
3,250 |
|
|
|
USD |
|
|
|
4,405 |
|
|
|
(1) |
|
Goldman Sachs |
|
03/21/18 |
|
|
USD |
|
|
|
7,205 |
|
|
|
EUR |
|
|
|
6,038 |
|
|
|
78 |
|
Goldman Sachs |
|
03/21/18 |
|
|
PEI |
|
|
|
14,204 |
|
|
|
USD |
|
|
|
4,377 |
|
|
|
6 |
|
Goldman Sachs |
|
03/21/18 |
|
|
PHP |
|
|
|
566,098 |
|
|
|
USD |
|
|
|
11,147 |
|
|
|
(185) |
|
Goldman Sachs |
|
03/21/18 |
|
|
HUF |
|
|
|
2,992,388 |
|
|
|
USD |
|
|
|
11,272 |
|
|
|
(365) |
|
Goldman Sachs |
|
06/20/18 |
|
|
USD |
|
|
|
2,416 |
|
|
|
CZK |
|
|
|
54,000 |
|
|
|
149 |
|
|
|
|
12 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver (Thousands) |
|
|
|
|
|
Currency to Receive (Thousands) |
|
|
Unrealized Appreciation (Depreciation) ($ Thousands) |
|
Goldman Sachs |
|
12/20/18 |
|
|
CZK |
|
|
|
152,011 |
|
|
|
EUR |
|
|
|
5,834 |
|
|
|
(148) |
|
JPMorgan Chase Bank |
|
01/03/18 - 02/05/18 |
|
|
USD |
|
|
|
17,446 |
|
|
|
EUR |
|
|
|
14,715 |
|
|
|
256 |
|
JPMorgan Chase Bank |
|
01/03/18 - 03/02/18 |
|
|
USD |
|
|
|
27,512 |
|
|
|
BRL |
|
|
|
90,659 |
|
|
|
(323) |
|
JPMorgan Chase Bank |
|
01/03/18 - 03/02/18 |
|
|
BRL |
|
|
|
34,526 |
|
|
|
USD |
|
|
|
10,434 |
|
|
|
56 |
|
JPMorgan Chase Bank |
|
01/03/18 - 03/05/18 |
|
|
EUR |
|
|
|
65,464 |
|
|
|
USD |
|
|
|
77,874 |
|
|
|
(862) |
|
JPMorgan Chase Bank |
|
01/10/18 |
|
|
USD |
|
|
|
2,537 |
|
|
|
RON |
|
|
|
9,942 |
|
|
|
21 |
|
JPMorgan Chase Bank |
|
01/10/18 - 03/06/18 |
|
|
USD |
|
|
|
7,942 |
|
|
|
BRL |
|
|
|
25,410 |
|
|
|
(297) |
|
JPMorgan Chase Bank |
|
01/10/18 |
|
|
USD |
|
|
|
11,477 |
|
|
|
TRY |
|
|
|
45,988 |
|
|
|
627 |
|
JPMorgan Chase Bank |
|
01/10/18 |
|
|
TRY |
|
|
|
19,193 |
|
|
|
USD |
|
|
|
4,917 |
|
|
|
(135) |
|
JPMorgan Chase Bank |
|
01/11/18 |
|
|
TRY |
|
|
|
11,987 |
|
|
|
USD |
|
|
|
3,036 |
|
|
|
(117) |
|
JPMorgan Chase Bank |
|
01/12/18 |
|
|
EUR |
|
|
|
185 |
|
|
|
HUF |
|
|
|
57,543 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
01/12/18 - 03/21/18 |
|
|
USD |
|
|
|
2,928 |
|
|
|
ARS |
|
|
|
51,902 |
|
|
|
(197) |
|
JPMorgan Chase Bank |
|
01/12/18 |
|
|
USD |
|
|
|
4,937 |
|
|
|
CLP |
|
|
|
3,100,400 |
|
|
|
106 |
|
JPMorgan Chase Bank |
|
01/12/18 |
|
|
HUF |
|
|
|
190,300 |
|
|
|
EUR |
|
|
|
607 |
|
|
|
(8) |
|
JPMorgan Chase Bank |
|
01/17/18 - 01/18/18 |
|
|
USD |
|
|
|
8,578 |
|
|
|
COP |
|
|
|
26,012,314 |
|
|
|
129 |
|
JPMorgan Chase Bank |
|
01/29/18 |
|
|
USD |
|
|
|
1,520 |
|
|
|
MXN |
|
|
|
30,054 |
|
|
|
8 |
|
JPMorgan Chase Bank |
|
01/17/18 - 03/21/18 |
|
|
USD |
|
|
|
13,630 |
|
|
|
MXN |
|
|
|
266,636 |
|
|
|
(154) |
|
JPMorgan Chase Bank |
|
01/18/18 |
|
|
USD |
|
|
|
1,494 |
|
|
|
INR |
|
|
|
97,835 |
|
|
|
38 |
|
JPMorgan Chase Bank |
|
01/18/18 |
|
|
EUR |
|
|
|
4,239 |
|
|
|
RON |
|
|
|
19,620 |
|
|
|
(49) |
|
JPMorgan Chase Bank |
|
01/19/18 |
|
|
THB |
|
|
|
8,717 |
|
|
|
USD |
|
|
|
262 |
|
|
|
(5) |
|
JPMorgan Chase Bank |
|
01/19/18 - 03/06/18 |
|
|
USD |
|
|
|
8,850 |
|
|
|
THB |
|
|
|
290,993 |
|
|
|
90 |
|
JPMorgan Chase Bank |
|
02/14/18 |
|
|
USD |
|
|
|
399 |
|
|
|
THB |
|
|
|
12,949 |
|
|
|
(1) |
|
JPMorgan Chase Bank |
|
01/19/18 - 01/29/18 |
|
|
ZAR |
|
|
|
112,180 |
|
|
|
USD |
|
|
|
8,739 |
|
|
|
(288) |
|
JPMorgan Chase Bank |
|
01/19/18 |
|
|
COP |
|
|
|
7,602,358 |
|
|
|
USD |
|
|
|
2,539 |
|
|
|
(5) |
|
JPMorgan Chase Bank |
|
01/22/18 |
|
|
USD |
|
|
|
3,012 |
|
|
|
IDR |
|
|
|
41,040,261 |
|
|
|
16 |
|
JPMorgan Chase Bank |
|
01/24/18 |
|
|
RUB |
|
|
|
169,422 |
|
|
|
USD |
|
|
|
2,879 |
|
|
|
(55) |
|
JPMorgan Chase Bank |
|
01/25/18 |
|
|
IDR |
|
|
|
68,979,592 |
|
|
|
USD |
|
|
|
5,079 |
|
|
|
(11) |
|
JPMorgan Chase Bank |
|
01/29/18 |
|
|
USD |
|
|
|
1,495 |
|
|
|
TRY |
|
|
|
5,870 |
|
|
|
41 |
|
JPMorgan Chase Bank |
|
01/29/18 |
|
|
USD |
|
|
|
3,062 |
|
|
|
ARS |
|
|
|
55,000 |
|
|
|
(176) |
|
JPMorgan Chase Bank |
|
01/29/18 |
|
|
USD |
|
|
|
4,583 |
|
|
|
CZK |
|
|
|
97,068 |
|
|
|
(7) |
|
JPMorgan Chase Bank |
|
01/29/18 |
|
|
USD |
|
|
|
5,162 |
|
|
|
ZAR |
|
|
|
75,410 |
|
|
|
904 |
|
JPMorgan Chase Bank |
|
01/31/18 |
|
|
CLP |
|
|
|
386,945 |
|
|
|
USD |
|
|
|
607 |
|
|
|
(23) |
|
JPMorgan Chase Bank |
|
02/06/18 |
|
|
IDR |
|
|
|
15,473,450 |
|
|
|
USD |
|
|
|
1,133 |
|
|
|
(8) |
|
JPMorgan Chase Bank |
|
02/12/18 |
|
|
PHP |
|
|
|
156,400 |
|
|
|
USD |
|
|
|
3,079 |
|
|
|
(55) |
|
JPMorgan Chase Bank |
|
02/13/18 |
|
|
PEI |
|
|
|
4,279 |
|
|
|
USD |
|
|
|
1,316 |
|
|
|
(2) |
|
JPMorgan Chase Bank |
|
02/13/18 |
|
|
USD |
|
|
|
5,115 |
|
|
|
PEI |
|
|
|
16,747 |
|
|
|
44 |
|
JPMorgan Chase Bank |
|
02/15/18 - 12/19/18 |
|
|
USD |
|
|
|
11,113 |
|
|
|
CZK |
|
|
|
244,200 |
|
|
|
464 |
|
JPMorgan Chase Bank |
|
02/16/18 - 03/16/18 |
|
|
RUB |
|
|
|
832,724 |
|
|
|
USD |
|
|
|
13,610 |
|
|
|
(742) |
|
JPMorgan Chase Bank |
|
02/20/18 |
|
|
RON |
|
|
|
1,713 |
|
|
|
EUR |
|
|
|
370 |
|
|
|
5 |
|
JPMorgan Chase Bank |
|
03/16/18 - 05/29/18 |
|
|
USD |
|
|
|
5,154 |
|
|
|
RUB |
|
|
|
311,221 |
|
|
|
162 |
|
JPMorgan Chase Bank |
|
03/21/18 |
|
|
RON |
|
|
|
31,507 |
|
|
|
USD |
|
|
|
8,001 |
|
|
|
(94) |
|
JPMorgan Chase Bank |
|
09/27/18 |
|
|
CZK |
|
|
|
26,087 |
|
|
|
EUR |
|
|
|
978 |
|
|
|
(52) |
|
JPMorgan Chase Bank |
|
12/19/18 |
|
|
EUR |
|
|
|
7,585 |
|
|
|
CZK |
|
|
|
200,890 |
|
|
|
349 |
|
Standard Bank |
|
01/03/18 |
|
|
USD |
|
|
|
22,949 |
|
|
|
EUR |
|
|
|
19,424 |
|
|
|
376 |
|
Standard Bank |
|
01/03/18 - 03/21/18 |
|
|
EUR |
|
|
|
29,584 |
|
|
|
USD |
|
|
|
34,916 |
|
|
|
(619) |
|
Standard Bank |
|
01/10/18 |
|
|
USD |
|
|
|
993 |
|
|
|
BRL |
|
|
|
3,142 |
|
|
|
(47) |
|
Standard Bank |
|
01/11/18 |
|
|
USD |
|
|
|
1,536 |
|
|
|
TRY |
|
|
|
6,058 |
|
|
|
58 |
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
|
|
13 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver (Thousands) |
|
|
|
|
|
Currency to Receive (Thousands) |
|
|
Unrealized Appreciation (Depreciation) ($ Thousands) |
|
Standard Bank |
|
09/19/18 |
|
|
USD |
|
|
|
2,888 |
|
|
|
TRY |
|
|
|
10,912 |
|
|
|
(227) |
|
Standard Bank |
|
01/17/18 |
|
|
KRW |
|
|
|
|
|
|
|
USD |
|
|
|
|
|
|
|
|
|
Standard Bank |
|
01/25/18 |
|
|
EUR |
|
|
|
5,658 |
|
|
|
PLN |
|
|
|
24,178 |
|
|
|
157 |
|
Standard Bank |
|
01/29/18 - 03/22/18 |
|
|
USD |
|
|
|
9,090 |
|
|
|
ZAR |
|
|
|
125,095 |
|
|
|
906 |
|
Standard Bank |
|
01/29/18 - 03/22/18 |
|
|
ZAR |
|
|
|
99,981 |
|
|
|
USD |
|
|
|
6,990 |
|
|
|
(1,041) |
|
Standard Bank |
|
01/31/18 |
|
|
USD |
|
|
|
6,400 |
|
|
|
CLP |
|
|
|
4,054,058 |
|
|
|
199 |
|
Standard Bank |
|
02/06/18 |
|
|
USD |
|
|
|
2,271 |
|
|
|
IDR |
|
|
|
30,944,300 |
|
|
|
12 |
|
Standard Bank |
|
02/06/18 |
|
|
IDR |
|
|
|
28,054,950 |
|
|
|
USD |
|
|
|
2,056 |
|
|
|
(14) |
|
Standard Bank |
|
02/07/18 - 03/21/18 |
|
|
USD |
|
|
|
6,536 |
|
|
|
THB |
|
|
|
215,753 |
|
|
|
95 |
|
Standard Bank |
|
02/14/18 |
|
|
USD |
|
|
|
7,973 |
|
|
|
MXN |
|
|
|
150,468 |
|
|
|
(343) |
|
Standard Bank |
|
03/08/18 - 03/21/18 |
|
|
USD |
|
|
|
6,826 |
|
|
|
MYR |
|
|
|
27,980 |
|
|
|
80 |
|
Standard Bank |
|
03/12/18 |
|
|
USD |
|
|
|
6,072 |
|
|
|
KRW |
|
|
|
6,612,184 |
|
|
|
120 |
|
Standard Bank |
|
03/21/18 |
|
|
MYR |
|
|
|
1,760 |
|
|
|
USD |
|
|
|
430 |
|
|
|
(5) |
|
Standard Chartered |
|
01/17/18 |
|
|
KRW |
|
|
|
10,754,108 |
|
|
|
USD |
|
|
|
9,913 |
|
|
|
(142) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
1,438 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of open OTC swap agreements held by the Fund at December 31, 2017, are as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest Rate Swaps |
|
Counterparty |
|
Fund Pays |
|
Fund Receives |
|
Payment Frequency |
|
Termination
Date |
|
|
Currency |
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments (Thousands) |
|
|
Net Unrealized Appreciation (Depreciation) (Thousands) |
|
|
|
|
|
|
|
|
|
|
|
Goldman Sachs |
|
1-YEAR BRL-CDI |
|
11.805% |
|
Annual |
|
|
01/02/2018 |
|
|
BRL |
|
|
9,833 |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
|
|
Goldman Sachs |
|
1-YEAR BRL-CDI |
|
11.975% |
|
Annual |
|
|
01/02/2018 |
|
|
BRL |
|
|
3,338 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Goldman Sachs |
|
1-DAY BRL - CETIP |
|
12.855% |
|
Annual |
|
|
01/02/2018 |
|
|
BRL |
|
|
35,816 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Goldman Sachs |
|
1.3275% |
|
6-MONTH THB BKIBOR |
|
Semi-Annual |
|
|
09/15/2019 |
|
|
THB |
|
|
710,000 |
|
|
|
91 |
|
|
|
|
|
|
|
116 |
|
JPMorgan Chase |
|
0.845% |
|
6-MONTH HUF - BUBOR |
|
Semi-Annual |
|
|
10/10/2019 |
|
|
HUF |
|
|
3,000,000 |
|
|
|
(135 |
) |
|
|
|
|
|
|
(156 |
) |
Goldman Sachs |
|
2.15% KRW |
|
3-MONTH KRW KWCDC |
|
Quarterly |
|
|
11/09/2019 |
|
|
KRW |
|
|
35,250,000 |
|
|
|
4 |
|
|
|
|
|
|
|
(63 |
) |
Standard Chartered |
|
2.14% KRW |
|
3-MONTH KRW KWCDC |
|
Quarterly |
|
|
11/09/2019 |
|
|
KRW |
|
|
35,250,000 |
|
|
|
1 |
|
|
|
|
|
|
|
(66 |
) |
JPMorgan Chase |
|
7.76% ZAR |
|
3-MONTH ZAR JIBAR |
|
Quarterly |
|
|
11/13/2019 |
|
|
ZAR |
|
|
564,718 |
|
|
|
350 |
|
|
|
|
|
|
|
350 |
|
Goldman Sachs |
|
1-DAY BRL BROIS (CETIP) |
|
9.73% |
|
Annual |
|
|
01/02/2020 |
|
|
BRL |
|
|
4,194 |
|
|
|
40 |
|
|
|
|
|
|
|
40 |
|
JPMorgan Chase |
|
1-DAY BRL - CETIP |
|
11.46% |
|
Annual |
|
|
01/02/2020 |
|
|
BRL |
|
|
3,649 |
|
|
|
76 |
|
|
|
|
|
|
|
76 |
|
JPMorgan Chase |
|
1-DAY BRL BROIS |
|
9.605% |
|
Annual |
|
|
01/02/2020 |
|
|
BRL |
|
|
3,480 |
|
|
|
85 |
|
|
|
|
|
|
|
85 |
|
JPMorgan Chase |
|
1-DAY BRL BROIS (CETIP) |
|
9.065% |
|
Annual |
|
|
01/02/2020 |
|
|
BRL |
|
|
5,738 |
|
|
|
138 |
|
|
|
|
|
|
|
138 |
|
JPMorgan Chase |
|
0.5375% |
|
6-MONTH CZK - PRIBOR |
|
Semi-Annual |
|
|
02/16/2020 |
|
|
CZK |
|
|
250,000 |
|
|
|
201 |
|
|
|
|
|
|
|
168 |
|
Goldman Sachs |
|
0.585% |
|
6-MONTH CZK - PRIBOR |
|
Semi-Annual |
|
|
03/13/2020 |
|
|
CZK |
|
|
25,000 |
|
|
|
20 |
|
|
|
|
|
|
|
16 |
|
JPMorgan Chase |
|
0.6925% |
|
6-MONTH HUF - BUBOR |
|
Semi-Annual |
|
|
04/20/2020 |
|
|
HUF |
|
|
1,750,000 |
|
|
|
(67 |
) |
|
|
|
|
|
|
(97 |
) |
Goldman Sachs |
|
1-DAY BRL-CDI |
|
12.725% |
|
Annual |
|
|
01/04/2021 |
|
|
BRL |
|
|
10,608 |
|
|
|
450 |
|
|
|
|
|
|
|
450 |
|
Goldman Sachs |
|
9.09% BRL |
|
1-YEAR BRL CETIP |
|
Annual |
|
|
01/04/2021 |
|
|
BRL |
|
|
3,401 |
|
|
|
1 |
|
|
|
|
|
|
|
1 |
|
JPMorgan Chase |
|
8.655% |
|
F BRIL BROIS (CETIP) |
|
Annual |
|
|
01/04/2021 |
|
|
BRL |
|
|
3,303 |
|
|
|
(11 |
) |
|
|
|
|
|
|
(11 |
) |
JPMorgan Chase |
|
D BRL BROIS (CETIP) |
|
9.61% |
|
Annual |
|
|
01/04/2021 |
|
|
BRL |
|
|
4,626 |
|
|
|
21 |
|
|
|
|
|
|
|
21 |
|
JPMorgan Chase |
|
1-DAY BRL BROIS (CETIP) |
|
10.23% |
|
Annual |
|
|
01/04/2021 |
|
|
BRL |
|
|
170 |
|
|
|
2 |
|
|
|
|
|
|
|
2 |
|
JPMorgan Chase |
|
1-DAY BRL BROIS (CETIP) |
|
10.04% |
|
Annual |
|
|
01/04/2021 |
|
|
BRL |
|
|
3,557 |
|
|
|
30 |
|
|
|
|
|
|
|
30 |
|
JPMorgan Chase |
|
1-DAY BRL BROIS (CETIP) |
|
9.275% |
|
Annual |
|
|
01/04/2021 |
|
|
BRL |
|
|
5,815 |
|
|
|
10 |
|
|
|
|
|
|
|
10 |
|
JPMorgan Chase |
|
1-DAY BRIL BROIS (CETIP) |
|
8.87% |
|
Annual |
|
|
01/04/2021 |
|
|
BRL |
|
|
8,089 |
|
|
|
(13 |
) |
|
|
|
|
|
|
(13 |
) |
JPMorgan Chase |
|
9.18% BRL |
|
1-DAY BRL CETIP |
|
Annual |
|
|
01/04/2021 |
|
|
BRL |
|
|
3,419 |
|
|
|
3 |
|
|
|
|
|
|
|
3 |
|
JPMorgan Chase |
|
9.11% BRL |
|
1-YEAR BRL CETIP |
|
Annual |
|
|
01/04/2021 |
|
|
BRL |
|
|
3,575 |
|
|
|
1 |
|
|
|
|
|
|
|
1 |
|
Goldman Sachs |
|
28-DAY MXN - TIIE |
|
5.37% |
|
Monthly |
|
|
03/17/2021 |
|
|
MXN |
|
|
46,500 |
|
|
|
(172 |
) |
|
|
|
|
|
|
(176 |
) |
JPMorgan Chase |
|
1.3775% |
|
6-MONTH HUF -BUBOR |
|
Semi-Annual |
|
|
06/17/2021 |
|
|
HUF |
|
|
654,998 |
|
|
|
(82 |
) |
|
|
|
|
|
|
(101 |
) |
JPMorgan Chase |
|
6-MONTH PZL - WIBOR |
|
2.42% |
|
Semi-Annual |
|
|
12/12/2021 |
|
|
PLN |
|
|
3,300 |
|
|
|
2 |
|
|
|
|
|
|
|
3 |
|
Citibank |
|
6-MONTH PZL - WIBOR |
|
2.431% |
|
Semi-Annual |
|
|
12/14/2021 |
|
|
PLN |
|
|
11,000 |
|
|
|
9 |
|
|
|
|
|
|
|
10 |
|
Goldman Sachs |
|
6-MONTH HUF - BUBOR |
|
1.265% |
|
Semi-Annual |
|
|
01/10/2022 |
|
|
HUF |
|
|
1,537,322 |
|
|
|
(169 |
) |
|
|
|
|
|
|
(237 |
) |
Goldman Sachs |
|
0.8725% |
|
6-MONTH CZK - PRIBOR |
|
Semi-Annual |
|
|
03/09/2022 |
|
|
CZK |
|
|
25,000 |
|
|
|
34 |
|
|
|
|
|
|
|
28 |
|
|
|
|
14 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty (continued) |
|
Fund Pays (continued) |
|
Fund Receives (continued) |
|
Payment Frequency (continued) |
|
Termination Date (continued) |
|
|
Currency (continued) |
|
|
Notional Amount (Thousands) (continued) |
|
|
Value (Thousands) (continued) |
|
|
Upfront Payments (Thousands) (continued) |
|
|
Net Unrealized Appreciation (Depreciation) (Thousands) (continued) |
|
|
|
|
|
|
|
|
|
|
|
JPMorgan Chase |
|
1-DAY CLP CLOIS |
|
3.43% |
|
Semi-Annual |
|
|
05/10/2022 |
|
|
|
CLP |
|
|
|
420,527 |
|
|
$ |
2 |
|
|
$ |
|
|
|
$ |
2 |
|
JPMorgan Chase |
|
0.955% |
|
6-MONTH CZK - PRIBOR |
|
Semi-Annual |
|
|
05/17/2022 |
|
|
|
CZK |
|
|
|
28,773 |
|
|
|
38 |
|
|
|
|
|
|
|
30 |
|
JPMorgan Chase |
|
1-DAY CLP CLOIS |
|
3.41% |
|
Semi-Annual |
|
|
07/11/2022 |
|
|
|
CLP |
|
|
|
900,000 |
|
|
|
2 |
|
|
|
|
|
|
|
2 |
|
Goldman Sachs |
|
1-DAY COP COOIS (IBRCOL) |
|
5.4425% |
|
Quarterly |
|
|
09/07/2022 |
|
|
|
COP |
|
|
|
2,205,023 |
|
|
|
8 |
|
|
|
|
|
|
|
8 |
|
Citibank |
|
1.165% |
|
6-MONTH CZK - PRIBOR |
|
Semi-Annual |
|
|
09/08/2022 |
|
|
|
CZK |
|
|
|
43,406 |
|
|
|
42 |
|
|
|
|
|
|
|
38 |
|
Goldman Sachs |
|
28-DAY MXN - TIIE |
|
5.900% |
|
Monthly |
|
|
09/12/2022 |
|
|
|
MXN |
|
|
|
75,956 |
|
|
|
(303 |
) |
|
|
|
|
|
|
(307 |
) |
JPMorgan Chase |
|
1-DAY COP COOIS (IBRCOL) |
|
5.30% |
|
Quarterly |
|
|
09/19/2022 |
|
|
|
COP |
|
|
|
9,500,000 |
|
|
|
14 |
|
|
|
|
|
|
|
15 |
|
Goldman Sachs |
|
6-MONTH HUF - BUBOR |
|
0.8385% |
|
Semi-Annual |
|
|
09/21/2022 |
|
|
|
HUF |
|
|
|
1,390,000 |
|
|
|
34 |
|
|
|
|
|
|
|
45 |
|
JPMorgan Chase |
|
1-DAY COP COOIS (IBRCOL) |
|
5.38% |
|
Quarterly |
|
|
09/25/2022 |
|
|
|
COP |
|
|
|
5,391,885 |
|
|
|
14 |
|
|
|
|
|
|
|
14 |
|
Goldman Sachs |
|
1-DAY COP COOIS (IBRCOL) |
|
5.36% |
|
Quarterly |
|
|
09/26/2022 |
|
|
|
COP |
|
|
|
5,391,885 |
|
|
|
13 |
|
|
|
|
|
|
|
13 |
|
Standard Chartered |
|
3-MONTH MYR KLIBOR |
|
3.8775% |
|
Quarterly |
|
|
10/24/2022 |
|
|
|
MYR |
|
|
|
30,000 |
|
|
|
(20 |
) |
|
|
|
|
|
|
(26 |
) |
Goldman Sachs |
|
3.45% |
|
1-DAY CLP CLOIS |
|
Semi-Annual |
|
|
10/25/2022 |
|
|
|
CLP |
|
|
|
1,562,364 |
|
|
|
21 |
|
|
|
|
|
|
|
21 |
|
Standard Chartered |
|
7-DAY CNY CNRR007 |
|
3.985% |
|
Quarterly |
|
|
11/08/2022 |
|
|
|
CNY |
|
|
|
23,000 |
|
|
|
(5 |
) |
|
|
|
|
|
|
(9 |
) |
Goldman Sachs |
|
3-MONTH KRW KWCDC |
|
2.16% KRW |
|
Quarterly |
|
|
11/09/2022 |
|
|
|
KRW |
|
|
|
7,250,000 |
|
|
|
(14 |
) |
|
|
|
|
|
|
(21 |
) |
Standard Chartered |
|
3-MONTH KRW KWCDC |
|
2.14% KRW |
|
Quarterly |
|
|
11/09/2022 |
|
|
|
KRW |
|
|
|
7,250,000 |
|
|
|
(7 |
) |
|
|
|
|
|
|
(15 |
) |
Goldman Sachs |
|
1-DAY BRL - CETIP |
|
11.985% |
|
Annual |
|
|
01/02/2023 |
|
|
|
BRL |
|
|
|
3,000 |
|
|
|
109 |
|
|
|
|
|
|
|
109 |
|
Goldman Sachs |
|
1-YEAR BRL-CDI |
|
10.89% |
|
Annual |
|
|
01/03/2023 |
|
|
|
BRL |
|
|
|
5,012 |
|
|
|
83 |
|
|
|
|
|
|
|
83 |
|
Goldman Sachs |
|
28-DAY MXN - TIIE |
|
6.355% |
|
Monthly |
|
|
05/21/2025 |
|
|
|
MXN |
|
|
|
23,145 |
|
|
|
(106 |
) |
|
|
|
|
|
|
(107 |
) |
Goldman Sachs |
|
28-DAY MXN - TIIE |
|
6.205% |
|
Monthly |
|
|
12/08/2025 |
|
|
|
MXN |
|
|
|
16,624 |
|
|
|
(89 |
) |
|
|
|
|
|
|
(89 |
) |
Goldman Sachs |
|
28-DAY MXN - TIIE |
|
6.165% |
|
Monthly |
|
|
03/05/2026 |
|
|
|
MXN |
|
|
|
47,200 |
|
|
|
(264 |
) |
|
|
|
|
|
|
(266 |
) |
JPMorgan Chase |
|
28-DAY MXN - TIIE |
|
6.13% |
|
Monthly |
|
|
06/18/2026 |
|
|
|
MXN |
|
|
|
40,000 |
|
|
|
(235 |
) |
|
|
|
|
|
|
(236 |
) |
Goldman Sachs |
|
28-DAY MXN - TIIE |
|
6.381% |
|
Monthly |
|
|
09/16/2026 |
|
|
|
MXN |
|
|
|
26,000 |
|
|
|
(135 |
) |
|
|
|
|
|
|
(136 |
) |
JPMorgan Chase |
|
6-MONTH HUF -BUBOR |
|
2.458% |
|
Semi-Annual |
|
|
05/16/2027 |
|
|
|
HUF |
|
|
|
1,000,000 |
|
|
|
295 |
|
|
|
|
|
|
|
353 |
|
JPMorgan Chase |
|
1-DAY CLP CLOIS |
|
4.06% |
|
Semi-Annual |
|
|
06/02/2027 |
|
|
|
CLP |
|
|
|
937,139 |
|
|
|
(2 |
) |
|
|
|
|
|
|
(2 |
) |
Goldman Sachs |
|
1.18% |
|
6-MONTH CZK -PRIBOR |
|
Semi-Annual |
|
|
06/30/2027 |
|
|
|
CZK |
|
|
|
65,000 |
|
|
|
187 |
|
|
|
|
|
|
|
168 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
602 |
|
|
$ |
|
|
|
$ |
315 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Cross Currency Swaps |
|
Counterparty |
|
Fund Pays |
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payment (Thousands) |
|
|
Net Unrealized Appreciation (Depreciation) (Thousands) |
|
Goldman Sachs |
|
3-MONTH USD - LIBOR |
|
|
6.879% |
|
|
|
Annual |
|
|
|
05/29/2019 |
|
|
|
USD |
|
|
|
16,204 |
|
|
$ |
(59 |
) |
|
$ |
|
|
|
$ |
(59 |
) |
JPMorgan Chase |
|
3-MONTH USD - LIBOR |
|
|
12.06% |
|
|
|
Annual |
|
|
|
01/29/2019 |
|
|
|
USD |
|
|
|
65,000 |
|
|
|
(217 |
) |
|
|
|
|
|
|
(217 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(276 |
) |
|
$ |
|
|
|
$ |
(276 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of open centrally cleared swap agreements held by the Fund at
December 31, 2017, are as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest Rate Swaps |
|
Fund Pays |
|
Fund Receives |
|
Payment Frequency |
|
Termination Date |
|
Currency |
|
Notional Amount
(Thousands) |
|
|
Value (Thousands) |
|
|
Upfront Payments/ Receipts (Thousands) |
|
|
Net Unrealized Appreciation (Depreciation) (Thousands) |
|
28-DAY MXN - TIIE |
|
7.915% |
|
Monthly |
|
01/22/2027 |
|
MXN |
|
|
41,115 |
|
|
$ |
(6 |
) |
|
$ |
|
|
|
$ |
(5 |
) |
28-DAY MXN - TIIE |
|
7.72% |
|
Monthly |
|
12/03/2026 |
|
MXN |
|
|
8,000 |
|
|
|
(6 |
) |
|
|
|
|
|
|
(6 |
) |
7.35% MXN |
|
28-DAY MXIBOR TIIE |
|
Monthly |
|
10/25/2024 |
|
MXN |
|
|
22,000 |
|
|
|
(33 |
) |
|
|
|
|
|
|
(33 |
) |
6-MONTH PLN WIBOR |
|
3.01% |
|
Semi-Annual |
|
10/26/2027 |
|
PLN |
|
|
15,000 |
|
|
|
(31 |
) |
|
|
|
|
|
|
(32 |
) |
2.76% |
|
6-MONTH PZL - WIBOR |
|
Semi-Annual |
|
07/03/2027 |
|
PLN |
|
|
1,700 |
|
|
|
6 |
|
|
|
|
|
|
|
6 |
|
28-DAY MXN - TIIE |
|
7.51% |
|
Monthly |
|
04/20/2027 |
|
MXN |
|
|
8,110 |
|
|
|
(13 |
) |
|
|
|
|
|
|
(13 |
) |
28-DAY MXN - TIIE |
|
7.605% |
|
Monthly |
|
03/07/2024 |
|
MXN |
|
|
53,000 |
|
|
|
(38 |
) |
|
|
|
|
|
|
(38 |
) |
6-MONTH PZL - WIBOR |
|
2.505% |
|
Semi-Annual |
|
01/10/2022 |
|
PLN |
|
|
22,509 |
|
|
|
34 |
|
|
|
|
|
|
|
33 |
|
8.98% BRL |
|
1-DAY BRL CETIP |
|
Annual |
|
01/04/2021 |
|
BRL |
|
|
13,259 |
|
|
|
(9 |
) |
|
|
|
|
|
|
(9 |
) |
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
|
|
15 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Fund Pays |
|
Fund Receives |
|
Payment Frequency |
|
Termination Date |
|
|
Currency |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
Upfront Payments/ Receipts (Thousands) |
|
|
Net
Unrealized Appreciation (Depreciation) (Thousands) |
|
9.15% BRL |
|
1-DAY BRL CETIP |
|
Annual |
|
|
01/04/2021 |
|
|
BRL |
|
|
5,523 |
|
|
$ |
8 |
|
|
$ |
|
|
|
$ |
8 |
|
28-DAY MXN - TIIE |
|
6.71% |
|
Monthly |
|
|
07/07/2022 |
|
|
MXN |
|
|
130,137 |
|
|
|
(294 |
) |
|
|
|
|
|
|
(294 |
) |
28-DAY MXN - TIIE |
|
6.745% |
|
Monthly |
|
|
06/23/2022 |
|
|
MXN |
|
|
26,758 |
|
|
|
(58 |
) |
|
|
|
|
|
|
(58 |
) |
28-DAY MXN - TIIE |
|
7.575% |
|
Monthly |
|
|
01/28/2022 |
|
|
MXN |
|
|
67,966 |
|
|
|
(35 |
) |
|
|
|
|
|
|
(35 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(475 |
) |
|
$ |
|
|
|
$ |
(476 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $1,603,220 ($ Thousands).
* |
Non-income producing security. |
** |
Rate shown is the 7-day effective yield as of December 31, 2017. |
|
Investment in Affiliated Security. |
(A) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to
qualified institutions. On December 31, 2017, the value of these securities amounted to $208,944 ($ Thousands), representing 13.03% of the Net Assets of the Fund. |
(B) |
Zero coupon security. The rate shown on the Schedule of Investments is the securitys effective yield at the time of purchase. |
(C) |
Step Bonds The rate reflected on the Schedule of Investments is the effective yield on December 31, 2017. The coupon on a step bond changes on a specified
date. |
(D) |
Certain securities or partial positions of certain securities are on loan at December 31, 2017. The total market value of securities on loan at December 31, 2017
was $9,055 ($ Thousands). |
(E) |
Securities considered illiquid. The total value of such securities as of December 31, 2017 was $930 ($ Thousands) and represented 0.0% of the Net Assets of the Fund.
|
(F) |
Level 3 security in accordance with fair value hierarchy. |
(G) |
Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of
assets. |
(H) |
Security is in default on interest payment. |
(I) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2017 was $10,666 ($
Thousands). |
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
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 list of the level of inputs used as of
December 31, 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 |
|
$ |
|
|
|
$ |
1,504,832 |
|
|
$ |
2,879 |
|
|
$ |
1,507,711 |
|
Affiliated Partnership |
|
|
|
|
|
|
9,446 |
|
|
|
|
|
|
|
9,446 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities |
|
$ |
|
|
|
$ |
1,514,278 |
|
|
$ |
2,879 |
|
|
$ |
1,517,157 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other Financial Instruments |
|
Level 1 |
|
|
Level 2 |
|
|
Level 3 |
|
|
Total |
|
Futures Contracts * |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
$ |
742 |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
742 |
|
Unrealized Depreciation |
|
|
(107 |
) |
|
|
|
|
|
|
|
|
|
|
(107 |
) |
Forwards Contracts * |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
|
|
|
|
15,355 |
|
|
|
|
|
|
|
15,355 |
|
Unrealized Depreciation |
|
|
|
|
|
|
(13,917 |
) |
|
|
|
|
|
|
(13,917 |
) |
OTC Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest Rate Swaps * |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
|
|
|
|
2,448 |
|
|
|
|
|
|
|
2,448 |
|
Unrealized Depreciation |
|
|
|
|
|
|
(2,133 |
) |
|
|
|
|
|
|
(2,133 |
) |
Cross Currency Swaps * |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Depreciation |
|
|
|
|
|
|
(276 |
) |
|
|
|
|
|
|
(276 |
) |
Centrally Cleared Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest Rate Swaps * |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2017
Emerging Markets Debt Fund (Continued)
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Other Financial Instruments |
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Level 1 |
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Level 2 |
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Level 3 |
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Total |
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Unrealized Appreciation |
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$ |
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$ |
47 |
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$ |
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$ |
47 |
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Unrealized Depreciation |
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(523 |
) |
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(523 |
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Total Other Financial Instruments |
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$ |
635 |
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$ |
1,001 |
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$ |
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$ |
1,636 |
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^ Of the $2,879 ($ Thousands) in Level 3 securities as of December 31, 2017, $2,879 ($ Thousands) or 0.18% 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 December 31, 2017, there were no transfers between Level 1 and Level 2 assets and
liabilities.
For the period ended December 31, 2017, there were no transfers between Level 2 and Level 3 assets and liabilities.
Amounts designated as are $0 or have been rounded to $0.
For information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial
statements.
The following is a summary of the
transactions with affiliates for the period ended December 31, 2017 ($ Thousands):
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Security Description |
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Value 9/30/2017 |
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Purchases at Cost |
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Proceeds from Sales |
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Realized Gain (Loss) |
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Change in Unrealized Appreciation (Depreciation) |
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Value 12/31/2017 |
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Dividend Income |
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SEI Liquidity Fund, L.P. |
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$14,597 |
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$10,738 |
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$ |
(15,890) |
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$ |
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$1 |
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$9,446 |
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$32 |
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SEI Institutional International Trust / Quarterly Report / December 31, 2017 |
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17 |
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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.
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SEI Institutional International Trust |
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By |
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/s/ Robert A. Nesher |
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Robert A. Nesher, President & CEO |
Date: March 1, 2018
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.
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By |
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/s/ Robert A. Nesher |
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Robert A. Nesher, President & CEO |
Date: March 1, 2018
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By |
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/s/ James J. Hoffmayer |
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James J. Hoffmayer, Controller & CFO |
Date: March 1, 2018