SEI Institutional International Trust
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY
SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANY
Investment Company Act File Number 811-05601
SEI Institutional International Trust
(Exact name of registrant as specified in charter)
SEI Investments
One Freedom Valley Drive
Oaks, PA 19456
(Address of principal executive offices) (Zip code)
c/o CT Corporation
155 Federal Street
Boston, MA 02110
(Name and address of agent for service)
Registrants telephone number, including area code: 1-800-342-5734
Date of fiscal year end: September 30, 2018
Date of reporting period: June 30, 2018
Item 1. |
Schedule of Investments |
The registrants schedules as of the close of the reporting period, as set forth in §§ 210.12-12 through
210.12-14 of Regulation S-X [17 CFR §§ 210-12.12-12.14], are attached hereto.
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
International Equity Fund
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
COMMON STOCK 92.7% |
|
|
|
|
|
Argentina 0.0% |
|
|
|
|
|
Ternium SA ADR |
|
|
25,885 |
|
|
$ |
901 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Australia 2.4% |
|
|
|
|
|
|
|
|
a2 Milk Co Ltd * |
|
|
364,854 |
|
|
|
2,836 |
|
AGL Energy Ltd |
|
|
5,072 |
|
|
|
84 |
|
Alumina Ltd |
|
|
397,740 |
|
|
|
823 |
|
Aristocrat Leisure Ltd |
|
|
765,363 |
|
|
|
17,474 |
|
ASX Ltd |
|
|
24,116 |
|
|
|
1,147 |
|
BHP Billiton Ltd |
|
|
59,110 |
|
|
|
1,481 |
|
BlueScope Steel Ltd |
|
|
604,919 |
|
|
|
7,714 |
|
Boral Ltd |
|
|
11,750 |
|
|
|
57 |
|
CIMIC Group Ltd |
|
|
16,152 |
|
|
|
505 |
|
Cochlear Ltd |
|
|
59,073 |
|
|
|
8,737 |
|
Computershare Ltd |
|
|
190,011 |
|
|
|
2,587 |
|
CSL Ltd |
|
|
122,230 |
|
|
|
17,395 |
|
CSR Ltd |
|
|
233,261 |
|
|
|
791 |
|
Downer EDI Ltd |
|
|
147,742 |
|
|
|
740 |
|
Flight Centre Travel Group Ltd |
|
|
9,188 |
|
|
|
432 |
|
Goodman Group |
|
|
149,243 |
|
|
|
1,061 |
|
Insurance Australia Group Ltd |
|
|
1,423,386 |
|
|
|
8,971 |
|
LendLease Group |
|
|
91,055 |
|
|
|
1,333 |
|
Newcrest Mining Ltd |
|
|
57,420 |
|
|
|
925 |
|
Orora Ltd |
|
|
275,440 |
|
|
|
726 |
|
OZ Minerals Ltd |
|
|
500,943 |
|
|
|
3,487 |
|
Qantas Airways Ltd |
|
|
2,343,806 |
|
|
|
10,667 |
|
REA Group Ltd |
|
|
10,087 |
|
|
|
677 |
|
Rio Tinto Ltd |
|
|
10,954 |
|
|
|
675 |
|
Santos Ltd * |
|
|
87,564 |
|
|
|
406 |
|
SEEK Ltd |
|
|
53,792 |
|
|
|
867 |
|
Sonic Healthcare Ltd |
|
|
14,965 |
|
|
|
271 |
|
South32 Ltd |
|
|
3,893,345 |
|
|
|
10,385 |
|
Treasury Wine Estates Ltd |
|
|
121,239 |
|
|
|
1,558 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
104,812 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Austria 0.5% |
|
|
|
|
|
|
|
|
BAWAG Group AG (A) |
|
|
146,265 |
|
|
|
6,831 |
|
CA Immobilien Anlagen AG |
|
|
44,156 |
|
|
|
1,471 |
|
Erste Group Bank AG * |
|
|
56,659 |
|
|
|
2,365 |
|
OMV AG |
|
|
168,847 |
|
|
|
9,575 |
|
Raiffeisen Bank International AG (B) |
|
|
28,151 |
|
|
|
864 |
|
voestalpine AG |
|
|
23,391 |
|
|
|
1,078 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
22,184 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Belgium 1.1% |
|
|
|
|
|
|
|
|
Ageas |
|
|
448,293 |
|
|
|
22,617 |
|
AGFA-Gevaert NV * |
|
|
70,231 |
|
|
|
295 |
|
Groupe Bruxelles Lambert SA |
|
|
119,653 |
|
|
|
12,618 |
|
KBC Ancora |
|
|
7,853 |
|
|
|
421 |
|
KBC Group NV |
|
|
77,318 |
|
|
|
5,969 |
|
UCB SA |
|
|
57,719 |
|
|
|
4,538 |
|
Umicore SA |
|
|
26,910 |
|
|
|
1,544 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
48,002 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
|
|
|
Brazil 0.2% |
|
|
|
|
|
|
|
|
Cosan SA Industria e Comercio |
|
|
110,000 |
|
|
$ |
1,017 |
|
IRB Brasil Resseguros S/A |
|
|
210,500 |
|
|
|
2,595 |
|
Raia Drogasil SA * |
|
|
299,200 |
|
|
|
5,095 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,707 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Canada 3.8% |
|
|
|
|
|
|
|
|
Alimentation Couche-Tard Inc, Cl B |
|
|
205,725 |
|
|
|
8,931 |
|
Autohome Inc ADR * |
|
|
21,205 |
|
|
|
2,142 |
|
Bank of Montreal |
|
|
61,400 |
|
|
|
4,743 |
|
Canadian Imperial Bank of Commerce |
|
|
140,951 |
|
|
|
12,254 |
|
Canadian Natural Resources Ltd |
|
|
380,856 |
|
|
|
13,737 |
|
Canadian Pacific Railway Ltd |
|
|
175,364 |
|
|
|
32,108 |
|
Cogeco Communications Inc |
|
|
10,970 |
|
|
|
543 |
|
Dollarama Inc |
|
|
176,667 |
|
|
|
6,844 |
|
Encana Corp |
|
|
1,395,012 |
|
|
|
18,208 |
|
Gildan Activewear Inc |
|
|
399,072 |
|
|
|
11,234 |
|
Manulife Financial Corp |
|
|
1,121,705 |
|
|
|
20,141 |
|
Power Corp of Canada |
|
|
41,600 |
|
|
|
931 |
|
Royal Bank of Canada |
|
|
149,493 |
|
|
|
11,250 |
|
Suncor Energy Inc |
|
|
264,221 |
|
|
|
10,746 |
|
Toronto-Dominion Bank/The |
|
|
192,686 |
|
|
|
11,146 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
164,958 |
|
|
|
|
|
|
|
|
|
|
|
|
|
China 1.6% |
|
|
|
|
|
|
|
|
Alibaba Group Holding Ltd ADR * |
|
|
72,580 |
|
|
|
13,466 |
|
Baidu Inc ADR * |
|
|
112,147 |
|
|
|
27,252 |
|
Industrial & Commercial Bank of China Ltd, Cl H |
|
|
5,360,000 |
|
|
|
4,010 |
|
STMicroelectronics NV (B) |
|
|
491,144 |
|
|
|
10,959 |
|
Tencent Holdings Ltd |
|
|
227,900 |
|
|
|
11,439 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
67,126 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Denmark 2.1% |
|
|
|
|
|
|
|
|
Chr Hansen Holding A/S |
|
|
125,499 |
|
|
|
11,591 |
|
Danske Bank A/S |
|
|
199,186 |
|
|
|
6,235 |
|
DSV A/S |
|
|
9,162 |
|
|
|
740 |
|
GN Store Nord A/S |
|
|
46,615 |
|
|
|
2,124 |
|
H Lundbeck A/S |
|
|
177,657 |
|
|
|
12,483 |
|
ISS A/S |
|
|
549,289 |
|
|
|
18,876 |
|
Novo Nordisk A/S, Cl B |
|
|
77,518 |
|
|
|
3,596 |
|
Novozymes A/S, Cl B |
|
|
294,554 |
|
|
|
14,941 |
|
Orsted A/S (A) |
|
|
36,597 |
|
|
|
2,214 |
|
Rockwool International A/S, Cl B |
|
|
2,399 |
|
|
|
937 |
|
Scandinavian Tobacco Group A/S (A) |
|
|
906,514 |
|
|
|
13,687 |
|
Tryg A/S |
|
|
23,381 |
|
|
|
549 |
|
William Demant Holding A/S * |
|
|
22,406 |
|
|
|
902 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
88,875 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Finland 0.9% |
|
|
|
|
|
|
|
|
Elisa OYJ, Cl A |
|
|
13,503 |
|
|
|
625 |
|
Fortum OYJ |
|
|
58,625 |
|
|
|
1,399 |
|
Neste Oyj |
|
|
171,850 |
|
|
|
13,483 |
|
Orion Oyj, Cl B |
|
|
74,148 |
|
|
|
1,999 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
|
1 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
COMMON STOCK (continued) |
|
|
|
|
|
Stora Enso OYJ, Cl R |
|
|
574,015 |
|
|
$ |
11,233 |
|
Tieto OYJ |
|
|
26,470 |
|
|
|
858 |
|
UPM-Kymmene OYJ |
|
|
253,782 |
|
|
|
9,073 |
|
Valmet OYJ |
|
|
24,348 |
|
|
|
470 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
39,140 |
|
|
|
|
|
|
|
|
|
|
|
|
|
France 6.7% |
|
|
|
|
|
|
|
|
Aeroports de Paris |
|
|
10,873 |
|
|
|
2,459 |
|
Air Liquide SA |
|
|
36,860 |
|
|
|
4,635 |
|
Airbus SE |
|
|
35,136 |
|
|
|
4,113 |
|
Alstom SA |
|
|
8,361 |
|
|
|
384 |
|
Amundi SA (A) |
|
|
5,038 |
|
|
|
349 |
|
Arkema SA |
|
|
50,299 |
|
|
|
5,955 |
|
Atos SE |
|
|
38,621 |
|
|
|
5,274 |
|
BNP Paribas SA |
|
|
218,572 |
|
|
|
13,574 |
|
Boiron SA |
|
|
1,900 |
|
|
|
161 |
|
Carrefour SA |
|
|
692,722 |
|
|
|
11,218 |
|
Cie Generale des Etablissements Michelin SCA, Cl B |
|
|
5,768 |
|
|
|
702 |
|
CNP Assurances |
|
|
83,353 |
|
|
|
1,897 |
|
Covivio |
|
|
7,765 |
|
|
|
808 |
|
Credit Agricole SA |
|
|
107,661 |
|
|
|
1,437 |
|
Dassault Aviation SA |
|
|
458 |
|
|
|
873 |
|
Dassault Systemes SE |
|
|
2,215 |
|
|
|
310 |
|
Eiffage SA |
|
|
29,095 |
|
|
|
3,165 |
|
Electricite de France SA |
|
|
93,724 |
|
|
|
1,289 |
|
Engie SA |
|
|
478,820 |
|
|
|
7,340 |
|
Eramet |
|
|
3,169 |
|
|
|
417 |
|
Essilor International Cie Generale dOptique SA |
|
|
60,897 |
|
|
|
8,596 |
|
Eurazeo SA |
|
|
9,929 |
|
|
|
753 |
|
Faurecia SA |
|
|
14,686 |
|
|
|
1,048 |
|
Gecina SA |
|
|
7,058 |
|
|
|
1,181 |
|
Hermes International |
|
|
6,416 |
|
|
|
3,924 |
|
ICADE |
|
|
3,276 |
|
|
|
307 |
|
Ipsen SA |
|
|
53,516 |
|
|
|
8,395 |
|
IPSOS (B) |
|
|
18,645 |
|
|
|
637 |
|
Kering SA |
|
|
14,167 |
|
|
|
7,999 |
|
Les Nouveaux Constructeurs SA |
|
|
630 |
|
|
|
34 |
|
LOreal SA |
|
|
50,409 |
|
|
|
12,448 |
|
LVMH Moet Hennessy Louis Vuitton SE |
|
|
41,667 |
|
|
|
13,875 |
|
Natixis SA |
|
|
176,188 |
|
|
|
1,250 |
|
Nexity SA |
|
|
23,599 |
|
|
|
1,491 |
|
Pernod Ricard SA |
|
|
128,251 |
|
|
|
20,949 |
|
Peugeot SA |
|
|
521,306 |
|
|
|
11,905 |
|
Publicis Groupe SA |
|
|
227,813 |
|
|
|
15,677 |
|
Remy Cointreau SA |
|
|
4,380 |
|
|
|
568 |
|
Safran SA |
|
|
48,586 |
|
|
|
5,902 |
|
Sanofi |
|
|
222,022 |
|
|
|
17,796 |
|
Schneider Electric SE |
|
|
251,375 |
|
|
|
20,961 |
|
SCOR SE |
|
|
28,161 |
|
|
|
1,046 |
|
SPIE SA (B) |
|
|
261,185 |
|
|
|
5,300 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
COMMON STOCK (continued) |
|
|
|
|
|
TechnipFMC PLC |
|
|
512,896 |
|
|
$ |
16,378 |
|
Thales SA |
|
|
89,313 |
|
|
|
11,507 |
|
TOTAL SA |
|
|
204,506 |
|
|
|
12,466 |
|
Ubisoft Entertainment SA * |
|
|
34,855 |
|
|
|
3,825 |
|
Valeo SA |
|
|
292,998 |
|
|
|
16,017 |
|
Veolia Environnement SA |
|
|
34,050 |
|
|
|
729 |
|
Wendel SA |
|
|
753 |
|
|
|
104 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
289,428 |
|
|
|
|
|
|
|
|
|
|
Germany 7.6% |
|
|
|
|
|
1&1 Drillisch AG |
|
|
6,427 |
|
|
|
366 |
|
adidas AG |
|
|
55,112 |
|
|
|
12,029 |
|
Allianz SE |
|
|
86,113 |
|
|
|
17,798 |
|
AURELIUS Equity Opportunities SE & Co KGaA (B) |
|
|
198,164 |
|
|
|
11,777 |
|
Axel Springer SE |
|
|
9,394 |
|
|
|
679 |
|
BASF SE |
|
|
254,654 |
|
|
|
24,354 |
|
Bayer AG |
|
|
95,850 |
|
|
|
10,559 |
|
Beiersdorf AG |
|
|
21,239 |
|
|
|
2,411 |
|
Brenntag AG |
|
|
91,547 |
|
|
|
5,101 |
|
Commerzbank AG * |
|
|
75,058 |
|
|
|
719 |
|
Continental AG |
|
|
31,340 |
|
|
|
7,155 |
|
Covestro AG (A) |
|
|
19,658 |
|
|
|
1,754 |
|
CTS Eventim AG & Co KGaA |
|
|
181,573 |
|
|
|
8,942 |
|
Deutsche Boerse AG |
|
|
107,234 |
|
|
|
14,292 |
|
Deutsche Lufthansa AG |
|
|
413,508 |
|
|
|
9,945 |
|
Deutsche Post AG |
|
|
21,498 |
|
|
|
702 |
|
Gerresheimer AG |
|
|
98,929 |
|
|
|
8,028 |
|
Hamburger Hafen und Logistik AG |
|
|
21,501 |
|
|
|
467 |
|
Hannover Rueck SE |
|
|
1,355 |
|
|
|
169 |
|
Hella GmbH & Co KGaA |
|
|
118,993 |
|
|
|
6,669 |
|
HOCHTIEF AG |
|
|
53,142 |
|
|
|
9,605 |
|
HUGO BOSS AG |
|
|
6,475 |
|
|
|
588 |
|
Infineon Technologies AG |
|
|
730,545 |
|
|
|
18,620 |
|
Innogy SE (A)(B) |
|
|
21,274 |
|
|
|
911 |
|
Kloeckner & Co SE |
|
|
96,437 |
|
|
|
1,017 |
|
Linde AG |
|
|
140,081 |
|
|
|
33,430 |
|
MAN SE |
|
|
5,843 |
|
|
|
661 |
|
Puma SE * |
|
|
2,630 |
|
|
|
1,538 |
|
Rheinmetall AG |
|
|
7,870 |
|
|
|
869 |
|
RWE AG |
|
|
80,068 |
|
|
|
1,825 |
|
SAP SE |
|
|
388,629 |
|
|
|
44,898 |
|
SAP SE ADR (B) |
|
|
85,708 |
|
|
|
9,913 |
|
Scout24 AG (A) |
|
|
62,408 |
|
|
|
3,311 |
|
Siemens AG |
|
|
133,669 |
|
|
|
17,670 |
|
TAG Immobilien AG |
|
|
141,767 |
|
|
|
3,117 |
|
TUI AG |
|
|
445,684 |
|
|
|
9,780 |
|
Uniper SE |
|
|
171,488 |
|
|
|
5,114 |
|
United Internet AG |
|
|
142,129 |
|
|
|
8,141 |
|
Vonovia SE |
|
|
34,613 |
|
|
|
1,647 |
|
Wacker Chemie AG (B) |
|
|
12,346 |
|
|
|
1,617 |
|
Wirecard AG |
|
|
15,962 |
|
|
|
2,571 |
|
|
|
|
2 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
COMMON STOCK (continued) |
|
|
|
|
|
zooplus AG *(B) |
|
|
23,527 |
|
|
$ |
4,395 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
325,154 |
|
|
|
|
|
|
|
|
|
|
Greece 0.0% |
|
|
|
|
|
Aegean Airlines SA |
|
|
12,601 |
|
|
|
124 |
|
|
|
|
|
|
|
|
|
|
Hong Kong 2.3% |
|
|
|
|
|
|
|
|
AIA Group Ltd |
|
|
2,424,400 |
|
|
|
21,199 |
|
BOC Hong Kong Holdings Ltd |
|
|
365,500 |
|
|
|
1,721 |
|
Chaoda Modern Agriculture Holdings Ltd * |
|
|
2,440,000 |
|
|
|
37 |
|
China Merchants Port Holdings Co Ltd |
|
|
2,107,720 |
|
|
|
4,282 |
|
China Mobile Ltd |
|
|
2,840,740 |
|
|
|
25,238 |
|
Galaxy Entertainment Group Ltd * |
|
|
2,682,000 |
|
|
|
20,768 |
|
Hang Seng Bank Ltd |
|
|
63,700 |
|
|
|
1,593 |
|
HK Electric Investments & HK Electric Investments Ltd (A) |
|
|
472,000 |
|
|
|
450 |
|
HKT Trust & HKT Ltd |
|
|
228,000 |
|
|
|
291 |
|
Hong Kong Exchanges & Clearing Ltd |
|
|
21,200 |
|
|
|
638 |
|
Hysan Development Co Ltd |
|
|
53,000 |
|
|
|
296 |
|
Link REIT
|
|
|
96,500 |
|
|
|
881 |
|
Melco Resorts & Entertainment Ltd ADR |
|
|
62,112 |
|
|
|
1,739 |
|
Minth Group Ltd |
|
|
84,000 |
|
|
|
355 |
|
Samsonite International SA |
|
|
2,070,537 |
|
|
|
7,324 |
|
Sands China Ltd |
|
|
52,400 |
|
|
|
280 |
|
Techtronic Industries Co Ltd |
|
|
1,877,500 |
|
|
|
10,470 |
|
Wharf Real Estate Investment Co Ltd |
|
|
32,000 |
|
|
|
228 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
97,790 |
|
|
|
|
|
|
|
|
|
|
|
|
|
India 0.3% |
|
|
|
|
|
|
|
|
HDFC Bank Ltd ADR |
|
|
125,247 |
|
|
|
13,153 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Indonesia 0.0% |
|
|
|
|
|
|
|
|
Bukit Asam Tbk PT |
|
|
1,795,500 |
|
|
|
497 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Ireland 1.0% |
|
|
|
|
|
|
|
|
AIB Group PLC |
|
|
2,502,100 |
|
|
|
13,584 |
|
Experian PLC |
|
|
591,389 |
|
|
|
14,636 |
|
Kerry Group PLC, Cl A |
|
|
65,139 |
|
|
|
6,814 |
|
Ryanair Holdings PLC ADR * |
|
|
63,678 |
|
|
|
7,274 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
42,308 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Israel 0.8% |
|
|
|
|
|
|
|
|
Bank Hapoalim BM |
|
|
754,056 |
|
|
|
5,106 |
|
Bank Leumi Le-Israel BM |
|
|
2,546,791 |
|
|
|
15,058 |
|
Check Point Software Technologies Ltd *(B) |
|
|
106,814 |
|
|
|
10,434 |
|
First International Bank Of Israel Ltd |
|
|
55,335 |
|
|
|
1,157 |
|
Frutarom Industries Ltd |
|
|
6,781 |
|
|
|
666 |
|
Israel Discount Bank Ltd, Cl A |
|
|
524,464 |
|
|
|
1,534 |
|
Mizrahi Tefahot Bank Ltd |
|
|
105,243 |
|
|
|
1,937 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
35,892 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Italy 3.2% |
|
|
|
|
|
|
|
|
Autogrill SpA |
|
|
104,178 |
|
|
|
1,293 |
|
Brembo SpA |
|
|
309,295 |
|
|
|
4,185 |
|
Buzzi Unicem SpA (B) |
|
|
737,425 |
|
|
|
18,072 |
|
CNH Industrial NV |
|
|
145,736 |
|
|
|
1,548 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
COMMON STOCK (continued) |
|
|
|
|
|
Enel SpA |
|
|
182,082 |
|
|
$ |
1,011 |
|
Eni SpA |
|
|
16,138 |
|
|
|
300 |
|
ERG SpA |
|
|
97,887 |
|
|
|
2,141 |
|
EXOR NV |
|
|
110,800 |
|
|
|
7,464 |
|
Ferrari NV |
|
|
92,867 |
|
|
|
12,632 |
|
Fiat Chrysler Automobiles NV * |
|
|
1,079,543 |
|
|
|
20,588 |
|
Hera SpA |
|
|
739,313 |
|
|
|
2,305 |
|
Intesa Sanpaolo SpA |
|
|
168,238 |
|
|
|
510 |
|
Luxottica Group SpA |
|
|
108,023 |
|
|
|
6,970 |
|
Maire Tecnimont SpA |
|
|
133,013 |
|
|
|
598 |
|
Mediobanca Banca di Credito Finanziario SpA |
|
|
103,182 |
|
|
|
959 |
|
Poste Italiane SpA (A)(B) |
|
|
89,045 |
|
|
|
745 |
|
Recordati SpA |
|
|
230,404 |
|
|
|
9,162 |
|
Saras SpA |
|
|
692,920 |
|
|
|
1,680 |
|
Societa Iniziative Autostradali e Servizi SpA |
|
|
114,852 |
|
|
|
1,730 |
|
Tenaris SA |
|
|
1,034,531 |
|
|
|
18,982 |
|
UniCredit SpA |
|
|
1,476,952 |
|
|
|
24,652 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
137,527 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Japan 16.9% |
|
|
|
|
|
|
|
|
77 Bank Ltd/The |
|
|
58,600 |
|
|
|
1,279 |
|
Aeon Co Ltd |
|
|
33,700 |
|
|
|
721 |
|
AEON Financial Service Co Ltd |
|
|
4,300 |
|
|
|
92 |
|
ANA Holdings Inc |
|
|
65,500 |
|
|
|
2,406 |
|
Arcland Sakamoto Co Ltd |
|
|
44,400 |
|
|
|
667 |
|
Asahi Glass Co Ltd |
|
|
185,800 |
|
|
|
7,238 |
|
Asahi Group Holdings Ltd |
|
|
65,200 |
|
|
|
3,339 |
|
Asahi Kasei Corp |
|
|
157,300 |
|
|
|
2,000 |
|
Bank of Kyoto Ltd/The |
|
|
11,500 |
|
|
|
533 |
|
Benesse Holdings Inc |
|
|
70,400 |
|
|
|
2,498 |
|
Bridgestone Corp |
|
|
194,800 |
|
|
|
7,620 |
|
Canon Inc |
|
|
60,200 |
|
|
|
1,973 |
|
Canon Marketing Japan Inc |
|
|
144,800 |
|
|
|
3,017 |
|
Capcom Co Ltd |
|
|
78,800 |
|
|
|
1,942 |
|
Coca-Cola Bottlers Japan Holdings Inc |
|
|
6,200 |
|
|
|
248 |
|
CyberAgent Inc |
|
|
275,200 |
|
|
|
16,547 |
|
Dai Nippon Printing Co Ltd |
|
|
486,500 |
|
|
|
10,888 |
|
Daifuku Co Ltd |
|
|
18,700 |
|
|
|
820 |
|
Daiichi Sankyo Co Ltd |
|
|
89,300 |
|
|
|
3,416 |
|
Daikin Industries Ltd |
|
|
112,200 |
|
|
|
13,442 |
|
Daikyo Inc |
|
|
99,700 |
|
|
|
2,183 |
|
Daito Trust Construction Co Ltd |
|
|
78,300 |
|
|
|
12,731 |
|
Daiwa House Industry Co Ltd |
|
|
230,100 |
|
|
|
7,844 |
|
Don Quijote Holdings Co Ltd |
|
|
21,000 |
|
|
|
1,009 |
|
Dynam Japan Holdings Co Ltd |
|
|
64,800 |
|
|
|
86 |
|
East Japan Railway Co |
|
|
236,500 |
|
|
|
22,665 |
|
E-Guardian Inc (B) |
|
|
194,400 |
|
|
|
5,062 |
|
Eisai Co Ltd |
|
|
16,400 |
|
|
|
1,155 |
|
en-japan Inc |
|
|
19,700 |
|
|
|
994 |
|
FamilyMart UNY Holdings Co Ltd |
|
|
12,700 |
|
|
|
1,337 |
|
FANUC Corp |
|
|
45,200 |
|
|
|
8,980 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
|
3 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
FUJIFILM Holdings Corp |
|
|
262,900 |
|
|
$ |
10,268 |
|
Fujitsu Ltd |
|
|
1,570,000 |
|
|
|
9,522 |
|
Fukuoka Financial Group Inc |
|
|
39,000 |
|
|
|
196 |
|
Goldcrest Co Ltd |
|
|
21,700 |
|
|
|
353 |
|
Hakuhodo DY Holdings Inc |
|
|
41,700 |
|
|
|
669 |
|
Haseko Corp |
|
|
515,300 |
|
|
|
7,122 |
|
Hikari Tsushin Inc |
|
|
4,100 |
|
|
|
721 |
|
Hisamitsu Pharmaceutical Co Inc |
|
|
11,100 |
|
|
|
937 |
|
Hitachi Construction Machinery Co Ltd |
|
|
17,700 |
|
|
|
575 |
|
Hitachi Ltd |
|
|
92,000 |
|
|
|
649 |
|
Horiba Ltd |
|
|
6,100 |
|
|
|
427 |
|
Hoshizaki Corp |
|
|
69,600 |
|
|
|
7,044 |
|
Hoya Corp |
|
|
81,900 |
|
|
|
4,657 |
|
Idemitsu Kosan Co Ltd |
|
|
22,400 |
|
|
|
799 |
|
Iida Group Holdings Co Ltd |
|
|
11,900 |
|
|
|
230 |
|
ITOCHU Corp |
|
|
402,000 |
|
|
|
7,286 |
|
Japan Airlines Co Ltd |
|
|
683,300 |
|
|
|
24,231 |
|
Japan Exchange Group Inc |
|
|
30,000 |
|
|
|
558 |
|
Japan Post Holdings Co Ltd |
|
|
156,200 |
|
|
|
1,711 |
|
Japan Tobacco Inc |
|
|
307,400 |
|
|
|
8,589 |
|
JFE Holdings Inc |
|
|
37,500 |
|
|
|
710 |
|
JXTG Holdings Inc |
|
|
558,000 |
|
|
|
3,880 |
|
Kajima Corp |
|
|
67,000 |
|
|
|
519 |
|
Kansai Paint Co Ltd |
|
|
384,600 |
|
|
|
7,993 |
|
Kao Corp |
|
|
116,500 |
|
|
|
8,888 |
|
KDDI Corp |
|
|
948,000 |
|
|
|
25,941 |
|
Keisei Electric Railway Co Ltd |
|
|
5,900 |
|
|
|
203 |
|
Keyence Corp |
|
|
62,800 |
|
|
|
35,469 |
|
Kikkoman Corp |
|
|
13,100 |
|
|
|
661 |
|
Kirin Holdings Co Ltd |
|
|
162,800 |
|
|
|
4,355 |
|
Kobayashi Pharmaceutical Co Ltd |
|
|
10,000 |
|
|
|
864 |
|
Kohnan Shoji Co Ltd |
|
|
35,800 |
|
|
|
834 |
|
Koito Manufacturing Co Ltd |
|
|
176,210 |
|
|
|
11,645 |
|
Kokuyo Co Ltd |
|
|
94,700 |
|
|
|
1,682 |
|
Komatsu Ltd |
|
|
12,800 |
|
|
|
366 |
|
Konami Holdings Corp |
|
|
112,600 |
|
|
|
5,733 |
|
Kose Corp |
|
|
50,900 |
|
|
|
10,969 |
|
Ks Holdings Corp |
|
|
154,800 |
|
|
|
1,609 |
|
Kura Corp |
|
|
7,900 |
|
|
|
525 |
|
Mabuchi Motor Co Ltd |
|
|
284,600 |
|
|
|
13,541 |
|
Marubeni Corp |
|
|
243,700 |
|
|
|
1,859 |
|
McDonalds Holdings Co Japan Ltd |
|
|
10,600 |
|
|
|
541 |
|
Medipal Holdings Corp |
|
|
23,400 |
|
|
|
471 |
|
Mitsubishi Chemical Holdings Corp |
|
|
247,600 |
|
|
|
2,073 |
|
Mitsubishi Corp |
|
|
30,700 |
|
|
|
853 |
|
Mitsubishi Gas Chemical Co Inc |
|
|
169,900 |
|
|
|
3,850 |
|
Mitsui & Co Ltd |
|
|
13,300 |
|
|
|
222 |
|
Mitsui Chemicals Inc |
|
|
8,000 |
|
|
|
213 |
|
Mixi Inc |
|
|
102,900 |
|
|
|
2,605 |
|
Mizuno Corp |
|
|
23,400 |
|
|
|
875 |
|
Mochida Pharmaceutical Co Ltd |
|
|
6,000 |
|
|
|
437 |
|
Morinaga Milk Industry Co Ltd |
|
|
17,900 |
|
|
|
669 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
MS&AD Insurance Group Holdings Inc |
|
|
532,000 |
|
|
$ |
16,541 |
|
Nabtesco Corp * |
|
|
188,700 |
|
|
|
5,809 |
|
Nexon Co Ltd * |
|
|
48,400 |
|
|
|
703 |
|
Nidec Corp |
|
|
17,900 |
|
|
|
2,687 |
|
Nihon Unisys Ltd |
|
|
63,300 |
|
|
|
1,591 |
|
Nikon Corp |
|
|
324,500 |
|
|
|
5,165 |
|
Nintendo Co Ltd |
|
|
1,400 |
|
|
|
458 |
|
Nippon Express Co Ltd |
|
|
16,400 |
|
|
|
1,190 |
|
Nippon Soda Co Ltd |
|
|
84,000 |
|
|
|
465 |
|
Nippon Telegraph & Telephone Corp |
|
|
97,300 |
|
|
|
4,424 |
|
Nippon Telegraph & Telephone Corp ADR |
|
|
439,238 |
|
|
|
19,915 |
|
Nippon Valqua Industries Ltd |
|
|
16,800 |
|
|
|
479 |
|
Nissan Chemical Corp |
|
|
3,900 |
|
|
|
182 |
|
Nisshin Seifun Group Inc |
|
|
34,500 |
|
|
|
730 |
|
Nitori Holdings Co Ltd |
|
|
6,300 |
|
|
|
983 |
|
Nitto Kogyo Corp |
|
|
5,200 |
|
|
|
104 |
|
Nojima Corp |
|
|
2,500 |
|
|
|
56 |
|
North Pacific Bank Ltd |
|
|
232,900 |
|
|
|
780 |
|
NTT Data Corp |
|
|
60,800 |
|
|
|
700 |
|
Obic Co Ltd |
|
|
11,700 |
|
|
|
969 |
|
Oji Holdings Corp |
|
|
147,000 |
|
|
|
912 |
|
Omron Corp |
|
|
119,400 |
|
|
|
5,573 |
|
Oracle Corp Japan |
|
|
7,300 |
|
|
|
596 |
|
Oriental Land Co Ltd/Japan |
|
|
37,400 |
|
|
|
3,925 |
|
Otsuka Corp |
|
|
35,500 |
|
|
|
1,393 |
|
Outsourcing Inc * |
|
|
871,300 |
|
|
|
16,173 |
|
PALTAC CORPORATION |
|
|
137,300 |
|
|
|
7,908 |
|
Panasonic Corp |
|
|
629,800 |
|
|
|
8,492 |
|
Pigeon Corp |
|
|
287,264 |
|
|
|
13,979 |
|
Pola Orbis Holdings Inc |
|
|
16,000 |
|
|
|
704 |
|
Prima Meat Packers Ltd |
|
|
78,000 |
|
|
|
451 |
|
Recruit Holdings Co Ltd |
|
|
214,400 |
|
|
|
5,935 |
|
Rohm Co Ltd |
|
|
147,500 |
|
|
|
12,384 |
|
Rohto Pharmaceutical Co Ltd |
|
|
16,000 |
|
|
|
514 |
|
Ryohin Keikaku Co Ltd |
|
|
5,200 |
|
|
|
1,831 |
|
Saizeriya Co Ltd |
|
|
77,400 |
|
|
|
1,771 |
|
Sawada Holdings Co Ltd |
|
|
3,700 |
|
|
|
35 |
|
SBI Holdings Inc/Japan |
|
|
56,000 |
|
|
|
1,443 |
|
Seiko Holdings Corp |
|
|
28,400 |
|
|
|
611 |
|
Sekisui House Ltd |
|
|
632,800 |
|
|
|
11,197 |
|
Seven & i Holdings Co Ltd |
|
|
244,700 |
|
|
|
10,673 |
|
Shionogi & Co Ltd |
|
|
128,700 |
|
|
|
6,612 |
|
Shiseido Co Ltd |
|
|
31,100 |
|
|
|
2,470 |
|
Showa Corp |
|
|
50,700 |
|
|
|
833 |
|
Showa Shell Sekiyu KK |
|
|
31,600 |
|
|
|
472 |
|
SMC Corp/Japan |
|
|
27,900 |
|
|
|
10,234 |
|
Sojitz Corp |
|
|
193,200 |
|
|
|
701 |
|
Sompo Holdings Inc |
|
|
322,400 |
|
|
|
13,040 |
|
Sony Corp |
|
|
44,400 |
|
|
|
2,270 |
|
Sony Financial Holdings Inc |
|
|
10,100 |
|
|
|
193 |
|
Square Enix Holdings Co Ltd |
|
|
28,000 |
|
|
|
1,375 |
|
Sumitomo Corp |
|
|
191,000 |
|
|
|
3,138 |
|
|
|
|
4 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
COMMON STOCK (continued) |
|
|
|
|
|
Sumitomo Dainippon Pharma Co Ltd |
|
|
81,400 |
|
|
$ |
1,723 |
|
Sumitomo Metal Mining Co Ltd |
|
|
42,500 |
|
|
|
1,626 |
|
Sumitomo Mitsui Financial Group Inc |
|
|
269,700 |
|
|
|
10,485 |
|
Sumitomo Mitsui Trust Holdings Inc |
|
|
380,822 |
|
|
|
15,104 |
|
Sundrug Co Ltd |
|
|
11,900 |
|
|
|
482 |
|
Suzuken Co Ltd/Aichi Japan |
|
|
41,000 |
|
|
|
1,736 |
|
Sysmex Corp |
|
|
104,100 |
|
|
|
9,718 |
|
T&D Holdings Inc |
|
|
11,800 |
|
|
|
177 |
|
Taisei Corp |
|
|
22,900 |
|
|
|
1,263 |
|
Takeda Pharmaceutical Co Ltd (B) |
|
|
602,700 |
|
|
|
25,454 |
|
Terumo Corp |
|
|
12,700 |
|
|
|
728 |
|
TIS Inc |
|
|
69,000 |
|
|
|
3,177 |
|
Tochigi Bank Ltd/The |
|
|
65,000 |
|
|
|
225 |
|
Tokyo Century Corp |
|
|
17,100 |
|
|
|
970 |
|
Tokyo Electric Power Co Holdings Inc * |
|
|
845,200 |
|
|
|
3,937 |
|
Tokyo Electron Ltd |
|
|
38,700 |
|
|
|
6,645 |
|
Tokyu Fudosan Holdings Corp |
|
|
100,200 |
|
|
|
707 |
|
Tosoh Corp |
|
|
1,800 |
|
|
|
28 |
|
TOTO Ltd |
|
|
8,900 |
|
|
|
413 |
|
Toyota Motor Corp |
|
|
107,600 |
|
|
|
6,965 |
|
Toyota Motor Corp ADR |
|
|
148,433 |
|
|
|
19,120 |
|
Tsuruha Holdings Inc |
|
|
7,100 |
|
|
|
890 |
|
Ube Industries Ltd |
|
|
204,000 |
|
|
|
5,302 |
|
Wacoal Holdings Corp |
|
|
418,852 |
|
|
|
12,214 |
|
Warabeya Nichiyo Holdings Co Ltd |
|
|
19,800 |
|
|
|
454 |
|
Yamada Denki Co Ltd |
|
|
41,300 |
|
|
|
205 |
|
Yamaha Corp |
|
|
9,800 |
|
|
|
510 |
|
Yamaha Motor Co Ltd |
|
|
26,300 |
|
|
|
662 |
|
Yamato Holdings Co Ltd |
|
|
6,500 |
|
|
|
192 |
|
Yamazaki Baking Co Ltd |
|
|
76,100 |
|
|
|
1,992 |
|
Yaskawa Electric Corp |
|
|
49,600 |
|
|
|
1,753 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
728,957 |
|
|
|
|
|
|
|
|
|
|
|
|
Malaysia 0.0% |
|
|
|
|
|
Malayan Banking Bhd |
|
|
176,000 |
|
|
|
392 |
|
Petronas Dagangan Bhd |
|
|
59,400 |
|
|
|
365 |
|
Tenaga Nasional Bhd |
|
|
281,300 |
|
|
|
1,019 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,776 |
|
|
|
|
|
|
|
|
|
|
|
Malta 0.0% |
|
BGP Holdings *(C) |
|
|
198,683 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Mexico 0.4% |
|
|
|
|
|
Alfa SAB de CV, Cl A |
|
|
4,914,400 |
|
|
|
5,765 |
|
Wal-Mart de Mexico SAB de CV |
|
|
3,487,100 |
|
|
|
9,300 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,065 |
|
|
|
|
|
|
|
|
|
|
|
|
Netherlands 6.2% |
|
|
|
|
|
ABN AMRO Group NV (A) |
|
|
81,140 |
|
|
|
2,105 |
|
Adyen NV *(A) |
|
|
5,681 |
|
|
|
3,129 |
|
Aegon NV (B) |
|
|
390,188 |
|
|
|
2,340 |
|
AerCap Holdings NV * |
|
|
225,257 |
|
|
|
12,198 |
|
Akzo Nobel NV |
|
|
263,701 |
|
|
|
22,574 |
|
ASML Holding NV |
|
|
98,196 |
|
|
|
19,456 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
COMMON STOCK (continued) |
|
|
|
|
|
ASR Nederland NV |
|
|
129,074 |
|
|
$ |
5,272 |
|
Heineken Holding NV |
|
|
93,342 |
|
|
|
8,947 |
|
Heineken NV |
|
|
84,366 |
|
|
|
8,473 |
|
ING Groep NV |
|
|
1,770,044 |
|
|
|
25,477 |
|
Koninklijke Ahold Delhaize NV |
|
|
587,859 |
|
|
|
14,074 |
|
Koninklijke DSM NV |
|
|
252,234 |
|
|
|
25,362 |
|
Koninklijke Philips NV |
|
|
200,907 |
|
|
|
8,544 |
|
Koninklijke Volkerwessels NV |
|
|
31,666 |
|
|
|
814 |
|
NN Group NV |
|
|
61,885 |
|
|
|
2,517 |
|
NXP Semiconductors NV * |
|
|
100,002 |
|
|
|
10,927 |
|
RELX NV |
|
|
106,138 |
|
|
|
2,264 |
|
Royal Dutch Shell PLC, Cl A |
|
|
782,036 |
|
|
|
27,182 |
|
Royal Dutch Shell PLC, Cl B |
|
|
723,501 |
|
|
|
25,920 |
|
Royal Dutch Shell PLC ADR, Cl B (B) |
|
|
278,352 |
|
|
|
20,222 |
|
Unilever NV |
|
|
85,419 |
|
|
|
4,766 |
|
Wolters Kluwer NV |
|
|
271,212 |
|
|
|
15,282 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
267,845 |
|
|
|
|
|
|
|
|
|
|
|
|
New Zealand 0.1% |
|
|
|
|
|
Air New Zealand Ltd |
|
|
896,722 |
|
|
|
1,928 |
|
Fisher & Paykel Healthcare Corp Ltd |
|
|
107,525 |
|
|
|
1,084 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,012 |
|
|
|
|
|
|
|
|
|
|
|
|
Norway 1.4% |
|
|
|
|
|
Aker BP ASA |
|
|
26,835 |
|
|
|
990 |
|
Aker Solutions ASA * |
|
|
1,623,185 |
|
|
|
11,356 |
|
Equinor ASA |
|
|
211,259 |
|
|
|
5,609 |
|
Marine Harvest ASA |
|
|
1,105,701 |
|
|
|
22,004 |
|
Norsk Hydro ASA |
|
|
28,134 |
|
|
|
168 |
|
Northern Drilling Ltd * |
|
|
596,449 |
|
|
|
5,620 |
|
Salmar ASA |
|
|
10,886 |
|
|
|
457 |
|
Telenor ASA |
|
|
663,571 |
|
|
|
13,609 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
59,813 |
|
|
|
|
|
|
|
|
|
|
|
|
Portugal 0.0% |
|
|
|
|
|
Altri SGPS SA |
|
|
55,465 |
|
|
|
560 |
|
Galp Energia SGPS SA, Cl B |
|
|
68,047 |
|
|
|
1,298 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,858 |
|
|
|
|
|
|
|
|
|
|
|
|
Russia 0.1% |
|
|
|
|
|
Tatneft PJSC ADR |
|
|
52,498 |
|
|
|
3,321 |
|
|
|
|
|
|
|
|
|
|
|
|
Singapore 1.1% |
|
|
|
|
|
CapitaLand Commercial Trust |
|
|
479,800 |
|
|
|
584 |
|
City Developments Ltd |
|
|
1,516,300 |
|
|
|
12,155 |
|
DBS Group Holdings Ltd |
|
|
933,100 |
|
|
|
18,210 |
|
Genting Singapore Ltd |
|
|
466,300 |
|
|
|
417 |
|
Hong Leong Finance Ltd |
|
|
111,300 |
|
|
|
216 |
|
Keppel Corp Ltd |
|
|
151,000 |
|
|
|
792 |
|
Oversea-Chinese Banking Corp Ltd |
|
|
1,034,500 |
|
|
|
8,831 |
|
Singapore Airlines Ltd |
|
|
196,600 |
|
|
|
1,541 |
|
Singapore Exchange Ltd |
|
|
381,600 |
|
|
|
2,007 |
|
United Overseas Bank Ltd |
|
|
14,700 |
|
|
|
289 |
|
UOL Group Ltd |
|
|
31,500 |
|
|
|
176 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
|
5 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
COMMON STOCK (continued) |
|
|
|
|
|
Venture Corp Ltd |
|
|
74,100 |
|
|
$ |
970 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
46,188 |
|
|
|
|
|
|
|
|
|
|
|
|
South Africa 0.1% |
|
|
|
|
|
Investec PLC |
|
|
416,323 |
|
|
|
2,965 |
|
Reunert Ltd |
|
|
92,931 |
|
|
|
544 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,509 |
|
|
|
|
|
|
|
|
|
|
|
|
South Korea 2.1% |
|
|
|
|
|
BNK Financial Group Inc |
|
|
155,928 |
|
|
|
1,308 |
|
Daelim Industrial Co Ltd |
|
|
4,671 |
|
|
|
321 |
|
KT Corp ADR |
|
|
490,614 |
|
|
|
6,515 |
|
LG Display Co Ltd ADR |
|
|
75,853 |
|
|
|
625 |
|
LG Electronics Inc |
|
|
15,243 |
|
|
|
1,135 |
|
Samsung Electronics Co Ltd |
|
|
746,052 |
|
|
|
31,228 |
|
SK Hynix Inc |
|
|
111,732 |
|
|
|
8,592 |
|
SK Telecom Co Ltd |
|
|
97,374 |
|
|
|
20,357 |
|
SK Telecom Co Ltd ADR |
|
|
788,291 |
|
|
|
18,383 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
88,464 |
|
|
|
|
|
|
|
|
|
|
|
|
Spain 1.5% |
|
|
|
|
|
Abertis Infraestructuras SA |
|
|
10 |
|
|
|
|
|
ACS Actividades de Construccion y Servicios SA |
|
|
295,899 |
|
|
|
11,988 |
|
Aena SME SA (A) |
|
|
8,305 |
|
|
|
1,508 |
|
Amadeus IT Group SA, Cl A |
|
|
122,766 |
|
|
|
9,690 |
|
Bankinter SA |
|
|
130,216 |
|
|
|
1,268 |
|
CaixaBank SA |
|
|
2,148,563 |
|
|
|
9,297 |
|
Cia de Distribucion Integral Logista Holdings SA |
|
|
10,919 |
|
|
|
283 |
|
Ebro Foods SA |
|
|
48,403 |
|
|
|
1,130 |
|
Ence Energia y Celulosa SA |
|
|
261,506 |
|
|
|
2,320 |
|
Industria de Diseno Textil SA |
|
|
126,549 |
|
|
|
4,323 |
|
International Consolidated Airlines Group SA |
|
|
125,812 |
|
|
|
1,105 |
|
Red Electrica Corp SA (B) |
|
|
105,363 |
|
|
|
2,145 |
|
Repsol SA |
|
|
157,990 |
|
|
|
3,092 |
|
Unicaja Banco SA (A) |
|
|
10,026,905 |
|
|
|
17,104 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
65,253 |
|
|
|
|
|
|
|
|
|
|
|
|
Sweden 1.8% |
|
|
|
|
|
Alfa Laval AB |
|
|
80,917 |
|
|
|
1,923 |
|
Assa Abloy AB, Cl B |
|
|
425,495 |
|
|
|
9,080 |
|
Atlas Copco AB, Cl A |
|
|
314,178 |
|
|
|
9,159 |
|
Atlas Copco AB, Cl B |
|
|
47,326 |
|
|
|
1,241 |
|
Boliden AB |
|
|
36,194 |
|
|
|
1,176 |
|
Electrolux AB, Cl B |
|
|
240,268 |
|
|
|
5,479 |
|
Epiroc AB, Cl A * |
|
|
63,025 |
|
|
|
662 |
|
Epiroc AB, Cl B * |
|
|
47,326 |
|
|
|
434 |
|
Hemfosa Fastigheter AB |
|
|
9,916 |
|
|
|
116 |
|
Hexagon AB, Cl B |
|
|
131,290 |
|
|
|
7,331 |
|
Lundin Petroleum AB |
|
|
32,570 |
|
|
|
1,040 |
|
Millicom International Cellular SA (B) |
|
|
284,279 |
|
|
|
16,810 |
|
Oriflame Holding AG |
|
|
67,277 |
|
|
|
2,172 |
|
Sandvik AB |
|
|
441,038 |
|
|
|
7,839 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
COMMON STOCK (continued) |
|
|
|
|
|
Swedbank AB, Cl A |
|
|
221,202 |
|
|
$ |
4,742 |
|
Swedish Match AB |
|
|
93,902 |
|
|
|
4,657 |
|
Swedish Orphan Biovitrum AB * |
|
|
65,436 |
|
|
|
1,430 |
|
Tele2 AB, Cl B |
|
|
44,007 |
|
|
|
518 |
|
Volvo AB, Cl B |
|
|
4,875 |
|
|
|
78 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
75,887 |
|
|
|
|
|
|
|
|
|
|
|
|
Switzerland 6.5% |
|
|
|
|
|
ABB Ltd |
|
|
1,088,284 |
|
|
|
23,794 |
|
Adecco Group AG |
|
|
252,198 |
|
|
|
14,924 |
|
Aryzta AG *(B) |
|
|
303,982 |
|
|
|
4,560 |
|
Baloise Holding AG |
|
|
8,304 |
|
|
|
1,207 |
|
Barry Callebaut AG |
|
|
371 |
|
|
|
665 |
|
Cie Financiere Richemont SA |
|
|
177,072 |
|
|
|
15,001 |
|
Clariant AG |
|
|
42,437 |
|
|
|
1,018 |
|
Coca-Cola HBC AG |
|
|
6,830 |
|
|
|
228 |
|
Emmi AG |
|
|
782 |
|
|
|
665 |
|
Flughafen Zurich AG |
|
|
3,040 |
|
|
|
620 |
|
Givaudan SA |
|
|
8,238 |
|
|
|
18,684 |
|
Julius Baer Group Ltd |
|
|
162,320 |
|
|
|
9,527 |
|
Kuehne + Nagel International AG |
|
|
7,645 |
|
|
|
1,149 |
|
Lonza Group AG |
|
|
42,185 |
|
|
|
11,195 |
|
Nestle SA |
|
|
149,589 |
|
|
|
11,585 |
|
Novartis AG |
|
|
455,994 |
|
|
|
34,571 |
|
Pargesa Holding SA |
|
|
8,307 |
|
|
|
704 |
|
Partners Group Holding AG |
|
|
14,814 |
|
|
|
10,854 |
|
Roche Holding AG |
|
|
220,840 |
|
|
|
49,052 |
|
Schindler Holding AG |
|
|
809 |
|
|
|
174 |
|
SGS SA |
|
|
3,616 |
|
|
|
9,621 |
|
Sika AG |
|
|
81,540 |
|
|
|
11,283 |
|
Sonova Holding AG |
|
|
39,210 |
|
|
|
7,023 |
|
Straumann Holding AG |
|
|
1,600 |
|
|
|
1,217 |
|
Swatch Group AG/The |
|
|
498 |
|
|
|
236 |
|
Swiss Life Holding AG |
|
|
39,998 |
|
|
|
13,897 |
|
Swiss Re AG |
|
|
44,382 |
|
|
|
3,831 |
|
Swisscom AG |
|
|
3,342 |
|
|
|
1,492 |
|
Tecan Group AG |
|
|
3,617 |
|
|
|
878 |
|
Transocean Ltd * |
|
|
534,883 |
|
|
|
7,189 |
|
UBS Group AG |
|
|
479,596 |
|
|
|
7,402 |
|
Vifor Pharma AG |
|
|
2,893 |
|
|
|
462 |
|
Zurich Insurance Group AG |
|
|
20,845 |
|
|
|
6,174 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
280,882 |
|
|
|
|
|
|
|
|
|
|
|
|
Taiwan 0.4% |
|
|
|
|
|
China Development Financial Holding Corp |
|
|
5,091,000 |
|
|
|
1,862 |
|
Chong Hong Construction Co Ltd |
|
|
130,000 |
|
|
|
401 |
|
IEI Integration Corp |
|
|
46,000 |
|
|
|
56 |
|
L.M. Development Co Ltd |
|
|
12,000 |
|
|
|
19 |
|
Machvision Inc |
|
|
36,000 |
|
|
|
514 |
|
MediaTek Inc |
|
|
347,000 |
|
|
|
3,415 |
|
Simplo Technology Co Ltd |
|
|
208,000 |
|
|
|
1,221 |
|
|
|
|
6 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
|
Taiwan Semiconductor Manufacturing Co Ltd ADR |
|
|
316,585 |
|
|
$ |
11,574 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19,062 |
|
|
|
|
|
|
|
|
|
|
|
Thailand 0.1% |
|
Bangchak Corp PCL |
|
|
989,000 |
|
|
|
955 |
|
Banpu PCL |
|
|
1,918,800 |
|
|
|
1,130 |
|
PTT Exploration & Production PCL |
|
|
262,500 |
|
|
|
1,113 |
|
Quality Houses PCL |
|
|
3,783,400 |
|
|
|
352 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,550 |
|
|
|
|
|
|
|
|
|
|
|
Turkey 0.0% |
|
Turk Hava Yollari AO * |
|
|
179,464 |
|
|
|
530 |
|
|
|
|
|
|
|
|
|
|
|
United Kingdom 14.4% |
|
3i Group PLC |
|
|
193,213 |
|
|
|
2,297 |
|
Abcam PLC |
|
|
95,660 |
|
|
|
1,685 |
|
Admiral Group PLC |
|
|
15,140 |
|
|
|
381 |
|
Anglo American PLC |
|
|
89,270 |
|
|
|
1,997 |
|
Antofagasta PLC |
|
|
32,943 |
|
|
|
431 |
|
Aon PLC |
|
|
75,147 |
|
|
|
10,308 |
|
Ashtead Group PLC |
|
|
371,296 |
|
|
|
11,142 |
|
AstraZeneca PLC |
|
|
288,025 |
|
|
|
19,975 |
|
Aviva PLC |
|
|
2,551,663 |
|
|
|
16,979 |
|
Balfour Beatty PLC |
|
|
2,483,272 |
|
|
|
9,301 |
|
Bank of Ireland Group PLC |
|
|
1,646,248 |
|
|
|
12,849 |
|
Barclays PLC |
|
|
9,238,462 |
|
|
|
23,053 |
|
Barratt Developments PLC |
|
|
168,267 |
|
|
|
1,145 |
|
Berkeley Group Holdings PLC |
|
|
38,369 |
|
|
|
1,917 |
|
BHP Billiton PLC |
|
|
430,567 |
|
|
|
9,698 |
|
BP PLC |
|
|
4,458,586 |
|
|
|
34,041 |
|
BP PLC ADR |
|
|
189,922 |
|
|
|
8,672 |
|
British American Tobacco PLC |
|
|
543,336 |
|
|
|
27,474 |
|
Bunzl PLC |
|
|
391,133 |
|
|
|
11,851 |
|
Burberry Group PLC |
|
|
125,781 |
|
|
|
3,587 |
|
Carnival PLC |
|
|
268,869 |
|
|
|
15,431 |
|
Cobham PLC * |
|
|
7,341,873 |
|
|
|
12,470 |
|
Compass Group PLC |
|
|
1,262,879 |
|
|
|
26,986 |
|
Computacenter PLC |
|
|
62,379 |
|
|
|
1,191 |
|
CRH PLC |
|
|
188,190 |
|
|
|
6,646 |
|
Croda International PLC |
|
|
18,559 |
|
|
|
1,177 |
|
DCC PLC |
|
|
63,735 |
|
|
|
5,802 |
|
Diageo PLC |
|
|
317,136 |
|
|
|
11,397 |
|
Direct Line Insurance Group PLC |
|
|
106,122 |
|
|
|
480 |
|
easyJet PLC |
|
|
30,728 |
|
|
|
679 |
|
Evraz PLC |
|
|
551,309 |
|
|
|
3,701 |
|
Ferguson PLC |
|
|
303,603 |
|
|
|
24,651 |
|
Games Workshop Group PLC |
|
|
14,095 |
|
|
|
558 |
|
Genus PLC |
|
|
13,935 |
|
|
|
485 |
|
GlaxoSmithKline PLC |
|
|
1,156,478 |
|
|
|
23,358 |
|
Glencore PLC |
|
|
269,469 |
|
|
|
1,288 |
|
Hargreaves Lansdown PLC |
|
|
48,139 |
|
|
|
1,253 |
|
Hays PLC |
|
|
1,583,408 |
|
|
|
3,901 |
|
Howden Joinery Group PLC |
|
|
925,009 |
|
|
|
6,548 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
|
HSBC Holdings PLC |
|
|
174,885 |
|
|
$ |
1,641 |
|
IMI PLC |
|
|
419,756 |
|
|
|
6,273 |
|
Inchcape PLC |
|
|
85,482 |
|
|
|
881 |
|
Indivior PLC * |
|
|
326,107 |
|
|
|
1,650 |
|
InterContinental Hotels Group PLC |
|
|
17,103 |
|
|
|
1,066 |
|
Intertek Group PLC |
|
|
30,747 |
|
|
|
2,320 |
|
Investec PLC |
|
|
407,105 |
|
|
|
2,892 |
|
JD Sports Fashion PLC |
|
|
95,690 |
|
|
|
557 |
|
Johnson Matthey PLC |
|
|
32,162 |
|
|
|
1,537 |
|
Kingfisher PLC |
|
|
3,183,244 |
|
|
|
12,482 |
|
Legal & General Group PLC |
|
|
1,144,962 |
|
|
|
4,021 |
|
Lloyds Banking Group PLC |
|
|
29,837,549 |
|
|
|
24,837 |
|
London Stock Exchange Group PLC |
|
|
165,478 |
|
|
|
9,768 |
|
Micro Focus International PLC |
|
|
551,985 |
|
|
|
9,645 |
|
Mondi PLC |
|
|
153,594 |
|
|
|
4,159 |
|
Old Mutual Ltd * |
|
|
194,380 |
|
|
|
386 |
|
Pagegroup PLC |
|
|
91,024 |
|
|
|
677 |
|
Pearson PLC |
|
|
101,197 |
|
|
|
1,182 |
|
Persimmon PLC |
|
|
110,622 |
|
|
|
3,699 |
|
Prudential PLC |
|
|
1,358,148 |
|
|
|
31,101 |
|
QinetiQ Group PLC |
|
|
319,745 |
|
|
|
1,139 |
|
Quilter PLC *(A) |
|
|
64,793 |
|
|
|
124 |
|
Reckitt Benckiser Group PLC |
|
|
80,881 |
|
|
|
6,662 |
|
RELX PLC |
|
|
762,989 |
|
|
|
16,344 |
|
Rolls-Royce Holdings PLC |
|
|
1,089,366 |
|
|
|
14,213 |
|
Royal Bank of Scotland Group PLC * |
|
|
5,800,199 |
|
|
|
19,611 |
|
Royal Mail PLC |
|
|
150,459 |
|
|
|
1,004 |
|
RSA Insurance Group PLC |
|
|
197,746 |
|
|
|
1,774 |
|
Schroders PLC |
|
|
117,139 |
|
|
|
4,884 |
|
Segro PLC |
|
|
191,650 |
|
|
|
1,694 |
|
Sky PLC |
|
|
9,783 |
|
|
|
189 |
|
Smith & Nephew PLC |
|
|
47,772 |
|
|
|
882 |
|
Spectris PLC |
|
|
183,957 |
|
|
|
6,339 |
|
SSE PLC |
|
|
990,868 |
|
|
|
17,726 |
|
SSP Group Plc |
|
|
105,947 |
|
|
|
887 |
|
St Jamess Place PLC |
|
|
605,805 |
|
|
|
9,178 |
|
Standard Life Aberdeen PLC |
|
|
171,420 |
|
|
|
737 |
|
Tate & Lyle PLC |
|
|
322,683 |
|
|
|
2,756 |
|
Taylor Wimpey PLC |
|
|
564,507 |
|
|
|
1,333 |
|
Tesco PLC |
|
|
5,829,449 |
|
|
|
19,757 |
|
Thomas Cook Group PLC |
|
|
687,041 |
|
|
|
977 |
|
Vodafone Group PLC |
|
|
6,088,861 |
|
|
|
14,777 |
|
William Hill PLC |
|
|
135,535 |
|
|
|
543 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
621,089 |
|
|
|
|
|
|
|
|
|
|
|
United States 5.1% |
|
Accenture PLC, Cl A |
|
|
93,566 |
|
|
|
15,306 |
|
Axis Capital Holdings Ltd |
|
|
337,488 |
|
|
|
18,771 |
|
Builders FirstSource Inc* |
|
|
414,970 |
|
|
|
7,590 |
|
Chubb Ltd |
|
|
95,146 |
|
|
|
12,085 |
|
Core Laboratories NV (B) |
|
|
116,690 |
|
|
|
14,727 |
|
Delphi Technologies PLC |
|
|
60,467 |
|
|
|
2,749 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
|
7 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
|
Facebook Inc, Cl A * |
|
|
58,259 |
|
|
$ |
11,321 |
|
Flex Ltd * |
|
|
843,202 |
|
|
|
11,898 |
|
ICON PLC * |
|
|
205,801 |
|
|
|
27,275 |
|
Luxoft Holding Inc, Cl A * |
|
|
222,618 |
|
|
|
8,203 |
|
Masonite International Corp * |
|
|
133,292 |
|
|
|
9,577 |
|
Mettler-Toledo International Inc * |
|
|
13,370 |
|
|
|
7,736 |
|
Microsoft Corp |
|
|
81,886 |
|
|
|
8,075 |
|
Nice Ltd ADR * |
|
|
36,266 |
|
|
|
3,763 |
|
Nomad Foods Ltd * |
|
|
150,777 |
|
|
|
2,893 |
|
nVent Electric PLC * |
|
|
301,821 |
|
|
|
7,576 |
|
ProPetro Holding Corp *(B) |
|
|
260,745 |
|
|
|
4,089 |
|
Sensata Technologies Holding PLC * |
|
|
157,900 |
|
|
|
7,513 |
|
Shopify Inc, Cl A *(B) |
|
|
85,235 |
|
|
|
12,435 |
|
TE Connectivity Ltd |
|
|
52,338 |
|
|
|
4,714 |
|
Tower Semiconductor Ltd * |
|
|
190,100 |
|
|
|
4,184 |
|
UBS Group AG (B) |
|
|
1,038,014 |
|
|
|
15,923 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
218,403 |
|
|
|
|
|
|
|
|
|
|
Total Common Stock (Cost $3,554,220) ($ Thousands) |
|
|
|
|
|
|
3,991,042 |
|
|
|
|
|
|
|
|
|
|
|
PREFERRED STOCK 1.5% |
|
Germany 1.0% |
|
Henkel AG & Co KGaA |
|
|
76,061 |
|
|
|
9,724 |
|
Volkswagen AG |
|
|
191,595 |
|
|
|
31,814 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
41,538 |
|
|
|
|
|
|
|
|
|
|
|
South Korea 0.5% |
|
Hyundai Motor Co |
|
|
99,732 |
|
|
|
7,365 |
|
Samsung Electronics Co Ltd |
|
|
386,900 |
|
|
|
13,070 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
20,435 |
|
|
|
|
|
|
|
|
|
|
Total Preferred Stock (Cost $62,238) ($ Thousands) |
|
|
|
|
|
|
61,973 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Number of Rights |
|
Market Value ($ Thousands) |
|
RIGHTS 0.0% |
|
Italy 0.0% |
|
|
|
|
|
Intesa Sanpaolo, Expires 07/19/2018 * |
|
|
168,238 |
|
|
$ |
|
|
Spain 0.0% |
|
|
|
|
|
ACS Actividades de Construccion y Servicios SA * |
|
|
70,893 |
|
|
|
73 |
|
Repsol SA * |
|
|
157,990 |
|
|
|
90 |
|
|
|
|
|
|
|
|
|
|
Total Rights (Cost $) ($ Thousands) |
|
|
|
|
|
|
163 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares |
|
|
AFFILIATED PARTNERSHIP 4.1% |
|
SEI Liquidity Fund,
L.P. 2.010%**(D) |
|
|
175,947,538 |
|
|
|
175,964 |
|
|
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $175,948) ($ Thousands) |
|
|
|
|
|
|
175,964 |
|
|
|
|
|
|
|
|
CASH EQUIVALENT 3.5% |
|
SEI Daily Income Trust, Government Fund, Cl F 1.660%** |
|
|
151,529,019 |
|
|
|
151,529 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Cash Equivalent (Cost $151,529) ($ Thousands) |
|
|
|
|
|
|
151,529 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities 101.8% (Cost $3,943,935)
($ Thousands) |
|
|
$ |
4,380,671 |
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund
at June 30, 2018, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Type of Contract |
|
Number of Contracts Long (Short) |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
Unrealized Appreciation/ (Depreciation) (Thousands) |
|
DJ Euro Stoxx 50 Index |
|
|
1,575 |
|
|
|
Sep-2018 |
|
|
$ |
64,153 |
|
|
$ |
62,357 |
|
|
$ |
(1,228) |
|
FTSE 100 Index |
|
|
348 |
|
|
|
Sep-2018 |
|
|
|
35,576 |
|
|
|
34,925 |
|
|
|
(217) |
|
Hang Seng Index |
|
|
45 |
|
|
|
Jul-2018 |
|
|
|
8,207 |
|
|
|
8,238 |
|
|
|
28 |
|
SPI 200 Index |
|
|
125 |
|
|
|
Sep-2018 |
|
|
|
14,014 |
|
|
|
14,195 |
|
|
|
143 |
|
Topix Index |
|
|
271 |
|
|
|
Sep-2018 |
|
|
|
43,590 |
|
|
|
42,339 |
|
|
|
(919) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
165,540 |
|
|
$ |
162,054 |
|
|
$ |
(2,193) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $4,304,182 ($ Thousands). |
* |
Non-income producing security. |
** |
Rate shown is the 7-day effective yield as of June 30, 2018.
|
|
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 June 30, 2018, the value of these securities amounted to $54,222 ($ Thousands), representing 1.26% of the Net Assets of the Fund. |
(B) |
Certain securities or partial positions of certain securities are on loan at June 30, 2018. The total market value of
securities on loan at June 30, 2018 was $156,146 ($ Thousands). |
(C) |
Level 3 security in accordance with fair value hierarchy.
|
|
|
|
8 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
International Equity Fund (Continued)
(D) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities
as of June 30, 2018 was $175,964 ($ Thousands). |
ADR American Depositary Receipt
Cl Class
CV Convertible Security
DJ Dow Jones
DN Discount Note
FTSE Financial Times and Stock Exchange
L.P. Limited Partnership
Ltd. Limited
PJSC Public Joint-Stock Company
PLC Public Limited Company
Ser Series
SPI Share Price Index
TSX Toronto Stock Exchange
The following is a list of the level of inputs used as of June 30, 2018, in valuing the Funds investments and
other financial instruments carried at value ($ Thousands):
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Investments in Securities |
|
Level 1 |
|
|
Level 2 |
|
|
Level 3^ |
|
|
Total |
|
Common Stock |
|
$ |
3,990,016 |
|
|
$ |
1,026 |
|
|
$ |
|
|
|
$ |
3,991,042 |
|
Preferred Stock |
|
|
61,973 |
|
|
|
|
|
|
|
|
|
|
|
61,973 |
|
Rights |
|
|
163 |
|
|
|
|
|
|
|
|
|
|
|
163 |
|
Affiliated Partnership |
|
|
|
|
|
|
175,964 |
|
|
|
|
|
|
|
175,964 |
|
Cash Equivalent |
|
|
151,529 |
|
|
|
|
|
|
|
|
|
|
|
151,529 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities |
|
$ |
4,203,681 |
|
|
$ |
176,990 |
|
|
$ |
|
|
|
$ |
4,380,671 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other Financial Instruments |
|
Level 1 |
|
|
Level 2 |
|
|
Level 3 |
|
|
Total |
|
Futures Contracts * |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
$ |
171 |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
171 |
|
Unrealized Depreciation |
|
|
(2,364) |
|
|
|
|
|
|
|
|
|
|
|
(2,364) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Other Financial Instruments |
|
$ |
(2,193) |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
(2,193) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
^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 June 30, 2018, there were transfers between Level 1 and Level 2 assets and liabilities. The primary reason for changes in the
classifications between Levels 1 and 2 occurs when foreign equity securities are fair valued using other observable market-based inputs in place of the closing exchange price due to events occurring after the close of the exchange or market on which
the investment is principally traded.
For the period ended June 30, 2018, there were no transfers between Level 2 and Level 3 assets and liabilities.
Amounts designated as are $0 or have been rounded to $0.
For
information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial statements.
The following is a summary of the transactions with
affiliates for the period ended June 30, 2018 ($ Thousands):
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security Description |
|
Value 9/30/2017 |
|
|
Purchases at Cost |
|
|
Proceeds from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value 6/30/2018 |
|
|
Dividend Income |
|
SEI Liquidity Fund, L.P. |
|
|
$131,091 |
|
|
|
$891,516 |
|
|
|
$(846,657) |
|
|
|
$ 2 |
|
|
|
$ 12 |
|
|
|
$ 175,964 |
|
|
|
$ 1,319 |
|
SEI Daily Income Trust, Government Fund, Cl F |
|
|
106,620 |
|
|
|
188,971 |
|
|
|
(144,062) |
|
|
|
|
|
|
|
|
|
|
|
151,529 |
|
|
|
1,200 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Totals |
|
|
$237,711 |
|
|
|
$1,080,487 |
|
|
|
$(990,719) |
|
|
|
$ 2 |
|
|
|
$ 12 |
|
|
|
$ 327,493 |
|
|
|
$ 2,519 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
|
9 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
Emerging Markets Equity Fund
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
COMMON STOCK 91.7% |
|
|
|
|
|
Argentina 0.5% |
|
|
|
|
|
Arcos Dorados Holdings Inc, Cl A |
|
|
219,600 |
|
|
$ |
1,526 |
|
Cresud SACIF y A ADR (A) |
|
|
81,909 |
|
|
|
1,214 |
|
IRSA Inversiones y Representaciones SA ADR |
|
|
73,300 |
|
|
|
1,267 |
|
Tenaris SA ADR |
|
|
116,205 |
|
|
|
4,229 |
|
YPF SA ADR |
|
|
41,565 |
|
|
|
565 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,801 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Austria 0.1% |
|
|
|
|
|
|
|
|
Erste Group Bank AG * |
|
|
46,968 |
|
|
|
1,960 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Brazil 4.9% |
|
|
|
|
|
|
|
|
Ambev SA |
|
|
163,000 |
|
|
|
762 |
|
Ambev SA ADR |
|
|
370,997 |
|
|
|
1,718 |
|
Atacadao Distribuicao Comercio e Industria Ltda * |
|
|
948,300 |
|
|
|
3,668 |
|
Azul SA ADR * |
|
|
83,949 |
|
|
|
1,373 |
|
B2W Cia Digital * |
|
|
1,288,084 |
|
|
|
8,972 |
|
B3 SA - Brasil Bolsa Balcao* |
|
|
671,100 |
|
|
|
3,583 |
|
Banco Bradesco SA ADR * |
|
|
990,541 |
|
|
|
6,795 |
|
Banco do Brasil SA * |
|
|
199,000 |
|
|
|
1,472 |
|
Banco Santander Brasil SA |
|
|
110,100 |
|
|
|
837 |
|
Banco Santander Brasil SA ADR |
|
|
107,300 |
|
|
|
805 |
|
BK Brasil Operacao e Assessoria a Restaurantes SA * |
|
|
698,917 |
|
|
|
2,939 |
|
BRF SA ADR *(A) |
|
|
265,400 |
|
|
|
1,242 |
|
Cia de Saneamento Basico do Estado de Sao Paulo * |
|
|
43,800 |
|
|
|
265 |
|
Cielo SA |
|
|
288,200 |
|
|
|
1,240 |
|
Cosan SA Industria e Comercio |
|
|
257,500 |
|
|
|
2,381 |
|
CVC Brasil Operadora e Agencia de Viagens SA |
|
|
270,500 |
|
|
|
3,162 |
|
Duratex SA * |
|
|
728,000 |
|
|
|
1,644 |
|
EDP - Energias do Brasil SA |
|
|
15,700 |
|
|
|
56 |
|
Energisa SA |
|
|
592,114 |
|
|
|
4,498 |
|
Engie Brasil Energia SA |
|
|
112,100 |
|
|
|
991 |
|
Estacio Participacoes SA |
|
|
53,500 |
|
|
|
339 |
|
Hapvida Participacoes e Investimentos SA *(B) |
|
|
308,058 |
|
|
|
2,366 |
|
Hypera SA * |
|
|
240,360 |
|
|
|
1,721 |
|
JBS SA |
|
|
121,400 |
|
|
|
290 |
|
Kroton Educacional SA |
|
|
463,800 |
|
|
|
1,127 |
|
Localiza Rent a Car SA * |
|
|
112,500 |
|
|
|
692 |
|
Magazine Luiza SA |
|
|
67,900 |
|
|
|
2,250 |
|
MRV Engenharia e Participacoes SA |
|
|
106,100 |
|
|
|
330 |
|
Notre Dame Intermedica Participacoes SA * |
|
|
411,700 |
|
|
|
2,317 |
|
Petrobras Distribuidora SA |
|
|
276,700 |
|
|
|
1,302 |
|
Petroleo Brasileiro SA ADR * |
|
|
953,805 |
|
|
|
9,567 |
|
Rumo SA * |
|
|
1,660,279 |
|
|
|
6,041 |
|
Suzano Papel e Celulose SA |
|
|
154,400 |
|
|
|
1,795 |
|
Telefonica Brasil SA ADR |
|
|
211,971 |
|
|
|
2,516 |
|
TIM Participacoes SA ADR |
|
|
166,262 |
|
|
|
2,803 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
COMMON STOCK (continued) |
|
|
|
|
|
Vale SA ADR, Cl B * |
|
|
434,972 |
|
|
$ |
5,576 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
89,435 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Canada 1.1% |
|
|
|
|
|
|
|
|
First Quantum Minerals Ltd |
|
|
871,240 |
|
|
|
12,829 |
|
Pan American Silver Corp |
|
|
138,876 |
|
|
|
2,486 |
|
Parex Resources Inc * |
|
|
153,439 |
|
|
|
2,895 |
|
Yamana Gold Inc |
|
|
442,588 |
|
|
|
1,284 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19,494 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Chile 0.5% |
|
|
|
|
|
|
|
|
Cencosud SA |
|
|
482,793 |
|
|
|
1,198 |
|
Cia Cervecerias Unidas SA ADR |
|
|
66,679 |
|
|
|
1,663 |
|
Embotelladora Andina SA ADR, Cl B |
|
|
10,559 |
|
|
|
243 |
|
Empresas COPEC SA |
|
|
111,274 |
|
|
|
1,709 |
|
SACI Falabella |
|
|
377,345 |
|
|
|
3,471 |
|
Sociedad Quimica y Minera de Chile SA ADR (A) |
|
|
24,500 |
|
|
|
1,177 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,461 |
|
|
|
|
|
|
|
|
|
|
|
|
|
China 19.4% |
|
|
|
|
|
|
|
|
AAC Technologies Holdings Inc |
|
|
145,133 |
|
|
|
2,044 |
|
Agile Group Holdings Ltd |
|
|
1,258,000 |
|
|
|
2,142 |
|
Agricultural Bank of China Ltd, Cl H |
|
|
13,052,932 |
|
|
|
6,106 |
|
Air China Ltd, Cl H |
|
|
1,232,000 |
|
|
|
1,190 |
|
Alibaba Group Holding Ltd ADR * |
|
|
235,634 |
|
|
|
43,717 |
|
Angang Steel Co Ltd, Cl H (A) |
|
|
8,120,768 |
|
|
|
7,328 |
|
Anhui Conch Cement Co Ltd, Cl H |
|
|
845,000 |
|
|
|
4,847 |
|
ANTA Sports Products Ltd |
|
|
740,069 |
|
|
|
3,919 |
|
Baidu Inc ADR * |
|
|
117,801 |
|
|
|
28,626 |
|
Bank of China Ltd, Cl H |
|
|
7,163,105 |
|
|
|
3,552 |
|
Bank of Hangzhou Co Ltd, Cl A |
|
|
193,867 |
|
|
|
325 |
|
Baozun Inc ADR * |
|
|
12,056 |
|
|
|
659 |
|
Beijing Capital International Airport Co Ltd, Cl H |
|
|
694,000 |
|
|
|
732 |
|
BEST Inc ADR *(A) |
|
|
126,760 |
|
|
|
1,549 |
|
Changyou.com Ltd ADR * |
|
|
98,500 |
|
|
|
1,642 |
|
China Construction Bank Corp, Cl H |
|
|
19,692,379 |
|
|
|
18,198 |
|
China Grand Automotive Services Co Ltd, Cl A |
|
|
311,200 |
|
|
|
275 |
|
China Longyuan Power Group Corp Ltd, Cl H |
|
|
1,359,000 |
|
|
|
1,095 |
|
China Merchants Bank Co Ltd, Cl H |
|
|
521,076 |
|
|
|
1,923 |
|
China Molybdenum Co Ltd, Cl H |
|
|
1,917,000 |
|
|
|
929 |
|
China National Building Material Co Ltd, Cl H |
|
|
7,246,000 |
|
|
|
7,176 |
|
China Pacific Insurance Group Co Ltd, Cl H |
|
|
123,600 |
|
|
|
478 |
|
China Petroleum & Chemical Corp, Cl H |
|
|
5,912,000 |
|
|
|
5,282 |
|
China Vanke Co Ltd, Cl H |
|
|
317,400 |
|
|
|
1,111 |
|
Chongqing Rural Commercial Bank Co Ltd, Cl H |
|
|
1,622,612 |
|
|
|
966 |
|
CITIC Securities Co Ltd, Cl H |
|
|
3,417,400 |
|
|
|
6,830 |
|
Country Garden Holdings Co Ltd |
|
|
589,000 |
|
|
|
1,036 |
|
Ctrip.com International Ltd ADR * |
|
|
74,937 |
|
|
|
3,569 |
|
Daqin Railway Co Ltd, Cl A |
|
|
358,700 |
|
|
|
445 |
|
Dongfeng Motor Group Co Ltd, Cl H |
|
|
696,000 |
|
|
|
736 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
|
1 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
COMMON STOCK (continued) |
|
|
|
|
|
Foshan Haitian Flavouring & Food Co Ltd, Cl A |
|
|
42,267 |
|
|
$ |
470 |
|
Fosun International Ltd |
|
|
210,500 |
|
|
|
396 |
|
Guangzhou R&F Properties Co Ltd |
|
|
1,265,200 |
|
|
|
2,554 |
|
Industrial & Commercial Bank of China Ltd, Cl H |
|
|
35,433,868 |
|
|
|
26,512 |
|
JD.com Inc ADR * |
|
|
86,763 |
|
|
|
3,379 |
|
Jiangsu Expressway Co Ltd, Cl H |
|
|
316,000 |
|
|
|
377 |
|
Kingsoft Corp Ltd |
|
|
1,134,000 |
|
|
|
3,440 |
|
Kweichow Moutai Co Ltd, Cl A |
|
|
4,100 |
|
|
|
453 |
|
Longfor Properties Co Ltd |
|
|
259,500 |
|
|
|
700 |
|
Luzhou Laojiao Co Ltd, Cl A |
|
|
12,000 |
|
|
|
110 |
|
Momo Inc ADR * |
|
|
100,342 |
|
|
|
4,365 |
|
NetEase Inc ADR |
|
|
16,111 |
|
|
|
4,071 |
|
New Oriental Education & Technology Group Inc ADR |
|
|
4,800 |
|
|
|
454 |
|
Ninestar Corp, Cl A |
|
|
35,250 |
|
|
|
146 |
|
PetroChina Co Ltd, Cl H |
|
|
480,000 |
|
|
|
365 |
|
PICC Property & Casualty Co Ltd, Cl H |
|
|
4,892,550 |
|
|
|
5,282 |
|
Ping An Insurance Group Co of China Ltd, Cl H |
|
|
2,026,857 |
|
|
|
18,653 |
|
Qudian Inc ADR *(A) |
|
|
54,700 |
|
|
|
485 |
|
Shenzhou International Group Holdings Ltd |
|
|
42,000 |
|
|
|
518 |
|
SINA Corp/China * |
|
|
100,500 |
|
|
|
8,511 |
|
Sino-Ocean Group Holding Ltd |
|
|
211,500 |
|
|
|
123 |
|
Sinopec Engineering Group Co Ltd, Cl H |
|
|
1,545,436 |
|
|
|
1,615 |
|
Sinopec Shanghai Petrochemical Co Ltd, Cl H |
|
|
6,316,000 |
|
|
|
3,848 |
|
Sinopharm Group Co Ltd, Cl H |
|
|
554,400 |
|
|
|
2,230 |
|
Sinotrans Ltd, Cl H |
|
|
875,000 |
|
|
|
462 |
|
Sinotruk Hong Kong Ltd |
|
|
344,500 |
|
|
|
567 |
|
Tencent Holdings Ltd |
|
|
1,347,625 |
|
|
|
67,644 |
|
Tingyi Cayman Islands Holding Corp |
|
|
2,164,000 |
|
|
|
5,020 |
|
TravelSky Technology Ltd, Cl H |
|
|
403,000 |
|
|
|
1,174 |
|
Tsingtao Brewery Co Ltd, Cl H |
|
|
264,000 |
|
|
|
1,450 |
|
Uni-President China Holdings Ltd |
|
|
3,607,400 |
|
|
|
4,635 |
|
Vipshop Holdings Ltd ADR * |
|
|
451,063 |
|
|
|
4,894 |
|
Want Want China Holdings Ltd |
|
|
1,373,000 |
|
|
|
1,222 |
|
Weibo Corp ADR * |
|
|
28,758 |
|
|
|
2,553 |
|
Weichai Power Co Ltd, Cl H |
|
|
834,000 |
|
|
|
1,150 |
|
XCMG Construction Machinery Co Ltd, Cl A |
|
|
473,399 |
|
|
|
303 |
|
Zhejiang Expressway Co Ltd, Cl H |
|
|
1,338,000 |
|
|
|
1,194 |
|
Zhejiang Huace Film & TV Co Ltd, Cl A |
|
|
1,753,600 |
|
|
|
2,819 |
|
Zhuzhou CRRC Times Electric Co Ltd, Cl H |
|
|
1,255,000 |
|
|
|
5,967 |
|
Zijin Mining Group Co Ltd, Cl H |
|
|
3,760,000 |
|
|
|
1,438 |
|
ZTO Express Cayman Inc ADR * |
|
|
280,371 |
|
|
|
5,607 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
355,583 |
|
|
|
|
|
|
|
|
|
|
|
Colombia 0.3% |
|
Bancolombia SA ADR, Cl R |
|
|
83,513 |
|
|
|
3,990 |
|
Ecopetrol SA |
|
|
1,055,721 |
|
|
|
1,080 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,070 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
COMMON STOCK (continued) |
|
|
Czech Republic 0.3% |
|
CEZ AS |
|
|
108,241 |
|
|
$ |
2,560 |
|
Komercni banka as |
|
|
68,435 |
|
|
|
2,873 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,433 |
|
|
|
|
|
|
|
|
|
|
|
Egypt 0.2% |
|
Commercial International Bank Egypt SAE GDR |
|
|
885,232 |
|
|
|
4,382 |
|
|
|
|
|
|
|
|
|
|
|
Greece 0.4% |
|
Eurobank Ergasias SA * |
|
|
4,152,033 |
|
|
|
4,339 |
|
National Bank of Greece SA * |
|
|
9,852,553 |
|
|
|
3,025 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,364 |
|
|
|
|
|
|
|
|
|
|
|
Hong Kong 9.4% |
|
3SBio Inc (A)(B) |
|
|
954,500 |
|
|
|
2,168 |
|
ASM Pacific Technology Ltd |
|
|
298,100 |
|
|
|
3,769 |
|
Beijing Enterprises Holdings Ltd |
|
|
269,700 |
|
|
|
1,313 |
|
Beijing Enterprises Water Group Ltd |
|
|
4,158,000 |
|
|
|
2,268 |
|
Brilliance China Automotive Holdings Ltd |
|
|
3,715,184 |
|
|
|
6,705 |
|
Chaoda Modern Agriculture Holdings Ltd * |
|
|
2,056,181 |
|
|
|
32 |
|
China Conch Venture Holdings Ltd |
|
|
1,243,500 |
|
|
|
4,549 |
|
China Everbright International Ltd |
|
|
7,710,100 |
|
|
|
9,965 |
|
China Everbright Ltd |
|
|
1,122,000 |
|
|
|
2,059 |
|
China Gas Holdings Ltd |
|
|
826,800 |
|
|
|
3,325 |
|
China High Precision Automation Group Ltd *(C) |
|
|
1,385,624 |
|
|
|
|
|
China Medical System Holdings Ltd |
|
|
3,990,200 |
|
|
|
7,975 |
|
China Mengniu Dairy Co Ltd * |
|
|
1,454,000 |
|
|
|
4,930 |
|
China Mobile Ltd |
|
|
678,041 |
|
|
|
6,024 |
|
China Mobile Ltd ADR |
|
|
206,385 |
|
|
|
9,161 |
|
China Resources Cement Holdings Ltd |
|
|
238,000 |
|
|
|
241 |
|
China Resources Power Holdings Co Ltd |
|
|
142,000 |
|
|
|
250 |
|
China State Construction International Holdings Ltd |
|
|
5,927,923 |
|
|
|
6,083 |
|
China Taiping Insurance Holdings Co Ltd |
|
|
974,591 |
|
|
|
3,050 |
|
China Traditional Chinese Medicine Holdings Co Ltd |
|
|
2,472,000 |
|
|
|
2,139 |
|
China Travel International Investment Hong Kong Ltd |
|
|
812,000 |
|
|
|
317 |
|
CIMC Enric Holdings Ltd |
|
|
1,784,000 |
|
|
|
1,699 |
|
CITIC Ltd |
|
|
4,005,000 |
|
|
|
5,646 |
|
CNOOC Ltd |
|
|
7,977,607 |
|
|
|
13,768 |
|
Country Garden Services Holdings Co Ltd * |
|
|
67,701 |
|
|
|
87 |
|
CSPC Pharmaceutical Group Ltd |
|
|
756,000 |
|
|
|
2,284 |
|
Galaxy Entertainment Group Ltd * |
|
|
250,248 |
|
|
|
1,938 |
|
Geely Automobile Holdings Ltd |
|
|
90,000 |
|
|
|
233 |
|
Guangzhou Automobile Group Co Ltd, Cl H |
|
|
3,547,200 |
|
|
|
3,468 |
|
Haier Electronics Group Co Ltd |
|
|
1,213,100 |
|
|
|
4,152 |
|
Hengan International Group Co Ltd |
|
|
64,500 |
|
|
|
621 |
|
Hua Hong Semiconductor Ltd (B) |
|
|
446,000 |
|
|
|
1,532 |
|
Huatai Securities Co Ltd, Cl H *(B) |
|
|
2,034,200 |
|
|
|
3,236 |
|
Kingboard Chemical Holdings Ltd |
|
|
683,500 |
|
|
|
2,500 |
|
Li Ning Co Ltd * |
|
|
1,421,500 |
|
|
|
1,567 |
|
|
|
|
2 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
COMMON STOCK (continued) |
|
Nine Dragons Paper Holdings Ltd |
|
|
2,413,000 |
|
|
$ |
3,076 |
|
Peoples Insurance Co Group of China Ltd/The, Cl H |
|
|
3,911,000 |
|
|
|
1,840 |
|
Postal Savings Bank of China Co Ltd, Cl H (B) |
|
|
577,000 |
|
|
|
376 |
|
Sands China Ltd |
|
|
1,138,404 |
|
|
|
6,087 |
|
Semiconductor Manufacturing International Corp *(A) |
|
|
5,631,455 |
|
|
|
7,322 |
|
Shandong Weigao Group Medical Polymer Co Ltd, Cl H |
|
|
788,000 |
|
|
|
557 |
|
Shimao Property Holdings Ltd |
|
|
1,222,500 |
|
|
|
3,210 |
|
Sino Biopharmaceutical Ltd |
|
|
4,837,800 |
|
|
|
7,424 |
|
SJM Holdings Ltd |
|
|
2,131,000 |
|
|
|
2,651 |
|
SMI Holdings Group Ltd *(A) |
|
|
1,199,200 |
|
|
|
397 |
|
Sun Art Retail Group Ltd |
|
|
1,378,000 |
|
|
|
1,802 |
|
Sunny Optical Technology Group Co Ltd |
|
|
657,778 |
|
|
|
12,241 |
|
Techtronic Industries Co Ltd |
|
|
991,500 |
|
|
|
5,529 |
|
Yuexiu Property Co Ltd |
|
|
2,934,000 |
|
|
|
561 |
|
Yuzhou Properties Co Ltd |
|
|
347,000 |
|
|
|
204 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
172,331 |
|
|
|
|
|
|
|
|
|
|
|
Hungary 0.3% |
|
MOL Hungarian Oil & Gas PLC |
|
|
238,138 |
|
|
|
2,300 |
|
OTP Bank Nyrt |
|
|
100,066 |
|
|
|
3,624 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,924 |
|
|
|
|
|
|
|
|
|
|
|
India 8.5% |
|
Adani Enterprises Ltd |
|
|
109,791 |
|
|
|
181 |
|
Adani Ports & Special Economic Zone Ltd |
|
|
629,546 |
|
|
|
3,429 |
|
APS Holdings Corp * |
|
|
1 |
|
|
|
|
|
Ashok Leyland Ltd |
|
|
758,927 |
|
|
|
1,393 |
|
Axis Bank Ltd * |
|
|
317,937 |
|
|
|
2,370 |
|
Bajaj Auto Ltd |
|
|
152,772 |
|
|
|
6,266 |
|
Bharat Forge Ltd |
|
|
116,104 |
|
|
|
1,038 |
|
Cipla Ltd/India |
|
|
325,075 |
|
|
|
2,926 |
|
Coal India Ltd |
|
|
31,516 |
|
|
|
122 |
|
Cummins India Ltd |
|
|
232,629 |
|
|
|
2,199 |
|
Cyient Ltd |
|
|
195,124 |
|
|
|
2,183 |
|
Dabur India Ltd |
|
|
593,082 |
|
|
|
3,388 |
|
Dewan Housing Finance Corp Ltd |
|
|
316,405 |
|
|
|
2,944 |
|
Escorts Ltd |
|
|
203,662 |
|
|
|
2,591 |
|
Federal Bank Ltd |
|
|
1,123,265 |
|
|
|
1,342 |
|
HCL Technologies Ltd |
|
|
133,561 |
|
|
|
1,806 |
|
HDFC Bank Ltd |
|
|
123,547 |
|
|
|
3,802 |
|
HDFC Bank Ltd ADR |
|
|
33,274 |
|
|
|
3,494 |
|
Hindalco Industries Ltd |
|
|
393,173 |
|
|
|
1,323 |
|
Hindustan Petroleum Corp Ltd |
|
|
28,534 |
|
|
|
108 |
|
Hindustan Unilever Ltd |
|
|
223,627 |
|
|
|
5,356 |
|
Housing Development Finance Corp Ltd |
|
|
246,900 |
|
|
|
6,876 |
|
ICICI Bank Ltd |
|
|
1,225,971 |
|
|
|
4,928 |
|
ICICI Bank Ltd ADR |
|
|
770,252 |
|
|
|
6,185 |
|
Indiabulls Housing Finance Ltd |
|
|
32,203 |
|
|
|
537 |
|
Indian Oil Corp Ltd |
|
|
58,273 |
|
|
|
133 |
|
Infosys Ltd |
|
|
428,282 |
|
|
|
8,171 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
COMMON STOCK (continued) |
|
Infosys Ltd ADR (A) |
|
|
83,410 |
|
|
$ |
1,621 |
|
JM Financial Ltd |
|
|
528,780 |
|
|
|
893 |
|
Larsen & Toubro Ltd |
|
|
108,501 |
|
|
|
2,019 |
|
Mahindra & Mahindra Ltd |
|
|
88,583 |
|
|
|
1,161 |
|
Maruti Suzuki India Ltd |
|
|
17,305 |
|
|
|
2,229 |
|
Motherson Sumi Systems Ltd |
|
|
367,872 |
|
|
|
1,529 |
|
Muthoot Finance Ltd |
|
|
50,970 |
|
|
|
282 |
|
National Aluminium Co Ltd |
|
|
329,551 |
|
|
|
311 |
|
NCC Ltd/India |
|
|
800,188 |
|
|
|
1,122 |
|
NMDC Ltd |
|
|
176,884 |
|
|
|
279 |
|
Oil & Natural Gas Corp Ltd |
|
|
61,455 |
|
|
|
142 |
|
Power Grid Corp of India Ltd |
|
|
1,072,884 |
|
|
|
2,926 |
|
Prestige Estates Projects Ltd |
|
|
181,899 |
|
|
|
717 |
|
Reliance Industries Ltd |
|
|
632,972 |
|
|
|
8,984 |
|
Reliance Industries Ltd GDR (B) |
|
|
696,054 |
|
|
|
19,559 |
|
Rural Electrification Corp Ltd |
|
|
26,778 |
|
|
|
41 |
|
SH Kelkar & Co Ltd (B) |
|
|
385,654 |
|
|
|
1,255 |
|
Shriram Transport Finance Co Ltd |
|
|
207,561 |
|
|
|
3,936 |
|
Sobha Ltd |
|
|
193,357 |
|
|
|
1,245 |
|
Sun Pharmaceutical Industries Ltd |
|
|
206,591 |
|
|
|
1,701 |
|
Tata Chemicals Ltd |
|
|
174,638 |
|
|
|
1,779 |
|
Tata Consultancy Services Ltd |
|
|
451,576 |
|
|
|
12,178 |
|
Tata Global Beverages Ltd |
|
|
197,192 |
|
|
|
775 |
|
Tata Motors Ltd * |
|
|
125,327 |
|
|
|
493 |
|
Tech Mahindra Ltd |
|
|
90,063 |
|
|
|
862 |
|
United Spirits Ltd * |
|
|
394,190 |
|
|
|
3,826 |
|
Vedanta Ltd |
|
|
1,235,933 |
|
|
|
4,261 |
|
Wipro Ltd |
|
|
102,239 |
|
|
|
390 |
|
Yes Bank Ltd |
|
|
393,730 |
|
|
|
1,952 |
|
Zee Entertainment Enterprises Ltd |
|
|
205,400 |
|
|
|
1,631 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
155,190 |
|
|
|
|
|
|
|
|
|
|
|
Indonesia 1.3% |
|
Adaro Energy Tbk PT |
|
|
6,247,100 |
|
|
|
780 |
|
Astra International Tbk PT |
|
|
8,564,600 |
|
|
|
3,945 |
|
Bank Negara Indonesia Persero Tbk PT |
|
|
3,796,500 |
|
|
|
1,868 |
|
Bank Rakyat Indonesia Persero Tbk PT |
|
|
26,174,805 |
|
|
|
5,187 |
|
Matahari Department Store Tbk PT |
|
|
3,161,700 |
|
|
|
1,942 |
|
Perusahaan Gas Negara Persero Tbk |
|
|
8,235,100 |
|
|
|
1,147 |
|
Sumber Alfaria Trijaya Tbk PT |
|
|
17,930,408 |
|
|
|
938 |
|
Surya Citra Media Tbk PT |
|
|
5,330,100 |
|
|
|
766 |
|
Telekomunikasi Indonesia Persero Tbk PT |
|
|
10,975,300 |
|
|
|
2,872 |
|
United Tractors Tbk PT |
|
|
1,881,997 |
|
|
|
4,150 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
23,595 |
|
|
|
|
|
|
|
|
|
|
|
Italy 0.1% |
|
PRADA SpA |
|
|
402,700 |
|
|
|
1,863 |
|
|
|
|
|
|
|
|
|
|
|
Luxembourg 0.2% |
|
National Commercial Bank * |
|
|
347,453 |
|
|
|
4,480 |
|
|
|
|
|
|
|
|
|
|
|
Malaysia 0.6% |
|
AirAsia Group Bhd |
|
|
1,045,900 |
|
|
|
774 |
|
CIMB Group Holdings Bhd |
|
|
338,100 |
|
|
|
456 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
|
3 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
COMMON STOCK (continued) |
|
Hartalega Holdings Bhd |
|
|
845,300 |
|
|
$ |
1,254 |
|
Inari Amertron Bhd |
|
|
5,020,275 |
|
|
|
2,809 |
|
Malayan Banking Bhd |
|
|
529,400 |
|
|
|
1,180 |
|
Petronas Dagangan Bhd |
|
|
147,600 |
|
|
|
906 |
|
Sime Darby Bhd |
|
|
930,500 |
|
|
|
564 |
|
Tenaga Nasional Bhd |
|
|
481,200 |
|
|
|
1,744 |
|
Top Glove Corp Bhd |
|
|
80,800 |
|
|
|
243 |
|
UEM Sunrise Bhd |
|
|
2,293,195 |
|
|
|
403 |
|
Westports Holdings Bhd |
|
|
469,900 |
|
|
|
394 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,727 |
|
|
|
|
|
|
|
|
|
|
|
Mexico 2.9% |
|
Alfa SAB de CV, Cl A |
|
|
524,500 |
|
|
|
615 |
|
America Movil SAB de CV, Ser L |
|
|
2,496,774 |
|
|
|
2,106 |
|
America Movil SAB de CV ADR, Cl L |
|
|
90,435 |
|
|
|
1,507 |
|
Arca Continental SAB de CV |
|
|
225,600 |
|
|
|
1,400 |
|
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand ADR |
|
|
298,836 |
|
|
|
1,999 |
|
Cemex SAB de CV ADR * |
|
|
158,083 |
|
|
|
1,037 |
|
Coca-Cola Femsa SAB de CV ADR (A) |
|
|
95,853 |
|
|
|
5,409 |
|
Fomento Economico Mexicano SAB de CV |
|
|
387,127 |
|
|
|
3,438 |
|
Fomento Economico Mexicano SAB de CV ADR |
|
|
44,877 |
|
|
|
3,940 |
|
Gruma SAB de CV, Cl B |
|
|
157,420 |
|
|
|
1,942 |
|
Grupo Financiero Banorte SAB de CV, Cl O |
|
|
1,238,453 |
|
|
|
7,358 |
|
Grupo GICSA SA de CV * |
|
|
1,125,368 |
|
|
|
498 |
|
Grupo Mexico SAB de CV, Ser B |
|
|
715,500 |
|
|
|
2,049 |
|
Grupo Televisa SAB ADR |
|
|
140,825 |
|
|
|
2,669 |
|
Industrias Bachoco SAB de CV ADR |
|
|
5,760 |
|
|
|
332 |
|
Infraestructura Energetica Nova SAB de CV |
|
|
614,278 |
|
|
|
2,782 |
|
Megacable Holdings SAB de CV |
|
|
125,900 |
|
|
|
524 |
|
Mexichem SAB de CV |
|
|
1,524,274 |
|
|
|
4,450 |
|
Unifin Financiera SAB de CV SOFOM ENR |
|
|
443,158 |
|
|
|
1,201 |
|
Wal-Mart de Mexico SAB de CV |
|
|
3,233,181 |
|
|
|
8,622 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
53,878 |
|
|
|
|
|
|
|
|
|
|
|
Netherlands 0.0% |
|
VEON Ltd ADR (A) |
|
|
201,860 |
|
|
|
480 |
|
|
|
|
|
|
|
|
|
|
|
Panama 0.2% |
|
Copa Holdings SA, Cl A |
|
|
41,401 |
|
|
|
3,917 |
|
|
|
|
|
|
|
|
|
|
|
Peru 0.8% |
|
Cia de Minas Buenaventura SAA ADR |
|
|
153,600 |
|
|
|
2,094 |
|
Credicorp Ltd |
|
|
52,889 |
|
|
|
11,906 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14,000 |
|
|
|
|
|
|
|
|
|
|
|
Philippines 0.6% |
|
Ayala Corp |
|
|
62,230 |
|
|
|
1,073 |
|
BDO Unibank Inc |
|
|
1,736,696 |
|
|
|
4,084 |
|
Cebu Air Inc |
|
|
201,950 |
|
|
|
262 |
|
DMCI Holdings Inc |
|
|
1,750,500 |
|
|
|
344 |
|
Globe Telecom Inc |
|
|
10,370 |
|
|
|
299 |
|
GT Capital Holdings Inc |
|
|
67,715 |
|
|
|
1,155 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
COMMON STOCK (continued) |
|
International Container Terminal Services Inc |
|
|
89,010 |
|
|
$ |
129 |
|
Manila Electric Co |
|
|
188,060 |
|
|
|
1,253 |
|
Metropolitan Bank & Trust Co |
|
|
1,933,920 |
|
|
|
2,660 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,259 |
|
|
|
|
|
|
|
|
|
|
|
Poland 0.8% |
|
Dino Polska SA *(B) |
|
|
195,292 |
|
|
|
5,425 |
|
Energa SA * |
|
|
175,242 |
|
|
|
419 |
|
Grupa Lotos SA |
|
|
33,334 |
|
|
|
507 |
|
PLAY Communications SA (B) |
|
|
375,904 |
|
|
|
2,570 |
|
Polski Koncern Naftowy ORLEN SA |
|
|
51,793 |
|
|
|
1,163 |
|
Powszechna Kasa Oszczednosci Bank Polski SA |
|
|
219,126 |
|
|
|
2,165 |
|
Powszechny Zaklad Ubezpieczen SA |
|
|
240,152 |
|
|
|
2,500 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14,749 |
|
|
|
|
|
|
|
|
|
|
|
Portugal 0.3% |
|
Galp Energia SGPS SA, Cl B |
|
|
245,205 |
|
|
|
4,677 |
|
|
|
|
|
|
|
|
|
|
|
Qatar 0.0% |
|
Industries Qatar QSC |
|
|
8,126 |
|
|
|
239 |
|
Ooredoo QPSC |
|
|
25,934 |
|
|
|
518 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
757 |
|
|
|
|
|
|
|
|
|
|
|
Russia 4.5% |
|
Detsky Mir PJSC |
|
|
952,100 |
|
|
|
1,397 |
|
Gazprom PJSC ADR |
|
|
1,173,390 |
|
|
|
5,170 |
|
LUKOIL PJSC ADR |
|
|
216,307 |
|
|
|
14,870 |
|
Mail.Ru Group Ltd GDR * |
|
|
110,209 |
|
|
|
3,126 |
|
Mobile TeleSystems PJSC ADR |
|
|
262,302 |
|
|
|
2,316 |
|
Novatek PJSC GDR |
|
|
10,803 |
|
|
|
1,469 |
|
Novolipetsk Steel PJSC GDR |
|
|
22,907 |
|
|
|
559 |
|
Rosneft Oil Co PJSC GDR |
|
|
449,269 |
|
|
|
2,795 |
|
Sberbank of Russia PJSC |
|
|
776,669 |
|
|
|
2,700 |
|
Sberbank of Russia PJSC ADR (A) |
|
|
1,839,244 |
|
|
|
26,443 |
|
Surgutneftegas OJSC ADR |
|
|
73,763 |
|
|
|
329 |
|
X5 Retail Group NV GDR |
|
|
258,166 |
|
|
|
6,836 |
|
Yandex NV, Cl A * |
|
|
400,718 |
|
|
|
14,386 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
82,396 |
|
|
|
|
|
|
|
|
|
|
|
South Africa 4.2% |
|
African Rainbow Minerals Ltd |
|
|
43,724 |
|
|
|
348 |
|
AngloGold Ashanti Ltd ADR |
|
|
56,300 |
|
|
|
462 |
|
Barclays Africa Group Ltd |
|
|
92,543 |
|
|
|
1,080 |
|
Barloworld Ltd |
|
|
213,841 |
|
|
|
2,024 |
|
Bid Corp Ltd |
|
|
142,180 |
|
|
|
2,856 |
|
Capitec Bank Holdings Ltd (A) |
|
|
64,496 |
|
|
|
4,085 |
|
Exxaro Resources Ltd |
|
|
102,753 |
|
|
|
942 |
|
FirstRand Ltd |
|
|
1,321,921 |
|
|
|
6,162 |
|
Foschini Group Ltd/The |
|
|
154,427 |
|
|
|
1,960 |
|
Imperial Holdings Ltd |
|
|
106,083 |
|
|
|
1,516 |
|
Investec Ltd |
|
|
17,471 |
|
|
|
123 |
|
JSE Ltd |
|
|
238,687 |
|
|
|
2,823 |
|
Kumba Iron Ore Ltd (A) |
|
|
90,928 |
|
|
|
1,956 |
|
Liberty Holdings Ltd |
|
|
120,758 |
|
|
|
1,025 |
|
|
|
|
4 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
COMMON STOCK (continued) |
|
Life Healthcare Group Holdings Ltd |
|
|
1,362,913 |
|
|
$ |
2,474 |
|
Mondi Ltd |
|
|
62,595 |
|
|
|
1,697 |
|
MTN Group Ltd |
|
|
128,954 |
|
|
|
1,015 |
|
Naspers Ltd, Cl N |
|
|
66,121 |
|
|
|
16,812 |
|
Novus Holdings Ltd |
|
|
26,043 |
|
|
|
6 |
|
Petra Diamonds Ltd *(A) |
|
|
812,505 |
|
|
|
604 |
|
Pick n Pay Stores Ltd |
|
|
354,736 |
|
|
|
1,935 |
|
RMB Holdings Ltd |
|
|
514,269 |
|
|
|
2,844 |
|
Sanlam Ltd |
|
|
110,106 |
|
|
|
563 |
|
Sappi Ltd |
|
|
58,398 |
|
|
|
390 |
|
Sasol Ltd |
|
|
133,416 |
|
|
|
4,895 |
|
SPAR Group Ltd/The |
|
|
120,317 |
|
|
|
1,628 |
|
Standard Bank Group Ltd |
|
|
706,358 |
|
|
|
9,888 |
|
Truworths International Ltd |
|
|
392,492 |
|
|
|
2,212 |
|
Vodacom Group Ltd (A) |
|
|
96,688 |
|
|
|
866 |
|
Wilson Bayly Holmes-Ovcon Ltd |
|
|
45,758 |
|
|
|
499 |
|
Woolworths Holdings Ltd/South Africa |
|
|
220,337 |
|
|
|
891 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
76,581 |
|
|
|
|
|
|
|
|
|
|
|
South Korea 14.0% |
|
Aekyung Industrial Co Ltd * |
|
|
9,401 |
|
|
|
625 |
|
CJ O Shopping Co Ltd |
|
|
1,310 |
|
|
|
329 |
|
Com2uSCorp |
|
|
27,830 |
|
|
|
4,195 |
|
Coway Co Ltd |
|
|
86,570 |
|
|
|
6,727 |
|
DB Insurance Co Ltd |
|
|
63,815 |
|
|
|
3,378 |
|
Dentium Co Ltd |
|
|
24,476 |
|
|
|
1,961 |
|
Doosan Bobcat Inc |
|
|
89,753 |
|
|
|
2,577 |
|
E-MART Inc |
|
|
10,858 |
|
|
|
2,479 |
|
Grand Korea Leisure Co Ltd (A) |
|
|
5,057 |
|
|
|
118 |
|
Hana Financial Group Inc |
|
|
87,137 |
|
|
|
3,350 |
|
Hana Tour Service Inc (A) |
|
|
21,606 |
|
|
|
1,694 |
|
Hankook Tire Co Ltd |
|
|
44,939 |
|
|
|
1,698 |
|
Hotel Shilla Co Ltd (A) |
|
|
7,401 |
|
|
|
820 |
|
Hyosung Corp (A) |
|
|
14,872 |
|
|
|
1,788 |
|
Hyundai Department Store Co Ltd |
|
|
16,007 |
|
|
|
1,659 |
|
Hyundai Engineering & Construction Co Ltd |
|
|
53,447 |
|
|
|
2,757 |
|
Hyundai Marine & Fire Insurance Co Ltd |
|
|
109,586 |
|
|
|
3,314 |
|
Hyundai Mipo Dockyard Co Ltd *(A) |
|
|
4,511 |
|
|
|
347 |
|
Hyundai Motor Co |
|
|
35,501 |
|
|
|
3,998 |
|
Industrial Bank of Korea |
|
|
60,155 |
|
|
|
831 |
|
ING Life Insurance Korea Ltd (B) |
|
|
92,322 |
|
|
|
3,467 |
|
Kangwon Land Inc |
|
|
46,656 |
|
|
|
1,095 |
|
KB Financial Group Inc |
|
|
75,518 |
|
|
|
3,578 |
|
KB Financial Group Inc ADR |
|
|
55,597 |
|
|
|
2,584 |
|
KCC Corp |
|
|
5,190 |
|
|
|
1,527 |
|
Korea Aerospace Industries Ltd *(A) |
|
|
128,386 |
|
|
|
4,746 |
|
Korea Electric Power Corp |
|
|
57,252 |
|
|
|
1,644 |
|
Korea Investment Holdings Co Ltd |
|
|
9,927 |
|
|
|
749 |
|
KT&G Corp |
|
|
25,255 |
|
|
|
2,425 |
|
LG Chem Ltd |
|
|
15,303 |
|
|
|
4,579 |
|
LG Corp |
|
|
29,148 |
|
|
|
1,886 |
|
LG Electronics Inc |
|
|
21,021 |
|
|
|
1,565 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
COMMON STOCK (continued) |
|
LG Household & Health Care Ltd |
|
|
3,875 |
|
|
$ |
4,854 |
|
LG Uplus Corp |
|
|
182,110 |
|
|
|
2,288 |
|
Lotte Chemical Corp (A) |
|
|
9,164 |
|
|
|
2,861 |
|
Lotte Chilsung Beverage Co Ltd |
|
|
1,241 |
|
|
|
1,711 |
|
Lotte Confectionery Co Ltd |
|
|
4,626 |
|
|
|
751 |
|
Lotte Corp *(A) |
|
|
28,243 |
|
|
|
1,452 |
|
Lotte Shopping Co Ltd |
|
|
1,697 |
|
|
|
320 |
|
LS Corp |
|
|
4,975 |
|
|
|
335 |
|
LS Industrial Systems Co Ltd |
|
|
19,219 |
|
|
|
1,216 |
|
Mando Corp (A) |
|
|
76,665 |
|
|
|
2,641 |
|
NAVER Corp |
|
|
5,822 |
|
|
|
3,986 |
|
NCSoft Corp (A) |
|
|
36,753 |
|
|
|
12,235 |
|
Netmarble Corp (A)(B) |
|
|
12,877 |
|
|
|
1,762 |
|
NH Investment & Securities Co Ltd |
|
|
85,781 |
|
|
|
1,151 |
|
OCI Co Ltd |
|
|
10,540 |
|
|
|
974 |
|
Orion Corp/Republic of Korea (A) |
|
|
32,023 |
|
|
|
4,281 |
|
Partron Co Ltd (A) |
|
|
199,236 |
|
|
|
1,269 |
|
POSCO |
|
|
17,996 |
|
|
|
5,312 |
|
Samsung Electro-Mechanics Co Ltd |
|
|
11,340 |
|
|
|
1,511 |
|
Samsung Electronics Co Ltd |
|
|
1,426,093 |
|
|
|
59,692 |
|
Samsung Engineering Co Ltd *(A) |
|
|
411,587 |
|
|
|
5,780 |
|
Samsung Life Insurance Co Ltd (A) |
|
|
25,014 |
|
|
|
2,209 |
|
Samsung SDS Co Ltd |
|
|
13,818 |
|
|
|
2,486 |
|
SFA Engineering Corp (A) |
|
|
76,979 |
|
|
|
2,262 |
|
Shinhan Financial Group Co Ltd |
|
|
13,226 |
|
|
|
514 |
|
SK Holdings Co Ltd |
|
|
2,848 |
|
|
|
662 |
|
SK Hynix Inc (A) |
|
|
399,861 |
|
|
|
30,747 |
|
SK Innovation Co Ltd |
|
|
29,806 |
|
|
|
5,402 |
|
SK Telecom Co Ltd |
|
|
51,609 |
|
|
|
10,790 |
|
SK Telecom Co Ltd ADR |
|
|
345,820 |
|
|
|
8,065 |
|
SKCKOLONPI Inc |
|
|
45,414 |
|
|
|
2,017 |
|
S-Oil Corp |
|
|
2,517 |
|
|
|
247 |
|
Woori Bank |
|
|
40,734 |
|
|
|
596 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
256,869 |
|
|
|
|
|
|
|
|
|
|
|
Switzerland 0.1% |
|
Wizz Air Holdings Plc *(B) |
|
|
38,392 |
|
|
|
1,825 |
|
|
|
|
|
|
|
|
|
|
|
Taiwan 9.5% |
|
Accton Technology Corp |
|
|
1,132,200 |
|
|
|
3,275 |
|
Acer Inc |
|
|
1,522,000 |
|
|
|
1,243 |
|
Advanced Ceramic X Corp |
|
|
122,900 |
|
|
|
1,022 |
|
Airtac International Group |
|
|
271,681 |
|
|
|
3,863 |
|
ASE Technology Holding Co Ltd |
|
|
988,372 |
|
|
|
2,321 |
|
ASMedia Technology Inc |
|
|
53,000 |
|
|
|
847 |
|
Asustek Computer Inc |
|
|
84,000 |
|
|
|
767 |
|
AU Optronics Corp |
|
|
2,268,000 |
|
|
|
960 |
|
Catcher Technology Co Ltd |
|
|
900,040 |
|
|
|
10,067 |
|
Cathay Financial Holding Co Ltd |
|
|
2,545,584 |
|
|
|
4,492 |
|
Chailease Holding Co Ltd |
|
|
574,404 |
|
|
|
1,884 |
|
China Development Financial Holding Corp |
|
|
560,000 |
|
|
|
205 |
|
Chipbond Technology Corp |
|
|
178,000 |
|
|
|
370 |
|
Chlitina Holding Ltd |
|
|
201,000 |
|
|
|
1,958 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
|
5 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
COMMON STOCK (continued) |
|
Chunghwa Telecom Co Ltd |
|
|
231,000 |
|
|
$ |
833 |
|
Compal Electronics Inc |
|
|
2,537,000 |
|
|
|
1,598 |
|
CTBC Financial Holding Co Ltd |
|
|
1,631,000 |
|
|
|
1,174 |
|
Cub Elecparts Inc |
|
|
81,000 |
|
|
|
1,036 |
|
Delta Electronics Inc |
|
|
575,100 |
|
|
|
2,065 |
|
Elite Advanced Laser Corp |
|
|
616,160 |
|
|
|
2,092 |
|
Elite Material Co Ltd |
|
|
885,400 |
|
|
|
2,317 |
|
eMemory Technology Inc |
|
|
163,200 |
|
|
|
2,045 |
|
Epistar Corp |
|
|
228,000 |
|
|
|
285 |
|
Feng TAY Enterprise Co Ltd |
|
|
361,000 |
|
|
|
1,812 |
|
First Financial Holding Co Ltd |
|
|
2,047,480 |
|
|
|
1,383 |
|
Formosa Chemicals & Fibre Corp |
|
|
239,000 |
|
|
|
952 |
|
Formosa Plastics Corp |
|
|
297,000 |
|
|
|
1,096 |
|
Fubon Financial Holding Co Ltd |
|
|
1,150,000 |
|
|
|
1,927 |
|
Gigabyte Technology Co Ltd |
|
|
58,000 |
|
|
|
128 |
|
Hiwin Technologies Corp |
|
|
157,312 |
|
|
|
1,857 |
|
Hon Hai Precision Industry Co Ltd |
|
|
2,947,607 |
|
|
|
8,044 |
|
Hota Industrial Manufacturing Co Ltd |
|
|
249,001 |
|
|
|
1,209 |
|
Hu Lane Associate Inc |
|
|
208,700 |
|
|
|
948 |
|
Inventec Corp |
|
|
3,436,000 |
|
|
|
2,699 |
|
Kingpak Technology Inc |
|
|
254,110 |
|
|
|
1,659 |
|
Kings Town Bank Co Ltd |
|
|
205,000 |
|
|
|
220 |
|
Largan Precision Co Ltd |
|
|
16,446 |
|
|
|
2,422 |
|
Lite-On Technology Corp |
|
|
768,000 |
|
|
|
930 |
|
MediaTek Inc |
|
|
1,836,079 |
|
|
|
18,067 |
|
Mega Financial Holding Co Ltd |
|
|
561,000 |
|
|
|
495 |
|
Micro-Star International Co Ltd |
|
|
987,000 |
|
|
|
3,050 |
|
Nanya Technology Corp |
|
|
1,110,000 |
|
|
|
3,029 |
|
Parade Technologies Ltd |
|
|
204,600 |
|
|
|
3,436 |
|
President Chain Store Corp |
|
|
373,000 |
|
|
|
4,227 |
|
Realtek Semiconductor Corp |
|
|
39,000 |
|
|
|
142 |
|
Silicon Motion Technology Corp ADR |
|
|
72,820 |
|
|
|
3,851 |
|
St Shine Optical Co Ltd |
|
|
15,000 |
|
|
|
343 |
|
TaiMed Biologics Inc* |
|
|
184,000 |
|
|
|
1,883 |
|
Taiwan Semiconductor Manufacturing Co Ltd |
|
|
6,202,717 |
|
|
|
44,046 |
|
Taiwan Semiconductor Manufacturing Co Ltd ADR |
|
|
285,957 |
|
|
|
10,455 |
|
Uni-President Enterprises Corp |
|
|
943,000 |
|
|
|
2,394 |
|
United Microelectronics Corp |
|
|
830,000 |
|
|
|
461 |
|
Walsin Lihwa Corp |
|
|
602,000 |
|
|
|
409 |
|
Wistron Corp |
|
|
2,153,000 |
|
|
|
1,599 |
|
Yageo Corp |
|
|
7,000 |
|
|
|
258 |
|
Yuanta Financial Holding Co Ltd |
|
|
4,278,000 |
|
|
|
1,950 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
174,100 |
|
|
|
|
|
|
|
|
|
|
|
Thailand 1.4% |
|
Advanced Info Service PCL |
|
|
416,300 |
|
|
|
2,325 |
|
Bangkok Bank PCL |
|
|
343,800 |
|
|
|
2,029 |
|
CP ALL PCL |
|
|
1,337,400 |
|
|
|
2,967 |
|
CP ALL PCL NVDR |
|
|
922,410 |
|
|
|
2,046 |
|
Home Product Center PCL |
|
|
9,271,300 |
|
|
|
3,750 |
|
Kiatnakin Bank PCL NVDR |
|
|
196,400 |
|
|
|
402 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
COMMON STOCK (continued) |
|
Minor International PCL NVDR |
|
|
2,806,249 |
|
|
$ |
2,753 |
|
PTT Exploration & Production PCL |
|
|
385,700 |
|
|
|
1,636 |
|
PTT Global Chemical PCL NVDR |
|
|
654,500 |
|
|
|
1,442 |
|
PTT PCL |
|
|
1,874,800 |
|
|
|
2,716 |
|
PTT PCL NVDR |
|
|
700,700 |
|
|
|
1,015 |
|
Star Petroleum Refining PCL NVDR |
|
|
555,500 |
|
|
|
218 |
|
Thai Oil PCL |
|
|
406,886 |
|
|
|
955 |
|
Thai Oil PCL NVDR |
|
|
354,500 |
|
|
|
832 |
|
Thanachart Capital PCL NVDR |
|
|
349,000 |
|
|
|
492 |
|
Tisco Financial Group PCL |
|
|
218,723 |
|
|
|
554 |
|
Tisco Financial Group PCL NVDR |
|
|
55,977 |
|
|
|
142 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
26,274 |
|
|
|
|
|
|
|
|
|
|
|
Turkey 1.6% |
|
Akbank Turk AS |
|
|
1,615,550 |
|
|
|
2,652 |
|
Anadolu Efes Biracilik Ve Malt Sanayii AS |
|
|
175,824 |
|
|
|
906 |
|
Arcelik AS |
|
|
373,210 |
|
|
|
1,242 |
|
Aselsan Elektronik Sanayi Ve Ticaret AS |
|
|
497,076 |
|
|
|
2,511 |
|
Coca-Cola Icecek AS |
|
|
47,573 |
|
|
|
352 |
|
Eregli Demir ve Celik Fabrikalari TAS |
|
|
1,226,520 |
|
|
|
2,731 |
|
Ford Otomotiv Sanayi AS |
|
|
68,247 |
|
|
|
913 |
|
Haci Omer Sabanci Holding AS |
|
|
119,545 |
|
|
|
230 |
|
Mavi Giyim Sanayi Ve Ticaret AS, Cl B (B) |
|
|
133,500 |
|
|
|
1,138 |
|
Sok Marketler Ticaret AS *(A) |
|
|
1,098,866 |
|
|
|
2,080 |
|
TAV Havalimanlari Holding AS |
|
|
344,182 |
|
|
|
1,686 |
|
Turk Hava Yollari AO * |
|
|
415,849 |
|
|
|
1,229 |
|
Turkcell Iletisim Hizmetleri AS |
|
|
2,722,564 |
|
|
|
7,232 |
|
Turkcell Iletisim Hizmetleri AS ADR |
|
|
104,235 |
|
|
|
682 |
|
Turkiye Garanti Bankasi AS |
|
|
1,748,329 |
|
|
|
3,198 |
|
Turkiye Is Bankasi AS, Cl C |
|
|
74,006 |
|
|
|
92 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
28,874 |
|
|
|
|
|
|
|
|
|
|
|
United Arab Emirates 0.4% |
|
Abu Dhabi Commercial Bank PJSC |
|
|
298,229 |
|
|
|
572 |
|
DAMAC Properties Dubai Co PJSC |
|
|
1,085,072 |
|
|
|
606 |
|
Dubai Investments PJSC |
|
|
1,369,222 |
|
|
|
708 |
|
Dubai Islamic Bank PJSC |
|
|
1,611,490 |
|
|
|
2,139 |
|
Emaar Properties PJSC |
|
|
2,764,676 |
|
|
|
3,707 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,732 |
|
|
|
|
|
|
|
|
|
|
|
United Kingdom 1.4% |
|
Anglo American PLC |
|
|
139,906 |
|
|
|
3,138 |
|
Etalon Group PLC GDR |
|
|
56,800 |
|
|
|
155 |
|
KAZ Minerals PLC * |
|
|
641,151 |
|
|
|
7,136 |
|
Mail.Ru Group Ltd GDR * |
|
|
17,965 |
|
|
|
521 |
|
Novatek PJSC GDR |
|
|
22,669 |
|
|
|
3,362 |
|
Tullow Oil PLC * |
|
|
2,776,815 |
|
|
|
8,982 |
|
Vivo Energy PLC *(B) |
|
|
707,939 |
|
|
|
1,384 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
24,678 |
|
|
|
|
|
|
|
|
|
|
|
United States 0.7% |
|
Corp America Airports SA * |
|
|
195,416 |
|
|
|
1,649 |
|
Globant SA * |
|
|
47,131 |
|
|
|
2,676 |
|
Himax Technologies Inc ADR (A) |
|
|
102,945 |
|
|
|
768 |
|
|
|
|
6 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
COMMON STOCK (continued) |
|
Liberty Latin America Ltd, Cl C * |
|
|
103,100 |
|
|
$ |
1,998 |
|
Pagseguro Digital Ltd, Cl A * |
|
|
19,100 |
|
|
|
530 |
|
Sohu.com Ltd ADR * |
|
|
147,600 |
|
|
|
5,240 |
|
Yirendai Ltd ADR (A) |
|
|
8,466 |
|
|
|
180 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,041 |
|
|
|
|
|
|
|
|
|
|
|
Vietnam 0.2% |
|
Vincom Retail JSC * |
|
|
1,666,000 |
|
|
|
2,816 |
|
|
|
|
|
|
|
|
|
|
Total Common Stock (Cost $1,485,069) ($ Thousands) |
|
|
|
|
|
|
1,679,996 |
|
|
|
|
|
|
|
|
|
|
|
PREFERRED STOCK 2.4% |
|
|
Brazil 1.6% |
|
Banco Bradesco SA * |
|
|
191,689 |
|
|
|
1,334 |
|
Banco do Estado do Rio Grande do Sul SA |
|
|
77,000 |
|
|
|
295 |
|
Braskem SA |
|
|
63,700 |
|
|
|
834 |
|
Cia Brasileira de Distribuicao ADR * |
|
|
107,800 |
|
|
|
2,154 |
|
Cia Energetica de Sao Paulo, Cl B |
|
|
247,500 |
|
|
|
1,045 |
|
Itau Unibanco Holding SA |
|
|
494,096 |
|
|
|
5,156 |
|
Itau Unibanco Holding SA ADR |
|
|
328,654 |
|
|
|
3,412 |
|
Itausa - Investimentos Itau SA |
|
|
1,468,731 |
|
|
|
3,508 |
|
Lojas Americanas SA * |
|
|
833,948 |
|
|
|
3,598 |
|
Petroleo Brasileiro SA * |
|
|
356,220 |
|
|
|
1,590 |
|
Petroleo Brasileiro SA ADR, Cl A * |
|
|
355,224 |
|
|
|
3,140 |
|
Telefonica Brasil SA |
|
|
242,700 |
|
|
|
2,892 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
28,958 |
|
|
|
|
|
|
|
|
|
|
|
Colombia 0.1% |
|
Banco Davivienda SA |
|
|
45,419 |
|
|
|
564 |
|
Bancolombia SA |
|
|
64,390 |
|
|
|
772 |
|
Grupo Aval Acciones y Valores SA |
|
|
1,466,661 |
|
|
|
612 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,948 |
|
|
|
|
|
|
|
|
|
|
|
South Korea 0.7% |
|
Samsung Electronics Co Ltd |
|
|
370,102 |
|
|
|
12,503 |
|
|
|
|
|
|
|
|
|
|
Total Preferred Stock (Cost $46,152) ($ Thousands) |
|
|
|
|
|
|
43,409 |
|
|
|
|
|
|
|
|
|
|
|
EXCHANGE TRADED FUND 1.7% |
|
|
United States 1.7% |
|
iShares MSCI Emerging Markets ETF |
|
|
708,134 |
|
|
|
30,684 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Exchange Traded Fund (Cost $32,413) ($ Thousands) |
|
|
|
|
|
|
30,684 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
PARTICIPATION NOTES 1.2% |
|
|
China 0.3% |
|
Hans Laser, Expires 04/09/2019 * |
|
|
670,450 |
|
|
$ |
5,375 |
|
|
|
|
|
|
|
|
|
|
|
Luxembourg 0.0% |
|
Hoa Phat Group JSC, Expires 11/20/2020 * |
|
|
28,769 |
|
|
|
48 |
|
Savola Group/The, Expires 12/20/2020 * |
|
|
33,600 |
|
|
|
332 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
380 |
|
|
|
|
|
|
|
|
|
|
|
Saudi Arabia 0.1% |
|
HBSC Bank Savola Group, Expires 01/24/2020 * |
|
|
193,864 |
|
|
|
1,906 |
|
|
|
|
|
|
|
|
|
|
|
Switzerland 0.6% |
|
Hangzhou Hikvision, Expires 08/22/2018 * |
|
|
1,452,989 |
|
|
|
8,153 |
|
Spring Airline, Expires 06/03/2019 * |
|
|
572,000 |
|
|
|
3,021 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,174 |
|
|
|
|
|
|
|
|
|
|
|
United Kingdom 0.1% |
|
Al Tayyar Travel Group Holding, Expires * |
|
|
185,163 |
|
|
|
1,326 |
|
|
|
|
|
|
|
|
|
|
|
United States 0.0% |
|
Motherson Sumi Systems Ltd, Expires 09/21/2021 * |
|
|
155,000 |
|
|
|
644 |
|
|
|
|
|
|
|
|
|
|
|
Vietnam 0.1% |
|
Hoa Phat Group JSC, Expires 07/24/2018 * |
|
|
1,378,050 |
|
|
|
2,279 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Participation Notes (Cost $20,870) ($ Thousands) |
|
|
|
|
|
|
23,084 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Number of Rights |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
RIGHTS 0.0% |
|
|
Taiwan 0.0% |
|
Cathay Financial Holding Co Ltd * |
|
|
106,404 |
|
|
|
|
|
|
United Kingdom 0.0% |
|
Petra Diamonds Ltd, Expires 07/05/2018 * |
|
|
507,818 |
|
|
|
127 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Rights (Cost $310) ($ Thousands) |
|
|
|
|
|
|
127 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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 / June 30, 2018 |
|
7 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
|
|
|
|
|
|
|
|
|
AFFILIATED PARTNERSHIP 3.4% |
|
|
|
|
|
SEI Liquidity Fund,
L.P. 2.010%**(E) |
|
|
62,321,869 |
|
|
$ |
62,331 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Affiliated Partnership (Cost $62,322) ($ Thousands) |
|
|
|
|
|
|
62,331 |
|
|
|
|
|
|
|
|
|
|
|
|
CASH EQUIVALENT 0.8% |
|
|
|
|
|
SEI Daily Income Trust, Government Fund,
Cl F 1.660%** |
|
|
14,125,195 |
|
|
|
14,125 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Cash Equivalent (Cost $14,125) ($ Thousands) |
|
|
|
|
|
|
14,125 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities
101.2% (Cost $1,661,261) ($ Thousands) |
|
|
$ |
1,853,756 |
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $1,830,917 ($ Thousands). |
* |
Non-income producing security. |
** |
Rate shown is the 7-day effective yield as of June 30, 2018.
|
|
Investment in Affiliated Security. |
|
Expiration date not available. |
(A) |
Certain securities or partial positions of certain securities are on loan at June 30, 2018. The total market value of
securities on loan at June 30, 2018 was $59,383 ($ Thousands). |
(B) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in
transactions exempt from registration normally to qualified institutions. On June 30, 2018, the value of these securities amounted to $48,063 ($ Thousands), representing 2.63% of the Net Assets of the Fund. |
(C) |
Level 3 security in accordance with fair value hierarchy. |
(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 June 30, 2018 was $62,331 ($ Thousands). |
ADR American Depositary Receipt
BRL Brazilian Real
Cl Class
CV Convertible
Security
ETF Exchange-Traded Fund
GDR Global Depositary Receipt
JSC Joint-Stock Company
JSE Johannesburg Stock Exchange
L.P. Limited Partnership
Ltd. Limited
MSCI Morgan Stanley Capital International
NVDR Non-Voting Depositary Receipt
PJSC Public Joint-Stock Company
PLC Public Limited Company
Ser Series
The following is a list of the level of inputs used as of June 30, 2018, in valuing the
Funds investments carried at value ($ Thousands):
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Investments in Securities |
|
Level 1 |
|
|
Level 2 |
|
|
Level 3^ |
|
|
Total |
|
Common Stock |
|
$ |
1,677,931 |
|
|
$ |
2,065 |
|
|
$ |
|
|
|
$ |
1,679,996 |
|
Preferred Stock |
|
|
43,409 |
|
|
|
|
|
|
|
|
|
|
|
43,409 |
|
Exchange Traded Fund |
|
|
30,684 |
|
|
|
|
|
|
|
|
|
|
|
30,684 |
|
Participation Notes |
|
|
|
|
|
|
23,084 |
|
|
|
|
|
|
|
23,084 |
|
Rights |
|
|
127 |
|
|
|
|
|
|
|
|
|
|
|
127 |
|
Debenture Bond |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Affiliated Partnership |
|
|
|
|
|
|
62,331 |
|
|
|
|
|
|
|
62,331 |
|
Cash Equivalent |
|
|
14,125 |
|
|
|
|
|
|
|
|
|
|
|
14,125 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities |
|
$ |
1,766,276 |
|
|
$ |
87,480 |
|
|
$ |
|
|
|
$ |
1,853,756 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
^ 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 June 30, 2018, there were transfers between Level 1 and Level 2 assets and liabilities. The primary reason for changes in the
classifications between Levels 1 and 2 occurs when foreign equity securities are fair valued using other observable market-based inputs in place of the closing exchange price due to events occurring after the close of the exchange or market on which
the investment is principally traded.
For the period ended June 30, 2018, there were no transfers between Level 2 and Level 3 assets and liabilities.
For the period ended June 30, 2018, there were no transfers into Level 3 assets and liabilities.
Amounts designated as are $0 or have been rounded to $0.
For
information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial statements.
The following is a summary of the transactions with
affiliates for the period ended June 30, 2018 ($ Thousands):
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security Description |
|
Value 9/30/2017 |
|
Purchases at Cost |
|
Proceeds from Sales |
|
Realized Gain (Loss) |
|
Change in Unrealized Appreciation (Depreciation) |
|
Value 6/30/2018 |
|
Dividend Income |
SEI Liquidity Fund, L.P. |
|
$ |
154,588 |
|
|
$ |
258,703 |
|
|
$ |
(350,966) |
|
|
|
$ (3) |
|
|
|
$ 9 |
|
|
$ |
62,331 |
|
|
$ |
872 |
|
SEI Daily Income Trust, Government Fund, Cl F |
|
|
7,827 |
|
|
|
163,670 |
|
|
|
(157,372) |
|
|
|
|
|
|
|
|
|
|
|
14,125 |
|
|
|
101 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Totals |
|
$ |
162,415 |
|
|
$ |
422,373 |
|
|
$ |
(508,338) |
|
|
|
$ (3) |
|
|
|
$ 9 |
|
|
$ |
76,456 |
|
|
$ |
973 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
International Fixed Income Fund
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
GLOBAL BONDS 93.6% |
|
|
|
|
|
Argentina 0.2% |
|
|
|
|
|
|
|
|
Argentina POM Politica Monetaria |
|
|
|
|
|
40.000%, VAR Argentina Central Bank 7D Repo Ref Rate+0.000%, 06/21/2020 |
|
ARS |
2,529 |
|
|
$ |
90 |
|
Argentine Bonos del Tesoro |
|
|
|
|
|
|
|
|
16.000%, 10/17/2023 |
|
|
9,727 |
|
|
|
299 |
|
Argentine Republic Government International Bond |
|
|
|
|
|
|
|
|
5.000%, 01/15/2027 |
|
EUR |
115 |
|
|
|
114 |
|
Genneia |
|
|
|
|
|
|
|
|
8.750%, 01/20/2022 (A) |
|
$ |
123 |
|
|
|
119 |
|
Provincia de Buenos Aires |
|
|
|
|
|
|
|
|
9.125%, 03/16/2024 |
|
|
170 |
|
|
|
163 |
|
Rio Energy |
|
|
|
|
|
|
|
|
6.875%, 02/01/2025 (A) |
|
|
150 |
|
|
|
124 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
909 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Australia 2.1% |
|
|
|
|
|
|
|
|
Australia & New Zealand Banking Group MTN |
|
|
|
|
|
|
|
|
5.000%, 08/16/2023 |
|
AUD |
750 |
|
|
|
605 |
|
3.625%, 07/18/2022 |
|
EUR |
300 |
|
|
|
399 |
|
Australia Government Bond |
|
|
|
|
|
|
|
|
5.500%, 04/21/2023 |
|
AUD |
1,675 |
|
|
|
1,418 |
|
4.750%, 04/21/2027 |
|
|
395 |
|
|
|
341 |
|
4.500%, 04/15/2020 |
|
|
540 |
|
|
|
416 |
|
4.500%, 04/21/2033 |
|
|
195 |
|
|
|
173 |
|
4.250%, 04/21/2026 |
|
|
1,425 |
|
|
|
1,179 |
|
3.750%, 04/21/2037 |
|
|
393 |
|
|
|
325 |
|
3.000%, 03/21/2047 |
|
|
1,320 |
|
|
|
956 |
|
2.750%, 04/21/2024 |
|
|
1,230 |
|
|
|
926 |
|
Australia Government Bond, Ser 122 |
|
|
|
|
|
|
|
|
5.250%, 03/15/2019 |
|
|
625 |
|
|
|
473 |
|
Australia Government Bond, Ser 124 |
|
|
|
|
|
|
|
|
5.750%, 05/15/2021 |
|
|
2,583 |
|
|
|
2,103 |
|
National Australia Bank |
|
|
|
|
|
|
|
|
5.000%, 03/11/2024 |
|
|
750 |
|
|
|
606 |
|
Westpac Banking Corp MTN |
|
|
|
|
|
|
|
|
1.500%, 03/24/2021 |
|
EUR |
220 |
|
|
|
268 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,188 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Austria 1.7% |
|
|
|
|
|
|
|
|
JAB Holdings BV |
|
|
|
|
|
|
|
|
1.250%, 05/22/2024 |
|
|
300 |
|
|
|
351 |
|
Republic of Austria Government Bond |
|
|
|
|
|
|
|
|
4.150%, 03/15/2037 (A) |
|
|
406 |
|
|
|
719 |
|
3.650%, 04/20/2022 (A) |
|
|
290 |
|
|
|
390 |
|
3.150%, 06/20/2044 (A) |
|
|
475 |
|
|
|
781 |
|
2.100%, 09/20/2117 (A) |
|
|
75 |
|
|
|
99 |
|
1.950%, 06/18/2019 (A) |
|
|
1,870 |
|
|
|
2,234 |
|
1.150%, 10/19/2018 (A) |
|
|
205 |
|
|
|
241 |
|
0.750%, 10/20/2026 (A) |
|
|
1,912 |
|
|
|
2,299 |
|
0.068%, 07/15/2023 (A)(B) |
|
|
360 |
|
|
|
423 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Republic of Austria Government Bond, Ser 97-6 |
|
|
|
|
|
|
|
|
6.250%, 07/15/2027 |
|
EUR |
288 |
|
|
$ |
510 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,047 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Belgium 2.1% |
|
|
|
|
|
|
|
|
Anheuser-Busch InBev MTN |
|
|
|
|
|
|
|
|
2.250%, 05/24/2029 |
|
GBP |
205 |
|
|
|
259 |
|
1.500%, 03/17/2025 |
|
EUR |
415 |
|
|
|
504 |
|
Kingdom of Belgium Government Bond |
|
|
|
|
|
|
|
|
3.750%, 09/28/2020 (A) |
|
|
2,126 |
|
|
|
2,722 |
|
3.750%, 06/22/2045 |
|
|
233 |
|
|
|
406 |
|
3.000%, 06/22/2034 (A) |
|
|
620 |
|
|
|
922 |
|
1.900%, 06/22/2038 (A) |
|
|
200 |
|
|
|
256 |
|
1.600%, 06/22/2047 (A) |
|
|
310 |
|
|
|
362 |
|
1.000%, 06/22/2031 (A) |
|
|
1,149 |
|
|
|
1,350 |
|
0.800%, 06/22/2025 (A) |
|
|
715 |
|
|
|
867 |
|
0.800%, 06/22/2027 (A) |
|
|
785 |
|
|
|
936 |
|
0.800%, 06/22/2028 (A) |
|
|
340 |
|
|
|
401 |
|
Kingdom of Belgium Government Bond, Ser 44 |
|
|
|
|
|
|
|
|
5.000%, 03/28/2035 (A) |
|
|
64 |
|
|
|
118 |
|
Kingdom of Belgium Government Bond, Ser 65 |
|
|
|
|
|
|
|
|
4.250%, 09/28/2022 |
|
|
790 |
|
|
|
1,102 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,205 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Brazil 0.6% |
|
|
|
|
|
|
|
|
Brazil Notas do Tesouro Nacional, Serie B |
|
|
|
|
|
|
|
|
6.000%, 08/15/2050 |
|
BRL |
1,490 |
|
|
|
1,191 |
|
Brazil Notas do Tesouro Nacional, Serie F |
|
|
|
|
|
|
|
|
10.000%, 01/01/2021 |
|
|
3,533 |
|
|
|
931 |
|
Minerva Luxembourg |
|
|
|
|
|
|
|
|
6.500%, 09/20/2026 (A) |
|
$ |
290 |
|
|
|
266 |
|
Odebrecht Finance |
|
|
|
|
|
|
|
|
7.125%, 06/26/2042 |
|
|
280 |
|
|
|
98 |
|
4.375%, 04/25/2025 |
|
|
200 |
|
|
|
69 |
|
Petrobras Global Finance |
|
|
|
|
|
|
|
|
5.999%, 01/27/2028 (A) |
|
|
215 |
|
|
|
195 |
|
Petrobras Global Finance BV |
|
|
|
|
|
|
|
|
6.250%, 03/17/2024 |
|
|
59 |
|
|
|
58 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,808 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Canada 6.9% |
|
|
|
|
|
|
|
|
Bank of Montreal MTN |
|
|
|
|
|
|
|
|
0.125%, 04/19/2021 |
|
EUR |
280 |
|
|
|
329 |
|
Bank of Nova Scotia MTN |
|
|
|
|
|
|
|
|
0.750%, 09/17/2021 |
|
|
570 |
|
|
|
682 |
|
Bell Canada |
|
|
|
|
|
|
|
|
3.350%, 06/18/2019 |
|
CAD |
29 |
|
|
|
22 |
|
Bell Canada MTN |
|
|
|
|
|
|
|
|
4.700%, 09/11/2023 |
|
|
80 |
|
|
|
65 |
|
3.250%, 06/17/2020 |
|
|
95 |
|
|
|
73 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
|
1 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
GLOBAL BONDS (continued) |
|
Canada Housing Trust No. 1 |
|
|
|
|
|
|
|
|
3.800%, 06/15/2021 (A) |
|
CAD |
4,830 |
|
|
$ |
3,839 |
|
2.250%, 12/15/2025 (A) |
|
|
2,235 |
|
|
|
1,670 |
|
1.750%, 06/15/2022 (A) |
|
|
2,465 |
|
|
|
1,835 |
|
Canadian Government Bond |
|
|
|
|
|
|
|
|
1.000%, 06/01/2027 |
|
|
1,375 |
|
|
|
948 |
|
Canadian Imperial Bank of Commerce |
|
|
|
|
|
|
|
|
0.194%, 07/25/2022 (B) |
|
EUR |
445 |
|
|
|
517 |
|
CDP Financial |
|
|
|
|
|
|
|
|
4.400%, 11/25/2019 (A) |
|
$ |
850 |
|
|
|
869 |
|
Export Development Canada MTN |
|
|
|
|
|
|
|
|
2.400%, 06/07/2021 |
|
AUD |
1,259 |
|
|
|
929 |
|
Government of Canada |
|
|
|
|
|
|
|
|
5.750%, 06/01/2033 |
|
CAD |
1,205 |
|
|
|
1,327 |
|
2.750%, 12/01/2048 |
|
|
400 |
|
|
|
341 |
|
1.750%, 09/01/2019 |
|
|
1,430 |
|
|
|
1,086 |
|
1.500%, 06/01/2026 |
|
|
5,970 |
|
|
|
4,327 |
|
1.250%, 09/01/2018 |
|
|
740 |
|
|
|
562 |
|
1.000%, 09/01/2022 |
|
|
3,620 |
|
|
|
2,638 |
|
0.750%, 09/01/2021 |
|
|
955 |
|
|
|
698 |
|
National Bank of Canada |
|
|
|
|
|
|
|
|
1.500%, 03/25/2021 |
|
EUR |
345 |
|
|
|
420 |
|
Province of British Columbia Canada |
|
|
|
|
|
|
|
|
3.250%, 12/18/2021 |
|
CAD |
1,150 |
|
|
|
901 |
|
Province of Manitoba Canada |
|
|
|
|
|
|
|
|
3.850%, 12/01/2021 |
|
|
710 |
|
|
|
566 |
|
Province of Ontario Canada |
|
|
|
|
|
|
|
|
4.700%, 06/02/2037 |
|
|
1,355 |
|
|
|
1,282 |
|
4.650%, 06/02/2041 |
|
|
540 |
|
|
|
520 |
|
2.800%, 06/02/2048 |
|
|
2,200 |
|
|
|
1,605 |
|
2.600%, 06/02/2025 |
|
|
1,614 |
|
|
|
1,220 |
|
2.400%, 06/02/2026 |
|
|
585 |
|
|
|
433 |
|
Province of Quebec Canada |
|
|
|
|
|
|
|
|
6.250%, 06/01/2032 |
|
|
720 |
|
|
|
753 |
|
Province of Quebec Canada MTN |
|
|
|
|
|
|
|
|
3.700%, 05/20/2026 |
|
AUD |
540 |
|
|
|
410 |
|
Rogers Communications |
|
|
|
|
|
|
|
|
4.000%, 06/06/2022 |
|
CAD |
165 |
|
|
|
130 |
|
Royal Bank of Canada |
|
|
|
|
|
|
|
|
1.625%, 08/04/2020 |
|
EUR |
530 |
|
|
|
642 |
|
0.125%, 03/11/2021 |
|
|
560 |
|
|
|
658 |
|
Toronto-Dominion Bank MTN |
|
|
|
|
|
|
|
|
0.375%, 01/12/2021 |
|
|
345 |
|
|
|
408 |
|
Yamana Gold Inc |
|
|
|
|
|
|
|
|
4.950%, 07/15/2024 |
|
$ |
286 |
|
|
|
286 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
32,991 |
|
|
|
|
|
|
|
|
|
|
China 0.1% |
|
|
|
|
|
|
|
|
Sinopec Group Overseas Development |
|
|
|
|
|
|
|
|
2.625%, 10/17/2020 |
|
EUR |
240 |
|
|
|
295 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
Colombia 0.3% |
|
|
|
|
|
|
|
|
Colombian TES |
|
|
|
|
|
|
|
|
10.000%, 07/24/2024 |
|
COP |
1,940,600 |
|
|
$ |
786 |
|
7.750%, 09/18/2030 |
|
|
2,160,100 |
|
|
|
789 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,575 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Czech Republic 0.1% |
|
|
|
|
|
|
|
|
Czech Republic Government Bond |
|
|
|
|
|
|
|
|
4.700%, 09/12/2022 |
|
CZK |
7,470 |
|
|
|
379 |
|
2.500%, 08/25/2028 |
|
|
3,030 |
|
|
|
140 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
519 |
|
|
|
|
|
|
|
|
|
|
Denmark 0.6% |
|
|
|
|
|
|
|
|
Danske Bank |
|
|
|
|
|
|
|
|
3.875%, 09/12/2023 (A) |
|
$ |
270 |
|
|
|
268 |
|
3.875%, VAR EUR Swap Annual 5 Yr+2.625%, 10/04/2023 |
|
EUR |
375 |
|
|
|
442 |
|
2.000%, 09/08/2021 (A) |
|
$ |
360 |
|
|
|
344 |
|
Danske Bank MTN |
|
|
|
|
|
|
|
|
5.875%, VAR EUR Swap Annual 5 Yr+5.471%, 10/29/2049 |
|
EUR |
344 |
|
|
|
437 |
|
5.375%, VAR ICE LIBOR GDP 3 Month+1.940%, 09/29/2021 |
|
GBP |
170 |
|
|
|
226 |
|
Kingdom of Denmark |
|
|
|
|
|
|
|
|
4.500%, 11/15/2039 |
|
DKK |
2,040 |
|
|
|
554 |
|
1.500%, 11/15/2023 |
|
|
4,025 |
|
|
|
687 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,958 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Finland 0.2% |
|
|
|
|
|
|
|
|
Government of Finland |
|
|
|
|
|
|
|
|
2.625%, 07/04/2042 (A) |
|
EUR |
135 |
|
|
|
209 |
|
1.500%, 04/15/2023 (A) |
|
|
235 |
|
|
|
297 |
|
0.500%, 09/15/2027 (A) |
|
|
535 |
|
|
|
626 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,132 |
|
|
|
|
|
|
|
|
|
|
|
|
|
France 6.1% |
|
|
|
|
|
|
|
|
BNP Paribas |
|
|
|
|
|
|
|
|
7.625%, VAR USD Swap Semi 30/360 5 Year Curr+6.314%, 12/29/2049 (A) |
|
$ |
240 |
|
|
|
251 |
|
4.625%, 03/13/2027 (A) |
|
|
380 |
|
|
|
373 |
|
BNP Paribas MTN |
|
|
|
|
|
|
|
|
2.950%, 05/23/2022 (A) |
|
|
795 |
|
|
|
767 |
|
BPCE |
|
|
|
|
|
|
|
|
5.250%, 04/16/2029 |
|
GBP |
200 |
|
|
|
298 |
|
0.415%, VAR ICE LIBOR JPY 3 Month+0.450%, 12/13/2018 |
|
JPY |
200,000 |
|
|
|
1,806 |
|
BPCE MTN |
|
|
|
|
|
|
|
|
1.125%, 01/18/2023 |
|
EUR |
300 |
|
|
|
351 |
|
BPCE SFH |
|
|
|
|
|
|
|
|
1.750%, 11/29/2019 |
|
|
600 |
|
|
|
721 |
|
BPCE SFH MTN |
|
|
|
|
|
|
|
|
3.750%, 09/13/2021 |
|
|
200 |
|
|
|
262 |
|
Caisse Francaise de Financement Local MTN |
|
|
|
|
|
|
|
|
3.000%, 10/02/2028 |
|
|
100 |
|
|
|
140 |
|
|
|
|
2 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Cie de St-Gobain MTN |
|
|
|
|
|
|
|
|
5.625%, 11/15/2024 |
|
GBP |
200 |
|
|
$ |
315 |
|
CNP Assurances |
|
|
|
|
|
|
|
|
4.500%, VAR Euribor 3 Month+4.600%, 06/10/2047 |
|
EUR |
200 |
|
|
|
250 |
|
Credit Agricole |
|
|
|
|
|
|
|
|
6.500%, VAR EUR Swap Annual 5 Yr+5.120%, 12/31/2049 |
|
|
276 |
|
|
|
347 |
|
Credit Agricole MTN |
|
|
|
|
|
|
|
|
1.875%, 12/20/2026 |
|
|
200 |
|
|
|
236 |
|
1.375%, 05/03/2027 |
|
|
900 |
|
|
|
1,067 |
|
Credit Agricole Assurances |
|
|
|
|
|
|
|
|
4.750%, VAR EUR Swap Annual 5 Yr+5.350%, 09/27/2048 |
|
|
300 |
|
|
|
376 |
|
Dexia Credit Local MTN |
|
|
|
|
|
|
|
|
2.000%, 01/22/2021 |
|
|
200 |
|
|
|
247 |
|
0.625%, 01/21/2022 |
|
|
1,550 |
|
|
|
1,852 |
|
Electricite de France MTN |
|
|
|
|
|
|
|
|
5.500%, 03/27/2037 |
|
GBP |
200 |
|
|
|
324 |
|
5.375%, VAR EUR Swap Annual 12 Yr+3.794%, 12/12/2049 |
|
EUR |
200 |
|
|
|
251 |
|
4.000%, 11/12/2025 |
|
|
350 |
|
|
|
489 |
|
Engie MTN |
|
|
|
|
|
|
|
|
0.875%, 03/27/2024 |
|
|
300 |
|
|
|
355 |
|
0.375%, 02/28/2023 |
|
|
100 |
|
|
|
116 |
|
French Republic Government Bond OAT |
|
|
|
|
|
|
|
|
5.750%, 10/25/2032 |
|
|
403 |
|
|
|
779 |
|
4.000%, 10/25/2038 |
|
|
345 |
|
|
|
606 |
|
3.500%, 04/25/2020 |
|
|
680 |
|
|
|
853 |
|
3.250%, 05/25/2045 |
|
|
1,730 |
|
|
|
2,835 |
|
1.750%, 05/25/2023 |
|
|
2,690 |
|
|
|
3,436 |
|
1.750%, 06/25/2039 (A) |
|
|
60 |
|
|
|
76 |
|
1.750%, 05/25/2066 (A) |
|
|
165 |
|
|
|
194 |
|
1.250%, 05/25/2036 (A) |
|
|
960 |
|
|
|
1,136 |
|
0.040%, 03/25/2023 (B) |
|
|
485 |
|
|
|
571 |
|
0.034%, 05/25/2020 (B) |
|
|
373 |
|
|
|
440 |
|
0.000%, 05/25/2021 (B) |
|
|
1,685 |
|
|
|
1,993 |
|
0.000%, 05/25/2022 (B) |
|
|
868 |
|
|
|
1,026 |
|
Groupama |
|
|
|
|
|
|
|
|
6.000%, 01/23/2027 |
|
|
200 |
|
|
|
277 |
|
La Financiere Atalian |
|
|
|
|
|
|
|
|
4.000%, 05/15/2024 |
|
|
160 |
|
|
|
177 |
|
Loxam SAS |
|
|
|
|
|
|
|
|
6.000%, 04/15/2025 (A) |
|
|
150 |
|
|
|
185 |
|
Orange MTN |
|
|
|
|
|
|
|
|
2.500%, 03/01/2023 |
|
|
500 |
|
|
|
639 |
|
RCI Banque MTN |
|
|
|
|
|
|
|
|
1.250%, 06/08/2022 |
|
|
200 |
|
|
|
239 |
|
0.375%, 07/10/2019 |
|
|
450 |
|
|
|
527 |
|
SNCF Reseau |
|
|
|
|
|
|
|
|
1.125%, 05/25/2030 |
|
|
200 |
|
|
|
237 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
GLOBAL BONDS (continued) |
|
SNCF Reseau EPIC |
|
|
|
|
|
|
|
|
5.500%, 12/01/2021 |
|
GBP |
205 |
|
|
$ |
309 |
|
1.125%, 05/19/2027 |
|
EUR |
300 |
|
|
|
363 |
|
Societe Generale |
|
|
|
|
|
|
|
|
6.750%, VAR EUR Swap Annual 5 Yr+5.538%, 10/07/2166 |
|
|
242 |
|
|
|
302 |
|
Total Capital International MTN |
|
|
|
|
|
|
|
|
4.250%, 11/26/2021 |
|
AUD |
640 |
|
|
|
494 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
28,888 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Germany 4.7% |
|
|
|
|
|
|
|
|
BMW Finance MTN |
|
|
|
|
|
|
|
|
0.454%, 01/29/2021 |
|
JPY |
200,000 |
|
|
|
1,814 |
|
Bundesrepublik Deutschland |
|
|
|
|
|
|
|
|
4.000%, 01/04/2037 |
|
EUR |
1,135 |
|
|
|
2,072 |
|
3.250%, 07/04/2042 |
|
|
2,025 |
|
|
|
3,572 |
|
2.500%, 07/04/2044 |
|
|
357 |
|
|
|
566 |
|
2.500%, 08/15/2046 |
|
|
130 |
|
|
|
208 |
|
0.250%, 02/15/2027 |
|
|
2,160 |
|
|
|
2,536 |
|
0.245%, 08/15/2026 (B) |
|
|
1,882 |
|
|
|
2,175 |
|
Bundesrepublik Deutschland, Ser 00 |
|
|
|
|
|
|
|
|
5.500%, 01/04/2031 |
|
|
120 |
|
|
|
226 |
|
Bundesrepublik Deutschland, Ser 03 |
|
|
|
|
|
|
|
|
4.750%, 07/04/2034 |
|
|
95 |
|
|
|
180 |
|
Bundesrepublik Deutschland Bundesanleihe |
|
|
|
|
|
|
|
|
0.500%, 02/15/2026 |
|
|
977 |
|
|
|
1,179 |
|
Deutsche Telekom International Finance BV MTN |
|
|
|
|
|
|
|
|
0.625%, 04/03/2023 |
|
|
330 |
|
|
|
386 |
|
E.ON International Finance MTN |
|
|
|
|
|
|
|
|
6.000%, 10/30/2019 |
|
GBP |
300 |
|
|
|
420 |
|
innogy Finance BV MTN |
|
|
|
|
|
|
|
|
4.750%, 01/31/2034 |
|
|
100 |
|
|
|
155 |
|
1.000%, 04/13/2025 |
|
EUR |
170 |
|
|
|
198 |
|
Kreditanstalt fuer Wiederaufbau |
|
|
|
|
|
|
|
|
2.600%, 06/20/2037 |
|
JPY |
65,000 |
|
|
|
822 |
|
0.500%, 09/15/2027 |
|
EUR |
510 |
|
|
|
591 |
|
0.125%, 06/07/2023 |
|
|
1,695 |
|
|
|
1,994 |
|
Kreditanstalt fuer Wiederaufbau MTN |
|
|
|
|
|
|
|
|
3.750%, 05/29/2020 |
|
NZD |
1,110 |
|
|
|
771 |
|
2.800%, 02/17/2021 |
|
AUD |
1,230 |
|
|
|
917 |
|
1.125%, 09/15/2032 |
|
EUR |
500 |
|
|
|
594 |
|
Volkswagen International Finance |
|
|
|
|
|
|
|
|
2.700%, VAR EUR Swap Annual 5 Yr+2.540%, 12/31/2049 |
|
|
300 |
|
|
|
342 |
|
1.125%, 10/02/2023 |
|
|
600 |
|
|
|
700 |
|
0.500%, 03/30/2021 |
|
|
200 |
|
|
|
234 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
22,652 |
|
|
|
|
|
|
|
|
|
|
Guernsey 0.1% |
|
|
|
|
|
|
|
|
Credit Suisse Group Funding Guernsey MTN |
|
|
|
|
|
|
|
|
1.250%, 04/14/2022 |
|
|
570 |
|
|
|
676 |
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
|
3 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
GLOBAL BONDS (continued) |
|
Hungary 0.1% |
|
|
|
|
|
|
|
|
Republic of Hungary |
|
|
|
|
|
|
|
|
3.000%, 06/26/2024 |
|
HUF |
75,010 |
|
|
$ |
269 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
India 0.1% |
|
|
|
|
|
|
|
|
Adani Transmission Ltd |
|
|
|
|
|
|
|
|
4.000%, 08/03/2026 |
|
$ |
285 |
|
|
|
253 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Indonesia 0.1% |
|
|
|
|
|
|
|
|
Republic of Indonesia MTN |
|
|
|
|
|
|
|
|
2.150%, 07/18/2024 (A) |
|
EUR |
200 |
|
|
|
235 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Ireland 1.3% |
|
|
|
|
|
|
|
|
Allied Irish Banks MTN |
|
|
|
|
|
|
|
|
4.125%, VAR EUR Swap Annual 5 Yr+3.950%, 11/26/2025 |
|
|
177 |
|
|
|
216 |
|
Bank of Ireland |
|
|
|
|
|
|
|
|
7.375%, VAR EUR Swap Annual 5 Yr+6.956%, 12/29/2049 |
|
|
300 |
|
|
|
376 |
|
1.750%, 03/19/2019 |
|
|
450 |
|
|
|
533 |
|
Bank of Ireland MTN |
|
|
|
|
|
|
|
|
0.375%, 05/07/2022 |
|
|
555 |
|
|
|
656 |
|
CRH Finance DAC MTN |
|
|
|
|
|
|
|
|
1.375%, 10/18/2028 |
|
|
170 |
|
|
|
190 |
|
Europcar Groupe |
|
|
|
|
|
|
|
|
4.125%, 11/15/2024 (A) |
|
|
100 |
|
|
|
114 |
|
Ireland Government Bond |
|
|
|
|
|
|
|
|
4.500%, 04/18/2020 |
|
|
205 |
|
|
|
261 |
|
4.400%, 06/18/2019 |
|
|
600 |
|
|
|
732 |
|
3.400%, 03/18/2024 |
|
|
125 |
|
|
|
173 |
|
2.400%, 05/15/2030 |
|
|
92 |
|
|
|
124 |
|
2.000%, 02/18/2045 |
|
|
265 |
|
|
|
335 |
|
1.000%, 05/15/2026 |
|
|
1,579 |
|
|
|
1,913 |
|
0.900%, 05/15/2028 |
|
|
215 |
|
|
|
253 |
|
0.800%, 03/15/2022 |
|
|
205 |
|
|
|
249 |
|
Ryanair DAC |
|
|
|
|
|
|
|
|
1.125%, 08/15/2023 |
|
|
215 |
|
|
|
254 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,379 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Israel 0.3% |
|
|
|
|
|
|
|
|
Israel Electric MTN |
|
|
|
|
|
|
|
|
4.250%, 08/14/2028 (A) |
|
$ |
265 |
|
|
|
255 |
|
Israel Government Bond |
|
|
|
|
|
|
|
|
4.250%, 03/31/2023 |
|
ILS |
2,521 |
|
|
|
794 |
|
Teva Pharmaceutical Finance Netherlands II |
|
|
|
|
|
|
|
|
1.125%, 10/15/2024 |
|
EUR |
220 |
|
|
|
217 |
|
Teva Pharmaceutical Finance Netherlands III BV |
|
|
|
|
|
|
|
|
6.000%, 04/15/2024 |
|
$ |
200 |
|
|
|
198 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,464 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Italy 6.1% |
|
|
|
|
|
|
|
|
Assicurazioni Generali MTN |
|
|
|
|
|
|
|
|
5.500%, VAR Euribor 3 Month+5.350%, 10/27/2047 |
|
EUR |
330 |
|
|
$ |
407 |
|
Buoni Poliennali Del Tesoro |
|
|
|
|
|
|
|
|
4.000%, 02/01/2037 |
|
|
130 |
|
|
|
171 |
|
Cooperativa Muratori & Cementisti-CMC di Ravenna SC |
|
|
|
|
|
|
|
|
6.000%, 02/15/2023 (A) |
|
|
110 |
|
|
|
108 |
|
Enel |
|
|
|
|
|
|
|
|
5.000%, VAR EUR Swap Annual 5 Yr+3.648%, 01/15/2075 |
|
|
105 |
|
|
|
129 |
|
Enel Finance International MTN |
|
|
|
|
|
|
|
|
5.750%, 09/14/2040 |
|
GBP |
145 |
|
|
|
242 |
|
5.625%, 08/14/2024 |
|
|
160 |
|
|
|
246 |
|
1.000%, 09/16/2024 |
|
EUR |
225 |
|
|
|
259 |
|
FCA Bank MTN |
|
|
|
|
|
|
|
|
2.625%, 04/17/2019 |
|
|
350 |
|
|
|
417 |
|
Intesa Sanpaolo |
|
|
|
|
|
|
|
|
7.750%, VAR EUR Swap Annual 5 |
|
|
|
|
|
|
|
|
Yr+7.192%, 07/11/2166 |
|
|
400 |
|
|
|
503 |
|
Intesa Sanpaolo MTN |
|
|
|
|
|
|
|
|
3.500%, 01/17/2022 |
|
|
200 |
|
|
|
250 |
|
Italy Buoni Poliennali Del Tesoro |
|
|
|
|
|
|
|
|
5.500%, 11/01/2022 |
|
|
690 |
|
|
|
933 |
|
5.000%, 08/01/2034 |
|
|
230 |
|
|
|
334 |
|
5.000%, 08/01/2039 |
|
|
430 |
|
|
|
629 |
|
5.000%, 09/01/2040 |
|
|
590 |
|
|
|
858 |
|
4.750%, 09/01/2044 (A) |
|
|
140 |
|
|
|
200 |
|
3.750%, 05/01/2021 |
|
|
386 |
|
|
|
484 |
|
3.750%, 09/01/2024 |
|
|
870 |
|
|
|
1,108 |
|
3.500%, 03/01/2030 (A) |
|
|
2,750 |
|
|
|
3,391 |
|
3.450%, 03/01/2048 (A) |
|
|
750 |
|
|
|
879 |
|
2.800%, 03/01/2067 (A) |
|
|
90 |
|
|
|
91 |
|
2.500%, 12/01/2024 |
|
|
430 |
|
|
|
512 |
|
2.450%, 09/01/2033 (A) |
|
|
1,017 |
|
|
|
1,112 |
|
2.050%, 08/01/2027 |
|
|
375 |
|
|
|
418 |
|
2.000%, 12/01/2025 |
|
|
505 |
|
|
|
576 |
|
2.000%, 02/01/2028 |
|
|
1,095 |
|
|
|
1,207 |
|
1.500%, 08/01/2019 |
|
|
2,265 |
|
|
|
2,677 |
|
1.450%, 05/15/2025 |
|
|
544 |
|
|
|
602 |
|
1.350%, 04/15/2022 |
|
|
4,108 |
|
|
|
4,775 |
|
1.250%, 12/01/2026 |
|
|
1,275 |
|
|
|
1,359 |
|
0.950%, 03/01/2023 |
|
|
1,530 |
|
|
|
1,724 |
|
0.700%, 05/01/2020 |
|
|
315 |
|
|
|
368 |
|
0.350%, 06/15/2020 |
|
|
1,390 |
|
|
|
1,611 |
|
UniCredit |
|
|
|
|
|
|
|
|
6.625%, VAR EUR Swap Annual 5 Yr+6.387%, 12/03/2166 |
|
|
385 |
|
|
|
446 |
|
Unione di Banche Italiane |
|
|
|
|
|
|
|
|
1.000%, 01/27/2023 |
|
|
185 |
|
|
|
219 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
29,245 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
GLOBAL BONDS (continued) |
|
Japan 18.0% |
|
|
|
|
|
|
|
|
Development Bank of Japan |
|
|
|
|
|
|
|
|
2.300%, 03/19/2026 |
|
JPY |
80,000 |
|
|
$ |
843 |
|
1.050%, 06/20/2023 |
|
|
90,000 |
|
|
|
854 |
|
Government of Japan 5 Year Bond |
|
|
|
|
|
|
|
|
0.100%, 12/20/2019 |
|
|
594,350 |
|
|
|
5,383 |
|
0.100%, 03/20/2020 |
|
|
410,800 |
|
|
|
3,723 |
|
Government of Japan 10 Year Bond |
|
|
|
|
|
|
|
|
0.900%, 06/20/2022 |
|
|
859,850 |
|
|
|
8,075 |
|
0.100%, 06/20/2026 |
|
|
457,750 |
|
|
|
4,176 |
|
0.100%, 03/20/2027 |
|
|
168,150 |
|
|
|
1,532 |
|
0.100%, 06/20/2027 |
|
|
64,800 |
|
|
|
590 |
|
Government of Japan 20 Year Bond |
|
|
|
|
|
|
|
|
1.900%, 09/20/2022 |
|
|
583,400 |
|
|
|
5,715 |
|
1.700%, 06/20/2033 |
|
|
1,220,450 |
|
|
|
13,320 |
|
1.400%, 09/20/2034 |
|
|
444,650 |
|
|
|
4,693 |
|
1.000%, 12/20/2035 |
|
|
50,000 |
|
|
|
498 |
|
0.700%, 03/20/2037 |
|
|
52,300 |
|
|
|
493 |
|
0.500%, 09/20/2036 |
|
|
459,900 |
|
|
|
4,205 |
|
0.200%, 06/20/2036 |
|
|
169,400 |
|
|
|
1,472 |
|
Government of Japan 20 Year Bond, Ser 106 |
|
|
|
|
|
|
|
|
2.200%, 09/20/2028 |
|
|
46,600 |
|
|
|
513 |
|
Government of Japan 20 Year Bond, Ser 128 |
|
|
|
|
|
|
|
|
1.900%, 06/20/2031 |
|
|
55,000 |
|
|
|
606 |
|
Government of Japan 20 Year Bond, Ser 140 |
|
|
|
|
|
|
|
|
1.700%, 09/20/2032 |
|
|
729,400 |
|
|
|
7,930 |
|
Government of Japan 20 Year Bond, Ser 143 |
|
|
|
|
|
|
|
|
1.600%, 03/20/2033 |
|
|
58,550 |
|
|
|
631 |
|
Government of Japan 20 Year Bond, Ser 144 |
|
|
|
|
|
|
|
|
1.500%, 03/20/2033 |
|
|
111,700 |
|
|
|
1,189 |
|
Government of Japan 30 Year Bond |
|
|
|
|
|
|
|
|
0.800%, 09/20/2047 |
|
|
359,850 |
|
|
|
3,328 |
|
0.300%, 06/20/2046 |
|
|
134,250 |
|
|
|
1,093 |
|
Government of Japan 30 Year Bond, Ser 29 |
|
|
|
|
|
|
|
|
2.400%, 09/20/2038 |
|
|
85,400 |
|
|
|
1,050 |
|
Government of Japan 30 Year Bond, Ser 30 |
|
|
|
|
|
|
|
|
2.300%, 03/20/2039 |
|
|
253,200 |
|
|
|
3,079 |
|
Government of Japan 30 Year Bond, Ser 33 |
|
|
|
|
|
|
|
|
2.000%, 09/20/2040 |
|
|
127,000 |
|
|
|
1,487 |
|
Government of Japan 30 Year Bond, Ser 38 |
|
|
|
|
|
|
|
|
1.800%, 03/20/2043 |
|
|
259,650 |
|
|
|
2,972 |
|
Government of Japan 40 Year Bond |
|
|
|
|
|
|
|
|
0.400%, 03/20/2056 |
|
|
304,100 |
|
|
|
2,359 |
|
Government of Japan 40 Year Bond, Ser 6 |
|
|
|
|
|
|
|
|
1.900%, 03/20/2053 |
|
|
15,400 |
|
|
|
185 |
|
Government of Japan CPI Linked Bond |
|
|
|
|
|
|
|
|
0.100%, 03/10/2026 |
|
|
344,157 |
|
|
|
3,273 |
|
Japan Treasury Discount Bill |
|
|
|
|
|
|
|
|
0.000%, 08/20/2018 (B) |
|
|
44,600 |
|
|
|
403 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Mizuho Financial Group MTN |
|
|
|
|
|
|
|
|
0.956%, 10/16/2024 |
|
EUR |
385 |
|
|
$ |
449 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
86,119 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Kazakhstan 0.1% |
|
|
|
|
|
|
|
|
Tengizchevroil Finance International |
|
|
|
|
|
|
|
|
4.000%, 08/15/2026 (A) |
|
$ |
385 |
|
|
|
360 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Luxembourg 0.1% |
|
|
|
|
|
|
|
|
Altice Finco |
|
|
|
|
|
|
|
|
4.750%, 01/15/2028 (A) |
|
EUR |
100 |
|
|
|
99 |
|
Arena Luxembourg Finance Sarl |
|
|
|
|
|
|
|
|
2.875%, 11/01/2024 |
|
|
165 |
|
|
|
189 |
|
INEOS Finance |
|
|
|
|
|
|
|
|
2.125%, 11/15/2025 (A) |
|
|
100 |
|
|
|
111 |
|
Samsonite Finco SARL |
|
|
|
|
|
|
|
|
3.500%, 05/15/2026 |
|
|
100 |
|
|
|
111 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
510 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Malaysia 1.1% |
|
|
|
|
|
|
|
|
Malaysia Government Bond |
|
|
|
|
|
|
|
|
5.734%, 07/30/2019 |
|
MYR |
2,233 |
|
|
|
566 |
|
4.181%, 07/15/2024 |
|
|
3,360 |
|
|
|
834 |
|
4.048%, 09/30/2021 |
|
|
3,380 |
|
|
|
845 |
|
3.955%, 09/15/2025 |
|
|
3,440 |
|
|
|
835 |
|
3.882%, 03/10/2022 |
|
|
780 |
|
|
|
193 |
|
3.795%, 09/30/2022 |
|
|
3,430 |
|
|
|
848 |
|
3.654%, 10/31/2019 |
|
|
1,771 |
|
|
|
439 |
|
3.580%, 09/28/2018 |
|
|
1,130 |
|
|
|
280 |
|
3.441%, 02/15/2021 |
|
|
787 |
|
|
|
194 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,034 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Mexico 1.8% |
|
|
|
|
|
|
|
|
Mexican Bonos |
|
|
|
|
|
|
|
|
8.000%, 06/11/2020 |
|
MXN |
23,696 |
|
|
|
1,212 |
|
7.500%, 06/03/2027 |
|
|
16,264 |
|
|
|
822 |
|
6.500%, 06/09/2022 |
|
|
22,900 |
|
|
|
1,118 |
|
5.750%, 03/05/2026 |
|
|
11,907 |
|
|
|
541 |
|
Mexican Bonos, Ser M |
|
|
|
|
|
|
|
|
6.500%, 06/10/2021 |
|
|
6,746 |
|
|
|
332 |
|
Mexican Bonos, Ser M20 |
|
|
|
|
|
|
|
|
10.000%, 12/05/2024 |
|
|
43,166 |
|
|
|
2,466 |
|
7.750%, 05/29/2031 |
|
|
28,570 |
|
|
|
1,468 |
|
Mexican Bonos, Ser M30 |
|
|
|
|
|
|
|
|
10.000%, 11/20/2036 |
|
|
11,460 |
|
|
|
718 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,677 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Netherlands 3.0% |
|
|
|
|
|
|
|
|
ABN AMRO Bank |
|
|
|
|
|
|
|
|
5.750%, VAR EUR Swap Annual 5 Yr+5.452%, 12/31/2049 |
|
EUR |
400 |
|
|
|
494 |
|
Aegon MTN |
|
|
|
|
|
|
|
|
6.625%, 12/16/2039 |
|
GBP |
165 |
|
|
|
329 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
|
5 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
GLOBAL BONDS (continued) |
|
Constellium |
|
|
|
|
|
|
|
|
4.250%, 02/15/2026 (A) |
|
EUR |
100 |
|
|
$ |
113 |
|
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA |
|
|
|
|
|
|
|
|
2.500%, VAR EUR Swap Annual 5 Yr+1.400%, 05/26/2026 |
|
|
260 |
|
|
|
316 |
|
Cooperatieve Rabobank UA |
|
|
|
|
|
|
|
|
6.625%, VAR EUR Swap Annual 5 Yr+6.697%, 12/29/2049 |
|
|
200 |
|
|
|
262 |
|
0.557%, 12/19/2018 |
|
JPY |
100,000 |
|
|
|
904 |
|
Cooperatieve Rabobank UA MTN |
|
|
|
|
|
|
|
|
5.250%, 09/14/2027 |
|
GBP |
195 |
|
|
|
296 |
|
4.625%, 05/23/2029 |
|
|
130 |
|
|
|
191 |
|
ING Bank |
|
|
|
|
|
|
|
|
5.800%, 09/25/2023 (A) |
|
$ |
315 |
|
|
|
334 |
|
ING Groep |
|
|
|
|
|
|
|
|
3.150%, 03/29/2022 |
|
|
330 |
|
|
|
324 |
|
Kingdom of Netherlands |
|
|
|
|
|
|
|
|
4.000%, 01/15/2037 (A) |
|
EUR |
855 |
|
|
|
1,551 |
|
3.750%, 01/15/2042 (A) |
|
|
40 |
|
|
|
75 |
|
2.750%, 01/15/2047 (A) |
|
|
190 |
|
|
|
318 |
|
2.500%, 01/15/2033 (A) |
|
|
550 |
|
|
|
801 |
|
2.000%, 07/15/2024 (A) |
|
|
775 |
|
|
|
1,017 |
|
1.250%, 01/15/2019 (A) |
|
|
335 |
|
|
|
395 |
|
0.500%, 07/15/2026 (A) |
|
|
570 |
|
|
|
680 |
|
0.250%, 01/15/2020 (A) |
|
|
3,195 |
|
|
|
3,784 |
|
0.250%, 07/15/2025 (A) |
|
|
922 |
|
|
|
1,088 |
|
MARB BondCo PLC |
|
|
|
|
|
|
|
|
7.000%, 03/15/2024 (A) |
|
$ |
282 |
|
|
|
271 |
|
Shell International Finance |
|
|
|
|
|
|
|
|
2.000%, 11/15/2018 |
|
|
560 |
|
|
|
559 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14,102 |
|
|
|
|
|
|
|
|
|
|
|
|
|
New Zealand 2.9% |
|
|
|
|
|
|
|
|
New Zealand Government Bond |
|
|
|
|
|
|
|
|
5.500%, 04/15/2023 |
|
NZD |
9,224 |
|
|
|
7,188 |
|
3.000%, 04/15/2020 |
|
|
5,164 |
|
|
|
3,569 |
|
3.000%, 04/20/2029 |
|
|
380 |
|
|
|
261 |
|
New Zealand Government Inflation Linked Bond |
|
|
|
|
|
|
|
|
2.500%, 09/20/2035 |
|
|
1,728 |
|
|
|
1,334 |
|
2.000%, 09/20/2025 |
|
|
610 |
|
|
|
461 |
|
New Zealand Local Government Funding Agency Bond |
|
|
|
|
|
|
|
|
4.500%, 04/15/2027 |
|
|
1,100 |
|
|
|
799 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,612 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Norway 0.3% |
|
|
|
|
|
|
|
|
DNB Bank |
|
|
|
|
|
|
|
|
6.500%, VAR USD Swap Semi 30/360 5 Year Curr+5.080%, 12/29/2049 |
|
$ |
355 |
|
|
|
362 |
|
DNB Boligkreditt MTN |
|
|
|
|
|
|
|
|
3.875%, 06/16/2021 |
|
EUR |
390 |
|
|
|
509 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
GLOBAL BONDS (continued) |
|
Norway Government Bond |
|
|
|
|
|
|
|
|
2.000%, 05/24/2023 (A) |
|
NOK |
2,680 |
|
|
$ |
339 |
|
1.750%, 02/17/2027 (A) |
|
|
2,085 |
|
|
|
257 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,467 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Poland 1.5% |
|
|
|
|
|
|
|
|
Republic of Poland Government Bond |
|
|
|
|
|
|
|
|
3.250%, 07/25/2025 |
|
PLN |
5,888 |
|
|
|
1,600 |
|
2.500%, 07/25/2018 |
|
|
710 |
|
|
|
190 |
|
2.500%, 07/25/2026 |
|
|
5,603 |
|
|
|
1,431 |
|
1.750%, 07/25/2021 |
|
|
5,940 |
|
|
|
1,575 |
|
1.500%, 04/25/2020 |
|
|
1,100 |
|
|
|
293 |
|
0.670%, 11/15/2018 |
|
JPY |
200,000 |
|
|
|
1,808 |
|
Republic of Poland Government Bond, Ser 1019 |
|
|
|
|
|
|
|
|
5.500%, 10/25/2019 |
|
PLN |
1,045 |
|
|
|
294 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,191 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Portugal 0.6% |
|
|
|
|
|
|
|
|
EDP - Energias de Portugal |
|
|
|
|
|
|
|
|
5.375%, VAR EUR Swap Annual 5 Yr+5.043%, 09/16/2075 |
|
EUR |
200 |
|
|
|
252 |
|
EDP Finance MTN |
|
|
|
|
|
|
|
|
2.000%, 04/22/2025 |
|
|
370 |
|
|
|
442 |
|
Portugal Obrigacoes do Tesouro OT |
|
|
|
|
|
|
|
|
4.125%, 04/14/2027 (A) |
|
|
640 |
|
|
|
900 |
|
4.100%, 04/15/2037 (A) |
|
|
145 |
|
|
|
208 |
|
2.200%, 10/17/2022 (A) |
|
|
775 |
|
|
|
975 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,777 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Saudi Arabia 0.1% |
|
|
|
|
|
|
|
|
Saudi Government International Bond MTN |
|
|
|
|
|
|
|
|
2.375%, 10/26/2021 (A) |
|
$ |
275 |
|
|
|
264 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Singapore 1.6% |
|
|
|
|
|
|
|
|
Singapore Government Bond |
|
|
|
|
|
|
|
|
4.000%, 09/01/2018 |
|
SGD |
340 |
|
|
|
250 |
|
3.500%, 03/01/2027 |
|
|
1,040 |
|
|
|
823 |
|
3.125%, 09/01/2022 |
|
|
2,255 |
|
|
|
1,718 |
|
3.000%, 09/01/2024 |
|
|
2,649 |
|
|
|
2,013 |
|
2.250%, 08/01/2036 |
|
|
250 |
|
|
|
169 |
|
2.000%, 07/01/2020 |
|
|
3,260 |
|
|
|
2,392 |
|
Temasek Financial I MTN |
|
|
|
|
|
|
|
|
2.375%, 01/23/2023 (A) |
|
$ |
495 |
|
|
|
476 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,841 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Slovak Republic 0.0% |
|
|
|
|
|
|
|
|
Slovakia Government Bond |
|
|
|
|
|
|
|
|
3.375%, 11/15/2024 |
|
EUR |
75 |
|
|
|
104 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Slovenia 0.1% |
|
|
|
|
|
|
|
|
Slovenia Government Bond |
|
|
|
|
|
|
|
|
1.250%, 03/22/2027 |
|
|
305 |
|
|
|
367 |
|
|
|
|
|
|
|
|
|
|
|
|
|
6 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
GLOBAL BONDS (continued) |
|
South Korea 0.5% |
|
|
|
|
|
|
|
|
Hyundai Capital Services MTN |
|
|
|
|
|
|
|
|
3.500%, 03/30/2022 |
|
AUD |
680 |
|
|
$ |
502 |
|
Korea Treasury Bond |
|
|
|
|
|
|
|
|
3.000%, 09/10/2024 |
|
KRW |
884,000 |
|
|
|
817 |
|
1.500%, 12/10/2026 |
|
|
994,000 |
|
|
|
821 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,140 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Spain 4.3% |
|
|
|
|
|
|
|
|
Ayt Cedulas Cajas Global |
|
|
|
|
|
|
|
|
4.750%, 05/25/2027 |
|
EUR |
400 |
|
|
|
610 |
|
3.750%, 12/14/2022 |
|
|
600 |
|
|
|
807 |
|
Banco Bilbao Vizcaya Argentaria |
|
|
|
|
|
|
|
|
8.875%, VAR EUR Swap Annual 5 Yr+9.177%, 12/29/2049 |
|
|
200 |
|
|
|
262 |
|
Banco de Sabadell |
|
|
|
|
|
|
|
|
0.875%, 11/12/2021 |
|
|
400 |
|
|
|
478 |
|
Banco Santander |
|
|
|
|
|
|
|
|
6.750%, VAR EUR Swap Annual 5 Yr+6.803%, 07/25/2166 |
|
|
200 |
|
|
|
251 |
|
Banco Santander MTN |
|
|
|
|
|
|
|
|
3.250%, 04/04/2026 |
|
|
300 |
|
|
|
363 |
|
Bankia |
|
|
|
|
|
|
|
|
0.875%, 01/21/2021 |
|
|
300 |
|
|
|
358 |
|
CaixaBank |
|
|
|
|
|
|
|
|
6.750%, VAR EUR Swap Annual 5 Yr+6.498%, 12/31/2049 |
|
|
200 |
|
|
|
248 |
|
1.250%, 01/11/2027 |
|
|
500 |
|
|
|
595 |
|
Ferrovial Emisiones MTN |
|
|
|
|
|
|
|
|
3.375%, 06/07/2021 |
|
|
475 |
|
|
|
604 |
|
Gas Natural Fenosa Finance BV |
|
|
|
|
|
|
|
|
3.375%, VAR EUR Swap Annual 9 Yr+3.079%, 12/29/2049 |
|
|
100 |
|
|
|
115 |
|
Gas Natural Fenosa Finance BV MTN |
|
|
|
|
|
|
|
|
1.250%, 04/19/2026 |
|
|
300 |
|
|
|
344 |
|
Government of Spain |
|
|
|
|
|
|
|
|
4.900%, 07/30/2040 (A) |
|
|
705 |
|
|
|
1,210 |
|
4.700%, 07/30/2041 (A) |
|
|
319 |
|
|
|
536 |
|
3.450%, 07/30/2066 (A) |
|
|
110 |
|
|
|
151 |
|
2.900%, 10/31/2046 (A) |
|
|
470 |
|
|
|
598 |
|
2.750%, 10/31/2024 (A) |
|
|
406 |
|
|
|
535 |
|
1.950%, 04/30/2026 (A) |
|
|
3,850 |
|
|
|
4,809 |
|
1.950%, 07/30/2030 (A) |
|
|
85 |
|
|
|
103 |
|
1.600%, 04/30/2025 (A) |
|
|
168 |
|
|
|
207 |
|
1.450%, 10/31/2027 (A) |
|
|
1,215 |
|
|
|
1,442 |
|
1.400%, 01/31/2020 |
|
|
935 |
|
|
|
1,121 |
|
1.400%, 04/30/2028 (A) |
|
|
357 |
|
|
|
420 |
|
0.450%, 10/31/2022 |
|
|
175 |
|
|
|
206 |
|
0.400%, 04/30/2022 |
|
|
700 |
|
|
|
826 |
|
0.050%, 01/31/2021 |
|
|
1,120 |
|
|
|
1,312 |
|
Iberdrola Finanzas MTN |
|
|
|
|
|
|
|
|
1.000%, 03/07/2025 |
|
|
500 |
|
|
|
583 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
GLOBAL BONDS (continued) |
|
Instituto de Credito Oficial MTN |
|
|
|
|
|
|
|
|
6.000%, 03/08/2021 |
|
EUR |
180 |
|
|
$ |
243 |
|
Kutxabank |
|
|
|
|
|
|
|
|
1.250%, 09/22/2025 |
|
|
300 |
|
|
|
362 |
|
Santander Consumer Finance MTN |
|
|
|
|
|
|
|
|
0.900%, 02/18/2020 |
|
|
300 |
|
|
|
355 |
|
Telefonica Emisiones SAU MTN |
|
|
|
|
|
|
|
|
1.528%, 01/17/2025 |
|
|
500 |
|
|
|
592 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
20,646 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Supra-National 3.4% |
|
|
|
|
|
|
|
|
Asian Development Bank MTN |
|
|
|
|
|
|
|
|
2.350%, 06/21/2027 |
|
JPY |
140,000 |
|
|
|
1,523 |
|
European Financial Stability Facility MTN |
|
|
|
|
|
|
|
|
1.800%, 07/10/2048 |
|
EUR |
540 |
|
|
|
661 |
|
1.700%, 02/13/2043 |
|
|
340 |
|
|
|
413 |
|
0.500%, 07/11/2025 |
|
|
695 |
|
|
|
817 |
|
0.125%, 10/17/2023 |
|
|
2,200 |
|
|
|
2,569 |
|
European Investment Bank |
|
|
|
|
|
|
|
|
1.900%, 01/26/2026 |
|
JPY |
129,100 |
|
|
|
1,335 |
|
European Investment Bank MTN |
|
|
|
|
|
|
|
|
6.000%, 08/06/2020 |
|
AUD |
2,737 |
|
|
|
2,173 |
|
1.250%, 05/12/2025 |
|
SEK |
7,500 |
|
|
|
863 |
|
1.000%, 03/14/2031 |
|
EUR |
405 |
|
|
|
475 |
|
0.250%, 10/14/2024 |
|
|
1,725 |
|
|
|
2,017 |
|
0.250%, 09/14/2029 |
|
|
745 |
|
|
|
813 |
|
European Union MTN |
|
|
|
|
|
|
|
|
2.875%, 04/04/2028 |
|
|
575 |
|
|
|
813 |
|
International Bank for Reconstruction & Development MTN |
|
|
|
|
|
|
|
|
3.500%, 01/22/2021 |
|
NZD |
1,120 |
|
|
|
778 |
|
2.800%, 01/13/2021 |
|
AUD |
1,230 |
|
|
|
918 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16,168 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Sweden 0.8% |
|
|
|
|
|
|
|
|
Intrum Justitia |
|
|
|
|
|
|
|
|
2.750%, 07/15/2022 (A) |
|
EUR |
330 |
|
|
|
366 |
|
Nordea Bank MTN |
|
|
|
|
|
|
|
|
3.500%, VAR EUR Swap Annual 5 Yr+3.003%, 03/12/2167 |
|
|
692 |
|
|
|
737 |
|
Skandinaviska Enskilda Banken |
|
|
|
|
|
|
|
|
2.903%, VAR ICE LIBOR USD 3 Month+0.570%, 09/13/2019 (A) |
|
$ |
200 |
|
|
|
201 |
|
Skandinaviska Enskilda Banken MTN |
|
|
|
|
|
|
|
|
5.750%, VAR USD Swap Semi 30/360 5 |
|
|
|
|
|
|
|
|
Year Curr+3.850%, 11/29/2049 |
|
|
465 |
|
|
|
460 |
|
Svenska Handelsbanken |
|
|
|
|
|
|
|
|
5.250%, VAR USD Swap Semi 30/360 5 Year Curr+3.335%, 12/29/2049 |
|
|
325 |
|
|
|
315 |
|
Swedbank |
|
|
|
|
|
|
|
|
6.000%, VAR USD Swap Semi 30/360 5 Year Curr+4.106%, 03/17/2166 |
|
|
200 |
|
|
|
199 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
|
7 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Sweden Government Bond |
|
|
|
|
|
|
|
|
3.500%, 06/01/2022 |
|
SEK |
3,040 |
|
|
$ |
390 |
|
3.500%, 03/30/2039 |
|
|
375 |
|
|
|
60 |
|
1.000%, 11/12/2026 |
|
|
1,725 |
|
|
|
204 |
|
Sweden Government Bond, Ser 1047 |
|
|
|
|
|
|
|
|
5.000%, 12/01/2020 |
|
|
3,370 |
|
|
|
428 |
|
Sweden Government Bond, Ser 1052 |
|
|
|
|
|
|
|
|
4.250%, 03/12/2019 |
|
|
3,630 |
|
|
|
420 |
|
Vattenfall |
|
|
|
|
|
|
|
|
3.000%, VAR EUR Swap Annual 5 Yr+2.511%, 03/19/2077 |
|
EUR |
175 |
|
|
|
198 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,978 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Switzerland 1.4% |
|
|
|
|
|
|
|
|
Aquarius & Investments for Swiss Reinsurance |
|
|
|
|
|
|
|
|
6.375%, VAR USD Swap Semi 30/360 5 Year Curr+5.210%, 09/01/2024 |
|
$ |
340 |
|
|
|
347 |
|
Credit Suisse |
|
|
|
|
|
|
|
|
0.285%, 12/18/2018 |
|
JPY |
200,000 |
|
|
|
1,807 |
|
Credit Suisse MTN |
|
|
|
|
|
|
|
|
0.750%, 09/17/2021 |
|
EUR |
220 |
|
|
|
263 |
|
Credit Suisse Group |
|
|
|
|
|
|
|
|
7.500%, VAR USD Swap Semi 30/360 5 Year Curr+4.598%, 12/31/2049 (A) |
|
$ |
270 |
|
|
|
279 |
|
Government of Switzerland |
|
|
|
|
|
|
|
|
3.000%, 05/12/2019 |
|
CHF |
110 |
|
|
|
114 |
|
2.000%, 04/28/2021 |
|
|
735 |
|
|
|
797 |
|
2.000%, 05/25/2022 |
|
|
75 |
|
|
|
83 |
|
1.500%, 04/30/2042 |
|
|
305 |
|
|
|
380 |
|
1.250%, 06/11/2024 |
|
|
405 |
|
|
|
448 |
|
LafargeHolcim Sterling Finance Netherlands BV MTN |
|
|
|
|
|
|
|
|
3.000%, 05/12/2032 |
|
GBP |
350 |
|
|
|
437 |
|
Swiss Reinsurance via ELM |
|
|
|
|
|
|
|
|
2.600%, VAR Euribor 6 Month+3.050%, 09/01/2166 |
|
EUR |
220 |
|
|
|
255 |
|
UBS MTN |
|
|
|
|
|
|
|
|
4.750%, VAR EUR Swap Annual 5 Yr+3.400%, 02/12/2026 |
|
|
200 |
|
|
|
251 |
|
UBS Group Funding Switzerland |
|
|
|
|
|
|
|
|
5.750%, VAR EUR Swap Annual 5 Yr+5.287%, 12/29/2049 |
|
|
540 |
|
|
|
680 |
|
4.125%, 09/24/2025 (A) |
|
$ |
220 |
|
|
|
218 |
|
1.750%, 11/16/2022 |
|
EUR |
427 |
|
|
|
520 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,879 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Thailand 0.3% |
|
|
|
|
|
|
|
|
Thailand Government Bond |
|
|
|
|
|
|
|
|
4.875%, 06/22/2029 |
|
THB |
11,215 |
|
|
|
404 |
|
4.675%, 06/29/2044 |
|
|
16,575 |
|
|
|
596 |
|
3.650%, 12/17/2021 |
|
|
11,020 |
|
|
|
352 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
3.625%, 06/16/2023 |
|
THB |
5,375 |
|
|
$ |
173 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,525 |
|
|
|
|
|
|
|
|
|
|
United Kingdom 10.8% |
|
|
|
|
|
|
|
|
Anglian Water Services Financing |
|
|
|
|
|
|
|
|
6.875%, 08/21/2023 |
|
GBP |
230 |
|
|
|
379 |
|
Anglo American Capital MTN |
|
|
|
|
|
|
|
|
1.625%, 09/18/2025 |
|
EUR |
220 |
|
|
|
254 |
|
Arqiva Financing MTN |
|
|
|
|
|
|
|
|
4.040%, 06/30/2020 |
|
GBP |
220 |
|
|
|
301 |
|
Aviva MTN |
|
|
|
|
|
|
|
|
3.875%, VAR EUR Swap Annual 5 Yr+3.480%, 07/03/2044 |
|
EUR |
121 |
|
|
|
150 |
|
3.375%, VAR Euribor 3 Month+3.550%, 12/04/2045 |
|
|
515 |
|
|
|
611 |
|
Bank of Scotland MTN |
|
|
|
|
|
|
|
|
4.750%, 06/08/2022 |
|
|
455 |
|
|
|
628 |
|
Barclays MTN |
|
|
|
|
|
|
|
|
3.125%, 01/17/2024 |
|
GBP |
235 |
|
|
|
310 |
|
2.000%, VAR EUR Swap Annual 5 Yr+1.900%, 02/07/2028 |
|
EUR |
375 |
|
|
|
419 |
|
1.875%, 03/23/2021 |
|
|
575 |
|
|
|
695 |
|
Barclays Bank MTN |
|
|
|
|
|
|
|
|
10.000%, 05/21/2021 |
|
GBP |
180 |
|
|
|
285 |
|
BAT International Finance MTN |
|
|
|
|
|
|
|
|
1.250%, 03/13/2027 |
|
EUR |
333 |
|
|
|
375 |
|
BG Energy Capital MTN |
|
|
|
|
|
|
|
|
5.000%, 11/04/2036 |
|
GBP |
100 |
|
|
|
175 |
|
BP Capital Markets MTN |
|
|
|
|
|
|
|
|
1.117%, 01/25/2024 |
|
EUR |
165 |
|
|
|
196 |
|
Centrica MTN |
|
|
|
|
|
|
|
|
4.375%, 03/13/2029 |
|
GBP |
164 |
|
|
|
246 |
|
4.250%, 09/12/2044 |
|
|
100 |
|
|
|
150 |
|
CK Hutchison Finance 16 II |
|
|
|
|
|
|
|
|
0.875%, 10/03/2024 |
|
EUR |
400 |
|
|
|
462 |
|
CNH Industrial Finance Europe MTN |
|
|
|
|
|
|
|
|
2.875%, 05/17/2023 |
|
|
220 |
|
|
|
272 |
|
Coca-Cola European Partners |
|
|
|
|
|
|
|
|
2.375%, 05/07/2025 |
|
|
400 |
|
|
|
509 |
|
Crh Finance UK MTN |
|
|
|
|
|
|
|
|
4.125%, 12/02/2029 |
|
GBP |
250 |
|
|
|
368 |
|
Delphi Automotive |
|
|
|
|
|
|
|
|
1.500%, 03/10/2025 |
|
EUR |
420 |
|
|
|
489 |
|
DS Smith MTN |
|
|
|
|
|
|
|
|
1.375%, 07/26/2024 |
|
|
430 |
|
|
|
496 |
|
EC Finance |
|
|
|
|
|
|
|
|
2.375%, 11/15/2022 (A) |
|
|
100 |
|
|
|
115 |
|
FCE Bank MTN |
|
|
|
|
|
|
|
|
1.615%, 05/11/2023 |
|
|
510 |
|
|
|
607 |
|
Gatwick Funding MTN |
|
|
|
|
|
|
|
|
5.250%, 01/23/2024 |
|
GBP |
250 |
|
|
|
380 |
|
|
|
|
8 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
HBOS Capital Funding |
|
|
|
|
|
|
|
|
6.461%, VAR UK Govt Bonds 5 Year Note Generic Bid Yield+2.850%, 11/29/2049 |
|
GBP |
115 |
|
|
$ |
154 |
|
Heathrow Funding MTN |
|
|
|
|
|
|
|
|
2.750%, 08/09/2049 |
|
|
160 |
|
|
|
188 |
|
1.875%, 05/23/2022 |
|
EUR |
750 |
|
|
|
922 |
|
HSBC Holdings |
|
|
|
|
|
|
|
|
6.750%, 09/11/2028 |
|
GBP |
350 |
|
|
|
585 |
|
6.000%, VAR EUR Swap Annual 5 Yr+5.338%, 12/29/2049 |
|
EUR |
345 |
|
|
|
451 |
|
Imperial Brands Finance |
|
|
|
|
|
|
|
|
0.500%, 07/27/2021 |
|
|
150 |
|
|
|
176 |
|
InterContinental Hotels Group MTN |
|
|
|
|
|
|
|
|
3.750%, 08/14/2025 |
|
GBP |
174 |
|
|
|
244 |
|
International Game Technology |
|
|
|
|
|
|
|
|
4.750%, 02/15/2023 |
|
EUR |
160 |
|
|
|
199 |
|
Lecta |
|
|
|
|
|
|
|
|
6.500%, 08/01/2023 (A) |
|
|
113 |
|
|
|
130 |
|
Legal & General Group MTN |
|
|
|
|
|
|
|
|
5.375%, VAR UK Govt Bonds 5 Year Note Generic Bid Yield+4.580%, 10/27/2045 |
|
GBP |
135 |
|
|
|
192 |
|
Lloyds Banking Group MTN |
|
|
|
|
|
|
|
|
1.750%, VAR EUR Swap Annual 5 Yr+1.300%, 09/07/2028 |
|
EUR |
230 |
|
|
|
262 |
|
1.000%, 11/09/2023 |
|
|
280 |
|
|
|
324 |
|
National Westminster Bank MTN |
|
|
|
|
|
|
|
|
3.875%, 10/19/2020 |
|
|
123 |
|
|
|
157 |
|
Nationwide Building Society MTN |
|
4.625%, 02/08/2021 |
|
|
550 |
|
|
|
721 |
|
2.000%, VAR EUR Swap Annual 5 Yr+1.500%, 07/25/2029 |
|
|
230 |
|
|
|
264 |
|
Next |
|
|
|
|
|
|
|
|
3.625%, 05/18/2028 |
|
GBP |
190 |
|
|
|
252 |
|
Northumbrian Water Finance |
|
|
|
|
|
|
|
|
6.875%, 02/06/2023 |
|
|
190 |
|
|
|
305 |
|
5.625%, 04/29/2033 |
|
|
70 |
|
|
|
121 |
|
Rio Tinto Finance MTN |
|
|
|
|
|
|
|
|
4.000%, 12/11/2029 |
|
|
124 |
|
|
|
188 |
|
2.875%, 12/11/2024 |
|
EUR |
290 |
|
|
|
384 |
|
Royal Bank of Scotland Group |
|
|
|
|
|
|
|
|
4.654%, VAR ICE LIBOR USD 3 Month+2.320%, 09/29/2017 |
|
$ |
200 |
|
|
|
191 |
|
Royal Bank of Scotland Group MTN |
|
|
|
|
|
|
|
|
2.500%, 03/22/2023 |
|
EUR |
465 |
|
|
|
571 |
|
Santander UK Group Holdings PLC MTN |
|
|
|
|
|
|
|
|
3.625%, 01/14/2026 |
|
GBP |
100 |
|
|
|
138 |
|
Santander UK PLC |
|
|
|
|
|
|
|
|
6.222%, VAR ICE LIBOR GDP 3 Month+1.130%, 05/24/2167 |
|
|
170 |
|
|
|
222 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Santander UK PLC MTN |
|
|
|
|
|
|
|
|
4.250%, 04/12/2021 |
|
EUR |
350 |
|
|
$ |
458 |
|
1.125%, 01/14/2022 |
|
|
330 |
|
|
|
394 |
|
Severn Trent Utilities Finance MTN |
|
|
|
|
|
3.625%, 01/16/2026 |
|
GBP |
175 |
|
|
|
248 |
|
Sky PLC MTN |
|
|
|
|
|
|
|
|
6.000%, 05/21/2027 |
|
|
50 |
|
|
|
83 |
|
SSE PLC MTN |
|
|
|
|
|
|
|
|
0.875%, 09/06/2025 |
|
EUR |
395 |
|
|
|
458 |
|
Standard Chartered |
|
|
|
|
|
|
|
|
3.869%, VAR ICE LIBOR USD 3 Month+1.510%, 01/29/2049 (A) |
|
$ |
500 |
|
|
|
437 |
|
Standard Chartered MTN |
|
|
|
|
|
|
|
|
5.125%, 06/06/2034 |
|
GBP |
100 |
|
|
|
141 |
|
3.625%, 11/23/2022 |
|
EUR |
160 |
|
|
|
202 |
|
Stonegate Pub Financing |
|
|
|
|
|
|
|
|
4.875%, 03/15/2022 |
|
GBP |
140 |
|
|
|
182 |
|
Thames Water Utilities Cayman Finance MTN |
|
4.625%, 06/04/2046 |
|
|
155 |
|
|
|
252 |
|
Unilever NV |
|
|
|
|
|
|
|
|
0.375%, 02/14/2023 |
|
EUR |
220 |
|
|
|
258 |
|
United Kingdom Gilt |
|
|
|
|
|
|
|
|
4.750%, 12/07/2030 |
|
GBP |
115 |
|
|
|
208 |
|
4.500%, 12/07/2042 |
|
|
230 |
|
|
|
470 |
|
4.250%, 12/07/2027 |
|
|
95 |
|
|
|
159 |
|
4.250%, 06/07/2032 |
|
|
1,720 |
|
|
|
3,030 |
|
4.250%, 03/07/2036 |
|
|
435 |
|
|
|
801 |
|
4.250%, 09/07/2039 |
|
|
370 |
|
|
|
707 |
|
4.250%, 12/07/2040 |
|
|
100 |
|
|
|
194 |
|
4.250%, 12/07/2046 |
|
|
1,045 |
|
|
|
2,150 |
|
3.750%, 09/07/2021 |
|
|
945 |
|
|
|
1,364 |
|
3.750%, 07/22/2052 |
|
|
80 |
|
|
|
162 |
|
3.500%, 01/22/2045 |
|
|
1,445 |
|
|
|
2,608 |
|
3.250%, 01/22/2044 |
|
|
400 |
|
|
|
689 |
|
2.750%, 09/07/2024 |
|
|
200 |
|
|
|
290 |
|
2.500%, 07/22/2065 |
|
|
1,295 |
|
|
|
2,233 |
|
2.000%, 07/22/2020 |
|
|
4,565 |
|
|
|
6,183 |
|
1.750%, 07/22/2019 |
|
|
1,860 |
|
|
|
2,483 |
|
1.500%, 01/22/2021 |
|
|
1,450 |
|
|
|
1,951 |
|
1.500%, 07/22/2047 |
|
|
130 |
|
|
|
162 |
|
1.250%, 07/22/2027 |
|
|
1,015 |
|
|
|
1,331 |
|
0.750%, 07/22/2023 |
|
|
2,170 |
|
|
|
2,825 |
|
Virgin Media Finance MTN |
|
|
|
|
|
|
|
|
4.500%, 01/15/2025 |
|
EUR |
121 |
|
|
|
143 |
|
Wales & West Utilities Finance PLC |
|
|
|
|
|
|
|
|
6.250%, 11/30/2021 |
|
GBP |
240 |
|
|
|
366 |
|
Western Power Distribution West Midlands |
|
|
|
|
|
PLC |
|
|
|
|
|
|
|
|
5.750%, 04/16/2032 |
|
|
100 |
|
|
|
172 |
|
3.875%, 10/17/2024 |
|
|
230 |
|
|
|
331 |
|
Wm Morrison Supermarkets MTN |
|
|
|
|
|
3.500%, 07/27/2026 |
|
|
225 |
|
|
|
315 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
|
9 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Yorkshire Water Services Odsal Finance |
|
|
|
|
|
|
|
|
6.588%, 02/21/2023 |
|
GBP |
195 |
|
|
$ |
311 |
|
Zurich Finance PLC MTN |
|
|
|
|
|
|
|
|
6.625%, 10/30/2049 (C) |
|
|
235 |
|
|
|
349 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
51,313 |
|
|
|
|
|
|
|
|
|
|
|
|
|
United States 7.1% |
|
|
|
|
|
|
|
|
AbbVie |
|
|
|
|
|
|
|
|
1.375%, 05/17/2024 |
|
EUR |
220 |
|
|
|
261 |
|
Altria Group |
|
|
|
|
|
|
|
|
4.750%, 05/05/2021 |
|
$ |
180 |
|
|
|
187 |
|
American International Group |
|
|
|
|
|
|
|
|
2.336%, VAR ICE LIBOR GDP 3 Month+1.705%, 03/15/2067 |
|
GBP |
100 |
|
|
|
124 |
|
Antero Resources |
|
|
|
|
|
|
|
|
5.125%, 12/01/2022 |
|
$ |
210 |
|
|
|
210 |
|
Anthem |
|
|
|
|
|
|
|
|
2.300%, 07/15/2018 |
|
|
150 |
|
|
|
150 |
|
AT&T |
|
|
|
|
|
|
|
|
5.000%, 03/01/2021 |
|
|
550 |
|
|
|
570 |
|
1.800%, 09/05/2026 |
|
EUR |
720 |
|
|
|
845 |
|
Bank of America MTN |
|
|
|
|
|
|
|
|
2.375%, 06/19/2024 |
|
|
835 |
|
|
|
1,048 |
|
1.625%, 09/14/2022 |
|
|
261 |
|
|
|
318 |
|
1.379%, VAR Euribor 3 Month+1.030%, 02/07/2025 |
|
|
165 |
|
|
|
195 |
|
0.229%, VAR Euribor 3 Month+0.550%, 09/14/2018 |
|
|
375 |
|
|
|
438 |
|
Belden |
|
|
|
|
|
|
|
|
3.375%, 07/15/2027 |
|
|
100 |
|
|
|
111 |
|
3.375%, 07/15/2027 |
|
|
127 |
|
|
|
141 |
|
Berkshire Hathaway |
|
|
|
|
|
|
|
|
0.625%, 01/17/2023 |
|
|
265 |
|
|
|
313 |
|
0.500%, 03/13/2020 |
|
|
225 |
|
|
|
265 |
|
BWAY Holding Co |
|
|
|
|
|
|
|
|
4.750%, 04/15/2024 |
|
|
175 |
|
|
|
204 |
|
Carnival |
|
|
|
|
|
|
|
|
1.625%, 02/22/2021 |
|
|
180 |
|
|
|
218 |
|
Charter Communications Operating |
|
|
|
|
|
|
|
|
4.908%, 07/23/2025 |
|
$ |
375 |
|
|
|
379 |
|
Chubb INA Holdings |
|
|
|
|
|
|
|
|
1.550%, 03/15/2028 |
|
EUR |
325 |
|
|
|
376 |
|
Citigroup |
|
|
|
|
|
|
|
|
2.040%, 09/16/2020 |
|
JPY |
200,000 |
|
|
|
1,878 |
|
Citigroup MTN |
|
|
|
|
|
|
|
|
0.750%, 10/26/2023 |
|
EUR |
735 |
|
|
|
852 |
|
Community Health Systems |
|
|
|
|
|
|
|
|
6.250%, 03/31/2023 |
|
$ |
88 |
|
|
|
81 |
|
Crown European Holdings |
|
|
|
|
|
|
|
|
2.875%, 02/01/2026 (A) |
|
EUR |
100 |
|
|
|
111 |
|
2.250%, 02/01/2023 (A) |
|
|
160 |
|
|
|
185 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
CVS Health Corp |
|
|
|
|
|
|
|
|
4.300%, 03/25/2028 |
|
$ |
265 |
|
|
$ |
261 |
|
3.125%, 03/09/2020 |
|
|
835 |
|
|
|
834 |
|
Dell International |
|
|
|
|
|
|
|
|
6.020%, 06/15/2026 (A) |
|
|
77 |
|
|
|
81 |
|
5.450%, 06/15/2023 (A) |
|
|
124 |
|
|
|
130 |
|
Digital Stout Holding MTN |
|
|
|
|
|
|
|
|
4.250%, 01/17/2025 |
|
GBP |
305 |
|
|
|
439 |
|
Discovery Communications |
|
|
|
|
|
|
|
|
2.500%, 09/20/2024 |
|
|
255 |
|
|
|
328 |
|
Dollar Tree |
|
|
|
|
|
|
|
|
3.055%, VAR ICE LIBOR USD 3 Month+0.700%, 04/17/2020 |
|
$ |
705 |
|
|
|
706 |
|
Dover MTN |
|
|
|
|
|
|
|
|
2.125%, 12/01/2020 |
|
EUR |
267 |
|
|
|
327 |
|
Fidelity National Information Services |
|
|
|
|
|
|
|
|
0.400%, 01/15/2021 |
|
|
284 |
|
|
|
332 |
|
Ford Credit Canada |
|
|
|
|
|
|
|
|
3.700%, 08/02/2018 |
|
CAD |
1,000 |
|
|
|
761 |
|
Ford Motor Credit MTN |
|
|
|
|
|
|
|
|
0.103%, VAR Euribor 3 Month+0.430%, 05/14/2021 |
|
EUR |
750 |
|
|
|
873 |
|
GE Capital UK Funding Unlimited MTN |
|
|
|
|
|
|
|
|
6.250%, 05/05/2038 |
|
GBP |
165 |
|
|
|
303 |
|
General Electric |
|
|
|
|
|
|
|
|
1.500%, 05/17/2029 |
|
EUR |
170 |
|
|
|
192 |
|
General Motors Financial MTN |
|
|
|
|
|
|
|
|
0.955%, 09/07/2023 |
|
|
540 |
|
|
|
622 |
|
Goldman Sachs Group |
|
|
|
|
|
|
|
|
2.625%, 04/25/2021 |
|
$ |
425 |
|
|
|
416 |
|
Goldman Sachs Group MTN |
|
|
|
|
|
|
|
|
2.000%, 07/27/2023 |
|
EUR |
900 |
|
|
|
1,106 |
|
1.625%, 07/27/2026 |
|
|
170 |
|
|
|
199 |
|
Hess |
|
|
|
|
|
|
|
|
4.300%, 04/01/2027 |
|
$ |
333 |
|
|
|
322 |
|
John Deere Canada Funding MTN |
|
|
|
|
|
|
|
|
2.650%, 07/16/2018 |
|
CAD |
1,295 |
|
|
|
984 |
|
Kinder Morgan Energy Partners |
|
|
|
|
|
|
|
|
4.300%, 05/01/2024 |
|
$ |
330 |
|
|
|
330 |
|
Liberty Mutual Finance Europe |
|
|
|
|
|
|
|
|
1.750%, 03/27/2024 (A) |
|
EUR |
163 |
|
|
|
194 |
|
Mallinckrodt International Finance |
|
|
|
|
|
|
|
|
5.750%, 08/01/2022 (A) |
|
$ |
37 |
|
|
|
33 |
|
4.875%, 04/15/2020 (A) |
|
|
137 |
|
|
|
135 |
|
Mastercard |
|
|
|
|
|
|
|
|
1.100%, 12/01/2022 |
|
EUR |
445 |
|
|
|
536 |
|
McKesson |
|
|
|
|
|
|
|
|
3.125%, 02/17/2029 |
|
GBP |
135 |
|
|
|
177 |
|
0.625%, 08/17/2021 |
|
EUR |
355 |
|
|
|
419 |
|
Metropolitan Life Global Funding I MTN |
|
|
|
|
|
|
|
|
2.875%, 01/11/2023 |
|
GBP |
135 |
|
|
|
187 |
|
|
|
|
10 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Moodys |
|
|
|
|
|
|
|
|
1.750%, 03/09/2027 |
|
EUR |
265 |
|
|
$ |
320 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
1.875%, 03/30/2023 |
|
|
490 |
|
|
|
600 |
|
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
2.625%, 03/09/2027 |
|
GBP |
295 |
|
|
|
383 |
|
1.375%, 10/27/2026 |
|
EUR |
360 |
|
|
|
413 |
|
0.074%, VAR Euribor 3 Month+0.400%, 05/21/2021 |
|
|
850 |
|
|
|
991 |
|
National Capital Trust I |
|
|
|
|
|
|
|
|
5.620%, VAR UK Govt Bonds 5 Year Note Generic Bid Yield+1.930%, 12/17/2166 (A) |
|
GBP |
35 |
|
|
|
47 |
|
5.620%, VAR UK Govt Bonds 5 Year Note Generic Bid Yield+1.930%, 12/17/2166 |
|
|
150 |
|
|
|
201 |
|
National Grid North America MTN |
|
|
|
|
|
|
|
|
1.000%, 07/12/2024 |
|
EUR |
300 |
|
|
|
352 |
|
Nordea Bank MTN |
|
|
|
|
|
|
|
|
2.250%, 05/27/2021 (A) |
|
$ |
425 |
|
|
|
412 |
|
Philip Morris International |
|
|
|
|
|
|
|
|
0.625%, 11/08/2024 |
|
EUR |
285 |
|
|
|
325 |
|
Philip Morris International MTN |
|
|
|
|
|
|
|
|
1.875%, 03/03/2021 |
|
|
300 |
|
|
|
366 |
|
PNC Funding |
|
|
|
|
|
|
|
|
3.300%, 03/08/2022 |
|
$ |
150 |
|
|
|
149 |
|
Priceline Group |
|
|
|
|
|
|
|
|
2.375%, 09/23/2024 |
|
|
355 |
|
|
|
445 |
|
QEP Resources |
|
|
|
|
|
|
|
|
5.250%, 05/01/2023 |
|
|
108 |
|
|
|
106 |
|
Quintiles IMS |
|
|
|
|
|
|
|
|
2.875%, 09/15/2025 |
|
EUR |
220 |
|
|
|
240 |
|
Santander Holdings USA |
|
|
|
|
|
|
|
|
3.700%, 03/28/2022 |
|
$ |
460 |
|
|
|
453 |
|
Seagate HDD Cayman |
|
|
|
|
|
|
|
|
4.875%, 03/01/2024 |
|
|
85 |
|
|
|
83 |
|
4.750%, 06/01/2023 |
|
|
17 |
|
|
|
17 |
|
4.750%, 01/01/2025 |
|
|
123 |
|
|
|
118 |
|
Sigma Finance Netherlands BV |
|
|
|
|
|
|
|
|
4.875%, 03/27/2028 (A) |
|
|
200 |
|
|
|
191 |
|
Southern Co/The |
|
|
|
|
|
|
|
|
2.750%, 06/15/2020 |
|
|
700 |
|
|
|
694 |
|
Sprint Spectrum |
|
|
|
|
|
|
|
|
4.738%, 03/20/2025 (A) |
|
|
265 |
|
|
|
263 |
|
Tenet Healthcare |
|
|
|
|
|
|
|
|
4.375%, 10/01/2021 |
|
|
110 |
|
|
|
108 |
|
Terraform Global Operating |
|
|
|
|
|
|
|
|
6.125%, 03/01/2026 (A) |
|
|
55 |
|
|
|
54 |
|
Toyota Motor Credit MTN |
|
|
|
|
|
|
|
|
0.625%, 11/21/2024 |
|
EUR |
465 |
|
|
|
536 |
|
United Technologies Corp |
|
|
|
|
|
|
|
|
1.250%, 05/22/2023 |
|
|
225 |
|
|
|
269 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
1.150%, 05/18/2024 |
|
EUR |
164 |
|
|
$ |
193 |
|
US Bancorp MTN |
|
|
|
|
|
|
|
|
0.850%, 06/07/2024 |
|
|
701 |
|
|
|
818 |
|
Valeant Pharmaceuticals International |
|
|
|
|
|
|
|
|
4.500%, 05/15/2023 (A) |
|
|
170 |
|
|
|
187 |
|
Verizon Communications |
|
|
|
|
|
|
|
|
3.500%, 11/01/2021 |
|
$ |
590 |
|
|
|
593 |
|
Verizon Communications MTN |
|
|
|
|
|
|
|
|
4.750%, 02/17/2034 |
|
GBP |
170 |
|
|
|
261 |
|
4.050%, 02/17/2025 |
|
AUD |
680 |
|
|
|
506 |
|
Viacom |
|
|
|
|
|
|
|
|
4.250%, 09/01/2023 |
|
$ |
500 |
|
|
|
497 |
|
Wells Fargo & Co MTN |
|
|
|
|
|
|
|
|
2.000%, 04/27/2026 |
|
EUR |
210 |
|
|
|
257 |
|
1.375%, 06/30/2022 |
|
GBP |
195 |
|
|
|
251 |
|
Wells Fargo Bank MTN |
|
|
|
|
|
|
|
|
5.250%, 08/01/2023 |
|
|
350 |
|
|
|
518 |
|
Western Digital Corp |
|
|
|
|
|
|
|
|
4.750%, 02/15/2026 |
|
$ |
328 |
|
|
|
319 |
|
WPC Eurobond BV |
|
|
|
|
|
|
|
|
2.125%, 04/15/2027 |
|
EUR |
380 |
|
|
|
442 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
33,665 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Uruguay 0.0% |
|
|
|
|
|
|
|
|
Republic of Uruguay |
|
|
|
|
|
|
|
|
9.875%, 06/20/2022 (A) |
|
UYU |
3,181 |
|
|
|
100 |
|
8.500%, 03/15/2028 (A) |
|
|
2,325 |
|
|
|
64 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
164 |
|
|
|
|
|
|
|
|
|
|
Total Global Bonds (Cost $451,568) ($ Thousands) |
|
|
|
446,591 |
|
|
|
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS 2.2% |
|
U.S. Treasury Bill |
|
|
|
|
|
|
|
|
1.893%, 09/27/2018 (B) |
|
$ |
8,300 |
|
|
|
8,262 |
|
U.S. Treasury Bond STRIPS |
|
|
|
|
|
|
|
|
3.018%, 08/15/2045 (B) |
|
|
1,070 |
|
|
|
479 |
|
2.905%, 11/15/2045 (B) |
|
|
1,030 |
|
|
|
458 |
|
U.S. Treasury Inflation Protected Securities |
|
|
|
|
|
|
|
|
1.250%, 07/15/2020 |
|
|
1,163 |
|
|
|
1,182 |
|
|
|
|
|
|
|
|
|
|
Total U.S. Treasury Obligations (Cost $10,400)($ Thousands) |
|
|
|
10,381 |
|
|
|
|
|
|
|
|
|
|
|
MORTGAGE-BACKED SECURITIES 1.2% |
|
Agency Mortgage-Backed Obligation 0.4% |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-DNA1, Cl M2 3.941%, VAR ICE LIBOR USD 1
Month+1.850%, 10/25/2027 |
|
|
477 |
|
|
|
486 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
|
11 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
MORTGAGE-BACKED SECURITIES (continued) |
|
FHLMC Structured Agency Credit Risk Debt |
|
|
|
|
|
|
|
|
Notes, Ser 2015-DNA2, Cl M2 4.691%, VAR ICE LIBOR USD 1 Month+2.600%, 12/25/2027 |
|
$ |
87 |
|
|
$ |
89 |
|
FHLMC Structured Agency Credit Risk Debt |
|
|
|
|
|
|
|
|
Notes, Ser 2015-HQA2, Cl M2 4.891%, VAR ICE LIBOR USD 1 Month+2.800%, 05/25/2028 |
|
|
146 |
|
|
|
151 |
|
FHLMC Structured Agency Credit Risk Debt |
|
|
|
|
|
|
|
|
Notes, Ser 2016-DNA1, Cl M2 4.991%, VAR ICE LIBOR USD 1 Month+2.900%, 07/25/2028 |
|
|
264 |
|
|
|
271 |
|
FHLMC Structured Agency Credit Risk Debt |
|
|
|
|
|
|
|
|
Notes, Ser 2016-HQA1, Cl M3 8.441%, VAR ICE LIBOR USD 1 Month+6.350%, 09/25/2028 |
|
|
250 |
|
|
|
310 |
|
FHLMC Structured Agency Credit Risk Debt |
|
|
|
|
|
|
|
|
Notes, Ser 2017-DNA1, Cl M1 3.291%, VAR ICE LIBOR USD 1 Month+1.200%, 07/25/2029 |
|
|
344 |
|
|
|
346 |
|
FHLMC Structured Agency Credit Risk Debt |
|
|
|
|
|
|
|
|
Notes, Ser 2017-DNA2, Cl M2 5.541%, VAR ICE LIBOR USD 1 Month+3.450%, 10/25/2029 |
|
|
470 |
|
|
|
514 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,167 |
|
|
|
|
|
|
|
|
|
|
Non-Agency Mortgage-Backed Obligation 0.8% |
|
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-6, Cl 3A |
|
|
|
|
|
|
|
|
3.750%, 09/25/2034 (C) |
|
|
14 |
|
|
|
14 |
|
Citigroup Mortgage Loan Trust, Ser 2005-2, Cl 1A4 |
|
|
|
|
|
|
|
|
3.853%, 05/25/2035 (C) |
|
|
237 |
|
|
|
239 |
|
COMM Mortgage Trust, Ser 2013-CR6, Cl A4 |
|
|
|
|
|
|
|
|
3.101%, 03/10/2046 |
|
|
120 |
|
|
|
119 |
|
COMM Mortgage Trust, Ser 2013-CR8, Cl A4 |
|
|
|
|
|
|
|
|
3.334%, 06/10/2046 |
|
|
120 |
|
|
|
120 |
|
COMM Mortgage Trust, Ser 2014-CCRE14, |
|
|
|
|
|
|
|
|
Cl A3 3.955%, 02/10/2047 |
|
|
70 |
|
|
|
72 |
|
COMM Mortgage Trust, Ser 2014-CR21, Cl A3 |
|
|
|
|
|
|
|
|
3.528%, 12/10/2047 |
|
|
75 |
|
|
|
75 |
|
Credit Suisse First Boston Mortgage Securities, Ser 2005-C2, Cl AMFX |
|
|
|
|
|
|
|
|
4.877%, 04/15/2037 |
|
|
13 |
|
|
|
13 |
|
FNMA Connecticut Avenue Securities, Ser 2013-C01, Cl M1 |
|
|
|
|
|
|
|
|
4.091%, VAR ICE LIBOR USD 1 Month+2.000%, 10/25/2023 |
|
|
10 |
|
|
|
10 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
MORTGAGE-BACKED SECURITIES (continued) |
|
FNMA Connecticut Avenue Securities, |
|
|
|
|
|
|
|
|
Ser 2014-C01, Cl M1 3.691%, VAR ICE LIBOR USD 1 Month+1.600%, 01/25/2024 |
|
$ |
139 |
|
|
$ |
139 |
|
FNMA Connecticut Avenue Securities, |
|
|
|
|
|
|
|
|
Ser 2014-C04, Cl 2M2 7.091%, VAR ICE LIBOR USD 1 Month+5.000%, 11/25/2024 |
|
|
383 |
|
|
|
432 |
|
FNMA Connecticut Avenue Securities, Ser 2016-C02, Cl 1M1 4.241%, VAR ICE LIBOR USD 1 Month+2.150%,
09/25/2028 |
|
|
110 |
|
|
|
111 |
|
FNMA Connecticut Avenue Securities, |
|
|
|
|
|
|
|
|
Ser 2016-C04, Cl 1M2 6.341%, VAR ICE LIBOR USD 1 Month+4.250%, 01/25/2029 |
|
|
95 |
|
|
|
107 |
|
FNMA Connecticut Avenue Securities, |
|
|
|
|
|
|
|
|
Ser 2016-C05, Cl 2M1 3.441%, VAR ICE LIBOR USD 1 Month+1.350%, 01/25/2029 |
|
|
58 |
|
|
|
58 |
|
FNMA Connecticut Avenue Securities, |
|
|
|
|
|
|
|
|
Ser 2016-C06, Cl 1M1 3.391%, VAR ICE LIBOR USD 1 Month+1.300%, 04/25/2029 |
|
|
465 |
|
|
|
469 |
|
FNMA Connecticut Avenue Securities, |
|
|
|
|
|
|
|
|
Ser 2016-C07, Cl 2M2 6.441%, VAR ICE LIBOR USD 1 Month+4.350%, 05/25/2029 |
|
|
153 |
|
|
|
171 |
|
FNMA Connecticut Avenue Securities, |
|
|
|
|
|
|
|
|
Ser 2017-C01, Cl 1M1 3.391%, VAR ICE LIBOR USD 1 Month+1.300%, 07/25/2029 |
|
|
176 |
|
|
|
178 |
|
GSR Mortgage Loan Trust, Ser 2005-AR1, |
|
|
|
|
|
|
|
|
Cl 4A1 2.998%, 01/25/2035 (C) |
|
|
52 |
|
|
|
50 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl A3A1 |
|
|
|
|
|
|
|
|
3.538%, 09/15/2047 |
|
|
185 |
|
|
|
186 |
|
JPMorgan Chase Commercial Mortgage Securities, Ser 2012-C8, Cl A3 |
|
|
|
|
|
|
|
|
2.829%, 10/15/2045 |
|
|
129 |
|
|
|
126 |
|
JPMorgan Mortgage Trust, Ser 2004-A5, Cl 3A1 |
|
|
|
|
|
|
|
|
3.675%, 12/25/2034 (C) |
|
|
58 |
|
|
|
58 |
|
LB-UBS Commercial Mortgage Trust, |
|
|
|
|
|
|
|
|
Ser 2008-C1, Cl A2 |
|
|
|
|
|
|
|
|
6.319%, 04/15/2041 (C) |
|
|
|
|
|
|
|
|
LSTAR Commercial Mortgage Trust, Ser 2016- 4, Cl A2 |
|
|
|
|
|
|
|
|
2.579%, 03/10/2049 (A) |
|
|
159 |
|
|
|
153 |
|
|
|
|
12 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
MORTGAGE-BACKED SECURITIES (continued) |
|
|
|
|
|
|
|
|
Morgan Stanley Capital I Trust, Ser 2006-T21, Cl D |
|
|
|
|
|
|
|
|
5.307%, 10/12/2052 (A)(C) |
|
$ |
15 |
|
|
$ |
1 |
|
Morgan Stanley Capital I Trust, Ser 2006-T21, Cl E |
|
|
|
|
|
|
|
|
5.307%, 10/12/2052 (A)(C) |
|
|
10 |
|
|
|
1 |
|
Morgan Stanley Capital I Trust, Ser 2016- UB12, Cl A3 |
|
|
|
|
|
|
|
|
3.337%, 12/15/2049 |
|
|
155 |
|
|
|
151 |
|
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A1 |
|
|
|
|
|
|
|
|
3.872%, 01/05/2043 (A)(C) |
|
|
135 |
|
|
|
128 |
|
UBS-Barclays Commercial Mortgage Trust, Ser 2013-C5, Cl A4 |
|
|
|
|
|
|
|
|
3.185%, 03/10/2046 |
|
|
100 |
|
|
|
99 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
MORTGAGE-BACKED SECURITIES (continued) |
|
|
|
|
|
|
|
|
Wells Fargo Commercial Mortgage Trust, Ser 2015-C28, Cl A3 |
|
|
|
|
|
|
|
|
3.290%, 05/15/2048 |
|
$ |
120 |
|
|
$ |
118 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2015-C30, Cl A3 |
|
|
|
|
|
|
|
|
3.411%, 09/15/2058 |
|
|
80 |
|
|
|
79 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2016-C32, Cl A4 |
|
|
|
|
|
|
|
|
3.560%, 01/15/2059 |
|
|
140 |
|
|
|
139 |
|
WFRBS Commercial Mortgage Trust, Ser 2012-C10, Cl A3 |
|
|
|
|
|
|
|
|
2.875%, 12/15/2045 |
|
|
125 |
|
|
|
123 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,739 |
|
|
|
|
|
|
|
|
|
|
Total Mortgage-Backed Securities (Cost $5,812) ($ Thousands) |
|
|
|
|
|
|
5,906 |
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities97.0% (Cost $467,780) ($ Thousands) |
|
|
|
|
|
$ |
462,878 |
|
|
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund
at June 30, 2018, 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 |
|
|
20 |
|
|
|
Sep-2018 |
|
|
$ |
1,919 |
|
|
$ |
1,912 |
|
|
$ |
6 |
|
Australian 10-Year Bond |
|
|
(8) |
|
|
|
Sep-2018 |
|
|
|
(777) |
|
|
|
(764) |
|
|
|
(11) |
|
Australian 3-Year Bond |
|
|
86 |
|
|
|
Sep-2018 |
|
|
|
7,177 |
|
|
|
7,075 |
|
|
|
17 |
|
Canadian 10-Year Bond |
|
|
(31) |
|
|
|
Sep-2018 |
|
|
|
(3,210) |
|
|
|
(3,222) |
|
|
|
9 |
|
Canadian 10-Year Bond |
|
|
8 |
|
|
|
Sep-2018 |
|
|
|
831 |
|
|
|
831 |
|
|
|
9 |
|
Euro |
|
|
(240) |
|
|
|
Sep-2018 |
|
|
|
(35,634) |
|
|
|
(35,210) |
|
|
|
424 |
|
Euro-Bob |
|
|
(53) |
|
|
|
Sep-2018 |
|
|
|
(8,143) |
|
|
|
(8,179) |
|
|
|
(27) |
|
Euro-Bob |
|
|
38 |
|
|
|
Sep-2018 |
|
|
|
5,814 |
|
|
|
5,864 |
|
|
|
20 |
|
Euro-BTP |
|
|
(3) |
|
|
|
Sep-2018 |
|
|
|
(439) |
|
|
|
(446) |
|
|
|
(11) |
|
Euro-Bund |
|
|
(27) |
|
|
|
Sep-2018 |
|
|
|
(5,075) |
|
|
|
(5,124) |
|
|
|
(36) |
|
Euro-Bund |
|
|
34 |
|
|
|
Sep-2018 |
|
|
|
6,391 |
|
|
|
6,453 |
|
|
|
34 |
|
Euro-Buxl 30 Year Bond |
|
|
9 |
|
|
|
Sep-2018 |
|
|
|
1,842 |
|
|
|
1,867 |
|
|
|
28 |
|
Euro-Buxl 30 Year Bond |
|
|
(8) |
|
|
|
Sep-2018 |
|
|
|
(1,616) |
|
|
|
(1,660) |
|
|
|
(37) |
|
Euro-OAT |
|
|
(13) |
|
|
|
Sep-2018 |
|
|
|
(2,321) |
|
|
|
(2,346) |
|
|
|
(15) |
|
Euro-OAT |
|
|
49 |
|
|
|
Sep-2018 |
|
|
|
8,745 |
|
|
|
8,841 |
|
|
|
129 |
|
Euro-Schatz |
|
|
6 |
|
|
|
Sep-2018 |
|
|
|
784 |
|
|
|
785 |
|
|
|
1 |
|
Euro-Schatz |
|
|
(3) |
|
|
|
Sep-2018 |
|
|
|
(392) |
|
|
|
(393) |
|
|
|
|
|
Japanese 10-Year Bond |
|
|
15 |
|
|
|
Sep-2018 |
|
|
|
20,556 |
|
|
|
20,427 |
|
|
|
20 |
|
Japanese 10-Year Bond
E-MINI |
|
|
24 |
|
|
|
Sep-2018 |
|
|
|
3,290 |
|
|
|
3,268 |
|
|
|
4 |
|
Japanese 10-Year Bond
E-MINI |
|
|
(33) |
|
|
|
Sep-2018 |
|
|
|
(4,517) |
|
|
|
(4,494) |
|
|
|
(8) |
|
Long Gilt 10-Year Bond |
|
|
(28) |
|
|
|
Sep-2018 |
|
|
|
(4,565) |
|
|
|
(4,549) |
|
|
|
(7) |
|
Long Gilt 10-Year Bond |
|
|
(28) |
|
|
|
Sep-2018 |
|
|
|
(4,529) |
|
|
|
(4,549) |
|
|
|
(93) |
|
U.S. 2-Year Treasury Note |
|
|
130 |
|
|
|
Sep-2018 |
|
|
|
27,528 |
|
|
|
27,538 |
|
|
|
10 |
|
U.S. 5-Year Treasury Note |
|
|
(224) |
|
|
|
Sep-2018 |
|
|
|
(25,409) |
|
|
|
(25,450) |
|
|
|
(41) |
|
U.S. 10-Year Treasury Note |
|
|
(18) |
|
|
|
Sep-2018 |
|
|
|
(2,156) |
|
|
|
(2,163) |
|
|
|
(7) |
|
U.S. 10-Year Treasury Note |
|
|
6 |
|
|
|
Sep-2018 |
|
|
|
717 |
|
|
|
721 |
|
|
|
4 |
|
U.S. Ultra Long Treasury Bond |
|
|
8 |
|
|
|
Sep-2018 |
|
|
|
1,265 |
|
|
|
1,277 |
|
|
|
12 |
|
Ultra 10-Year U.S. Treasury
Note |
|
|
(27) |
|
|
|
Sep-2018 |
|
|
|
(3,422) |
|
|
|
(3,462) |
|
|
|
(41) |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
|
13 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Type of Contract |
|
Number of Contracts Long (Short) |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
Unrealized Appreciation/ (Depreciation) (Thousands) |
|
Ultra 10-Year U.S. Treasury Note |
|
|
15 |
|
|
|
Sep-2018 |
|
|
$ |
1,911 |
|
|
|
$ 1,924 |
|
|
|
$ 13 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(13,435) |
|
|
|
$ (13,228) |
|
|
|
$ 406 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the forward foreign currency contracts held by the Fund at June 30, 2018, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver (Thousands) |
|
|
|
|
|
Currency to Receive (Thousands) |
|
|
Unrealized Appreciation (Depreciation) (Thousands) |
|
ANZ |
|
07/18/18 |
|
|
EUR |
|
|
|
1,386 |
|
|
|
USD |
|
|
|
1,618 |
|
|
$ |
(2) |
|
Bank of America |
|
07/05/18 |
|
|
EUR |
|
|
|
569 |
|
|
|
USD |
|
|
|
664 |
|
|
|
|
|
Bank of America |
|
07/05/18 |
|
|
USD |
|
|
|
1,394 |
|
|
|
SEK |
|
|
|
12,194 |
|
|
|
(30) |
|
Bank of America |
|
07/05/18 |
|
|
SEK |
|
|
|
14,052 |
|
|
|
USD |
|
|
|
1,606 |
|
|
|
35 |
|
Bank of America |
|
07/05/18 |
|
|
GBP |
|
|
|
25,117 |
|
|
|
USD |
|
|
|
33,425 |
|
|
|
261 |
|
Bank of America |
|
08/03/18 |
|
|
NZD |
|
|
|
9,520 |
|
|
|
USD |
|
|
|
6,439 |
|
|
|
(4) |
|
Barclays PLC |
|
07/05/18 |
|
|
USD |
|
|
|
467 |
|
|
|
GBP |
|
|
|
351 |
|
|
|
(4) |
|
Barclays PLC |
|
08/03/18 |
|
|
EUR |
|
|
|
311 |
|
|
|
USD |
|
|
|
364 |
|
|
|
|
|
Barclays PLC |
|
07/05/18 |
|
|
EUR |
|
|
|
399 |
|
|
|
USD |
|
|
|
464 |
|
|
|
(2) |
|
Barclays PLC |
|
07/05/18 |
|
|
JPY |
|
|
|
21,700 |
|
|
|
USD |
|
|
|
200 |
|
|
|
4 |
|
Barclays PLC |
|
07/05/18 |
|
|
GBP |
|
|
|
312 |
|
|
|
USD |
|
|
|
416 |
|
|
|
4 |
|
Barclays PLC |
|
08/03/18 |
|
|
GBP |
|
|
|
22,626 |
|
|
|
USD |
|
|
|
29,776 |
|
|
|
(133) |
|
Barclays PLC |
|
08/02/18 |
|
|
CAD |
|
|
|
1,000 |
|
|
|
USD |
|
|
|
752 |
|
|
|
(9) |
|
Barclays PLC |
|
09/13/18 |
|
|
TWD |
|
|
|
15,688 |
|
|
|
USD |
|
|
|
530 |
|
|
|
12 |
|
BNP Paribas |
|
07/05/18 |
|
|
USD |
|
|
|
1,197 |
|
|
|
NOK |
|
|
|
9,731 |
|
|
|
(3) |
|
BNP Paribas |
|
07/05/18 |
|
|
USD |
|
|
|
3,282 |
|
|
|
EUR |
|
|
|
2,813 |
|
|
|
3 |
|
BNP Paribas |
|
07/05/18 |
|
|
AUD |
|
|
|
7,149 |
|
|
|
USD |
|
|
|
5,422 |
|
|
|
140 |
|
BNP Paribas |
|
07/05/18 |
|
|
ARS |
|
|
|
7,906 |
|
|
|
USD |
|
|
|
306 |
|
|
|
33 |
|
BNP Paribas |
|
07/18/18 |
|
|
USD |
|
|
|
863 |
|
|
|
EUR |
|
|
|
728 |
|
|
|
(12) |
|
BNP Paribas |
|
07/18/18 |
|
|
EUR |
|
|
|
2,314 |
|
|
|
USD |
|
|
|
2,680 |
|
|
|
(25) |
|
BNP Paribas |
|
08/03/18 |
|
|
GBP |
|
|
|
12,157 |
|
|
|
USD |
|
|
|
16,312 |
|
|
|
242 |
|
Brown Brothers Harriman |
|
07/18/18 |
|
|
USD |
|
|
|
857 |
|
|
|
EUR |
|
|
|
732 |
|
|
|
(2) |
|
Brown Brothers Harriman |
|
07/18/18 |
|
|
EUR |
|
|
|
986 |
|
|
|
USD |
|
|
|
1,151 |
|
|
|
(1) |
|
Brown Brothers Harriman |
|
08/07/18 |
|
|
USD |
|
|
|
340 |
|
|
|
MXN |
|
|
|
6,820 |
|
|
|
5 |
|
Brown Brothers Harriman |
|
08/16/18 |
|
|
SGD |
|
|
|
446 |
|
|
|
USD |
|
|
|
335 |
|
|
|
7 |
|
Brown Brothers Harriman |
|
08/30/18 |
|
|
USD |
|
|
|
120 |
|
|
|
CAD |
|
|
|
159 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
10/04/18 |
|
|
USD |
|
|
|
340 |
|
|
|
JPY |
|
|
|
36,935 |
|
|
|
(4) |
|
BT Brokerage |
|
07/05/18 |
|
|
SGD |
|
|
|
1,424 |
|
|
|
USD |
|
|
|
1,065 |
|
|
|
21 |
|
BT Brokerage |
|
07/05/18 |
|
|
PLN |
|
|
|
3,159 |
|
|
|
USD |
|
|
|
859 |
|
|
|
15 |
|
BT Brokerage |
|
07/05/18 - 08/03/18 |
|
|
EUR |
|
|
|
5,929 |
|
|
|
USD |
|
|
|
6,937 |
|
|
|
3 |
|
BT Brokerage |
|
08/03/18 |
|
|
USD |
|
|
|
288 |
|
|
|
EUR |
|
|
|
248 |
|
|
|
1 |
|
BT Brokerage |
|
08/03/18 |
|
|
JPY |
|
|
|
367,881 |
|
|
|
USD |
|
|
|
3,351 |
|
|
|
22 |
|
Citi |
|
07/05/18 |
|
|
GBP |
|
|
|
28 |
|
|
|
USD |
|
|
|
37 |
|
|
|
|
|
Citi |
|
07/05/18 |
|
|
NZD |
|
|
|
73 |
|
|
|
USD |
|
|
|
51 |
|
|
|
2 |
|
Citi |
|
07/05/18 |
|
|
USD |
|
|
|
87 |
|
|
|
GBP |
|
|
|
66 |
|
|
|
|
|
Citi |
|
07/05/18 |
|
|
USD |
|
|
|
111 |
|
|
|
CAD |
|
|
|
145 |
|
|
|
|
|
Citi |
|
07/05/18 |
|
|
CAD |
|
|
|
152 |
|
|
|
USD |
|
|
|
117 |
|
|
|
1 |
|
Citi |
|
07/05/18 |
|
|
USD |
|
|
|
163 |
|
|
|
AUD |
|
|
|
217 |
|
|
|
(3) |
|
Citi |
|
07/05/18 |
|
|
USD |
|
|
|
189 |
|
|
|
NZD |
|
|
|
273 |
|
|
|
(4) |
|
Citi |
|
07/05/18 - 08/03/18 |
|
|
USD |
|
|
|
502 |
|
|
|
JPY |
|
|
|
55,368 |
|
|
|
(2) |
|
Citi |
|
07/05/18 |
|
|
USD |
|
|
|
652 |
|
|
|
EUR |
|
|
|
558 |
|
|
|
|
|
Citi |
|
07/05/18 |
|
|
JPY |
|
|
|
4,178 |
|
|
|
USD |
|
|
|
38 |
|
|
|
|
|
|
|
|
14 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver (Thousands) |
|
|
|
|
|
Currency to Receive (Thousands) |
|
|
Unrealized Appreciation (Depreciation) (Thousands) |
|
Citi |
|
07/05/18 |
|
|
ARS |
|
|
|
13,696 |
|
|
|
USD |
|
|
|
531 |
|
|
$ |
57 |
|
Citi |
|
07/05/18 - 07/18/18 |
|
|
EUR |
|
|
|
54,508 |
|
|
|
USD |
|
|
|
63,801 |
|
|
|
114 |
|
Citi |
|
08/03/18 |
|
|
EUR |
|
|
|
27,989 |
|
|
|
USD |
|
|
|
32,611 |
|
|
|
(139) |
|
Citi |
|
07/05/18 |
|
|
HUF |
|
|
|
117,758 |
|
|
|
USD |
|
|
|
432 |
|
|
|
14 |
|
Citi |
|
07/25/18 |
|
|
COP |
|
|
|
2,053,683 |
|
|
|
USD |
|
|
|
709 |
|
|
|
10 |
|
Citi |
|
07/26/18 |
|
|
USD |
|
|
|
678 |
|
|
|
KRW |
|
|
|
720,886 |
|
|
|
(30) |
|
Citi |
|
08/03/18 |
|
|
USD |
|
|
|
122 |
|
|
|
SEK |
|
|
|
1,088 |
|
|
|
|
|
Citi |
|
07/26/18 |
|
|
USD |
|
|
|
628 |
|
|
|
SEK |
|
|
|
5,418 |
|
|
|
(21) |
|
Citi |
|
07/26/18 |
|
|
KRW |
|
|
|
404,792 |
|
|
|
USD |
|
|
|
376 |
|
|
|
12 |
|
Citi |
|
08/03/18 |
|
|
DKK |
|
|
|
732 |
|
|
|
USD |
|
|
|
115 |
|
|
|
|
|
Citi |
|
08/03/18 |
|
|
SGD |
|
|
|
1,424 |
|
|
|
USD |
|
|
|
1,044 |
|
|
|
(1) |
|
Citi |
|
08/03/18 |
|
|
NOK |
|
|
|
3,770 |
|
|
|
USD |
|
|
|
464 |
|
|
|
|
|
Citi |
|
08/03/18 |
|
|
SEK |
|
|
|
14,052 |
|
|
|
USD |
|
|
|
1,572 |
|
|
|
(2) |
|
Citi |
|
08/07/18 |
|
|
UYU |
|
|
|
3,084 |
|
|
|
USD |
|
|
|
103 |
|
|
|
6 |
|
Citi |
|
08/09/18 |
|
|
USD |
|
|
|
668 |
|
|
|
INR |
|
|
|
45,356 |
|
|
|
(8) |
|
Citi |
|
08/09/18 |
|
|
AUD |
|
|
|
10,826 |
|
|
|
USD |
|
|
|
8,235 |
|
|
|
237 |
|
Citi |
|
09/13/18 |
|
|
TWD |
|
|
|
20,739 |
|
|
|
USD |
|
|
|
684 |
|
|
|
|
|
Credit Suisse First Boston |
|
08/03/18 |
|
|
USD |
|
|
|
6,849 |
|
|
|
EUR |
|
|
|
5,898 |
|
|
|
52 |
|
Goldman Sachs |
|
08/07/18 |
|
|
USD |
|
|
|
977 |
|
|
|
MXN |
|
|
|
20,391 |
|
|
|
55 |
|
Goldman Sachs |
|
10/04/18 |
|
|
JPY |
|
|
|
412,567 |
|
|
|
USD |
|
|
|
3,786 |
|
|
|
35 |
|
HSBC |
|
07/05/18 |
|
|
USD |
|
|
|
311 |
|
|
|
ARS |
|
|
|
8,746 |
|
|
|
(8) |
|
HSBC |
|
07/05/18 |
|
|
USD |
|
|
|
1,396 |
|
|
|
GBP |
|
|
|
1,053 |
|
|
|
(6) |
|
HSBC |
|
07/05/18 |
|
|
ILS |
|
|
|
3,023 |
|
|
|
USD |
|
|
|
848 |
|
|
|
22 |
|
HSBC |
|
07/05/18 |
|
|
EUR |
|
|
|
21,097 |
|
|
|
USD |
|
|
|
24,682 |
|
|
|
47 |
|
HSBC |
|
08/03/18 |
|
|
EUR |
|
|
|
570 |
|
|
|
USD |
|
|
|
661 |
|
|
|
(6) |
|
HSBC |
|
07/26/18 |
|
|
ARS |
|
|
|
12,856 |
|
|
|
USD |
|
|
|
451 |
|
|
|
16 |
|
HSBC |
|
08/03/18 |
|
|
USD |
|
|
|
471 |
|
|
|
JPY |
|
|
|
51,916 |
|
|
|
(1) |
|
HSBC |
|
08/03/18 |
|
|
THB |
|
|
|
5,017 |
|
|
|
USD |
|
|
|
152 |
|
|
|
|
|
HSBC |
|
08/09/18 |
|
|
INR |
|
|
|
23,192 |
|
|
|
USD |
|
|
|
340 |
|
|
|
3 |
|
HSBC |
|
09/13/18 |
|
|
TWD |
|
|
|
4,270 |
|
|
|
USD |
|
|
|
144 |
|
|
|
4 |
|
JPMorgan Chase Bank |
|
07/05/18 |
|
|
USD |
|
|
|
37 |
|
|
|
SEK |
|
|
|
329 |
|
|
|
|
|
JPMorgan Chase Bank |
|
07/05/18 |
|
|
USD |
|
|
|
75 |
|
|
|
NOK |
|
|
|
614 |
|
|
|
|
|
JPMorgan Chase Bank |
|
07/05/18 |
|
|
USD |
|
|
|
376 |
|
|
|
CAD |
|
|
|
488 |
|
|
|
(5) |
|
JPMorgan Chase Bank |
|
07/05/18 |
|
|
USD |
|
|
|
376 |
|
|
|
AUD |
|
|
|
499 |
|
|
|
(7) |
|
JPMorgan Chase Bank |
|
07/05/18 |
|
|
AUD |
|
|
|
298 |
|
|
|
USD |
|
|
|
226 |
|
|
|
5 |
|
JPMorgan Chase Bank |
|
08/03/18 |
|
|
AUD |
|
|
|
100 |
|
|
|
USD |
|
|
|
74 |
|
|
|
|
|
JPMorgan Chase Bank |
|
07/05/18 - 08/03/18 |
|
|
USD |
|
|
|
411 |
|
|
|
NZD |
|
|
|
596 |
|
|
|
(7) |
|
JPMorgan Chase Bank |
|
07/05/18 |
|
|
USD |
|
|
|
472 |
|
|
|
CHF |
|
|
|
464 |
|
|
|
(5) |
|
JPMorgan Chase Bank |
|
07/05/18 - 08/03/18 |
|
|
GBP |
|
|
|
673 |
|
|
|
USD |
|
|
|
903 |
|
|
|
15 |
|
JPMorgan Chase Bank |
|
07/05/18 |
|
|
CHF |
|
|
|
1,302 |
|
|
|
USD |
|
|
|
1,309 |
|
|
|
(2) |
|
JPMorgan Chase Bank |
|
07/05/18 - 08/03/18 |
|
|
USD |
|
|
|
1,525 |
|
|
|
JPY |
|
|
|
168,031 |
|
|
|
(6) |
|
JPMorgan Chase Bank |
|
07/05/18 - 07/16/18 |
|
|
CAD |
|
|
|
1,702 |
|
|
|
USD |
|
|
|
1,314 |
|
|
|
20 |
|
JPMorgan Chase Bank |
|
08/03/18 |
|
|
CAD |
|
|
|
224 |
|
|
|
USD |
|
|
|
170 |
|
|
|
(1) |
|
JPMorgan Chase Bank |
|
07/05/18 |
|
|
NZD |
|
|
|
1,988 |
|
|
|
USD |
|
|
|
1,395 |
|
|
|
49 |
|
JPMorgan Chase Bank |
|
07/05/18 |
|
|
EUR |
|
|
|
2,564 |
|
|
|
USD |
|
|
|
3,002 |
|
|
|
8 |
|
JPMorgan Chase Bank |
|
08/03/18 |
|
|
EUR |
|
|
|
401 |
|
|
|
USD |
|
|
|
468 |
|
|
|
(2) |
|
JPMorgan Chase Bank |
|
07/05/18 |
|
|
USD |
|
|
|
3,455 |
|
|
|
GBP |
|
|
|
2,593 |
|
|
|
(31) |
|
JPMorgan Chase Bank |
|
07/05/18 |
|
|
NOK |
|
|
|
3,684 |
|
|
|
USD |
|
|
|
457 |
|
|
|
5 |
|
JPMorgan Chase Bank |
|
07/05/18 |
|
|
USD |
|
|
|
6,116 |
|
|
|
EUR |
|
|
|
5,264 |
|
|
|
31 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
|
15 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver (Thousands) |
|
|
|
|
|
Currency to Receive (Thousands) |
|
|
Unrealized Appreciation (Depreciation) (Thousands) |
|
JPMorgan Chase Bank |
|
07/05/18 |
|
|
PLN |
|
|
|
3,159 |
|
|
|
USD |
|
|
|
858 |
|
|
$ |
14 |
|
JPMorgan Chase Bank |
|
08/03/18 |
|
|
PLN |
|
|
|
6,318 |
|
|
|
USD |
|
|
|
1,686 |
|
|
|
(2) |
|
JPMorgan Chase Bank |
|
07/05/18 |
|
|
SEK |
|
|
|
11,764 |
|
|
|
USD |
|
|
|
1,347 |
|
|
|
31 |
|
JPMorgan Chase Bank |
|
07/05/18 |
|
|
THB |
|
|
|
47,594 |
|
|
|
USD |
|
|
|
1,487 |
|
|
|
50 |
|
JPMorgan Chase Bank |
|
07/05/18 |
|
|
JPY |
|
|
|
313,467 |
|
|
|
USD |
|
|
|
2,863 |
|
|
|
33 |
|
JPMorgan Chase Bank |
|
07/19/18 |
|
|
USD |
|
|
|
218 |
|
|
|
JPY |
|
|
|
23,901 |
|
|
|
(2) |
|
JPMorgan Chase Bank |
|
07/19/18 |
|
|
USD |
|
|
|
386 |
|
|
|
CAD |
|
|
|
502 |
|
|
|
(4) |
|
JPMorgan Chase Bank |
|
07/19/18 |
|
|
USD |
|
|
|
1,151 |
|
|
|
COP |
|
|
|
3,289,707 |
|
|
|
(31) |
|
JPMorgan Chase Bank |
|
07/19/18 |
|
|
USD |
|
|
|
1,816 |
|
|
|
CLP |
|
|
|
1,149,590 |
|
|
|
(50) |
|
JPMorgan Chase Bank |
|
07/19/18 |
|
|
USD |
|
|
|
2,775 |
|
|
|
SEK |
|
|
|
23,865 |
|
|
|
(104) |
|
JPMorgan Chase Bank |
|
07/19/18 |
|
|
CHF |
|
|
|
2,986 |
|
|
|
USD |
|
|
|
3,036 |
|
|
|
24 |
|
JPMorgan Chase Bank |
|
07/19/18 |
|
|
USD |
|
|
|
3,877 |
|
|
|
GBP |
|
|
|
2,902 |
|
|
|
(43) |
|
JPMorgan Chase Bank |
|
07/19/18 |
|
|
USD |
|
|
|
4,306 |
|
|
|
NOK |
|
|
|
34,513 |
|
|
|
(68) |
|
JPMorgan Chase Bank |
|
07/19/18 |
|
|
PLN |
|
|
|
7,551 |
|
|
|
USD |
|
|
|
2,079 |
|
|
|
61 |
|
JPMorgan Chase Bank |
|
07/19/18 |
|
|
BRL |
|
|
|
8,851 |
|
|
|
USD |
|
|
|
2,388 |
|
|
|
92 |
|
JPMorgan Chase Bank |
|
07/19/18 - 08/16/18 |
|
|
SGD |
|
|
|
9,716 |
|
|
|
USD |
|
|
|
7,283 |
|
|
|
153 |
|
JPMorgan Chase Bank |
|
07/19/18 |
|
|
AUD |
|
|
|
10,059 |
|
|
|
USD |
|
|
|
7,631 |
|
|
|
200 |
|
JPMorgan Chase Bank |
|
07/19/18 |
|
|
EUR |
|
|
|
14,850 |
|
|
|
USD |
|
|
|
17,518 |
|
|
|
161 |
|
JPMorgan Chase Bank |
|
07/19/18 |
|
|
NZD |
|
|
|
18,261 |
|
|
|
USD |
|
|
|
12,862 |
|
|
|
501 |
|
JPMorgan Chase Bank |
|
07/19/18 |
|
|
MXN |
|
|
|
27,169 |
|
|
|
USD |
|
|
|
1,320 |
|
|
|
(59) |
|
JPMorgan Chase Bank |
|
07/19/18 |
|
|
TWD |
|
|
|
71,746 |
|
|
|
USD |
|
|
|
2,411 |
|
|
|
54 |
|
JPMorgan Chase Bank |
|
07/19/18 |
|
|
THB |
|
|
|
114,930 |
|
|
|
USD |
|
|
|
3,589 |
|
|
|
118 |
|
JPMorgan Chase Bank |
|
07/19/18 |
|
|
HUF |
|
|
|
993,394 |
|
|
|
USD |
|
|
|
3,657 |
|
|
|
129 |
|
JPMorgan Chase Bank |
|
07/19/18 |
|
|
KRW |
|
|
|
1,835,000 |
|
|
|
USD |
|
|
|
1,712 |
|
|
|
64 |
|
JPMorgan Chase Bank |
|
07/19/18 |
|
|
JPY |
|
|
|
2,450,735 |
|
|
|
USD |
|
|
|
22,330 |
|
|
|
179 |
|
JPMorgan Chase Bank |
|
07/26/18 |
|
|
SEK |
|
|
|
12,959 |
|
|
|
USD |
|
|
|
1,483 |
|
|
|
32 |
|
Merrill Lynch |
|
07/18/18 |
|
|
USD |
|
|
|
763 |
|
|
|
EUR |
|
|
|
647 |
|
|
|
(7) |
|
Merrill Lynch |
|
07/27/18 |
|
|
EUR |
|
|
|
18,077 |
|
|
|
USD |
|
|
|
21,396 |
|
|
|
254 |
|
Morgan Stanley |
|
07/03/18 - 08/03/18 |
|
|
CZK |
|
|
|
24,988 |
|
|
|
USD |
|
|
|
1,125 |
|
|
|
3 |
|
Morgan Stanley |
|
07/05/18 |
|
|
USD |
|
|
|
181 |
|
|
|
NOK |
|
|
|
1,479 |
|
|
|
|
|
Morgan Stanley |
|
07/05/18 |
|
|
GBP |
|
|
|
194 |
|
|
|
USD |
|
|
|
257 |
|
|
|
1 |
|
Morgan Stanley |
|
07/05/18 |
|
|
EUR |
|
|
|
419 |
|
|
|
USD |
|
|
|
490 |
|
|
|
1 |
|
Morgan Stanley |
|
08/03/18 |
|
|
USD |
|
|
|
138 |
|
|
|
CHF |
|
|
|
137 |
|
|
|
|
|
Morgan Stanley |
|
07/05/18 |
|
|
USD |
|
|
|
990 |
|
|
|
CHF |
|
|
|
975 |
|
|
|
(8) |
|
Morgan Stanley |
|
07/05/18 |
|
|
CHF |
|
|
|
1,713 |
|
|
|
USD |
|
|
|
1,740 |
|
|
|
15 |
|
Morgan Stanley |
|
08/03/18 |
|
|
CHF |
|
|
|
1,838 |
|
|
|
USD |
|
|
|
1,852 |
|
|
|
(5) |
|
Morgan Stanley |
|
07/05/18 |
|
|
NZD |
|
|
|
8,373 |
|
|
|
USD |
|
|
|
5,860 |
|
|
|
191 |
|
Morgan Stanley |
|
07/05/18 - 08/03/18 |
|
|
NOK |
|
|
|
8,445 |
|
|
|
USD |
|
|
|
1,036 |
|
|
|
(1) |
|
Morgan Stanley |
|
08/03/18 |
|
|
USD |
|
|
|
85 |
|
|
|
AUD |
|
|
|
115 |
|
|
|
|
|
Morgan Stanley |
|
08/03/18 |
|
|
ILS |
|
|
|
3,023 |
|
|
|
USD |
|
|
|
829 |
|
|
|
2 |
|
Morgan Stanley |
|
08/03/18 |
|
|
AUD |
|
|
|
6,846 |
|
|
|
USD |
|
|
|
5,053 |
|
|
|
(5) |
|
Morgan Stanley |
|
08/03/18 |
|
|
DKK |
|
|
|
7,130 |
|
|
|
USD |
|
|
|
1,115 |
|
|
|
(5) |
|
Morgan Stanley |
|
08/03/18 |
|
|
HUF |
|
|
|
117,758 |
|
|
|
USD |
|
|
|
419 |
|
|
|
|
|
National Bank of Australia |
|
07/05/18 |
|
|
USD |
|
|
|
2,602 |
|
|
|
JPY |
|
|
|
282,186 |
|
|
|
(54) |
|
National Bank of Australia |
|
07/05/18 |
|
|
JPY |
|
|
|
7,654,986 |
|
|
|
USD |
|
|
|
70,578 |
|
|
|
1,458 |
|
National Bank of Australia |
|
08/03/18 |
|
|
AUD |
|
|
|
465 |
|
|
|
USD |
|
|
|
344 |
|
|
|
|
|
RBC |
|
07/05/18 |
|
|
USD |
|
|
|
95 |
|
|
|
CAD |
|
|
|
123 |
|
|
|
(2) |
|
RBC |
|
07/05/18 |
|
|
CAD |
|
|
|
13,447 |
|
|
|
USD |
|
|
|
10,386 |
|
|
|
163 |
|
RBC |
|
08/03/18 |
|
|
CAD |
|
|
|
13,512 |
|
|
|
USD |
|
|
|
10,200 |
|
|
|
(79) |
|
|
|
|
16 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver (Thousands) |
|
|
|
|
|
Currency to Receive (Thousands) |
|
|
Unrealized Appreciation (Depreciation) (Thousands) |
|
RBC |
|
08/03/18 |
|
|
MXN |
|
|
|
66,427 |
|
|
|
USD |
|
|
|
3,368 |
|
|
$ |
4 |
|
RBC |
|
07/05/18 |
|
|
MXN |
|
|
|
66,427 |
|
|
|
USD |
|
|
|
3,304 |
|
|
|
(74) |
|
RBS |
|
07/18/18 |
|
|
EUR |
|
|
|
1,437 |
|
|
|
USD |
|
|
|
1,667 |
|
|
|
(13) |
|
RBS |
|
08/09/18 |
|
|
NZD |
|
|
|
4,408 |
|
|
|
USD |
|
|
|
3,088 |
|
|
|
105 |
|
Standard Bank |
|
08/30/18 |
|
|
CAD |
|
|
|
19,608 |
|
|
|
USD |
|
|
|
15,126 |
|
|
|
203 |
|
Standard Chartered |
|
07/18/18 |
|
|
EUR |
|
|
|
1,717 |
|
|
|
USD |
|
|
|
2,020 |
|
|
|
14 |
|
Standard Chartered |
|
07/26/18 |
|
|
KRW |
|
|
|
318,051 |
|
|
|
USD |
|
|
|
294 |
|
|
|
8 |
|
Standard Chartered |
|
08/09/18 |
|
|
INR |
|
|
|
22,001 |
|
|
|
USD |
|
|
|
319 |
|
|
|
(1) |
|
State Street |
|
07/05/18 - 08/03/18 |
|
|
GBP |
|
|
|
858 |
|
|
|
USD |
|
|
|
1,139 |
|
|
|
6 |
|
State Street |
|
07/05/18 - 08/03/18 |
|
|
EUR |
|
|
|
28,499 |
|
|
|
USD |
|
|
|
33,301 |
|
|
|
(45) |
|
State Street |
|
08/03/18 |
|
|
USD |
|
|
|
787 |
|
|
|
JPY |
|
|
|
86,947 |
|
|
|
|
|
State Street |
|
08/03/18 |
|
|
THB |
|
|
|
47,594 |
|
|
|
USD |
|
|
|
1,438 |
|
|
|
|
|
State Street |
|
08/03/18 |
|
|
JPY |
|
|
|
7,676,686 |
|
|
|
USD |
|
|
|
69,501 |
|
|
|
37 |
|
TD Securities |
|
07/05/18 |
|
|
DKK |
|
|
|
7,130 |
|
|
|
USD |
|
|
|
1,124 |
|
|
|
7 |
|
UBS |
|
07/05/18 |
|
|
USD |
|
|
|
182 |
|
|
|
NOK |
|
|
|
1,479 |
|
|
|
|
|
UBS |
|
07/05/18 |
|
|
NOK |
|
|
|
6,337 |
|
|
|
USD |
|
|
|
778 |
|
|
|
|
|
UBS |
|
07/05/18 |
|
|
EUR |
|
|
|
18,077 |
|
|
|
USD |
|
|
|
21,204 |
|
|
|
95 |
|
UBS |
|
07/18/18 |
|
|
EUR |
|
|
|
886 |
|
|
|
USD |
|
|
|
1,031 |
|
|
|
(5) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
4,897 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of open OTC swap agreements held by the Fund at June 30, 2018, 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% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
$(370) |
|
|
|
$(71) |
|
|
$ |
(62) |
|
|
$ |
(9) |
|
Credit Suisse |
|
|
CMBX.NA.BB.6 |
|
|
|
Sell |
|
|
|
5.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
(130) |
|
|
|
(25) |
|
|
|
(17) |
|
|
|
(8) |
|
Credit Suisse |
|
|
CMBX.NA.BB.6 |
|
|
|
Sell |
|
|
|
5.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
(240) |
|
|
|
(46) |
|
|
|
(30) |
|
|
|
(16) |
|
Credit Suisse |
|
|
CMBX.NA.BBB.6 |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
(373) |
|
|
|
(39) |
|
|
|
(27) |
|
|
|
(12) |
|
Credit Suisse |
|
|
CMBX.NA.BBB.6 |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
(134) |
|
|
|
(14) |
|
|
|
(8) |
|
|
|
(5) |
|
Credit Suisse |
|
|
CMBX.NA.BBB.6 |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
(127) |
|
|
|
(13) |
|
|
|
(9) |
|
|
|
(4) |
|
Deutsche Bank |
|
|
CMBX.NA.BBB.6 |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
(406) |
|
|
|
(42) |
|
|
|
(29) |
|
|
|
(13) |
|
Credit Suisse |
|
|
CMBX.NA.BBB.6 |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Quarterly |
|
|
|
05/11/2063 |
|
|
|
(460) |
|
|
|
(48) |
|
|
|
(34) |
|
|
|
(13) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$(298) |
|
|
$ |
(216) |
|
|
$ |
(80) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open centrally cleared swap agreements held by the Fund at June 30, 2018, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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 |
|
|
$(5,360) |
|
|
|
$ 100 |
|
|
|
$ 143 |
|
|
|
$ (36) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ 100 |
|
|
|
$ 143 |
|
|
|
$ (36) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $477,228 ($ Thousands). |
(A) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in
transactions exempt from registration normally to qualified institutions. On June 30, 2018, the value of these securities amounted to $63,791 ($ Thousands), representing 13.37% 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
CLP Chilean Peso
COP Colombian Peso
CPI Consumer Price Index
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
|
17 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
International Fixed Income Fund (Continued)
CZK Czech Koruna
DKK
Danish Krone
EUR Euro
FHLMC Federal Home Loan Mortgage Corporation
FNMA Federal National Mortgage Association
GBP British
Pound Sterling
GDP Gross Domestic Product
HUF Hungarian Forint
ICE Intercontinental Exchange
ILS Israeli New Sheckels
INR Indian Rupee
JPY Japanese Yen
KRW Korean Won
LIBOR London Interbank Offered Rate
L.P. Limited Partnership
MTN Medium Term Note
MXN Mexican Peso
MYR Malaysian Ringgit
NOK Norwegian Krone
NZD New Zealand Dollar
PLC Public Limited Company
PLN Polish Zloty
RON Romanian Leu
SEK Swedish Krona
Ser Series
SGD Singapore Dollar
STRIPS Separately Traded Registered Interest and Principal Securities
THB
Thai Bhat
TSX Toronto Stock Exchange
TWD Taiwan Dollar
USD United States Dollar
UYU Uruguayan Peso
VAR Variable Rate
The following is a list of the level of inputs used as of June 30, 2018, 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 |
|
$ |
|
|
|
$ |
446,591 |
|
|
$ |
|
|
|
$ |
446,591 |
|
Mortgage-Backed Securities |
|
|
|
|
|
|
5,906 |
|
|
|
|
|
|
|
5,906 |
|
U.S. Treasury Obligations |
|
|
|
|
|
|
10,381 |
|
|
|
|
|
|
|
10,381 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities |
|
$ |
|
|
|
$ |
462,878 |
|
|
$ |
|
|
|
$ |
462,878 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other Financial Instruments |
|
Level 1 |
|
|
Level 2 |
|
|
Level 3 |
|
|
Total |
|
Futures Contracts * |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
$ |
740 |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
740 |
|
Unrealized Depreciation |
|
|
(334) |
|
|
|
|
|
|
|
|
|
|
|
(334) |
|
Forwards Contracts * |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
|
|
|
|
6,111 |
|
|
|
|
|
|
|
6,111 |
|
Unrealized Depreciation |
|
|
|
|
|
|
(1,214) |
|
|
|
|
|
|
|
(1,214) |
|
OTC Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Default Swaps * |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Depreciation |
|
|
|
|
|
|
(80) |
|
|
|
|
|
|
|
(80) |
|
Centrally Cleared Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Default Swaps * |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Depreciation |
|
|
|
|
|
|
(36) |
|
|
|
|
|
|
|
(36) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Other Financial Instruments |
|
$ |
406 |
|
|
$ |
4,781 |
|
|
$ |
|
|
|
$ |
5,187 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
* Futures contracts, forwards contracts, and swap contracts are valued at the net unrealized appreciation (depreciation) on the
instrument.
For the period ended June 30, 2018, there were no transfers between Level 1 and Level 2 assets and liabilities.
For the period ended June 30, 2018, there were no transfers between Level 2 and Level 3 assets and liabilities.
Amounts designated as are $0 or have been rounded to $0.
For
information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial statements.
As of June 30, 2018, 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 |
|
|
$- |
|
|
|
$- |
|
|
|
$(296,750) |
|
|
|
$99,739 |
|
|
|
$(197,011) |
|
Maximum potential amount of future payments |
|
|
- |
|
|
|
- |
|
|
|
2,240,000 |
|
|
|
6,258,100 |
|
|
|
8,498,100 |
|
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 |
|
|
- |
|
|
|
- |
|
|
|
6,258,100 |
|
|
|
- |
|
|
|
- |
|
|
|
6,258,100 |
|
> than 400 |
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
2,240,000 |
|
|
|
2,240,000 |
|
Total |
|
|
$- |
|
|
|
$- |
|
|
|
$6,258,100 |
|
|
|
$- |
|
|
|
$2,240,000 |
|
|
|
$8,498,100 |
|
[1] If Management uses credit ratings to evaluate the credit risk of an underlying asset, it may use such ratings in its disclosure by
replacing credit spreads by credit ratings.
* The credit spread on the underlying asset is generally indicative of the current status of the underlying risk of the
Fund having to perform. The spread also reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into a contract. Higher credit spreads with a shorter contract term is indicative of a higher
likelihood of performance by the Fund.
|
|
|
18 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
Emerging Markets Debt Fund
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
|
|
GLOBAL BONDS 92.1% |
|
|
|
|
|
Angola 0.7% |
|
|
|
|
|
Angolan Government International Bond |
|
|
|
|
|
|
|
|
9.375%, 05/08/2048 |
|
$ |
1,925 |
|
|
$ |
1,941 |
|
8.250%, 05/09/2028 |
|
|
4,023 |
|
|
|
4,025 |
|
Republic of Angola Via Avenir II BV MTN |
|
|
|
|
|
|
|
|
10.001%, VAR ICE LIBOR USD 6 Month+7.500%, 07/01/2023 |
|
|
4,284 |
|
|
|
4,627 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,593 |
|
|
|
|
|
|
|
|
|
|
Argentina 4.5% |
|
|
|
|
|
Adecoagro |
|
|
|
|
|
|
|
|
6.000%, 09/21/2027 (A) |
|
|
785 |
|
|
|
647 |
|
Agua y Saneamientos Argentinos |
|
|
|
|
|
|
|
|
6.625%, 02/01/2023 |
|
|
1,230 |
|
|
|
1,052 |
|
Argentina Treasury Bill |
|
|
|
|
|
|
|
|
0.000%, 09/14/2018 (B) |
|
ARS |
41,057 |
|
|
|
1,465 |
|
Argentina Treasury Bond |
|
|
|
|
|
|
|
|
2.500%, 07/22/2021 |
|
|
6,000 |
|
|
|
280 |
|
Argentine Bonos del Tesoro |
|
|
|
|
|
|
|
|
21.200%, 09/19/2018 |
|
|
27,802 |
|
|
|
923 |
|
18.200%, 10/03/2021 |
|
|
21,053 |
|
|
|
624 |
|
Argentine Republic Government International Bond |
|
|
|
|
|
|
|
|
8.280%, 12/31/2033 |
|
$ |
1,262 |
|
|
|
1,133 |
|
8.280%, 12/31/2033 |
|
|
1,655 |
|
|
|
1,547 |
|
7.820%, 12/31/2033 |
|
EUR |
10,278 |
|
|
|
11,944 |
|
7.820%, 12/31/2033 |
|
|
8,150 |
|
|
|
9,366 |
|
7.500%, 04/22/2026 |
|
$ |
5,050 |
|
|
|
4,659 |
|
6.875%, 01/26/2027 |
|
|
625 |
|
|
|
550 |
|
6.875%, 01/11/2048 |
|
|
4,995 |
|
|
|
3,739 |
|
5.875%, 01/11/2028 |
|
|
2,319 |
|
|
|
1,884 |
|
5.000%, 01/15/2027 |
|
EUR |
2,585 |
|
|
|
2,570 |
|
3.380%, 03/31/2019 |
|
|
564 |
|
|
|
385 |
|
3.380%, 03/31/2019 |
|
|
19,922 |
|
|
|
13,607 |
|
Autonomous City of Buenos Aires Argentina |
|
|
|
|
|
|
|
|
35.426%, VAR 30-35d Argentina BADLAR Private Banks+3.250%,
03/29/2024 |
|
ARS |
14,952 |
|
|
|
444 |
|
35.426%, VAR 30-35d Argentina BADLAR Private Banks+3.250%,
03/29/2024 |
|
|
48,886 |
|
|
|
1,453 |
|
Banco Central de la Republica Argentina |
|
|
|
|
|
|
|
|
40.173%, 11/21/2018 (B) |
|
|
29,219 |
|
|
|
869 |
|
Bonos De La Nacion Argentina
|
|
|
|
|
|
|
|
|
4.500%, 06/21/2019 |
|
$ |
1,463 |
|
|
|
1,518 |
|
Bonos de la Nacion Argentina con Ajuste por CER
|
|
|
|
|
|
|
|
|
4.000%, 03/06/2020 |
|
ARS |
35,000 |
|
|
|
1,223 |
|
3.750%, 02/08/2019 |
|
|
33,185 |
|
|
|
1,248 |
|
Pampa Energia
|
|
|
|
|
|
|
|
|
7.500%, 01/24/2027 (A) |
|
$ |
343 |
|
|
|
309 |
|
7.375%, 07/21/2023 (A) |
|
|
270 |
|
|
|
257 |
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Provincia de Buenos Aires
|
|
|
|
|
|
|
|
|
7.875%, 06/15/2027 |
|
$ |
2,762 |
|
|
$ |
2,417 |
|
5.375%, 01/20/2023 |
|
EUR |
620 |
|
|
|
685 |
|
Provincia de Cordoba |
|
|
|
|
|
|
|
|
7.125%, 06/10/2021 (A) |
|
$ |
531 |
|
|
|
502 |
|
7.125%, 06/10/2021 |
|
|
600 |
|
|
|
567 |
|
Provincia del Chaco Argentina
|
|
|
|
|
|
|
|
|
9.375%, 08/18/2024 |
|
|
654 |
|
|
|
549 |
|
Rio Energy
|
|
|
|
|
|
|
|
|
6.875%, 02/01/2025 (A) |
|
|
1,471 |
|
|
|
1,221 |
|
YPF MTN |
|
|
|
|
|
|
|
|
26.563%, VAR 30-35d Argentina BADLAR Private Banks+4.000%,
07/07/2020 |
|
|
368 |
|
|
|
206 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
69,843 |
|
|
|
|
|
|
|
|
|
|
Azerbaijan 1.1% |
|
|
|
|
|
Southern Gas Corridor
|
|
|
|
|
|
|
|
|
6.875%, 03/24/2026 |
|
|
8,050 |
|
|
|
8,679 |
|
6.875%, 03/24/2026 (A) |
|
|
1,437 |
|
|
|
1,549 |
|
State Oil of the Azerbaijan Republic
|
|
|
|
|
|
|
|
|
6.950%, 03/18/2030 |
|
|
2,810 |
|
|
|
3,002 |
|
State Oil of the Azerbaijan Republic MTN
|
|
|
|
|
|
|
|
|
4.750%, 03/13/2023 |
|
|
2,923 |
|
|
|
2,879 |
|
4.750%, 03/13/2023 |
|
|
1,500 |
|
|
|
1,477 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
17,586 |
|
|
|
|
|
|
|
|
|
|
Bahrain 0.1% |
|
|
|
|
|
Bahrain Government International Bond
|
|
|
|
|
|
|
|
|
7.000%, 10/12/2028 (A) |
|
|
641 |
|
|
|
572 |
|
6.750%, 09/20/2029 |
|
|
318 |
|
|
|
277 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
849 |
|
|
|
|
|
|
|
|
|
|
Belarus 0.1% |
|
|
|
|
|
Republic of Belarus International Bond
|
|
|
|
|
|
|
|
|
7.625%, 06/29/2027 |
|
|
1,040 |
|
|
|
1,086 |
|
|
|
|
|
|
|
|
|
|
|
|
Belize 0.1% |
|
|
|
|
|
Belize Government International Bond
|
|
|
|
|
|
|
|
|
5.000%, 02/20/2034 |
|
|
2,637 |
|
|
|
1,562 |
|
|
|
|
|
|
|
|
|
|
|
|
Bermuda 0.2% |
|
|
|
|
|
Government of Bermuda
|
|
|
|
|
|
|
|
|
4.854%, 02/06/2024 |
|
|
2,580 |
|
|
|
2,648 |
|
3.717%, 01/25/2027 |
|
|
1,321 |
|
|
|
1,224 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,872 |
|
|
|
|
|
|
|
|
|
|
Brazil 6.9% |
|
|
|
|
|
Banco Nacional de Desenvolvimento Economico e Social
|
|
|
|
|
|
|
|
|
6.500%, 06/10/2019 (A) |
|
|
660 |
|
|
|
677 |
|
4.750%, 05/09/2024 (A) |
|
|
848 |
|
|
|
796 |
|
Brazil Letras do Tesouro Nacional (B)
|
|
|
|
|
|
|
|
|
18.178%, 01/01/2019 |
|
BRL |
41,355 |
|
|
|
10,403 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
|
1 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
14.763%, 01/01/2020 |
|
BRL |
5,000 |
|
|
$ |
1,153 |
|
9.101%, 07/01/2020 |
|
|
27,974 |
|
|
|
6,144 |
|
Brazil Loan Trust 1 |
|
|
|
|
|
|
|
|
5.477%, 07/24/2023 |
|
$ |
300 |
|
|
|
305 |
|
5.477%, 07/24/2023 (A) |
|
|
1,775 |
|
|
|
1,804 |
|
Brazil Minas SPE via State of Minas Gerais |
|
|
|
|
|
|
|
|
5.333%, 02/15/2028 (A) |
|
|
224 |
|
|
|
214 |
|
5.333%, 02/15/2028 |
|
|
4,581 |
|
|
|
4,375 |
|
5.333%, 02/15/2028 |
|
|
1,176 |
|
|
|
1,123 |
|
Brazil Notas do Tesouro Nacional, Serie F |
|
|
|
|
|
|
|
|
10.000%, 01/01/2019 |
|
BRL |
26,969 |
|
|
|
7,113 |
|
10.000%, 01/01/2021 |
|
|
57,764 |
|
|
|
15,228 |
|
10.000%, 01/01/2023 |
|
|
71,468 |
|
|
|
18,135 |
|
10.000%, 01/01/2025 |
|
|
53,581 |
|
|
|
13,107 |
|
10.000%, 01/01/2027 |
|
|
6,000 |
|
|
|
1,425 |
|
10.000%, 01/01/2029 |
|
|
22,032 |
|
|
|
5,115 |
|
Cosan Luxembourg |
|
|
|
|
|
|
|
|
7.000%, 01/20/2027 (A) |
|
$ |
253 |
|
|
|
246 |
|
CSN Resources |
|
|
|
|
|
|
|
|
6.500%, 07/21/2020 |
|
|
780 |
|
|
|
726 |
|
ESAL GmbH |
|
|
|
|
|
|
|
|
6.250%, 02/05/2023 (A) |
|
|
821 |
|
|
|
765 |
|
Federal Republic of Brazil |
|
|
|
|
|
|
|
|
8.250%, 01/20/2034 |
|
|
748 |
|
|
|
853 |
|
Gol Finance |
|
|
|
|
|
|
|
|
7.000%, 01/31/2025 (A) |
|
|
1,720 |
|
|
|
1,381 |
|
JBS Investments GmbH |
|
|
|
|
|
|
|
|
7.750%, 10/28/2020 |
|
|
720 |
|
|
|
733 |
|
7.250%, 04/03/2024 |
|
|
750 |
|
|
|
726 |
|
Klabin Finance |
|
|
|
|
|
|
|
|
5.250%, 07/16/2024 |
|
|
790 |
|
|
|
768 |
|
Marfrig Holdings Europe BV |
|
|
|
|
|
|
|
|
8.000%, 06/08/2023 |
|
|
1,100 |
|
|
|
1,114 |
|
Minerva Luxembourg |
|
|
|
|
|
|
|
|
6.500%, 09/20/2026 |
|
|
1,401 |
|
|
|
1,284 |
|
6.500%, 09/20/2026 (A) |
|
|
2,293 |
|
|
|
2,101 |
|
Nexa Resources |
|
|
|
|
|
|
|
|
5.375%, 05/04/2027 (A) |
|
|
2,891 |
|
|
|
2,804 |
|
Petrobras Global Finance BV |
|
|
|
|
|
|
|
|
7.375%, 01/17/2027 |
|
|
2,396 |
|
|
|
2,393 |
|
6.250%, 03/17/2024 |
|
|
2,199 |
|
|
|
2,180 |
|
Rumo Luxembourg |
|
|
|
|
|
|
|
|
7.375%, 02/09/2024 (A) |
|
|
898 |
|
|
|
907 |
|
Swiss Insured Brazil Power Finance Sarl |
|
|
|
|
|
|
|
|
9.850%, 07/16/2032 (A) |
|
BRL |
6,802 |
|
|
|
1,635 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
107,733 |
|
|
|
|
|
|
|
|
|
|
Cameroon 0.3% |
|
|
|
|
|
|
|
|
Republic of Cameroon International Bond |
|
|
|
|
|
|
|
|
9.500%, 11/19/2025 (A) |
|
$ |
4,220 |
|
|
|
4,439 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
Chile 0.9% |
|
|
|
|
|
|
|
|
Banco de Credito e Inversiones |
|
|
|
|
|
|
|
|
3.500%, 10/12/2027 (A) |
|
$ |
1,256 |
|
|
$ |
1,134 |
|
Bonos de la Tesoreria de la Republica |
|
|
|
|
|
|
|
|
6.000%, 01/01/2020 |
|
CLP |
80,000 |
|
|
|
131 |
|
6.000%, 01/01/2043 |
|
|
1,190,000 |
|
|
|
2,090 |
|
5.000%, 03/01/2035 |
|
|
155,000 |
|
|
|
242 |
|
4.700%, 09/01/2030 |
|
|
135,000 |
|
|
|
209 |
|
4.500%, 02/28/2021 |
|
|
350,000 |
|
|
|
557 |
|
4.000%, 03/01/2023 |
|
|
120,000 |
|
|
|
186 |
|
Cencosud |
|
|
|
|
|
|
|
|
4.375%, 07/17/2027 (A) |
|
$ |
1,819 |
|
|
|
1,670 |
|
Empresa de Transporte de Pasajeros Metro |
|
|
|
|
|
|
|
|
5.000%, 01/25/2047 (A) |
|
|
2,000 |
|
|
|
1,970 |
|
Empresa Electrica Angamos |
|
|
|
|
|
|
|
|
4.875%, 05/25/2029 (A) |
|
|
1,323 |
|
|
|
1,289 |
|
Empresa Nacional del Petroleo |
|
|
|
|
|
|
|
|
4.500%, 09/14/2047 (A) |
|
|
332 |
|
|
|
297 |
|
4.375%, 10/30/2024 |
|
|
200 |
|
|
|
199 |
|
3.750%, 08/05/2026 |
|
|
2,090 |
|
|
|
1,967 |
|
3.750%, 08/05/2026 (A) |
|
|
387 |
|
|
|
364 |
|
Geopark |
|
|
|
|
|
|
|
|
6.500%, 09/21/2024 (A) |
|
|
492 |
|
|
|
472 |
|
Republic of Chile |
|
|
|
|
|
|
|
|
5.500%, 08/05/2020 |
|
CLP |
323,000 |
|
|
|
514 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,291 |
|
|
|
|
|
|
|
|
|
|
China 1.0% |
|
|
|
|
|
|
|
|
Alibaba Group Holding |
|
|
|
|
|
|
|
|
4.200%, 12/06/2047 |
|
$ |
310 |
|
|
|
282 |
|
Charming Light Investments MTN |
|
|
|
|
|
|
|
|
4.375%, 12/21/2027 |
|
|
1,600 |
|
|
|
1,494 |
|
China Evergrande Group |
|
|
|
|
|
|
|
|
8.750%, 06/28/2025 |
|
|
700 |
|
|
|
614 |
|
China Minmetals |
|
|
|
|
|
|
|
|
4.450%, VAR US Treas Yield Curve Rate T Note Const Mat 3 Yr+6.070%, 05/13/2021 |
|
|
640 |
|
|
|
624 |
|
3.750%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.717%, 05/13/2166 |
|
|
2,297 |
|
|
|
2,104 |
|
Chinalco Capital Holdings |
|
|
|
|
|
|
|
|
4.250%, 04/21/2022 |
|
|
740 |
|
|
|
701 |
|
CNAC HK Finbridge |
|
|
|
|
|
|
|
|
4.625%, 03/14/2023 |
|
|
294 |
|
|
|
294 |
|
3.500%, 07/19/2022 |
|
|
780 |
|
|
|
753 |
|
Country Garden Holdings Co Ltd |
|
|
|
|
|
|
|
|
4.750%, 07/25/2022 |
|
|
1,220 |
|
|
|
1,157 |
|
Dianjian International Finance |
|
|
|
|
|
|
|
|
4.600%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+6.933%, 09/13/2166 |
|
|
303 |
|
|
|
290 |
|
|
|
|
2 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
HeSteel Hong Kong |
|
|
|
|
|
|
|
|
4.250%, 04/07/2020 |
|
$ |
684 |
|
|
$ |
646 |
|
Huarong Finance |
|
|
|
|
|
|
|
|
4.500%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+7.773%, 12/29/2049 |
|
|
1,588 |
|
|
|
1,552 |
|
Huarong Finance MTN |
|
|
|
|
|
|
|
|
4.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+6.983%, 05/07/2166 |
|
|
1,463 |
|
|
|
1,383 |
|
Industrial & Commercial Bank of China |
|
|
|
|
|
|
|
|
6.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.382%, 12/29/2049 |
|
|
1,270 |
|
|
|
1,298 |
|
Leader Goal International Ltd |
|
|
|
|
|
|
|
|
4.250%, 07/19/2166 |
|
|
212 |
|
|
|
200 |
|
Sinopec Group Overseas Development |
|
|
|
|
|
|
|
|
3.250%, 09/13/2027 (A) |
|
|
1,388 |
|
|
|
1,284 |
|
Tsinghua Unic |
|
|
|
|
|
|
|
|
5.375%, 01/31/2023 |
|
|
1,530 |
|
|
|
1,425 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16,101 |
|
|
|
|
|
|
|
|
|
|
Colombia 4.9% |
|
|
|
|
|
|
|
|
Bogota Distrito Capital |
|
|
|
|
|
|
|
|
9.750%, 07/26/2028 |
|
COP |
370,000 |
|
|
|
137 |
|
9.750%, 07/26/2028 (A) |
|
|
7,785,000 |
|
|
|
2,869 |
|
Colombian TES |
|
|
|
|
|
|
|
|
11.000%, 07/24/2020 |
|
|
5,128,900 |
|
|
|
1,938 |
|
10.000%, 07/24/2024 |
|
|
27,328,500 |
|
|
|
11,074 |
|
7.750%, 09/18/2030 |
|
|
1,040,700 |
|
|
|
380 |
|
7.500%, 08/26/2026 |
|
|
31,720,400 |
|
|
|
11,440 |
|
7.000%, 09/11/2019 |
|
|
3,623,300 |
|
|
|
1,263 |
|
7.000%, 05/04/2022 |
|
|
40,600,800 |
|
|
|
14,402 |
|
7.000%, 06/30/2032 |
|
|
8,422,500 |
|
|
|
2,846 |
|
4.750%, 04/04/2035 |
|
|
1,951,000 |
|
|
|
1,979 |
|
Emgesa ESP |
|
|
|
|
|
|
|
|
8.750%, 01/25/2021 |
|
|
870,000 |
|
|
|
310 |
|
Empresas Publicas de Medellin ESP |
|
|
|
|
|
|
|
|
8.375%, 02/01/2021 |
|
|
3,962,000 |
|
|
|
1,378 |
|
8.375%, 11/08/2027 (A) |
|
|
1,760,000 |
|
|
|
590 |
|
7.625%, 09/10/2024 (A) |
|
|
3,116,000 |
|
|
|
1,034 |
|
Financiera de Desarrollo Territorial Findeter |
|
|
|
|
|
|
|
|
7.875%, 08/12/2024 |
|
|
884,000 |
|
|
|
308 |
|
7.875%, 08/12/2024 (A) |
|
|
1,127,000 |
|
|
|
392 |
|
Republic of Colombia |
|
|
|
|
|
|
|
|
9.850%, 06/28/2027 |
|
|
1,257,000 |
|
|
|
539 |
|
9.850%, 06/28/2027 |
|
|
3,803,000 |
|
|
|
1,630 |
|
8.125%, 05/21/2024 |
|
$ |
550 |
|
|
|
660 |
|
7.750%, 04/14/2021 |
|
COP |
3,331,000 |
|
|
|
1,192 |
|
7.375%, 09/18/2037 |
|
$ |
1,570 |
|
|
|
1,955 |
|
6.125%, 01/18/2041 |
|
|
3,194 |
|
|
|
3,577 |
|
6.000%, 04/28/2028 |
|
COP |
18,360,000 |
|
|
|
5,995 |
|
5.000%, 06/15/2045 |
|
$ |
3,800 |
|
|
|
3,738 |
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
GLOBAL BONDS (continued) |
|
|
|
|
|
4.500%, 01/28/2026 |
|
$ |
1,636 |
|
|
$ |
1,660 |
|
4.375%, 07/12/2021 |
|
|
1,350 |
|
|
|
1,378 |
|
4.375%, 03/21/2023 |
|
COP |
1,089,000 |
|
|
|
352 |
|
4.375%, 03/21/2023 |
|
|
1,782,000 |
|
|
|
576 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
75,592 |
|
|
|
|
|
|
|
|
|
|
Costa Rica 1.1% |
|
|
|
|
|
|
|
|
Banco Nacional de Costa Rica |
|
|
|
|
|
|
|
|
6.250%, 11/01/2023 (A) |
|
$ |
753 |
|
|
|
765 |
|
5.875%, 04/25/2021 (A) |
|
|
597 |
|
|
|
605 |
|
Instituto Costarricense de Electricidad |
|
|
|
|
|
|
|
|
6.950%, 11/10/2021 |
|
|
400 |
|
|
|
414 |
|
6.375%, 05/15/2043 |
|
|
250 |
|
|
|
207 |
|
Republic of Costa Rica |
|
|
|
|
|
|
|
|
7.158%, 03/12/2045 (A) |
|
|
1,237 |
|
|
|
1,222 |
|
7.158%, 03/12/2045 |
|
|
3,436 |
|
|
|
3,393 |
|
7.158%, 03/12/2045 |
|
|
5,717 |
|
|
|
5,646 |
|
7.000%, 04/04/2044 (A) |
|
|
956 |
|
|
|
932 |
|
7.000%, 04/04/2044 |
|
|
2,387 |
|
|
|
2,327 |
|
7.000%, 04/04/2044 |
|
|
2,108 |
|
|
|
2,055 |
|
5.625%, 04/30/2043 |
|
|
300 |
|
|
|
254 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
17,820 |
|
|
|
|
|
|
|
|
|
|
Croatia 0.9% |
|
|
|
|
|
|
|
|
Croatia Government International Bond |
|
|
|
|
|
|
|
|
6.625%, 07/14/2020 |
|
|
700 |
|
|
|
736 |
|
6.000%, 01/26/2024 (A) |
|
|
200 |
|
|
|
215 |
|
6.000%, 01/26/2024 |
|
|
1,528 |
|
|
|
1,642 |
|
3.000%, 03/11/2025 |
|
EUR |
4,700 |
|
|
|
5,852 |
|
3.000%, 03/20/2027 |
|
|
1,020 |
|
|
|
1,229 |
|
2.750%, 01/27/2030 |
|
|
2,169 |
|
|
|
2,487 |
|
2.700%, 06/15/2028 |
|
|
1,196 |
|
|
|
1,386 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,547 |
|
|
|
|
|
|
|
|
|
|
Czech Republic 0.5% |
|
|
|
|
|
|
|
|
Czech Republic Government Bond |
|
|
|
|
|
|
|
|
4.200%, 12/04/2036 |
|
CZK |
28,000 |
|
|
|
1,524 |
|
2.750%, 07/23/2029 |
|
|
25,920 |
|
|
|
1,206 |
|
2.500%, 08/25/2028 |
|
|
41,920 |
|
|
|
1,933 |
|
2.400%, 09/17/2025 |
|
|
59,820 |
|
|
|
2,772 |
|
2.000%, 10/13/2033 |
|
|
18,820 |
|
|
|
781 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,216 |
|
|
|
|
|
|
|
|
|
|
Dominican Republic 1.1% |
|
|
|
|
|
|
|
|
Dominican Republic International Bond |
|
|
|
|
|
|
|
|
8.625%, 04/20/2027 |
|
$ |
1,332 |
|
|
|
1,505 |
|
7.450%, 04/30/2044 (A) |
|
|
1,395 |
|
|
|
1,447 |
|
7.450%, 04/30/2044 |
|
|
1,900 |
|
|
|
1,971 |
|
6.875%, 01/29/2026 |
|
|
443 |
|
|
|
469 |
|
6.875%, 01/29/2026 |
|
|
2,000 |
|
|
|
2,119 |
|
6.850%, 01/27/2045 (A) |
|
|
2,488 |
|
|
|
2,462 |
|
6.850%, 01/27/2045 |
|
|
200 |
|
|
|
198 |
|
6.850%, 01/27/2045 |
|
|
400 |
|
|
|
396 |
|
6.600%, 01/28/2024 |
|
|
656 |
|
|
|
688 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
|
3 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
6.500%, 02/15/2048 |
|
$ |
3,171 |
|
|
$ |
3,009 |
|
5.950%, 01/25/2027 |
|
|
2,613 |
|
|
|
2,580 |
|
5.875%, 04/18/2024 (A) |
|
|
71 |
|
|
|
73 |
|
5.500%, 01/27/2025 |
|
|
249 |
|
|
|
247 |
|
5.500%, 01/27/2025 |
|
|
179 |
|
|
|
178 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
17,342 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Ecuador 1.7% |
|
|
|
|
|
|
|
|
Ecuador Government International Bond |
|
|
|
|
|
|
|
|
10.750%, 03/28/2022 (A) |
|
|
723 |
|
|
|
742 |
|
10.500%, 03/24/2020 |
|
|
273 |
|
|
|
280 |
|
9.650%, 12/13/2026 (A) |
|
|
3,137 |
|
|
|
2,938 |
|
9.625%, 06/02/2027 |
|
|
777 |
|
|
|
722 |
|
8.875%, 10/23/2027 |
|
|
7,946 |
|
|
|
7,022 |
|
8.750%, 06/02/2023 |
|
|
2,065 |
|
|
|
1,934 |
|
7.950%, 06/20/2024 |
|
|
200 |
|
|
|
176 |
|
7.950%, 06/20/2024 |
|
|
5,586 |
|
|
|
4,931 |
|
7.875%, 01/23/2028 (A) |
|
|
6,313 |
|
|
|
5,288 |
|
7.875%, 01/23/2028 |
|
|
711 |
|
|
|
596 |
|
Petroamazonas EP |
|
|
|
|
|
|
|
|
4.625%, 02/16/2020 (A) |
|
|
380 |
|
|
|
358 |
|
4.625%, 11/06/2020 (A) |
|
|
1,055 |
|
|
|
956 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
25,943 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Egypt 3.2% |
|
|
|
|
|
|
|
|
Egypt Government International Bond |
|
|
|
|
|
|
|
|
14.800%, 01/30/2023 |
|
EGP |
73,250 |
|
|
|
3,803 |
|
7.903%, 02/21/2048 (A) |
|
$ |
1,924 |
|
|
|
1,751 |
|
6.588%, 02/21/2028 (A) |
|
|
4,084 |
|
|
|
3,754 |
|
5.577%, 02/21/2023 (A) |
|
|
2,017 |
|
|
|
1,911 |
|
Egypt Government International Bond MTN |
|
|
|
|
|
|
|
|
8.500%, 01/31/2047 |
|
|
9,055 |
|
|
|
8,762 |
|
8.500%, 01/31/2047 (A) |
|
|
2,342 |
|
|
|
2,266 |
|
7.500%, 01/31/2027 |
|
|
1,863 |
|
|
|
1,831 |
|
7.500%, 01/31/2027 (A) |
|
|
1,702 |
|
|
|
1,673 |
|
6.125%, 01/31/2022 (A) |
|
|
1,194 |
|
|
|
1,174 |
|
5.625%, 04/16/2030 (A) |
|
EUR |
829 |
|
|
|
868 |
|
5.625%, 04/16/2030 |
|
|
1,550 |
|
|
|
1,622 |
|
4.750%, 04/16/2026 |
|
|
1,421 |
|
|
|
1,522 |
|
Egypt Treasury Bills (B) |
|
|
|
|
|
|
|
|
21.512%, 07/10/2018 |
|
EGP |
12,000 |
|
|
|
669 |
|
17.414%, 10/30/2018 |
|
|
348,525 |
|
|
|
18,324 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
49,930 |
|
|
|
|
|
|
|
|
|
|
|
|
|
El Salvador 0.2% |
|
|
|
|
|
|
|
|
Republic of El Salvador |
|
|
|
|
|
|
|
|
8.250%, 04/10/2032 (A) |
|
$ |
126 |
|
|
|
130 |
|
7.750%, 01/24/2023 |
|
|
1,603 |
|
|
|
1,679 |
|
7.650%, 06/15/2035 |
|
|
447 |
|
|
|
437 |
|
7.375%, 12/01/2019 |
|
|
417 |
|
|
|
426 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,672 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value ($ Thousands) |
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
Gabon 0.3% |
|
|
|
|
|
|
|
|
Gabonese Republic |
|
|
|
|
|
|
|
|
6.950%, 06/16/2025 (A) |
|
$ |
2,612 |
|
|
$ |
2,358 |
|
6.375%, 12/12/2024 (A) |
|
|
823 |
|
|
|
735 |
|
6.375%, 12/12/2024 |
|
|
1,315 |
|
|
|
1,174 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,267 |
|
|
|
|
|
|
|
|
|
|
Georgia 0.0% |
|
|
|
|
|
|
|
|
Republic of Georgia |
|
|
|
|
|
|
|
|
6.875%, 04/12/2021 (A) |
|
|
421 |
|
|
|
446 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Ghana 0.9% |
|
|
|
|
|
|
|
|
Ghana Government Bond |
|
|
|
|
|
|
|
|
24.750%, 07/19/2021 * |
|
GHS |
3,864 |
|
|
|
925 |
|
24.500%, 04/22/2019 * |
|
|
1,926 |
|
|
|
418 |
|
24.000%, 09/09/2019 * |
|
|
963 |
|
|
|
212 |
|
16.500%, 03/22/2021 |
|
|
2,900 |
|
|
|
581 |
|
10.750%, 10/14/2030 (A) |
|
$ |
244 |
|
|
|
296 |
|
10.750%, 10/14/2030 |
|
|
6,475 |
|
|
|
7,856 |
|
8.627%, 06/16/2049 |
|
|
1,977 |
|
|
|
1,924 |
|
7.625%, 05/16/2029 |
|
|
1,882 |
|
|
|
1,837 |
|
Tullow Oil |
|
|
|
|
|
|
|
|
7.000%, 03/01/2025 (A) |
|
|
660 |
|
|
|
625 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14,674 |
|
|
|
|
|
|
|
|
|
|
Guatemala 0.0% |
|
|
|
|
|
|
|
|
Comunicaciones Celulares Via Comcel Trust |
|
|
|
|
|
|
|
|
6.875%, 02/06/2024 (A) |
|
|
390 |
|
|
|
400 |
|
|
|
|
|
|
|
|
|
|
|
|
Honduras 0.0% |
|
|
|
|
|
Honduras Government International Bond |
|
|
|
|
|
|
|
|
6.250%, 01/19/2027 |
|
|
326 |
|
|
|
326 |
|
|
|
|
|
|
|
|
|
|
|
|
Hungary 1.2% |
|
|
|
|
|
Republic of Hungary |
|
|
|
|
|
|
|
|
7.625%, 03/29/2041 |
|
|
5,008 |
|
|
|
6,834 |
|
5.500%, 06/24/2025 |
|
HUF |
138,870 |
|
|
|
570 |
|
3.000%, 06/26/2024 |
|
|
756,560 |
|
|
|
2,709 |
|
3.000%, 10/27/2027 |
|
|
1,388,430 |
|
|
|
4,691 |
|
2.750%, 12/22/2026 |
|
|
162,000 |
|
|
|
545 |
|
1.750%, 10/26/2022 |
|
|
730,360 |
|
|
|
2,531 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
17,880 |
|
|
|
|
|
|
|
|
|
|
India 0.1% |
|
|
|
|
|
|
|
|
Vedanta Resources |
|
|
|
|
|
|
|
|
8.250%, 06/07/2021 |
|
$ |
820 |
|
|
|
857 |
|
|
|
|
|
|
|
|
|
|
|
|
Indonesia 7.1% |
|
|
|
|
|
Eterna Capital Pte |
|
|
|
|
|
|
|
|
8.000%, 12/11/2022 |
|
|
213 |
|
|
|
203 |
|
7.500%, 12/11/2022 |
|
|
547 |
|
|
|
549 |
|
Indika Energy Capital II |
|
|
|
|
|
|
|
|
6.875%, 04/10/2022 |
|
|
45 |
|
|
|
44 |
|
|
|
|
4 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Indika Energy Capital III |
|
|
|
|
|
|
|
|
5.875%, 11/09/2024 |
|
$ |
236 |
|
|
$ |
209 |
|
5.875%, 11/09/2024 |
|
|
330 |
|
|
|
293 |
|
Indo Energy Finance II |
|
|
|
|
|
|
|
|
6.375%, 01/24/2023 |
|
|
1,570 |
|
|
|
1,471 |
|
Indonesia Treasury Bond |
|
|
|
|
|
|
|
|
8.750%, 05/15/2031 |
|
IDR |
75,616,000 |
|
|
|
5,501 |
|
8.375%, 03/15/2034 |
|
|
95,294,000 |
|
|
|
6,633 |
|
8.250%, 05/15/2036 |
|
|
60,334,000 |
|
|
|
4,158 |
|
7.500%, 08/15/2032 |
|
|
34,838,000 |
|
|
|
2,279 |
|
7.500%, 05/15/2038 |
|
|
106,401,000 |
|
|
|
6,924 |
|
Perusahaan Listrik Negara MTN |
|
|
|
|
|
|
|
|
6.150%, 05/21/2048 (A) |
|
$ |
857 |
|
|
|
863 |
|
5.450%, 05/21/2028 (A) |
|
|
462 |
|
|
|
469 |
|
Perusahaan Penerbit SBSN Indonesia III |
|
|
|
|
|
|
|
|
4.400%, 03/01/2028 |
|
|
573 |
|
|
|
559 |
|
Republic of Indonesia |
|
|
|
|
|
|
|
|
11.000%, 09/15/2025 |
|
IDR |
3,200,000 |
|
|
|
258 |
|
9.000%, 03/15/2029 |
|
|
136,154,000 |
|
|
|
10,105 |
|
8.500%, 10/12/2035 |
|
$ |
1,179 |
|
|
|
1,586 |
|
8.500%, 10/12/2035 |
|
|
525 |
|
|
|
706 |
|
8.375%, 03/15/2024 |
|
IDR |
138,717,000 |
|
|
|
9,888 |
|
8.375%, 09/15/2026 |
|
|
31,281,000 |
|
|
|
2,221 |
|
8.250%, 06/15/2032 |
|
|
24,199,000 |
|
|
|
1,681 |
|
7.750%, 01/17/2038 |
|
$ |
1,797 |
|
|
|
2,308 |
|
7.000%, 05/15/2022 |
|
IDR |
121,630,000 |
|
|
|
8,314 |
|
7.000%, 05/15/2027 |
|
|
63,300,000 |
|
|
|
4,146 |
|
6.625%, 05/15/2033 |
|
|
43,461,000 |
|
|
|
2,631 |
|
6.125%, 05/15/2028 |
|
|
75,883,000 |
|
|
|
4,700 |
|
5.625%, 05/15/2023 |
|
|
62,431,000 |
|
|
|
4,019 |
|
4.350%, 01/11/2048 |
|
$ |
1,429 |
|
|
|
1,281 |
|
Republic of Indonesia MTN |
|
|
|
|
|
|
|
|
11.625%, 03/04/2019 (A) |
|
|
975 |
|
|
|
1,030 |
|
11.625%, 03/04/2019 |
|
|
2,324 |
|
|
|
2,455 |
|
11.625%, 03/04/2019 |
|
|
80 |
|
|
|
85 |
|
5.875%, 01/15/2024 |
|
|
2,876 |
|
|
|
3,080 |
|
5.875%, 01/15/2024 |
|
|
6,050 |
|
|
|
6,478 |
|
5.250%, 01/17/2042 |
|
|
2,366 |
|
|
|
2,376 |
|
5.125%, 01/15/2045 (A) |
|
|
1,670 |
|
|
|
1,641 |
|
4.750%, 01/08/2026 |
|
|
1,044 |
|
|
|
1,058 |
|
4.125%, 01/15/2025 |
|
|
1,331 |
|
|
|
1,306 |
|
3.750%, 06/14/2028 |
|
EUR |
1,864 |
|
|
|
2,402 |
|
3.375%, 04/15/2023 (A) |
|
$ |
1,939 |
|
|
|
1,868 |
|
Star Energy Geothermal Wayang Windu |
|
|
|
|
|
|
|
|
6.750%, 04/24/2033 |
|
|
1,968 |
|
|
|
1,735 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
109,513 |
|
|
|
|
|
|
|
|
|
|
Iraq 0.6% |
|
|
|
|
|
|
|
|
Iraq International Bond |
|
|
|
|
|
|
|
|
5.800%, 01/15/2028 |
|
|
11,157 |
|
|
|
9,992 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Israel 0.0% |
|
|
|
|
|
|
|
|
Israel Electric MTN |
|
|
|
|
|
|
|
|
4.250%, 08/14/2028 (A) |
|
$ |
697 |
|
|
$ |
670 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Ivory Coast 1.4% |
|
|
|
|
|
|
|
|
Ivory Coast Government International Bond |
|
|
|
|
|
|
|
|
6.625%, 03/22/2048 |
|
EUR |
2,259 |
|
|
|
2,481 |
|
6.375%, 03/03/2028 (A) |
|
$ |
4,207 |
|
|
|
3,965 |
|
6.125%, 06/15/2033 (A) |
|
|
2,000 |
|
|
|
1,762 |
|
5.750%, 12/31/2032 |
|
|
3,413 |
|
|
|
3,161 |
|
5.750%, 12/31/2032 |
|
|
3,033 |
|
|
|
2,809 |
|
5.750%, 12/31/2032 |
|
|
2,094 |
|
|
|
1,939 |
|
5.375%, 07/23/2024 |
|
|
657 |
|
|
|
615 |
|
5.250%, 03/22/2030 |
|
EUR |
2,503 |
|
|
|
2,790 |
|
5.125%, 06/15/2025 (A) |
|
|
930 |
|
|
|
1,090 |
|
5.125%, 06/15/2025 |
|
|
1,101 |
|
|
|
1,291 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
21,903 |
|
|
|
|
|
|
|
|
|
|
Jamaica 0.0% |
|
|
|
|
|
|
|
|
Digicel Group |
|
|
|
|
|
|
|
|
7.125%, 04/01/2022 (A) |
|
$ |
337 |
|
|
|
221 |
|
Government of Jamaica |
|
|
|
|
|
|
|
|
6.750%, 04/28/2028 |
|
|
200 |
|
|
|
214 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
435 |
|
|
|
|
|
|
|
|
|
|
Jordan 0.5% |
|
|
|
|
|
|
|
|
Jordan Government International Bond |
|
|
|
|
|
|
|
|
7.375%, 10/10/2047 |
|
|
2,684 |
|
|
|
2,457 |
|
7.375%, 10/10/2047 (A) |
|
|
1,601 |
|
|
|
1,466 |
|
6.125%, 01/29/2026 |
|
|
1,102 |
|
|
|
1,065 |
|
5.750%, 01/31/2027 |
|
|
2,200 |
|
|
|
2,041 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,029 |
|
|
|
|
|
|
|
|
|
|
Kazakhstan 1.0% |
|
|
|
|
|
|
|
|
Development Bank of Kazakhstan |
|
|
|
|
|
|
|
|
4.125%, 12/10/2022 |
|
|
770 |
|
|
|
754 |
|
KazAgro National Management Holding JSC MTN |
|
|
|
|
|
|
|
|
4.625%, 05/24/2023 (A) |
|
|
349 |
|
|
|
335 |
|
4.625%, 05/24/2023 |
|
|
570 |
|
|
|
548 |
|
KazMunayGas National JSC |
|
|
|
|
|
|
|
|
6.375%, 10/24/2048 (A) |
|
|
720 |
|
|
|
727 |
|
5.750%, 04/19/2047 (A) |
|
|
2,652 |
|
|
|
2,526 |
|
5.750%, 04/19/2047 |
|
|
263 |
|
|
|
251 |
|
5.375%, 04/24/2030 (A) |
|
|
1,434 |
|
|
|
1,437 |
|
5.375%, 04/24/2030 |
|
|
2,300 |
|
|
|
2,305 |
|
4.750%, 04/24/2025 (A) |
|
|
950 |
|
|
|
950 |
|
KazTransGas JSC |
|
|
|
|
|
|
|
|
4.375%, 09/26/2027 (A) |
|
|
932 |
|
|
|
864 |
|
Nostrum Oil & Gas Finance BV |
|
|
|
|
|
|
|
|
7.000%, 02/16/2025 (A) |
|
|
441 |
|
|
|
386 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
|
5 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Republic of Kazakhstan MTN |
|
|
|
|
|
|
|
|
6.500%, 07/21/2045 |
|
$ |
4,350 |
|
|
$ |
5,120 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16,203 |
|
|
|
|
|
|
|
|
|
|
Kenya 0.4% |
|
|
|
|
|
|
|
|
Kenya Government International Bond |
|
|
|
|
|
|
|
|
8.250%, 02/28/2048 |
|
|
2,683 |
|
|
|
2,512 |
|
7.250%, 02/28/2028 (A) |
|
|
2,265 |
|
|
|
2,174 |
|
6.875%, 06/24/2024 |
|
|
473 |
|
|
|
467 |
|
6.875%, 06/24/2024 (A) |
|
|
543 |
|
|
|
536 |
|
5.875%, 06/24/2019 (A) |
|
|
805 |
|
|
|
807 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,496 |
|
|
|
|
|
|
|
|
|
|
Lebanon 0.8% |
|
|
|
|
|
|
|
|
Lebanon Government International Bond |
|
|
|
|
|
|
|
|
6.650%, 04/22/2024 |
|
|
5,061 |
|
|
|
4,258 |
|
Lebanon Government International Bond MTN |
|
|
|
|
|
|
|
|
6.650%, 11/03/2028 |
|
|
10,222 |
|
|
|
7,688 |
|
6.650%, 02/26/2030 |
|
|
177 |
|
|
|
132 |
|
6.600%, 11/27/2026 |
|
|
760 |
|
|
|
596 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12,674 |
|
|
|
|
|
|
|
|
|
|
Luxembourg 0.1% |
|
|
|
|
|
|
|
|
Rede DOr Finance S.A.R.L. |
|
|
|
|
|
|
|
|
4.950%, 01/17/2028 |
|
|
2,328 |
|
|
|
2,075 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Malaysia 3.5% |
|
|
|
|
|
|
|
|
1MDB Energy |
|
|
|
|
|
|
|
|
5.990%, 05/11/2022 |
|
|
1,000 |
|
|
|
1,010 |
|
1MDB Global Investments |
|
|
|
|
|
|
|
|
4.400%, 03/09/2023 |
|
|
9,600 |
|
|
|
8,430 |
|
Malaysia Government Bond |
|
|
|
|
|
|
|
|
5.248%, 09/15/2028 |
|
MYR |
1,050 |
|
|
|
276 |
|
4.935%, 09/30/2043 |
|
|
2,200 |
|
|
|
547 |
|
4.392%, 04/15/2026 |
|
|
7,081 |
|
|
|
1,762 |
|
4.378%, 11/29/2019 |
|
|
5,218 |
|
|
|
1,307 |
|
4.254%, 05/31/2035 |
|
|
1,827 |
|
|
|
417 |
|
4.232%, 06/30/2031 |
|
|
6,200 |
|
|
|
1,471 |
|
4.181%, 07/15/2024 |
|
|
4,186 |
|
|
|
1,039 |
|
4.160%, 07/15/2021 |
|
|
20 |
|
|
|
5 |
|
4.059%, 09/30/2024 |
|
|
8,000 |
|
|
|
1,970 |
|
3.955%, 09/15/2025 |
|
|
7,520 |
|
|
|
1,826 |
|
3.899%, 11/16/2027 |
|
|
2,500 |
|
|
|
597 |
|
3.892%, 03/15/2027 |
|
|
1,369 |
|
|
|
327 |
|
3.800%, 08/17/2023 |
|
|
20,495 |
|
|
|
5,026 |
|
3.759%, 03/15/2019 |
|
|
26,444 |
|
|
|
6,563 |
|
3.659%, 10/15/2020 |
|
|
1,419 |
|
|
|
352 |
|
3.654%, 10/31/2019 |
|
|
4,500 |
|
|
|
1,116 |
|
3.620%, 11/30/2021 |
|
|
7,443 |
|
|
|
1,841 |
|
3.580%, 09/28/2018 |
|
|
26,500 |
|
|
|
6,563 |
|
3.502%, 05/31/2027 |
|
|
1,050 |
|
|
|
244 |
|
3.492%, 03/31/2020 |
|
|
26,554 |
|
|
|
6,567 |
|
3.480%, 03/15/2023 |
|
|
2,858 |
|
|
|
693 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
3.418%, 08/15/2022 |
|
MYR |
4,289 |
|
|
$ |
1,044 |
|
Malaysia Government Investment Issue |
|
|
|
|
|
|
|
|
4.070%, 09/30/2026 |
|
|
11,606 |
|
|
|
2,810 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
53,803 |
|
|
|
|
|
|
|
|
|
|
Mauritius 0.1% |
|
|
|
|
|
|
|
|
Liquid Telecommunications Financing |
|
|
|
|
|
|
|
|
8.500%, 07/13/2022 (A) |
|
$ |
1,286 |
|
|
|
1,281 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Mexico 8.1% |
|
|
|
|
|
|
|
|
Alfa |
|
|
|
|
|
|
|
|
6.875%, 03/25/2044 |
|
|
1,750 |
|
|
|
1,785 |
|
America Movil |
|
|
|
|
|
|
|
|
7.125%, 12/09/2024 |
|
MXN |
18,110 |
|
|
|
850 |
|
6.000%, 06/09/2019 |
|
|
12,420 |
|
|
|
613 |
|
Axtel |
|
|
|
|
|
|
|
|
6.375%, 11/14/2024 (A) |
|
$ |
480 |
|
|
|
455 |
|
Banco Inbursa Institucion de Banca Multiple |
|
|
|
|
|
|
|
|
4.375%, 04/11/2027 (A) |
|
|
573 |
|
|
|
531 |
|
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 |
|
|
|
515 |
|
3.800%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.000%, 08/11/2026 (A) |
|
|
1,852 |
|
|
|
1,779 |
|
Cemex |
|
|
|
|
|
|
|
|
7.750%, 04/16/2026 |
|
|
670 |
|
|
|
728 |
|
Cometa Energia |
|
|
|
|
|
|
|
|
6.375%, 04/24/2035 (A) |
|
|
1,156 |
|
|
|
1,109 |
|
Comision Federal de Electricidad |
|
|
|
|
|
|
|
|
7.350%, 11/25/2025 |
|
MXN |
39,785 |
|
|
|
1,839 |
|
5.750%, 02/14/2042 (A) |
|
$ |
500 |
|
|
|
489 |
|
4.750%, 02/23/2027 (A) |
|
|
658 |
|
|
|
640 |
|
Elementia |
|
|
|
|
|
|
|
|
5.500%, 01/15/2025 |
|
|
670 |
|
|
|
637 |
|
Mexican Bonos |
|
|
|
|
|
|
|
|
7.750%, 11/23/2034 |
|
MXN |
29,588 |
|
|
|
1,519 |
|
7.750%, 11/13/2042 |
|
|
112,100 |
|
|
|
5,746 |
|
7.500%, 06/03/2027 (C) |
|
|
120,210 |
|
|
|
6,079 |
|
5.750%, 03/05/2026 |
|
|
87,650 |
|
|
|
3,982 |
|
5.000%, 12/11/2019 |
|
|
127,973 |
|
|
|
6,260 |
|
Mexican Bonos, Ser M |
|
|
|
|
|
|
|
|
6.500%, 06/10/2021 |
|
|
46,219 |
|
|
|
2,276 |
|
Mexican Bonos, Ser M20 |
|
|
|
|
|
|
|
|
10.000%, 12/05/2024 |
|
|
233,674 |
|
|
|
13,350 |
|
8.000%, 12/07/2023 |
|
|
21,575 |
|
|
|
1,114 |
|
Mexican Bonos, Ser M30 |
|
|
|
|
|
|
|
|
10.000%, 11/20/2036 |
|
|
146,853 |
|
|
|
9,208 |
|
8.500%, 11/18/2038 |
|
|
111,408 |
|
|
|
6,155 |
|
Mexico City Airport Trust |
|
|
|
|
|
|
|
|
5.500%, 07/31/2047 (A) |
|
$ |
2,551 |
|
|
|
2,273 |
|
|
|
|
6 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Mexico Government International Bond |
|
|
|
|
|
|
|
|
4.600%, 02/10/2048 |
|
$ |
520 |
|
|
$ |
478 |
|
Petroleos Mexicanos |
|
|
|
|
|
|
|
|
9.500%, 09/15/2027 |
|
|
169 |
|
|
|
214 |
|
7.470%, 11/12/2026 |
|
MXN |
155,079 |
|
|
|
6,786 |
|
7.190%, 09/12/2024 |
|
|
163,872 |
|
|
|
7,296 |
|
6.625%, 06/15/2035 |
|
$ |
4,931 |
|
|
|
4,820 |
|
6.625%, 06/15/2038 |
|
|
2,088 |
|
|
|
1,984 |
|
6.500%, 03/13/2027 |
|
|
2,545 |
|
|
|
2,610 |
|
6.500%, 03/13/2027 |
|
|
1,076 |
|
|
|
1,103 |
|
6.375%, 01/23/2045 |
|
|
807 |
|
|
|
743 |
|
6.350%, 02/12/2048 |
|
|
1,118 |
|
|
|
1,009 |
|
5.625%, 01/23/2046 |
|
|
489 |
|
|
|
413 |
|
5.350%, 02/12/2028 (A) |
|
|
7,069 |
|
|
|
6,693 |
|
4.500%, 01/23/2026 |
|
|
643 |
|
|
|
603 |
|
4.250%, 01/15/2025 |
|
|
450 |
|
|
|
421 |
|
Petroleos Mexicanos MTN |
|
|
|
|
|
|
|
|
6.750%, 09/21/2047 (A) |
|
|
73 |
|
|
|
69 |
|
6.750%, 09/21/2047 |
|
|
2,510 |
|
|
|
2,367 |
|
6.750%, 09/21/2047 |
|
|
3,002 |
|
|
|
2,830 |
|
6.375%, 01/23/2045 (A) |
|
|
806 |
|
|
|
742 |
|
5.625%, 01/23/2046 (A) |
|
|
800 |
|
|
|
675 |
|
4.875%, 02/21/2028 |
|
EUR |
3,822 |
|
|
|
4,623 |
|
4.625%, 09/21/2023 (A) |
|
$ |
1,185 |
|
|
|
1,168 |
|
4.250%, 01/15/2025 |
|
|
2,450 |
|
|
|
2,291 |
|
United Mexican States MTN |
|
|
|
|
|
|
|
|
5.750%, 10/12/2110 |
|
|
5,236 |
|
|
|
5,155 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
125,025 |
|
|
|
|
|
|
|
|
|
|
Mongolia 0.7% |
|
|
|
|
|
|
|
|
Mongolia Government International Bond |
|
|
|
|
|
|
|
|
5.625%, 05/01/2023 |
|
|
4,895 |
|
|
|
4,627 |
|
Mongolia Government International Bond MTN |
|
|
|
|
|
|
|
|
10.875%, 04/06/2021 (A) |
|
|
1,205 |
|
|
|
1,343 |
|
8.750%, 03/09/2024 |
|
|
3,150 |
|
|
|
3,376 |
|
5.125%, 12/05/2022 |
|
|
438 |
|
|
|
409 |
|
Trade & Development Bank of Mongolia MTN |
|
|
|
|
|
|
|
|
9.375%, 05/19/2020 |
|
|
350 |
|
|
|
368 |
|
9.375%, 05/19/2020 (A) |
|
|
355 |
|
|
|
373 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,496 |
|
|
|
|
|
|
|
|
|
|
Montenegro 0.0% |
|
|
|
|
|
|
|
|
Montenegro Government International Bond |
|
|
|
|
|
|
|
|
3.375%, 04/21/2025 |
|
EUR |
563 |
|
|
|
645 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Morocco 0.2% |
|
|
|
|
|
|
|
|
OCP |
|
|
|
|
|
|
|
|
6.875%, 04/25/2044 |
|
$ |
1,325 |
|
|
|
1,391 |
|
5.625%, 04/25/2024 (A) |
|
|
1,900 |
|
|
|
1,942 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,333 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value
($ Thousands) |
GLOBAL BONDS (continued) |
|
|
|
|
|
Netherlands 0.2% |
|
|
|
|
|
|
|
|
IHS Netherlands Holdco BV |
|
|
|
|
|
|
|
|
9.500%, 10/27/2021 (A) |
|
$ |
406 |
|
|
$ |
388 |
|
Marfrig Holdings Europe BV |
|
|
|
|
|
|
|
|
8.000%, 06/08/2023 (A) |
|
|
470 |
|
|
|
476 |
|
Petrobras Global Finance BV |
|
|
|
|
|
|
|
|
5.750%, 02/01/2029 |
|
|
2,025 |
|
|
|
1,780 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,644 |
|
|
|
|
|
|
|
|
|
|
Nigeria 1.9% |
|
|
|
|
|
|
|
|
Nigeria Government International Bond |
|
|
|
|
|
|
|
|
16.288%, 03/17/2027 |
|
NGN |
410,000 |
|
|
|
1,274 |
|
7.875%, 02/16/2032 (A) |
|
$ |
488 |
|
|
|
479 |
|
7.875%, 02/16/2032 |
|
|
5,382 |
|
|
|
5,277 |
|
7.696%, 02/23/2038 |
|
|
1,314 |
|
|
|
1,241 |
|
7.143%, 02/23/2030 |
|
|
811 |
|
|
|
765 |
|
7.143%, 02/23/2030 (A) |
|
|
2,525 |
|
|
|
2,382 |
|
5.625%, 06/27/2022 |
|
|
1,200 |
|
|
|
1,176 |
|
Nigeria Government International Bond MTN |
|
|
|
|
|
|
|
|
7.625%, 11/28/2047 (A) |
|
|
1,686 |
|
|
|
1,536 |
|
6.500%, 11/28/2027 (A) |
|
|
4,082 |
|
|
|
3,793 |
|
6.500%, 11/28/2027 |
|
|
2,150 |
|
|
|
1,998 |
|
Nigeria OMO Bill (B) |
|
|
|
|
|
|
|
|
16.118%, 08/23/2018 |
|
NGN |
523,379 |
|
|
|
1,423 |
|
14.734%, 11/08/2018 |
|
|
557,452 |
|
|
|
1,475 |
|
14.602%, 11/22/2018 |
|
|
318,362 |
|
|
|
839 |
|
Nigeria Treasury Bill (B) |
|
|
|
|
|
|
|
|
22.197%, 08/02/2018 |
|
|
1,495,300 |
|
|
|
4,094 |
|
15.248%, 09/13/2018 |
|
|
350,000 |
|
|
|
944 |
|
15.213%, 08/30/2018 |
|
|
248,000 |
|
|
|
673 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
29,369 |
|
|
|
|
|
|
|
|
|
|
Oman 1.4% |
|
|
|
|
|
|
|
|
Oman Government International Bond |
|
|
|
|
|
|
|
|
6.750%, 01/17/2048 |
|
$ |
3,119 |
|
|
|
2,823 |
|
6.500%, 03/08/2047 (A) |
|
|
2,100 |
|
|
|
1,880 |
|
6.500%, 03/08/2047 |
|
|
1,556 |
|
|
|
1,393 |
|
5.625%, 01/17/2028 |
|
|
9,544 |
|
|
|
8,983 |
|
5.625%, 01/17/2028 (A) |
|
|
1,076 |
|
|
|
1,013 |
|
5.375%, 03/08/2027 (A) |
|
|
690 |
|
|
|
650 |
|
4.750%, 06/15/2026 (A) |
|
|
237 |
|
|
|
217 |
|
4.125%, 01/17/2023 (A) |
|
|
555 |
|
|
|
527 |
|
3.875%, 03/08/2022 |
|
|
1,066 |
|
|
|
1,022 |
|
3.625%, 06/15/2021 |
|
|
1,326 |
|
|
|
1,284 |
|
Oztel Holdings SPC |
|
|
|
|
|
|
|
|
6.625%, 04/24/2028 (A) |
|
|
1,237 |
|
|
|
1,175 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
20,967 |
|
|
|
|
|
|
|
|
|
|
Pakistan 0.1% |
|
|
|
|
|
|
|
|
Pakistan Government International Bond |
|
|
|
|
|
|
|
|
8.250%, 09/30/2025 |
|
|
1,000 |
|
|
|
954 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
|
7 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value
($ Thousands) |
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Panama 0.1% |
|
|
|
|
|
|
|
|
Republic of Panama |
|
|
|
|
|
|
|
|
9.375%, 04/01/2029 |
|
$ |
630 |
|
|
$ |
882 |
|
8.125%, 04/28/2034 |
|
|
478 |
|
|
|
645 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,527 |
|
|
|
|
|
|
|
|
|
|
Paraguay 0.2% |
|
|
|
|
|
|
|
|
Paraguay Government International Bond |
|
|
|
|
|
|
|
|
6.100%, 08/11/2044 (A) |
|
|
221 |
|
|
|
226 |
|
6.100%, 08/11/2044 |
|
|
1,440 |
|
|
|
1,472 |
|
5.600%, 03/13/2048 |
|
|
531 |
|
|
|
515 |
|
Telefonica Celular del Paraguay |
|
|
|
|
|
|
|
|
6.750%, 12/13/2022 |
|
|
200 |
|
|
|
204 |
|
6.750%, 12/13/2022 |
|
|
200 |
|
|
|
204 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,621 |
|
|
|
|
|
|
|
|
|
|
Peru 1.2% |
|
|
|
|
|
|
|
|
Abengoa Transmision Sur |
|
|
|
|
|
|
|
|
6.875%, 04/30/2043 (A) |
|
|
273 |
|
|
|
296 |
|
Fondo MIVIVIENDA |
|
|
|
|
|
|
|
|
7.000%, 02/14/2024 (A) |
|
PEN |
3,704 |
|
|
|
1,213 |
|
Kallpa Generacion |
|
|
|
|
|
|
|
|
4.125%, 08/16/2027 (A) |
|
$ |
723 |
|
|
|
656 |
|
Peru LNG Srl |
|
|
|
|
|
|
|
|
5.375%, 03/22/2030 (A) |
|
|
754 |
|
|
|
746 |
|
Petroleos del Peru |
|
|
|
|
|
|
|
|
5.625%, 06/19/2047 (A) |
|
|
366 |
|
|
|
356 |
|
4.750%, 06/19/2032 (A) |
|
|
613 |
|
|
|
587 |
|
Republic of Peru |
|
|
|
|
|
|
|
|
8.200%, 08/12/2026 |
|
PEN |
8,849 |
|
|
|
3,219 |
|
6.950%, 08/12/2031 |
|
|
4,383 |
|
|
|
1,466 |
|
6.950%, 08/12/2031 |
|
|
1,263 |
|
|
|
422 |
|
6.900%, 08/12/2037 |
|
|
2,094 |
|
|
|
688 |
|
6.900%, 08/12/2037 |
|
|
4,723 |
|
|
|
1,553 |
|
6.850%, 02/12/2042 |
|
|
613 |
|
|
|
197 |
|
6.350%, 08/12/2028 (A) |
|
|
1,465 |
|
|
|
468 |
|
6.350%, 08/12/2028 |
|
|
1,570 |
|
|
|
501 |
|
6.350%, 08/12/2028 |
|
|
346 |
|
|
|
110 |
|
6.150%, 08/12/2032 (A) |
|
|
7,495 |
|
|
|
2,343 |
|
5.700%, 08/12/2024 (A) |
|
|
4,932 |
|
|
|
1,563 |
|
3.750%, 03/01/2030 |
|
EUR |
1,463 |
|
|
|
2,041 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
18,425 |
|
|
|
|
|
|
|
|
|
|
Philippines 0.0% |
|
|
|
|
|
|
|
|
Republic of Philippines |
|
|
|
|
|
|
|
|
3.900%, 11/26/2022 |
|
PHP |
45,000 |
|
|
|
793 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Poland 3.2% |
|
|
|
|
|
|
|
|
Republic of Poland Government Bond |
|
|
|
|
|
|
|
|
3.250%, 07/25/2025 |
|
PLN |
18,403 |
|
|
|
5,000 |
|
2.750%, 08/25/2023 |
|
|
6,635 |
|
|
|
1,999 |
|
2.750%, 04/25/2028 |
|
|
10,710 |
|
|
|
2,753 |
|
2.500%, 01/25/2023 |
|
|
29,015 |
|
|
|
7,783 |
|
2.500%, 07/25/2026 |
|
|
62,450 |
|
|
|
15,948 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value
($ Thousands) |
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
2.500%, 07/25/2027 |
|
PLN |
23,806 |
|
|
$ |
6,018 |
|
2.250%, 04/25/2022 |
|
|
2,310 |
|
|
|
618 |
|
2.000%, 04/25/2021 |
|
|
912 |
|
|
|
244 |
|
1.750%, 07/25/2021 |
|
|
11,720 |
|
|
|
3,107 |
|
1.536%, 07/25/2020 (B) |
|
|
2,709 |
|
|
|
699 |
|
Republic of Poland Government Bond, Ser 0922 |
|
|
|
|
|
|
|
|
5.750%, 09/23/2022 |
|
|
16,943 |
|
|
|
5,148 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
49,317 |
|
|
|
|
|
|
|
|
|
|
Qatar 0.2% |
|
|
|
|
|
|
|
|
Ooredoo International Finance MTN |
|
|
|
|
|
|
|
|
3.750%, 06/22/2026 |
|
$ |
750 |
|
|
|
710 |
|
Qatar Government International Bond |
|
|
|
|
|
|
|
|
5.103%, 04/23/2048 |
|
|
1,003 |
|
|
|
1,000 |
|
4.500%, 04/23/2028 |
|
|
1,526 |
|
|
|
1,540 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,250 |
|
|
|
|
|
|
|
|
|
|
Romania 0.9% |
|
|
|
|
|
|
|
|
Romanian Government International Bond |
|
|
|
|
|
|
|
|
5.800%, 07/26/2027 |
|
RON |
14,080 |
|
|
|
3,664 |
|
4.250%, 06/28/2023 |
|
|
16,055 |
|
|
|
3,891 |
|
3.500%, 12/19/2022 |
|
|
1,220 |
|
|
|
289 |
|
3.400%, 03/08/2022 |
|
|
9,000 |
|
|
|
2,153 |
|
3.250%, 04/29/2024 |
|
|
3,720 |
|
|
|
850 |
|
Romanian Government International Bond MTN |
|
|
|
|
|
|
|
|
3.875%, 10/29/2035 |
|
EUR |
1,430 |
|
|
|
1,703 |
|
2.500%, 02/08/2030 |
|
|
935 |
|
|
|
1,045 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,595 |
|
|
|
|
|
|
|
|
|
|
Russia 4.6% |
|
|
|
|
|
|
|
|
Credit Bank of Moscow Via CBOM Finance |
|
|
|
|
|
|
|
|
5.875%, 11/07/2021 (A) |
|
$ |
1,116 |
|
|
|
1,091 |
|
Gazprom OAO Via Gaz Capital |
|
|
|
|
|
|
|
|
4.250%, 04/06/2024 |
|
GBP |
1,660 |
|
|
|
2,231 |
|
GTH Finance BV |
|
|
|
|
|
|
|
|
6.250%, 04/26/2020 |
|
$ |
580 |
|
|
|
591 |
|
GTLK Europe DAC |
|
|
|
|
|
|
|
|
5.950%, 07/19/2021 |
|
|
470 |
|
|
|
471 |
|
Petropavlovsk |
|
|
|
|
|
|
|
|
8.125%, 11/14/2022 (A) |
|
|
730 |
|
|
|
621 |
|
Ritekro (D) |
|
|
|
|
|
|
|
|
10.490%, 11/07/2022 (B) |
|
|
914 |
|
|
|
571 |
|
Rusal Capital DAC |
|
|
|
|
|
|
|
|
5.125%, 02/02/2022 |
|
|
860 |
|
|
|
505 |
|
Russian Federal Bond - OFZ |
|
|
|
|
|
|
|
|
8.150%, 02/03/2027 |
|
RUB |
665,794 |
|
|
|
11,027 |
|
7.750%, 09/16/2026 |
|
|
613,961 |
|
|
|
9,910 |
|
7.700%, 03/23/2033 |
|
|
464,581 |
|
|
|
7,439 |
|
7.600%, 07/20/2022 |
|
|
152,998 |
|
|
|
2,470 |
|
7.050%, 01/19/2028 |
|
|
773,700 |
|
|
|
11,920 |
|
7.000%, 01/25/2023 |
|
|
31,303 |
|
|
|
493 |
|
7.000%, 08/16/2023 |
|
|
300,364 |
|
|
|
4,733 |
|
|
|
|
8 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value
($ Thousands) |
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
6.800%, 12/11/2019 |
|
RUB |
98,998 |
|
|
$ |
1,578 |
|
6.700%, 05/15/2019 |
|
|
361,124 |
|
|
|
5,757 |
|
0.000%, 11/24/2021 |
|
|
22,770 |
|
|
|
358 |
|
Russian Foreign Bond - Eurobond |
|
|
|
|
|
|
|
|
5.250%, 06/23/2047 |
|
$ |
2,800 |
|
|
|
2,696 |
|
Russian Railways Via RZD Capital |
|
|
|
|
|
|
|
|
7.487%, 03/25/2031 |
|
GBP |
1,300 |
|
|
|
2,143 |
|
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 |
|
|
|
2,294 |
|
SCF Capital Designated Activity |
|
|
|
|
|
|
|
|
5.375%, 06/16/2023 (A) |
|
|
729 |
|
|
|
728 |
|
Vnesheconombank Via VEB Finance |
|
|
|
|
|
|
|
|
6.902%, 07/09/2020 |
|
|
1,310 |
|
|
|
1,359 |
|
6.800%, 11/22/2025 (A) |
|
|
150 |
|
|
|
159 |
|
6.800%, 11/22/2025 |
|
|
580 |
|
|
|
613 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
71,758 |
|
|
|
|
|
|
|
|
|
|
Saudi Arabia 0.1% |
|
|
|
|
|
|
|
|
Saudi Government International Bond MTN |
|
|
|
|
|
|
|
|
4.500%, 04/17/2030 |
|
|
1,031 |
|
|
|
1,030 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Senegal 0.1% |
|
|
|
|
|
|
|
|
Senegal Government International Bond |
|
|
|
|
|
|
|
|
6.250%, 05/23/2033 (A) |
|
|
910 |
|
|
|
806 |
|
4.750%, 03/13/2028 |
|
EUR |
248 |
|
|
|
270 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,076 |
|
|
|
|
|
|
|
|
|
|
Serbia 0.6% |
|
|
|
|
|
|
|
|
Republic of Serbia |
|
|
|
|
|
|
|
|
7.250%, 09/28/2021 (A) |
|
$ |
200 |
|
|
|
218 |
|
7.250%, 09/28/2021 |
|
|
8,125 |
|
|
|
8,867 |
|
4.875%, 02/25/2020 |
|
|
200 |
|
|
|
203 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,288 |
|
|
|
|
|
|
|
|
|
|
South Africa 7.0% |
|
|
|
|
|
|
|
|
Eskom Holdings SOC |
|
|
|
|
|
|
|
|
7.125%, 02/11/2025 (A) |
|
|
951 |
|
|
|
908 |
|
7.125%, 02/11/2025 |
|
|
2,583 |
|
|
|
2,465 |
|
5.750%, 01/26/2021 |
|
|
1,883 |
|
|
|
1,817 |
|
Eskom Holdings SOC MTN |
|
|
|
|
|
|
|
|
7.500%, 09/15/2033 |
|
ZAR |
35,200 |
|
|
|
1,922 |
|
6.750%, 08/06/2023 |
|
$ |
1,834 |
|
|
|
1,752 |
|
Republic of South Africa |
|
|
|
|
|
|
|
|
10.500%, 12/21/2026 |
|
ZAR |
233,226 |
|
|
|
18,637 |
|
9.000%, 01/31/2040 |
|
|
166,159 |
|
|
|
11,391 |
|
8.875%, 02/28/2035 |
|
|
105,220 |
|
|
|
7,258 |
|
8.750%, 01/31/2044 |
|
|
47,197 |
|
|
|
3,146 |
|
8.750%, 02/28/2048 |
|
|
152,507 |
|
|
|
10,127 |
|
8.500%, 01/31/2037 |
|
|
78,299 |
|
|
|
5,177 |
|
8.250%, 03/31/2032 |
|
|
59,721 |
|
|
|
3,967 |
|
8.000%, 01/31/2030 |
|
|
80,170 |
|
|
|
5,338 |
|
7.250%, 01/15/2020 |
|
|
20,500 |
|
|
|
1,490 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value
($ Thousands) |
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
7.000%, 02/28/2031 |
|
ZAR |
114,021 |
|
|
$ |
6,902 |
|
6.500%, 02/28/2041 |
|
|
39,901 |
|
|
|
2,076 |
|
6.250%, 03/31/2036 |
|
|
184,906 |
|
|
|
9,752 |
|
5.875%, 09/16/2025 (C) |
|
$ |
911 |
|
|
|
935 |
|
5.875%, 06/22/2030 |
|
|
1,402 |
|
|
|
1,390 |
|
5.650%, 09/27/2047 |
|
|
1,616 |
|
|
|
1,454 |
|
4.875%, 04/14/2026 |
|
|
2,900 |
|
|
|
2,790 |
|
4.850%, 09/27/2027 |
|
|
2,950 |
|
|
|
2,788 |
|
4.300%, 10/12/2028 |
|
|
3,100 |
|
|
|
2,762 |
|
Stillwater Mining |
|
|
|
|
|
|
|
|
7.125%, 06/27/2025 (A) |
|
|
636 |
|
|
|
557 |
|
Transnet SOC MTN |
|
|
|
|
|
|
|
|
9.500%, 05/13/2021 (A) |
|
ZAR |
13,360 |
|
|
|
958 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
107,759 |
|
|
|
|
|
|
|
|
|
|
South Korea 0.1% |
|
|
|
|
|
|
|
|
Korea Housing Finance |
|
|
|
|
|
|
|
|
3.000%, 10/31/2022 (A) |
|
$ |
908 |
|
|
|
880 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Sri Lanka 1.1% |
|
|
|
|
|
|
|
|
Republic of Sri Lanka |
|
|
|
|
|
|
|
|
6.825%, 07/18/2026 (A) |
|
|
909 |
|
|
|
871 |
|
6.250%, 07/27/2021 |
|
|
853 |
|
|
|
858 |
|
6.200%, 05/11/2027 |
|
|
560 |
|
|
|
511 |
|
5.875%, 07/25/2022 (A) |
|
|
1,755 |
|
|
|
1,723 |
|
Sri Lanka Government International Bond |
|
|
|
|
|
|
|
|
11.750%, 06/15/2027 |
|
LKR |
236,000 |
|
|
|
1,575 |
|
11.500%, 12/15/2021 |
|
|
242,000 |
|
|
|
1,596 |
|
11.500%, 08/01/2026 |
|
|
6,000 |
|
|
|
40 |
|
6.850%, 11/03/2025 |
|
$ |
1,469 |
|
|
|
1,421 |
|
6.825%, 07/18/2026 |
|
|
500 |
|
|
|
479 |
|
6.750%, 04/18/2028 (A) |
|
|
3,756 |
|
|
|
3,545 |
|
6.750%, 04/18/2028 |
|
|
1,840 |
|
|
|
1,736 |
|
5.875%, 07/25/2022 |
|
|
989 |
|
|
|
971 |
|
5.750%, 04/18/2023 (A) |
|
|
1,077 |
|
|
|
1,031 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16,357 |
|
|
|
|
|
|
|
|
|
|
Supra-National 0.6% |
|
|
|
|
|
|
|
|
Banque Ouest Africaine de Developpement |
|
|
|
|
|
|
|
|
5.000%, 07/27/2027 (A) |
|
|
865 |
|
|
|
823 |
|
European Investment Bank MTN |
|
|
|
|
|
|
|
|
8.500%, 09/17/2024 |
|
ZAR |
9,200 |
|
|
|
674 |
|
7.200%, 07/09/2019 |
|
IDR |
31,560,000 |
|
|
|
2,165 |
|
Inter-American Development Bank MTN |
|
|
|
|
|
|
|
|
7.875%, 03/14/2023 |
|
|
50,880,000 |
|
|
|
3,587 |
|
7.350%, 09/12/2018 |
|
|
20,140,000 |
|
|
|
1,398 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,647 |
|
|
|
|
|
|
|
|
|
|
Thailand 1.4% |
|
|
|
|
|
|
|
|
Bank of Thailand Bill (B) |
|
|
|
|
|
|
|
|
1.364%, 12/06/2018 |
|
THB |
16,365 |
|
|
|
491 |
|
1.266%, 12/06/2018 |
|
|
61,000 |
|
|
|
1,830 |
|
1.199%, 08/30/2018 |
|
|
94,000 |
|
|
|
2,832 |
|
1.171%, 10/04/2018 |
|
|
58,180 |
|
|
|
1,750 |
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
|
9 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value
($ Thousands) |
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
1.119%, 09/13/2018 |
|
THB |
25,455 |
|
|
$ |
766 |
|
PTTEP Treasury Center |
|
|
|
|
|
|
|
|
4.875%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.177%, 12/18/2166 (A) |
|
$ |
652 |
|
|
|
652 |
|
Thailand Government Bond |
|
|
|
|
|
|
|
|
5.670%, 03/13/2028 |
|
THB |
3,000 |
|
|
|
113 |
|
4.875%, 06/22/2029 |
|
|
22,000 |
|
|
|
792 |
|
3.875%, 06/13/2019 |
|
|
68,000 |
|
|
|
2,097 |
|
3.775%, 06/25/2032 |
|
|
17,000 |
|
|
|
551 |
|
3.650%, 06/20/2031 |
|
|
84,500 |
|
|
|
2,708 |
|
3.625%, 06/16/2023 |
|
|
55,000 |
|
|
|
1,776 |
|
3.400%, 06/17/2036 |
|
|
58,500 |
|
|
|
1,798 |
|
2.550%, 06/26/2020 |
|
|
40,000 |
|
|
|
1,227 |
|
2.125%, 12/17/2026 |
|
|
15,000 |
|
|
|
436 |
|
1.875%, 06/17/2022 |
|
|
57,000 |
|
|
|
1,713 |
|
Thailand Treasury Bill |
|
|
|
|
|
|
|
|
0.000%, 07/04/2018 (B) |
|
|
30,000 |
|
|
|
906 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
22,438 |
|
|
|
|
|
|
|
|
|
|
Tunisia 0.1% |
|
|
|
|
|
|
|
|
Banque Centrale de Tunisie |
|
|
|
|
|
|
|
|
5.625%, 02/17/2024 |
|
EUR |
1,850 |
|
|
|
2,107 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Turkey 6.1% |
|
|
|
|
|
|
|
|
Akbank Turk |
|
|
|
|
|
|
|
|
6.797%, VAR USD Swap Semi 30/360 5 Year Curr+4.029%, 04/27/2028 |
|
$ |
200 |
|
|
|
172 |
|
6.797%, VAR USD Swap Semi 30/360 5 Year Curr+4.029%, 04/27/2028 (A) |
|
|
1,053 |
|
|
|
907 |
|
Export Credit Bank of Turkey |
|
|
|
|
|
|
|
|
6.125%, 05/03/2024 (A) |
|
|
547 |
|
|
|
506 |
|
5.875%, 04/24/2019 (A) |
|
|
200 |
|
|
|
200 |
|
5.375%, 10/24/2023 (A) |
|
|
1,033 |
|
|
|
937 |
|
5.000%, 09/23/2021 (A) |
|
|
538 |
|
|
|
509 |
|
Export Credit Bank of Turkey MTN |
|
|
|
|
|
|
|
|
5.375%, 02/08/2021 (A) |
|
|
896 |
|
|
|
872 |
|
Hazine Mustesarligi Varlik Kiralama |
|
|
|
|
|
|
|
|
5.004%, 04/06/2023 |
|
|
1,221 |
|
|
|
1,152 |
|
Republic of Turkey |
|
|
|
|
|
|
|
|
7.375%, 02/05/2025 |
|
|
5,525 |
|
|
|
5,713 |
|
6.875%, 03/17/2036 |
|
|
1,020 |
|
|
|
959 |
|
6.750%, 05/30/2040 |
|
|
1,480 |
|
|
|
1,353 |
|
6.625%, 02/17/2045 |
|
|
848 |
|
|
|
751 |
|
6.000%, 03/25/2027 |
|
|
4,102 |
|
|
|
3,854 |
|
6.000%, 01/14/2041 |
|
|
1,880 |
|
|
|
1,593 |
|
5.750%, 03/22/2024 |
|
|
333 |
|
|
|
321 |
|
5.125%, 03/25/2022 |
|
|
573 |
|
|
|
555 |
|
4.875%, 10/09/2026 |
|
|
310 |
|
|
|
273 |
|
4.875%, 04/16/2043 |
|
|
2,030 |
|
|
|
1,510 |
|
4.250%, 04/14/2026 |
|
|
1,521 |
|
|
|
1,299 |
|
TC Ziraat Bankasi |
|
|
|
|
|
|
|
|
4.250%, 07/03/2019 (A) |
|
|
940 |
|
|
|
925 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value
($ Thousands) |
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
TC Ziraat Bankasi MTN |
|
|
|
|
|
|
|
|
5.125%, 05/03/2022 (A) |
|
$ |
1,063 |
|
|
$ |
983 |
|
5.125%, 09/29/2023 (A) |
|
|
655 |
|
|
|
582 |
|
4.750%, 04/29/2021 (A) |
|
|
561 |
|
|
|
526 |
|
Turk Telekomunikasyon |
|
|
|
|
|
|
|
|
4.875%, 06/19/2024 |
|
|
1,750 |
|
|
|
1,594 |
|
Turkey Government Bond |
|
|
|
|
|
|
|
|
12.200%, 01/18/2023 |
|
TRY |
18,978 |
|
|
|
3,560 |
|
11.000%, 03/02/2022 |
|
|
34,649 |
|
|
|
6,334 |
|
11.000%, 02/24/2027 |
|
|
17,861 |
|
|
|
2,971 |
|
10.700%, 02/17/2021 |
|
|
9,044 |
|
|
|
1,684 |
|
10.700%, 08/17/2022 |
|
|
26,936 |
|
|
|
4,798 |
|
10.600%, 02/11/2026 |
|
|
13,409 |
|
|
|
2,225 |
|
10.500%, 08/11/2027 |
|
|
73,346 |
|
|
|
11,848 |
|
10.400%, 03/20/2024 |
|
|
2,250 |
|
|
|
383 |
|
9.500%, 01/12/2022 |
|
|
13,693 |
|
|
|
2,400 |
|
9.400%, 07/08/2020 |
|
|
22,531 |
|
|
|
4,222 |
|
9.200%, 09/22/2021 |
|
|
9,387 |
|
|
|
1,641 |
|
9.000%, 07/24/2024 |
|
|
9,803 |
|
|
|
1,558 |
|
8.500%, 09/14/2022 |
|
|
4,534 |
|
|
|
747 |
|
7.400%, 02/05/2020 |
|
|
12,671 |
|
|
|
2,368 |
|
7.100%, 03/08/2023 |
|
|
6,560 |
|
|
|
997 |
|
7.000%, 06/05/2020 |
|
$ |
665 |
|
|
|
681 |
|
3.000%, 08/02/2023 |
|
TRY |
8,232 |
|
|
|
1,795 |
|
Turkey Government International Bond |
|
|
|
|
|
|
|
|
7.000%, 03/11/2019 |
|
$ |
784 |
|
|
|
794 |
|
6.125%, 10/24/2028 |
|
|
3,389 |
|
|
|
3,174 |
|
5.750%, 05/11/2047 |
|
|
5,284 |
|
|
|
4,264 |
|
5.125%, 02/17/2028 |
|
|
5,184 |
|
|
|
4,563 |
|
Turkiye Garanti Bankasi |
|
|
|
|
|
|
|
|
6.125%, VAR USD Swap Semi 30/360 5 Year Curr+4.220%, 05/24/2027 (A) |
|
|
2,130 |
|
|
|
1,865 |
|
Turkiye Is Bankasi |
|
|
|
|
|
|
|
|
7.000%, VAR USD Swap Semi 30/360 5 Year Curr+5.117%, 06/29/2028 (A) |
|
|
270 |
|
|
|
230 |
|
Turkiye Is Bankasi MTN |
|
|
|
|
|
|
|
|
6.125%, 04/25/2024 |
|
|
1,680 |
|
|
|
1,527 |
|
Yapi ve Kredi Bankasi MTN |
|
|
|
|
|
|
|
|
5.850%, 06/21/2024 (A) |
|
|
429 |
|
|
|
381 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
95,056 |
|
|
|
|
|
|
|
|
|
|
Ukraine 2.4% |
|
|
|
|
|
|
|
|
Metinvest BV |
|
|
|
|
|
|
|
|
7.750%, 04/23/2023 (A) |
|
|
607 |
|
|
|
570 |
|
Ukraine Government International Bond |
|
|
|
|
|
|
|
|
7.750%, 09/01/2020 (A) |
|
|
477 |
|
|
|
474 |
|
7.750%, 09/01/2021 (A) |
|
|
3,473 |
|
|
|
3,421 |
|
7.750%, 09/01/2024 |
|
|
1,283 |
|
|
|
1,215 |
|
7.750%, 09/01/2025 (A) |
|
|
7,708 |
|
|
|
7,216 |
|
7.750%, 09/01/2026 (A) |
|
|
4,987 |
|
|
|
4,619 |
|
7.750%, 09/01/2026 |
|
|
1,581 |
|
|
|
1,464 |
|
7.750%, 09/01/2027 (C) |
|
|
1,590 |
|
|
|
1,459 |
|
|
|
|
10 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value
($ Thousands) |
GLOBAL BONDS (continued) |
|
7.750%, 09/01/2027 (A) |
|
$ |
4,748 |
|
|
$ |
4,356 |
|
7.375%, 09/25/2032 (A) |
|
|
8,046 |
|
|
|
6,893 |
|
0.000%, 05/31/2040 (E) |
|
|
106 |
|
|
|
67 |
|
0.000%, 05/31/2040 (A)(E) |
|
|
6,445 |
|
|
|
4,073 |
|
Ukreximbank Via Biz Finance |
|
|
|
|
|
|
|
|
9.625%, 04/27/2022 (A) |
|
|
1,711 |
|
|
|
1,711 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
37,538 |
|
|
|
|
|
|
|
|
|
|
United Arab Emirates 0.2% |
|
|
|
|
|
|
|
|
Abu Dhabi Crude Oil Pipeline |
|
|
|
|
|
|
|
|
4.600%, 11/02/2047 (A) |
|
|
1,248 |
|
|
|
1,143 |
|
3.650%, 11/02/2029 (A) |
|
|
1,247 |
|
|
|
1,154 |
|
MAF Global Securities |
|
|
|
|
|
|
|
|
5.500%, VAR USD Swap Semi 30/360 5 Year Curr+3.476%, 12/29/2049 |
|
|
870 |
|
|
|
829 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,126 |
|
|
|
|
|
|
|
|
|
|
United Kingdom 0.0% |
|
|
|
|
|
|
|
|
MARB BondCo |
|
|
|
|
|
|
|
|
6.875%, 01/19/2025 (A) |
|
|
269 |
|
|
|
256 |
|
Vedanta Resources |
|
|
|
|
|
|
|
|
6.125%, 08/09/2024 (A) |
|
|
517 |
|
|
|
454 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
710 |
|
|
|
|
|
|
|
|
|
|
United States 0.0% |
|
|
|
|
|
|
|
|
Transportadora de Gas del Sur |
|
|
|
|
|
|
|
|
6.750%, 05/02/2025 (A) |
|
|
238 |
|
|
|
218 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Uruguay 0.7% |
|
|
|
|
|
|
|
|
Republic of Uruguay |
|
|
|
|
|
|
|
|
9.875%, 06/20/2022 (A) |
|
UYU |
31,830 |
|
|
|
1,005 |
|
8.500%, 03/15/2028 (A) |
|
|
168,327 |
|
|
|
4,632 |
|
5.100%, 06/18/2050 |
|
$ |
1,264 |
|
|
|
1,243 |
|
4.375%, 12/15/2028 |
|
UYU |
28,206 |
|
|
|
971 |
|
4.125%, 11/20/2045 |
|
$ |
346 |
|
|
|
310 |
|
Uruguay Government International Bond |
|
|
|
|
|
|
|
|
9.875%, 06/20/2022 |
|
UYU |
8,520 |
|
|
|
269 |
|
4.375%, 10/27/2027 |
|
$ |
2,237 |
|
|
|
2,265 |
|
Uruguay Monetary Regulation Bill (B) |
|
|
|
|
|
|
|
|
10.132%, 02/08/2019 |
|
UYU |
17,100 |
|
|
|
516 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
Market Value
($ Thousands) |
GLOBAL BONDS (continued) |
|
9.591%, 09/21/2018 |
|
UYU |
10,054 |
|
|
$ |
314 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,525 |
|
|
|
|
|
|
|
|
|
|
Venezuela 0.7% |
|
|
|
|
|
|
|
|
Petroleos de Venezuela |
|
|
|
|
|
|
|
|
9.750%, 05/17/2035 (F) |
|
$ |
1,000 |
|
|
|
236 |
|
9.000%, 11/17/2021 (F) |
|
|
4,300 |
|
|
|
1,032 |
|
6.000%, 05/16/2024 (F) |
|
|
8,092 |
|
|
|
1,705 |
|
6.000%, 05/16/2024 (F) |
|
|
7,785 |
|
|
|
1,640 |
|
6.000%, 11/15/2026 (F) |
|
|
10,066 |
|
|
|
2,114 |
|
5.500%, 04/12/2037 (F) |
|
|
740 |
|
|
|
166 |
|
5.375%, 04/12/2027 (F) |
|
|
4,364 |
|
|
|
1,004 |
|
Republic of Venezuela |
|
|
|
|
|
|
|
|
9.250%, 09/15/2027 (F) |
|
|
2,300 |
|
|
|
648 |
|
8.250%, 10/13/2024 (F) |
|
|
1,404 |
|
|
|
381 |
|
7.750%, 10/13/2019 (F) |
|
|
6,270 |
|
|
|
1,704 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,630 |
|
|
|
|
|
|
|
|
|
|
Zambia 0.4% |
|
|
|
|
|
|
|
|
Republic of Zambia |
|
|
|
|
|
|
|
|
8.970%, 07/30/2027 |
|
|
4,401 |
|
|
|
3,885 |
|
8.500%, 04/14/2024 (A) |
|
|
1,321 |
|
|
|
1,174 |
|
5.375%, 09/20/2022 (A) |
|
|
105 |
|
|
|
87 |
|
5.375%, 09/20/2022 |
|
|
642 |
|
|
|
534 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,680 |
|
|
|
|
|
|
|
|
|
|
Total Global Bonds |
|
|
|
|
|
|
|
|
(Cost $1,544,640) ($ Thousands) |
|
|
|
1,427,725 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
AFFILIATED PARTNERSHIP 0.4% |
|
|
|
|
|
SEI Liquidity Fund, L.P. |
|
|
|
|
|
|
|
|
2.010% **(G) |
|
|
5,558,750 |
|
|
|
5,559 |
|
|
|
|
|
|
|
|
|
|
Total Affiliated Partnership (Cost $5,559) ($ Thousands) |
|
|
|
5,559 |
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities 92.5% (Cost $1,550,199) ($ Thousands) |
|
|
$ |
1,433,284 |
|
|
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund
at June 30, 2018, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Type of Contract |
|
Number of Contracts Long/ (Short) |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
Unrealized Appreciation (Depreciation) (Thousands) |
|
Euro-Bund |
|
|
(47) |
|
|
|
Sep-2018 |
|
|
$ |
(8,847) |
|
|
$ |
(8,920) |
|
|
$ |
(73) |
|
Euro-Bund |
|
|
(202) |
|
|
|
Sep-2018 |
|
|
|
(38,014) |
|
|
|
(38,337) |
|
|
|
(323) |
|
Euro-Buxl 30 Year Bond |
|
|
(28) |
|
|
|
Sep-2018 |
|
|
|
(5,715) |
|
|
|
(5,809) |
|
|
|
(94) |
|
JSE Bond Future R209 |
|
|
(70) |
|
|
|
Aug-2018 |
|
|
|
(436) |
|
|
|
(380) |
|
|
|
56 |
|
Korea 10-Year Bond |
|
|
48 |
|
|
|
Sep-2018 |
|
|
|
5,227 |
|
|
|
5,220 |
|
|
|
(7) |
|
Korea 3-Year Bond |
|
|
150 |
|
|
|
Sep-2018 |
|
|
|
14,638 |
|
|
|
14,544 |
|
|
|
(94) |
|
Long Gilt 10-Year
Bond |
|
|
(22) |
|
|
|
Sep-2018 |
|
|
|
(3,594) |
|
|
|
(3,574) |
|
|
|
20 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
|
11 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Type of
Contract |
|
Number of Contracts Long/(Short) |
|
|
Date Expiration |
|
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
Unrealized Appreciation (Depreciation) (Thousands) |
|
|
|
|
|
|
|
U.S. 10-Year Treasury Note |
|
|
265 |
|
|
|
Sep-2018 |
|
|
$ |
31,696 |
|
|
$ |
31,850 |
|
|
$ |
154 |
|
|
|
|
|
|
|
U.S. 10-Year Treasury Note |
|
|
(58 |
) |
|
|
Sep-2018 |
|
|
|
(6,933 |
) |
|
|
(6,971 |
) |
|
|
(38) |
|
|
|
|
|
|
|
U.S. 5-Year Treasury Note |
|
|
(361 |
) |
|
|
Sep-2018 |
|
|
|
(40,942 |
) |
|
|
(41,016 |
) |
|
|
(74) |
|
|
|
|
|
|
|
U.S. 5-Year Treasury Note |
|
|
60 |
|
|
|
Sep-2018 |
|
|
|
6,803 |
|
|
|
6,817 |
|
|
|
14 |
|
|
|
|
|
|
|
U.S. Ultra Long Treasury Bond |
|
|
(1 |
) |
|
|
Sep-2018 |
|
|
|
(156 |
) |
|
|
(160 |
) |
|
|
(4) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(46,273 |
) |
|
$ |
(46,736 |
) |
|
$ |
(463) |
|
|
|
|
|
|
|
|
|
|
A list of the open forward foreign currency contracts held by the Fund at June 30, 2018, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver (Thousands) |
|
|
|
|
|
Currency to Receive (Thousands) |
|
|
Unrealized Appreciation (Depreciation) (Thousands) |
Citi |
|
07/03/18 - 10/02/18 |
|
|
USD |
|
|
|
6,711 |
|
|
|
BRL |
|
|
|
25,473 |
|
|
$ |
(136) |
|
|
|
Citi |
|
07/03/18 - 08/06/18 |
|
|
ARS |
|
|
|
104,198 |
|
|
|
USD |
|
|
|
3,977 |
|
|
|
421 |
|
|
|
Citi |
|
09/19/18 |
|
|
EUR |
|
|
|
990 |
|
|
|
USD |
|
|
|
1,172 |
|
|
|
10 |
|
|
|
Citi |
|
07/05/18 |
|
|
EUR |
|
|
|
1,487 |
|
|
|
USD |
|
|
|
1,727 |
|
|
|
(9) |
|
|
|
Citi |
|
07/05/18 |
|
|
PLN |
|
|
|
3,472 |
|
|
|
EUR |
|
|
|
817 |
|
|
|
26 |
|
|
|
Citi |
|
07/05/18 |
|
|
EUR |
|
|
|
8,240 |
|
|
|
PLN |
|
|
|
35,288 |
|
|
|
(196) |
|
|
|
Citi |
|
07/26/18 - 09/19/18 |
|
|
USD |
|
|
|
15,066 |
|
|
|
MXN |
|
|
|
308,535 |
|
|
|
556 |
|
|
|
Citi |
|
07/06/18 - 04/03/19 |
|
|
USD |
|
|
|
9,879 |
|
|
|
MXN |
|
|
|
195,459 |
|
|
|
(218) |
|
|
|
Citi |
|
07/09/18 |
|
|
EUR |
|
|
|
186 |
|
|
|
HUF |
|
|
|
58,403 |
|
|
|
(10) |
|
|
|
Citi |
|
07/09/18 - 09/19/18 |
|
|
USD |
|
|
|
4,905 |
|
|
|
IDR |
|
|
|
69,057,504 |
|
|
|
(104) |
|
|
|
Citi |
|
07/09/18 |
|
|
IDR |
|
|
|
11,461,146 |
|
|
|
USD |
|
|
|
822 |
|
|
|
22 |
|
|
|
Citi |
|
07/10/18 - 08/21/18 |
|
|
USD |
|
|
|
8,618 |
|
|
|
ARS |
|
|
|
235,194 |
|
|
|
(638) |
|
|
|
Citi |
|
07/11/18 |
|
|
USD |
|
|
|
974 |
|
|
|
RON |
|
|
|
3,850 |
|
|
|
(10) |
|
|
|
Citi |
|
07/11/18 |
|
|
USD |
|
|
|
3,482 |
|
|
|
PLN |
|
|
|
12,768 |
|
|
|
(71) |
|
|
|
Citi |
|
07/11/18 |
|
|
EUR |
|
|
|
11,421 |
|
|
|
CZK |
|
|
|
292,285 |
|
|
|
(218) |
|
|
|
Citi |
|
07/11/18 - 09/19/18 |
|
|
USD |
|
|
|
11,771 |
|
|
|
THB |
|
|
|
375,392 |
|
|
|
(416) |
|
|
|
Citi |
|
07/11/18 - 09/27/18 |
|
|
CZK |
|
|
|
141,243 |
|
|
|
EUR |
|
|
|
5,481 |
|
|
|
68 |
|
|
|
Citi |
|
07/16/18 - 09/19/18 |
|
|
USD |
|
|
|
6,380 |
|
|
|
ZAR |
|
|
|
82,595 |
|
|
|
(388) |
|
|
|
Citi |
|
07/17/18 |
|
|
TRY |
|
|
|
21,566 |
|
|
|
USD |
|
|
|
4,635 |
|
|
|
(45) |
|
|
|
Citi |
|
07/18/18 - 03/07/19 |
|
|
EUR |
|
|
|
15,793 |
|
|
|
RON |
|
|
|
75,035 |
|
|
|
66 |
|
|
|
Citi |
|
03/01/19 |
|
|
RON |
|
|
|
26,858 |
|
|
|
EUR |
|
|
|
5,631 |
|
|
|
28 |
|
|
|
Citi |
|
07/18/18 |
|
|
RON |
|
|
|
15,056 |
|
|
|
EUR |
|
|
|
3,216 |
|
|
|
(8) |
|
|
|
Citi |
|
07/20/18 |
|
|
USD |
|
|
|
7,513 |
|
|
|
CLP |
|
|
|
4,758,500 |
|
|
|
(202) |
|
|
|
Citi |
|
07/20/18 |
|
|
CLP |
|
|
|
1,015,669 |
|
|
|
USD |
|
|
|
1,708 |
|
|
|
148 |
|
|
|
Citi |
|
09/19/18 |
|
|
ZAR |
|
|
|
272,560 |
|
|
|
USD |
|
|
|
20,396 |
|
|
|
709 |
|
|
|
Citi |
|
07/27/18 |
|
|
ZAR |
|
|
|
17,540 |
|
|
|
USD |
|
|
|
1,266 |
|
|
|
(10) |
|
|
|
Citi |
|
08/03/18 - 09/19/18 |
|
|
USD |
|
|
|
12,215 |
|
|
|
CZK |
|
|
|
269,082 |
|
|
|
(99) |
|
|
|
Citi |
|
08/08/18 - 09/19/18 |
|
|
USD |
|
|
|
6,438 |
|
|
|
COP |
|
|
|
18,502,261 |
|
|
|
(145) |
|
|
|
Citi |
|
08/20/18 |
|
|
ILS |
|
|
|
12,124 |
|
|
|
USD |
|
|
|
3,396 |
|
|
|
71 |
|
|
|
Citi |
|
08/28/18 - 09/19/18 |
|
|
CZK |
|
|
|
178,015 |
|
|
|
USD |
|
|
|
7,995 |
|
|
|
(24) |
|
|
|
Citi |
|
09/05/18 |
|
|
RUB |
|
|
|
209,989 |
|
|
|
USD |
|
|
|
3,361 |
|
|
|
34 |
|
|
|
Citi |
|
09/13/18 |
|
|
USD |
|
|
|
3,656 |
|
|
|
PEN |
|
|
|
12,002 |
|
|
|
2 |
|
|
|
Citi |
|
09/19/18 |
|
|
USD |
|
|
|
778 |
|
|
|
PEN |
|
|
|
2,546 |
|
|
|
(2) |
|
|
|
Citi |
|
09/19/18 |
|
|
USD |
|
|
|
1,876 |
|
|
|
EUR |
|
|
|
1,580 |
|
|
|
(21) |
|
|
|
Citi |
|
09/19/18 |
|
|
USD |
|
|
|
4,126 |
|
|
|
HUF |
|
|
|
1,112,646 |
|
|
|
(158) |
|
|
|
Citi |
|
09/19/18 |
|
|
USD |
|
|
|
9,686 |
|
|
|
TRY |
|
|
|
36,713 |
|
|
|
(1,938) |
|
|
|
Citi |
|
09/19/18 |
|
|
USD |
|
|
|
10,349 |
|
|
|
RUB |
|
|
|
651,750 |
|
|
|
(38) |
|
|
|
Citi |
|
09/19/18 |
|
|
USD |
|
|
|
11,139 |
|
|
|
SGD |
|
|
|
14,819 |
|
|
|
(247) |
|
|
|
Citi |
|
09/19/18 |
|
|
RON |
|
|
|
18,340 |
|
|
|
USD |
|
|
|
4,583 |
|
|
|
5 |
|
|
|
|
|
|
12 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver (Thousands) |
|
|
|
|
|
Currency to Receive (Thousands) |
|
|
Unrealized
Appreciation (Depreciation) (Thousands) |
Citi |
|
09/19/18 |
|
|
TWD |
|
|
|
236,200 |
|
|
|
USD |
|
|
|
7,833 |
|
|
$ |
38 |
|
|
|
Citi |
|
09/19/18 |
|
|
HUF |
|
|
|
520,840 |
|
|
|
USD |
|
|
|
1,875 |
|
|
|
18 |
|
|
|
Citi |
|
09/19/18 |
|
|
INR |
|
|
|
718,780 |
|
|
|
USD |
|
|
|
10,517 |
|
|
|
132 |
|
|
|
Citi |
|
09/19/18 |
|
|
PHP |
|
|
|
824,954 |
|
|
|
USD |
|
|
|
15,344 |
|
|
|
(16) |
|
|
|
Citi |
|
09/19/18 |
|
|
HUF |
|
|
|
1,483,200 |
|
|
|
EUR |
|
|
|
4,542 |
|
|
|
45 |
|
|
|
Citi |
|
04/03/19 |
|
|
MXN |
|
|
|
2,580 |
|
|
|
USD |
|
|
|
131 |
|
|
|
5 |
|
|
|
Goldman Sachs |
|
10/02/18 |
|
|
USD |
|
|
|
328 |
|
|
|
BRL |
|
|
|
1,278 |
|
|
|
1 |
|
|
|
Goldman Sachs |
|
07/03/18 - 09/05/18 |
|
|
USD |
|
|
|
35,828 |
|
|
|
BRL |
|
|
|
134,092 |
|
|
|
(1,184) |
|
|
|
Goldman Sachs |
|
07/03/18 - 09/05/18 |
|
|
BRL |
|
|
|
166,043 |
|
|
|
USD |
|
|
|
44,283 |
|
|
|
1,389 |
|
|
|
Goldman Sachs |
|
07/05/18 |
|
|
PLN |
|
|
|
3,853 |
|
|
|
EUR |
|
|
|
896 |
|
|
|
17 |
|
|
|
Goldman Sachs |
|
07/05/18 |
|
|
USD |
|
|
|
5,846 |
|
|
|
IDR |
|
|
|
81,046,500 |
|
|
|
(191) |
|
|
|
Goldman Sachs |
|
07/05/18 - 07/23/18 |
|
|
EUR |
|
|
|
22,969 |
|
|
|
USD |
|
|
|
27,054 |
|
|
|
216 |
|
|
|
Goldman Sachs |
|
09/19/18 |
|
|
EUR |
|
|
|
9,170 |
|
|
|
USD |
|
|
|
10,722 |
|
|
|
(47) |
|
|
|
Goldman Sachs |
|
08/03/18 |
|
|
USD |
|
|
|
34,630 |
|
|
|
EUR |
|
|
|
29,833 |
|
|
|
278 |
|
|
|
Goldman Sachs |
|
07/05/18 - 09/19/18 |
|
|
USD |
|
|
|
15,564 |
|
|
|
EUR |
|
|
|
13,230 |
|
|
|
(74) |
|
|
|
Goldman Sachs |
|
07/05/18 - 09/19/18 |
|
|
IDR |
|
|
|
77,267,451 |
|
|
|
USD |
|
|
|
5,360 |
|
|
|
15 |
|
|
|
Goldman Sachs |
|
07/09/18 |
|
|
EUR |
|
|
|
3,982 |
|
|
|
HUF |
|
|
|
1,278,271 |
|
|
|
(114) |
|
|
|
Goldman Sachs |
|
07/09/18 - 09/19/18 |
|
|
USD |
|
|
|
14,742 |
|
|
|
ZAR |
|
|
|
189,463 |
|
|
|
(981) |
|
|
|
Goldman Sachs |
|
07/09/18 |
|
|
HUF |
|
|
|
2,331,440 |
|
|
|
EUR |
|
|
|
7,173 |
|
|
|
104 |
|
|
|
Goldman Sachs |
|
07/11/18 - 12/20/18 |
|
|
CZK |
|
|
|
220,236 |
|
|
|
EUR |
|
|
|
8,473 |
|
|
|
33 |
|
|
|
Goldman Sachs |
|
07/16/18 |
|
|
ZAR |
|
|
|
114,859 |
|
|
|
USD |
|
|
|
8,713 |
|
|
|
346 |
|
|
|
Goldman Sachs |
|
09/19/18 |
|
|
ZAR |
|
|
|
34,150 |
|
|
|
USD |
|
|
|
2,434 |
|
|
|
(33) |
|
|
|
Goldman Sachs |
|
09/10/18 |
|
|
USD |
|
|
|
1,846 |
|
|
|
TRY |
|
|
|
8,736 |
|
|
|
4 |
|
|
|
Goldman Sachs |
|
07/17/18 - 09/19/18 |
|
|
USD |
|
|
|
27,543 |
|
|
|
TRY |
|
|
|
119,208 |
|
|
|
(2,244) |
|
|
|
Goldman Sachs |
|
07/18/18 |
|
|
EUR |
|
|
|
2,568 |
|
|
|
RON |
|
|
|
11,995 |
|
|
|
|
|
|
|
Goldman Sachs |
|
07/18/18 |
|
|
RON |
|
|
|
11,519 |
|
|
|
EUR |
|
|
|
2,462 |
|
|
|
(5) |
|
|
|
Goldman Sachs |
|
07/31/18 |
|
|
TWD |
|
|
|
91,294 |
|
|
|
USD |
|
|
|
2,994 |
|
|
|
(10) |
|
|
|
Goldman Sachs |
|
09/19/18 |
|
|
USD |
|
|
|
14,561 |
|
|
|
MXN |
|
|
|
295,310 |
|
|
|
279 |
|
|
|
Goldman Sachs |
|
08/03/18 |
|
|
USD |
|
|
|
3,865 |
|
|
|
MXN |
|
|
|
73,443 |
|
|
|
(146) |
|
|
|
Goldman Sachs |
|
08/07/18 |
|
|
USD |
|
|
|
405 |
|
|
|
MYR |
|
|
|
1,612 |
|
|
|
(6) |
|
|
|
Goldman Sachs |
|
08/07/18 |
|
|
MYR |
|
|
|
4,049 |
|
|
|
USD |
|
|
|
1,013 |
|
|
|
11 |
|
|
|
Goldman Sachs |
|
08/08/18 |
|
|
USD |
|
|
|
644 |
|
|
|
COP |
|
|
|
1,883,576 |
|
|
|
(3) |
|
|
|
Goldman Sachs |
|
08/08/18 |
|
|
COP |
|
|
|
4,012,775 |
|
|
|
USD |
|
|
|
1,378 |
|
|
|
13 |
|
|
|
Goldman Sachs |
|
08/23/18 |
|
|
RUB |
|
|
|
474,724 |
|
|
|
USD |
|
|
|
7,579 |
|
|
|
50 |
|
|
|
Goldman Sachs |
|
08/24/18 - 09/20/18 |
|
|
CLP |
|
|
|
5,334,228 |
|
|
|
USD |
|
|
|
8,300 |
|
|
|
103 |
|
|
|
Goldman Sachs |
|
09/05/18 |
|
|
USD |
|
|
|
7,365 |
|
|
|
RUB |
|
|
|
468,598 |
|
|
|
58 |
|
|
|
Goldman Sachs |
|
09/10/18 - 09/19/18 |
|
|
TRY |
|
|
|
107,332 |
|
|
|
USD |
|
|
|
22,075 |
|
|
|
(584) |
|
|
|
Goldman Sachs |
|
09/19/18 |
|
|
USD |
|
|
|
67 |
|
|
|
THB |
|
|
|
2,150 |
|
|
|
(2) |
|
|
|
Goldman Sachs |
|
09/19/18 |
|
|
GBP |
|
|
|
3,250 |
|
|
|
USD |
|
|
|
4,365 |
|
|
|
60 |
|
|
|
Goldman Sachs |
|
09/19/18 |
|
|
USD |
|
|
|
9,249 |
|
|
|
PLN |
|
|
|
33,820 |
|
|
|
(201) |
|
|
|
Goldman Sachs |
|
09/27/18 - 12/20/18 |
|
|
EUR |
|
|
|
11,504 |
|
|
|
CZK |
|
|
|
306,385 |
|
|
|
284 |
|
|
|
Goldman Sachs |
|
09/19/18 |
|
|
EUR |
|
|
|
4,547 |
|
|
|
CZK |
|
|
|
117,350 |
|
|
|
(50) |
|
|
|
Goldman Sachs |
|
09/19/18 |
|
|
MXN |
|
|
|
168,340 |
|
|
|
USD |
|
|
|
8,144 |
|
|
|
(316) |
|
|
|
Goldman Sachs |
|
09/20/18 |
|
|
USD |
|
|
|
10,818 |
|
|
|
CLP |
|
|
|
6,829,080 |
|
|
|
(324) |
|
|
|
Goldman Sachs |
|
01/16/19 |
|
|
USD |
|
|
|
3,610 |
|
|
|
EGP |
|
|
|
68,960 |
|
|
|
39 |
|
|
|
Goldman Sachs |
|
01/16/19 |
|
|
EGP |
|
|
|
68,960 |
|
|
|
USD |
|
|
|
3,666 |
|
|
|
16 |
|
|
|
JPMorgan Chase Bank |
|
07/03/18 - 08/03/18 |
|
|
USD |
|
|
|
6,724 |
|
|
|
ARS |
|
|
|
147,872 |
|
|
|
(1,654) |
|
|
|
JPMorgan Chase Bank |
|
07/03/18 - 08/23/18 |
|
|
USD |
|
|
|
6,782 |
|
|
|
BRL |
|
|
|
25,102 |
|
|
|
(270) |
|
|
|
JPMorgan Chase Bank |
|
07/03/18 - 09/05/18 |
|
|
BRL |
|
|
|
91,478 |
|
|
|
USD |
|
|
|
24,174 |
|
|
|
460 |
|
|
|
JPMorgan Chase Bank |
|
07/05/18 |
|
|
EUR |
|
|
|
1,296 |
|
|
|
USD |
|
|
|
1,521 |
|
|
|
8 |
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
|
13 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver (Thousands) |
|
|
|
|
|
Currency to Receive (Thousands) |
|
|
Unrealized
Appreciation (Depreciation) (Thousands) |
JPMorgan Chase Bank |
|
07/05/18 |
|
|
EUR |
|
|
|
4,136 |
|
|
|
PLN |
|
|
|
17,653 |
|
|
$ |
(115) |
|
|
|
JPMorgan Chase Bank |
|
07/05/18 |
|
|
USD |
|
|
|
33,569 |
|
|
|
EUR |
|
|
|
28,989 |
|
|
|
282 |
|
|
|
JPMorgan Chase Bank |
|
07/05/18 |
|
|
IDR |
|
|
|
83,634,469 |
|
|
|
USD |
|
|
|
6,012 |
|
|
|
176 |
|
|
|
JPMorgan Chase Bank |
|
07/09/18 |
|
|
EUR |
|
|
|
50 |
|
|
|
HUF |
|
|
|
16,397 |
|
|
|
|
|
|
|
JPMorgan Chase Bank |
|
07/09/18 |
|
|
HUF |
|
|
|
59,502 |
|
|
|
EUR |
|
|
|
186 |
|
|
|
6 |
|
|
|
JPMorgan Chase Bank |
|
07/09/18 |
|
|
IDR |
|
|
|
54,316,914 |
|
|
|
USD |
|
|
|
3,896 |
|
|
|
107 |
|
|
|
JPMorgan Chase Bank |
|
07/10/18 |
|
|
USD |
|
|
|
925 |
|
|
|
EUR |
|
|
|
800 |
|
|
|
9 |
|
|
|
JPMorgan Chase Bank |
|
07/10/18 - 09/05/18 |
|
|
EUR |
|
|
|
42,363 |
|
|
|
USD |
|
|
|
49,763 |
|
|
|
184 |
|
|
|
JPMorgan Chase Bank |
|
07/11/18 |
|
|
RON |
|
|
|
2,032 |
|
|
|
USD |
|
|
|
513 |
|
|
|
4 |
|
|
|
JPMorgan Chase Bank |
|
07/11/18 |
|
|
USD |
|
|
|
2,515 |
|
|
|
RON |
|
|
|
9,942 |
|
|
|
(27) |
|
|
|
JPMorgan Chase Bank |
|
07/11/18 - 09/27/18 |
|
|
USD |
|
|
|
6,120 |
|
|
|
SGD |
|
|
|
8,233 |
|
|
|
(74) |
|
|
|
JPMorgan Chase Bank |
|
07/11/18 |
|
|
CZK |
|
|
|
83,258 |
|
|
|
EUR |
|
|
|
3,222 |
|
|
|
26 |
|
|
|
JPMorgan Chase Bank |
|
09/27/18 |
|
|
CZK |
|
|
|
26,087 |
|
|
|
EUR |
|
|
|
978 |
|
|
|
(27) |
|
|
|
JPMorgan Chase Bank |
|
07/11/18 - 08/07/18 |
|
|
THB |
|
|
|
230,674 |
|
|
|
USD |
|
|
|
7,208 |
|
|
|
241 |
|
|
|
JPMorgan Chase Bank |
|
07/11/18 - 08/20/18 |
|
|
KRW |
|
|
|
9,833,176 |
|
|
|
USD |
|
|
|
9,148 |
|
|
|
313 |
|
|
|
JPMorgan Chase Bank |
|
07/13/18 |
|
|
USD |
|
|
|
6,221 |
|
|
|
RUB |
|
|
|
387,374 |
|
|
|
(49) |
|
|
|
JPMorgan Chase Bank |
|
07/16/18 |
|
|
USD |
|
|
|
2,015 |
|
|
|
ZAR |
|
|
|
26,773 |
|
|
|
(65) |
|
|
|
JPMorgan Chase Bank |
|
07/16/18 - 09/19/18 |
|
|
ZAR |
|
|
|
102,025 |
|
|
|
USD |
|
|
|
7,961 |
|
|
|
565 |
|
|
|
JPMorgan Chase Bank |
|
07/27/18 |
|
|
ZAR |
|
|
|
15,784 |
|
|
|
USD |
|
|
|
1,139 |
|
|
|
(9) |
|
|
|
JPMorgan Chase Bank |
|
07/17/18 |
|
|
USD |
|
|
|
2,098 |
|
|
|
TRY |
|
|
|
10,335 |
|
|
|
145 |
|
|
|
JPMorgan Chase Bank |
|
07/17/18 |
|
|
TRY |
|
|
|
80,906 |
|
|
|
USD |
|
|
|
17,596 |
|
|
|
40 |
|
|
|
JPMorgan Chase Bank |
|
09/10/18 |
|
|
TRY |
|
|
|
14,361 |
|
|
|
USD |
|
|
|
3,009 |
|
|
|
(33) |
|
|
|
JPMorgan Chase Bank |
|
07/18/18 - 08/14/18 |
|
|
USD |
|
|
|
3,616 |
|
|
|
THB |
|
|
|
115,274 |
|
|
|
(132) |
|
|
|
JPMorgan Chase Bank |
|
03/07/19 |
|
|
RON |
|
|
|
13,500 |
|
|
|
EUR |
|
|
|
2,821 |
|
|
|
6 |
|
|
|
JPMorgan Chase Bank |
|
07/18/18 |
|
|
RON |
|
|
|
18,851 |
|
|
|
EUR |
|
|
|
4,031 |
|
|
|
(6) |
|
|
|
JPMorgan Chase Bank |
|
07/20/18 |
|
|
USD |
|
|
|
2,843 |
|
|
|
CLP |
|
|
|
1,804,289 |
|
|
|
(70) |
|
|
|
JPMorgan Chase Bank |
|
07/24/18 - 08/06/18 |
|
|
ARS |
|
|
|
117,812 |
|
|
|
USD |
|
|
|
4,524 |
|
|
|
560 |
|
|
|
JPMorgan Chase Bank |
|
07/27/18 |
|
|
USD |
|
|
|
4,955 |
|
|
|
TRY |
|
|
|
23,582 |
|
|
|
141 |
|
|
|
JPMorgan Chase Bank |
|
09/19/18 |
|
|
USD |
|
|
|
4,204 |
|
|
|
TRY |
|
|
|
19,651 |
|
|
|
(57) |
|
|
|
JPMorgan Chase Bank |
|
07/31/18 - 08/06/18 |
|
|
USD |
|
|
|
1,728 |
|
|
|
KZT |
|
|
|
564,909 |
|
|
|
(80) |
|
|
|
JPMorgan Chase Bank |
|
12/19/18 |
|
|
USD |
|
|
|
2,284 |
|
|
|
CZK |
|
|
|
53,938 |
|
|
|
161 |
|
|
|
JPMorgan Chase Bank |
|
08/03/18 |
|
|
USD |
|
|
|
2,590 |
|
|
|
CZK |
|
|
|
57,355 |
|
|
|
(11) |
|
|
|
JPMorgan Chase Bank |
|
08/03/18 - 04/03/19 |
|
|
MXN |
|
|
|
64,951 |
|
|
|
USD |
|
|
|
3,203 |
|
|
|
(18) |
|
|
|
JPMorgan Chase Bank |
|
08/08/18 |
|
|
PLN |
|
|
|
1,180 |
|
|
|
EUR |
|
|
|
269 |
|
|
|
|
|
|
|
JPMorgan Chase Bank |
|
08/08/18 |
|
|
USD |
|
|
|
3,958 |
|
|
|
COP |
|
|
|
11,323,529 |
|
|
|
(105) |
|
|
|
JPMorgan Chase Bank |
|
08/08/18 |
|
|
COP |
|
|
|
4,900,824 |
|
|
|
USD |
|
|
|
1,684 |
|
|
|
17 |
|
|
|
JPMorgan Chase Bank |
|
08/20/18 |
|
|
USD |
|
|
|
3,391 |
|
|
|
ILS |
|
|
|
12,124 |
|
|
|
(66) |
|
|
|
JPMorgan Chase Bank |
|
08/23/18 |
|
|
BRL |
|
|
|
6,639 |
|
|
|
USD |
|
|
|
1,749 |
|
|
|
33 |
|
|
|
JPMorgan Chase Bank |
|
08/24/18 |
|
|
USD |
|
|
|
6,144 |
|
|
|
CLP |
|
|
|
3,881,217 |
|
|
|
(180) |
|
|
|
JPMorgan Chase Bank |
|
09/05/18 |
|
|
USD |
|
|
|
2,974 |
|
|
|
RUB |
|
|
|
190,338 |
|
|
|
41 |
|
|
|
JPMorgan Chase Bank |
|
09/05/18 |
|
|
RUB |
|
|
|
178,642 |
|
|
|
USD |
|
|
|
2,766 |
|
|
|
(64) |
|
|
|
JPMorgan Chase Bank |
|
09/19/18 |
|
|
USD |
|
|
|
433 |
|
|
|
PHP |
|
|
|
23,290 |
|
|
|
|
|
|
|
JPMorgan Chase Bank |
|
09/19/18 |
|
|
USD |
|
|
|
2,156 |
|
|
|
MXN |
|
|
|
45,355 |
|
|
|
124 |
|
|
|
JPMorgan Chase Bank |
|
04/03/19 |
|
|
USD |
|
|
|
2,387 |
|
|
|
MXN |
|
|
|
45,502 |
|
|
|
(168) |
|
|
|
JPMorgan Chase Bank |
|
09/19/18 |
|
|
USD |
|
|
|
10,138 |
|
|
|
THB |
|
|
|
323,901 |
|
|
|
(335) |
|
|
|
JPMorgan Chase Bank |
|
12/20/18 |
|
|
EUR |
|
|
|
252 |
|
|
|
CZK |
|
|
|
6,586 |
|
|
|
1 |
|
|
|
JPMorgan Chase Bank |
|
09/27/18 |
|
|
EUR |
|
|
|
6,154 |
|
|
|
CZK |
|
|
|
159,251 |
|
|
|
(52) |
|
|
|
JPMorgan Chase Bank |
|
12/19/18 |
|
|
EUR |
|
|
|
7,585 |
|
|
|
CZK |
|
|
|
200,890 |
|
|
|
130 |
|
|
|
Standard Bank |
|
07/05/18 |
|
|
USD |
|
|
|
715 |
|
|
|
IDR |
|
|
|
10,188,419 |
|
|
|
(4) |
|
|
|
Standard Bank |
|
07/05/18 |
|
|
USD |
|
|
|
5,913 |
|
|
|
EUR |
|
|
|
5,092 |
|
|
|
33 |
|
|
|
|
|
|
14 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver (Thousands) |
|
|
|
|
|
Currency to Receive (Thousands) |
|
|
Unrealized
Appreciation (Depreciation) (Thousands) |
Standard Bank |
|
07/23/18 |
|
|
USD |
|
|
|
12,450 |
|
|
|
EUR |
|
|
|
10,577 |
|
|
$ |
(83) |
|
|
|
Standard Bank |
|
07/05/18 - 07/23/18 |
|
|
EUR |
|
|
|
24,351 |
|
|
|
USD |
|
|
|
29,698 |
|
|
|
1,251 |
|
|
|
Standard Bank |
|
07/05/18 - 07/09/18 |
|
|
IDR |
|
|
|
51,997,049 |
|
|
|
USD |
|
|
|
3,683 |
|
|
|
55 |
|
|
|
Standard Bank |
|
07/09/18 |
|
|
USD |
|
|
|
3,282 |
|
|
|
INR |
|
|
|
215,512 |
|
|
|
(139) |
|
|
|
Standard Bank |
|
07/09/18 |
|
|
ZAR |
|
|
|
40,437 |
|
|
|
USD |
|
|
|
2,944 |
|
|
|
(4) |
|
|
|
Standard Bank |
|
07/09/18 |
|
|
INR |
|
|
|
215,600 |
|
|
|
USD |
|
|
|
3,153 |
|
|
|
9 |
|
|
|
Standard Bank |
|
07/20/18 - 09/20/18 |
|
|
USD |
|
|
|
7,418 |
|
|
|
CLP |
|
|
|
4,632,041 |
|
|
|
(301) |
|
|
|
Standard Bank |
|
07/23/18 - 09/05/18 |
|
|
MYR |
|
|
|
51,196 |
|
|
|
USD |
|
|
|
12,842 |
|
|
|
171 |
|
|
|
Standard Bank |
|
10/02/18 |
|
|
MYR |
|
|
|
12,200 |
|
|
|
USD |
|
|
|
3,014 |
|
|
|
(1) |
|
|
|
Standard Bank |
|
08/07/18 - 09/19/18 |
|
|
USD |
|
|
|
16,943 |
|
|
|
THB |
|
|
|
539,795 |
|
|
|
(618) |
|
|
|
Standard Bank |
|
08/08/18 |
|
|
EUR |
|
|
|
10,433 |
|
|
|
PLN |
|
|
|
45,617 |
|
|
|
(18) |
|
|
|
Standard Bank |
|
09/19/18 |
|
|
USD |
|
|
|
2,888 |
|
|
|
TRY |
|
|
|
10,912 |
|
|
|
(585) |
|
|
|
Standard Bank |
|
09/19/18 |
|
|
USD |
|
|
|
5,186 |
|
|
|
MYR |
|
|
|
20,760 |
|
|
|
(54) |
|
|
|
Standard Bank |
|
09/19/18 |
|
|
PHP |
|
|
|
310,914 |
|
|
|
USD |
|
|
|
5,777 |
|
|
|
(12) |
|
|
|
Standard Bank |
|
09/19/18 |
|
|
TWD |
|
|
|
404,580 |
|
|
|
USD |
|
|
|
13,673 |
|
|
|
321 |
|
|
|
Standard Bank |
|
10/02/18 |
|
|
TWD |
|
|
|
371,326 |
|
|
|
USD |
|
|
|
12,186 |
|
|
|
(76) |
|
|
|
State Street |
|
04/03/19 |
|
|
USD |
|
|
|
3,052 |
|
|
|
MXN |
|
|
|
63,544 |
|
|
|
47 |
|
|
|
State Street |
|
04/03/19 |
|
|
MXN |
|
|
|
29,392 |
|
|
|
USD |
|
|
|
1,409 |
|
|
|
(25) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(6,082) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of open OTC swap agreements held by the Fund at June 30, 2018, 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) |
|
JPMorgan Chase |
|
0.85% |
|
6-Month HUF - BUBOR |
|
Semi-Annual |
|
|
10/10/2019 |
|
|
HUF |
|
|
3,000,000 |
|
|
$ |
(65 |
) |
|
$ |
|
|
|
$ |
(65 |
) |
Goldman Sachs |
|
1-Day BRL - CETIP |
|
8.22% |
|
Annual |
|
|
01/02/2020 |
|
|
BRL |
|
|
4,194 |
|
|
|
23 |
|
|
|
|
|
|
|
23 |
|
JPMorgan Chase |
|
1-Day BRL - CETIP |
|
11.46% |
|
Annual |
|
|
01/02/2020 |
|
|
BRL |
|
|
3,649 |
|
|
|
48 |
|
|
|
|
|
|
|
48 |
|
JPMorgan Chase |
|
1-Day BRL - CETIP |
|
12.13% |
|
Annual |
|
|
01/02/2020 |
|
|
BRL |
|
|
3,480 |
|
|
|
54 |
|
|
|
|
|
|
|
54 |
|
JPMorgan Chase |
|
1-Day BRL - CETIP |
|
12.13% |
|
Annual |
|
|
01/02/2020 |
|
|
BRL |
|
|
5,738 |
|
|
|
89 |
|
|
|
|
|
|
|
89 |
|
Goldman Sachs |
|
0.52% |
|
3-Month HUF - BUBOR |
|
Annual |
|
|
01/18/2020 |
|
|
HUF |
|
|
9,000,000 |
|
|
|
(276 |
) |
|
|
|
|
|
|
(276 |
) |
Goldman Sachs |
|
3-Month Moscow Prime Offered Rate - RUB |
|
6.78% |
|
Annual |
|
|
02/22/2020 |
|
|
RUB |
|
|
1,080,956 |
|
|
|
(172 |
) |
|
|
|
|
|
|
(172 |
) |
Goldman Sachs |
|
0.59% |
|
6-Month CZK - PRIBOR |
|
Semi-Annual |
|
|
03/13/2020 |
|
|
CZK |
|
|
25,000 |
|
|
|
19 |
|
|
|
|
|
|
|
19 |
|
Goldman Sachs |
|
3-Month Moscow Prime Offered Rate - RUB |
|
6.53% |
|
Annual |
|
|
03/27/2020 |
|
|
RUB |
|
|
1,400,000 |
|
|
|
(275 |
) |
|
|
|
|
|
|
(275 |
) |
JPMorgan Chase |
|
0.69% |
|
6-Month HUF - BUBOR |
|
Semi-Annual |
|
|
04/20/2020 |
|
|
HUF |
|
|
1,750,000 |
|
|
|
35 |
|
|
|
|
|
|
|
35 |
|
JPMorgan Chase |
|
1.67% |
|
6-Month THB - BKIBOR |
|
Semi-Annual |
|
|
06/04/2020 |
|
|
THB |
|
|
254,000 |
|
|
|
14 |
|
|
|
|
|
|
|
14 |
|
Goldman Sachs |
|
1.65% |
|
6-Month THB - BKIBOR |
|
Semi-Annual |
|
|
06/07/2020 |
|
|
THB |
|
|
254,000 |
|
|
|
18 |
|
|
|
|
|
|
|
18 |
|
Goldman Sachs |
|
1-Day BRL - CETIP |
|
12.73% |
|
Annual |
|
|
01/04/2021 |
|
|
BRL |
|
|
10,608 |
|
|
|
316 |
|
|
|
|
|
|
|
317 |
|
Goldman Sachs |
|
1-Day BRL - CETIP |
|
10.89% |
|
Annual |
|
|
01/04/2021 |
|
|
BRL |
|
|
170 |
|
|
|
1 |
|
|
|
|
|
|
|
1 |
|
Goldman Sachs |
|
1-Day BRL - CETIP |
|
10.04% |
|
Annual |
|
|
01/04/2021 |
|
|
BRL |
|
|
3,557 |
|
|
|
17 |
|
|
|
|
|
|
|
17 |
|
Goldman Sachs |
|
1-Day BRL - CETIP |
|
9.09% |
|
Annual |
|
|
01/04/2021 |
|
|
BRL |
|
|
3,401 |
|
|
|
(5 |
) |
|
|
|
|
|
|
(5 |
) |
JPMorgan Chase |
|
1-Day BRL - CETIP |
|
9.11% |
|
Annual |
|
|
01/04/2021 |
|
|
BRL |
|
|
3,303 |
|
|
|
(14 |
) |
|
|
|
|
|
|
(13 |
) |
JPMorgan Chase |
|
1-Day BRL - CETIP |
|
9.61% |
|
Annual |
|
|
01/04/2021 |
|
|
BRL |
|
|
4,626 |
|
|
|
9 |
|
|
|
|
|
|
|
9 |
|
JPMorgan Chase |
|
1-Day BRL - CETIP |
|
9.28% |
|
Annual |
|
|
01/04/2021 |
|
|
BRL |
|
|
5,815 |
|
|
|
(2 |
) |
|
|
|
|
|
|
(2 |
) |
JPMorgan Chase |
|
1-Day BRL - CETIP |
|
8.87% |
|
Annual |
|
|
01/04/2021 |
|
|
BRL |
|
|
8,089 |
|
|
|
(23 |
) |
|
|
|
|
|
|
(23 |
) |
JPMorgan Chase |
|
1-Day BRL - CETIP |
|
9.18% |
|
Annual |
|
|
01/04/2021 |
|
|
BRL |
|
|
3,419 |
|
|
|
(3 |
) |
|
|
|
|
|
|
(3 |
) |
JPMorgan Chase |
|
1-Day BRL - CETIP |
|
8.66% |
|
Annual |
|
|
01/04/2021 |
|
|
BRL |
|
|
3,575 |
|
|
|
(5 |
) |
|
|
|
|
|
|
(5 |
) |
Goldman Sachs |
|
28-Day MXN - TIIE |
|
5.37% |
|
Monthly |
|
|
03/17/2021 |
|
|
MXN |
|
|
46,500 |
|
|
|
(156 |
) |
|
|
|
|
|
|
(156 |
) |
JPMorgan Chase |
|
1.38% |
|
6-Month HUF - BUBOR |
|
Semi-Annual |
|
|
06/17/2021 |
|
|
HUF |
|
|
654,998 |
|
|
|
6 |
|
|
|
|
|
|
|
6 |
|
JPMorgan Chase |
|
6-Month PZL - WIBOR |
|
2.42% |
|
Annual |
|
|
12/12/2021 |
|
|
PLN |
|
|
3,300 |
|
|
|
18 |
|
|
|
|
|
|
|
18 |
|
Citibank |
|
6-Month PZL - WIBOR |
|
2.43% |
|
Annual |
|
|
12/14/2021 |
|
|
PLN |
|
|
11,000 |
|
|
|
62 |
|
|
|
|
|
|
|
62 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
|
15 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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 |
|
6-Month HUF - BUBOR |
|
1.27% |
|
Semi-Annual |
|
|
01/10/2022 |
|
|
HUF |
|
|
1,537,322 |
|
|
$ |
52 |
|
|
$ |
|
|
|
$ |
52 |
|
Goldman Sachs |
|
0.87% |
|
6-Month CZK - PRIBOR |
|
Semi-Annual |
|
|
03/09/2022 |
|
|
CZK |
|
|
25,000 |
|
|
|
38 |
|
|
|
|
|
|
|
38 |
|
JPMorgan Chase |
|
1-Day CLP - Sinacofi Chile Interbank Rate Avg |
|
3.43% |
|
Semi-Annual |
|
|
05/10/2022 |
|
|
CLP |
|
|
420,527 |
|
|
|
(2 |
) |
|
|
|
|
|
|
(2) |
|
JPMorgan Chase |
|
0.96% |
|
6-Month CZK - PRIBOR |
|
Semi-Annual |
|
|
05/17/2022 |
|
|
CZK |
|
|
28,773 |
|
|
|
41 |
|
|
|
|
|
|
|
41 |
|
JPMorgan Chase |
|
1-Day CLP - Sinacofi Chile Interbank Rate Avg |
|
3.41% |
|
Semi-Annual |
|
|
07/11/2022 |
|
|
CLP |
|
|
900,000 |
|
|
|
(8 |
) |
|
|
|
|
|
|
(8) |
|
Goldman Sachs |
|
1-Day COP - Columbia IBR Overnight Interbank |
|
5.44% |
|
Quarterly |
|
|
09/07/2022 |
|
|
COP |
|
|
2,205,023 |
|
|
|
(19 |
) |
|
|
|
|
|
|
(19) |
|
Citibank |
|
1.17% |
|
6-Month CZK - PRIBOR |
|
Semi-Annual |
|
|
09/08/2022 |
|
|
CZK |
|
|
43,406 |
|
|
|
40 |
|
|
|
|
|
|
|
40 |
|
Goldman Sachs |
|
28-Day MXN - TIIE |
|
5.90% |
|
Monthly |
|
|
09/12/2022 |
|
|
MXN |
|
|
75,956 |
|
|
|
(281 |
) |
|
|
|
|
|
|
(281) |
|
JPMorgan Chase |
|
1-Day COP - Columbia IBR Overnight Interbank |
|
5.30% |
|
Quarterly |
|
|
09/19/2022 |
|
|
COP |
|
|
9,500,000 |
|
|
|
(104 |
) |
|
|
|
|
|
|
(104) |
|
Goldman Sachs |
|
6-Month HUF - BUBOR |
|
0.84% |
|
Annual |
|
|
09/21/2022 |
|
|
HUF |
|
|
1,390,000 |
|
|
|
(180 |
) |
|
|
|
|
|
|
(180) |
|
JPMorgan Chase |
|
1-Day COP - Columbia IBR Overnight Interbank |
|
5.38% |
|
Quarterly |
|
|
09/25/2022 |
|
|
COP |
|
|
5,391,885 |
|
|
|
(7 |
) |
|
|
|
|
|
|
(7) |
|
JPMorgan Chase |
|
1-Day CLP - Sinacofi Chile Interbank Rate Avg |
|
3.43% |
|
Semi-Annual |
|
|
10/25/2022 |
|
|
CLP |
|
|
1,562,364 |
|
|
|
(16 |
) |
|
|
|
|
|
|
(16) |
|
Goldman Sachs |
|
1-Day BRL - CETIP |
|
11.99% |
|
Annual |
|
|
01/02/2023 |
|
|
BRL |
|
|
3,000 |
|
|
|
51 |
|
|
|
|
|
|
|
51 |
|
JPMorgan Chase |
|
1-Day BRL - CETIP |
|
10.04% |
|
Annual |
|
|
01/03/2023 |
|
|
BRL |
|
|
5,012 |
|
|
|
4 |
|
|
|
|
|
|
|
4 |
|
Goldman Sachs |
|
7-Day CNY - CNRR009 |
|
3.63% |
|
Quarterly |
|
|
05/03/2023 |
|
|
CNY |
|
|
22,500 |
|
|
|
58 |
|
|
|
|
|
|
|
58 |
|
JPMorgan Chase |
|
7-Day CNY - CNRR007 |
|
3.64% |
|
Quarterly |
|
|
05/03/2023 |
|
|
CNY |
|
|
22,500 |
|
|
|
59 |
|
|
|
|
|
|
|
59 |
|
JPMorgan Chase |
|
6-Month THB - BKIBOR |
|
2.08% |
|
Semi-Annual |
|
|
06/04/2023 |
|
|
THB |
|
|
105,500 |
|
|
|
(31 |
) |
|
|
|
|
|
|
(31) |
|
Goldman Sachs |
|
6-Month THB - BKIBOR |
|
2.058% |
|
Semi-Annual |
|
|
06/07/2023 |
|
|
THB |
|
|
105,500 |
|
|
|
(35 |
) |
|
|
|
|
|
|
(35) |
|
Goldman Sachs |
|
28-Day MXN - TIIE |
|
6.36% |
|
Monthly |
|
|
05/21/2025 |
|
|
MXN |
|
|
23,145 |
|
|
|
(101 |
) |
|
|
|
|
|
|
(101) |
|
Goldman Sachs |
|
28-Day MXN - TIIE |
|
6.21% |
|
Monthly |
|
|
12/08/2025 |
|
|
MXN |
|
|
16,624 |
|
|
|
(86 |
) |
|
|
|
|
|
|
(86) |
|
Goldman Sachs |
|
28-Day MXN - TIIE |
|
6.17% |
|
Monthly |
|
|
03/05/2026 |
|
|
MXN |
|
|
47,200 |
|
|
|
(257 |
) |
|
|
|
|
|
|
(257) |
|
JPMorgan Chase |
|
28-Day MXN - TIIE |
|
6.13% |
|
Monthly |
|
|
06/18/2026 |
|
|
MXN |
|
|
40,000 |
|
|
|
(230 |
) |
|
|
|
|
|
|
(230) |
|
Goldman Sachs |
|
28-Day MXN - TIIE |
|
6.38% |
|
Monthly |
|
|
09/16/2026 |
|
|
MXN |
|
|
26,000 |
|
|
|
(133 |
) |
|
|
|
|
|
|
(133) |
|
Goldman Sachs |
|
1-Day-CLP - Sinacofi Chile Interbank Rate Avg |
|
3.45% |
|
Semi-Annual |
|
|
06/02/2027 |
|
|
CLP |
|
|
937,139 |
|
|
|
(6 |
) |
|
|
|
|
|
|
(6) |
|
Goldman Sachs |
|
8.02% |
|
3-Month ZAR - JIBAR |
|
Quarterly |
|
|
05/18/2028 |
|
|
ZAR |
|
|
51,000 |
|
|
|
61 |
|
|
|
|
|
|
|
61 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(1,357 |
) |
|
$ |
|
|
|
$ |
(1,357) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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) |
|
JPMorgan Chase |
|
15.53% |
|
|
3-Month USD - LIBOR |
|
|
|
Quarterly |
|
|
|
09/10/2023 |
|
|
|
USD |
|
|
|
4,013 |
|
|
$ |
120 |
|
|
$ |
|
|
|
$ |
120 |
|
JPMorgan Chase |
|
3-Month USD - LIBOR |
|
|
18.35% |
|
|
|
Quarterly |
|
|
|
09/10/2019 |
|
|
|
USD |
|
|
|
63,000 |
|
|
|
(95 |
) |
|
|
|
|
|
|
(95) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
25 |
|
|
$ |
|
|
|
$ |
25 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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 (Depreciation) (Thousands) |
|
JPMorgan Chase |
|
Argentina |
|
Sell |
|
5.00% |
|
|
Quarterly |
|
|
06/20/2023 |
|
$(1,895) |
|
|
$32 |
|
|
|
$155 |
|
|
|
$(123) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of open centrally cleared swap agreements held by the Fund at June 30, 2018, 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 |
|
7.51% |
|
Monthly |
|
04/20/2027 |
|
MXN |
|
|
8,110 |
|
|
$ |
(13 |
) |
|
$ |
|
|
|
$ |
(13) |
|
2.76% |
|
6-Month PLN - WIBOR |
|
Semi-Annual |
|
07/03/2027 |
|
PLN |
|
|
1,700 |
|
|
|
3 |
|
|
|
|
|
|
|
3 |
|
|
|
|
16 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
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) |
|
3.01% |
|
6-Month PLN - WIBOR |
|
|
Semi-Annual |
|
|
|
10/26/2027 |
|
|
|
PLN |
|
|
|
15,000 |
|
|
$ |
(44 |
) |
|
$ |
|
|
|
$ |
(44) |
|
28-Day MXN - TIIE |
|
7.90% |
|
|
Monthly |
|
|
|
01/22/2027 |
|
|
|
MXN |
|
|
|
41,115 |
|
|
|
(9 |
) |
|
|
|
|
|
|
(9) |
|
1-Day BRL - CETIP |
|
11.45% |
|
|
Annual |
|
|
|
01/02/2025 |
|
|
|
BRL |
|
|
|
4,453 |
|
|
|
6 |
|
|
|
|
|
|
|
6 |
|
28-Day MXN - TIIE |
|
7.82% |
|
|
Monthly |
|
|
|
02/20/2025 |
|
|
|
MXN |
|
|
|
25,000 |
|
|
|
(6 |
) |
|
|
|
|
|
|
(6) |
|
28-Day MXN - TIIE |
|
7.72% |
|
|
Monthly |
|
|
|
12/03/2026 |
|
|
|
MXN |
|
|
|
8,000 |
|
|
|
(7 |
) |
|
|
|
|
|
|
(7) |
|
2.44% |
|
6-Month HUF - BUBOR |
|
|
Semi-Annual |
|
|
|
06/08/2028 |
|
|
|
HUF |
|
|
|
220,205 |
|
|
|
35 |
|
|
|
|
|
|
|
35 |
|
2.68% |
|
6-Month HUF - BUBOR |
|
|
Semi-Annual |
|
|
|
06/12/2028 |
|
|
|
HUF |
|
|
|
496,885 |
|
|
|
42 |
|
|
|
|
|
|
|
42 |
|
2.70% |
|
6-Month HUF - BUBOR |
|
|
Semi-Annual |
|
|
|
06/13/2028 |
|
|
|
HUF |
|
|
|
453,115 |
|
|
|
36 |
|
|
|
|
|
|
|
36 |
|
2.38% |
|
6-Month HUF - BUBOR |
|
|
Semi-Annual |
|
|
|
06/07/2028 |
|
|
|
HUF |
|
|
|
279,795 |
|
|
|
50 |
|
|
|
|
|
|
|
50 |
|
1.70% |
|
6-Month HUF - BUBOR |
|
|
Semi-Annual |
|
|
|
01/22/2028 |
|
|
|
HUF |
|
|
|
455,025 |
|
|
|
167 |
|
|
|
|
|
|
|
167 |
|
1.94% |
|
6-Month CZK - PRIBOR |
|
|
Semi-Annual |
|
|
|
02/26/2028 |
|
|
|
CZK |
|
|
|
14,000 |
|
|
|
5 |
|
|
|
|
|
|
|
5 |
|
3.06% |
|
6-Month PLN - WIBOR |
|
|
Semi-Annual |
|
|
|
05/21/2028 |
|
|
|
PLN |
|
|
|
6,500 |
|
|
|
(31 |
) |
|
|
|
|
|
|
(31) |
|
1-Day BRL - CETIP |
|
12.34% |
|
|
Annual |
|
|
|
01/02/2025 |
|
|
|
BRL |
|
|
|
5,215 |
|
|
|
45 |
|
|
|
|
|
|
|
45 |
|
6-Month PZL - WIBOR |
|
2.51% |
|
|
Annual |
|
|
|
01/10/2022 |
|
|
|
PLN |
|
|
|
22,509 |
|
|
|
61 |
|
|
|
|
|
|
|
61 |
|
28-Day MXN - TIIE |
|
7.58% |
|
|
Monthly |
|
|
|
01/28/2022 |
|
|
|
MXN |
|
|
|
67,966 |
|
|
|
(38 |
) |
|
|
|
|
|
|
(38) |
|
28-Day MXN - TIIE |
|
6.75% |
|
|
Monthly |
|
|
|
06/23/2022 |
|
|
|
MXN |
|
|
|
26,758 |
|
|
|
(55 |
) |
|
|
|
|
|
|
(55) |
|
1-Day BRL - BROIS (CETIP) |
|
9.46% |
|
|
Annual |
|
|
|
01/03/2022 |
|
|
|
BRL |
|
|
|
13,267 |
|
|
|
(50 |
) |
|
|
|
|
|
|
(50) |
|
0.53% |
|
3-Month HUF - BUBOR |
|
|
Annual |
|
|
|
02/05/2020 |
|
|
|
HUF |
|
|
|
1,000,000 |
|
|
|
(30 |
) |
|
|
|
|
|
|
(30) |
|
3-Month PLN - WIBOR |
|
2.02% |
|
|
Annual |
|
|
|
03/12/2020 |
|
|
|
PLN |
|
|
|
120,000 |
|
|
|
34 |
|
|
|
|
|
|
|
34 |
|
1-Day BRL - CETIP |
|
8.98% |
|
|
Annual |
|
|
|
01/04/2021 |
|
|
|
BRL |
|
|
|
13,259 |
|
|
|
(27 |
) |
|
|
|
|
|
|
(27) |
|
1.73% |
|
6-Month CZK - PRIBOR |
|
|
Semi-Annual |
|
|
|
03/26/2023 |
|
|
|
CZK |
|
|
|
19,260 |
|
|
|
6 |
|
|
|
|
|
|
|
6 |
|
28-Day MXN - TIIE |
|
7.61% |
|
|
Monthly |
|
|
|
03/07/2024 |
|
|
|
MXN |
|
|
|
53,000 |
|
|
|
(35 |
) |
|
|
|
|
|
|
(35) |
|
28-Day MXN - TIIE |
|
7.35% |
|
|
Monthly |
|
|
|
10/25/2024 |
|
|
|
MXN |
|
|
|
22,000 |
|
|
|
(31 |
) |
|
|
|
|
|
|
(31) |
|
1.94% |
|
6-Month CZK - PRIBOR |
|
|
Semi-Annual |
|
|
|
03/13/2023 |
|
|
|
CZK |
|
|
|
150,000 |
|
|
|
70 |
|
|
|
|
|
|
|
70 |
|
28-Day MXN - TIIE |
|
6.71% |
|
|
Monthly |
|
|
|
07/07/2022 |
|
|
|
MXN |
|
|
|
130,137 |
|
|
|
(276 |
) |
|
|
|
|
|
|
(276) |
|
1-Day BRL - CETIP |
|
10.90% |
|
|
Annual |
|
|
|
01/02/2023 |
|
|
|
BRL |
|
|
|
10,996 |
|
|
|
22 |
|
|
|
|
|
|
|
22 |
|
1-Day BRL - CETIP |
|
9.26% |
|
|
Annual |
|
|
|
01/02/2023 |
|
|
|
BRL |
|
|
|
2,368 |
|
|
|
(23 |
) |
|
|
|
|
|
|
(24) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(93 |
) |
|
$ |
|
|
|
$ |
(94) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages |
are based on Net Assets of $1,549,807 ($ Thousands). |
* |
Non-income producing security. |
** |
Rate shown is the 7-day effective yield as of June 30, 2018. |
|
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 June 30, 2018, the value of these securities amounted to $213,644 ($ Thousands), representing 13.79% 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) |
Certain securities or partial positions of certain securities are on loan at June 30, 2018. The total market value of
securities on loan at June 30, 2018 was $5,929 ($ Thousands). |
(D) |
Level 3 security in accordance with fair value hierarchy. |
(E) |
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. |
(F) |
Security is in default on interest payment. |
(G) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities
as of June 30, 2018 was $5,559 ($ Thousands). |
ARS Argentine Peso
BRL Brazilian Real
CLP Chilean Peso
COP Colombian Peso
CZK Czech Koruna
EGP Egyptian Pound
EUR Euro
GBP British Pound Sterling
GHS Ghanaian Cedi
HUF Hungarian Forint
ICE
Intercontinental Exchange
IDR Indonesian Rupiah
ILS Israeli New
Sheckels
INR Indian Rupee
JSC Joint-Stock Company
KRW Korean Won
LIBOR London Interbank Offered Rate
LKR Sri Lankan Rupee
L.P. Limited Partnership
MTN Medium Term Note
MXN Mexican Peso
MYR Malaysian Ringgit
NGN Nigerian Naira
PEN Peruvian Nuevo Sol
PHP Philippine Peso
PLN Polish Zloty
RON Romanian Leu
RUB Russian Ruble
Ser Series
SGD Singapore Dollar
THB Thai Bhat
TRY Turkish Lira
TWD Taiwan Dollar
USD United States Dollar
UYU Uruguayan Peso
VAR Variable Rate
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2018 |
|
17 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2018
Emerging Markets Debt Fund (Continued)
ZAR South African Rand
The
following is a list of the level of inputs used as of June 30, 2018, 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 |
|
$ |
|
|
|
$ |
1,427,153 |
|
|
$ |
572 |
|
|
$ |
1,427,725 |
|
Affiliated Partnership |
|
|
|
|
|
|
5,559 |
|
|
|
|
|
|
|
5,559 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities |
|
$ |
|
|
|
$ |
1,432,712 |
|
|
$ |
572 |
|
|
$ |
1,433,284 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other Financial
Instruments |
|
Level 1 |
|
|
Level 2 |
|
|
Level 3 |
|
|
Total |
|
Futures Contracts * |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
$ |
243 |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
243 |
|
Unrealized Depreciation |
|
|
(706 |
) |
|
|
|
|
|
|
|
|
|
|
(706) |
|
Forwards Contracts * |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
|
|
|
|
11,759 |
|
|
|
|
|
|
|
11,759 |
|
Unrealized Depreciation |
|
|
|
|
|
|
(17,841 |
) |
|
|
|
|
|
|
(17,841) |
|
OTC Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest Rate Swaps * |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
|
|
|
|
1,134 |
|
|
|
|
|
|
|
1,134 |
|
Unrealized Depreciation |
|
|
|
|
|
|
(2,491 |
) |
|
|
|
|
|
|
(2,491) |
|
Credit Default Swaps * |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Depreciation |
|
|
|
|
|
|
(123 |
) |
|
|
|
|
|
|
(123) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other Financial Instruments |
|
Level 1 |
|
|
Level 2 |
|
|
Level 3 |
|
|
Total |
|
Cross Currency Swaps * |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
$ |
|
|
|
$ |
120 |
|
|
$ |
|
|
|
$ |
120 |
|
Unrealized Depreciation |
|
|
|
|
|
|
(95) |
|
|
|
|
|
|
|
(95) |
|
Centrally Cleared Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest Rate Swaps * |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
|
|
|
|
582 |
|
|
|
|
|
|
|
582 |
|
Unrealized Depreciation |
|
|
|
|
|
|
(676) |
|
|
|
|
|
|
|
(676) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Other Financial Instruments |
|
$ |
(463) |
|
|
$ |
(7,631) |
|
|
$ |
|
|
|
$ |
(8,094) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
^ 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. Management has concluded that Level 3 investments are not material in relation to net assets.
*Futures contracts, forwards contracts and swaps are valued at the unrealized appreciation (depreciation) on the instrument.
For the period ended June 30, 2018, there were no transfers between Level 1 and Level 2 assets and liabilities.
For the period ended June 30, 2018, there were no transfers between Level 2 and Level 3 assets and liabilities.
Amounts designated as are $0 or have been rounded to $0.
For
information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial statements.
The following is a summary of the transactions with
affiliates for the period ended June 30, 2018 ($ Thousands):
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security Description |
|
Value 9/30/2017 |
|
|
Purchases at Cost |
|
|
Proceeds from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value 6/30/2018 |
|
|
Dividend Income |
|
SEI Liquidity Fund, L.P. |
|
|
$14,597 |
|
|
|
$43,368 |
|
|
|
$(52,405) |
|
|
|
$1 |
|
|
|
$(2) |
|
|
|
$5,559 |
|
|
|
$94 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
As of June 30, 2018, the Emerging Markets Debt Fund is the seller (providing protection) on a total notional amount of
$1.9 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 |
|
|
$- |
|
|
|
$32,456 |
|
|
|
$- |
|
|
|
$- |
|
|
|
$32,456 |
|
Maximum potential amount of future payments |
|
|
- |
|
|
|
1,894,629 |
|
|
|
- |
|
|
|
- |
|
|
|
1,894,629 |
|
Recourse provisions with third parties to recover any amounts paid under the credit derivative (including any
purchased credit protection)[1] |
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
Collateral held by the Fund can obtain upon occurrence of triggering event |
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
[1] Potential recoveries would include purchased credit derivatives to the extent they offset written credit derivatives which have an
identical underlying, or a netting arrangement or credit support annex with the counterparty. There may be other potential recoveries from recourse provisions where agreements cover multiple derivative arrangements but those amounts have not been
included.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
MAXIMUM POTENTIAL AMOUNT
OF FUTURE PAYMENTS BY CONTRACT TERM |
|
|
|
0-6 MONTHS |
|
|
6-12 MONTHS |
|
|
1-5 YEARS |
|
|
5-10 YEARS |
|
|
> 10 YEARS |
|
|
Total |
|
Current credit spread* on underlying (in basis points)[1] |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0-400 |
|
|
$- |
|
|
|
$- |
|
|
|
$- |
|
|
|
$- |
|
|
|
$- |
|
|
|
$- |
|
> than 400 |
|
|
- |
|
|
|
- |
|
|
|
1,894,629 |
|
|
|
- |
|
|
|
- |
|
|
|
1,894,629 |
|
Total |
|
|
$- |
|
|
|
$- |
|
|
|
$1,894,629 |
|
|
|
$- |
|
|
|
$- |
|
|
|
$1,894,629 |
|
[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 / June 30, 2018 |
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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|
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/s/ Robert A. Nesher |
|
|
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|
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Robert A. Nesher, President & CEO |
Date: August 29, 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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|
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Robert A. Nesher, President & CEO |
Date: August 29, 2018
|
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By |
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/s/ James J. Hoffmayer |
|
|
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|
James J. Hoffmayer, Controller & CFO |
Date: August 29, 2018