Institutional International Trust (SIT)
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY
SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANY
Investment Company Act File Number 811-05601
SEI Institutional International Trust
(Exact name of registrant as specified in charter)
SEI Investments
One Freedom Valley Drive
Oaks, PA 19456
(Address of principal executive offices) (Zip code)
c/o Timothy D. Barto, Esq.
SEI Investments Company
One Freedom Valley Drive
Oaks, PA 19456
(Name and address of agent for service)
Registrants
telephone number, including area code: 610-676-1000
Date of fiscal year end: September 30, 2019
Date of reporting period:
December 31, 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)
December 31, 2018
International Equity Fund
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK 93.6% |
|
Argentina 0.0% |
|
Ternium SA ADR |
|
|
25,885 |
|
|
$ |
702 |
|
|
|
|
|
|
|
|
|
|
|
Australia 2.1% |
|
Alumina Ltd |
|
|
397,740 |
|
|
|
644 |
|
Aristocrat Leisure Ltd |
|
|
698,871 |
|
|
|
10,746 |
|
ASX Ltd |
|
|
31,001 |
|
|
|
1,308 |
|
BHP Billiton Ltd |
|
|
8,499 |
|
|
|
205 |
|
BlueScope Steel Ltd |
|
|
492,256 |
|
|
|
3,798 |
|
Coca-Cola Amatil |
|
|
96,571 |
|
|
|
557 |
|
Cochlear Ltd |
|
|
67,912 |
|
|
|
8,298 |
|
Computershare Ltd |
|
|
74,891 |
|
|
|
906 |
|
CSL Ltd |
|
|
130,187 |
|
|
|
16,970 |
|
Downer EDI Ltd |
|
|
147,742 |
|
|
|
703 |
|
Evolution Mining |
|
|
73,185 |
|
|
|
190 |
|
Goodman Group
|
|
|
114,723 |
|
|
|
859 |
|
Insurance Australia Group Ltd |
|
|
1,240,259 |
|
|
|
6,112 |
|
LendLease Group |
|
|
117,612 |
|
|
|
963 |
|
Macquarie Group Ltd |
|
|
14,933 |
|
|
|
1,142 |
|
Orora Ltd |
|
|
275,440 |
|
|
|
595 |
|
OZ Minerals Ltd |
|
|
289,519 |
|
|
|
1,794 |
|
Qantas Airways Ltd |
|
|
2,343,806 |
|
|
|
9,554 |
|
Rio Tinto Ltd |
|
|
21,922 |
|
|
|
1,211 |
|
Santos Ltd |
|
|
165,327 |
|
|
|
638 |
|
SEEK Ltd |
|
|
39,185 |
|
|
|
467 |
|
South32 Ltd |
|
|
3,483,041 |
|
|
|
8,215 |
|
Treasury Wine Estates Ltd |
|
|
116,514 |
|
|
|
1,214 |
|
Woodside Petroleum |
|
|
7,453 |
|
|
|
164 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
77,253 |
|
|
|
|
|
|
|
|
|
|
|
Austria 0.5% |
|
BAWAG Group AG (A) |
|
|
220,961 |
|
|
|
9,053 |
|
CA Immobilien Anlagen AG |
|
|
15,115 |
|
|
|
477 |
|
Erste Group Bank AG * |
|
|
56,659 |
|
|
|
1,882 |
|
OMV AG |
|
|
153,671 |
|
|
|
6,719 |
|
Raiffeisen Bank International AG |
|
|
27,269 |
|
|
|
692 |
|
Verbund - Oesterreichische Elektrizitaetswirtschafts, Cl A |
|
|
13,474 |
|
|
|
574 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19,397 |
|
|
|
|
|
|
|
|
|
|
|
Belgium 1.2% |
|
Ageas |
|
|
385,812 |
|
|
|
17,333 |
|
AGFA-Gevaert NV * |
|
|
181,477 |
|
|
|
691 |
|
Colruyt SA |
|
|
16,384 |
|
|
|
1,166 |
|
Groupe Bruxelles Lambert SA |
|
|
115,033 |
|
|
|
10,004 |
|
KBC Group NV |
|
|
122,592 |
|
|
|
7,943 |
|
Proximus SADP |
|
|
13,129 |
|
|
|
354 |
|
UCB SA |
|
|
83,298 |
|
|
|
6,789 |
|
Umicore SA |
|
|
18,284 |
|
|
|
729 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
45,009 |
|
|
|
|
|
|
|
|
|
|
|
Brazil 0.2% |
|
Banco do Brasil SA * |
|
|
66,800 |
|
|
|
801 |
|
Cia Siderurgica Nacional |
|
|
116,800 |
|
|
|
266 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Cosan SA |
|
|
34,500 |
|
|
$ |
298 |
|
IRB Brasil Resseguros S/A |
|
|
210,500 |
|
|
|
4,533 |
|
Porto Seguro SA |
|
|
16,672 |
|
|
|
224 |
|
Raia Drogasil SA * |
|
|
51,438 |
|
|
|
759 |
|
TOTVS SA |
|
|
81,500 |
|
|
|
571 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,452 |
|
|
|
|
|
|
|
|
|
|
|
Canada 3.5% |
|
Alimentation Couche-Tard Inc, Cl B |
|
|
141,261 |
|
|
|
7,024 |
|
Autohome Inc ADR *(B) |
|
|
7,937 |
|
|
|
621 |
|
Bank of Montreal |
|
|
77,500 |
|
|
|
5,061 |
|
Canadian Imperial Bank of Commerce (B) |
|
|
186,010 |
|
|
|
13,848 |
|
Canadian Natural Resources Ltd |
|
|
519,856 |
|
|
|
12,544 |
|
Canadian Pacific Railway Ltd |
|
|
97,159 |
|
|
|
17,251 |
|
Cogeco Communications Inc |
|
|
4,070 |
|
|
|
196 |
|
Dollarama Inc |
|
|
176,667 |
|
|
|
4,200 |
|
Encana Corp |
|
|
1,853,644 |
|
|
|
10,695 |
|
Gildan Activewear Inc |
|
|
423,753 |
|
|
|
12,857 |
|
Manulife Financial Corp |
|
|
1,384,218 |
|
|
|
19,631 |
|
Royal Bank of Canada |
|
|
149,493 |
|
|
|
10,227 |
|
Suncor Energy Inc |
|
|
230,130 |
|
|
|
6,425 |
|
Toronto-Dominion Bank/The |
|
|
163,386 |
|
|
|
8,118 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
128,698 |
|
|
|
|
|
|
|
|
|
|
|
China 1.5% |
|
Alibaba Group Holding Ltd ADR * |
|
|
72,580 |
|
|
|
9,949 |
|
Angang Steel Co Ltd, Cl H (B) |
|
|
550,000 |
|
|
|
379 |
|
Baidu Inc ADR * |
|
|
131,602 |
|
|
|
20,872 |
|
China BlueChemical |
|
|
370,000 |
|
|
|
116 |
|
China Construction Bank Corp, Cl H |
|
|
697,000 |
|
|
|
575 |
|
China Petroleum & Chemical Corp, Cl H |
|
|
910,000 |
|
|
|
650 |
|
Industrial & Commercial Bank of China Ltd, Cl H |
|
|
6,069,000 |
|
|
|
4,333 |
|
PetroChina Co Ltd, Cl H |
|
|
2,362,000 |
|
|
|
1,472 |
|
Sinotruk Hong Kong Ltd (B) |
|
|
165,500 |
|
|
|
250 |
|
STMicroelectronics NV |
|
|
314,593 |
|
|
|
4,490 |
|
Tencent Holdings Ltd |
|
|
320,700 |
|
|
|
12,862 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
55,948 |
|
|
|
|
|
|
|
|
|
|
|
Denmark 2.0% |
|
Chr Hansen Holding A/S |
|
|
131,157 |
|
|
|
11,585 |
|
Coloplast A/S, Cl B |
|
|
13,253 |
|
|
|
1,228 |
|
GN Store Nord A/S |
|
|
61,118 |
|
|
|
2,278 |
|
H Lundbeck A/S |
|
|
177,657 |
|
|
|
7,767 |
|
ISS A/S |
|
|
549,289 |
|
|
|
15,319 |
|
Novo Nordisk A/S, Cl B |
|
|
356,875 |
|
|
|
16,286 |
|
Orsted A/S (A) |
|
|
36,597 |
|
|
|
2,443 |
|
Rockwool International A/S, Cl B |
|
|
3,868 |
|
|
|
1,007 |
|
Scandinavian Tobacco Group A/S (A) |
|
|
1,043,814 |
|
|
|
12,544 |
|
Tryg A/S |
|
|
23,381 |
|
|
|
587 |
|
William Demant Holding A/S * |
|
|
38,556 |
|
|
|
1,092 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
72,136 |
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional International Trust /
Quarterly Report / December 31, 2018 |
|
1 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Finland 0.9% |
|
Elisa OYJ, Cl A |
|
|
27,749 |
|
|
$ |
1,145 |
|
Fortum OYJ |
|
|
80,898 |
|
|
|
1,766 |
|
Kesko, Cl B |
|
|
5,808 |
|
|
|
313 |
|
Neste Oyj |
|
|
171,850 |
|
|
|
13,233 |
|
Orion Oyj, Cl B |
|
|
92,659 |
|
|
|
3,207 |
|
Stora Enso OYJ, Cl R |
|
|
518,730 |
|
|
|
5,980 |
|
UPM-Kymmene OYJ |
|
|
232,912 |
|
|
|
5,898 |
|
Valmet OYJ |
|
|
75,756 |
|
|
|
1,554 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
33,096 |
|
|
|
|
|
|
|
|
|
|
|
France 6.5% |
|
Aeroports de Paris |
|
|
6,078 |
|
|
|
1,150 |
|
Air Liquide SA |
|
|
36,860 |
|
|
|
4,570 |
|
Airbus SE |
|
|
35,136 |
|
|
|
3,372 |
|
Alstom SA * |
|
|
12,938 |
|
|
|
522 |
|
Arkema SA |
|
|
39,547 |
|
|
|
3,389 |
|
Atos SE |
|
|
38,415 |
|
|
|
3,139 |
|
BNP Paribas SA |
|
|
351,074 |
|
|
|
15,842 |
|
Boiron SA |
|
|
1,900 |
|
|
|
106 |
|
Carrefour SA |
|
|
1,135,989 |
|
|
|
19,362 |
|
CNP Assurances |
|
|
51,005 |
|
|
|
1,080 |
|
Covivio
|
|
|
7,765 |
|
|
|
747 |
|
Dassault Aviation SA |
|
|
458 |
|
|
|
633 |
|
Dassault Systemes SE |
|
|
9,575 |
|
|
|
1,135 |
|
Edenred |
|
|
38,354 |
|
|
|
1,408 |
|
Eiffage SA |
|
|
15,499 |
|
|
|
1,293 |
|
Electricite de France SA |
|
|
114,446 |
|
|
|
1,805 |
|
Engie SA |
|
|
425,728 |
|
|
|
6,096 |
|
EssilorLuxottica |
|
|
110,728 |
|
|
|
13,981 |
|
Gaztransport Et Technigaz |
|
|
3,255 |
|
|
|
250 |
|
Gecina SA
|
|
|
6,489 |
|
|
|
838 |
|
Hermes International |
|
|
6,416 |
|
|
|
3,556 |
|
Ipsen SA |
|
|
58,985 |
|
|
|
7,609 |
|
IPSOS |
|
|
18,645 |
|
|
|
438 |
|
Kering SA |
|
|
22,004 |
|
|
|
10,353 |
|
Korian |
|
|
12,028 |
|
|
|
427 |
|
Les Nouveaux Constructeurs SA |
|
|
174 |
|
|
|
7 |
|
LOreal SA |
|
|
38,193 |
|
|
|
8,784 |
|
LVMH Moet Hennessy Louis Vuitton SE |
|
|
41,667 |
|
|
|
12,298 |
|
Neopost |
|
|
25,812 |
|
|
|
703 |
|
Nexity SA |
|
|
19,495 |
|
|
|
878 |
|
Pernod Ricard SA |
|
|
129,556 |
|
|
|
21,223 |
|
Peugeot SA |
|
|
467,710 |
|
|
|
9,969 |
|
Publicis Groupe SA |
|
|
227,813 |
|
|
|
13,042 |
|
Remy Cointreau SA |
|
|
1,993 |
|
|
|
225 |
|
Safran SA |
|
|
46,051 |
|
|
|
5,549 |
|
Sanofi |
|
|
222,022 |
|
|
|
19,203 |
|
Sartorius Stedim Biotech |
|
|
10,743 |
|
|
|
1,073 |
|
Schneider Electric SE |
|
|
76,958 |
|
|
|
5,254 |
|
SCOR SE |
|
|
27,090 |
|
|
|
1,220 |
|
SES, Cl A |
|
|
46,016 |
|
|
|
879 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
SPIE SA |
|
|
261,185 |
|
|
$ |
3,460 |
|
TechnipFMC PLC |
|
|
163,939 |
|
|
|
3,308 |
|
Teleperformance |
|
|
5,473 |
|
|
|
873 |
|
Thales SA |
|
|
93,968 |
|
|
|
10,957 |
|
TOTAL SA |
|
|
206,606 |
|
|
|
10,907 |
|
Ubisoft Entertainment SA * |
|
|
41,728 |
|
|
|
3,362 |
|
Valeo SA |
|
|
91,558 |
|
|
|
2,670 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
238,945 |
|
|
|
|
|
|
|
|
|
|
|
Germany 8.2% |
|
adidas AG |
|
|
52,143 |
|
|
|
10,872 |
|
Allianz SE |
|
|
64,367 |
|
|
|
12,887 |
|
AURELIUS Equity Opportunities SE & Co KGaA (B) |
|
|
250,264 |
|
|
|
9,075 |
|
Axel Springer SE |
|
|
3,167 |
|
|
|
179 |
|
BASF SE |
|
|
352,604 |
|
|
|
24,346 |
|
Bayer AG |
|
|
257,855 |
|
|
|
17,851 |
|
Brenntag AG |
|
|
116,584 |
|
|
|
5,024 |
|
Continental AG |
|
|
37,249 |
|
|
|
5,142 |
|
CTS Eventim AG & Co KGaA |
|
|
181,573 |
|
|
|
6,762 |
|
Delivery Hero *(A) |
|
|
4,623 |
|
|
|
172 |
|
Deutsche Boerse AG |
|
|
83,076 |
|
|
|
9,967 |
|
Deutsche Lufthansa AG |
|
|
372,047 |
|
|
|
8,378 |
|
Deutsche Post AG |
|
|
760,362 |
|
|
|
20,783 |
|
Deutsche Telekom |
|
|
364,150 |
|
|
|
6,169 |
|
Deutsche Wohnen AG |
|
|
26,841 |
|
|
|
1,227 |
|
Gerresheimer AG |
|
|
96,442 |
|
|
|
6,312 |
|
Hamburger Hafen und Logistik AG |
|
|
21,501 |
|
|
|
426 |
|
Hannover Rueck SE |
|
|
7,332 |
|
|
|
987 |
|
HOCHTIEF AG |
|
|
36,524 |
|
|
|
4,914 |
|
Infineon Technologies AG |
|
|
1,037,154 |
|
|
|
20,588 |
|
Innogy SE (A) |
|
|
15,291 |
|
|
|
712 |
|
KION Group AG |
|
|
205,381 |
|
|
|
10,408 |
|
Kloeckner & Co SE |
|
|
96,437 |
|
|
|
668 |
|
Linde |
|
|
187,868 |
|
|
|
29,755 |
|
MTU Aero Engines Holding |
|
|
8,910 |
|
|
|
1,613 |
|
QIAGEN * |
|
|
5,213 |
|
|
|
177 |
|
RWE AG |
|
|
35,519 |
|
|
|
770 |
|
SAP SE |
|
|
405,803 |
|
|
|
40,326 |
|
SAP SE ADR (B) |
|
|
61,373 |
|
|
|
6,110 |
|
Scout24 AG (A) |
|
|
131,253 |
|
|
|
6,026 |
|
Siemens AG |
|
|
154,622 |
|
|
|
17,212 |
|
TUI AG |
|
|
417,764 |
|
|
|
5,949 |
|
Uniper SE |
|
|
43,887 |
|
|
|
1,134 |
|
Vonovia SE |
|
|
34,613 |
|
|
|
1,567 |
|
Wirecard AG |
|
|
21,560 |
|
|
|
3,273 |
|
zooplus AG *(B) |
|
|
27,592 |
|
|
|
3,750 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
301,511 |
|
|
|
|
|
|
|
|
|
|
|
Greece 0.0% |
|
Aegean Airlines SA |
|
|
12,601 |
|
|
|
106 |
|
|
|
|
|
|
|
|
|
|
|
Hong Kong 2.2% |
|
AIA Group Ltd |
|
|
2,424,400 |
|
|
|
20,128 |
|
|
|
|
2 |
|
SEI Institutional
International Trust / Quarterly Report / December 31, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Chaoda Modern Agriculture Holdings Ltd * |
|
|
2,440,000 |
|
|
$ |
22 |
|
China Merchants Port Holdings Co Ltd |
|
|
2,107,720 |
|
|
|
3,796 |
|
China Mobile Ltd |
|
|
2,490,740 |
|
|
|
23,971 |
|
CLP Holdings Ltd |
|
|
81,500 |
|
|
|
921 |
|
Dairy Farm International Holdings |
|
|
40,800 |
|
|
|
369 |
|
Galaxy Entertainment Group Ltd * |
|
|
1,089,000 |
|
|
|
6,927 |
|
Hang Seng Bank Ltd |
|
|
63,700 |
|
|
|
1,430 |
|
HK Electric Investments & HK Electric Investments Ltd |
|
|
472,000 |
|
|
|
476 |
|
HKT Trust & HKT Ltd |
|
|
686,000 |
|
|
|
988 |
|
Hong Kong & China Gas |
|
|
693,000 |
|
|
|
1,434 |
|
Hysan Development Co Ltd |
|
|
53,000 |
|
|
|
252 |
|
Link |
|
|
93,000 |
|
|
|
942 |
|
Samsonite International SA (A) |
|
|
2,784,211 |
|
|
|
7,913 |
|
Swire Pacific, Cl A |
|
|
72,000 |
|
|
|
761 |
|
Techtronic Industries Co Ltd |
|
|
1,982,000 |
|
|
|
10,531 |
|
Wharf Real Estate Investment Co Ltd |
|
|
116,000 |
|
|
|
694 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
81,555 |
|
|
|
|
|
|
|
|
|
|
|
Hungary 0.0% |
|
MOL Hungarian Oil & Gas PLC |
|
|
128,857 |
|
|
|
1,413 |
|
|
|
|
|
|
|
|
|
|
|
India 0.3% |
|
HDFC Bank Ltd ADR |
|
|
125,247 |
|
|
|
12,974 |
|
|
|
|
|
|
|
|
|
|
|
Indonesia 0.0% |
|
Bukit Asam Tbk PT |
|
|
2,402,400 |
|
|
|
718 |
|
|
|
|
|
|
|
|
|
|
|
Ireland 1.0% |
|
AIB Group PLC |
|
|
2,719,550 |
|
|
|
11,441 |
|
Experian PLC |
|
|
624,677 |
|
|
|
15,156 |
|
Kerry Group PLC, Cl A |
|
|
74,426 |
|
|
|
7,359 |
|
Ryanair Holdings PLC ADR * |
|
|
63,678 |
|
|
|
4,543 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
38,499 |
|
|
|
|
|
|
|
|
|
|
|
Israel 1.2% |
|
Bank Hapoalim BM |
|
|
878,266 |
|
|
|
5,559 |
|
Bank Leumi Le-Israel BM |
|
|
2,546,791 |
|
|
|
15,403 |
|
Check Point Software Technologies Ltd * |
|
|
164,795 |
|
|
|
16,916 |
|
First International Bank Of Israel Ltd |
|
|
55,335 |
|
|
|
1,164 |
|
International Flavors & Fragrances |
|
|
0 |
|
|
|
|
|
Israel Chemicals |
|
|
109,424 |
|
|
|
621 |
|
Israel Discount Bank Ltd, Cl A |
|
|
554,620 |
|
|
|
1,716 |
|
Mizrahi Tefahot Bank Ltd |
|
|
48,848 |
|
|
|
825 |
|
NICE Systems * |
|
|
11,233 |
|
|
|
1,209 |
|
Shufersal Ltd |
|
|
65,058 |
|
|
|
427 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
43,840 |
|
|
|
|
|
|
|
|
|
|
|
Italy 2.0% |
|
Davide Campari-Milano |
|
|
25,681 |
|
|
|
217 |
|
Eni SpA |
|
|
51,489 |
|
|
|
809 |
|
ERG SpA |
|
|
85,176 |
|
|
|
1,607 |
|
EXOR NV |
|
|
127,560 |
|
|
|
6,891 |
|
Ferrari NV |
|
|
16,170 |
|
|
|
1,604 |
|
Fiat Chrysler Automobiles NV * |
|
|
562,058 |
|
|
|
8,148 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Hera SpA |
|
|
739,313 |
|
|
$ |
2,250 |
|
Italgas |
|
|
49,281 |
|
|
|
281 |
|
Maire Tecnimont SpA |
|
|
189,106 |
|
|
|
694 |
|
Moncler |
|
|
36,141 |
|
|
|
1,195 |
|
Piaggio & C |
|
|
140,715 |
|
|
|
295 |
|
Poste Italiane SpA (A) |
|
|
89,045 |
|
|
|
711 |
|
Recordati SpA |
|
|
230,404 |
|
|
|
7,978 |
|
Saras SpA |
|
|
692,920 |
|
|
|
1,340 |
|
Societa Iniziative Autostradali e Servizi SpA |
|
|
114,852 |
|
|
|
1,583 |
|
Tenaris SA |
|
|
1,056,931 |
|
|
|
11,406 |
|
UniCredit SpA |
|
|
2,217,835 |
|
|
|
25,084 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
72,093 |
|
|
|
|
|
|
|
|
|
|
|
Japan 16.7% |
|
77 Bank Ltd/The |
|
|
67,000 |
|
|
|
1,165 |
|
Aeon Co Ltd |
|
|
120,700 |
|
|
|
2,365 |
|
AGC |
|
|
162,600 |
|
|
|
5,083 |
|
Alfresa Holdings Corp |
|
|
29,100 |
|
|
|
743 |
|
Arcland Sakamoto Co Ltd |
|
|
44,400 |
|
|
|
547 |
|
Asahi Group Holdings Ltd |
|
|
34,800 |
|
|
|
1,354 |
|
Asahi Kasei Corp |
|
|
10,400 |
|
|
|
107 |
|
Asics |
|
|
30,500 |
|
|
|
391 |
|
Astellas Pharma |
|
|
31,600 |
|
|
|
404 |
|
Bandai Namco Holdings Inc |
|
|
286,200 |
|
|
|
12,847 |
|
Bridgestone Corp (B) |
|
|
194,800 |
|
|
|
7,521 |
|
Canon Marketing Japan Inc |
|
|
144,800 |
|
|
|
2,587 |
|
Capcom Co Ltd |
|
|
174,900 |
|
|
|
3,462 |
|
Casio Computer |
|
|
32,400 |
|
|
|
385 |
|
Chubu Electric Power |
|
|
50,300 |
|
|
|
716 |
|
Chugoku Electric Power (B) |
|
|
51,900 |
|
|
|
676 |
|
CyberAgent Inc |
|
|
18,300 |
|
|
|
708 |
|
Dai Nippon Printing Co Ltd |
|
|
513,500 |
|
|
|
10,751 |
|
Daiichi Sankyo Co Ltd |
|
|
204,800 |
|
|
|
6,554 |
|
Daikin Industries Ltd |
|
|
108,100 |
|
|
|
11,523 |
|
Daito Trust Construction Co Ltd |
|
|
63,600 |
|
|
|
8,704 |
|
Daiwa House Industry Co Ltd |
|
|
230,100 |
|
|
|
7,336 |
|
Don Quijote Holdings Co Ltd |
|
|
17,200 |
|
|
|
1,069 |
|
East Japan Railway Co |
|
|
179,000 |
|
|
|
15,843 |
|
Eisai Co Ltd |
|
|
26,100 |
|
|
|
2,023 |
|
FamilyMart UNY Holdings Co Ltd |
|
|
12,700 |
|
|
|
1,610 |
|
FANUC Corp |
|
|
83,400 |
|
|
|
12,672 |
|
Fast Retailing |
|
|
2,600 |
|
|
|
1,336 |
|
FUJIFILM Holdings Corp |
|
|
254,100 |
|
|
|
9,889 |
|
Fujitsu Ltd |
|
|
177,700 |
|
|
|
11,090 |
|
Goldcrest Co Ltd |
|
|
21,700 |
|
|
|
313 |
|
Hakuhodo DY Holdings Inc |
|
|
117,500 |
|
|
|
1,687 |
|
Haseko Corp |
|
|
515,300 |
|
|
|
5,425 |
|
Hikari Tsushin Inc |
|
|
4,100 |
|
|
|
642 |
|
Hisamitsu Pharmaceutical Co Inc |
|
|
200 |
|
|
|
11 |
|
Hitachi Ltd |
|
|
18,400 |
|
|
|
492 |
|
Hoshizaki Corp |
|
|
81,600 |
|
|
|
4,968 |
|
Hoya Corp |
|
|
54,500 |
|
|
|
3,286 |
|
|
|
|
SEI Institutional International Trust /
Quarterly Report / December 31, 2018 |
|
3 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Idemitsu Kosan Co Ltd |
|
|
31,700 |
|
|
$ |
1,043 |
|
IHI Corp |
|
|
24,600 |
|
|
|
679 |
|
Iida Group Holdings Co Ltd |
|
|
12,500 |
|
|
|
217 |
|
ITOCHU Corp |
|
|
239,400 |
|
|
|
4,074 |
|
Japan Airlines Co Ltd |
|
|
411,300 |
|
|
|
14,587 |
|
Japan Post Holdings Co Ltd |
|
|
313,900 |
|
|
|
3,619 |
|
Japan Post Insurance |
|
|
9,600 |
|
|
|
223 |
|
Japan Prime Realty Investment, Cl A
|
|
|
113 |
|
|
|
429 |
|
Japan Real Estate Investment, Cl A
|
|
|
86 |
|
|
|
483 |
|
JXTG Holdings Inc |
|
|
611,400 |
|
|
|
3,214 |
|
Kakaku.com |
|
|
1,800 |
|
|
|
32 |
|
Kao Corp |
|
|
116,500 |
|
|
|
8,658 |
|
KDDI Corp |
|
|
890,200 |
|
|
|
21,290 |
|
Keihan Holdings |
|
|
18,600 |
|
|
|
759 |
|
Keio |
|
|
15,700 |
|
|
|
914 |
|
Keisei Electric Railway Co Ltd |
|
|
7,100 |
|
|
|
223 |
|
Keyence Corp |
|
|
47,700 |
|
|
|
24,208 |
|
Kikkoman Corp |
|
|
28,700 |
|
|
|
1,546 |
|
Kirin Holdings Co Ltd |
|
|
112,300 |
|
|
|
2,353 |
|
Kobayashi Pharmaceutical Co Ltd |
|
|
2,400 |
|
|
|
163 |
|
Kohnan Shoji Co Ltd |
|
|
33,900 |
|
|
|
823 |
|
Koito Manufacturing Co Ltd |
|
|
169,910 |
|
|
|
8,796 |
|
Kokuyo Co Ltd |
|
|
85,700 |
|
|
|
1,254 |
|
Konami Holdings Corp |
|
|
112,600 |
|
|
|
4,931 |
|
Kose Corp |
|
|
60,600 |
|
|
|
9,533 |
|
Ks Holdings Corp |
|
|
154,800 |
|
|
|
1,524 |
|
Kura Corp |
|
|
7,900 |
|
|
|
393 |
|
Kyushu Electric Power |
|
|
14,800 |
|
|
|
177 |
|
M3 Inc |
|
|
3,900 |
|
|
|
52 |
|
Mabuchi Motor Co Ltd |
|
|
406,500 |
|
|
|
12,486 |
|
Marubeni Corp |
|
|
464,000 |
|
|
|
3,267 |
|
Marui Group |
|
|
38,400 |
|
|
|
747 |
|
McDonalds Holdings Co Japan Ltd |
|
|
10,600 |
|
|
|
450 |
|
Medipal Holdings Corp |
|
|
24,100 |
|
|
|
517 |
|
Mitsubishi Chemical Holdings Corp |
|
|
34,500 |
|
|
|
262 |
|
Mitsubishi Corp |
|
|
55,600 |
|
|
|
1,530 |
|
Mitsubishi UFJ Financial Group |
|
|
751,100 |
|
|
|
3,682 |
|
Mitsui & Co Ltd |
|
|
35,900 |
|
|
|
553 |
|
Mixi Inc |
|
|
134,000 |
|
|
|
2,812 |
|
Mizuho Financial Group |
|
|
973,300 |
|
|
|
1,511 |
|
Mizuno Corp |
|
|
23,400 |
|
|
|
497 |
|
Mochida Pharmaceutical Co Ltd |
|
|
6,900 |
|
|
|
567 |
|
MS&AD Insurance Group Holdings Inc |
|
|
572,800 |
|
|
|
16,352 |
|
NET One Systems |
|
|
745,500 |
|
|
|
13,141 |
|
NGK Spark Plug |
|
|
26,800 |
|
|
|
535 |
|
Nidec Corp |
|
|
12,300 |
|
|
|
1,399 |
|
Nihon Unisys Ltd |
|
|
69,200 |
|
|
|
1,546 |
|
Nikon Corp (B) |
|
|
363,400 |
|
|
|
5,415 |
|
Nippon Building Fund Inc, Cl A |
|
|
183 |
|
|
|
1,153 |
|
Nippon Soda Co Ltd |
|
|
6,800 |
|
|
|
167 |
|
Nippon Telegraph & Telephone Corp |
|
|
144,900 |
|
|
|
5,919 |
|
Nippon Telegraph & Telephone Corp ADR |
|
|
547,020 |
|
|
|
22,231 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Nissan Chemical Corp |
|
|
26,500 |
|
|
$ |
1,391 |
|
Nisshin Seifun Group Inc |
|
|
34,500 |
|
|
|
714 |
|
Nomura Real Estate Master Fund Inc
|
|
|
140 |
|
|
|
184 |
|
North Pacific Bank Ltd |
|
|
232,900 |
|
|
|
624 |
|
NTT Data Corp |
|
|
310,900 |
|
|
|
3,415 |
|
Obic Co Ltd |
|
|
11,700 |
|
|
|
905 |
|
Oji Holdings Corp |
|
|
85,000 |
|
|
|
438 |
|
Omron Corp |
|
|
93,400 |
|
|
|
3,405 |
|
Oriental Land Co Ltd/Japan |
|
|
41,100 |
|
|
|
4,141 |
|
Otsuka Corp |
|
|
24,500 |
|
|
|
674 |
|
Outsourcing Inc *(B) |
|
|
124,600 |
|
|
|
1,199 |
|
Panasonic Corp |
|
|
815,200 |
|
|
|
7,360 |
|
Park24 |
|
|
17,100 |
|
|
|
376 |
|
Recruit Holdings Co Ltd |
|
|
148,400 |
|
|
|
3,601 |
|
Ricoh |
|
|
79,200 |
|
|
|
777 |
|
Rohm Co Ltd |
|
|
183,900 |
|
|
|
11,800 |
|
Rohto Pharmaceutical Co Ltd |
|
|
16,000 |
|
|
|
438 |
|
Ryohin Keikaku Co Ltd |
|
|
1,200 |
|
|
|
290 |
|
Saizeriya Co Ltd |
|
|
38,100 |
|
|
|
651 |
|
Sanwa Shutter |
|
|
485,200 |
|
|
|
5,524 |
|
Sawada Holdings Co Ltd |
|
|
3,700 |
|
|
|
31 |
|
SBI Holdings Inc/Japan |
|
|
44,800 |
|
|
|
882 |
|
Seiko Holdings Corp |
|
|
28,400 |
|
|
|
547 |
|
Sekisui House Ltd |
|
|
743,400 |
|
|
|
10,970 |
|
Seven & i Holdings Co Ltd |
|
|
263,600 |
|
|
|
11,492 |
|
SG Holdings |
|
|
8,700 |
|
|
|
227 |
|
Shimadzu |
|
|
9,600 |
|
|
|
190 |
|
Shinsei Bank * |
|
|
21,500 |
|
|
|
257 |
|
Shionogi & Co Ltd |
|
|
159,300 |
|
|
|
9,105 |
|
Shiseido Co Ltd |
|
|
35,800 |
|
|
|
2,249 |
|
Shizuoka Bank |
|
|
33,100 |
|
|
|
260 |
|
Showa Corp |
|
|
45,600 |
|
|
|
538 |
|
Showa Shell Sekiyu KK |
|
|
31,600 |
|
|
|
444 |
|
SMC Corp/Japan |
|
|
27,900 |
|
|
|
8,453 |
|
SoftBank Group |
|
|
2,800 |
|
|
|
186 |
|
Sojitz Corp |
|
|
184,500 |
|
|
|
642 |
|
Sompo Holdings Inc |
|
|
327,200 |
|
|
|
11,130 |
|
Sony Corp |
|
|
200,800 |
|
|
|
9,748 |
|
Sony Financial Holdings Inc |
|
|
31,700 |
|
|
|
594 |
|
Sumitomo Corp |
|
|
191,000 |
|
|
|
2,718 |
|
Sumitomo Dainippon Pharma Co Ltd |
|
|
89,600 |
|
|
|
2,854 |
|
Sumitomo Mitsui Financial Group Inc |
|
|
331,900 |
|
|
|
11,027 |
|
Sumitomo Mitsui Trust Holdings Inc |
|
|
404,122 |
|
|
|
14,815 |
|
Suzuken Co Ltd/Aichi Japan |
|
|
49,400 |
|
|
|
2,517 |
|
T&D Holdings Inc |
|
|
24,400 |
|
|
|
284 |
|
Taisho Pharmaceutical Holdings |
|
|
7,500 |
|
|
|
754 |
|
Takeda Pharmaceutical Co Ltd (B) |
|
|
1,120,100 |
|
|
|
37,825 |
|
Takuma |
|
|
24,500 |
|
|
|
307 |
|
TDK |
|
|
3,600 |
|
|
|
253 |
|
Terumo Corp |
|
|
18,600 |
|
|
|
1,055 |
|
TIS Inc |
|
|
69,000 |
|
|
|
2,720 |
|
Tochigi Bank Ltd/The |
|
|
65,000 |
|
|
|
149 |
|
|
|
|
4 |
|
SEI Institutional
International Trust / Quarterly Report / December 31, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Toho Gas Co Ltd |
|
|
15,100 |
|
|
$ |
638 |
|
Tokyo Century Corp |
|
|
8,900 |
|
|
|
392 |
|
Tokyo Electric Power Co Holdings Inc * |
|
|
1,185,100 |
|
|
|
7,053 |
|
Tokyu |
|
|
25,200 |
|
|
|
412 |
|
Tomy |
|
|
55,500 |
|
|
|
556 |
|
Towa Pharmaceutical |
|
|
3,300 |
|
|
|
231 |
|
Toyo Seikan Group Holdings |
|
|
27,000 |
|
|
|
621 |
|
Toyota Motor Corp |
|
|
107,600 |
|
|
|
6,283 |
|
Toyota Motor Corp ADR (B) |
|
|
148,433 |
|
|
|
17,230 |
|
Ube Industries Ltd |
|
|
192,900 |
|
|
|
3,928 |
|
United Urban Investment Corp |
|
|
298 |
|
|
|
462 |
|
Valqua |
|
|
12,800 |
|
|
|
259 |
|
Wacoal Holdings Corp |
|
|
418,852 |
|
|
|
10,854 |
|
Yamaha Corp |
|
|
27,400 |
|
|
|
1,169 |
|
Yamato Holdings Co Ltd |
|
|
39,000 |
|
|
|
1,075 |
|
Yamazaki Baking Co Ltd |
|
|
24,800 |
|
|
|
521 |
|
Yokogawa Electric Corp |
|
|
18,900 |
|
|
|
327 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
616,362 |
|
|
|
|
|
|
|
|
|
|
|
Jordan 0.0% |
|
Hikma Pharmaceuticals PLC |
|
|
13,645 |
|
|
|
298 |
|
|
|
|
|
|
|
|
|
|
|
Malaysia 0.0% |
|
Tenaga Nasional Bhd |
|
|
136,677 |
|
|
|
450 |
|
|
|
|
|
|
|
|
|
|
|
Malta 0.0% |
|
BGP Holdings *(C) |
|
|
198,683 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Mexico 0.3% |
|
Alfa SAB de CV, Cl A |
|
|
313,364 |
|
|
|
372 |
|
Alpek, Cl A * |
|
|
198,960 |
|
|
|
243 |
|
Grupo Aeroportuario del Centro Norte Sab, Cl B |
|
|
102,856 |
|
|
|
490 |
|
Mexichem SAB de CV |
|
|
445,540 |
|
|
|
1,129 |
|
Wal-Mart de Mexico SAB de CV |
|
|
3,487,100 |
|
|
|
8,850 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,084 |
|
|
|
|
|
|
|
|
|
|
|
Netherlands 6.7% |
|
ABN AMRO Group NV (A) |
|
|
81,140 |
|
|
|
1,905 |
|
Aegon NV (B) |
|
|
1,255,078 |
|
|
|
5,852 |
|
AerCap Holdings NV * |
|
|
227,188 |
|
|
|
8,997 |
|
Akzo Nobel NV (B) |
|
|
271,870 |
|
|
|
21,879 |
|
ASML Holding NV |
|
|
95,128 |
|
|
|
14,916 |
|
ASR Nederland NV |
|
|
213,849 |
|
|
|
8,453 |
|
Heineken Holding NV |
|
|
95,314 |
|
|
|
8,036 |
|
Heineken NV |
|
|
102,406 |
|
|
|
9,037 |
|
ING Groep NV |
|
|
2,417,370 |
|
|
|
26,004 |
|
Koninklijke Ahold Delhaize NV |
|
|
645,799 |
|
|
|
16,297 |
|
Koninklijke DSM NV |
|
|
182,355 |
|
|
|
14,892 |
|
Koninklijke KPN |
|
|
641,411 |
|
|
|
1,877 |
|
Koninklijke Philips NV |
|
|
318,925 |
|
|
|
11,276 |
|
Koninklijke Volkerwessels NV |
|
|
31,666 |
|
|
|
501 |
|
NN Group NV |
|
|
216,481 |
|
|
|
8,612 |
|
NXP Semiconductors NV |
|
|
194,530 |
|
|
|
14,255 |
|
RELX PLC |
|
|
79,579 |
|
|
|
1,635 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Royal Dutch Shell PLC, Cl A |
|
|
710,438 |
|
|
$ |
20,835 |
|
Royal Dutch Shell PLC, Cl B |
|
|
707,593 |
|
|
|
21,088 |
|
Royal Dutch Shell PLC ADR, Cl B (B) |
|
|
278,352 |
|
|
|
16,684 |
|
Wolters Kluwer NV |
|
|
252,190 |
|
|
|
14,893 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
247,924 |
|
|
|
|
|
|
|
|
|
|
|
New Zealand 0.1% |
|
Air New Zealand Ltd |
|
|
813,826 |
|
|
|
1,692 |
|
Fisher & Paykel Healthcare Corp Ltd |
|
|
102,265 |
|
|
|
891 |
|
Ryman Healthcare |
|
|
22,276 |
|
|
|
160 |
|
Spark New Zealand Ltd |
|
|
82,909 |
|
|
|
231 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,974 |
|
|
|
|
|
|
|
|
|
|
|
Norway 2.0% |
|
Aker BP ASA |
|
|
19,131 |
|
|
|
482 |
|
Atlantic Sapphire * |
|
|
1,411,030 |
|
|
|
11,244 |
|
Equinor ASA |
|
|
151,060 |
|
|
|
3,206 |
|
Grieg Seafood |
|
|
16,624 |
|
|
|
196 |
|
Leroy Seafood Group |
|
|
105,778 |
|
|
|
805 |
|
Magseis Fairfield *(B) |
|
|
2,539,249 |
|
|
|
4,369 |
|
Marine Harvest ASA |
|
|
1,127,815 |
|
|
|
23,796 |
|
Northern Drilling Ltd * |
|
|
596,449 |
|
|
|
3,499 |
|
Salmar ASA |
|
|
40,482 |
|
|
|
2,001 |
|
Telenor ASA |
|
|
691,287 |
|
|
|
13,372 |
|
Yara International ASA |
|
|
243,704 |
|
|
|
9,386 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
72,356 |
|
|
|
|
|
|
|
|
|
|
|
Poland 0.0% |
|
Polish Oil & Gas |
|
|
442,292 |
|
|
|
814 |
|
|
|
|
|
|
|
|
|
|
|
Portugal 0.2% |
|
Altri SGPS SA |
|
|
55,465 |
|
|
|
368 |
|
CTT Correios de Portugal |
|
|
99,092 |
|
|
|
333 |
|
Energias de Portugal |
|
|
52,507 |
|
|
|
183 |
|
Galp Energia SGPS SA, Cl B |
|
|
401,083 |
|
|
|
6,325 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,209 |
|
|
|
|
|
|
|
|
|
|
|
Russia 0.2% |
|
Novolipetsk Steel PJSC GDR |
|
|
40,708 |
|
|
|
931 |
|
Severstal PJSC GDR |
|
|
63,347 |
|
|
|
865 |
|
Tatneft PJSC ADR |
|
|
73,492 |
|
|
|
4,630 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,426 |
|
|
|
|
|
|
|
|
|
|
|
Singapore 1.2% |
|
CapitaLand Commercial Trust
|
|
|
114,000 |
|
|
|
146 |
|
City Developments Ltd |
|
|
1,961,900 |
|
|
|
11,688 |
|
ComfortDelgro |
|
|
113,600 |
|
|
|
179 |
|
DBS Group Holdings Ltd |
|
|
1,112,600 |
|
|
|
19,338 |
|
Genting Singapore Ltd |
|
|
466,300 |
|
|
|
334 |
|
Hong Leong Finance Ltd |
|
|
111,300 |
|
|
|
208 |
|
Oversea-Chinese Banking Corp Ltd |
|
|
1,035,000 |
|
|
|
8,550 |
|
Singapore Airlines Ltd |
|
|
123,800 |
|
|
|
856 |
|
Singapore Exchange Ltd |
|
|
381,600 |
|
|
|
2,002 |
|
Singapore Technologies Engineering Ltd |
|
|
75,100 |
|
|
|
192 |
|
|
|
|
SEI Institutional International Trust /
Quarterly Report / December 31, 2018 |
|
5 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
United Overseas Bank Ltd |
|
|
9,500 |
|
|
$ |
171 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
43,664 |
|
|
|
|
|
|
|
|
|
|
|
South Africa 0.1% |
|
Investec PLC |
|
|
416,323 |
|
|
|
2,305 |
|
Reunert Ltd |
|
|
92,931 |
|
|
|
458 |
|
Telkom SA SOC Ltd |
|
|
141,818 |
|
|
|
624 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,387 |
|
|
|
|
|
|
|
|
|
|
|
South Korea 2.1% |
|
BNK Financial Group Inc |
|
|
155,928 |
|
|
|
1,024 |
|
Daelim Industrial Co Ltd |
|
|
4,671 |
|
|
|
429 |
|
KT Corp ADR |
|
|
490,614 |
|
|
|
6,977 |
|
LG Electronics Inc |
|
|
15,243 |
|
|
|
851 |
|
Samsung Electronics Co Ltd |
|
|
642,220 |
|
|
|
22,275 |
|
SK Hynix Inc |
|
|
59,613 |
|
|
|
3,232 |
|
SK Innovation Co Ltd |
|
|
19,576 |
|
|
|
3,149 |
|
SK Telecom Co Ltd |
|
|
86,872 |
|
|
|
20,982 |
|
SK Telecom Co Ltd ADR |
|
|
742,654 |
|
|
|
19,903 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
78,822 |
|
|
|
|
|
|
|
|
|
|
|
Spain 1.5% |
|
ACS Actividades de Construccion y Servicios SA |
|
|
254,165 |
|
|
|
9,829 |
|
Amadeus IT Group SA, Cl A |
|
|
134,072 |
|
|
|
9,325 |
|
Applus Services |
|
|
49,105 |
|
|
|
544 |
|
Bankinter SA |
|
|
85,520 |
|
|
|
686 |
|
CaixaBank SA |
|
|
2,035,083 |
|
|
|
7,361 |
|
Cia de Distribucion Integral Logista Holdings SA |
|
|
35,441 |
|
|
|
886 |
|
Enagas |
|
|
10,045 |
|
|
|
271 |
|
Ence Energia y Celulosa SA |
|
|
261,506 |
|
|
|
1,640 |
|
Endesa SA |
|
|
15,314 |
|
|
|
352 |
|
Industria de Diseno Textil SA |
|
|
126,549 |
|
|
|
3,233 |
|
International Consolidated Airlines Group SA |
|
|
125,812 |
|
|
|
995 |
|
Liberbank * |
|
|
516,746 |
|
|
|
260 |
|
Naturgy Energy Group |
|
|
63,264 |
|
|
|
1,610 |
|
Red Electrica Corp SA |
|
|
23,009 |
|
|
|
513 |
|
Repsol *(B) |
|
|
171,467 |
|
|
|
78 |
|
Repsol SA |
|
|
171,467 |
|
|
|
2,760 |
|
Unicaja Banco SA (A) |
|
|
11,477,455 |
|
|
|
15,088 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
55,431 |
|
|
|
|
|
|
|
|
|
|
|
Sweden 1.7% |
|
Assa Abloy AB, Cl B |
|
|
71,519 |
|
|
|
1,276 |
|
Atlas Copco AB, Cl A |
|
|
254,654 |
|
|
|
6,046 |
|
Axfood |
|
|
48,823 |
|
|
|
835 |
|
Betsson |
|
|
203,606 |
|
|
|
1,676 |
|
Epiroc AB, Cl A * |
|
|
62,006 |
|
|
|
586 |
|
Epiroc AB, Cl B * |
|
|
73,261 |
|
|
|
652 |
|
Hexagon AB, Cl B |
|
|
193,135 |
|
|
|
8,888 |
|
ICA Gruppen (B) |
|
|
90,647 |
|
|
|
3,239 |
|
Lundin Petroleum AB |
|
|
32,570 |
|
|
|
813 |
|
Millicom International Cellular SA |
|
|
274,453 |
|
|
|
17,382 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Oriflame Holding AG |
|
|
51,427 |
|
|
$ |
1,149 |
|
Sandvik AB |
|
|
285,366 |
|
|
|
4,067 |
|
Securitas, Cl B |
|
|
65,356 |
|
|
|
1,049 |
|
Swedbank AB, Cl A |
|
|
337,306 |
|
|
|
7,524 |
|
Swedish Match AB |
|
|
118,489 |
|
|
|
4,666 |
|
Swedish Orphan Biovitrum AB * |
|
|
132,051 |
|
|
|
2,875 |
|
Telefonaktiebolaget LM Ericsson, Cl B |
|
|
57,738 |
|
|
|
507 |
|
Telia |
|
|
37,895 |
|
|
|
179 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
63,409 |
|
|
|
|
|
|
|
|
|
|
|
Switzerland 7.3% |
|
ABB Ltd |
|
|
1,240,858 |
|
|
|
23,532 |
|
Adecco Group AG |
|
|
218,395 |
|
|
|
10,175 |
|
Aryzta AG * |
|
|
3,343,780 |
|
|
|
3,692 |
|
Baloise Holding AG |
|
|
8,304 |
|
|
|
1,141 |
|
Barry Callebaut AG |
|
|
371 |
|
|
|
576 |
|
Chocoladefabriken Lindt & Sprungli |
|
|
233 |
|
|
|
2,669 |
|
Cie Financiere Richemont SA |
|
|
313,951 |
|
|
|
20,064 |
|
Geberit AG |
|
|
18,435 |
|
|
|
7,149 |
|
Givaudan SA |
|
|
8,577 |
|
|
|
19,802 |
|
Julius Baer Group Ltd |
|
|
187,575 |
|
|
|
6,662 |
|
Lonza Group AG |
|
|
52,636 |
|
|
|
13,600 |
|
Nestle SA |
|
|
149,589 |
|
|
|
12,109 |
|
Novartis AG |
|
|
322,250 |
|
|
|
27,472 |
|
Partners Group Holding AG (B) |
|
|
13,703 |
|
|
|
8,285 |
|
Roche Holding AG |
|
|
203,664 |
|
|
|
50,286 |
|
Schindler Holding AG |
|
|
2,525 |
|
|
|
495 |
|
SGS SA |
|
|
3,261 |
|
|
|
7,311 |
|
SIG Combibloc Group * |
|
|
404,920 |
|
|
|
4,297 |
|
Sika AG |
|
|
81,540 |
|
|
|
10,306 |
|
Sonova Holding AG |
|
|
52,468 |
|
|
|
8,548 |
|
Straumann Holding AG |
|
|
951 |
|
|
|
596 |
|
Swiss Life Holding AG |
|
|
40,796 |
|
|
|
15,668 |
|
Swiss Re AG |
|
|
44,382 |
|
|
|
4,057 |
|
Swisscom AG |
|
|
2,642 |
|
|
|
1,259 |
|
Tecan Group AG |
|
|
3,617 |
|
|
|
700 |
|
Temenos Group |
|
|
3,827 |
|
|
|
458 |
|
UBS Group AG |
|
|
479,596 |
|
|
|
5,952 |
|
Vifor Pharma AG |
|
|
9,178 |
|
|
|
995 |
|
Zurich Insurance Group AG |
|
|
7,838 |
|
|
|
2,330 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
270,186 |
|
|
|
|
|
|
|
|
|
|
|
Taiwan 0.6% |
|
China Development Financial Holding Corp |
|
|
5,091,000 |
|
|
|
1,610 |
|
L.M. Development Co Ltd |
|
|
12,000 |
|
|
|
17 |
|
MediaTek Inc |
|
|
787,000 |
|
|
|
5,876 |
|
Simplo Technology Co Ltd |
|
|
189,000 |
|
|
|
1,279 |
|
Taiwan Semiconductor Manufacturing Co Ltd ADR |
|
|
316,585 |
|
|
|
11,685 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
20,467 |
|
|
|
|
|
|
|
|
|
|
|
Thailand 0.1% |
|
Bangchak Corp PCL |
|
|
989,000 |
|
|
|
965 |
|
|
|
|
6 |
|
SEI Institutional
International Trust / Quarterly Report / December 31, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
PTT Exploration & Production PCL |
|
|
368,100 |
|
|
$ |
1,283 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,248 |
|
|
|
|
|
|
|
|
|
|
|
Turkey 0.1% |
|
Akbank T.A.S. (B) |
|
|
2,286,164 |
|
|
|
2,948 |
|
Turk Hava Yollari AO * |
|
|
179,464 |
|
|
|
544 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,492 |
|
|
|
|
|
|
|
|
|
|
|
United Kingdom 14.2% |
|
3i Group PLC |
|
|
236,385 |
|
|
|
2,328 |
|
Abcam PLC |
|
|
103,162 |
|
|
|
1,432 |
|
Admiral Group PLC |
|
|
22,763 |
|
|
|
593 |
|
Anglo American PLC (B) |
|
|
101,255 |
|
|
|
2,254 |
|
Aon PLC |
|
|
52,200 |
|
|
|
7,588 |
|
Ashtead Group PLC |
|
|
206,827 |
|
|
|
4,312 |
|
AstraZeneca PLC |
|
|
258,472 |
|
|
|
19,333 |
|
Auto Trader Group (A) |
|
|
67,028 |
|
|
|
388 |
|
Aviva PLC |
|
|
3,089,858 |
|
|
|
14,777 |
|
Balfour Beatty PLC |
|
|
2,483,272 |
|
|
|
7,885 |
|
Bank of Ireland Group PLC |
|
|
1,743,248 |
|
|
|
9,709 |
|
Barclays PLC |
|
|
11,098,418 |
|
|
|
21,276 |
|
Berkeley Group Holdings PLC |
|
|
7,276 |
|
|
|
322 |
|
BHP Group |
|
|
384,165 |
|
|
|
8,081 |
|
BP PLC |
|
|
3,360,532 |
|
|
|
21,226 |
|
BP PLC ADR |
|
|
181,995 |
|
|
|
6,901 |
|
British American Tobacco PLC |
|
|
661,970 |
|
|
|
21,077 |
|
British Land |
|
|
25,721 |
|
|
|
175 |
|
Bunzl PLC |
|
|
403,663 |
|
|
|
12,179 |
|
Burberry Group PLC |
|
|
91,474 |
|
|
|
2,022 |
|
Carnival PLC |
|
|
242,097 |
|
|
|
11,603 |
|
Centrica |
|
|
118,482 |
|
|
|
204 |
|
Cobham PLC * |
|
|
8,845,252 |
|
|
|
11,008 |
|
Compass Group PLC |
|
|
1,525,970 |
|
|
|
32,067 |
|
Computacenter PLC |
|
|
62,379 |
|
|
|
799 |
|
CRH PLC |
|
|
188,190 |
|
|
|
4,964 |
|
Croda International PLC |
|
|
26,496 |
|
|
|
1,581 |
|
DCC PLC |
|
|
63,735 |
|
|
|
4,858 |
|
Evraz PLC |
|
|
823,407 |
|
|
|
5,039 |
|
Ferguson PLC |
|
|
264,873 |
|
|
|
16,924 |
|
Ferrexpo |
|
|
524,939 |
|
|
|
1,301 |
|
Fevertree Drinks |
|
|
126,186 |
|
|
|
3,534 |
|
Games Workshop Group PLC |
|
|
7,754 |
|
|
|
300 |
|
GlaxoSmithKline PLC |
|
|
954,428 |
|
|
|
18,126 |
|
Hargreaves Lansdown PLC |
|
|
48,139 |
|
|
|
1,134 |
|
Hays PLC |
|
|
1,583,408 |
|
|
|
2,823 |
|
HSBC Holdings PLC |
|
|
30,543 |
|
|
|
252 |
|
IMI PLC |
|
|
299,538 |
|
|
|
3,601 |
|
Inchcape PLC |
|
|
122,789 |
|
|
|
862 |
|
Indivior PLC * |
|
|
326,107 |
|
|
|
467 |
|
InterContinental Hotels Group PLC |
|
|
19,334 |
|
|
|
1,043 |
|
International Consolidated Airlines Group |
|
|
189,247 |
|
|
|
1,490 |
|
Intertek Group PLC |
|
|
30,747 |
|
|
|
1,880 |
|
Investec PLC |
|
|
407,105 |
|
|
|
2,287 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
J Sainsbury |
|
|
313,791 |
|
|
$ |
1,059 |
|
JD Sports Fashion PLC |
|
|
95,690 |
|
|
|
425 |
|
Johnson Matthey PLC |
|
|
151,650 |
|
|
|
5,406 |
|
Kingfisher PLC |
|
|
3,183,244 |
|
|
|
8,412 |
|
Legal & General Group PLC |
|
|
1,144,962 |
|
|
|
3,368 |
|
Lloyds Banking Group PLC |
|
|
23,393,569 |
|
|
|
15,448 |
|
London Stock Exchange Group PLC |
|
|
190,968 |
|
|
|
9,879 |
|
Meggitt |
|
|
32,942 |
|
|
|
198 |
|
Micro Focus International PLC |
|
|
551,985 |
|
|
|
9,723 |
|
Mondi PLC |
|
|
180,298 |
|
|
|
3,751 |
|
NMC Health |
|
|
17,596 |
|
|
|
613 |
|
Pagegroup PLC |
|
|
91,024 |
|
|
|
523 |
|
Pearson PLC |
|
|
136,252 |
|
|
|
1,628 |
|
Persimmon PLC |
|
|
59,929 |
|
|
|
1,473 |
|
Polyus PJSC GDR |
|
|
6,668 |
|
|
|
261 |
|
Prudential PLC |
|
|
1,836,882 |
|
|
|
32,799 |
|
QinetiQ Group PLC |
|
|
319,745 |
|
|
|
1,166 |
|
Reckitt Benckiser Group PLC |
|
|
160,068 |
|
|
|
12,258 |
|
RELX PLC |
|
|
748,256 |
|
|
|
15,405 |
|
Rentokil Initial |
|
|
2,125,419 |
|
|
|
9,128 |
|
Rio Tinto (LSE) PLC |
|
|
7,577 |
|
|
|
360 |
|
Rolls-Royce Holdings PLC |
|
|
1,513,941 |
|
|
|
16,004 |
|
Royal Bank of Scotland Group PLC |
|
|
5,800,199 |
|
|
|
16,008 |
|
Royal Mail PLC |
|
|
150,459 |
|
|
|
521 |
|
RSA Insurance Group PLC |
|
|
197,746 |
|
|
|
1,294 |
|
Schroders PLC |
|
|
93,884 |
|
|
|
2,921 |
|
Segro PLC
|
|
|
191,650 |
|
|
|
1,437 |
|
Spectris PLC |
|
|
137,856 |
|
|
|
4,001 |
|
SSE PLC |
|
|
1,295,064 |
|
|
|
17,838 |
|
SSP Group PLC |
|
|
137,139 |
|
|
|
1,131 |
|
St Jamess Place PLC |
|
|
734,571 |
|
|
|
8,832 |
|
Stagecoach Group |
|
|
137,645 |
|
|
|
232 |
|
Tate & Lyle PLC |
|
|
322,683 |
|
|
|
2,712 |
|
Taylor Wimpey PLC |
|
|
86,891 |
|
|
|
151 |
|
Tesco PLC |
|
|
5,346,142 |
|
|
|
12,944 |
|
Vodafone Group PLC |
|
|
6,749,953 |
|
|
|
13,144 |
|
Wm Morrison Supermarkets PLC |
|
|
343,356 |
|
|
|
933 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
525,391 |
|
|
|
|
|
|
|
|
|
|
|
United States 5.2% |
|
Accenture PLC, Cl A |
|
|
93,566 |
|
|
|
13,194 |
|
ASML Holding, Cl G |
|
|
40,170 |
|
|
|
6,251 |
|
Atlassian, Cl A * |
|
|
17,637 |
|
|
|
1,569 |
|
Axis Capital Holdings Ltd |
|
|
337,488 |
|
|
|
17,428 |
|
Chubb Ltd |
|
|
95,146 |
|
|
|
12,291 |
|
Coca-Cola European Partners PLC |
|
|
24,591 |
|
|
|
1,128 |
|
Core Laboratories NV (B) |
|
|
125,569 |
|
|
|
7,491 |
|
Flex Ltd * |
|
|
1,324,793 |
|
|
|
10,082 |
|
ICON PLC * |
|
|
205,801 |
|
|
|
26,592 |
|
IQVIA Holdings * |
|
|
28,303 |
|
|
|
3,288 |
|
Mettler-Toledo International Inc * |
|
|
20,000 |
|
|
|
11,312 |
|
Microsoft Corp |
|
|
99,983 |
|
|
|
10,155 |
|
|
|
|
SEI Institutional International Trust /
Quarterly Report / December 31, 2018 |
|
7 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Nice Ltd ADR *(B) |
|
|
39,465 |
|
|
$ |
4,271 |
|
Nomad Foods Ltd * |
|
|
303,579 |
|
|
|
5,076 |
|
Norwegian Cruise Line Holdings * |
|
|
159,713 |
|
|
|
6,770 |
|
nVent Electric PLC |
|
|
254,633 |
|
|
|
5,719 |
|
ResMed |
|
|
67,993 |
|
|
|
7,742 |
|
Sensata Technologies Holding PLC * |
|
|
215,213 |
|
|
|
9,650 |
|
Shopify Inc, Cl A *(B) |
|
|
85,235 |
|
|
|
11,801 |
|
Takeda Pharmaceutical ADR (B) |
|
|
83,793 |
|
|
|
1,409 |
|
Tower Semiconductor Ltd * |
|
|
190,100 |
|
|
|
2,802 |
|
UBS Group AG |
|
|
1,150,814 |
|
|
|
14,247 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
190,268 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Common Stock (Cost $3,618,064) ($ Thousands) |
|
|
|
|
|
|
3,454,007 |
|
|
|
|
|
|
|
|
|
|
|
PREFERRED STOCK 1.6% |
|
Brazil 0.0% |
|
Braskem SA (D) |
|
|
75,200 |
|
|
|
919 |
|
|
|
|
|
|
|
|
|
|
|
Germany 1.1% |
|
Henkel AG & Co KGaA (D) |
|
|
60,780 |
|
|
|
6,629 |
|
Sartorius (D) |
|
|
6,052 |
|
|
|
753 |
|
Volkswagen AG (D) |
|
|
215,769 |
|
|
|
34,265 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
41,647 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
|
PREFERRED STOCK (continued) |
|
|
|
|
|
|
|
|
South Korea 0.5% |
|
Hyundai Motor Co (D) |
|
|
111,832 |
|
|
$ |
7,036 |
|
Samsung Electronics Co Ltd (D) |
|
|
398,400 |
|
|
|
11,336 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
18,372 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Preferred Stock (Cost $66,850) ($ Thousands) |
|
|
|
|
|
|
60,938 |
|
|
|
|
|
|
|
|
|
|
|
AFFILIATED PARTNERSHIP 3.8% |
|
SEI Liquidity Fund, L.P. |
|
|
|
|
|
|
|
|
2.420%
**(E) |
|
|
139,256,523 |
|
|
|
139,250 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Affiliated Partnership (Cost $139,257) ($ Thousands) |
|
|
|
|
|
|
139,250 |
|
|
|
|
|
|
|
|
CASH EQUIVALENT 2.6% |
|
SEI Daily Income Trust, Government Fund, Cl F |
|
|
|
|
|
|
|
|
2.200%** |
|
|
96,276,627 |
|
|
|
96,277 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Cash Equivalent (Cost $96,277) ($ Thousands) |
|
|
|
|
|
|
96,277 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities 101.6% (Cost $3,920,448) ($ Thousands) |
|
|
|
|
|
$ |
3,750,472 |
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at December 31, 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 |
|
|
1,198 |
|
|
|
Mar-2019 |
|
|
$ |
41,265 |
|
|
$ |
40,729 |
|
|
$ |
(780 |
) |
FTSE 100 Index |
|
|
266 |
|
|
|
Mar-2019 |
|
|
|
22,338 |
|
|
|
22,559 |
|
|
|
36 |
|
Hang Seng Index |
|
|
16 |
|
|
|
Jan-2019 |
|
|
|
2,606 |
|
|
|
2,642 |
|
|
|
34 |
|
SPI 200 Index |
|
|
105 |
|
|
|
Mar-2019 |
|
|
|
10,358 |
|
|
|
10,277 |
|
|
|
114 |
|
Topix Index |
|
|
213 |
|
|
|
Mar-2019 |
|
|
|
29,831 |
|
|
|
28,995 |
|
|
|
(1,757 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
106,398 |
|
|
$ |
105,202 |
|
|
$ |
(2,353 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $3,689,213 ($ Thousands).
* |
Non-income producing security. |
** |
Rate shown is the 7-day effective yield as of December 31, 2018.
|
|
Investment in Affiliated Security. |
|
Real Estate Investment Trust. |
(A) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in
transactions exempt from registration normally to qualified institutions. On December 31, 2018, the value of these securities amounted to $56,955 ($ Thousands), representing 1.5% of the Net Assets of the Fund. |
(B) |
Certain securities or partial positions of certain securities are on loan at December 31, 2018. The total market
value of securities on loan at December 31, 2018 was $153,343 ($ Thousands). |
(C) |
Level 3 security in accordance with fair value hierarchy. |
(D) |
There is currently no rate available. |
(E) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities
as of December 31, 2018 was $139,250 ($ Thousands).
|
ADR American Depositary Receipt
Cl Class
DJ Dow Jones
FTSE Financial Times and Stock Exchange
GDR Global Depositary Receipt
LSE London Stock Exchange
Ltd. Limited
PJSC Public Joint-Stock Company
PLC Public Limited Company
SPI Share Price Index
TSX Toronto Stock Exchange
|
|
|
8 |
|
SEI Institutional
International Trust / Quarterly Report / December 31, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
International Equity Fund (Continued)
The following is a list of the level of inputs used as of December 31, 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 |
|
$ |
3,454,007 |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
3,454,007 |
|
Preferred Stock |
|
|
60,938 |
|
|
|
|
|
|
|
|
|
|
|
60,938 |
|
Affiliated Partnership |
|
|
|
|
|
|
139,250 |
|
|
|
|
|
|
|
139,250 |
|
Cash Equivalent |
|
|
96,277 |
|
|
|
|
|
|
|
|
|
|
|
96,277 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities |
|
$ |
3,611,222 |
|
|
$ |
139,250 |
|
|
$ |
|
|
|
$ |
3,750,472 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other Financial Instruments |
|
Level 1 |
|
Level 2 |
|
Level 3 |
|
Total |
Futures Contracts * |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
$ |
184 |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
184 |
|
Unrealized Depreciation |
|
|
(2,537 |
) |
|
|
|
|
|
|
|
|
|
|
(2,537 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Other Financial Instruments |
|
$ |
(2,353 |
) |
|
$ |
|
|
|
$ |
|
|
|
$ |
(2,353 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
*Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.
For the period ended December 31, 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 December 31, 2018, there were no transfers between
Level 2 and Level 3 assets and liabilities.
Amounts designated as are $0 or have been rounded to $0.
For information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent
semi-annual and annual financial statements.
The following is a summary of the transactions with affiliates for the period ended December 31, 2018 ($Thousands):
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security Description |
|
Value 9/30/2018 |
|
Purchases
at Cost |
|
Proceeds from Sales |
|
Realized Gain (Loss) |
|
Change in Unrealized Appreciation (Depreciation) |
|
Value 12/31/2018 |
|
Income |
SEI Liquidity Fund, L.P. |
|
|
$ 248,878 |
|
|
|
$ 319,387 |
|
|
|
$ (429,023) |
|
|
|
$ 8 |
|
|
|
$ |
|
|
|
$ 139,250 |
|
|
|
$ 513 |
|
SEI Daily Income Trust, Government Fund, Cl F |
|
|
153,816 |
|
|
|
39,076 |
|
|
|
(96,615) |
|
|
|
|
|
|
|
|
|
|
|
96,277 |
|
|
|
644 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Totals |
|
|
$ 402,694 |
|
|
|
$ 358,463 |
|
|
|
$ (525,638) |
|
|
|
$ 8 |
|
|
|
$ |
|
|
|
$ 235,527 |
|
|
|
$ 1,157 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional International Trust /
Quarterly Report / December 31, 2018 |
|
9 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
Emerging Markets Equity Fund
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK 90.1% |
|
|
|
|
|
|
|
|
Argentina 0.4% |
|
|
|
|
|
|
|
|
Arcos Dorados Holdings Inc, Cl A |
|
|
219,600 |
|
|
$ |
1,735 |
|
Cresud SACIF y A ADR * |
|
|
85,426 |
|
|
|
1,038 |
|
IRSA Inversiones y Representaciones SA ADR *(A) |
|
|
73,300 |
|
|
|
957 |
|
MercadoLibre Inc * |
|
|
7,914 |
|
|
|
2,318 |
|
Ternium SA ADR |
|
|
37,900 |
|
|
|
1,027 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,075 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Austria 0.1% |
|
|
|
|
|
|
|
|
Erste Group Bank AG * |
|
|
43,069 |
|
|
|
1,430 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Brazil 7.4% |
|
|
|
|
|
|
|
|
Ambev SA |
|
|
529,700 |
|
|
|
2,102 |
|
Atacadao Distribuicao Comercio e Industria Ltda * |
|
|
1,040,600 |
|
|
|
4,857 |
|
Azul SA ADR * |
|
|
65,074 |
|
|
|
1,802 |
|
B2W Cia Digital * |
|
|
1,205,184 |
|
|
|
13,066 |
|
B3 SA - Brasil Bolsa Balcao * |
|
|
671,100 |
|
|
|
4,642 |
|
Banco Bradesco SA ADR * |
|
|
941,666 |
|
|
|
9,313 |
|
Banco do Brasil SA * |
|
|
140,200 |
|
|
|
1,682 |
|
Banco Santander Brasil SA |
|
|
146,800 |
|
|
|
1,617 |
|
Banco Santander Brasil SA ADR |
|
|
218,200 |
|
|
|
2,429 |
|
BK Brasil Operacao e Assessoria a Restaurantes SA * |
|
|
664,027 |
|
|
|
3,543 |
|
BRF SA ADR *(A) |
|
|
378,300 |
|
|
|
2,149 |
|
CCR SA |
|
|
646,800 |
|
|
|
1,869 |
|
Cosan SA |
|
|
338,000 |
|
|
|
2,918 |
|
CVC Brasil Operadora e Agencia de Viagens SA |
|
|
307,900 |
|
|
|
4,860 |
|
Cyrela Brazil Realty SA Empreendimentos e Participacoes |
|
|
513,849 |
|
|
|
2,051 |
|
Duratex SA |
|
|
1,136,700 |
|
|
|
3,470 |
|
Energisa SA |
|
|
539,429 |
|
|
|
5,164 |
|
Eneva * |
|
|
165,200 |
|
|
|
686 |
|
Engie Brasil Energia SA |
|
|
78,750 |
|
|
|
671 |
|
Estacio Participacoes SA |
|
|
99,400 |
|
|
|
609 |
|
Fibria Celulose |
|
|
53,200 |
|
|
|
928 |
|
Hapvida Participacoes e Investimentos SA *(B) |
|
|
535,581 |
|
|
|
4,311 |
|
Hypera SA * |
|
|
157,160 |
|
|
|
1,225 |
|
IRB Brasil Resseguros S/A |
|
|
49,700 |
|
|
|
1,070 |
|
JBS SA |
|
|
367,500 |
|
|
|
1,099 |
|
Kroton Educacional SA |
|
|
561,700 |
|
|
|
1,286 |
|
Localiza Rent a Car SA * |
|
|
212,500 |
|
|
|
1,631 |
|
Lojas Renner SA |
|
|
208,600 |
|
|
|
2,282 |
|
Magazine Luiza SA |
|
|
35,454 |
|
|
|
1,656 |
|
Natura Cosmeticos |
|
|
65,500 |
|
|
|
761 |
|
Notre Dame Intermedica Participacoes SA * |
|
|
531,500 |
|
|
|
3,988 |
|
Petrobras Distribuidora SA |
|
|
317,800 |
|
|
|
2,107 |
|
Petroleo Brasileiro SA ADR * |
|
|
673,445 |
|
|
|
8,762 |
|
Porto Seguro SA |
|
|
60,548 |
|
|
|
815 |
|
Rumo SA * |
|
|
1,167,135 |
|
|
|
5,119 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
SLC Agricola SA |
|
|
56,600 |
|
|
$ |
611 |
|
Smiles Fidelidade |
|
|
40,900 |
|
|
|
462 |
|
Telefonica Brasil SA ADR |
|
|
150,400 |
|
|
|
1,794 |
|
TIM Participacoes SA ADR |
|
|
119,000 |
|
|
|
1,825 |
|
Transmissora Alianca de Energia Eletrica |
|
|
106,700 |
|
|
|
650 |
|
Ultrapar Participacoes ADR |
|
|
139,732 |
|
|
|
1,892 |
|
Vale SA |
|
|
155,700 |
|
|
|
2,049 |
|
Vale SA ADR, Cl B |
|
|
330,794 |
|
|
|
4,363 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
120,186 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Canada 1.0% |
|
|
|
|
|
|
|
|
Autohome Inc ADR *(A) |
|
|
28,300 |
|
|
|
2,214 |
|
First Quantum Minerals Ltd |
|
|
1,276,775 |
|
|
|
10,320 |
|
Parex Resources Inc * |
|
|
109,314 |
|
|
|
1,309 |
|
Yamana Gold Inc |
|
|
706,332 |
|
|
|
1,667 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,510 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Chile 0.3% |
|
|
|
|
|
|
|
|
Cia Cervecerias Unidas SA ADR |
|
|
52,991 |
|
|
|
1,332 |
|
Colbun |
|
|
1,715,597 |
|
|
|
345 |
|
Enel Americas SA ADR |
|
|
246,297 |
|
|
|
2,197 |
|
Inversiones La Construccion |
|
|
21,481 |
|
|
|
345 |
|
Sociedad Quimica y Minera de Chile SA ADR (A) |
|
|
24,500 |
|
|
|
938 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,157 |
|
|
|
|
|
|
|
|
|
|
|
|
|
China 18.3% |
|
|
|
|
|
|
|
|
AAC Technologies Holdings Inc |
|
|
165,133 |
|
|
|
959 |
|
Agricultural Bank of China Ltd, Cl H |
|
|
10,347,932 |
|
|
|
4,533 |
|
Air China Ltd, Cl H |
|
|
674,000 |
|
|
|
587 |
|
Alibaba Group Holding Ltd ADR * |
|
|
235,581 |
|
|
|
32,291 |
|
Angang Steel Co Ltd, Cl H (A) |
|
|
3,045,113 |
|
|
|
2,100 |
|
Anhui Conch Cement Co Ltd, Cl H |
|
|
598,000 |
|
|
|
2,902 |
|
ANTA Sports Products Ltd |
|
|
274,069 |
|
|
|
1,314 |
|
Baidu Inc ADR * |
|
|
107,974 |
|
|
|
17,125 |
|
Bank of China Ltd, Cl H |
|
|
8,614,000 |
|
|
|
3,719 |
|
Bank of Communications Co Ltd, Cl H |
|
|
1,907,000 |
|
|
|
1,488 |
|
BeiGene Ltd ADR * |
|
|
5,546 |
|
|
|
778 |
|
Changyou.com Ltd ADR * |
|
|
98,500 |
|
|
|
1,801 |
|
China CITIC Bank, Cl H |
|
|
2,104,000 |
|
|
|
1,279 |
|
China Coal Energy, Cl H |
|
|
2,723,000 |
|
|
|
1,071 |
|
China Communications Services Corp Ltd, Cl H |
|
|
1,880,000 |
|
|
|
1,556 |
|
China Construction Bank Corp, Cl H |
|
|
18,811,000 |
|
|
|
15,521 |
|
China Longyuan Power Group Corp Ltd, Cl H |
|
|
2,629,000 |
|
|
|
1,790 |
|
China Merchants Bank Co Ltd, Cl H |
|
|
368,576 |
|
|
|
1,351 |
|
China Molybdenum Co Ltd, Cl H |
|
|
4,410,000 |
|
|
|
1,622 |
|
China National Building Material Co Ltd, Cl H |
|
|
7,002,357 |
|
|
|
4,794 |
|
China Pacific Insurance Group Co Ltd, Cl H |
|
|
152,200 |
|
|
|
493 |
|
China Petroleum & Chemical Corp, Cl H |
|
|
4,124,000 |
|
|
|
2,945 |
|
China Vanke Co Ltd, Cl H |
|
|
766,600 |
|
|
|
2,605 |
|
CITIC Securities Co Ltd, Cl H |
|
|
1,147,000 |
|
|
|
1,978 |
|
Country Garden Holdings Co Ltd |
|
|
1,396,000 |
|
|
|
1,699 |
|
CRRC Corp Ltd |
|
|
5,101,408 |
|
|
|
4,978 |
|
|
|
|
SEI Institutional International Trust /
Quarterly Report / December 31, 2018 |
|
1 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Ctrip.com International Ltd ADR * |
|
|
160,562 |
|
|
$ |
4,345 |
|
Dongyue Group |
|
|
607,000 |
|
|
|
313 |
|
Hangzhou Hikvision Digital Technology Co Ltd, Cl A |
|
|
481,900 |
|
|
|
1,808 |
|
Hans Laser Technology Industry Group, Cl A |
|
|
323,200 |
|
|
|
1,429 |
|
Huaneng Power International Inc, Cl H |
|
|
2,044,000 |
|
|
|
1,300 |
|
Industrial & Commercial Bank of China Ltd, Cl H |
|
|
37,748,419 |
|
|
|
26,952 |
|
JD.com Inc ADR * |
|
|
82,800 |
|
|
|
1,733 |
|
Jiangxi Copper, Cl H |
|
|
565,000 |
|
|
|
665 |
|
Kingsoft Corp Ltd |
|
|
965,000 |
|
|
|
1,390 |
|
Kweichow Moutai Co Ltd, Cl A |
|
|
16,200 |
|
|
|
1,392 |
|
Lens Technology Co Ltd, Cl A |
|
|
1,488,500 |
|
|
|
1,411 |
|
Momo Inc ADR * |
|
|
88,306 |
|
|
|
2,097 |
|
NetEase Inc ADR |
|
|
20,184 |
|
|
|
4,751 |
|
New Oriental Education & Technology Group Inc ADR * |
|
|
42,270 |
|
|
|
2,317 |
|
Offshore Oil Engineering |
|
|
1,293,425 |
|
|
|
919 |
|
PetroChina Co Ltd, Cl H |
|
|
2,210,000 |
|
|
|
1,378 |
|
Ping An Insurance Group Co of China Ltd, Cl H |
|
|
2,232,857 |
|
|
|
19,721 |
|
SINA Corp/China * |
|
|
100,500 |
|
|
|
5,391 |
|
Sinopharm Group Co Ltd, Cl H |
|
|
817,200 |
|
|
|
3,434 |
|
Sinotruk Hong Kong Ltd (A) |
|
|
1,725,000 |
|
|
|
2,600 |
|
Sohu.com Ltd ADR *(A) |
|
|
147,600 |
|
|
|
2,571 |
|
Tencent Holdings Ltd |
|
|
1,429,343 |
|
|
|
57,325 |
|
Tingyi Cayman Islands Holding Corp |
|
|
2,056,000 |
|
|
|
2,747 |
|
Tsingtao Brewery Co Ltd, Cl H |
|
|
340,000 |
|
|
|
1,372 |
|
Uni-President China Holdings Ltd |
|
|
3,607,400 |
|
|
|
3,133 |
|
Vipshop Holdings Ltd ADR * |
|
|
349,875 |
|
|
|
1,910 |
|
Weibo Corp ADR *(A) |
|
|
82,656 |
|
|
|
4,830 |
|
Weichai Power Co Ltd, Cl H |
|
|
1,016,000 |
|
|
|
1,161 |
|
Zhejiang Expressway Co Ltd, Cl H |
|
|
2,416,000 |
|
|
|
2,095 |
|
Zhejiang Huace Film & TV Co Ltd, Cl A |
|
|
2,345,829 |
|
|
|
3,061 |
|
Zhongsheng Group Holdings (A) |
|
|
1,096,000 |
|
|
|
2,173 |
|
Zhuzhou CRRC Times Electric Co Ltd, Cl H |
|
|
1,851,447 |
|
|
|
10,263 |
|
Zijin Mining Group Co Ltd, Cl H |
|
|
5,222,000 |
|
|
|
1,981 |
|
ZTO Express Cayman Inc ADR * |
|
|
305,461 |
|
|
|
4,835 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
298,082 |
|
|
|
|
|
|
|
|
|
|
|
Colombia 0.3% |
|
Bancolombia SA ADR, Cl R |
|
|
108,953 |
|
|
|
4,151 |
|
Ecopetrol SA |
|
|
1,360,695 |
|
|
|
1,108 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,259 |
|
|
|
|
|
|
|
|
|
|
|
Czech Republic 0.4% |
|
CEZ AS |
|
|
125,447 |
|
|
|
2,981 |
|
Komercni banka as |
|
|
68,435 |
|
|
|
2,575 |
|
Moneta Money Bank AS (B) |
|
|
277,748 |
|
|
|
894 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,450 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Egypt 0.2% |
|
|
|
|
|
|
|
|
Commercial International Bank Egypt SAE GDR |
|
|
762,988 |
|
|
$ |
3,239 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Greece 0.3% |
|
|
|
|
|
|
|
|
Eurobank Ergasias SA * |
|
|
4,579,929 |
|
|
|
2,827 |
|
Motor Oil Hellas Corinth Refineries |
|
|
25,254 |
|
|
|
606 |
|
National Bank of Greece SA * |
|
|
1,183,049 |
|
|
|
1,488 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,921 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Hong Kong 8.2% |
|
|
|
|
|
|
|
|
3SBio Inc (B) |
|
|
1,120,000 |
|
|
|
1,436 |
|
A-Living Services Co Ltd, Cl H *(A)(B) |
|
|
830,500 |
|
|
|
1,127 |
|
ASM Pacific Technology Ltd |
|
|
298,100 |
|
|
|
2,873 |
|
Beijing Enterprises Water Group Ltd |
|
|
7,576,000 |
|
|
|
3,861 |
|
Brilliance China Automotive Holdings Ltd |
|
|
4,354,203 |
|
|
|
3,242 |
|
Chaoda Modern Agriculture Holdings Ltd * |
|
|
2,056,181 |
|
|
|
19 |
|
China Conch Venture Holdings Ltd |
|
|
565,500 |
|
|
|
1,683 |
|
China Everbright International Ltd |
|
|
5,625,100 |
|
|
|
5,044 |
|
China Everbright Ltd |
|
|
1,816,000 |
|
|
|
3,219 |
|
China Gas Holdings Ltd |
|
|
1,115,200 |
|
|
|
3,974 |
|
China High Precision Automation Group Ltd *(C) |
|
|
1,385,624 |
|
|
|
|
|
China Medical System Holdings Ltd |
|
|
4,056,200 |
|
|
|
3,772 |
|
China Mengniu Dairy Co Ltd * |
|
|
2,448,459 |
|
|
|
7,631 |
|
China Mobile Ltd |
|
|
1,483,800 |
|
|
|
14,280 |
|
China Mobile Ltd ADR |
|
|
206,385 |
|
|
|
9,906 |
|
China Resources Gas Group |
|
|
296,000 |
|
|
|
1,172 |
|
China Resources Pharmaceutical Group (B) |
|
|
775,000 |
|
|
|
1,012 |
|
China SCE Group Holdings |
|
|
1,736,000 |
|
|
|
632 |
|
China State Construction International Holdings Ltd |
|
|
3,513,123 |
|
|
|
2,791 |
|
China Taiping Insurance Holdings Co Ltd |
|
|
2,160,591 |
|
|
|
5,933 |
|
China Traditional Chinese Medicine Holdings Co Ltd |
|
|
3,096,000 |
|
|
|
1,803 |
|
CIFI Holdings Group Co Ltd |
|
|
1,664,000 |
|
|
|
884 |
|
CIMC Enric Holdings Ltd |
|
|
1,926,000 |
|
|
|
1,474 |
|
CITIC Ltd |
|
|
2,892,000 |
|
|
|
4,536 |
|
CNOOC Ltd |
|
|
8,232,200 |
|
|
|
12,723 |
|
Geely Automobile Holdings Ltd |
|
|
300,000 |
|
|
|
529 |
|
Genscript Biotech Corp *(A) |
|
|
568,000 |
|
|
|
766 |
|
Greentown Service Group |
|
|
268,000 |
|
|
|
205 |
|
Guangdong Investment Ltd |
|
|
270,000 |
|
|
|
522 |
|
Guangzhou Baiyunshan Pharmaceutical Holdings Co Ltd, Cl H |
|
|
154,000 |
|
|
|
552 |
|
Haier Electronics Group Co Ltd |
|
|
1,147,100 |
|
|
|
2,822 |
|
Hua Hong Semiconductor Ltd (B) |
|
|
727,000 |
|
|
|
1,346 |
|
Huatai Securities Co Ltd, Cl H (A)(B) |
|
|
2,437,600 |
|
|
|
3,861 |
|
Kunlun Energy |
|
|
996,000 |
|
|
|
1,056 |
|
Lee & Man Paper Manufacturing Ltd |
|
|
1,559,000 |
|
|
|
1,322 |
|
Li Ning Co Ltd * |
|
|
2,336,000 |
|
|
|
2,506 |
|
Semiconductor Manufacturing International Corp *(A) |
|
|
2,569,849 |
|
|
|
2,248 |
|
|
|
|
2 |
|
SEI Institutional
International Trust / Quarterly Report / December 31, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Shandong Weigao Group Medical Polymer Co Ltd, Cl H |
|
|
1,580,000 |
|
|
$ |
1,279 |
|
Shenzhen Investment |
|
|
3,832,000 |
|
|
|
1,268 |
|
Shimao Property Holdings Ltd |
|
|
940,500 |
|
|
|
2,511 |
|
Sino Biopharmaceutical Ltd |
|
|
3,951,301 |
|
|
|
2,604 |
|
SJM Holdings Ltd |
|
|
2,738,000 |
|
|
|
2,553 |
|
Sunny Optical Technology Group Co Ltd |
|
|
683,978 |
|
|
|
6,080 |
|
Techtronic Industries Co Ltd |
|
|
724,500 |
|
|
|
3,849 |
|
Yuexiu Property Co Ltd |
|
|
6,710,000 |
|
|
|
1,234 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
134,140 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Hungary 0.5% |
|
|
|
|
|
|
|
|
MOL Hungarian Oil & Gas PLC |
|
|
353,832 |
|
|
|
3,881 |
|
OTP Bank Nyrt |
|
|
126,382 |
|
|
|
5,084 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,965 |
|
|
|
|
|
|
|
|
|
|
|
|
|
India 8.4% |
|
|
|
|
|
|
|
|
Apollo Hospitals Enterprise |
|
|
119,203 |
|
|
|
2,148 |
|
APS Holdings Corp * |
|
|
1 |
|
|
|
|
|
Ashok Leyland Ltd |
|
|
1,631,296 |
|
|
|
2,395 |
|
Aurobindo Pharma Ltd |
|
|
131,229 |
|
|
|
1,378 |
|
Axis Bank Ltd * |
|
|
221,493 |
|
|
|
1,967 |
|
Bajaj Auto Ltd |
|
|
141,094 |
|
|
|
5,497 |
|
Cipla Ltd/India |
|
|
215,315 |
|
|
|
1,602 |
|
CreditAccess Grameen Ltd * |
|
|
171,093 |
|
|
|
939 |
|
Cummins India Ltd |
|
|
232,629 |
|
|
|
2,831 |
|
Dabur India Ltd |
|
|
246,443 |
|
|
|
1,520 |
|
Dewan Housing Finance Corp Ltd |
|
|
482,399 |
|
|
|
1,723 |
|
Dr Reddys Laboratories |
|
|
53,702 |
|
|
|
2,013 |
|
Exide Industries Ltd |
|
|
308,929 |
|
|
|
1,186 |
|
GAIL India |
|
|
512,500 |
|
|
|
2,645 |
|
HCL Technologies Ltd |
|
|
125,514 |
|
|
|
1,734 |
|
HDFC Bank Ltd |
|
|
155,076 |
|
|
|
4,713 |
|
HDFC Bank Ltd ADR |
|
|
48,381 |
|
|
|
5,012 |
|
Hero MotoCorp Ltd |
|
|
44,474 |
|
|
|
1,977 |
|
Hindustan Unilever Ltd |
|
|
139,906 |
|
|
|
3,647 |
|
Housing Development Finance Corp Ltd |
|
|
355,540 |
|
|
|
10,024 |
|
ICICI Bank Ltd |
|
|
1,723,895 |
|
|
|
8,893 |
|
ICICI Bank Ltd ADR |
|
|
638,782 |
|
|
|
6,573 |
|
ICICI Lombard General Insurance (B) |
|
|
87,700 |
|
|
|
1,086 |
|
Infosys Ltd |
|
|
705,860 |
|
|
|
6,662 |
|
ITC Ltd |
|
|
310,686 |
|
|
|
1,253 |
|
JM Financial Ltd |
|
|
528,780 |
|
|
|
711 |
|
Larsen & Toubro Ltd |
|
|
141,624 |
|
|
|
2,916 |
|
Mahindra & Mahindra Ltd |
|
|
154,024 |
|
|
|
1,773 |
|
Motherson Sumi Systems Ltd |
|
|
1,247,903 |
|
|
|
2,982 |
|
Power Grid Corp of India Ltd |
|
|
1,072,884 |
|
|
|
3,053 |
|
Prestige Estates Projects Ltd |
|
|
181,899 |
|
|
|
573 |
|
Reliance Industries Ltd |
|
|
640,370 |
|
|
|
10,285 |
|
Reliance Industries Ltd GDR (B) |
|
|
660,566 |
|
|
|
21,039 |
|
SH Kelkar & Co Ltd (B) |
|
|
385,654 |
|
|
|
949 |
|
Shriram Transport Finance Co Ltd |
|
|
237,122 |
|
|
|
4,211 |
|
Tata Chemicals Ltd |
|
|
174,638 |
|
|
|
1,768 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Tata Motors Ltd * |
|
|
125,327 |
|
|
$ |
310 |
|
United Spirits Ltd * |
|
|
394,190 |
|
|
|
3,590 |
|
UPL |
|
|
125,938 |
|
|
|
1,368 |
|
Vedanta Ltd |
|
|
762,275 |
|
|
|
2,208 |
|
WNS Holdings ADR * |
|
|
17,000 |
|
|
|
701 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
137,855 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Indonesia 1.5% |
|
|
|
|
|
|
|
|
Astra International Tbk PT |
|
|
8,564,600 |
|
|
|
4,899 |
|
Bank Negara Indonesia Persero Tbk PT |
|
|
3,796,500 |
|
|
|
2,323 |
|
Bank Rakyat Indonesia Persero Tbk PT |
|
|
30,658,305 |
|
|
|
7,803 |
|
Bukit Asam Tbk PT |
|
|
3,965,700 |
|
|
|
1,186 |
|
Charoen Pokphand Indonesia |
|
|
1,695,600 |
|
|
|
852 |
|
Indofood CBP Sukses Makmur |
|
|
999,400 |
|
|
|
726 |
|
Matahari Department Store Tbk PT |
|
|
2,274,600 |
|
|
|
886 |
|
Perusahaan Gas Negara Persero Tbk |
|
|
13,512,100 |
|
|
|
1,992 |
|
Semen Indonesia Persero |
|
|
1,834,800 |
|
|
|
1,467 |
|
Surya Citra Media Tbk PT |
|
|
7,271,000 |
|
|
|
946 |
|
United Tractors Tbk PT |
|
|
421,730 |
|
|
|
802 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
23,882 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Italy 0.1% |
|
|
|
|
|
|
|
|
PRADA SpA |
|
|
354,900 |
|
|
|
1,170 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Malaysia 0.8% |
|
|
|
|
|
|
|
|
AirAsia Group Bhd |
|
|
1,512,700 |
|
|
|
1,087 |
|
AMMB Holdings Bhd |
|
|
946,300 |
|
|
|
994 |
|
CIMB Group Holdings Bhd |
|
|
818,600 |
|
|
|
1,131 |
|
Hong Leong Financial Group |
|
|
147,300 |
|
|
|
661 |
|
Inari Amertron Bhd |
|
|
5,020,275 |
|
|
|
1,822 |
|
Malayan Banking Bhd |
|
|
1,388,100 |
|
|
|
3,191 |
|
Malaysia Building Society |
|
|
1,546,000 |
|
|
|
344 |
|
Petronas Chemicals Group Bhd |
|
|
491,800 |
|
|
|
1,106 |
|
Petronas Dagangan Bhd |
|
|
325,400 |
|
|
|
2,087 |
|
RHB Bank |
|
|
462,500 |
|
|
|
592 |
|
UEM Sunrise Bhd |
|
|
2,293,195 |
|
|
|
369 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,384 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Mexico 2.6% |
|
|
|
|
|
|
|
|
Alfa SAB de CV, Cl A |
|
|
1,154,500 |
|
|
|
1,371 |
|
America Movil SAB de CV ADR, Cl L |
|
|
90,435 |
|
|
|
1,289 |
|
Arca Continental SAB de CV |
|
|
69,300 |
|
|
|
387 |
|
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand ADR |
|
|
236,478 |
|
|
|
1,457 |
|
Cemex SAB de CV ADR * |
|
|
158,083 |
|
|
|
762 |
|
Coca-Cola Femsa SAB de CV ADR |
|
|
75,580 |
|
|
|
4,598 |
|
Fomento Economico Mexicano SAB de CV |
|
|
428,168 |
|
|
|
3,674 |
|
Fomento Economico Mexicano SAB de CV ADR |
|
|
41,179 |
|
|
|
3,543 |
|
Gruma SAB de CV, Cl B |
|
|
175,050 |
|
|
|
1,972 |
|
Grupo Financiero Banorte SAB de CV, Cl O |
|
|
1,280,453 |
|
|
|
6,237 |
|
Grupo Mexico SAB de CV, Ser B |
|
|
1,059,200 |
|
|
|
2,182 |
|
Grupo Televisa SAB ADR |
|
|
243,725 |
|
|
|
3,066 |
|
|
|
|
SEI Institutional International Trust /
Quarterly Report / December 31, 2018 |
|
3 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Infraestructura Energetica Nova SAB de CV |
|
|
614,619 |
|
|
$ |
2,279 |
|
Megacable Holdings SAB de CV |
|
|
73,300 |
|
|
|
328 |
|
Mexichem SAB de CV |
|
|
1,646,289 |
|
|
|
4,172 |
|
Qualitas Controladora |
|
|
166,700 |
|
|
|
350 |
|
Wal-Mart de Mexico SAB de CV |
|
|
1,748,094 |
|
|
|
4,436 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
42,103 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Netherlands 0.1% |
|
|
|
|
|
|
|
|
SBM Offshore NV |
|
|
132,190 |
|
|
|
1,953 |
|
VEON Ltd ADR |
|
|
201,860 |
|
|
|
473 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,426 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Panama 0.2% |
|
|
|
|
|
|
|
|
Copa Holdings SA, Cl A |
|
|
42,356 |
|
|
|
3,334 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Peru 0.8% |
|
|
|
|
|
|
|
|
Cia de Minas Buenaventura SAA ADR |
|
|
153,600 |
|
|
|
2,492 |
|
Credicorp Ltd |
|
|
48,519 |
|
|
|
10,755 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,247 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Philippines 0.8% |
|
|
|
|
|
|
|
|
Ayala Corp |
|
|
62,230 |
|
|
|
1,065 |
|
BDO Unibank Inc |
|
|
1,008,685 |
|
|
|
2,509 |
|
Globe Telecom Inc |
|
|
45,930 |
|
|
|
1,660 |
|
GT Capital Holdings Inc |
|
|
91,095 |
|
|
|
1,689 |
|
Manila Electric Co |
|
|
233,130 |
|
|
|
1,685 |
|
Megaworld |
|
|
3,907,000 |
|
|
|
353 |
|
Metropolitan Bank & Trust Co |
|
|
2,197,830 |
|
|
|
3,383 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12,344 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Poland 1.2% |
|
|
|
|
|
|
|
|
Bank Handlowy w Warszawie |
|
|
14,314 |
|
|
|
263 |
|
Dino Polska SA *(B) |
|
|
178,572 |
|
|
|
4,556 |
|
Grupa Lotos SA |
|
|
47,070 |
|
|
|
1,109 |
|
Jastrzebska Spolka Weglowa |
|
|
25,728 |
|
|
|
461 |
|
Polski Koncern Naftowy ORLEN SA |
|
|
67,855 |
|
|
|
1,953 |
|
Powszechna Kasa Oszczednosci Bank Polski SA |
|
|
274,358 |
|
|
|
2,883 |
|
Powszechny Zaklad Ubezpieczen SA |
|
|
655,778 |
|
|
|
7,663 |
|
Warsaw Stock Exchange |
|
|
35,803 |
|
|
|
349 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19,237 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Portugal 0.2% |
|
|
|
|
|
|
|
|
Galp Energia SGPS SA, Cl B |
|
|
174,340 |
|
|
|
2,749 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Qatar 0.2% |
|
|
|
|
|
|
|
|
Barwa Real Estate |
|
|
98,382 |
|
|
|
1,078 |
|
Ooredoo QPSC |
|
|
32,380 |
|
|
|
667 |
|
Qatar International Islamic Bank QSC |
|
|
34,720 |
|
|
|
631 |
|
Qatar National Bank QPSC |
|
|
12,515 |
|
|
|
670 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,046 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Russia 4.8% |
|
|
|
|
|
|
|
|
Detsky Mir PJSC |
|
|
952,100 |
|
|
|
1,241 |
|
Gazprom PJSC |
|
|
504,140 |
|
|
|
1,115 |
|
Gazprom PJSC ADR |
|
|
1,004,636 |
|
|
|
4,446 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Inter RAO UES PJSC |
|
|
7,360,000 |
|
|
$ |
411 |
|
LUKOIL PJSC ADR |
|
|
282,939 |
|
|
|
20,200 |
|
Mail.Ru Group Ltd GDR * |
|
|
106,587 |
|
|
|
2,505 |
|
Mobile TeleSystems PJSC ADR |
|
|
122,975 |
|
|
|
861 |
|
Novatek PJSC GDR |
|
|
1,830 |
|
|
|
309 |
|
Rosneft Oil Co PJSC GDR |
|
|
588,158 |
|
|
|
3,635 |
|
Sberbank of Russia PJSC |
|
|
776,669 |
|
|
|
2,086 |
|
Sberbank of Russia PJSC ADR |
|
|
1,822,629 |
|
|
|
19,976 |
|
X5 Retail Group NV GDR |
|
|
289,054 |
|
|
|
7,163 |
|
Yandex NV, Cl A * |
|
|
542,638 |
|
|
|
14,841 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
78,789 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Singapore 0.1% |
|
|
|
|
|
|
|
|
Japfa |
|
|
782,500 |
|
|
|
419 |
|
Yangzijiang Shipbuilding Holdings |
|
|
896,200 |
|
|
|
822 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,241 |
|
|
|
|
|
|
|
|
|
|
|
|
|
South Africa 4.0% |
|
|
|
|
|
|
|
|
AngloGold Ashanti |
|
|
184,087 |
|
|
|
2,326 |
|
AngloGold Ashanti Ltd ADR |
|
|
56,300 |
|
|
|
707 |
|
Barloworld Ltd |
|
|
146,574 |
|
|
|
1,173 |
|
Bid Corp Ltd |
|
|
142,180 |
|
|
|
2,619 |
|
Bidvest Group Ltd/The |
|
|
103,425 |
|
|
|
1,487 |
|
Capitec Bank Holdings Ltd (A) |
|
|
70,629 |
|
|
|
5,489 |
|
FirstRand Ltd |
|
|
848,990 |
|
|
|
3,869 |
|
Foschini Group Ltd/The |
|
|
180,089 |
|
|
|
2,081 |
|
Harmony Gold Mining * |
|
|
290,859 |
|
|
|
510 |
|
JSE Ltd |
|
|
233,412 |
|
|
|
2,686 |
|
Liberty Holdings Ltd |
|
|
80,706 |
|
|
|
617 |
|
MTN Group Ltd |
|
|
138,954 |
|
|
|
860 |
|
Naspers Ltd, Cl N |
|
|
64,733 |
|
|
|
13,015 |
|
Nedbank Group Ltd |
|
|
66,870 |
|
|
|
1,277 |
|
Old Mutual Ltd |
|
|
1,586,165 |
|
|
|
2,470 |
|
Petra Diamonds Ltd *(A) |
|
|
1,502,054 |
|
|
|
721 |
|
Pick n Pay Stores Ltd |
|
|
146,103 |
|
|
|
688 |
|
RMB Holdings Ltd |
|
|
487,920 |
|
|
|
2,676 |
|
Sanlam Ltd |
|
|
128,910 |
|
|
|
715 |
|
Sasol Ltd |
|
|
150,320 |
|
|
|
4,441 |
|
SPAR Group Ltd/The |
|
|
154,606 |
|
|
|
2,230 |
|
Standard Bank Group Ltd |
|
|
545,572 |
|
|
|
6,782 |
|
Telkom SA SOC Ltd |
|
|
188,088 |
|
|
|
828 |
|
Truworths International Ltd |
|
|
527,627 |
|
|
|
3,232 |
|
Vodacom Group Ltd |
|
|
96,688 |
|
|
|
887 |
|
Woolworths Holdings Ltd/South Africa |
|
|
220,337 |
|
|
|
844 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
65,230 |
|
|
|
|
|
|
|
|
|
|
|
|
|
South Korea 14.0% |
|
|
|
|
|
|
|
|
BNK Financial Group Inc |
|
|
71,211 |
|
|
|
468 |
|
Cheil Worldwide |
|
|
111,434 |
|
|
|
2,247 |
|
CJ Logistics * |
|
|
6,675 |
|
|
|
999 |
|
Com2uSCorp |
|
|
23,736 |
|
|
|
2,744 |
|
Coway Co Ltd |
|
|
85,234 |
|
|
|
5,660 |
|
Daelim Industrial Co Ltd |
|
|
13,582 |
|
|
|
1,248 |
|
|
|
|
4 |
|
SEI Institutional
International Trust / Quarterly Report / December 31, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Daesang |
|
|
29,171 |
|
|
$ |
655 |
|
DB Insurance Co Ltd |
|
|
74,642 |
|
|
|
4,709 |
|
Dentium Co Ltd (A) |
|
|
13,656 |
|
|
|
704 |
|
Doosan |
|
|
4,063 |
|
|
|
406 |
|
Doosan Bobcat Inc |
|
|
166,239 |
|
|
|
4,693 |
|
Doosan Infracore * |
|
|
58,251 |
|
|
|
396 |
|
E-MART Inc |
|
|
2,811 |
|
|
|
460 |
|
Fila Korea |
|
|
24,418 |
|
|
|
1,171 |
|
GS Engineering & Construction |
|
|
29,029 |
|
|
|
1,138 |
|
GS Retail |
|
|
32,439 |
|
|
|
1,177 |
|
Hana Financial Group Inc |
|
|
47,513 |
|
|
|
1,544 |
|
Hyosung Advanced Materials Corp * |
|
|
1 |
|
|
|
|
|
Hyosung TNC Co Ltd * |
|
|
2 |
|
|
|
|
|
Hyundai Engineering & Construction Co Ltd |
|
|
80,256 |
|
|
|
3,927 |
|
Hyundai Marine & Fire Insurance Co Ltd |
|
|
118,181 |
|
|
|
4,348 |
|
Hyundai Mipo Dockyard Co Ltd * |
|
|
19,060 |
|
|
|
1,025 |
|
Hyundai Motor Co |
|
|
29,180 |
|
|
|
3,099 |
|
Kangwon Land Inc |
|
|
58,036 |
|
|
|
1,664 |
|
KB Financial Group Inc |
|
|
58,789 |
|
|
|
2,450 |
|
KB Financial Group Inc ADR |
|
|
55,597 |
|
|
|
2,334 |
|
KCC Corp |
|
|
5,190 |
|
|
|
1,437 |
|
Kia Motors Corp |
|
|
60,830 |
|
|
|
1,837 |
|
Korean Air Lines |
|
|
40,262 |
|
|
|
1,193 |
|
KT Corp ADR |
|
|
80,800 |
|
|
|
1,149 |
|
KT&G Corp * |
|
|
31,658 |
|
|
|
2,880 |
|
Kumho Petrochemical |
|
|
13,500 |
|
|
|
1,056 |
|
LG Chem Ltd *(A) |
|
|
15,303 |
|
|
|
4,759 |
|
LG Corp |
|
|
48,518 |
|
|
|
3,039 |
|
LG Household & Health Care Ltd (A) |
|
|
1,582 |
|
|
|
1,561 |
|
LG Uplus Corp |
|
|
258,481 |
|
|
|
4,089 |
|
Lotte Chemical Corp |
|
|
12,614 |
|
|
|
3,132 |
|
Lotte Chilsung Beverage Co Ltd (A) |
|
|
1,241 |
|
|
|
1,557 |
|
Lotte Confectionery Co Ltd |
|
|
4,626 |
|
|
|
626 |
|
Lotte Corp *(A) |
|
|
28,243 |
|
|
|
1,334 |
|
Lotte Shopping Co Ltd |
|
|
16,176 |
|
|
|
3,059 |
|
LS Industrial Systems Co Ltd |
|
|
19,024 |
|
|
|
835 |
|
Mando Corp (A) |
|
|
73,758 |
|
|
|
1,914 |
|
Medy-Tox |
|
|
2,219 |
|
|
|
1,149 |
|
NAVER Corp |
|
|
18,185 |
|
|
|
1,988 |
|
NCSoft Corp (A) |
|
|
27,076 |
|
|
|
11,320 |
|
Netmarble Corp (A)(B) |
|
|
14,712 |
|
|
|
1,470 |
|
Orange Life Insurance Ltd (B) |
|
|
48,956 |
|
|
|
1,229 |
|
Orion Corp/Republic of Korea |
|
|
32,023 |
|
|
|
3,444 |
|
Partron Co Ltd (A) |
|
|
220,428 |
|
|
|
1,616 |
|
POSCO |
|
|
13,526 |
|
|
|
2,946 |
|
Samsung Biologics *(A)(B) |
|
|
3,290 |
|
|
|
1,140 |
|
Samsung Electro-Mechanics Co Ltd |
|
|
12,029 |
|
|
|
1,116 |
|
Samsung Electronics Co Ltd |
|
|
1,640,067 |
|
|
|
56,884 |
|
Samsung Engineering Co Ltd * |
|
|
364,142 |
|
|
|
5,744 |
|
Samsung Fire & Marine Insurance |
|
|
4,683 |
|
|
|
1,129 |
|
Samsung Life Insurance Co Ltd |
|
|
25,014 |
|
|
|
1,829 |
|
Samsung SDI Co Ltd |
|
|
7,782 |
|
|
|
1,527 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
SFA Engineering Corp |
|
|
51,075 |
|
|
$ |
1,584 |
|
SK Hynix Inc |
|
|
322,729 |
|
|
|
17,499 |
|
SK Innovation Co Ltd |
|
|
22,721 |
|
|
|
3,655 |
|
SK Telecom Co Ltd |
|
|
59,240 |
|
|
|
14,308 |
|
SK Telecom Co Ltd ADR |
|
|
345,820 |
|
|
|
9,268 |
|
Woori Bank |
|
|
93,852 |
|
|
|
1,312 |
|
Youngone |
|
|
26,855 |
|
|
|
923 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
227,803 |
|
|
|
|
|
|
|
|
|
|
|
Switzerland 0.2% |
|
Hans Laser |
|
|
95,000 |
|
|
|
418 |
|
Wens Foodstuf |
|
|
511,996 |
|
|
|
1,944 |
|
Wizz Air Holdings Plc * |
|
|
38,858 |
|
|
|
1,387 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,749 |
|
|
|
|
|
|
|
|
|
|
|
Taiwan 7.3% |
|
Accton Technology Corp |
|
|
747,200 |
|
|
|
2,397 |
|
Airtac International Group |
|
|
303,681 |
|
|
|
2,969 |
|
ASE Technology Holding Co Ltd |
|
|
951,372 |
|
|
|
1,804 |
|
ASMedia Technology Inc |
|
|
88,000 |
|
|
|
1,431 |
|
Catcher Technology Co Ltd |
|
|
713,040 |
|
|
|
5,220 |
|
Cathay Financial Holding Co Ltd |
|
|
3,689,584 |
|
|
|
5,642 |
|
China Development Financial Holding Corp |
|
|
3,341,000 |
|
|
|
1,056 |
|
Chlitina Holding Ltd |
|
|
127,000 |
|
|
|
1,062 |
|
Compal Electronics Inc |
|
|
3,035,000 |
|
|
|
1,723 |
|
Cub Elecparts Inc |
|
|
3 |
|
|
|
|
|
Delta Electronics Inc |
|
|
444,000 |
|
|
|
1,871 |
|
Eclat Textile Co Ltd |
|
|
139,000 |
|
|
|
1,574 |
|
Elite Advanced Laser Corp |
|
|
677,776 |
|
|
|
1,449 |
|
Elite Material Co Ltd |
|
|
885,400 |
|
|
|
1,893 |
|
eMemory Technology Inc |
|
|
163,200 |
|
|
|
1,391 |
|
Fubon Financial Holding Co Ltd |
|
|
1,581,000 |
|
|
|
2,420 |
|
Globalwafers Co Ltd |
|
|
247,000 |
|
|
|
2,254 |
|
Hiwin Technologies Corp |
|
|
251,421 |
|
|
|
1,808 |
|
Hon Hai Precision Industry Co Ltd |
|
|
2,094,003 |
|
|
|
4,823 |
|
Hota Industrial Manufacturing Co Ltd |
|
|
1 |
|
|
|
|
|
Inventec Corp |
|
|
4,632,000 |
|
|
|
3,323 |
|
Largan Precision Co Ltd |
|
|
17,446 |
|
|
|
1,825 |
|
MediaTek Inc |
|
|
1,716,568 |
|
|
|
12,817 |
|
Merida Industry Co Ltd |
|
|
436,000 |
|
|
|
1,957 |
|
Nanya Technology Corp |
|
|
285,000 |
|
|
|
510 |
|
Parade Technologies Ltd |
|
|
182,600 |
|
|
|
2,554 |
|
Silicon Motion Technology Corp ADR |
|
|
83,110 |
|
|
|
2,867 |
|
Taiwan Semiconductor Manufacturing Co Ltd |
|
|
5,332,276 |
|
|
|
39,120 |
|
Taiwan Semiconductor Manufacturing Co Ltd ADR |
|
|
264,633 |
|
|
|
9,768 |
|
Wistron Corp |
|
|
2,867,235 |
|
|
|
1,782 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
119,310 |
|
|
|
|
|
|
|
|
|
|
|
Thailand 2.5% |
|
Advanced Info Service PCL |
|
|
517,600 |
|
|
|
2,742 |
|
Amata Corp PCL |
|
|
1,545,100 |
|
|
|
978 |
|
Bangkok Bank NVDR |
|
|
184,900 |
|
|
|
1,153 |
|
Bangkok Bank PCL |
|
|
694,900 |
|
|
|
4,332 |
|
|
|
|
SEI Institutional International Trust /
Quarterly Report / December 31, 2018 |
|
5 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Central Pattana PCL |
|
|
578,500 |
|
|
$ |
1,328 |
|
CP ALL PCL |
|
|
1,631,000 |
|
|
|
3,444 |
|
CP ALL PCL NVDR |
|
|
1,634,019 |
|
|
|
3,450 |
|
Home Product Center PCL |
|
|
11,973,600 |
|
|
|
5,590 |
|
Minor International PCL NVDR |
|
|
3,385,947 |
|
|
|
3,536 |
|
PTT Exploration & Production NVDR |
|
|
193,800 |
|
|
|
676 |
|
PTT Exploration & Production PCL |
|
|
257,400 |
|
|
|
897 |
|
PTT Global Chemical PCL NVDR |
|
|
495,600 |
|
|
|
1,085 |
|
PTT PCL |
|
|
1,741,500 |
|
|
|
2,460 |
|
PTT PCL NVDR |
|
|
920,800 |
|
|
|
1,301 |
|
Quality Houses NVDR |
|
|
4,101,000 |
|
|
|
330 |
|
Siam Cement PCL/The |
|
|
242,200 |
|
|
|
3,243 |
|
Sri Trang Agro-Industry NVDR |
|
|
1,576,200 |
|
|
|
683 |
|
Thai Oil PCL |
|
|
560,986 |
|
|
|
1,141 |
|
Thai Union Group PCL NVDR |
|
|
1,751,100 |
|
|
|
871 |
|
Thanachart Capital PCL NVDR |
|
|
568,300 |
|
|
|
868 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
40,108 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Turkey 0.9% |
|
|
|
|
|
|
|
|
Akbank T.A.S. |
|
|
1,402,314 |
|
|
|
1,808 |
|
Anadolu Efes Biracilik Ve Malt Sanayii AS |
|
|
175,824 |
|
|
|
681 |
|
Arcelik AS (A) |
|
|
368,763 |
|
|
|
1,094 |
|
Eregli Demir ve Celik Fabrikalari TAS |
|
|
1,009,190 |
|
|
|
1,370 |
|
Ford Otomotiv Sanayi AS |
|
|
99,585 |
|
|
|
936 |
|
Mavi Giyim Sanayi Ve Ticaret AS, Cl B (B) |
|
|
168,906 |
|
|
|
1,023 |
|
Sok Marketler Ticaret AS * |
|
|
1,098,866 |
|
|
|
2,220 |
|
TAV Havalimanlari Holding AS |
|
|
267,044 |
|
|
|
1,201 |
|
Tekfen Holding AS |
|
|
269,111 |
|
|
|
1,048 |
|
Turk Hava Yollari AO * |
|
|
157,409 |
|
|
|
477 |
|
Turkcell Iletisim Hizmetleri AS |
|
|
816,959 |
|
|
|
1,869 |
|
Turkcell Iletisim Hizmetleri AS ADR (A) |
|
|
104,235 |
|
|
|
586 |
|
Turkiye Is Bankasi AS, Cl C |
|
|
454,504 |
|
|
|
387 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14,700 |
|
|
|
|
|
|
|
|
|
|
|
|
|
United Arab Emirates 0.2% |
|
|
|
|
|
|
|
|
Emaar Properties PJSC |
|
|
2,909,076 |
|
|
|
3,271 |
|
|
|
|
|
|
|
|
|
|
|
|
|
United Kingdom 1.3% |
|
|
|
|
|
|
|
|
Anglo American PLC |
|
|
114,441 |
|
|
|
2,564 |
|
Etalon Group PLC GDR |
|
|
56,800 |
|
|
|
93 |
|
KAZ Minerals PLC |
|
|
951,717 |
|
|
|
6,448 |
|
Magnitogorsk Iron & Steel Works PJSC GDR |
|
|
164,275 |
|
|
|
1,362 |
|
Mail.Ru Group Ltd GDR * |
|
|
17,965 |
|
|
|
421 |
|
Novatek PJSC GDR |
|
|
15,339 |
|
|
|
2,623 |
|
Polyus PJSC GDR |
|
|
25,845 |
|
|
|
1,011 |
|
Tullow Oil PLC * |
|
|
2,766,678 |
|
|
|
6,311 |
|
Vivo Energy PLC (B) |
|
|
681,239 |
|
|
|
1,084 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
21,917 |
|
|
|
|
|
|
|
|
|
|
|
|
|
United States 0.4% |
|
|
|
|
|
|
|
|
Bizlink Holding Inc |
|
|
123,000 |
|
|
|
896 |
|
Corp America Airports SA * |
|
|
161,697 |
|
|
|
1,072 |
|
IRSA Propiedades Comerciales ADR |
|
|
2,032 |
|
|
|
37 |
|
Liberty Latin America Ltd, Cl C * |
|
|
139,811 |
|
|
|
2,037 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Pagseguro Digital Ltd, Cl A *(A) |
|
|
130,100 |
|
|
$ |
2,437 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,479 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Vietnam 0.1% |
|
|
|
|
|
|
|
|
Vincom Retail JSC * |
|
|
1,535,475 |
|
|
|
1,847 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Common Stock (Cost $1,428,157) ($ Thousands) |
|
|
|
|
|
|
1,469,635 |
|
|
|
|
|
|
|
|
|
|
|
|
|
PREFERRED STOCK 2.7% |
|
|
|
|
|
|
|
|
Brazil 2.2% |
|
|
|
|
|
|
|
|
Banco Bradesco SA * (D) |
|
|
345,389 |
|
|
|
3,444 |
|
Banco do Estado do Rio Grande do Sul SA (D) |
|
|
143,600 |
|
|
|
822 |
|
Braskem SA (D) |
|
|
72,700 |
|
|
|
889 |
|
Cia Brasileira de Distribuicao * (D) |
|
|
32,400 |
|
|
|
677 |
|
Cia Brasileira de Distribuicao ADR *(A) (D) |
|
|
107,800 |
|
|
|
2,239 |
|
Cia de Transmissao de Energia Eletrica Paulista (D) |
|
|
46,200 |
|
|
|
824 |
|
Cia Paranaense de Energia (D) |
|
|
104,100 |
|
|
|
820 |
|
Itau Unibanco Holding SA (D) |
|
|
894,601 |
|
|
|
8,194 |
|
Itau Unibanco Holding SA ADR (D) |
|
|
384,781 |
|
|
|
3,517 |
|
Itausa - Investimentos Itau SA (D) |
|
|
741,111 |
|
|
|
2,310 |
|
Lojas Americanas SA (D) |
|
|
739,725 |
|
|
|
3,760 |
|
Petroleo Brasileiro SA * (D) |
|
|
663,211 |
|
|
|
3,881 |
|
Petroleo Brasileiro SA ADR, Cl A * (D) |
|
|
151,223 |
|
|
|
1,753 |
|
Telefonica Brasil SA (D) |
|
|
152,900 |
|
|
|
1,824 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
34,954 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Colombia 0.0% |
|
|
|
|
|
|
|
|
Grupo Aval Acciones y Valores SA (D) |
|
|
2,202,575 |
|
|
|
678 |
|
|
|
|
|
|
|
|
|
|
|
|
|
South Korea 0.5% |
|
|
|
|
|
|
|
|
Samsung Electronics Co Ltd (D) |
|
|
303,933 |
|
|
|
8,648 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Preferred Stock (Cost $42,198) ($ Thousands) |
|
|
|
|
|
|
44,280 |
|
|
|
|
|
|
|
|
|
|
|
|
|
EXCHANGE TRADED FUNDS 2.4% |
|
|
|
|
|
|
|
|
United States 2.4% |
|
|
|
|
|
|
|
|
iShares MSCI India ETF |
|
|
559,000 |
|
|
|
18,637 |
|
iShares MSCI Taiwan ETF |
|
|
634,500 |
|
|
|
20,063 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Exchange Traded Funds (Cost $38,514) ($ Thousands) |
|
|
|
|
|
|
38,700 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Number of Participation Notes |
|
|
|
|
|
|
PARTICIPATION NOTES 1.1% |
|
|
|
|
|
|
|
|
China 0.4% |
|
|
|
|
|
|
|
|
Hans Laser, Expires 04/09/2019 |
|
|
922,350 |
|
|
|
4,062 |
|
|
|
|
6 |
|
SEI Institutional
International Trust / Quarterly Report / December 31, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Number of Participation Notes |
|
|
Market Value ($ Thousands) |
|
|
|
PARTICIPATION NOTES (continued) |
|
|
|
|
|
|
|
|
Ping An Insurance, Expires 09/23/2019 |
|
|
319,100 |
|
|
$ |
2,597 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,659 |
|
|
|
|
|
|
|
|
|
|
|
|
|
India 0.0% |
|
|
|
|
|
|
|
|
Motherson Sumi Systems Ltd, Expires 09/21/2021 * |
|
|
232,500 |
|
|
|
557 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Luxembourg 0.1% |
|
|
|
|
|
|
|
|
Hoa Phat Group JSC, Expires 11/20/2020 * |
|
|
827,736 |
|
|
|
1,093 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Switzerland 0.6% |
|
|
|
|
|
|
|
|
Hangzhou Kikvi, Expires 08/12/2019 |
|
|
1,957,989 |
|
|
|
7,335 |
|
Maanshan Iron, Expires 09/18/2019 |
|
|
2,876,240 |
|
|
|
1,443 |
|
Spring Airline, Expires 06/03/2019 |
|
|
200,169 |
|
|
|
924 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,702 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Vietnam 0.0% |
|
|
|
|
|
|
|
|
Hoa Phat Group JSC, Expires 07/24/2018 * |
|
|
579,083 |
|
|
|
765 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Participation Notes (Cost $24,141) ($ Thousands) |
|
|
|
|
|
|
18,776 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount (Thousands) |
|
|
Market Value ($ Thousands) |
|
|
|
DEBENTURE BOND 0.0% |
|
|
|
|
|
|
|
|
Brazil 0.0% |
|
|
|
|
|
|
|
|
Vale, Ser 1997 |
|
|
|
|
|
|
|
|
0.000%, 09/30/2049 (E) |
|
BRL |
8 |
|
|
$ |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Debenture Bond (Cost $) ($ Thousands) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares |
|
|
|
|
|
|
AFFILIATED PARTNERSHIP 2.8% |
|
|
|
|
|
|
|
|
SEI Liquidity Fund, L.P. |
|
|
|
|
|
|
|
|
2.420% **(F) |
|
|
45,098,251 |
|
|
|
45,100 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Affiliated Partnership (Cost $45,098) ($ Thousands) |
|
|
|
45,100 |
|
|
|
|
|
|
|
|
|
|
|
|
|
CASH EQUIVALENT 1.2% |
|
|
|
|
|
|
|
|
SEI Daily Income Trust, Government Fund, Cl F |
|
|
|
|
|
|
|
|
2.200% ** |
|
|
20,080,456 |
|
|
|
20,080 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Cash Equivalent (Cost $20,080) ($ Thousands) |
|
|
|
|
|
|
20,080 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities 100.3% (Cost $1,598,188) ($ Thousands) |
|
|
$ |
1,636,571 |
|
|
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at December 31, 2018, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Type of Contract |
|
Number of Contracts Long (Short) |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
Value (Thousands) |
|
Unrealized Appreciation/ (Depreciation) (Thousands) |
MSCI Emerging Markets |
|
|
459 |
|
|
|
Mar-2019 |
|
|
$ |
22,286 |
|
|
$ |
22,188 |
|
|
$ |
(98 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $1,631,833 ($ Thousands).
* |
Non-income producing security. |
** |
Rate shown is the 7-day effective yield as of December 31, 2018.
|
|
Investment in Affiliated Security. |
(A) |
Certain securities or partial positions of certain securities are on loan at December 31, 2018. The total market
value of securities on loan at December 31, 2018 was $46,556 ($ Thousands). |
(B) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in
transactions exempt from registration normally to qualified institutions. On December 31, 2018, the value of these securities amounted to $47,563 ($ Thousands), representing 2.9% of the Net Assets of the Fund. |
(C) |
Level 3 security in accordance with fair value hierarchy. |
(D) |
There is currently no rate available. |
(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) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities
as of December 31, 2018 was $45,100 ($ Thousands). |
ADR American Depositary Receipt
Cl Class
ETF Exchange-Traded Fund
GDR
Global Depositary Receipt
JSC Joint-Stock Company
JSE
Johannesburg Stock Exchange
Ltd. Limited
MSCI Morgan Stanley
Capital International
NVDR Non-Voting Depositary Receipt
PJSC Public Joint-Stock Company
PLC Public Limited Company
|
|
|
SEI Institutional International Trust /
Quarterly Report / December 31, 2018 |
|
7 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
Emerging Markets Equity Fund (Continued)
The following is a list of the level of inputs used as of December 31, 2018, in valuing the Funds investments
carried at value ($ Thousands):
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Investments in Securities |
|
Level 1 |
|
Level 2 |
|
Level 3 |
|
Total |
Common Stock |
|
$ |
1,467,764 |
|
|
$ |
1,871 |
|
|
$ |
|
|
|
$ |
1,469,635 |
|
Preferred Stock |
|
|
44,280 |
|
|
|
|
|
|
|
|
|
|
|
44,280 |
|
Exchange Traded Funds |
|
|
38,700 |
|
|
|
|
|
|
|
|
|
|
|
38,700 |
|
Participation Notes |
|
|
18,011 |
|
|
|
765 |
|
|
|
|
|
|
|
18,776 |
|
Debenture Bond |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Affiliated Partnership |
|
|
|
|
|
|
45,100 |
|
|
|
|
|
|
|
45,100 |
|
Cash Equivalent |
|
|
20,080 |
|
|
|
|
|
|
|
|
|
|
|
20,080 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities |
|
$ |
1,588,835 |
|
|
$ |
47,736 |
|
|
$ |
|
|
|
$ |
1,636,571 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other Financial Instruments |
|
Level 1 |
|
Level 2 |
|
Level 3 |
|
Total |
Futures Contracts * |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Depreciation |
|
$ |
(98) |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
(98) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Other Financial Instruments |
|
$ |
(98) |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
(98) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
*Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.
For the period ended December 31, 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 December 31, 2018, there were no transfers between Level 2 and Level 3 assets and
liabilities.
For the period ended December 31, 2018, there were no transfers into Level 3 assets and liabilities.
Amounts designated as are $0 or have been rounded to $0.
For
information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial statements.
The following is a summary of the transactions with
affiliates for the period ended December 31, 2018 ($ Thousands):
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security Description |
|
Value 9/30/2018 |
|
Purchases at Cost |
|
Proceeds from Sales |
|
Realized Gain (Loss) |
|
Change in Unrealized Appreciation (Depreciation) |
|
Value 12/31/2018 |
|
Income |
SEI Liquidity Fund, L.P. |
|
|
$ 66,697 |
|
|
|
$ 42,464 |
|
|
|
$ (64,062) |
|
|
|
$ |
|
|
|
$ 1 |
|
|
|
$ 45,100 |
|
|
|
$ 120 |
|
SEI Daily Income Trust, Government Fund, Cl F |
|
|
12,932 |
|
|
|
90,981 |
|
|
|
(83,833) |
|
|
|
|
|
|
|
|
|
|
|
20,080 |
|
|
|
155 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Totals |
|
|
$ 79,629 |
|
|
|
$ 133,445 |
|
|
|
$ (147,895) |
|
|
|
$ |
|
|
|
$ 1 |
|
|
|
$ 65,180 |
|
|
|
$ 275 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8 |
|
SEI Institutional
International Trust / Quarterly Report / December 31, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
International Fixed Income Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount (Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
|
GLOBAL BONDS 91.8% |
|
|
|
|
|
|
|
|
|
|
Argentina 0.1% |
|
|
|
|
|
|
|
|
|
|
Argentina POM Politica Monetaria |
|
|
|
|
|
|
|
|
|
|
59.257%, VAR Argentina Central Bank 7 Day Repo Rate+0.000%, 06/21/2020 |
|
ARS |
|
|
3,576 |
|
|
$ |
101 |
|
Argentine Bonos del Tesoro |
|
|
|
|
|
|
|
|
|
|
16.000%, 10/17/2023 |
|
|
|
|
7,121 |
|
|
|
158 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
259 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Australia 2.0% |
|
|
|
|
|
|
|
|
|
|
Australia & New Zealand Banking Group MTN |
|
|
|
|
|
|
|
|
|
|
5.000%, 08/16/2023 |
|
AUD |
|
|
750 |
|
|
|
579 |
|
3.625%, 07/18/2022 |
|
EUR |
|
|
300 |
|
|
|
384 |
|
Australia Government Bond |
|
|
|
|
|
|
|
|
|
|
5.500%, 04/21/2023 |
|
AUD |
|
|
1,675 |
|
|
|
1,353 |
|
4.750%, 04/21/2027 |
|
|
|
|
820 |
|
|
|
685 |
|
4.500%, 04/15/2020 |
|
|
|
|
540 |
|
|
|
392 |
|
4.500%, 04/21/2033 |
|
|
|
|
195 |
|
|
|
171 |
|
4.250%, 04/21/2026 |
|
|
|
|
1,425 |
|
|
|
1,141 |
|
3.750%, 04/21/2037 |
|
|
|
|
393 |
|
|
|
321 |
|
3.000%, 03/21/2047 |
|
|
|
|
350 |
|
|
|
255 |
|
2.750%, 04/21/2024 |
|
|
|
|
1,230 |
|
|
|
897 |
|
Australia Government Bond, Ser 122 |
|
|
|
|
|
|
|
|
|
|
5.250%, 03/15/2019 |
|
|
|
|
193 |
|
|
|
137 |
|
Australia Government Bond, Ser 124 |
|
|
|
|
|
|
|
|
|
|
5.750%, 05/15/2021 |
|
|
|
|
2,583 |
|
|
|
1,981 |
|
BHP Billiton Finance |
|
|
|
|
|
|
|
|
|
|
4.750%, VAR EUR Swap Annual 5 Yr+4.363%, 04/22/2076 |
|
EUR |
|
|
101 |
|
|
|
123 |
|
Commonwealth Bank of Australia MTN |
|
|
|
|
|
|
|
|
|
|
3.000%, 05/03/2022 |
|
|
|
|
330 |
|
|
|
413 |
|
National Australia Bank |
|
|
|
|
|
|
|
|
|
|
5.000%, 03/11/2024 |
|
AUD |
|
|
750 |
|
|
|
582 |
|
Westpac Banking Corp MTN |
|
|
|
|
|
|
|
|
|
|
1.500%, 03/24/2021 |
|
EUR |
|
|
220 |
|
|
|
260 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,674 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Austria 1.2% |
|
|
|
|
|
|
|
|
|
|
JAB Holdings BV |
|
|
|
|
|
|
|
|
|
|
1.250%, 05/22/2024 |
|
|
|
|
400 |
|
|
|
458 |
|
Republic of Austria Government Bond |
|
|
|
|
|
|
|
|
|
|
4.150%, 03/15/2037 (A) |
|
|
|
|
406 |
|
|
|
705 |
|
3.650%, 04/20/2022 (A) |
|
|
|
|
290 |
|
|
|
376 |
|
3.150%, 06/20/2044 (A) |
|
|
|
|
475 |
|
|
|
772 |
|
2.100%, 09/20/2117 (A) |
|
|
|
|
75 |
|
|
|
99 |
|
1.500%, 02/20/2047 (A) |
|
|
|
|
95 |
|
|
|
112 |
|
0.750%, 10/20/2026 (A) |
|
|
|
|
1,912 |
|
|
|
2,260 |
|
0.083%, 07/15/2023 (A)(B) |
|
|
|
|
360 |
|
|
|
415 |
|
Republic of Austria Government Bond, Ser 97-6 |
|
|
|
|
|
|
|
|
|
|
6.250%, 07/15/2027 |
|
|
|
|
288 |
|
|
|
492 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,689 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount (Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
Belgium 2.1% |
|
|
|
|
|
|
|
|
|
|
Anheuser-Busch InBev MTN |
|
|
|
|
|
|
|
|
|
|
2.250%, 05/24/2029 |
|
GBP |
|
|
205 |
|
|
$ |
240 |
|
1.500%, 03/17/2025 |
|
EUR |
|
|
415 |
|
|
|
483 |
|
Kingdom of Belgium Government Bond |
|
|
|
|
|
|
|
|
|
|
3.750%, 09/28/2020 (A) |
|
|
|
|
2,126 |
|
|
|
2,613 |
|
3.750%, 06/22/2045 |
|
|
|
|
512 |
|
|
|
842 |
|
3.000%, 06/22/2034 (A) |
|
|
|
|
620 |
|
|
|
878 |
|
1.900%, 06/22/2038 (A) |
|
|
|
|
200 |
|
|
|
244 |
|
1.600%, 06/22/2047 (A) |
|
|
|
|
310 |
|
|
|
341 |
|
1.000%, 06/22/2031 (A) |
|
|
|
|
1,149 |
|
|
|
1,302 |
|
0.800%, 06/22/2025 (A) |
|
|
|
|
493 |
|
|
|
582 |
|
0.800%, 06/22/2027 (A) |
|
|
|
|
785 |
|
|
|
909 |
|
0.800%, 06/22/2028 (A) |
|
|
|
|
340 |
|
|
|
390 |
|
Kingdom of Belgium Government Bond, Ser 44 |
|
|
|
|
|
|
|
|
|
|
5.000%, 03/28/2035 (A) |
|
|
|
|
64 |
|
|
|
113 |
|
Kingdom of Belgium Government Bond, Ser 65 |
|
|
|
|
|
|
|
|
|
|
4.250%, 09/28/2022 (A) |
|
|
|
|
790 |
|
|
|
1,057 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,994 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Brazil 0.3% |
|
|
|
|
|
|
|
|
|
|
Brazil Notas do Tesouro Nacional, Serie B |
|
|
|
|
|
|
|
|
|
|
6.000%, 08/15/2050 |
|
BRL |
|
|
1,081 |
|
|
|
1,020 |
|
Brazil Notas do Tesouro Nacional, Serie F |
|
|
|
|
|
|
|
|
|
|
10.000%, 01/01/2021 |
|
|
|
|
3 |
|
|
|
1 |
|
Minerva Luxembourg |
|
|
|
|
|
|
|
|
|
|
6.500%, 09/20/2026 (A) |
|
$ |
|
|
290 |
|
|
|
270 |
|
Odebrecht Finance |
|
|
|
|
|
|
|
|
|
|
7.125%, 06/26/2042 |
|
|
|
|
280 |
|
|
|
39 |
|
4.375%, 04/25/2025 |
|
|
|
|
200 |
|
|
|
26 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,356 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Canada 7.8% |
|
|
|
|
|
|
|
|
|
|
Bank of Montreal |
|
|
|
|
|
|
|
|
|
|
0.750%, 09/21/2022 |
|
EUR |
|
|
235 |
|
|
|
275 |
|
Bank of Montreal MTN |
|
|
|
|
|
|
|
|
|
|
0.125%, 04/19/2021 |
|
|
|
|
280 |
|
|
|
321 |
|
Bank of Nova Scotia MTN |
|
|
|
|
|
|
|
|
|
|
0.750%, 09/17/2021 |
|
|
|
|
570 |
|
|
|
665 |
|
Bell Canada MTN |
|
|
|
|
|
|
|
|
|
|
4.700%, 09/11/2023 |
|
CAD |
|
|
80 |
|
|
|
62 |
|
3.250%, 06/17/2020 |
|
|
|
|
95 |
|
|
|
70 |
|
Canada Housing Trust No. 1 |
|
|
|
|
|
|
|
|
|
|
3.800%, 06/15/2021 (A) |
|
|
|
|
4,830 |
|
|
|
3,683 |
|
2.250%, 12/15/2025 (A) |
|
|
|
|
2,235 |
|
|
|
1,618 |
|
1.750%, 06/15/2022 (A) |
|
|
|
|
2,465 |
|
|
|
1,780 |
|
Canadian Government Bond |
|
|
|
|
|
|
|
|
|
|
1.000%, 06/01/2027 |
|
|
|
|
1,375 |
|
|
|
933 |
|
Canadian Imperial Bank of Commerce |
|
|
|
|
|
|
|
|
|
|
0.239%, 07/25/2022 (B) |
|
EUR |
|
|
445 |
|
|
|
506 |
|
|
|
|
SEI Institutional International Trust /
Quarterly Report / December 31, 2018 |
|
1 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount (Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
CDP Financial |
|
|
|
|
|
|
|
|
|
|
4.400%, 11/25/2019 (A) |
|
$ |
|
|
850 |
|
|
$ |
862 |
|
Export Development Canada MTN |
|
|
|
|
|
|
|
|
|
|
2.400%, 06/07/2021 |
|
AUD |
|
|
1,259 |
|
|
|
890 |
|
Government of Canada |
|
|
|
|
|
|
|
|
|
|
5.750%, 06/01/2033 |
|
CAD |
|
|
1,205 |
|
|
|
1,284 |
|
2.750%, 12/01/2048 |
|
|
|
|
400 |
|
|
|
329 |
|
2.500%, 06/01/2024 |
|
|
|
|
1,043 |
|
|
|
787 |
|
1.750%, 09/01/2019 |
|
|
|
|
6,755 |
|
|
|
4,945 |
|
1.500%, 06/01/2026 |
|
|
|
|
7,856 |
|
|
|
5,579 |
|
1.000%, 09/01/2022 |
|
|
|
|
1,455 |
|
|
|
1,032 |
|
0.750%, 09/01/2021 |
|
|
|
|
955 |
|
|
|
679 |
|
National Bank of Canada |
|
|
|
|
|
|
|
|
|
|
1.500%, 03/25/2021 |
|
EUR |
|
|
345 |
|
|
|
408 |
|
Province of British Columbia Canada |
|
|
|
|
|
|
|
|
|
|
3.250%, 12/18/2021 |
|
CAD |
|
|
1,150 |
|
|
|
867 |
|
Province of Manitoba Canada |
|
|
|
|
|
|
|
|
|
|
3.850%, 12/01/2021 |
|
|
|
|
710 |
|
|
|
543 |
|
Province of Ontario Canada |
|
|
|
|
|
|
|
|
|
|
4.700%, 06/02/2037 |
|
|
|
|
1,355 |
|
|
|
1,203 |
|
4.650%, 06/02/2041 |
|
|
|
|
540 |
|
|
|
486 |
|
2.800%, 06/02/2048 |
|
|
|
|
2,200 |
|
|
|
1,490 |
|
2.600%, 06/02/2025 |
|
|
|
|
1,614 |
|
|
|
1,179 |
|
2.400%, 06/02/2026 |
|
|
|
|
585 |
|
|
|
419 |
|
Province of Ontario Canada MTN |
|
|
|
|
|
|
|
|
|
|
1.650%, 06/08/2020 |
|
JPY |
|
|
100,000 |
|
|
|
933 |
|
Province of Quebec Canada |
|
|
|
|
|
|
|
|
|
|
6.250%, 06/01/2032 |
|
CAD |
|
|
720 |
|
|
|
716 |
|
3.500%, 12/01/2048 |
|
|
|
|
520 |
|
|
|
407 |
|
Province of Quebec Canada MTN |
|
|
|
|
|
|
|
|
|
|
3.700%, 05/20/2026 |
|
AUD |
|
|
540 |
|
|
|
398 |
|
Rogers Communications |
|
|
|
|
|
|
|
|
|
|
4.000%, 06/06/2022 |
|
CAD |
|
|
165 |
|
|
|
124 |
|
Royal Bank of Canada |
|
|
|
|
|
|
|
|
|
|
1.625%, 08/04/2020 |
|
EUR |
|
|
530 |
|
|
|
623 |
|
0.125%, 03/11/2021 |
|
|
|
|
560 |
|
|
|
643 |
|
Toronto-Dominion Bank MTN |
|
|
|
|
|
|
|
|
|
|
0.375%, 01/12/2021 |
|
|
|
|
345 |
|
|
|
398 |
|
Yamana Gold Inc |
|
|
|
|
|
|
|
|
|
|
4.950%, 07/15/2024 |
|
$ |
|
|
286 |
|
|
|
280 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
37,417 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Colombia 0.4% |
|
|
|
|
|
|
|
|
|
|
Colombian TES |
|
|
|
|
|
|
|
|
|
|
10.000%, 07/24/2024 |
|
COP |
|
|
1,940,600 |
|
|
|
703 |
|
7.750%, 09/18/2030 |
|
|
|
|
2,160,100 |
|
|
|
706 |
|
7.500%, 08/26/2026 |
|
|
|
|
1,100,600 |
|
|
|
357 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,766 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Czech Republic 0.1% |
|
|
|
|
|
|
|
|
|
|
Czech Republic Government Bond |
|
|
|
|
|
|
|
|
|
|
4.700%, 09/12/2022 |
|
CZK |
|
|
7,470 |
|
|
|
368 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount (Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
2.500%, 08/25/2028 |
|
CZK |
|
|
6,710 |
|
|
$ |
313 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
681 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Denmark 0.4% |
|
|
|
|
|
|
|
|
|
|
Danske Bank |
|
|
|
|
|
|
|
|
|
|
3.875%, 09/12/2023 (A) |
|
$ |
|
|
270 |
|
|
|
260 |
|
Danske Bank MTN |
|
|
|
|
|
|
|
|
|
|
5.875%, VAR EUR Swap Annual 7 Yr+5.471%, 10/29/2049 |
|
EUR |
|
|
344 |
|
|
|
394 |
|
Kingdom of Denmark |
|
|
|
|
|
|
|
|
|
|
4.500%, 11/15/2039 |
|
DKK |
|
|
2,040 |
|
|
|
543 |
|
1.500%, 11/15/2023 |
|
|
|
|
4,025 |
|
|
|
669 |
|
Orsted |
|
|
|
|
|
|
|
|
|
|
6.250%, VAR EUR Swap Annual 5 Yr+4.750%, 06/26/3013 |
|
EUR |
|
|
210 |
|
|
|
269 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,135 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Finland 0.2% |
|
|
|
|
|
|
|
|
|
|
Government of Finland |
|
|
|
|
|
|
|
|
|
|
2.625%, 07/04/2042 (A) |
|
|
|
|
135 |
|
|
|
206 |
|
1.500%, 04/15/2023 (A) |
|
|
|
|
235 |
|
|
|
289 |
|
0.500%, 09/15/2027 (A) |
|
|
|
|
535 |
|
|
|
616 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,111 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
France 8.5% |
|
|
|
|
|
|
|
|
|
|
BPCE |
|
|
|
|
|
|
|
|
|
|
5.250%, 04/16/2029 |
|
GBP |
|
|
200 |
|
|
|
286 |
|
0.550%, 07/10/2019 |
|
JPY |
|
|
200,000 |
|
|
|
1,828 |
|
BPCE MTN |
|
|
|
|
|
|
|
|
|
|
1.125%, 01/18/2023 |
|
EUR |
|
|
300 |
|
|
|
344 |
|
BPCE SFH |
|
|
|
|
|
|
|
|
|
|
1.750%, 11/29/2019 |
|
|
|
|
600 |
|
|
|
698 |
|
BPCE SFH MTN |
|
|
|
|
|
|
|
|
|
|
3.750%, 09/13/2021 |
|
|
|
|
200 |
|
|
|
252 |
|
Bpifrance Financement |
|
|
|
|
|
|
|
|
|
|
0.064%, 11/25/2022 (B) |
|
|
|
|
600 |
|
|
|
683 |
|
Caisse Francaise de Financement Local MTN |
|
|
|
|
|
|
|
|
|
|
3.000%, 10/02/2028 |
|
|
|
|
100 |
|
|
|
137 |
|
Caisse Nationale de Reassurance Mutuelle Agricole Groupama |
|
|
|
|
|
|
|
|
|
|
6.000%, 01/23/2027 |
|
|
|
|
400 |
|
|
|
507 |
|
CNP Assurances |
|
|
|
|
|
|
|
|
|
|
4.500%, VAR Euribor 3 Month+4.600%, 06/10/2047 |
|
|
|
|
200 |
|
|
|
239 |
|
1.875%, 10/20/2022 |
|
|
|
|
200 |
|
|
|
232 |
|
Credit Agricole Assurances |
|
|
|
|
|
|
|
|
|
|
4.750%, VAR EUR Swap Annual 5 Yr+5.350%, 09/27/2048 |
|
|
|
|
300 |
|
|
|
356 |
|
Credit Agricole Home Loan SFH MTN |
|
|
|
|
|
|
|
|
|
|
1.250%, 03/24/2031 |
|
|
|
|
300 |
|
|
|
346 |
|
0.375%, 10/21/2021 |
|
|
|
|
240 |
|
|
|
278 |
|
Danone MTN |
|
|
|
|
|
|
|
|
|
|
2.250%, 11/15/2021 |
|
|
|
|
100 |
|
|
|
121 |
|
|
|
|
2 |
|
SEI Institutional
International Trust / Quarterly Report / December 31, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount (Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
Dexia Credit Local MTN |
|
|
|
|
|
|
|
|
|
|
2.000%, 01/22/2021 |
|
EUR |
|
|
200 |
|
|
$ |
239 |
|
0.625%, 01/21/2022 |
|
|
|
|
1,550 |
|
|
|
1,805 |
|
Electricite de France MTN |
|
|
|
|
|
|
|
|
|
|
5.500%, 03/27/2037 |
|
GBP |
|
|
200 |
|
|
|
311 |
|
5.375%, VAR EUR Swap Annual 12 Yr+3.794%, 12/12/2049 |
|
EUR |
|
|
200 |
|
|
|
233 |
|
4.000%, 11/12/2025 |
|
|
|
|
350 |
|
|
|
471 |
|
2.250%, 04/27/2021 |
|
|
|
|
100 |
|
|
|
120 |
|
Engie MTN |
|
|
|
|
|
|
|
|
|
|
0.875%, 03/27/2024 |
|
|
|
|
300 |
|
|
|
346 |
|
0.375%, 02/28/2023 |
|
|
|
|
100 |
|
|
|
114 |
|
French Republic Government Bond OAT |
|
|
|
|
|
|
|
|
|
|
5.750%, 10/25/2032 |
|
|
|
|
403 |
|
|
|
745 |
|
4.000%, 10/25/2038 |
|
|
|
|
345 |
|
|
|
583 |
|
3.250%, 05/25/2045 |
|
|
|
|
1,806 |
|
|
|
2,838 |
|
1.750%, 05/25/2023 |
|
|
|
|
2,690 |
|
|
|
3,333 |
|
1.750%, 06/25/2039 (A) |
|
|
|
|
60 |
|
|
|
73 |
|
1.750%, 05/25/2066 (A) |
|
|
|
|
165 |
|
|
|
182 |
|
1.250%, 05/25/2036 (A) |
|
|
|
|
960 |
|
|
|
1,097 |
|
0.750%, 05/25/2028 |
|
|
|
|
5,720 |
|
|
|
6,598 |
|
0.142%, 03/25/2024 (B) |
|
|
|
|
2,075 |
|
|
|
2,367 |
|
0.050%, 03/25/2023 (B) |
|
|
|
|
485 |
|
|
|
558 |
|
0.000%, 02/25/2020 (B) |
|
|
|
|
1,990 |
|
|
|
2,290 |
|
0.000%, 02/25/2021 (B) |
|
|
|
|
2,055 |
|
|
|
2,373 |
|
0.000%, 05/25/2021 (B) |
|
|
|
|
1,685 |
|
|
|
1,947 |
|
0.000%, 05/25/2022 (B) |
|
|
|
|
868 |
|
|
|
1,003 |
|
Loxam SAS |
|
|
|
|
|
|
|
|
|
|
6.000%, 04/15/2025 (A) |
|
|
|
|
150 |
|
|
|
172 |
|
Nexans SA |
|
|
|
|
|
|
|
|
|
|
3.750%, 08/08/2023 |
|
|
|
|
100 |
|
|
|
114 |
|
Orange MTN |
|
|
|
|
|
|
|
|
|
|
2.500%, 03/01/2023 |
|
|
|
|
500 |
|
|
|
618 |
|
RCI Banque MTN |
|
|
|
|
|
|
|
|
|
|
0.375%, 07/10/2019 |
|
|
|
|
450 |
|
|
|
515 |
|
SNCF Reseau |
|
|
|
|
|
|
|
|
|
|
1.125%, 05/25/2030 |
|
|
|
|
200 |
|
|
|
229 |
|
SNCF Reseau EPIC |
|
|
|
|
|
|
|
|
|
|
5.500%, 12/01/2021 |
|
GBP |
|
|
205 |
|
|
|
292 |
|
2.250%, 12/20/2047 |
|
EUR |
|
|
300 |
|
|
|
368 |
|
1.125%, 05/19/2027 |
|
|
|
|
300 |
|
|
|
352 |
|
Societe Generale |
|
|
|
|
|
|
|
|
|
|
0.552%, 06/13/2019 |
|
JPY |
|
|
100,000 |
|
|
|
913 |
|
Suez |
|
|
|
|
|
|
|
|
|
|
3.000%, VAR EUR Swap Annual 5 Yr+2.253%, 06/23/2167 |
|
EUR |
|
|
200 |
|
|
|
232 |
|
TOTAL MTN |
|
|
|
|
|
|
|
|
|
|
3.875%, VAR EUR Swap Annual 5 Yr+3.783%, 05/18/2167 |
|
|
|
|
100 |
|
|
|
121 |
|
Total Capital International MTN |
|
|
|
|
|
|
|
|
|
|
4.250%, 11/26/2021 |
|
AUD |
|
|
640 |
|
|
|
470 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount (Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
UNEDIC ASSEO MTN |
|
|
|
|
|
|
|
|
|
|
0.300%, 11/04/2021 |
|
EUR |
|
|
600 |
|
|
$ |
695 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
41,024 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Germany 5.1% |
|
|
|
|
|
|
|
|
|
|
Allianz |
|
|
|
|
|
|
|
|
|
|
2.241%, VAR Euribor 3 Month+2.650%, 07/07/2045 |
|
|
|
|
200 |
|
|
|
225 |
|
Bayer Capital BV |
|
|
|
|
|
|
|
|
|
|
1.500%, 06/26/2026 |
|
|
|
|
100 |
|
|
|
111 |
|
BMW Finance MTN |
|
|
|
|
|
|
|
|
|
|
0.875%, 11/17/2020 |
|
|
|
|
585 |
|
|
|
678 |
|
0.454%, 01/29/2021 |
|
JPY |
|
|
200,000 |
|
|
|
1,833 |
|
0.125%, 07/03/2020 |
|
EUR |
|
|
120 |
|
|
|
137 |
|
Bundesrepublik Deutschland |
|
|
|
|
|
|
|
|
|
|
4.000%, 01/04/2037 |
|
|
|
|
815 |
|
|
|
1,469 |
|
3.250%, 07/04/2042 |
|
|
|
|
2,025 |
|
|
|
3,561 |
|
2.500%, 07/04/2044 |
|
|
|
|
552 |
|
|
|
876 |
|
2.500%, 08/15/2046 |
|
|
|
|
130 |
|
|
|
209 |
|
0.281%, 08/15/2026 (B) |
|
|
|
|
1,882 |
|
|
|
2,151 |
|
0.250%, 02/15/2027 |
|
|
|
|
2,160 |
|
|
|
2,507 |
|
Bundesrepublik Deutschland, Ser 00 |
|
|
|
|
|
|
|
|
|
|
5.500%, 01/04/2031 |
|
|
|
|
120 |
|
|
|
220 |
|
Bundesrepublik Deutschland, Ser 03 |
|
|
|
|
|
|
|
|
|
|
4.750%, 07/04/2034 |
|
|
|
|
95 |
|
|
|
177 |
|
Bundesrepublik Deutschland Bundesanleihe |
|
|
|
|
|
|
|
|
|
|
0.500%, 02/15/2026 |
|
|
|
|
977 |
|
|
|
1,161 |
|
0.500%, 02/15/2028 |
|
|
|
|
345 |
|
|
|
406 |
|
Deutsche Telekom International Finance BV MTN |
|
|
|
|
|
|
|
|
|
|
0.625%, 04/03/2023 |
|
|
|
|
330 |
|
|
|
377 |
|
E.ON International Finance MTN |
|
|
|
|
|
|
|
|
|
|
6.000%, 10/30/2019 |
|
GBP |
|
|
300 |
|
|
|
396 |
|
innogy Finance BV MTN |
|
|
|
|
|
|
|
|
|
|
4.750%, 01/31/2034 |
|
|
|
|
100 |
|
|
|
146 |
|
1.000%, 04/13/2025 |
|
EUR |
|
|
170 |
|
|
|
192 |
|
Kreditanstalt fuer Wiederaufbau |
|
|
|
|
|
|
|
|
|
|
2.600%, 06/20/2037 |
|
JPY |
|
|
65,000 |
|
|
|
832 |
|
0.500%, 09/15/2027 |
|
EUR |
|
|
510 |
|
|
|
582 |
|
0.125%, 06/07/2023 |
|
|
|
|
1,695 |
|
|
|
1,955 |
|
Kreditanstalt fuer Wiederaufbau MTN |
|
|
|
|
|
|
|
|
|
|
3.750%, 05/29/2020 |
|
NZD |
|
|
1,110 |
|
|
|
760 |
|
2.800%, 02/17/2021 |
|
AUD |
|
|
1,230 |
|
|
|
875 |
|
1.125%, 09/15/2032 |
|
EUR |
|
|
500 |
|
|
|
583 |
|
ProGroup |
|
|
|
|
|
|
|
|
|
|
3.000%, 03/31/2026 |
|
|
|
|
125 |
|
|
|
137 |
|
Volkswagen Bank GmbH MTN |
|
|
|
|
|
|
|
|
|
|
0.625%, 09/08/2021 |
|
|
|
|
200 |
|
|
|
227 |
|
Volkswagen International Finance |
|
|
|
|
|
|
|
|
|
|
5.125%, VAR EUR Swap Annual 10 Yr+3.350%, 09/04/2166 |
|
|
|
|
265 |
|
|
|
313 |
|
1.875%, 03/30/2027 |
|
|
|
|
500 |
|
|
|
541 |
|
|
|
|
SEI Institutional International Trust /
Quarterly Report / December 31, 2018 |
|
3 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount (Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
1.125%, 10/02/2023 |
|
EUR |
|
|
600 |
|
|
$ |
671 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
24,308 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Guernsey 0.1% |
|
|
|
|
|
|
|
|
|
|
Credit Suisse Group Funding Guernsey MTN |
|
|
|
|
|
|
|
|
|
|
1.250%, 04/14/2022 |
|
|
|
|
570 |
|
|
|
656 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Hungary 0.1% |
|
|
|
|
|
|
|
|
|
|
Republic of Hungary |
|
|
|
|
|
|
|
|
|
|
3.000%, 06/26/2024 |
|
HUF |
|
|
75,010 |
|
|
|
278 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Indonesia 0.0% |
|
|
|
|
|
|
|
|
|
|
Republic of Indonesia MTN |
|
|
|
|
|
|
|
|
|
|
2.150%, 07/18/2024 (A) |
|
EUR |
|
|
200 |
|
|
|
231 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Ireland 1.3% |
|
|
|
|
|
|
|
|
|
|
Allied Irish Banks MTN |
|
|
|
|
|
|
|
|
|
|
4.125%, VAR EUR Swap Annual 5 Yr+3.950%, 11/26/2025 |
|
|
|
|
177 |
|
|
|
206 |
|
Bank of Ireland |
|
|
|
|
|
|
|
|
|
|
1.750%, 03/19/2019 |
|
|
|
|
450 |
|
|
|
517 |
|
Bank of Ireland MTN |
|
|
|
|
|
|
|
|
|
|
0.375%, 05/07/2022 |
|
|
|
|
555 |
|
|
|
641 |
|
CRH Finance DAC MTN |
|
|
|
|
|
|
|
|
|
|
1.375%, 10/18/2028 |
|
|
|
|
170 |
|
|
|
184 |
|
CRH Funding MTN |
|
|
|
|
|
|
|
|
|
|
1.875%, 01/09/2024 |
|
|
|
|
310 |
|
|
|
369 |
|
Europcar Mobility Group |
|
|
|
|
|
|
|
|
|
|
4.125%, 11/15/2024 (A) |
|
|
|
|
100 |
|
|
|
108 |
|
Ireland Government Bond |
|
|
|
|
|
|
|
|
|
|
4.500%, 04/18/2020 |
|
|
|
|
205 |
|
|
|
249 |
|
4.400%, 06/18/2019 |
|
|
|
|
600 |
|
|
|
701 |
|
3.400%, 03/18/2024 |
|
|
|
|
125 |
|
|
|
167 |
|
2.400%, 05/15/2030 |
|
|
|
|
92 |
|
|
|
119 |
|
2.000%, 02/18/2045 |
|
|
|
|
265 |
|
|
|
320 |
|
1.000%, 05/15/2026 |
|
|
|
|
1,579 |
|
|
|
1,858 |
|
0.900%, 05/15/2028 |
|
|
|
|
465 |
|
|
|
532 |
|
0.800%, 03/15/2022 |
|
|
|
|
205 |
|
|
|
242 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,213 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Israel 0.3% |
|
|
|
|
|
|
|
|
|
|
Israel Electric MTN |
|
|
|
|
|
|
|
|
|
|
4.250%, 08/14/2028 |
|
$ |
|
|
265 |
|
|
|
252 |
|
Israel Government Bond - Fixed |
|
|
|
|
|
|
|
|
|
|
4.250%, 03/31/2023 |
|
ILS |
|
|
2,521 |
|
|
|
776 |
|
2.000%, 03/31/2027 |
|
|
|
|
925 |
|
|
|
246 |
|
Teva Pharmaceutical Finance Netherlands II |
|
|
|
|
|
|
|
|
|
|
1.125%, 10/15/2024 |
|
EUR |
|
|
220 |
|
|
|
211 |
|
Teva Pharmaceutical Finance Netherlands III BV |
|
|
|
|
|
|
|
|
|
|
6.000%, 04/15/2024 |
|
$ |
|
|
200 |
|
|
|
193 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,678 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount (Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
Italy 3.6% |
|
|
|
|
|
|
|
|
|
|
Assicurazioni Generali MTN |
|
|
|
|
|
|
|
|
|
|
5.500%, VAR Euribor 3 Month+5.350%, 10/27/2047 |
|
EUR |
|
|
330 |
|
|
$ |
392 |
|
Buoni Poliennali Del Tesoro |
|
|
|
|
|
|
|
|
|
|
4.000%, 02/01/2037 (A) |
|
|
|
|
130 |
|
|
|
165 |
|
Enel |
|
|
|
|
|
|
|
|
|
|
5.000%, VAR EUR Swap Annual 5 Yr+3.648%, 01/15/2075 |
|
|
|
|
105 |
|
|
|
124 |
|
Enel Finance International MTN |
|
|
|
|
|
|
|
|
|
|
5.625%, 08/14/2024 |
|
GBP |
|
|
160 |
|
|
|
231 |
|
FCA Bank MTN |
|
|
|
|
|
|
|
|
|
|
2.625%, 04/17/2019 |
|
EUR |
|
|
350 |
|
|
|
403 |
|
Italy Buoni Poliennali Del Tesoro |
|
|
|
|
|
|
|
|
|
|
5.000%, 08/01/2034 (A) |
|
|
|
|
230 |
|
|
|
322 |
|
5.000%, 08/01/2039 (A) |
|
|
|
|
430 |
|
|
|
604 |
|
5.000%, 09/01/2040 (A) |
|
|
|
|
1,239 |
|
|
|
1,737 |
|
4.750%, 09/01/2044 (A) |
|
|
|
|
140 |
|
|
|
193 |
|
3.750%, 05/01/2021 (A) |
|
|
|
|
386 |
|
|
|
471 |
|
3.500%, 03/01/2030 (A) |
|
|
|
|
2,750 |
|
|
|
3,335 |
|
3.450%, 03/01/2048 (A) |
|
|
|
|
750 |
|
|
|
849 |
|
2.950%, 09/01/2038 (A) |
|
|
|
|
365 |
|
|
|
397 |
|
2.800%, 03/01/2067 (A) |
|
|
|
|
90 |
|
|
|
88 |
|
2.500%, 11/15/2025 |
|
|
|
|
2,255 |
|
|
|
2,609 |
|
2.450%, 09/01/2033 (A) |
|
|
|
|
1,017 |
|
|
|
1,085 |
|
2.050%, 08/01/2027 |
|
|
|
|
660 |
|
|
|
726 |
|
2.000%, 02/01/2028 |
|
|
|
|
1,095 |
|
|
|
1,197 |
|
1.850%, 05/15/2024 |
|
|
|
|
470 |
|
|
|
535 |
|
0.950%, 03/01/2023 |
|
|
|
|
1,530 |
|
|
|
1,704 |
|
Unione di Banche Italiane |
|
|
|
|
|
|
|
|
|
|
1.000%, 01/27/2023 |
|
|
|
|
185 |
|
|
|
213 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
17,380 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Japan 19.7% |
|
|
|
|
|
|
|
|
|
|
Development Bank of Japan |
|
|
|
|
|
|
|
|
|
|
2.300%, 03/19/2026 |
|
JPY |
|
|
220,000 |
|
|
|
2,327 |
|
1.050%, 06/20/2023 |
|
|
|
|
90,000 |
|
|
|
858 |
|
Government of Japan 5 Year Bond |
|
|
|
|
|
|
|
|
|
|
0.100%, 12/20/2019 |
|
|
|
|
345,950 |
|
|
|
3,161 |
|
0.100%, 03/20/2020 |
|
|
|
|
410,800 |
|
|
|
3,755 |
|
Government of Japan 10 Year Bond |
|
|
|
|
|
|
|
|
|
|
0.900%, 06/20/2022 |
|
|
|
|
859,850 |
|
|
|
8,119 |
|
0.100%, 06/20/2026 |
|
|
|
|
457,750 |
|
|
|
4,244 |
|
0.100%, 03/20/2027 |
|
|
|
|
168,150 |
|
|
|
1,557 |
|
0.100%, 06/20/2027 |
|
|
|
|
153,700 |
|
|
|
1,423 |
|
Government of Japan 20 Year Bond |
|
|
|
|
|
|
|
|
|
|
1.900%, 09/20/2022 |
|
|
|
|
583,400 |
|
|
|
5,720 |
|
1.700%, 06/20/2033 |
|
|
|
|
1,220,450 |
|
|
|
13,402 |
|
1.400%, 09/20/2034 |
|
|
|
|
444,650 |
|
|
|
4,723 |
|
1.000%, 12/20/2035 |
|
|
|
|
50,000 |
|
|
|
501 |
|
0.700%, 03/20/2037 |
|
|
|
|
52,300 |
|
|
|
498 |
|
0.500%, 09/20/2036 |
|
|
|
|
459,900 |
|
|
|
4,244 |
|
|
|
|
4 |
|
SEI Institutional
International Trust / Quarterly Report / December 31, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount (Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
0.200%, 06/20/2036 |
|
JPY |
|
|
169,400 |
|
|
$ |
1,489 |
|
Government of Japan 20 Year Bond, Ser 106 |
|
|
|
|
|
|
|
|
|
|
2.200%, 09/20/2028 |
|
|
|
|
46,600 |
|
|
|
515 |
|
Government of Japan 20 Year Bond, Ser 128 |
|
|
|
|
|
|
|
|
|
|
1.900%, 06/20/2031 |
|
|
|
|
55,000 |
|
|
|
609 |
|
Government of Japan 20 Year Bond, Ser 140 |
|
|
|
|
|
|
|
|
|
|
1.700%, 09/20/2032 |
|
|
|
|
729,400 |
|
|
|
7,983 |
|
Government of Japan 20 Year Bond, Ser 143 |
|
|
|
|
|
|
|
|
|
|
1.600%, 03/20/2033 |
|
|
|
|
58,550 |
|
|
|
635 |
|
Government of Japan 20 Year Bond, Ser 144 |
|
|
|
|
|
|
|
|
|
|
1.500%, 03/20/2033 |
|
|
|
|
149,750 |
|
|
|
1,604 |
|
Government of Japan 30 Year Bond |
|
|
|
|
|
|
|
|
|
|
0.800%, 09/20/2047 |
|
|
|
|
397,850 |
|
|
|
3,710 |
|
0.300%, 06/20/2046 |
|
|
|
|
134,250 |
|
|
|
1,105 |
|
Government of Japan 30 Year Bond, Ser 29 |
|
|
|
|
|
|
|
|
|
|
2.400%, 09/20/2038 |
|
|
|
|
119,300 |
|
|
|
1,472 |
|
Government of Japan 30 Year Bond, Ser 30 |
|
|
|
|
|
|
|
|
|
|
2.300%, 03/20/2039 |
|
|
|
|
332,900 |
|
|
|
4,067 |
|
Government of Japan 30 Year Bond, Ser 33 |
|
|
|
|
|
|
|
|
|
|
2.000%, 09/20/2040 |
|
|
|
|
175,600 |
|
|
|
2,068 |
|
Government of Japan 30 Year Bond, Ser 37 |
|
|
|
|
|
|
|
|
|
|
1.900%, 09/20/2042 |
|
|
|
|
62,100 |
|
|
|
727 |
|
Government of Japan 30 Year Bond, Ser 38 |
|
|
|
|
|
|
|
|
|
|
1.800%, 03/20/2043 |
|
|
|
|
259,650 |
|
|
|
2,995 |
|
Government of Japan 40 Year Bond |
|
|
|
|
|
|
|
|
|
|
0.400%, 03/20/2056 |
|
|
|
|
304,100 |
|
|
|
2,396 |
|
Government of Japan 40 Year Bond, Ser 6 |
|
|
|
|
|
|
|
|
|
|
1.900%, 03/20/2053 |
|
|
|
|
15,400 |
|
|
|
187 |
|
Government of Japan CPI Linked Bond |
|
|
|
|
|
|
|
|
|
|
0.100%, 03/10/2026 |
|
|
|
|
346,556 |
|
|
|
3,261 |
|
Japan Treasury Discount Bill |
|
|
|
|
|
|
|
|
|
|
0.000%, 01/15/2019 (B) |
|
|
|
|
470,500 |
|
|
|
4,289 |
|
Mizuho Financial Group MTN |
|
|
|
|
|
|
|
|
|
|
0.956%, 10/16/2024 |
|
EUR |
|
|
385 |
|
|
|
438 |
|
Takeda Pharmaceutical |
|
|
|
|
|
|
|
|
|
|
1.125%, 11/21/2022 (A) |
|
|
|
|
430 |
|
|
|
495 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
94,577 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Kazakhstan 0.1% |
|
|
|
|
|
|
|
|
|
|
Tengizchevroil Finance International |
|
|
|
|
|
|
|
|
|
|
4.000%, 08/15/2026 (A) |
|
$ |
|
|
385 |
|
|
|
355 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Luxembourg 0.1% |
|
|
|
|
|
|
|
|
|
|
Arena Luxembourg Finance Sarl |
|
|
|
|
|
|
|
|
|
|
2.875%, 11/01/2024 |
|
EUR |
|
|
165 |
|
|
|
187 |
|
Enel Finance International MTN |
|
|
|
|
|
|
|
|
|
|
5.750%, 09/14/2040 |
|
GBP |
|
|
145 |
|
|
|
217 |
|
INEOS Finance |
|
|
|
|
|
|
|
|
|
|
2.125%, 11/15/2025 (A) |
|
EUR |
|
|
100 |
|
|
|
105 |
|
Samsonite Finco SARL |
|
|
|
|
|
|
|
|
|
|
3.500%, 05/15/2026 |
|
|
|
|
100 |
|
|
|
103 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
612 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount (Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
Malaysia 1.0% |
|
|
|
|
|
|
|
|
|
|
Malaysia Government Bond |
|
|
|
|
|
|
|
|
|
|
5.734%, 07/30/2019 |
|
MYR |
|
|
2,233 |
|
|
$ |
547 |
|
4.181%, 07/15/2024 |
|
|
|
|
3,360 |
|
|
|
823 |
|
4.048%, 09/30/2021 |
|
|
|
|
3,380 |
|
|
|
826 |
|
3.955%, 09/15/2025 |
|
|
|
|
3,440 |
|
|
|
828 |
|
3.882%, 03/10/2022 |
|
|
|
|
780 |
|
|
|
190 |
|
3.795%, 09/30/2022 |
|
|
|
|
3,430 |
|
|
|
831 |
|
3.654%, 10/31/2019 |
|
|
|
|
1,771 |
|
|
|
429 |
|
3.480%, 03/15/2023 |
|
|
|
|
1,135 |
|
|
|
271 |
|
3.441%, 02/15/2021 |
|
|
|
|
787 |
|
|
|
190 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,935 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Mexico 1.5% |
|
|
|
|
|
|
|
|
|
|
Mexican Bonos |
|
|
|
|
|
|
|
|
|
|
8.000%, 06/11/2020 |
|
MXN |
|
|
11,090 |
|
|
|
559 |
|
7.750%, 11/13/2042 |
|
|
|
|
2,983 |
|
|
|
134 |
|
7.500%, 06/03/2027 |
|
|
|
|
2,435 |
|
|
|
115 |
|
6.500%, 06/09/2022 |
|
|
|
|
22,900 |
|
|
|
1,091 |
|
5.750%, 03/05/2026 |
|
|
|
|
11,907 |
|
|
|
511 |
|
Mexican Bonos, Ser M |
|
|
|
|
|
|
|
|
|
|
6.500%, 06/10/2021 |
|
|
|
|
6,746 |
|
|
|
327 |
|
Mexican Bonos, Ser M20 |
|
|
|
|
|
|
|
|
|
|
10.000%, 12/05/2024 |
|
|
|
|
48,700 |
|
|
|
2,626 |
|
7.750%, 05/29/2031 |
|
|
|
|
28,570 |
|
|
|
1,339 |
|
Mexican Bonos, Ser M30 |
|
|
|
|
|
|
|
|
|
|
10.000%, 11/20/2036 |
|
|
|
|
11,460 |
|
|
|
640 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,342 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Netherlands 2.8% |
|
|
|
|
|
|
|
|
|
|
ABN AMRO Bank |
|
|
|
|
|
|
|
|
|
|
5.750%, VAR EUR Swap Annual 5 Yr+5.452%, 12/31/2049 |
|
EUR |
|
|
400 |
|
|
|
466 |
|
ABN AMRO Bank MTN |
|
|
|
|
|
|
|
|
|
|
1.250%, 01/10/2033 |
|
|
|
|
300 |
|
|
|
341 |
|
Aegon MTN |
|
|
|
|
|
|
|
|
|
|
6.625%, 12/16/2039 |
|
GBP |
|
|
165 |
|
|
|
313 |
|
Akzo Nobel Sweden Finance MTN |
|
|
|
|
|
|
|
|
|
|
2.625%, 07/27/2022 |
|
EUR |
|
|
340 |
|
|
|
417 |
|
Constellium |
|
|
|
|
|
|
|
|
|
|
4.250%, 02/15/2026 (A) |
|
|
|
|
100 |
|
|
|
103 |
|
Cooperatieve Rabobank UA |
|
|
|
|
|
|
|
|
|
|
6.625%, VAR EUR Swap Annual 5 Yr+6.697%, 12/29/2049 |
|
|
|
|
200 |
|
|
|
248 |
|
2.500%, VAR EUR Swap Annual 5 Yr+1.400%, 05/26/2026 |
|
|
|
|
260 |
|
|
|
308 |
|
Cooperatieve Rabobank UA MTN |
|
|
|
|
|
|
|
|
|
|
5.250%, 09/14/2027 |
|
GBP |
|
|
195 |
|
|
|
278 |
|
4.625%, 05/23/2029 |
|
|
|
|
130 |
|
|
|
178 |
|
1.250%, 05/31/2032 |
|
EUR |
|
|
300 |
|
|
|
343 |
|
ING Bank |
|
|
|
|
|
|
|
|
|
|
5.800%, 09/25/2023 (A) |
|
$ |
|
|
315 |
|
|
|
329 |
|
|
|
|
SEI Institutional International Trust /
Quarterly Report / December 31, 2018 |
|
5 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount (Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
Intertrust Group BV |
|
|
|
|
|
|
|
|
|
|
3.375%, 11/15/2025 (A) |
|
EUR |
|
|
180 |
|
|
$ |
202 |
|
Kingdom of Netherlands |
|
|
|
|
|
|
|
|
|
|
4.000%, 01/15/2037 (A) |
|
|
|
|
855 |
|
|
|
1,515 |
|
3.750%, 01/15/2042 (A) |
|
|
|
|
40 |
|
|
|
74 |
|
2.750%, 01/15/2047 (A) |
|
|
|
|
190 |
|
|
|
316 |
|
2.500%, 01/15/2033 (A) |
|
|
|
|
550 |
|
|
|
786 |
|
2.000%, 07/15/2024 (A) |
|
|
|
|
345 |
|
|
|
441 |
|
0.500%, 07/15/2026 (A) |
|
|
|
|
570 |
|
|
|
669 |
|
0.250%, 01/15/2020 (A) |
|
|
|
|
3,195 |
|
|
|
3,689 |
|
0.250%, 07/15/2025 (A) |
|
|
|
|
922 |
|
|
|
1,070 |
|
MARB BondCo PLC |
|
|
|
|
|
|
|
|
|
|
7.000%, 03/15/2024 (A) |
|
$ |
|
|
282 |
|
|
|
267 |
|
Minejesa Capital BV |
|
|
|
|
|
|
|
|
|
|
4.625%, 08/10/2030 |
|
|
|
|
300 |
|
|
|
267 |
|
Netherlands Government Bond |
|
|
|
|
|
|
|
|
|
|
0.750%, 07/15/2028 (A) |
|
EUR |
|
|
230 |
|
|
|
272 |
|
0.080%, 01/15/2024 (A)(B) |
|
|
|
|
500 |
|
|
|
576 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,468 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
New Zealand 1.5% |
|
|
|
|
|
|
|
|
|
|
New Zealand Government Bond |
|
|
|
|
|
|
|
|
|
|
5.500%, 04/15/2023 |
|
NZD |
|
|
4,243 |
|
|
|
3,268 |
|
3.000%, 04/15/2020 |
|
|
|
|
2,863 |
|
|
|
1,951 |
|
3.000%, 04/20/2029 |
|
|
|
|
380 |
|
|
|
269 |
|
2.750%, 04/15/2025 |
|
|
|
|
461 |
|
|
|
322 |
|
New Zealand Government Inflation Linked Bond |
|
|
|
|
|
|
|
|
|
|
2.000%, 09/20/2025 |
|
|
|
|
610 |
|
|
|
464 |
|
New Zealand Local Government Funding Agency Bond |
|
|
|
|
|
|
|
|
|
|
4.500%, 04/15/2027 |
|
|
|
|
1,100 |
|
|
|
810 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,084 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Norway 0.4% |
|
|
|
|
|
|
|
|
|
|
DNB Bank |
|
|
|
|
|
|
|
|
|
|
6.500%, VAR USD Swap Semi 30/360 5 Year Curr+5.080%, 12/29/2049 |
|
$ |
|
|
355 |
|
|
|
349 |
|
DNB Boligkreditt MTN |
|
|
|
|
|
|
|
|
|
|
3.875%, 06/16/2021 |
|
EUR |
|
|
390 |
|
|
|
489 |
|
Equinor MTN |
|
|
|
|
|
|
|
|
|
|
5.625%, 03/11/2021 |
|
|
|
|
216 |
|
|
|
277 |
|
2.000%, 09/10/2020 |
|
|
|
|
285 |
|
|
|
337 |
|
Norway Government Bond |
|
|
|
|
|
|
|
|
|
|
2.000%, 05/24/2023 |
|
NOK |
|
|
2,680 |
|
|
|
317 |
|
1.750%, 02/17/2027 (A) |
|
|
|
|
2,085 |
|
|
|
242 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,011 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Poland 1.2% |
|
|
|
|
|
|
|
|
|
|
Republic of Poland Government Bond |
|
|
|
|
|
|
|
|
|
|
4.000%, 10/25/2023 |
|
PLN |
|
|
2,498 |
|
|
|
721 |
|
3.250%, 07/25/2025 |
|
|
|
|
1,890 |
|
|
|
526 |
|
2.750%, 04/25/2028 |
|
|
|
|
2,820 |
|
|
|
746 |
|
2.500%, 01/25/2023 |
|
|
|
|
2,706 |
|
|
|
733 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount (Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
2.500%, 07/25/2026 |
|
PLN |
|
|
2,560 |
|
|
$ |
674 |
|
2.000%, 04/25/2021 |
|
|
|
|
5,958 |
|
|
|
1,601 |
|
1.500%, 04/25/2020 |
|
|
|
|
1,100 |
|
|
|
294 |
|
Republic of Poland Government Bond, Ser 1019 |
|
|
|
|
|
|
|
|
|
|
5.500%, 10/25/2019 |
|
|
|
|
1,045 |
|
|
|
288 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,583 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Portugal 0.6% |
|
|
|
|
|
|
|
|
|
|
EDP - Energias de Portugal |
|
|
|
|
|
|
|
|
|
|
5.375%, VAR EUR Swap Annual 5 Yr+5.043%, 09/16/2075 |
|
EUR |
|
|
200 |
|
|
|
240 |
|
EDP Finance MTN |
|
|
|
|
|
|
|
|
|
|
2.000%, 04/22/2025 |
|
|
|
|
370 |
|
|
|
429 |
|
Portugal Obrigacoes do Tesouro OT |
|
|
|
|
|
|
|
|
|
|
4.125%, 04/14/2027 (A) |
|
|
640 |
|
|
|
878 |
|
4.100%, 04/15/2037 (A) |
|
|
145 |
|
|
|
201 |
|
2.200%, 10/17/2022 (A) |
|
|
775 |
|
|
|
955 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,703 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Saudi Arabia 0.1% |
|
|
|
|
|
|
|
|
|
|
SABIC Capital II BV |
|
|
|
|
|
|
|
|
|
|
4.000%, 10/10/2023 (A) |
|
$ |
|
|
345 |
|
|
|
343 |
|
Saudi Government International Bond MTN |
|
|
|
|
|
|
|
|
|
|
2.375%, 10/26/2021 (A) |
|
|
275 |
|
|
|
265 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
608 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Singapore 1.7% |
|
|
|
|
|
|
|
|
|
|
Medco Platinum Road Pte |
|
|
|
|
|
|
|
|
|
|
6.750%, 01/30/2025 |
|
|
|
|
310 |
|
|
|
265 |
|
Singapore Government Bond |
|
|
|
|
|
|
|
|
|
|
3.500%, 03/01/2027 |
|
SGD |
|
|
1,040 |
|
|
|
852 |
|
3.125%, 09/01/2022 |
|
|
|
|
2,255 |
|
|
|
1,729 |
|
3.000%, 09/01/2024 |
|
|
|
|
2,649 |
|
|
|
2,057 |
|
2.750%, 03/01/2046 |
|
|
|
|
200 |
|
|
|
155 |
|
2.250%, 08/01/2036 |
|
|
|
|
250 |
|
|
|
182 |
|
2.000%, 07/01/2020 |
|
|
|
|
3,260 |
|
|
|
2,397 |
|
Temasek Financial I MTN |
|
|
|
|
|
|
|
|
|
|
2.375%, 01/23/2023 (A) |
|
$ |
|
|
495 |
|
|
|
479 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,116 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Slovak Republic 0.0% |
|
|
|
|
|
|
|
|
|
|
Slovakia Government Bond |
|
|
|
|
|
|
|
|
|
|
3.375%, 11/15/2024 |
|
EYR |
|
|
75 |
|
|
|
101 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Slovenia 0.1% |
|
|
|
|
|
|
|
|
|
|
Slovenia Government Bond |
|
|
|
|
|
|
|
|
|
|
1.250%, 03/22/2027 |
|
|
|
|
305 |
|
|
|
358 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
South Korea 0.5% |
|
|
|
|
|
|
|
|
|
|
Hyundai Capital Services MTN |
|
|
|
|
|
|
|
|
|
|
3.500%, 03/30/2022 |
|
AUD |
|
|
680 |
|
|
|
482 |
|
Korea Treasury Bond |
|
|
|
|
|
|
|
|
|
|
3.000%, 09/10/2024 |
|
KRW |
|
|
884,000 |
|
|
|
836 |
|
|
|
|
6 |
|
SEI Institutional
International Trust / Quarterly Report / December 31, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount (Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
1.500%, 12/10/2026 |
|
KRW |
|
|
994,000 |
|
|
$ |
858 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,176 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Spain 3.6% |
|
|
|
|
|
|
|
|
|
|
Ayt Cedulas Cajas Global |
|
|
|
|
|
|
|
|
|
|
3.750%, 12/14/2022 |
|
EUR |
|
|
600 |
|
|
|
778 |
|
Banco Bilbao Vizcaya Argentaria |
|
|
|
|
|
|
|
|
|
|
5.875%, VAR EUR Swap Annual 5 Yr+5.779%, 08/24/2166 |
|
|
|
|
200 |
|
|
|
217 |
|
Banco de Sabadell |
|
|
|
|
|
|
|
|
|
|
0.875%, 11/12/2021 |
|
|
|
|
400 |
|
|
|
467 |
|
Bankia |
|
|
|
|
|
|
|
|
|
|
0.875%, 01/21/2021 |
|
|
|
|
300 |
|
|
|
349 |
|
CaixaBank |
|
|
|
|
|
|
|
|
|
|
6.750%, VAR EUR Swap Annual 5 Yr+6.498%, 12/31/2049 |
|
|
|
|
200 |
|
|
|
231 |
|
1.250%, 01/11/2027 |
|
|
|
|
500 |
|
|
|
583 |
|
Gas Natural Fenosa Finance BV |
|
|
|
|
|
|
|
|
|
|
3.375%, VAR EUR Swap Annual 9 Yr+3.079%, 12/29/2049 |
|
|
|
|
100 |
|
|
|
110 |
|
Gas Natural Fenosa Finance BV MTN |
|
|
|
|
|
|
|
|
|
|
1.250%, 04/19/2026 |
|
|
|
|
300 |
|
|
|
337 |
|
Government of Spain |
|
|
|
|
|
|
|
|
|
|
4.900%, 07/30/2040 (A) |
|
|
|
|
705 |
|
|
|
1,162 |
|
4.700%, 07/30/2041 (A) |
|
|
|
|
319 |
|
|
|
515 |
|
3.450%, 07/30/2066 (A) |
|
|
|
|
264 |
|
|
|
344 |
|
2.900%, 10/31/2046 (A) |
|
|
|
|
365 |
|
|
|
446 |
|
2.750%, 10/31/2024 (A) |
|
|
|
|
406 |
|
|
|
520 |
|
1.950%, 04/30/2026 (A) |
|
|
|
|
3,850 |
|
|
|
4,695 |
|
1.950%, 07/30/2030 (A) |
|
|
|
|
85 |
|
|
|
100 |
|
1.600%, 04/30/2025 (A) |
|
|
|
|
168 |
|
|
|
202 |
|
1.500%, 04/30/2027 (A) |
|
|
|
|
1,600 |
|
|
|
1,870 |
|
1.400%, 04/30/2028 (A) |
|
|
|
|
357 |
|
|
|
410 |
|
0.450%, 10/31/2022 |
|
|
|
|
175 |
|
|
|
203 |
|
0.050%, 01/31/2021 |
|
|
|
|
229 |
|
|
|
263 |
|
Iberdrola Finanzas MTN |
|
|
|
|
|
|
|
|
|
|
1.000%, 03/07/2025 |
|
|
|
|
500 |
|
|
|
570 |
|
Instituto de Credito Oficial MTN |
|
|
|
|
|
|
|
|
|
|
6.000%, 03/08/2021 |
|
|
|
|
180 |
|
|
|
233 |
|
Kutxabank |
|
|
|
|
|
|
|
|
|
|
1.250%, 09/22/2025 |
|
|
|
|
300 |
|
|
|
356 |
|
Santander Consumer Finance MTN |
|
|
|
|
|
|
|
|
|
|
0.900%, 02/18/2020 |
|
|
|
|
300 |
|
|
|
346 |
|
Spain Government Bond |
|
|
|
|
|
|
|
|
|
|
2.350%, 07/30/2033 (A) |
|
|
|
|
362 |
|
|
|
434 |
|
0.050%, 10/31/2021 |
|
|
|
|
820 |
|
|
|
940 |
|
Telefonica Emisiones SAU MTN |
|
|
|
|
|
|
|
|
|
|
1.528%, 01/17/2025 |
|
|
|
|
500 |
|
|
|
579 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
17,260 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Supra-National 4.2% |
|
|
|
|
|
|
|
|
|
|
Asian Development Bank MTN |
|
|
|
|
|
|
|
|
|
|
2.350%, 06/21/2027 |
|
JPY |
|
|
140,000 |
|
|
|
1,536 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount (Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
European Financial Stability Facility MTN |
|
|
|
|
|
|
|
|
|
|
1.800%, 07/10/2048 |
|
EUR |
|
|
540 |
|
|
$ |
645 |
|
1.700%, 02/13/2043 |
|
|
|
|
340 |
|
|
|
405 |
|
0.500%, 07/11/2025 |
|
|
|
|
695 |
|
|
|
802 |
|
0.200%, 04/28/2025 |
|
|
|
|
600 |
|
|
|
681 |
|
0.125%, 10/17/2023 |
|
|
|
|
2,200 |
|
|
|
2,521 |
|
European Investment Bank |
|
|
|
|
|
|
|
|
|
|
1.900%, 01/26/2026 |
|
JPY |
|
|
318,500 |
|
|
|
3,316 |
|
European Investment Bank MTN |
|
|
|
|
|
|
|
|
|
|
6.000%, 08/06/2020 |
|
AUD |
|
|
2,737 |
|
|
|
2,040 |
|
1.250%, 05/12/2025 |
|
SEK |
|
|
7,500 |
|
|
|
870 |
|
1.000%, 03/14/2031 |
|
EUR |
|
|
405 |
|
|
|
466 |
|
0.250%, 10/14/2024 |
|
|
|
|
1,725 |
|
|
|
1,984 |
|
0.250%, 09/14/2029 |
|
|
|
|
745 |
|
|
|
804 |
|
European Stability Mechanism MTN |
|
|
|
|
|
|
|
|
|
|
1.000%, 09/23/2025 |
|
|
|
|
570 |
|
|
|
680 |
|
European Union MTN |
|
|
|
|
|
|
|
|
|
|
2.875%, 04/04/2028 |
|
|
|
|
575 |
|
|
|
791 |
|
International Bank for Reconstruction & Development MTN |
|
|
|
|
|
|
|
|
|
|
3.500%, 01/22/2021 |
|
NZD |
|
|
1,120 |
|
|
|
770 |
|
2.800%, 01/13/2021 |
|
AUD |
|
|
1,230 |
|
|
|
875 |
|
International Finance MTN |
|
|
|
|
|
|
|
|
|
|
2.375%, 07/19/2023 |
|
CAD |
|
|
1,000 |
|
|
|
736 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19,922 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Sweden 1.2% |
|
|
|
|
|
|
|
|
|
|
Dometic Group AB |
|
|
|
|
|
|
|
|
|
|
3.000%, 09/13/2023 |
|
EUR |
|
|
130 |
|
|
|
140 |
|
Intrum Justitia |
|
|
|
|
|
|
|
|
|
|
2.750%, 07/15/2022 (A) |
|
|
|
|
330 |
|
|
|
347 |
|
Nordea Bank Abp |
|
|
|
|
|
|
|
|
|
|
0.425%, 05/28/2019 |
|
JPY |
|
|
100,000 |
|
|
|
913 |
|
Skandinaviska Enskilda Banken |
|
|
|
|
|
|
|
|
|
|
3.349%, VAR ICE LIBOR USD 3 Month+0.570%, 09/13/2019 (A) |
|
$ |
|
|
200 |
|
|
|
200 |
|
Skandinaviska Enskilda Banken MTN |
|
|
|
|
|
|
|
|
|
|
5.750%, VAR USD Swap Semi 30/360 5 Year Curr+3.850%, 11/29/2049 |
|
|
|
|
465 |
|
|
|
453 |
|
Stadshypotek MTN |
|
|
|
|
|
|
|
|
|
|
0.625%, 11/10/2021 |
|
EUR |
|
|
530 |
|
|
|
617 |
|
Svenska Handelsbanken |
|
|
|
|
|
|
|
|
|
|
5.250%, VAR USD Swap Semi 30/360 5 Year Curr+3.335%, 12/29/2049 |
|
$ |
|
|
325 |
|
|
|
313 |
|
Swedbank |
|
|
|
|
|
|
|
|
|
|
6.000%, VAR USD Swap Semi 30/360 5 Year Curr+4.106%, 03/17/2166 |
|
|
|
|
200 |
|
|
|
190 |
|
Swedbank Hypotek |
|
|
|
|
|
|
|
|
|
|
0.375%, 03/11/2022 |
|
EUR |
|
|
360 |
|
|
|
416 |
|
Sweden Government Bond |
|
|
|
|
|
|
|
|
|
|
3.500%, 06/01/2022 |
|
SEK |
|
|
3,040 |
|
|
|
386 |
|
3.500%, 03/30/2039 |
|
|
|
|
1,205 |
|
|
|
193 |
|
1.000%, 11/12/2026 |
|
|
|
|
1,725 |
|
|
|
205 |
|
|
|
|
SEI Institutional International Trust /
Quarterly Report / December 31, 2018 |
|
7 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount (Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
Sweden Government Bond, Ser 1047 |
|
|
|
|
|
|
|
|
|
|
5.000%, 12/01/2020 |
|
SEK |
|
|
3,370 |
|
|
$ |
420 |
|
Sweden Government Bond, Ser 1052 |
|
|
|
|
|
|
|
|
|
|
4.250%, 03/12/2019 |
|
|
|
|
3,630 |
|
|
|
413 |
|
Vattenfall |
|
|
|
|
|
|
|
|
|
|
3.000%, VAR EUR Swap Annual 5 Yr+2.511%, 03/19/2077 |
|
EUR |
|
|
175 |
|
|
|
189 |
|
Vattenfall MTN |
|
|
|
|
|
|
|
|
|
|
6.250%, 03/17/2021 |
|
|
|
|
213 |
|
|
|
276 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,671 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Switzerland 0.9% |
|
|
|
|
|
|
|
|
|
|
Aquarius & Investments for Swiss Reinsurance |
|
|
|
|
|
|
|
|
|
|
6.375%, VAR USD Swap Semi 30/360 5 Year Curr+5.210%, 09/01/2024 |
|
$ |
|
|
340 |
|
|
|
342 |
|
Cloverie for Zurich Insurance MTN |
|
|
|
|
|
|
|
|
|
|
5.625%, VAR ICE LIBOR USD 3 Month+4.918%, 06/24/2046 |
|
|
|
|
200 |
|
|
|
199 |
|
Credit Suisse MTN |
|
|
|
|
|
|
|
|
|
|
0.750%, 09/17/2021 |
|
EUR |
|
|
220 |
|
|
|
257 |
|
Credit Suisse Group |
|
|
|
|
|
|
|
|
|
|
7.500%, VAR USD Swap Semi 30/360 5 Year Curr+4.598%, 12/31/2049 (A) |
|
$ |
|
|
270 |
|
|
|
274 |
|
7.500%, VAR USD Swap Semi 30/360 5 Year Curr+4.600%, 01/17/2167 (A) |
|
|
|
|
200 |
|
|
|
195 |
|
Dufry One |
|
|
|
|
|
|
|
|
|
|
2.500%, 10/15/2024 |
|
EUR |
|
|
125 |
|
|
|
136 |
|
Government of Switzerland |
|
|
|
|
|
|
|
|
|
|
3.000%, 05/12/2019 |
|
CHF |
|
|
110 |
|
|
|
113 |
|
2.000%, 04/28/2021 |
|
|
|
|
735 |
|
|
|
794 |
|
2.000%, 05/25/2022 |
|
|
|
|
75 |
|
|
|
83 |
|
1.500%, 04/30/2042 |
|
|
|
|
305 |
|
|
|
392 |
|
1.250%, 06/11/2024 |
|
|
|
|
405 |
|
|
|
451 |
|
Swiss Reinsurance via ELM |
|
|
|
|
|
|
|
|
|
|
2.600%, VAR Euribor 6 Month+3.050%, 09/01/2166 |
|
EUR |
|
|
220 |
|
|
|
250 |
|
UBS MTN |
|
|
|
|
|
|
|
|
|
|
4.750%, VAR EUR Swap Annual 5 Yr+3.400%, 02/12/2026 |
|
|
|
|
200 |
|
|
|
242 |
|
UBS Group Funding Switzerland |
|
|
|
|
|
|
|
|
|
|
1.750%, 11/16/2022 |
|
|
|
|
427 |
|
|
|
504 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,232 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Thailand 0.4% |
|
|
|
|
|
|
|
|
|
|
Thailand Government Bond |
|
|
|
|
|
|
|
|
|
|
4.875%, 06/22/2029 |
|
THB |
|
|
11,215 |
|
|
|
414 |
|
4.675%, 06/29/2044 |
|
|
|
|
20,805 |
|
|
|
792 |
|
3.650%, 12/17/2021 |
|
|
|
|
11,020 |
|
|
|
355 |
|
3.625%, 06/16/2023 |
|
|
|
|
5,375 |
|
|
|
175 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,736 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount (Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
Turkey 0.1% |
|
|
|
|
|
|
|
|
|
|
Turkiye Vakiflar Bankasi TAO |
|
|
|
|
|
|
|
|
|
|
2.375%, 05/04/2021 |
|
EUR |
|
|
265 |
|
|
$ |
289 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
United Arab Emirates 0.1% |
|
|
|
|
|
|
|
|
|
|
DP World |
|
|
|
|
|
|
|
|
|
|
2.375%, 09/25/2026 (A) |
|
|
|
|
295 |
|
|
|
332 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
United Kingdom 10.1% |
|
|
|
|
|
|
|
|
|
|
Anglian Water Services Financing |
|
|
|
|
|
|
|
|
|
|
6.875%, 08/21/2023 |
|
GBP |
|
|
230 |
|
|
|
358 |
|
Anglo American Capital MTN |
|
|
|
|
|
|
|
|
|
|
1.625%, 09/18/2025 |
|
EUR |
|
|
220 |
|
|
|
238 |
|
Arqiva Financing MTN |
|
|
|
|
|
|
|
|
|
|
4.040%, 06/30/2020 |
|
GBP |
|
|
220 |
|
|
|
287 |
|
Aviva MTN |
|
|
|
|
|
|
|
|
|
|
3.875%, VAR EUR Swap Annual 5 Yr+3.480%, 07/03/2044 |
|
EUR |
|
|
121 |
|
|
|
139 |
|
3.375%, VAR Euribor 3 Month+3.550%, 12/04/2045 |
|
|
|
|
515 |
|
|
|
569 |
|
Barclays MTN |
|
|
|
|
|
|
|
|
|
|
2.000%, VAR EUR Swap Annual 5 Yr+1.900%, 02/07/2028 |
|
|
|
|
500 |
|
|
|
528 |
|
1.500%, 04/01/2022 |
|
|
|
|
590 |
|
|
|
672 |
|
Barclays Bank MTN |
|
|
|
|
|
|
|
|
|
|
10.000%, 05/21/2021 |
|
GBP |
|
|
180 |
|
|
|
264 |
|
BAT International Finance MTN |
|
|
|
|
|
|
|
|
|
|
1.250%, 03/13/2027 |
|
EUR |
|
|
333 |
|
|
|
346 |
|
BP Capital Markets MTN |
|
|
|
|
|
|
|
|
|
|
1.526%, 09/26/2022 |
|
|
|
|
350 |
|
|
|
415 |
|
1.117%, 01/25/2024 |
|
|
|
|
165 |
|
|
|
191 |
|
Centrica MTN |
|
|
|
|
|
|
|
|
|
|
4.375%, 03/13/2029 |
|
GBP |
|
|
164 |
|
|
|
231 |
|
4.250%, 09/12/2044 |
|
|
|
|
100 |
|
|
|
135 |
|
CK Hutchison Finance 16 II |
|
|
|
|
|
|
|
|
|
|
0.875%, 10/03/2024 |
|
EUR |
|
|
212 |
|
|
|
236 |
|
CNH Industrial Finance Europe MTN |
|
|
|
|
|
|
|
|
|
|
2.875%, 05/17/2023 |
|
|
|
|
220 |
|
|
|
265 |
|
Coca-Cola European Partners |
|
|
|
|
|
|
|
|
|
|
2.375%, 05/07/2025 |
|
|
|
|
400 |
|
|
|
489 |
|
Delphi Automotive |
|
|
|
|
|
|
|
|
|
|
1.500%, 03/10/2025 |
|
|
|
|
420 |
|
|
|
463 |
|
Diageo Finance MTN |
|
|
|
|
|
|
|
|
|
|
0.250%, 10/22/2021 |
|
|
|
|
240 |
|
|
|
275 |
|
DS Smith MTN |
|
|
|
|
|
|
|
|
|
|
1.375%, 07/26/2024 |
|
|
|
|
430 |
|
|
|
474 |
|
EC Finance |
|
|
|
|
|
|
|
|
|
|
2.375%, 11/15/2022 (A) |
|
|
|
|
100 |
|
|
|
111 |
|
FCE Bank MTN |
|
|
|
|
|
|
|
|
|
|
1.615%, 05/11/2023 |
|
|
|
|
165 |
|
|
|
180 |
|
Gatwick Funding MTN |
|
|
|
|
|
|
|
|
|
|
5.250%, 01/23/2024 |
|
GBP |
|
|
250 |
|
|
|
361 |
|
|
|
|
8 |
|
SEI Institutional
International Trust / Quarterly Report / December 31, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount (Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
GlaxoSmithKline Capital |
|
|
|
|
|
|
|
|
|
|
0.000%, 09/12/2020 (B) |
|
EUR |
|
|
595 |
|
|
$ |
679 |
|
Heathrow Funding MTN |
|
|
|
|
|
|
|
|
|
|
2.750%, 08/09/2049 |
|
GBP |
|
|
160 |
|
|
|
174 |
|
HSBC Holdings |
|
|
|
|
|
|
|
|
|
|
6.750%, 09/11/2028 |
|
|
|
|
350 |
|
|
|
552 |
|
6.000%, VAR EUR Swap Annual 5 Yr+5.338%, 12/29/2049 |
|
EUR |
|
|
345 |
|
|
|
417 |
|
Imperial Brands Finance |
|
|
|
|
|
|
|
|
|
|
0.500%, 07/27/2021 |
|
|
|
|
150 |
|
|
|
170 |
|
InterContinental Hotels Group MTN |
|
|
|
|
|
|
|
|
|
|
3.750%, 08/14/2025 |
|
GBP |
|
|
174 |
|
|
|
230 |
|
International Game Technology |
|
|
|
|
|
|
|
|
|
|
4.750%, 02/15/2023 |
|
EUR |
|
|
160 |
|
|
|
194 |
|
Lecta |
|
|
|
|
|
|
|
|
|
|
6.500%, 08/01/2023 (A) |
|
|
|
|
113 |
|
|
|
119 |
|
Legal & General Group MTN |
|
|
|
|
|
|
|
|
|
|
5.375%, VAR UK Govt Bonds 5 Year Note Generic Bid Yield+4.580%, 10/27/2045 |
|
GBP |
|
|
135 |
|
|
|
177 |
|
Lloyds Banking Group MTN |
|
|
|
|
|
|
|
|
|
|
1.750%, VAR EUR Swap Annual 5 Yr+1.300%, 09/07/2028 |
|
EUR |
|
|
605 |
|
|
|
642 |
|
1.000%, 11/09/2023 |
|
|
|
|
280 |
|
|
|
307 |
|
National Westminster Bank MTN |
|
|
|
|
|
|
|
|
|
|
3.875%, 10/19/2020 |
|
|
|
|
123 |
|
|
|
150 |
|
Nationwide Building Society MTN |
|
|
|
|
|
|
|
|
|
|
4.625%, 02/08/2021 |
|
|
|
|
550 |
|
|
|
690 |
|
2.000%, VAR EUR Swap Annual 5 Yr+1.500%, 07/25/2029 |
|
|
|
|
605 |
|
|
|
640 |
|
Next |
|
|
|
|
|
|
|
|
|
|
3.625%, 05/18/2028 |
|
|
|
|
190 |
|
|
|
237 |
|
Northumbrian Water Finance |
|
|
|
|
|
|
|
|
|
|
6.875%, 02/06/2023 |
|
GBP |
|
|
190 |
|
|
|
288 |
|
5.625%, 04/29/2033 |
|
|
|
|
70 |
|
|
|
114 |
|
Rio Tinto Finance MTN |
|
|
|
|
|
|
|
|
|
|
2.875%, 12/11/2024 |
|
EUR |
|
|
290 |
|
|
|
371 |
|
Royal Bank of Scotland Group |
|
|
|
|
|
|
|
|
|
|
5.123%, VAR ICE LIBOR USD 3 Month+2.320%, 09/29/2017 |
|
$ |
|
|
200 |
|
|
|
180 |
|
Royal Bank of Scotland Group MTN |
|
|
|
|
|
|
|
|
|
|
2.500%, 03/22/2023 |
|
EUR |
|
|
465 |
|
|
|
542 |
|
Santander UK Group Holdings PLC MTN |
|
|
|
|
|
|
|
|
|
|
3.625%, 01/14/2026 |
|
GBP |
|
|
100 |
|
|
|
129 |
|
Santander UK PLC |
|
|
|
|
|
|
|
|
|
|
6.222%, VAR ICE LIBOR GBP 3 Month+1.130%, 05/24/2167 |
|
|
|
|
170 |
|
|
|
212 |
|
Santander UK PLC MTN |
|
|
|
|
|
|
|
|
|
|
4.250%, 04/12/2021 |
|
EUR |
|
|
350 |
|
|
|
438 |
|
1.125%, 01/14/2022 |
|
|
|
|
330 |
|
|
|
381 |
|
Severn Trent Utilities Finance MTN |
|
|
|
|
|
|
|
|
|
|
3.625%, 01/16/2026 |
|
GBP |
|
|
175 |
|
|
|
237 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount (Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
Sky PLC MTN |
|
|
|
|
|
|
|
|
|
|
6.000%, 05/21/2027 |
|
GBP |
|
|
50 |
|
|
$ |
79 |
|
2.250%, 11/17/2025 |
|
EUR |
|
|
275 |
|
|
|
331 |
|
SSE PLC MTN |
|
|
|
|
|
|
|
|
|
|
0.875%, 09/06/2025 |
|
|
|
|
395 |
|
|
|
429 |
|
Standard Chartered |
|
|
|
|
|
|
|
|
|
|
4.030%, VAR ICE LIBOR USD 3 Month+1.510%, 01/29/2049 (A) |
|
$ |
|
|
500 |
|
|
|
390 |
|
Standard Chartered MTN |
|
|
|
|
|
|
|
|
|
|
3.625%, 11/23/2022 |
|
EUR |
|
|
160 |
|
|
|
195 |
|
Thames Water Utilities Finance MTN |
|
|
|
|
|
|
|
|
|
|
4.625%, 06/04/2046 |
|
GBP |
|
|
155 |
|
|
|
231 |
|
Unilever NV |
|
|
|
|
|
|
|
|
|
|
0.375%, 02/14/2023 |
|
EUR |
|
|
220 |
|
|
|
251 |
|
United Kingdom Gilt |
|
|
|
|
|
|
|
|
|
|
4.750%, 12/07/2030 |
|
GBP |
|
|
115 |
|
|
|
200 |
|
4.500%, 12/07/2042 |
|
|
|
|
230 |
|
|
|
445 |
|
4.250%, 12/07/2027 |
|
|
|
|
95 |
|
|
|
153 |
|
4.250%, 06/07/2032 |
|
|
|
|
1,720 |
|
|
|
2,915 |
|
4.250%, 03/07/2036 |
|
|
|
|
435 |
|
|
|
765 |
|
4.250%, 12/07/2040 |
|
|
|
|
470 |
|
|
|
864 |
|
4.250%, 12/07/2046 |
|
|
|
|
1,185 |
|
|
|
2,299 |
|
3.750%, 09/07/2020 |
|
|
|
|
631 |
|
|
|
843 |
|
3.750%, 09/07/2021 |
|
|
|
|
945 |
|
|
|
1,299 |
|
3.750%, 07/22/2052 |
|
|
|
|
80 |
|
|
|
153 |
|
3.500%, 01/22/2045 |
|
|
|
|
1,445 |
|
|
|
2,463 |
|
3.250%, 01/22/2044 |
|
|
|
|
400 |
|
|
|
651 |
|
2.750%, 09/07/2024 |
|
|
|
|
200 |
|
|
|
280 |
|
2.500%, 07/22/2065 |
|
|
|
|
1,450 |
|
|
|
2,303 |
|
1.750%, 07/22/2019 |
|
|
|
|
1,860 |
|
|
|
2,382 |
|
1.625%, 10/22/2028 |
|
|
|
|
229 |
|
|
|
301 |
|
1.500%, 01/22/2021 |
|
|
|
|
1,450 |
|
|
|
1,874 |
|
1.500%, 07/22/2047 |
|
|
|
|
130 |
|
|
|
153 |
|
1.250%, 07/22/2027 |
|
|
|
|
1,015 |
|
|
|
1,299 |
|
1.000%, 04/22/2024 |
|
|
|
|
3,947 |
|
|
|
5,032 |
|
0.750%, 07/22/2023 |
|
|
|
|
2,170 |
|
|
|
2,743 |
|
Virgin Media Finance MTN |
|
|
|
|
|
|
|
|
|
|
4.500%, 01/15/2025 |
|
EUR |
|
|
121 |
|
|
|
136 |
|
Wales & West Utilities Finance PLC |
|
|
|
|
|
|
|
|
|
|
6.250%, 11/30/2021 |
|
GBP |
|
|
240 |
|
|
|
345 |
|
Western Power Distribution West Midlands PLC |
|
|
|
|
|
|
|
|
|
|
5.750%, 04/16/2032 |
|
|
|
|
100 |
|
|
|
162 |
|
3.875%, 10/17/2024 |
|
|
|
|
230 |
|
|
|
315 |
|
Wm Morrison Supermarkets MTN |
|
|
|
|
|
|
|
|
|
|
3.500%, 07/27/2026 |
|
|
|
|
225 |
|
|
|
297 |
|
Zurich Finance PLC MTN |
|
|
|
|
|
|
|
|
|
|
6.625%, 10/30/2049(C) |
|
|
|
|
235 |
|
|
|
326 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
48,401 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional International Trust /
Quarterly Report / December 31, 2018 |
|
9 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount (Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
United States 6.3% |
|
AbbVie |
|
|
|
|
|
|
|
|
|
|
1.375%, 05/17/2024 |
|
EUR |
|
|
220 |
|
|
$ |
254 |
|
American International Group |
|
|
|
|
|
|
|
|
|
|
2.611%, VAR ICE LIBOR GBP 3 Month+1.705%, 03/15/2067 |
|
GBP |
|
|
100 |
|
|
|
114 |
|
Antero Resources |
|
|
|
|
|
|
|
|
|
|
5.125%, 12/01/2022 |
|
$ |
|
|
260 |
|
|
|
244 |
|
AT&T |
|
|
|
|
|
|
|
|
|
|
5.000%, 03/01/2021 |
|
|
|
|
550 |
|
|
|
569 |
|
1.800%, 09/05/2026 |
|
EUR |
|
|
720 |
|
|
|
816 |
|
Bank of America MTN |
|
|
|
|
|
|
|
|
|
|
2.375%, 06/19/2024 |
|
|
|
|
835 |
|
|
|
1,015 |
|
1.625%, 09/14/2022 |
|
|
|
|
261 |
|
|
|
308 |
|
1.379%, VAR Euribor 3 Month+1.030%, 02/07/2025 |
|
|
|
|
165 |
|
|
|
190 |
|
Belden |
|
|
|
|
|
|
|
|
|
|
3.375%, 07/15/2027 |
|
|
|
|
127 |
|
|
|
132 |
|
3.375%, 07/15/2027 |
|
|
|
|
100 |
|
|
|
104 |
|
Berkshire Hathaway |
|
|
|
|
|
|
|
|
|
|
0.625%, 01/17/2023 |
|
|
|
|
265 |
|
|
|
305 |
|
0.500%, 03/13/2020 |
|
|
|
|
225 |
|
|
|
258 |
|
BWAY Holding Co |
|
|
|
|
|
|
|
|
|
|
4.750%, 04/15/2024 (A) |
|
|
|
|
175 |
|
|
|
196 |
|
Carnival |
|
|
|
|
|
|
|
|
|
|
1.625%, 02/22/2021 |
|
|
|
|
180 |
|
|
|
211 |
|
Chubb INA Holdings |
|
|
|
|
|
|
|
|
|
|
1.550%, 03/15/2028 |
|
|
|
|
325 |
|
|
|
369 |
|
Citigroup |
|
|
|
|
|
|
|
|
|
|
2.040%, 09/16/2020 |
|
JPY |
|
|
200,000 |
|
|
|
1,879 |
|
Citigroup MTN |
|
|
|
|
|
|
|
|
|
|
0.750%, 10/26/2023 |
|
EUR |
|
|
735 |
|
|
|
825 |
|
Comcast |
|
|
|
|
|
|
|
|
|
|
4.150%, 10/15/2028 |
|
$ |
|
|
275 |
|
|
|
279 |
|
3.450%, 10/01/2021 |
|
|
|
|
965 |
|
|
|
975 |
|
CVS Health Corp |
|
|
|
|
|
|
|
|
|
|
4.300%, 03/25/2028 |
|
|
|
|
265 |
|
|
|
259 |
|
3.125%, 03/09/2020 |
|
|
|
|
835 |
|
|
|
833 |
|
Dell International |
|
|
|
|
|
|
|
|
|
|
6.020%, 06/15/2026 (A) |
|
|
|
|
77 |
|
|
|
77 |
|
5.450%, 06/15/2023 (A) |
|
|
|
|
80 |
|
|
|
82 |
|
DH Europe Finance |
|
|
|
|
|
|
|
|
|
|
1.700%, 01/04/2022 |
|
EUR |
|
|
350 |
|
|
|
416 |
|
Digital Euro Finco |
|
|
|
|
|
|
|
|
|
|
2.625%, 04/15/2024 |
|
|
|
|
175 |
|
|
|
206 |
|
Dover MTN |
|
|
|
|
|
|
|
|
|
|
2.125%, 12/01/2020 |
|
|
|
|
267 |
|
|
|
316 |
|
Fidelity National Information Services |
|
|
|
|
|
|
|
|
|
|
0.400%, 01/15/2021 |
|
|
|
|
284 |
|
|
|
325 |
|
Ford Credit Canada MTN |
|
|
|
|
|
|
|
|
|
|
2.939%, 02/19/2019 |
|
CAD |
|
|
1,200 |
|
|
|
879 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount (Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
Ford Motor Credit MTN |
|
|
|
|
|
|
|
|
|
|
0.114%, VAR Euribor 3 Month+0.430%, 05/14/2021 |
|
EUR |
|
|
750 |
|
|
$ |
819 |
|
GE Capital UK Funding Unlimited MTN |
|
|
|
|
|
|
|
|
|
|
6.250%, 05/05/2038 |
|
GBP |
|
|
165 |
|
|
|
242 |
|
General Electric |
|
|
|
|
|
|
|
|
|
|
1.500%, 05/17/2029 |
|
EUR |
|
|
170 |
|
|
|
168 |
|
General Motors Financial MTN |
|
|
|
|
|
|
|
|
|
|
0.955%, 09/07/2023 |
|
|
|
|
540 |
|
|
|
591 |
|
Goldman Sachs Group |
|
|
|
|
|
|
|
|
|
|
2.625%, 04/25/2021 |
|
$ |
|
|
425 |
|
|
|
414 |
|
Goldman Sachs Group MTN |
|
|
|
|
|
|
|
|
|
|
2.000%, 07/27/2023 |
|
EUR |
|
|
900 |
|
|
|
1,059 |
|
1.625%, 07/27/2026 |
|
|
|
|
170 |
|
|
|
188 |
|
Halfmoon Parent |
|
|
|
|
|
|
|
|
|
|
4.125%, 11/15/2025 (A) |
|
$ |
|
|
136 |
|
|
|
136 |
|
3.750%, 07/15/2023 (A) |
|
|
|
|
105 |
|
|
|
104 |
|
Hess |
|
|
|
|
|
|
|
|
|
|
4.300%, 04/01/2027 |
|
|
|
|
333 |
|
|
|
305 |
|
IHS Markit |
|
|
|
|
|
|
|
|
|
|
4.750%, 08/01/2028 |
|
|
|
|
102 |
|
|
|
100 |
|
4.125%, 08/01/2023 |
|
|
|
|
326 |
|
|
|
323 |
|
4.000%, 03/01/2026 (A) |
|
|
|
|
85 |
|
|
|
79 |
|
Iron Mountain |
|
|
|
|
|
|
|
|
|
|
3.000%, 01/15/2025 |
|
EUR |
|
|
130 |
|
|
|
138 |
|
Kinder Morgan Energy Partners |
|
|
|
|
|
|
|
|
|
|
4.300%, 05/01/2024 |
|
$ |
|
|
330 |
|
|
|
330 |
|
Mastercard |
|
|
|
|
|
|
|
|
|
|
1.100%, 12/01/2022 |
|
EUR |
|
|
445 |
|
|
|
523 |
|
McKesson |
|
|
|
|
|
|
|
|
|
|
3.125%, 02/17/2029 |
|
GBP |
|
|
135 |
|
|
|
168 |
|
0.625%, 08/17/2021 |
|
EUR |
|
|
355 |
|
|
|
408 |
|
Merck |
|
|
|
|
|
|
|
|
|
|
1.125%, 10/15/2021 |
|
|
|
|
114 |
|
|
|
134 |
|
Moodys |
|
|
|
|
|
|
|
|
|
|
1.750%, 03/09/2027 |
|
|
|
|
265 |
|
|
|
311 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
|
|
1.875%, 03/30/2023 |
|
|
|
|
490 |
|
|
|
581 |
|
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
|
|
1.375%, 10/27/2026 |
|
|
|
|
360 |
|
|
|
399 |
|
0.084%, VAR Euribor 3 Month+0.400%, 05/21/2021 |
|
|
|
|
850 |
|
|
|
965 |
|
National Grid North America MTN |
|
|
|
|
|
|
|
|
|
|
1.000%, 07/12/2024 |
|
|
|
|
300 |
|
|
|
340 |
|
Philip Morris International |
|
|
|
|
|
|
|
|
|
|
0.625%, 11/08/2024 |
|
|
|
|
285 |
|
|
|
314 |
|
Philip Morris International MTN |
|
|
|
|
|
|
|
|
|
|
1.875%, 03/03/2021 |
|
|
|
|
300 |
|
|
|
353 |
|
PNC Funding |
|
|
|
|
|
|
|
|
|
|
3.300%, 03/08/2022 |
|
$ |
|
|
150 |
|
|
|
150 |
|
Priceline Group |
|
|
|
|
|
|
|
|
|
|
2.375%, 09/23/2024 |
|
|
|
|
355 |
|
|
|
430 |
|
|
|
|
10 |
|
SEI Institutional
International Trust / Quarterly Report / December 31, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount (Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
Procter & Gamble |
|
|
|
|
|
|
|
|
|
|
2.000%, 11/05/2021 |
|
EUR |
|
|
345 |
|
|
$ |
416 |
|
Prologis MTN |
|
|
|
|
|
|
|
|
|
|
3.000%, 01/18/2022 |
|
|
|
|
115 |
|
|
|
140 |
|
QEP Resources |
|
|
|
|
|
|
|
|
|
|
5.250%, 05/01/2023 |
|
$ |
|
|
108 |
|
|
|
96 |
|
Quintiles IMS |
|
|
|
|
|
|
|
|
|
|
2.875%, 09/15/2025 |
|
EUR |
|
|
220 |
|
|
|
238 |
|
Santander Holdings USA |
|
|
|
|
|
|
|
|
|
|
3.700%, 03/28/2022 |
|
$ |
|
|
460 |
|
|
|
452 |
|
Seagate HDD Cayman |
|
|
|
|
|
|
|
|
|
|
4.875%, 03/01/2024 |
|
|
|
|
85 |
|
|
|
77 |
|
4.750%, 06/01/2023 |
|
|
|
|
17 |
|
|
|
16 |
|
4.750%, 01/01/2025 |
|
|
|
|
123 |
|
|
|
109 |
|
Sigma Finance Netherlands BV |
|
|
|
|
|
|
|
|
|
|
4.875%, 03/27/2028 (A) |
|
|
|
|
200 |
|
|
|
190 |
|
SM Energy |
|
|
|
|
|
|
|
|
|
|
6.625%, 01/15/2027 |
|
|
|
|
125 |
|
|
|
111 |
|
Southern Co/The |
|
|
|
|
|
|
|
|
|
|
2.750%, 06/15/2020 |
|
|
|
|
700 |
|
|
|
692 |
|
Sprint Spectrum |
|
|
|
|
|
|
|
|
|
|
4.738%, 03/20/2025 (A) |
|
|
|
|
265 |
|
|
|
260 |
|
Tenet Healthcare |
|
|
|
|
|
|
|
|
|
|
4.375%, 10/01/2021 |
|
|
|
|
110 |
|
|
|
106 |
|
Terraform Global Operating |
|
|
|
|
|
|
|
|
|
|
6.125%, 03/01/2026 (A) |
|
|
|
|
55 |
|
|
|
51 |
|
Toyota Motor Credit MTN |
|
|
|
|
|
|
|
|
|
|
1.800%, 07/23/2020 |
|
EUR |
|
|
115 |
|
|
|
135 |
|
0.625%, 11/21/2024 |
|
|
|
|
465 |
|
|
|
523 |
|
United Technologies Corp |
|
|
|
|
|
|
|
|
|
|
3.950%, 08/16/2025 |
|
$ |
|
|
85 |
|
|
|
84 |
|
1.250%, 05/22/2023 |
|
EUR |
|
|
225 |
|
|
|
259 |
|
1.150%, 05/18/2024 |
|
|
|
|
164 |
|
|
|
185 |
|
US Bancorp MTN |
|
|
|
|
|
|
|
|
|
|
0.850%, 06/07/2024 |
|
|
|
|
701 |
|
|
|
797 |
|
Verizon Communications |
|
|
|
|
|
|
|
|
|
|
3.500%, 11/01/2021 |
|
$ |
|
|
590 |
|
|
|
596 |
|
Verizon Communications MTN |
|
|
|
|
|
|
|
|
|
|
4.750%, 02/17/2034 |
|
GBP |
|
|
170 |
|
|
|
249 |
|
4.050%, 02/17/2025 |
|
AUD |
|
|
680 |
|
|
|
489 |
|
Wells Fargo & Co MTN |
|
|
|
|
|
|
|
|
|
|
2.000%, 04/27/2026 |
|
EUR |
|
|
210 |
|
|
|
247 |
|
1.375%, 06/30/2022 |
|
GBP |
|
|
195 |
|
|
|
242 |
|
Wells Fargo Bank MTN |
|
|
|
|
|
|
|
|
|
|
5.250%, 08/01/2023 |
|
|
|
|
350 |
|
|
|
498 |
|
Western Digital Corp |
|
|
|
|
|
|
|
|
|
|
4.750%, 02/15/2026 |
|
$ |
|
|
328 |
|
|
|
285 |
|
WPC Eurobond BV |
|
|
|
|
|
|
|
|
|
|
2.125%, 04/15/2027 |
|
EUR |
|
|
380 |
|
|
|
416 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
30,467 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount (Thousands) |
|
|
Market Value
($ Thousands) |
|
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
Uruguay 0.0% |
|
|
|
|
|
|
|
|
|
|
Republic of Uruguay |
|
|
|
|
|
|
|
|
|
|
9.875%, 06/20/2022 (A) |
|
UYU |
|
|
3,181 |
|
|
$ |
97 |
|
8.500%, 03/15/2028 (A) |
|
|
|
|
2,325 |
|
|
|
61 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
158 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Global Bonds (Cost $449,895) ($ Thousands) |
|
|
|
|
|
|
|
|
440,347 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS 6.1% |
|
|
|
|
|
|
|
|
U.S. Treasury Bills (B) |
|
|
|
|
|
|
|
|
|
|
2.469%, 01/31/2019 |
|
$ |
|
|
17,000 |
|
|
|
16,969 |
|
2.340%, 03/21/2019 |
|
|
|
|
10,000 |
|
|
|
9,949 |
|
U.S. Treasury Inflation Protected Securities |
|
|
|
|
|
|
|
|
|
|
1.250%, 07/15/2020 |
|
|
|
|
1,174 |
|
|
|
1,171 |
|
U.S. Treasury Note |
|
|
|
|
|
|
|
|
|
|
2.000%, 02/28/2021 |
|
|
|
|
1,190 |
|
|
|
1,178 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total U.S. Treasury Obligations (Cost $29,286) ($ Thousands) |
|
|
|
|
|
|
|
|
29,267 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
MORTGAGE-BACKED SECURITIES 0.8% |
|
|
|
|
|
|
|
Agency Mortgage-Backed Obligation 0.6% |
|
|
|
|
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-DNA1, Cl M2 |
|
|
|
|
|
|
|
|
|
|
4.356%, VAR ICE LIBOR USD 1 Month+1.850%, 10/25/2027 |
|
|
|
|
394 |
|
|
|
399 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-DNA2, Cl M2 |
|
|
|
|
|
|
|
|
|
|
5.106%, VAR ICE LIBOR USD 1 Month+2.600%, 12/25/2027 |
|
|
|
|
64 |
|
|
|
66 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-HQA2, Cl M2 |
|
|
|
|
|
|
|
|
|
|
5.306%, VAR ICE LIBOR USD 1 Month+2.800%, 05/25/2028 |
|
|
|
|
114 |
|
|
|
116 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2016-DNA1, Cl M2 |
|
|
|
|
|
|
|
|
|
|
5.406%, VAR ICE LIBOR USD 1 Month+2.900%, 07/25/2028 |
|
|
|
|
201 |
|
|
|
204 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2016-HQA1, Cl M3 |
|
|
|
|
|
|
|
|
|
|
8.856%, VAR ICE LIBOR USD 1 Month+6.350%, 09/25/2028 |
|
|
|
|
250 |
|
|
|
298 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-DNA1, Cl M1 |
|
|
|
|
|
|
|
|
|
|
3.706%, VAR ICE LIBOR USD 1 Month+1.200%, 07/25/2029 |
|
|
|
|
279 |
|
|
|
280 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-DNA2, Cl M2 |
|
|
|
|
|
|
|
|
|
|
5.956%, VAR ICE LIBOR USD 1 Month+3.450%, 10/25/2029 |
|
|
|
|
470 |
|
|
|
497 |
|
|
|
|
SEI Institutional International Trust /
Quarterly Report / December 31, 2018 |
|
11 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount (Thousands) |
|
|
Market Value
($ Thousands) |
|
|
MORTGAGE-BACKED SECURITIES (continued) |
|
|
|
|
|
FNMA Connecticut Avenue Securities, Ser 2014-C01, Cl M1 |
|
|
|
|
|
|
|
|
|
|
4.106%, VAR ICE LIBOR USD 1 Month+1.600%, 01/25/2024 |
|
$ |
|
|
80 |
|
|
$ |
80 |
|
FNMA Connecticut Avenue Securities, Ser 2014-C04, Cl 2M2 |
|
|
|
|
|
|
|
|
|
|
7.506%, VAR ICE LIBOR USD 1 Month+5.000%, 11/25/2024 |
|
|
|
|
340 |
|
|
|
376 |
|
FNMA Connecticut Avenue Securities, Ser 2016-C02, Cl 1M1 |
|
|
|
|
|
|
|
|
|
|
4.656%, VAR ICE LIBOR USD 1 Month+2.150%, 09/25/2028 |
|
|
|
|
24 |
|
|
|
24 |
|
FNMA Connecticut Avenue Securities, Ser 2016-C04, Cl 1M2 |
|
|
|
|
|
|
|
|
|
|
6.756%, VAR ICE LIBOR USD 1 Month+4.250%, 01/25/2029 |
|
|
|
|
95 |
|
|
|
105 |
|
FNMA Connecticut Avenue Securities, Ser 2016-C05, Cl 2M1 |
|
|
|
|
|
|
|
|
|
|
3.856%, VAR ICE LIBOR USD 1 Month+1.350%, 01/25/2029 |
|
|
|
|
23 |
|
|
|
23 |
|
FNMA Connecticut Avenue Securities, Ser 2016-C06, Cl 1M1 |
|
|
|
|
|
|
|
|
|
|
3.806%, VAR ICE LIBOR USD 1 Month+1.300%, 04/25/2029 |
|
|
|
|
347 |
|
|
|
348 |
|
FNMA Connecticut Avenue Securities, Ser 2016-C07, Cl 2M2 |
|
|
|
|
|
|
|
|
|
|
6.856%, VAR ICE LIBOR USD 1 Month+4.350%, 05/25/2029 |
|
|
|
|
153 |
|
|
|
166 |
|
FNMA Connecticut Avenue Securities, Ser 2017-C01, Cl 1M1 |
|
|
|
|
|
|
|
|
|
|
3.806%, VAR ICE LIBOR USD 1 Month+1.300%, 07/25/2029 |
|
|
|
|
128 |
|
|
|
129 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,111 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Non-Agency Mortgage-Backed Obligation 0.2% |
|
|
|
|
|
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-6, Cl 3A |
|
|
|
|
|
|
|
|
|
|
4.750%, 09/25/2034 (C) |
|
|
|
|
12 |
|
|
|
12 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount (Thousands) |
|
|
Market Value
($ Thousands) |
|
|
MORTGAGE-BACKED SECURITIES (continued) |
|
|
|
|
|
COMM Mortgage Trust, Ser 2013-CR8, Cl A4 |
|
|
|
|
|
|
|
|
|
|
3.334%, 06/10/2046 |
|
$ |
|
|
80 |
|
|
$ |
80 |
|
COMM Mortgage Trust, Ser 2014-CCRE14, Cl A3 |
|
|
|
|
|
|
|
|
|
|
3.955%, 02/10/2047 |
|
|
|
|
70 |
|
|
|
72 |
|
Credit Suisse First Boston Mortgage Securities, Ser 2005-C2, Cl AMFX |
|
|
|
|
|
|
|
|
|
|
4.877%, 04/15/2037 |
|
|
|
|
10 |
|
|
|
10 |
|
GSR Mortgage Loan Trust, Ser 2005-AR1, Cl 4A1 |
|
|
|
|
|
|
|
|
|
|
3.485%, 01/25/2035 (C) |
|
|
|
|
52 |
|
|
|
49 |
|
JPMorgan Chase Commercial Mortgage Securities, Ser 2012-C8, Cl A3 |
|
|
|
|
|
|
|
|
|
|
2.829%, 10/15/2045 |
|
|
|
|
113 |
|
|
|
111 |
|
JPMorgan Mortgage Trust, Ser 2004-A5, Cl 3A1 |
|
|
|
|
|
|
|
|
|
|
4.175%, 12/25/2034 (C) |
|
|
|
|
48 |
|
|
|
48 |
|
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2 |
|
|
|
|
|
|
|
|
|
|
2.579%, 03/10/2049 (A) |
|
|
|
|
159 |
|
|
|
155 |
|
Morgan Stanley Capital I Trust, Ser 2006-T21, Cl D |
|
|
|
|
|
|
|
|
|
|
5.241%, 10/12/2052 (A)(C) |
|
|
|
|
15 |
|
|
|
2 |
|
Morgan Stanley Capital I Trust, Ser 2006-T21, Cl E |
|
|
|
|
|
|
|
|
|
|
5.241%, 10/12/2052 (A)(C) |
|
|
|
|
10 |
|
|
|
1 |
|
UBS-Barclays Commercial Mortgage Trust, Ser 2013-C5, Cl A4 |
|
|
|
|
|
|
|
|
|
|
3.185%, 03/10/2046 |
|
|
|
|
100 |
|
|
|
100 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2015-C28, Cl A3 |
|
|
|
|
|
|
|
|
|
|
3.290%, 05/15/2048 |
|
|
|
|
120 |
|
|
|
119 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2015-C30, Cl A3 |
|
|
|
|
|
|
|
|
|
|
3.411%, 09/15/2058 |
|
|
|
|
80 |
|
|
|
79 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
838 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Mortgage-Backed Securities (Cost $3,891) ($ Thousands) |
|
|
|
|
|
|
3,949 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities 98.7% (Cost $483,072) ($ Thousands) |
|
|
|
|
|
$ |
473,563 |
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at December 31, 2018, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Type of Contract |
|
Number of Contracts Long (Short) |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
Unrealized Appreciation/ (Depreciation) (Thousands) |
|
Australian 3-Year Bond |
|
|
22 |
|
|
|
Mar-2019 |
|
|
$ |
1,777 |
|
|
$ |
1,738 |
|
|
$ |
6 |
|
Australian 10-Year Bond |
|
|
(3) |
|
|
|
Mar-2019 |
|
|
|
(283) |
|
|
|
(280) |
|
|
|
(3) |
|
Australian 10-Year Bond |
|
|
16 |
|
|
|
Mar-2019 |
|
|
|
1,515 |
|
|
|
1,494 |
|
|
|
14 |
|
Canadian 10-Year Bond |
|
|
(57) |
|
|
|
Mar-2019 |
|
|
|
(5,729) |
|
|
|
(5,708) |
|
|
|
(96) |
|
|
|
|
12 |
|
SEI Institutional
International Trust / Quarterly Report / December 31, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 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) |
Canadian 10-Year Bond |
|
|
11 |
|
|
|
Mar-2019 |
|
|
$ |
1,096 |
|
|
$ |
1,102 |
|
|
$ |
36 |
|
Euro |
|
|
(240) |
|
|
|
Feb-2019 |
|
|
|
(34,238 |
) |
|
|
(34,568 |
) |
|
|
(329 |
) |
Euro-Bob |
|
|
(41) |
|
|
|
Mar-2019 |
|
|
|
(6,136 |
) |
|
|
(6,211 |
) |
|
|
(16 |
) |
Euro-Bob |
|
|
24 |
|
|
|
Mar-2019 |
|
|
|
3,607 |
|
|
|
3,636 |
|
|
|
6 |
|
Euro-BTP |
|
|
23 |
|
|
|
Mar-2019 |
|
|
|
3,335 |
|
|
|
3,361 |
|
|
|
20 |
|
Euro-Bund |
|
|
29 |
|
|
|
Mar-2019 |
|
|
|
5,353 |
|
|
|
5,422 |
|
|
|
31 |
|
Euro-Bund |
|
|
(10) |
|
|
|
Mar-2019 |
|
|
|
(1,855 |
) |
|
|
(1,869 |
) |
|
|
(3 |
) |
Euro-Buxl 30 Year Bond |
|
|
7 |
|
|
|
Mar-2019 |
|
|
|
1,414 |
|
|
|
1,445 |
|
|
|
21 |
|
Euro-Buxl 30 Year Bond |
|
|
(8) |
|
|
|
Mar-2019 |
|
|
|
(1,637 |
) |
|
|
(1,652 |
) |
|
|
(6 |
) |
Euro-OAT |
|
|
(13) |
|
|
|
Mar-2019 |
|
|
|
(2,225 |
) |
|
|
(2,241 |
) |
|
|
1 |
|
Euro-Schatz |
|
|
(35) |
|
|
|
Mar-2019 |
|
|
|
(4,446 |
) |
|
|
(4,479 |
) |
|
|
(3 |
) |
Euro-Schatz |
|
|
(40) |
|
|
|
Mar-2019 |
|
|
|
(5,082 |
) |
|
|
(5,119 |
) |
|
|
(1 |
) |
Japanese 10-Year Bond |
|
|
18 |
|
|
|
Mar-2019 |
|
|
|
24,145 |
|
|
|
25,016 |
|
|
|
71 |
|
Japanese 10-Year Bond E-MINI |
|
|
19 |
|
|
|
Mar-2019 |
|
|
|
2,549 |
|
|
|
2,643 |
|
|
|
13 |
|
Japanese 10-Year Bond E-MINI |
|
|
(31) |
|
|
|
Mar-2019 |
|
|
|
(4,160 |
) |
|
|
(4,313 |
) |
|
|
(27 |
) |
Long Gilt 10-Year Bond |
|
|
(6) |
|
|
|
Mar-2019 |
|
|
|
(940 |
) |
|
|
(941 |
) |
|
|
(1 |
) |
Long Gilt 10-Year Bond |
|
|
(23) |
|
|
|
Mar-2019 |
|
|
|
(3,581 |
) |
|
|
(3,608 |
) |
|
|
(28 |
) |
U.S. 2-Year Treasury Note |
|
|
21 |
|
|
|
Apr-2019 |
|
|
|
4,433 |
|
|
|
4,459 |
|
|
|
25 |
|
U.S. 2-Year Treasury Note |
|
|
16 |
|
|
|
Apr-2019 |
|
|
|
3,386 |
|
|
|
3,397 |
|
|
|
11 |
|
U.S. 5-Year Treasury Note |
|
|
67 |
|
|
|
Mar-2019 |
|
|
|
7,611 |
|
|
|
7,684 |
|
|
|
73 |
|
U.S. 5-Year Treasury Note |
|
|
(5) |
|
|
|
Mar-2019 |
|
|
|
(564 |
) |
|
|
(573 |
) |
|
|
(10 |
) |
U.S. 10-Year Treasury Note |
|
|
5 |
|
|
|
Mar-2019 |
|
|
|
596 |
|
|
|
610 |
|
|
|
14 |
|
U.S. 10-Year Treasury Note |
|
|
7 |
|
|
|
Mar-2019 |
|
|
|
848 |
|
|
|
854 |
|
|
|
6 |
|
U.S. Ultra Long Treasury Bond |
|
|
1 |
|
|
|
Mar-2019 |
|
|
|
153 |
|
|
|
161 |
|
|
|
8 |
|
Ultra 10-Year U.S. Treasury Note |
|
|
(47) |
|
|
|
Mar-2019 |
|
|
|
(5,922 |
) |
|
|
(6,114 |
) |
|
|
(191 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(14,980 |
) |
|
$ |
(14,654 |
) |
|
$ |
(358 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the forward foreign currency contracts held by the Fund at December 31, 2018, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver (Thousands) |
|
|
|
|
Currency to Receive (Thousands) |
|
|
Unrealized Appreciation (Depreciation) (Thousands) |
ANZ |
|
|
01/25/19 - 02/08/19 |
|
|
EUR |
|
|
29,914 |
|
|
USD |
|
|
34,383 |
|
|
$ |
97 |
|
ANZ |
|
|
02/20/19 |
|
|
EUR |
|
|
19,642 |
|
|
USD |
|
|
22,395 |
|
|
|
(147 |
) |
Bank of America |
|
|
01/11/19 |
|
|
USD |
|
|
338 |
|
|
EUR |
|
|
296 |
|
|
|
|
|
Bank of America |
|
|
01/11/19 |
|
|
AUD |
|
|
6,862 |
|
|
USD |
|
|
5,008 |
|
|
|
176 |
|
Barclays PLC |
|
|
01/09/19 |
|
|
EUR |
|
|
619 |
|
|
USD |
|
|
722 |
|
|
|
14 |
|
Barclays PLC |
|
|
02/08/19 |
|
|
EUR |
|
|
2,179 |
|
|
USD |
|
|
2,488 |
|
|
|
(11 |
) |
Barclays PLC |
|
|
01/11/19 |
|
|
USD |
|
|
16 |
|
|
EUR |
|
|
14 |
|
|
|
|
|
Barclays PLC |
|
|
01/11/19 |
|
|
USD |
|
|
18 |
|
|
NZD |
|
|
27 |
|
|
|
|
|
Barclays PLC |
|
|
01/11/19 |
|
|
USD |
|
|
55 |
|
|
CHF |
|
|
55 |
|
|
|
1 |
|
Barclays PLC |
|
|
01/11/19 |
|
|
USD |
|
|
59 |
|
|
CAD |
|
|
78 |
|
|
|
(2 |
) |
Barclays PLC |
|
|
01/11/19 |
|
|
USD |
|
|
70 |
|
|
SEK |
|
|
638 |
|
|
|
1 |
|
Barclays PLC |
|
|
01/11/19 |
|
|
USD |
|
|
71 |
|
|
NOK |
|
|
615 |
|
|
|
|
|
Barclays PLC |
|
|
01/11/19 |
|
|
AUD |
|
|
76 |
|
|
USD |
|
|
56 |
|
|
|
2 |
|
Barclays PLC |
|
|
01/11/19 |
|
|
CAD |
|
|
96 |
|
|
USD |
|
|
73 |
|
|
|
2 |
|
Barclays PLC |
|
|
01/11/19 |
|
|
USD |
|
|
107 |
|
|
AUD |
|
|
148 |
|
|
|
(2 |
) |
Barclays PLC |
|
|
01/11/19 |
|
|
NZD |
|
|
123 |
|
|
USD |
|
|
84 |
|
|
|
2 |
|
Barclays PLC |
|
|
01/11/19 |
|
|
USD |
|
|
221 |
|
|
GBP |
|
|
174 |
|
|
|
1 |
|
Barclays PLC |
|
|
01/11/19 |
|
|
NOK |
|
|
459 |
|
|
USD |
|
|
53 |
|
|
|
|
|
Barclays PLC |
|
|
01/11/19 |
|
|
USD |
|
|
1,870 |
|
|
JPY |
|
|
210,625 |
|
|
|
51 |
|
Barclays PLC |
|
|
01/11/19 |
|
|
PLN |
|
|
6,640 |
|
|
USD |
|
|
1,765 |
|
|
|
(3 |
) |
Barclays PLC |
|
|
01/11/19 |
|
|
JPY |
|
|
7,452 |
|
|
USD |
|
|
67 |
|
|
|
(1 |
) |
|
|
|
SEI Institutional International Trust /
Quarterly Report / December 31, 2018 |
|
13 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver (Thousands) |
|
|
|
|
Currency to Receive (Thousands) |
|
|
Unrealized Appreciation (Depreciation) (Thousands) |
Barclays PLC |
|
|
01/11/19 |
|
|
CZK |
|
|
16,323 |
|
|
USD |
|
|
718 |
|
|
$ |
(8 |
) |
Barclays PLC |
|
|
01/11/19 |
|
|
GBP |
|
|
24,427 |
|
|
USD |
|
|
31,219 |
|
|
|
97 |
|
Barclays PLC |
|
|
01/11/19 |
|
|
EUR |
|
|
32,359 |
|
|
USD |
|
|
36,808 |
|
|
|
(208 |
) |
Barclays PLC |
|
|
02/14/19 |
|
|
GBP |
|
|
12,750 |
|
|
USD |
|
|
16,427 |
|
|
|
157 |
|
Barclays PLC |
|
|
02/20/19 |
|
|
USD |
|
|
1,383 |
|
|
KRW |
|
|
1,530,570 |
|
|
|
(7 |
) |
Barclays PLC |
|
|
03/14/19 |
|
|
USD |
|
|
1,034 |
|
|
TWD |
|
|
31,710 |
|
|
|
11 |
|
BNP Paribas |
|
|
01/11/19 |
|
|
USD |
|
|
225 |
|
|
CAD |
|
|
300 |
|
|
|
(5 |
) |
BNP Paribas |
|
|
01/11/19 |
|
|
USD |
|
|
354 |
|
|
GBP |
|
|
277 |
|
|
|
(1 |
) |
BNP Paribas |
|
|
01/11/19 |
|
|
EUR |
|
|
1,151 |
|
|
USD |
|
|
1,313 |
|
|
|
(3 |
) |
BNP Paribas |
|
|
01/11/19 |
|
|
USD |
|
|
12,813 |
|
|
EUR |
|
|
11,261 |
|
|
|
68 |
|
BNP Paribas |
|
|
01/11/19 |
|
|
CAD |
|
|
19,014 |
|
|
USD |
|
|
14,285 |
|
|
|
360 |
|
BNP Paribas |
|
|
01/11/19 |
|
|
JPY |
|
|
56,894 |
|
|
USD |
|
|
503 |
|
|
|
(16 |
) |
BNP Paribas |
|
|
01/30/19 |
|
|
ZAR |
|
|
9,736 |
|
|
USD |
|
|
681 |
|
|
|
6 |
|
BNP Paribas |
|
|
02/15/19 |
|
|
USD |
|
|
726 |
|
|
JPY |
|
|
80,709 |
|
|
|
12 |
|
Brown Brothers Harriman |
|
|
01/09/19 |
|
|
USD |
|
|
681 |
|
|
EUR |
|
|
587 |
|
|
|
(10 |
) |
Brown Brothers Harriman |
|
|
01/09/19 - 01/30/19 |
|
|
EUR |
|
|
2,255 |
|
|
USD |
|
|
2,619 |
|
|
|
39 |
|
Brown Brothers Harriman |
|
|
01/25/19 - 02/08/19 |
|
|
EUR |
|
|
581 |
|
|
USD |
|
|
663 |
|
|
|
(3 |
) |
Brown Brothers Harriman |
|
|
01/17/19 - 01/30/19 |
|
|
USD |
|
|
219 |
|
|
CAD |
|
|
292 |
|
|
|
(5 |
) |
Brown Brothers Harriman |
|
|
01/17/19 - 03/06/19 |
|
|
CHF |
|
|
2,394 |
|
|
USD |
|
|
2,429 |
|
|
|
(13 |
) |
Brown Brothers Harriman |
|
|
01/23/19 |
|
|
SEK |
|
|
1,509 |
|
|
USD |
|
|
167 |
|
|
|
(3 |
) |
Brown Brothers Harriman |
|
|
01/24/19 |
|
|
USD |
|
|
341 |
|
|
TRY |
|
|
1,862 |
|
|
|
5 |
|
Brown Brothers Harriman |
|
|
01/25/19 |
|
|
USD |
|
|
344 |
|
|
MXN |
|
|
6,970 |
|
|
|
9 |
|
Brown Brothers Harriman |
|
|
01/30/19 |
|
|
USD |
|
|
707 |
|
|
ZAR |
|
|
9,931 |
|
|
|
(19 |
) |
Brown Brothers Harriman |
|
|
02/28/19 |
|
|
USD |
|
|
390 |
|
|
GBP |
|
|
306 |
|
|
|
2 |
|
Brown Brothers Harriman |
|
|
02/14/19 |
|
|
USD |
|
|
512 |
|
|
GBP |
|
|
398 |
|
|
|
(4 |
) |
Brown Brothers Harriman |
|
|
02/20/19 |
|
|
NZD |
|
|
647 |
|
|
USD |
|
|
448 |
|
|
|
15 |
|
Brown Brothers Harriman |
|
|
02/20/19 |
|
|
JPY |
|
|
3,859 |
|
|
USD |
|
|
34 |
|
|
|
(1 |
) |
BT Brokerage |
|
|
01/11/19 |
|
|
AUD |
|
|
355 |
|
|
USD |
|
|
255 |
|
|
|
5 |
|
BT Brokerage |
|
|
01/11/19 |
|
|
USD |
|
|
1,766 |
|
|
JPY |
|
|
200,000 |
|
|
|
59 |
|
Citi |
|
|
01/22/19 |
|
|
UYU |
|
|
5,086 |
|
|
USD |
|
|
157 |
|
|
|
1 |
|
Citi |
|
|
01/25/19 |
|
|
USD |
|
|
1,012 |
|
|
CLP |
|
|
689,687 |
|
|
|
(17 |
) |
Citigroup |
|
|
01/09/19 |
|
|
EUR |
|
|
922 |
|
|
USD |
|
|
1,045 |
|
|
|
(10 |
) |
Citigroup |
|
|
01/11/19 |
|
|
GBP |
|
|
1 |
|
|
USD |
|
|
1 |
|
|
|
|
|
Citigroup |
|
|
01/11/19 |
|
|
USD |
|
|
46 |
|
|
AUD |
|
|
64 |
|
|
|
(1 |
) |
Citigroup |
|
|
01/11/19 |
|
|
CHF |
|
|
1,838 |
|
|
USD |
|
|
1,852 |
|
|
|
(14 |
) |
Citigroup |
|
|
01/11/19 - 01/30/19 |
|
|
USD |
|
|
2,205 |
|
|
JPY |
|
|
249,219 |
|
|
|
70 |
|
Citigroup |
|
|
01/11/19 |
|
|
MXN |
|
|
39,876 |
|
|
USD |
|
|
1,955 |
|
|
|
(67 |
) |
Citigroup |
|
|
01/11/19 |
|
|
HUF |
|
|
74,958 |
|
|
USD |
|
|
265 |
|
|
|
(3 |
) |
Citigroup |
|
|
01/23/19 |
|
|
USD |
|
|
666 |
|
|
NOK |
|
|
5,636 |
|
|
|
(15 |
) |
Citigroup |
|
|
02/20/19 |
|
|
AUD |
|
|
9,966 |
|
|
USD |
|
|
7,282 |
|
|
|
262 |
|
Credit Suisse First Boston |
|
|
01/17/19 |
|
|
CAD |
|
|
1,954 |
|
|
USD |
|
|
1,474 |
|
|
|
42 |
|
Deutsche Bank |
|
|
03/18/19 |
|
|
USD |
|
|
672 |
|
|
INR |
|
|
47,948 |
|
|
|
12 |
|
Deutsche Bank |
|
|
03/18/19 |
|
|
INR |
|
|
46,651 |
|
|
USD |
|
|
639 |
|
|
|
(27 |
) |
Goldman Sachs |
|
|
01/03/19 |
|
|
BRL |
|
|
1,264 |
|
|
USD |
|
|
325 |
|
|
|
(1 |
) |
Goldman Sachs |
|
|
01/17/19 |
|
|
CHF |
|
|
704 |
|
|
USD |
|
|
713 |
|
|
|
(3 |
) |
Goldman Sachs |
|
|
01/30/19 |
|
|
USD |
|
|
596 |
|
|
EUR |
|
|
517 |
|
|
|
(3 |
) |
HSBC |
|
|
01/11/19 |
|
|
GBP |
|
|
151 |
|
|
USD |
|
|
193 |
|
|
|
|
|
HSBC |
|
|
01/11/19 |
|
|
USD |
|
|
1,774 |
|
|
JPY |
|
|
200,000 |
|
|
|
50 |
|
HSBC |
|
|
01/11/19 |
|
|
ILS |
|
|
3,960 |
|
|
USD |
|
|
1,070 |
|
|
|
10 |
|
|
|
|
14 |
|
SEI Institutional
International Trust / Quarterly Report / December 31, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver (Thousands) |
|
|
|
|
Currency to Receive (Thousands) |
|
|
Unrealized Appreciation (Depreciation) (Thousands) |
HSBC |
|
|
01/11/19 |
|
|
THB |
|
|
5,382 |
|
|
USD |
|
|
164 |
|
|
$ |
(1 |
) |
HSBC |
|
|
02/04/19 |
|
|
USD |
|
|
632 |
|
|
BRL |
|
|
2,482 |
|
|
|
8 |
|
JPMorgan Chase Bank |
|
|
01/11/19 |
|
|
CHF |
|
|
55 |
|
|
USD |
|
|
56 |
|
|
|
|
|
JPMorgan Chase Bank |
|
|
01/11/19 |
|
|
AUD |
|
|
215 |
|
|
USD |
|
|
156 |
|
|
|
4 |
|
JPMorgan Chase Bank |
|
|
01/11/19 |
|
|
USD |
|
|
268 |
|
|
NZD |
|
|
395 |
|
|
|
(3 |
) |
JPMorgan Chase Bank |
|
|
01/11/19 |
|
|
USD |
|
|
291 |
|
|
CAD |
|
|
389 |
|
|
|
(6 |
) |
JPMorgan Chase Bank |
|
|
01/11/19 |
|
|
USD |
|
|
357 |
|
|
NOK |
|
|
3,083 |
|
|
|
(1 |
) |
JPMorgan Chase Bank |
|
|
01/11/19 |
|
|
USD |
|
|
400 |
|
|
AUD |
|
|
556 |
|
|
|
(9 |
) |
JPMorgan Chase Bank |
|
|
01/11/19 |
|
|
CAD |
|
|
456 |
|
|
USD |
|
|
342 |
|
|
|
8 |
|
JPMorgan Chase Bank |
|
|
01/11/19 |
|
|
USD |
|
|
487 |
|
|
SEK |
|
|
4,402 |
|
|
|
10 |
|
JPMorgan Chase Bank |
|
|
01/11/19 |
|
|
NZD |
|
|
830 |
|
|
USD |
|
|
572 |
|
|
|
15 |
|
JPMorgan Chase Bank |
|
|
01/11/19 |
|
|
NOK |
|
|
3,624 |
|
|
USD |
|
|
425 |
|
|
|
7 |
|
JPMorgan Chase Bank |
|
|
01/11/19 |
|
|
SEK |
|
|
4,492 |
|
|
USD |
|
|
500 |
|
|
|
(7 |
) |
JPMorgan Chase Bank |
|
|
01/11/19 |
|
|
USD |
|
|
4,760 |
|
|
EUR |
|
|
4,173 |
|
|
|
14 |
|
JPMorgan Chase Bank |
|
|
01/11/19 |
|
|
USD |
|
|
7,928 |
|
|
JPY |
|
|
894,106 |
|
|
|
227 |
|
JPMorgan Chase Bank |
|
|
01/11/19 |
|
|
EUR |
|
|
31,676 |
|
|
USD |
|
|
36,160 |
|
|
|
(75 |
) |
JPMorgan Chase Bank |
|
|
01/11/19 |
|
|
JPY |
|
|
4,544,353 |
|
|
USD |
|
|
40,251 |
|
|
|
(1,198 |
) |
JPMorgan Chase Bank |
|
|
01/18/19 |
|
|
CAD |
|
|
1,602 |
|
|
USD |
|
|
1,197 |
|
|
|
24 |
|
JPMorgan Chase Bank |
|
|
01/18/19 |
|
|
USD |
|
|
2,639 |
|
|
SEK |
|
|
23,865 |
|
|
|
57 |
|
JPMorgan Chase Bank |
|
|
01/18/19 |
|
|
CHF |
|
|
2,986 |
|
|
USD |
|
|
3,026 |
|
|
|
(8 |
) |
JPMorgan Chase Bank |
|
|
01/18/19 |
|
|
USD |
|
|
4,044 |
|
|
NOK |
|
|
34,513 |
|
|
|
(55 |
) |
JPMorgan Chase Bank |
|
|
01/18/19 |
|
|
PLN |
|
|
7,435 |
|
|
USD |
|
|
1,964 |
|
|
|
(16 |
) |
JPMorgan Chase Bank |
|
|
01/18/19 - 02/14/19 |
|
|
USD |
|
|
8,316 |
|
|
GBP |
|
|
6,573 |
|
|
|
67 |
|
JPMorgan Chase Bank |
|
|
01/18/19 |
|
|
SGD |
|
|
8,672 |
|
|
USD |
|
|
6,319 |
|
|
|
(47 |
) |
JPMorgan Chase Bank |
|
|
01/18/19 |
|
|
AUD |
|
|
9,512 |
|
|
USD |
|
|
6,863 |
|
|
|
166 |
|
JPMorgan Chase Bank |
|
|
01/18/19 |
|
|
EUR |
|
|
14,732 |
|
|
USD |
|
|
16,768 |
|
|
|
(94 |
) |
JPMorgan Chase Bank |
|
|
01/18/19 |
|
|
NZD |
|
|
17,209 |
|
|
USD |
|
|
11,871 |
|
|
|
331 |
|
JPMorgan Chase Bank |
|
|
01/18/19 |
|
|
HUF |
|
|
993,394 |
|
|
USD |
|
|
3,494 |
|
|
|
(50 |
) |
JPMorgan Chase Bank |
|
|
01/24/19 |
|
|
USD |
|
|
336 |
|
|
TRY |
|
|
1,843 |
|
|
|
7 |
|
JPMorgan Chase Bank |
|
|
01/25/19 |
|
|
MXN |
|
|
25,296 |
|
|
USD |
|
|
1,244 |
|
|
|
(36 |
) |
JPMorgan Chase Bank |
|
|
01/29/19 |
|
|
USD |
|
|
716 |
|
|
COP |
|
|
2,281,107 |
|
|
|
(14 |
) |
JPMorgan Chase Bank |
|
|
01/29/19 |
|
|
BRL |
|
|
3,321 |
|
|
USD |
|
|
852 |
|
|
|
(4 |
) |
JPMorgan Chase Bank |
|
|
01/29/19 |
|
|
MXN |
|
|
29,119 |
|
|
USD |
|
|
1,434 |
|
|
|
(38 |
) |
JPMorgan Chase Bank |
|
|
01/29/19 |
|
|
THB |
|
|
114,930 |
|
|
USD |
|
|
3,513 |
|
|
|
(19 |
) |
JPMorgan Chase Bank |
|
|
01/29/19 |
|
|
KRW |
|
|
1,835,000 |
|
|
USD |
|
|
1,628 |
|
|
|
(20 |
) |
JPMorgan Chase Bank |
|
|
01/29/19 |
|
|
JPY |
|
|
2,879,161 |
|
|
USD |
|
|
25,450 |
|
|
|
(852 |
) |
Morgan Stanley |
|
|
01/03/19 |
|
|
USD |
|
|
961 |
|
|
BRL |
|
|
3,746 |
|
|
|
5 |
|
Morgan Stanley |
|
|
01/11/19 |
|
|
USD |
|
|
357 |
|
|
NOK |
|
|
3,052 |
|
|
|
(4 |
) |
Morgan Stanley |
|
|
01/11/19 |
|
|
GBP |
|
|
565 |
|
|
USD |
|
|
720 |
|
|
|
|
|
Morgan Stanley |
|
|
01/11/19 |
|
|
SGD |
|
|
1,281 |
|
|
USD |
|
|
935 |
|
|
|
(5 |
) |
Morgan Stanley |
|
|
01/11/19 |
|
|
USD |
|
|
2,557 |
|
|
EUR |
|
|
2,252 |
|
|
|
19 |
|
Morgan Stanley |
|
|
01/11/19 |
|
|
NOK |
|
|
5,051 |
|
|
USD |
|
|
590 |
|
|
|
7 |
|
Morgan Stanley |
|
|
01/11/19 |
|
|
DKK |
|
|
7,862 |
|
|
USD |
|
|
1,202 |
|
|
|
(4 |
) |
Morgan Stanley |
|
|
01/11/19 - 02/14/19 |
|
|
EUR |
|
|
8,762 |
|
|
USD |
|
|
9,996 |
|
|
|
(34 |
) |
Morgan Stanley |
|
|
01/11/19 |
|
|
SEK |
|
|
18,330 |
|
|
USD |
|
|
2,023 |
|
|
|
(46 |
) |
Morgan Stanley |
|
|
01/11/19 |
|
|
THB |
|
|
52,611 |
|
|
USD |
|
|
1,599 |
|
|
|
(17 |
) |
Morgan Stanley |
|
|
01/11/19 - 02/20/19 |
|
|
JPY |
|
|
285,784 |
|
|
USD |
|
|
2,556 |
|
|
|
(57 |
) |
National Bank of Australia |
|
|
01/11/19 |
|
|
USD |
|
|
3,552 |
|
|
JPY |
|
|
401,651 |
|
|
|
112 |
|
National Bank of Australia |
|
|
01/11/19 |
|
|
JPY |
|
|
4,136,975 |
|
|
USD |
|
|
36,583 |
|
|
|
(1,149 |
) |
|
|
|
SEI Institutional International Trust /
Quarterly Report / December 31, 2018 |
|
15 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver (Thousands) |
|
|
|
|
Currency to Receive (Thousands) |
|
|
Unrealized Appreciation (Depreciation) (Thousands) |
RBC |
|
|
01/11/19 |
|
|
NZD |
|
|
6,253 |
|
|
USD |
|
|
4,298 |
|
|
$ |
105 |
|
RBC |
|
|
02/15/19 |
|
|
USD |
|
|
726 |
|
|
JPY |
|
|
80,709 |
|
|
|
12 |
|
RBS |
|
|
02/04/19 |
|
|
EUR |
|
|
9,217 |
|
|
USD |
|
|
10,607 |
|
|
|
42 |
|
RBS |
|
|
03/14/19 |
|
|
USD |
|
|
692 |
|
|
TWD |
|
|
21,069 |
|
|
|
2 |
|
Standard Chartered |
|
|
01/09/19 |
|
|
EUR |
|
|
1,219 |
|
|
USD |
|
|
1,415 |
|
|
|
21 |
|
Standard Chartered |
|
|
01/11/19 |
|
|
JPY |
|
|
103,447 |
|
|
USD |
|
|
914 |
|
|
|
(30 |
) |
Standard Chartered |
|
|
02/20/19 |
|
|
USD |
|
|
693 |
|
|
KRW |
|
|
772,210 |
|
|
|
1 |
|
Standard Chartered |
|
|
03/14/19 |
|
|
TWD |
|
|
21,048 |
|
|
USD |
|
|
690 |
|
|
|
(3 |
) |
State Street |
|
|
01/11/19 |
|
|
USD |
|
|
627 |
|
|
EUR |
|
|
547 |
|
|
|
(1 |
) |
State Street |
|
|
01/11/19 |
|
|
JPY |
|
|
70,294 |
|
|
USD |
|
|
642 |
|
|
|
|
|
UBS |
|
|
01/30/19 |
|
|
ZAR |
|
|
19,600 |
|
|
USD |
|
|
1,375 |
|
|
|
17 |
|
UBS |
|
|
01/30/19 |
|
|
CAD |
|
|
19,999 |
|
|
USD |
|
|
15,133 |
|
|
|
477 |
|
UBS |
|
|
01/30/19 |
|
|
JPY |
|
|
912,024 |
|
|
USD |
|
|
8,090 |
|
|
|
(242 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(1,374 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of open OTC swap agreements held by the Fund at December 31, 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) |
|
$ |
(104 |
) |
|
$ |
(61 |
) |
|
$ |
(43 |
) |
Credit Suisse |
|
CMBX.NA.BB.6 |
|
Sell |
|
5.00% |
|
Monthly |
|
05/11/2063 |
|
(240) |
|
|
(68 |
) |
|
|
(30 |
) |
|
|
(38 |
) |
Credit Suisse |
|
CMBX.NA.BB.6 |
|
Sell |
|
5.00% |
|
Monthly |
|
05/11/2063 |
|
(130) |
|
|
(36 |
) |
|
|
(16 |
) |
|
|
(20 |
) |
Credit Suisse |
|
CMBX.NA.BBB.6 |
|
Sell |
|
3.00% |
|
Monthly |
|
05/11/2063 |
|
(373) |
|
|
(60 |
) |
|
|
(27 |
) |
|
|
(33 |
) |
Credit Suisse |
|
CMBX.NA.BBB.6 |
|
Sell |
|
3.00% |
|
Monthly |
|
05/11/2063 |
|
(127) |
|
|
(20 |
) |
|
|
(9 |
) |
|
|
(11 |
) |
Credit Suisse |
|
CMBX.NA.BBB.6 |
|
Sell |
|
3.00% |
|
Monthly |
|
05/11/2063 |
|
(134) |
|
|
(22 |
) |
|
|
(8 |
) |
|
|
(14 |
) |
Credit Suisse |
|
CMBX.NA.BBB.6 |
|
Sell |
|
3.00% |
|
Monthly |
|
05/11/2063 |
|
(460) |
|
|
(74 |
) |
|
|
(34 |
) |
|
|
(40 |
) |
Deutsche Bank |
|
CMBX.NA.BBB.6 |
|
Sell |
|
3.00% |
|
Monthly |
|
05/11/2063 |
|
(406) |
|
|
(66 |
) |
|
|
(29 |
) |
|
|
(37 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(450 |
) |
|
$ |
(214 |
) |
|
$ |
(236 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open centrally cleared swap agreements held by the Fund at December 31, 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 |
) |
|
$ |
79 |
|
|
$ |
128 |
|
|
$ |
(49 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
79 |
|
|
$ |
128 |
|
|
$ |
(49 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $479,751 ($ Thousands).
(A) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in
transactions exempt from registration normally to qualified institutions. On December 31, 2018, the value of these securities amounted to $63,214 ($ Thousands), representing 13.2% 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. |
AUD Australian Dollar
BRL Brazilian Real
CAD Canadian Dollar
Cl Class
CLP Chilean Peso
COP Colombian Peso
CZK Czech Koruna
DKK
Danish Krone
EUR Euro
FHLMC Federal Home Loan Mortgage Corporation
FNMA Federal National Mortgage Association
GBP British
Pound Sterling
HUF Hungarian Forint
ICE Intercontinental
Exchange
INR Indian Rupee
ILS Israeli New Sheckels
JPY Japanese Yen
KRW Korean Won
MTN Medium Term Note
MXN Mexican Peso
MYR Malaysian Ringgit
NOK Norwegian Krone
|
|
|
16 |
|
SEI Institutional
International Trust / Quarterly Report / December 31, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
International Fixed Income Fund (Continued)
NZD New Zealand Dollar
PLC
Public Limited Company
PLN Polish Zloty
SGD Singapore Dollar
SEK Swedish Krona
THB Thai Bhat
TRY Turkish Lira
TWD Taiwan Dollar
USD United States Dollar
UYU Uruguayan Peso
VAR Variable Rate
ZAR South African Rand
The following is a list of the level of inputs used as of December 31, 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 |
|
$ |
|
|
|
$ |
440,347 |
|
|
$ |
|
|
|
$ |
440,347 |
|
U.S. Treasury Obligations |
|
|
|
|
|
|
29,267 |
|
|
|
|
|
|
|
29,267 |
|
Mortgage-Backed Securities |
|
|
|
|
|
|
3,949 |
|
|
|
|
|
|
|
3,949 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities |
|
$ |
|
|
|
$ |
473,563 |
|
|
$ |
|
|
|
$ |
473,563 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other Financial Instruments |
|
Level 1 |
|
Level 2 |
|
Level 3 |
|
Total |
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
$ |
356 |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
356 |
|
Unrealized Depreciation |
|
|
(714 |
) |
|
|
|
|
|
|
|
|
|
|
(714 |
) |
Forwards Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
|
|
|
|
3,402 |
|
|
|
|
|
|
|
3,402 |
|
Unrealized Depreciation |
|
|
|
|
|
|
(4,776 |
) |
|
|
|
|
|
|
(4,776 |
) |
OTC Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Default Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Depreciation |
|
|
|
|
|
|
(236 |
) |
|
|
|
|
|
|
(236 |
) |
Centrally Cleared Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Default Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Depreciation |
|
|
|
|
|
|
(49 |
) |
|
|
|
|
|
|
(49 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Other Financial Instruments |
|
$ |
(358 |
) |
|
$ |
(1,659 |
) |
|
$ |
|
|
|
$ |
(2,017 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
* Futures contracts, forwards contracts, and swap contracts are valued at the net unrealized appreciation (depreciation) on the
instrument.
For the period ended December 31, 2018, there were no transfers between Level 1 and Level 2 assets and liabilities.
For the period ended December 31, 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 December 31, 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 |
|
|
$- |
|
|
|
$- |
|
|
|
$(448,701) |
|
|
|
$79,329 |
|
|
|
$(369,372) |
|
Maximum potential amount of future payments |
|
|
- |
|
|
|
- |
|
|
|
2,240,000 |
|
|
|
6,127,255 |
|
|
|
8,367,255 |
|
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 |
|
|
- |
|
|
|
- |
|
|
|
6,127,255 |
|
|
|
- |
|
|
|
- |
|
|
|
6,127,255 |
|
> than 400 |
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
2,240,000 |
|
|
|
2,240,000 |
|
Total |
|
|
$- |
|
|
|
$- |
|
|
|
$6,127,255 |
|
|
|
$- |
|
|
|
$2,240,000 |
|
|
|
$8,367,255 |
|
[1] If Management uses credit ratings to evaluate the credit risk of an underlying asset, it may use such ratings in its disclosure by
replacing credit spreads by credit ratings.
* The credit spread on the underlying asset is generally indicative of the current status of the underlying risk of the
Fund having to perform. The spread also reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into a contract. Higher credit spreads with a shorter contract term is indicative of a higher
likelihood of performance by the Fund.
|
|
|
SEI Institutional International Trust /
Quarterly Report / December 31, 2018 |
|
17 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
Emerging Markets Debt Fund
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS 96.5% |
|
Albania 0.0% |
|
Albania Government International Bond |
|
|
|
|
|
|
|
|
|
|
3.500%, 10/09/2025 |
|
EUR |
|
|
403 |
|
|
$ |
458 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Angola 1.0% |
|
Angolan Government International Bond |
|
|
|
|
|
|
|
|
|
|
9.500%, 11/12/2025 |
|
$ |
|
|
310 |
|
|
|
326 |
|
9.375%, 05/08/2048 (A) |
|
|
|
|
1,814 |
|
|
|
1,696 |
|
9.375%, 05/08/2048 |
|
|
|
|
3,137 |
|
|
|
2,933 |
|
8.250%, 05/09/2028 (B) |
|
|
|
|
1,953 |
|
|
|
1,837 |
|
8.250%, 05/09/2028 (A) |
|
|
|
|
3,658 |
|
|
|
3,442 |
|
Republic of Angola Via Avenir II BV MTN |
|
|
|
|
|
|
|
|
|
|
10.373%, VAR ICE LIBOR USD 6 Month+7.500%, 07/01/2023 |
|
|
|
|
4,066 |
|
|
|
4,275 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14,509 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Argentina 4.1% |
|
Adecoagro |
|
|
|
|
|
|
|
|
|
|
6.000%, 09/21/2027 (A) |
|
|
|
|
785 |
|
|
|
665 |
|
Agua y Saneamientos Argentinos |
|
|
|
|
|
|
|
|
|
|
6.625%, 02/01/2023 |
|
|
|
|
1,230 |
|
|
|
879 |
|
Argentina Treasury Bill (C) |
|
|
|
|
|
|
|
|
|
|
0.000%, 03/29/2019 |
|
ARS |
|
|
20,637 |
|
|
|
617 |
|
0.000%, 04/30/2019 |
|
|
|
|
13,774 |
|
|
|
414 |
|
Argentina Treasury Bond |
|
|
|
|
|
|
|
|
|
|
2.500%, 07/22/2021 |
|
|
|
|
6,000 |
|
|
|
249 |
|
Argentine Bonos del Tesoro |
|
|
|
|
|
|
|
|
|
|
18.200%, 10/03/2021 |
|
|
|
|
15,777 |
|
|
|
318 |
|
Argentine Republic Government International Bond |
|
|
|
|
|
|
|
|
|
|
8.280%, 12/31/2033 |
|
$ |
|
|
1,262 |
|
|
|
972 |
|
7.820%, 12/31/2033 |
|
EUR |
|
|
8,436 |
|
|
|
7,980 |
|
7.820%, 12/31/2033 |
|
|
|
|
18,173 |
|
|
|
17,361 |
|
7.500%, 04/22/2026 |
|
$ |
|
|
1,664 |
|
|
|
1,333 |
|
7.125%, 07/06/2036 |
|
|
|
|
1,829 |
|
|
|
1,310 |
|
6.875%, 04/22/2021 |
|
|
|
|
888 |
|
|
|
802 |
|
6.875%, 01/26/2027 |
|
|
|
|
625 |
|
|
|
477 |
|
6.875%, 01/11/2048 |
|
|
|
|
1,044 |
|
|
|
727 |
|
5.875%, 01/11/2028 |
|
|
|
|
1,800 |
|
|
|
1,294 |
|
5.000%, 01/15/2027 |
|
EUR |
|
|
2,585 |
|
|
|
2,125 |
|
2.260%, 12/31/2038 |
|
|
|
|
14,905 |
|
|
|
9,316 |
|
2.260%, 3.38%, 3/31/2019, 12/31/2038 (D) |
|
|
|
|
564 |
|
|
|
352 |
|
Autonomous City of Buenos Aires Argentina |
|
|
|
|
|
|
|
|
|
|
52.699%, VAR 30-35d Argentina BADLAR Private Banks+3.750%, 02/22/2028 |
|
ARS |
|
|
30,497 |
|
|
|
737 |
|
51.476%, VAR 30-35d Argentina BADLAR Private Banks+3.250%, 03/29/2024 |
|
|
|
|
48,886 |
|
|
|
1,088 |
|
51.476%, VAR 30-35d Argentina BADLAR Private Banks+3.250%, 03/29/2024 |
|
|
|
|
17,544 |
|
|
|
391 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
Bonos De La Nacion Argentina |
|
|
|
|
|
|
|
|
|
|
4.500%, 06/21/2019 |
|
$ |
|
|
1,463 |
|
|
$ |
1,487 |
|
Bonos de la Nacion Argentina con Ajuste por CER |
|
|
|
|
|
|
|
|
|
|
4.000%, 03/06/2020 |
|
ARS |
|
|
35,000 |
|
|
|
1,171 |
|
4.000%, 03/06/2020 |
|
|
|
|
19,540 |
|
|
|
654 |
|
3.750%, 02/08/2019 |
|
|
|
|
33,185 |
|
|
|
1,291 |
|
Bonos de la Nacion Argentina En Moneda Dua |
|
|
|
|
|
|
|
|
|
|
4.500%, 02/13/2020 |
|
$ |
|
|
1,507 |
|
|
|
1,398 |
|
Pampa Energia |
|
|
|
|
|
|
|
|
|
|
7.500%, 01/24/2027 (A) |
|
|
|
|
343 |
|
|
|
287 |
|
7.375%, 07/21/2023 (A) |
|
|
|
|
270 |
|
|
|
243 |
|
Provincia de Buenos Aires |
|
|
|
|
|
|
|
|
|
|
7.875%, 06/15/2027 |
|
|
|
|
2,762 |
|
|
|
1,989 |
|
5.375%, 01/20/2023 |
|
EUR |
|
|
620 |
|
|
|
552 |
|
Provincia de Cordoba |
|
|
|
|
|
|
|
|
|
|
7.125%, 06/10/2021 (A) |
|
$ |
|
|
531 |
|
|
|
467 |
|
Provincia del Chaco Argentina |
|
|
|
|
|
|
|
|
|
|
9.375%, 08/18/2024 |
|
|
|
|
654 |
|
|
|
463 |
|
Rio Energy |
|
|
|
|
|
|
|
|
|
|
6.875%, 02/01/2025 (A) |
|
|
|
|
1,571 |
|
|
|
1,163 |
|
Transportadora de Gas del Sur |
|
|
|
|
|
|
|
|
|
|
6.750%, 05/02/2025 (A) |
|
|
|
|
238 |
|
|
|
216 |
|
YPF MTN |
|
|
|
|
|
|
|
|
|
|
47.833%, VAR 30-35d Argentina BADLAR Private Banks+4.000%, 07/07/2020 |
|
|
|
|
368 |
|
|
|
148 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
60,936 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Azerbaijan 0.9% |
|
Republic of Azerbaijan |
|
|
|
|
|
|
|
|
|
|
4.750%, 03/18/2024 |
|
|
|
|
400 |
|
|
|
398 |
|
Republic of Azerbaijan International Bond |
|
|
|
|
|
|
|
|
|
|
5.125%, 09/01/2029 |
|
|
|
|
1,711 |
|
|
|
1,620 |
|
Southern Gas Corridor |
|
|
|
|
|
|
|
|
|
|
6.875%, 03/24/2026 (A) |
|
|
|
|
1,437 |
|
|
|
1,552 |
|
6.875%, 03/24/2026 |
|
|
|
|
3,895 |
|
|
|
4,207 |
|
State Oil of the Azerbaijan Republic |
|
|
|
|
|
|
|
|
|
|
6.950%, 03/18/2030 |
|
|
|
|
2,310 |
|
|
|
2,477 |
|
State Oil of the Azerbaijan Republic MTN |
|
|
|
|
|
|
|
|
|
|
4.750%, 03/13/2023 |
|
|
|
|
2,353 |
|
|
|
2,342 |
|
4.750%, 03/13/2023 |
|
|
|
|
1,300 |
|
|
|
1,294 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,890 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Bahrain 0.4% |
|
Bahrain Government International Bond |
|
|
|
|
|
|
|
|
|
|
7.500%, 09/20/2047 (A) |
|
|
|
|
1,038 |
|
|
|
1,001 |
|
7.000%, 01/26/2026 (A) |
|
|
|
|
295 |
|
|
|
302 |
|
7.000%, 10/12/2028 |
|
|
|
|
334 |
|
|
|
333 |
|
6.750%, 09/20/2029 (A) |
|
|
|
|
861 |
|
|
|
842 |
|
6.750%, 09/20/2029 |
|
|
|
|
200 |
|
|
|
196 |
|
6.000%, 09/19/2044 |
|
|
|
|
200 |
|
|
|
169 |
|
|
|
|
SEI Institutional International Trust /
Quarterly Report / December 31, 2018 |
|
1 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
Oil and Gas Holding BSCC |
|
|
|
|
|
|
|
|
|
|
8.375%, 11/07/2028 (A) |
|
$ |
|
|
1,381 |
|
|
$ |
1,407 |
|
7.625%, 11/07/2024 (A) |
|
|
|
|
1,370 |
|
|
|
1,405 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,655 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Belarus 0.1% |
|
Republic of Belarus International Bond |
|
|
|
|
|
|
|
|
|
|
7.625%, 06/29/2027 |
|
|
|
|
1,040 |
|
|
|
1,064 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Belize 0.1% |
|
Belize Government International Bond |
|
|
|
|
|
|
|
|
|
|
7.759%, 02/20/2034 |
|
|
|
|
2,637 |
|
|
|
1,490 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Bermuda 0.2% |
|
Bermuda Government International Bond |
|
|
|
|
|
|
|
|
|
|
4.854%, 02/06/2024 |
|
|
|
|
868 |
|
|
|
902 |
|
4.750%, 02/15/2029 |
|
|
|
|
1,204 |
|
|
|
1,223 |
|
Government of Bermuda |
|
|
|
|
|
|
|
|
|
|
3.717%, 01/25/2027 |
|
|
|
|
1,521 |
|
|
|
1,447 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,572 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Brazil 8.2% |
|
Brazil Letras do Tesouro Nacional (C) |
|
|
|
|
|
|
|
|
|
|
18.380%, 01/01/2019 |
|
BRL |
|
|
29,105 |
|
|
|
7,509 |
|
11.295%, 01/01/2020 |
|
|
|
|
14,000 |
|
|
|
3,388 |
|
11.065%, 07/01/2021 |
|
|
|
|
5,000 |
|
|
|
1,071 |
|
10.726%, 01/01/2022 |
|
|
|
|
8,000 |
|
|
|
1,635 |
|
8.523%, 07/01/2020 |
|
|
|
|
17,181 |
|
|
|
4,011 |
|
8.172%, 04/01/2020 |
|
|
|
|
8,000 |
|
|
|
1,903 |
|
7.940%, 10/01/2020 |
|
|
|
|
57,033 |
|
|
|
13,033 |
|
Brazil Loan Trust 1 |
|
|
|
|
|
|
|
|
|
|
5.477%, 07/24/2023 (A) |
|
$ |
|
|
1,664 |
|
|
|
1,681 |
|
5.477%, 07/24/2023 |
|
|
|
|
235 |
|
|
|
237 |
|
Brazil Minas SPE via State of Minas Gerais |
|
|
|
|
|
|
|
|
|
|
5.333%, 02/15/2028 |
|
|
|
|
1,176 |
|
|
|
1,167 |
|
5.333%, 02/15/2028 |
|
|
|
|
3,568 |
|
|
|
3,541 |
|
5.333%, 02/15/2028 (A) |
|
|
|
|
224 |
|
|
|
223 |
|
Brazil Notas do Tesouro Nacional Serie B |
|
|
|
|
|
|
|
|
|
|
6.000%, 05/15/2045 |
|
BRL |
|
|
1,608 |
|
|
|
1,510 |
|
Brazil Notas do Tesouro Nacional Serie B, Ser B |
|
|
|
|
|
|
|
|
|
|
6.000%, 08/15/2020 |
|
|
|
|
2,318 |
|
|
|
1,973 |
|
Brazil Notas do Tesouro Nacional, Serie F |
|
|
|
|
|
|
|
|
|
|
10.000%, 01/01/2021 |
|
|
|
|
87,158 |
|
|
|
23,521 |
|
10.000%, 01/01/2023 |
|
|
|
|
81,962 |
|
|
|
22,154 |
|
10.000%, 01/01/2025 |
|
|
|
|
22,277 |
|
|
|
5,995 |
|
10.000%, 01/01/2027 |
|
|
|
|
24,002 |
|
|
|
6,474 |
|
10.000%, 01/01/2029 |
|
|
|
|
8,032 |
|
|
|
2,182 |
|
Brazilian Government International Bond |
|
|
|
|
|
|
|
|
|
|
4.625%, 01/13/2028 |
|
$ |
|
|
4,521 |
|
|
|
4,347 |
|
CSN Resources |
|
|
|
|
|
|
|
|
|
|
6.500%, 07/21/2020 |
|
|
|
|
1,000 |
|
|
|
965 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
Federal Republic of Brazil |
|
|
|
|
|
|
|
|
|
|
8.250%, 01/20/2034 |
|
$ |
|
|
748 |
|
|
$ |
916 |
|
Gol Finance |
|
|
|
|
|
|
|
|
|
|
7.000%, 01/31/2025 (A) |
|
|
|
|
1,720 |
|
|
|
1,524 |
|
JBS Investments GmbH |
|
|
|
|
|
|
|
|
|
|
7.250%, 04/03/2024 |
|
|
|
|
1,034 |
|
|
|
1,042 |
|
6.250%, 02/05/2023 (A) |
|
|
|
|
821 |
|
|
|
813 |
|
JBS Investments II GmbH |
|
|
|
|
|
|
|
|
|
|
7.000%, 01/15/2026 (A) |
|
|
|
|
473 |
|
|
|
464 |
|
Klabin Finance |
|
|
|
|
|
|
|
|
|
|
5.250%, 07/16/2024 |
|
|
|
|
790 |
|
|
|
771 |
|
Marfrig Holdings Europe BV |
|
|
|
|
|
|
|
|
|
|
8.000%, 06/08/2023 |
|
|
|
|
1,100 |
|
|
|
1,103 |
|
Minerva Luxembourg |
|
|
|
|
|
|
|
|
|
|
6.500%, 09/20/2026 (A) |
|
|
|
|
2,132 |
|
|
|
1,985 |
|
Nexa Resources |
|
|
|
|
|
|
|
|
|
|
5.375%, 05/04/2027 (A) |
|
|
|
|
2,891 |
|
|
|
2,797 |
|
Petrobras Global Finance BV |
|
|
|
|
|
|
|
|
|
|
7.375%, 01/17/2027 |
|
|
|
|
1,498 |
|
|
|
1,539 |
|
Rumo Luxembourg |
|
|
|
|
|
|
|
|
|
|
7.375%, 02/09/2024 (A) |
|
|
|
|
898 |
|
|
|
936 |
|
Suzano Austria GmbH |
|
|
|
|
|
|
|
|
|
|
7.000%, 03/16/2047 (A) |
|
|
|
|
399 |
|
|
|
409 |
|
6.000%, 01/15/2029 (A) |
|
|
|
|
688 |
|
|
|
702 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
123,521 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Cameroon 0.2% |
|
Republic of Cameroon International Bond |
|
|
|
|
|
|
|
|
|
|
9.500%, 11/19/2025 (A) |
|
|
|
|
3,090 |
|
|
|
3,147 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Chile 1.4% |
|
Banco de Credito e Inversiones |
|
|
|
|
|
|
|
|
|
|
3.500%, 10/12/2027 (A) |
|
|
|
|
1,046 |
|
|
|
942 |
|
Bonos de la Tesoreria de la Republica |
|
|
|
|
|
|
|
|
|
|
6.000%, 01/01/2020 |
|
CLP |
|
|
80,000 |
|
|
|
122 |
|
6.000%, 01/01/2043 |
|
|
|
|
3,290,000 |
|
|
|
5,750 |
|
5.000%, 03/01/2035 |
|
|
|
|
2,920,000 |
|
|
|
4,473 |
|
4.700%, 09/01/2030 (A) |
|
|
|
|
135,000 |
|
|
|
202 |
|
4.500%, 02/28/2021 |
|
|
|
|
350,000 |
|
|
|
522 |
|
Bonos de la Tesoreria de la Republica en pesos |
|
|
|
|
|
|
|
|
|
|
4.000%, 03/01/2023 (A) |
|
|
|
|
120,000 |
|
|
|
176 |
|
Cencosud |
|
|
|
|
|
|
|
|
|
|
4.375%, 07/17/2027 (A) |
|
$ |
|
|
1,819 |
|
|
|
1,578 |
|
Empresa Electrica Angamos |
|
|
|
|
|
|
|
|
|
|
4.875%, 05/25/2029 (A) |
|
|
|
|
1,300 |
|
|
|
1,243 |
|
Empresa Nacional del Petroleo |
|
|
|
|
|
|
|
|
|
|
5.250%, 11/06/2029 (A) |
|
|
|
|
391 |
|
|
|
397 |
|
4.500%, 09/14/2047 (A) |
|
|
|
|
332 |
|
|
|
284 |
|
3.750%, 08/05/2026 (A) |
|
|
|
|
387 |
|
|
|
362 |
|
Geopark |
|
|
|
|
|
|
|
|
|
|
6.500%, 09/21/2024 (A) |
|
|
|
|
492 |
|
|
|
455 |
|
|
|
|
2 |
|
SEI Institutional
International Trust / Quarterly Report / December 31, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
Nacional del Cobre de Chile |
|
|
|
|
|
|
|
|
|
|
3.000%, 07/17/2022 |
|
$ |
|
|
4,274 |
|
|
$ |
4,158 |
|
Republic of Chile |
|
|
|
|
|
|
|
|
|
|
5.500%, 08/05/2020 |
|
CLP |
|
|
323,000 |
|
|
|
478 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
21,142 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
China 1.0% |
|
|
|
|
|
|
|
|
|
|
Alibaba Group Holding |
|
|
|
|
|
|
|
|
|
|
4.200%, 12/06/2047 |
|
$ |
|
|
310 |
|
|
|
275 |
|
Charming Light Investments MTN |
|
|
|
|
|
|
|
|
|
|
4.375%, 12/21/2027 |
|
|
|
|
1,600 |
|
|
|
1,507 |
|
China Government International Bond |
|
|
|
|
|
|
|
|
|
|
3.250%, 10/19/2023 |
|
|
|
|
2,466 |
|
|
|
2,480 |
|
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 |
|
|
|
|
2,047 |
|
|
|
1,849 |
|
Chinalco Capital Holdings |
|
|
|
|
|
|
|
|
|
|
4.250%, 04/21/2022 |
|
|
|
|
740 |
|
|
|
707 |
|
CNAC HK Finbridge |
|
|
|
|
|
|
|
|
|
|
5.125%, 03/14/2028 |
|
|
|
|
780 |
|
|
|
794 |
|
4.625%, 03/14/2023 |
|
|
|
|
1,770 |
|
|
|
1,785 |
|
Country Garden Holdings Co Ltd |
|
|
|
|
|
|
|
|
|
|
4.750%, 07/25/2022 |
|
|
|
|
210 |
|
|
|
191 |
|
Dianjian International Finance |
|
|
|
|
|
|
|
|
|
|
4.600%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+6.933%, 09/13/2166 |
|
|
|
|
303 |
|
|
|
283 |
|
HBIS Group Hong Kong |
|
|
|
|
|
|
|
|
|
|
4.250%, 04/07/2020 |
|
|
|
|
684 |
|
|
|
670 |
|
Huarong Finance |
|
|
|
|
|
|
|
|
|
|
4.500%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+7.773%, 12/29/2049 |
|
|
|
|
1,378 |
|
|
|
1,297 |
|
Huarong Finance 2017 |
|
|
|
|
|
|
|
|
|
|
4.750%, 04/27/2027 |
|
|
|
|
937 |
|
|
|
876 |
|
Leader Goal International Ltd |
|
|
|
|
|
|
|
|
|
|
4.250%, 07/19/2166 |
|
|
|
|
212 |
|
|
|
197 |
|
Sinopec Group Overseas Development |
|
|
|
|
|
|
|
|
|
|
3.250%, 09/13/2027 (A) |
|
|
|
|
598 |
|
|
|
556 |
|
Tsinghua Unic |
|
|
|
|
|
|
|
|
|
|
5.375%, 01/31/2023 |
|
|
|
|
1,530 |
|
|
|
1,411 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,502 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Colombia 5.5% |
|
|
|
|
|
|
|
|
|
|
Colombia Government International Bond |
|
|
|
|
|
|
|
|
|
|
4.500%, 03/15/2029 |
|
|
|
|
2,301 |
|
|
|
2,274 |
|
Colombian TES |
|
|
|
|
|
|
|
|
|
|
11.000%, 07/24/2020 |
|
COP |
|
|
5,128,900 |
|
|
|
1,713 |
|
10.000%, 07/24/2024 |
|
|
|
|
39,680,600 |
|
|
|
14,374 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
7.750%, 09/18/2030 |
|
COP |
|
|
1,040,700 |
|
|
$ |
340 |
|
7.500%, 08/26/2026 |
|
|
|
|
30,754,200 |
|
|
|
9,978 |
|
7.000%, 09/11/2019 |
|
|
|
|
17,456,100 |
|
|
|
5,456 |
|
7.000%, 05/04/2022 |
|
|
|
|
53,048,900 |
|
|
|
16,983 |
|
7.000%, 06/30/2032 |
|
|
|
|
8,741,700 |
|
|
|
2,655 |
|
6.250%, 11/26/2025 |
|
|
|
|
14,046,500 |
|
|
|
4,273 |
|
4.750%, 04/04/2035 |
|
|
|
|
1,951,000 |
|
|
|
1,835 |
|
Emgesa ESP |
|
|
|
|
|
|
|
|
|
|
8.750%, 01/25/2021 |
|
|
|
|
870,000 |
|
|
|
279 |
|
Empresas Publicas de Medellin ESP |
|
|
|
|
|
|
|
|
|
|
8.375%, 02/01/2021 |
|
|
|
|
3,962,000 |
|
|
|
1,226 |
|
8.375%, 11/08/2027 (A) |
|
|
|
|
1,760,000 |
|
|
|
522 |
|
7.625%, 09/10/2024 (A) |
|
|
|
|
3,116,000 |
|
|
|
932 |
|
Financiera de Desarrollo Territorial Findeter |
|
|
|
|
|
|
|
|
|
|
7.875%, 08/12/2024 (A) |
|
|
|
|
1,127,000 |
|
|
|
352 |
|
7.875%, 08/12/2024 |
|
|
|
|
884,000 |
|
|
|
276 |
|
Republic of Colombia |
|
|
|
|
|
|
|
|
|
|
9.850%, 06/28/2027 |
|
|
|
|
3,803,000 |
|
|
|
1,434 |
|
9.850%, 06/28/2027 |
|
|
|
|
1,257,000 |
|
|
|
474 |
|
8.125%, 05/21/2024 |
|
$ |
|
|
550 |
|
|
|
641 |
|
7.750%, 04/14/2021 |
|
COP |
|
|
3,331,000 |
|
|
|
1,067 |
|
7.375%, 09/18/2037 |
|
$ |
|
|
1,091 |
|
|
|
1,319 |
|
6.125%, 01/18/2041 |
|
|
|
|
1,584 |
|
|
|
1,711 |
|
6.000%, 04/28/2028 |
|
COP |
|
|
22,746,200 |
|
|
|
6,638 |
|
5.000%, 06/15/2045 |
|
$ |
|
|
4,506 |
|
|
|
4,290 |
|
4.500%, 01/28/2026 |
|
|
|
|
1,303 |
|
|
|
1,303 |
|
4.375%, 03/21/2023 |
|
COP |
|
|
1,782,000 |
|
|
|
519 |
|
4.375%, 03/21/2023 |
|
|
|
|
1,089,000 |
|
|
|
317 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
83,181 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Costa Rica 0.5% |
|
Banco Nacional de Costa Rica |
|
|
|
|
|
|
|
|
|
|
6.250%, 11/01/2023 (A) |
|
$ |
|
|
753 |
|
|
|
710 |
|
5.875%, 04/25/2021 (A) |
|
|
|
|
597 |
|
|
|
573 |
|
Costa Rica Government International Bond |
|
|
|
|
|
|
|
|
|
|
4.250%, 01/26/2023 |
|
|
|
|
870 |
|
|
|
766 |
|
Instituto Costarricense de Electricidad |
|
|
|
|
|
|
|
|
|
|
6.950%, 11/10/2021 |
|
|
|
|
400 |
|
|
|
381 |
|
6.375%, 05/15/2043 |
|
|
|
|
250 |
|
|
|
181 |
|
Republic of Costa Rica |
|
|
|
|
|
|
|
|
|
|
7.158%, 03/12/2045 |
|
|
|
|
1,643 |
|
|
|
1,415 |
|
7.158%, 03/12/2045 (A) |
|
|
|
|
1,237 |
|
|
|
1,065 |
|
7.158%, 03/12/2045 |
|
|
|
|
1,171 |
|
|
|
1,009 |
|
7.000%, 04/04/2044 |
|
|
|
|
1,208 |
|
|
|
1,025 |
|
7.000%, 04/04/2044 |
|
|
|
|
805 |
|
|
|
683 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,808 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Croatia 0.7% |
|
Croatia Government International Bond |
|
|
|
|
|
|
|
|
|
|
6.625%, 07/14/2020 |
|
|
|
|
2,180 |
|
|
|
2,264 |
|
6.000%, 01/26/2024 |
|
|
|
|
768 |
|
|
|
829 |
|
6.000%, 01/26/2024 (A) |
|
|
|
|
200 |
|
|
|
216 |
|
3.000%, 03/11/2025 |
|
EUR |
|
|
2,444 |
|
|
|
3,005 |
|
|
|
|
SEI Institutional International Trust /
Quarterly Report / December 31, 2018 |
|
3 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
3.000%, 03/20/2027 |
|
EUR |
|
|
1,860 |
|
|
$ |
2,234 |
|
2.750%, 01/27/2030 |
|
|
|
|
2,169 |
|
|
|
2,477 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,025 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Czech Republic 1.1% |
|
|
|
|
|
|
|
|
|
|
Czech Republic Government Bond |
|
|
|
|
|
|
|
|
|
|
4.200%, 12/04/2036 |
|
CZX |
|
|
28,000 |
|
|
|
1,545 |
|
2.750%, 07/23/2029 |
|
|
|
|
15,240 |
|
|
|
721 |
|
2.500%, 08/25/2028 |
|
|
|
|
41,920 |
|
|
|
1,956 |
|
2.400%, 09/17/2025 |
|
|
|
|
65,400 |
|
|
|
2,994 |
|
2.000%, 10/13/2033 |
|
|
|
|
18,820 |
|
|
|
799 |
|
1.500%, 10/29/2019 |
|
|
|
|
63,310 |
|
|
|
2,808 |
|
0.703%, 07/17/2019 (C) |
|
|
|
|
134,450 |
|
|
|
5,916 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16,739 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Dominican Republic 0.9% |
|
|
|
|
|
|
|
|
|
|
Dominican Republic International Bond |
|
|
|
|
|
|
|
|
|
|
11.250%, 02/05/2027 |
|
DOP |
|
|
14,500 |
|
|
|
297 |
|
7.450%, 04/30/2044 (A) |
|
$ |
|
|
687 |
|
|
|
714 |
|
6.875%, 01/29/2026 |
|
|
|
|
2,000 |
|
|
|
2,097 |
|
6.875%, 01/29/2026 |
|
|
|
|
443 |
|
|
|
465 |
|
6.850%, 01/27/2045 |
|
|
|
|
830 |
|
|
|
818 |
|
6.850%, 01/27/2045 (A) |
|
|
|
|
479 |
|
|
|
472 |
|
6.850%, 01/27/2045 |
|
|
|
|
400 |
|
|
|
394 |
|
6.600%, 01/28/2024 |
|
|
|
|
656 |
|
|
|
684 |
|
6.500%, 02/15/2048 |
|
|
|
|
2,171 |
|
|
|
2,052 |
|
6.000%, 07/19/2028 (A) |
|
|
|
|
1,817 |
|
|
|
1,812 |
|
6.000%, 07/19/2028 |
|
|
|
|
2,295 |
|
|
|
2,289 |
|
5.950%, 01/25/2027 |
|
|
|
|
1,663 |
|
|
|
1,657 |
|
5.875%, 04/18/2024 (A) |
|
|
|
|
71 |
|
|
|
72 |
|
5.500%, 01/27/2025 |
|
|
|
|
249 |
|
|
|
247 |
|
5.500%, 01/27/2025 |
|
|
|
|
179 |
|
|
|
177 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14,247 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Ecuador 1.5% |
|
|
|
|
|
|
|
|
|
|
Ecuador Government International Bond |
|
|
|
|
|
|
|
|
|
|
10.500%, 03/24/2020 |
|
|
|
|
273 |
|
|
|
275 |
|
9.650%, 12/13/2026 (B) |
|
|
|
|
779 |
|
|
|
709 |
|
9.650%, 12/13/2026 (A) |
|
|
|
|
660 |
|
|
|
601 |
|
9.625%, 06/02/2027 |
|
|
|
|
777 |
|
|
|
703 |
|
8.875%, 10/23/2027 (A) |
|
|
|
|
2,087 |
|
|
|
1,795 |
|
8.875%, 10/23/2027 |
|
|
|
|
7,763 |
|
|
|
6,676 |
|
8.750%, 06/02/2023 |
|
|
|
|
2,061 |
|
|
|
1,922 |
|
7.950%, 06/20/2024 |
|
|
|
|
2,725 |
|
|
|
2,398 |
|
7.875%, 01/23/2028 |
|
|
|
|
2,371 |
|
|
|
1,926 |
|
7.875%, 01/23/2028 (A) |
|
|
|
|
5,451 |
|
|
|
4,429 |
|
Petroamazonas EP |
|
|
|
|
|
|
|
|
|
|
4.625%, 02/16/2020 (A) |
|
|
|
|
380 |
|
|
|
366 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
21,800 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Egypt 3.7% |
|
|
|
|
|
|
|
|
|
|
Egypt Government International Bond |
|
|
|
|
|
|
|
|
|
|
14.800%, 01/30/2023 |
|
EGP |
|
|
73,250 |
|
|
|
3,649 |
|
7.903%, 02/21/2048 (A) |
|
$ |
|
|
2,945 |
|
|
|
2,534 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
6.588%, 02/21/2028 (A) (B) |
|
$ |
|
|
2,205 |
|
|
$ |
1,966 |
|
5.577%, 02/21/2023 (A) |
|
|
|
|
1,445 |
|
|
|
1,369 |
|
Egypt Government International Bond MTN |
|
|
|
|
|
|
|
|
|
|
8.500%, 01/31/2047 (A) |
|
|
|
|
3,166 |
|
|
|
2,854 |
|
8.500%, 01/31/2047 |
|
|
|
|
6,649 |
|
|
|
5,993 |
|
7.500%, 01/31/2027 (A) |
|
|
|
|
1,702 |
|
|
|
1,621 |
|
7.500%, 01/31/2027 |
|
|
|
|
1,413 |
|
|
|
1,346 |
|
6.125%, 01/31/2022 (A) |
|
|
|
|
865 |
|
|
|
849 |
|
5.625%, 04/16/2030 (A) |
|
EUR |
|
|
3,532 |
|
|
|
3,488 |
|
5.625%, 04/16/2030 |
|
|
|
|
3,322 |
|
|
|
3,281 |
|
4.750%, 04/16/2026 |
|
|
|
|
2,311 |
|
|
|
2,390 |
|
Egypt Treasury Bills (C) |
|
|
|
|
|
|
|
|
|
|
19.791%, 11/26/2019 |
|
EGP |
|
|
78,700 |
|
|
|
3,727 |
|
19.773%, 08/13/2019 |
|
|
|
|
75,650 |
|
|
|
3,766 |
|
19.527%, 05/07/2019 |
|
|
|
|
267,425 |
|
|
|
13,989 |
|
18.922%, 02/05/2019 |
|
|
|
|
13,000 |
|
|
|
714 |
|
18.701%, 04/30/2019 |
|
|
|
|
29,100 |
|
|
|
1,525 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
55,061 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
El Salvador 0.4% |
|
|
|
|
|
|
|
|
|
|
Republic of El Salvador |
|
|
|
|
|
|
|
|
|
|
8.250%, 04/10/2032 (A) |
|
$ |
|
|
326 |
|
|
|
330 |
|
7.750%, 01/24/2023 |
|
|
|
|
1,690 |
|
|
|
1,739 |
|
7.650%, 06/15/2035 |
|
|
|
|
512 |
|
|
|
484 |
|
7.375%, 12/01/2019 |
|
|
|
|
1,592 |
|
|
|
1,598 |
|
5.875%, 01/30/2025 |
|
|
|
|
2,841 |
|
|
|
2,617 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,768 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Gabon 0.1% |
|
|
|
|
|
|
|
|
|
|
Gabonese Republic |
|
|
|
|
|
|
|
|
|
|
6.950%, 06/16/2025 (A) |
|
|
|
|
2,012 |
|
|
|
1,802 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Georgia 0.0% |
|
|
|
|
|
|
|
|
|
|
Republic of Georgia |
|
|
|
|
|
|
|
|
|
|
6.875%, 04/12/2021 (A) |
|
|
|
|
421 |
|
|
|
441 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Ghana 1.3% |
|
|
|
|
|
|
|
|
|
|
Ghana Government Bond |
|
|
|
|
|
|
|
|
|
|
10.750%, 10/14/2030 |
|
|
|
|
9,025 |
|
|
|
10,200 |
|
10.750%, 10/14/2030 (A) |
|
|
|
|
244 |
|
|
|
276 |
|
8.627%, 06/16/2049 |
|
|
|
|
2,348 |
|
|
|
2,044 |
|
7.625%, 05/16/2029 (B) |
|
|
|
|
3,228 |
|
|
|
2,891 |
|
Ghana Government International Bond |
|
|
|
|
|
|
|
|
|
|
8.125%, 01/18/2026 |
|
|
|
|
322 |
|
|
|
307 |
|
7.875%, 08/07/2023 |
|
|
|
|
484 |
|
|
|
473 |
|
Republic of Ghana Government Bonds |
|
|
|
|
|
|
|
|
|
|
19.750%, 03/25/2024 |
|
GHS |
|
|
5,311 |
|
|
|
1,065 |
|
19.000%, 11/02/2026 |
|
|
|
|
11,055 |
|
|
|
2,043 |
|
Tullow Oil |
|
|
|
|
|
|
|
|
|
|
7.000%, 03/01/2025 (A) |
|
$ |
|
|
660 |
|
|
|
612 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19,911 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4 |
|
SEI Institutional
International Trust / Quarterly Report / December 31, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
Guatemala 0.0% |
|
Comunicaciones Celulares Via Comcel Trust |
|
|
|
|
|
|
|
|
|
|
6.875%, 02/06/2024 (A) |
|
$ |
|
|
390 |
|
|
$ |
397 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Honduras 0.0% |
|
Honduras Government International Bond |
|
|
|
|
|
|
|
|
|
|
6.250%, 01/19/2027 |
|
|
|
|
326 |
|
|
|
322 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Hong Kong 0.0% |
|
Chinalco Capital Holdings |
|
|
|
|
|
|
|
|
|
|
4.000%, 08/25/2021 |
|
|
|
|
515 |
|
|
|
495 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Hungary 1.6% |
|
Hungary Government Bond |
|
|
|
|
|
|
|
|
|
|
0.500%, 04/21/2021 |
|
HUF |
|
|
86,610 |
|
|
|
304 |
|
Republic of Hungary |
|
|
|
|
|
|
|
|
|
|
7.625%, 03/29/2041 |
|
$ |
|
|
1,600 |
|
|
|
2,240 |
|
7.000%, 06/24/2022 |
|
HUF |
|
|
70,490 |
|
|
|
297 |
|
6.375%, 03/29/2021 |
|
$ |
|
|
3,222 |
|
|
|
3,400 |
|
5.500%, 06/24/2025 |
|
HUF |
|
|
680,730 |
|
|
|
2,843 |
|
3.000%, 06/26/2024 |
|
|
|
|
884,280 |
|
|
|
3,271 |
|
3.000%, 10/27/2027 |
|
|
|
|
1,971,080 |
|
|
|
7,020 |
|
2.750%, 12/22/2026 |
|
|
|
|
1,072,960 |
|
|
|
3,768 |
|
1.750%, 10/26/2022 |
|
|
|
|
85,260 |
|
|
|
303 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
23,446 |
|
|
|
|
|
|
|
|
|
|
|
|
|
India 0.2% |
|
Power Finance MTN |
|
|
|
|
|
|
|
|
|
|
6.150%, 12/06/2028 (A) |
|
$ |
|
|
800 |
|
|
|
778 |
|
State Bank of India MTN |
|
|
|
|
|
|
|
|
|
|
4.500%, 09/28/2023 |
|
|
|
|
696 |
|
|
|
702 |
|
Vedanta Resources |
|
|
|
|
|
|
|
|
|
|
8.250%, 06/07/2021 |
|
|
|
|
820 |
|
|
|
812 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,292 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Indonesia 7.1% |
|
Eterna Capital Pte |
|
|
|
|
|
|
|
|
|
|
8.000%, 12/11/2022 |
|
|
|
|
275 |
|
|
|
245 |
|
7.500%, 12/11/2022 |
|
|
|
|
503 |
|
|
|
495 |
|
Indika Energy Capital II |
|
|
|
|
|
|
|
|
|
|
6.875%, 04/10/2022 |
|
|
|
|
45 |
|
|
|
45 |
|
Indika Energy Capital III |
|
|
|
|
|
|
|
|
|
|
5.875%, 11/09/2024 |
|
|
|
|
330 |
|
|
|
287 |
|
5.875%, 11/09/2024 |
|
|
|
|
236 |
|
|
|
205 |
|
Indo Energy Finance II |
|
|
|
|
|
|
|
|
|
|
6.375%, 01/24/2023 |
|
|
|
|
1,585 |
|
|
|
1,481 |
|
Indonesia Asahan Aluminium Persero |
|
|
|
|
|
|
|
|
|
|
6.757%, 11/15/2048 (A) |
|
|
|
|
2,376 |
|
|
|
2,435 |
|
6.530%, 11/15/2028 (A) |
|
|
|
|
1,105 |
|
|
|
1,159 |
|
5.710%, 11/15/2023 (A) |
|
|
|
|
618 |
|
|
|
629 |
|
Indonesia Government International Bond |
|
|
|
|
|
|
|
|
|
|
4.750%, 02/11/2029 |
|
|
|
|
1,132 |
|
|
|
1,149 |
|
4.450%, 02/11/2024 |
|
|
|
|
2,746 |
|
|
|
2,761 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
Indonesia Government International Bond MTN |
|
|
|
|
|
|
|
|
|
|
5.125%, 01/15/2045 |
|
$ |
|
|
410 |
|
|
$ |
403 |
|
3.850%, 07/18/2027 |
|
|
|
|
2,030 |
|
|
|
1,929 |
|
Indonesia Treasury Bond |
|
|
|
|
|
|
|
|
|
|
8.750%, 05/15/2031 |
|
IDR |
|
|
75,616,000 |
|
|
|
5,478 |
|
8.375%, 03/15/2034 |
|
|
|
|
81,994,000 |
|
|
|
5,742 |
|
8.250%, 05/15/2029 |
|
|
|
|
68,155,000 |
|
|
|
4,844 |
|
8.250%, 05/15/2036 |
|
|
|
|
66,134,000 |
|
|
|
4,558 |
|
8.125%, 05/15/2024 |
|
|
|
|
14,483,000 |
|
|
|
1,023 |
|
7.500%, 08/15/2032 |
|
|
|
|
37,830,000 |
|
|
|
2,470 |
|
7.500%, 05/15/2038 |
|
|
|
|
84,662,000 |
|
|
|
5,416 |
|
Perusahaan Listrik Negara |
|
|
|
|
|
|
|
|
|
|
2.875%, 10/25/2025 (A) |
|
EUR |
|
|
468 |
|
|
|
531 |
|
Perusahaan Listrik Negara MTN |
|
|
|
|
|
|
|
|
|
|
6.150%, 05/21/2048 (A) |
|
$ |
|
|
857 |
|
|
|
861 |
|
5.450%, 05/21/2028 (A) |
|
|
|
|
462 |
|
|
|
467 |
|
Perusahaan Penerbit SBSN Indonesia III |
|
|
|
|
|
|
|
|
|
|
4.400%, 03/01/2028 |
|
|
|
|
573 |
|
|
|
559 |
|
Republic of Indonesia |
|
|
|
|
|
|
|
|
|
|
11.000%, 09/15/2025 |
|
IDR |
|
|
3,200,000 |
|
|
|
256 |
|
9.000%, 03/15/2029 |
|
|
|
|
63,592,000 |
|
|
|
4,654 |
|
8.500%, 10/12/2035 |
|
$ |
|
|
1,179 |
|
|
|
1,586 |
|
8.500%, 10/12/2035 |
|
|
|
|
525 |
|
|
|
706 |
|
8.375%, 03/15/2024 |
|
IDR |
|
|
60,173,000 |
|
|
|
4,251 |
|
8.375%, 09/15/2026 |
|
|
|
|
31,281,000 |
|
|
|
2,212 |
|
8.250%, 06/15/2032 |
|
|
|
|
24,199,000 |
|
|
|
1,669 |
|
7.750%, 01/17/2038 |
|
$ |
|
|
1,797 |
|
|
|
2,308 |
|
7.000%, 05/15/2022 |
|
IDR |
|
|
121,630,000 |
|
|
|
8,229 |
|
7.000%, 05/15/2027 |
|
|
|
|
78,640,000 |
|
|
|
5,119 |
|
6.625%, 05/15/2033 |
|
|
|
|
64,339,000 |
|
|
|
3,897 |
|
6.125%, 05/15/2028 |
|
|
|
|
68,570,000 |
|
|
|
4,196 |
|
5.625%, 05/15/2023 |
|
|
|
|
90,318,000 |
|
|
|
5,763 |
|
4.350%, 01/08/2027 (A) |
|
$ |
|
|
3,994 |
|
|
|
3,949 |
|
Republic of Indonesia MTN |
|
|
|
|
|
|
|
|
|
|
5.375%, 10/17/2023 |
|
|
|
|
1,275 |
|
|
|
1,331 |
|
5.250%, 01/17/2042 |
|
|
|
|
2,366 |
|
|
|
2,375 |
|
4.750%, 01/08/2026 |
|
|
|
|
2,578 |
|
|
|
2,612 |
|
3.750%, 06/14/2028 |
|
EUR |
|
|
2,104 |
|
|
|
2,609 |
|
3.375%, 04/15/2023 (A) |
|
$ |
|
|
1,069 |
|
|
|
1,033 |
|
Star Energy Geothermal Wayang Windu |
|
|
|
|
|
|
|
|
|
|
6.750%, 04/24/2033 |
|
|
|
|
1,968 |
|
|
|
1,800 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
105,727 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Iraq 0.3% |
|
Iraq International Bond |
|
|
|
|
|
|
|
|
|
|
5.800%, 01/15/2028 |
|
|
|
|
4,493 |
|
|
|
4,018 |
|
5.800%, 01/15/2028 |
|
|
|
|
1,086 |
|
|
|
971 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,989 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Ivory Coast 1.3% |
|
Ivory Coast Government International Bond |
|
|
|
|
|
|
|
|
|
|
6.625%, 03/22/2048 |
|
EUR |
|
|
2,259 |
|
|
|
2,169 |
|
|
|
|
SEI Institutional International Trust /
Quarterly Report / December 31, 2018 |
|
5 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
6.375%, 03/03/2028 (A) |
|
$ |
|
|
1,851 |
|
|
$ |
1,666 |
|
6.125%, 06/15/2033 |
|
|
|
|
2,640 |
|
|
|
2,188 |
|
6.125%, 06/15/2033 |
|
|
|
|
2,272 |
|
|
|
1,883 |
|
5.750%, 12/31/2032 |
|
|
|
|
1,489 |
|
|
|
1,312 |
|
5.750%, 12/31/2032 |
|
|
|
|
3,413 |
|
|
|
3,007 |
|
5.750%, 12/31/2032 |
|
|
|
|
2,716 |
|
|
|
2,393 |
|
5.250%, 03/22/2030 |
|
EUR |
|
|
2,503 |
|
|
|
2,517 |
|
5.125%, 06/15/2025 (B) |
|
|
|
|
1,541 |
|
|
|
1,687 |
|
5.125%, 06/15/2025 (A) |
|
|
|
|
930 |
|
|
|
1,018 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19,840 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Jamaica 0.1% |
|
|
|
|
|
|
|
|
|
|
Digicel Group |
|
|
|
|
|
|
|
|
|
|
7.125%, 04/01/2022 (A) |
|
$ |
|
|
337 |
|
|
|
157 |
|
Government of Jamaica |
|
|
|
|
|
|
|
|
|
|
7.875%, 07/28/2045 |
|
|
|
|
1,219 |
|
|
|
1,389 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,546 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Jordan 0.2% |
|
|
|
|
|
|
|
|
|
|
Jordan Government International Bond |
|
|
|
|
|
|
|
|
|
|
7.375%, 10/10/2047 (A) |
|
|
|
|
1,601 |
|
|
|
1,417 |
|
7.375%, 10/10/2047 |
|
|
|
|
509 |
|
|
|
451 |
|
5.750%, 01/31/2027 |
|
|
|
|
876 |
|
|
|
803 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,671 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Kazakhstan 0.9% |
|
|
|
|
|
|
|
|
|
|
Development Bank of Kazakhstan |
|
|
|
|
|
|
|
|
|
|
4.125%, 12/10/2022 |
|
|
|
|
770 |
|
|
|
746 |
|
KazAgro National Management Holding JSC MTN |
|
|
|
|
|
|
|
|
|
|
4.625%, 05/24/2023 (A) |
|
|
|
|
349 |
|
|
|
334 |
|
Kazakhstan Government International Bond MTN |
|
|
|
|
|
|
|
|
|
|
2.375%, 11/09/2028 |
|
EUR |
|
|
556 |
|
|
|
629 |
|
1.550%, 11/09/2023 |
|
|
|
|
603 |
|
|
|
692 |
|
KazMunayGas National JSC |
|
|
|
|
|
|
|
|
|
|
6.375%, 10/24/2048 (A) |
|
$ |
|
|
720 |
|
|
|
724 |
|
5.750%, 04/19/2047 (A) |
|
|
|
|
2,652 |
|
|
|
2,525 |
|
5.750%, 04/19/2047 |
|
|
|
|
63 |
|
|
|
60 |
|
5.375%, 04/24/2030 (A) |
|
|
|
|
1,834 |
|
|
|
1,800 |
|
5.375%, 04/24/2030 |
|
|
|
|
2,300 |
|
|
|
2,258 |
|
4.750%, 04/24/2025 (A) |
|
|
|
|
750 |
|
|
|
742 |
|
KazTransGas JSC |
|
|
|
|
|
|
|
|
|
|
4.375%, 09/26/2027 |
|
|
|
|
1,122 |
|
|
|
1,040 |
|
4.375%, 09/26/2027 (A) |
|
|
|
|
932 |
|
|
|
863 |
|
Nostrum Oil & Gas Finance BV |
|
|
|
|
|
|
|
|
|
|
7.000%, 02/16/2025 (A) |
|
|
|
|
441 |
|
|
|
270 |
|
Republic of Kazakhstan MTN |
|
|
|
|
|
|
|
|
|
|
6.500%, 07/21/2045 |
|
|
|
|
330 |
|
|
|
395 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,078 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Kenya 0.3% |
|
|
|
|
|
|
|
|
|
|
Kenya Government International Bond |
|
|
|
|
|
|
|
|
|
|
8.250%, 02/28/2048 |
|
|
|
|
1,050 |
|
|
|
892 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
7.250%, 02/28/2028 (A) |
|
$ |
|
|
1,418 |
|
|
$ |
1,266 |
|
7.250%, 02/28/2028 |
|
|
|
|
217 |
|
|
|
194 |
|
6.875%, 06/24/2024 (A) |
|
|
|
|
543 |
|
|
|
510 |
|
6.875%, 06/24/2024 |
|
|
|
|
473 |
|
|
|
444 |
|
5.875%, 06/24/2019 (A) |
|
|
|
|
805 |
|
|
|
806 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,112 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Lebanon 1.1% |
|
|
|
|
|
|
|
|
|
|
Lebanon Government International Bond |
|
|
|
|
|
|
|
|
|
|
7.250%, 03/23/2037 |
|
|
|
|
569 |
|
|
|
433 |
|
6.850%, 03/23/2027 |
|
|
|
|
1,004 |
|
|
|
795 |
|
6.650%, 04/22/2024 |
|
|
|
|
3,217 |
|
|
|
2,690 |
|
Lebanon Government International Bond MTN |
|
|
|
|
|
|
|
|
|
|
8.250%, 04/12/2021 |
|
|
|
|
5,261 |
|
|
|
4,999 |
|
6.650%, 11/03/2028 |
|
|
|
|
4,936 |
|
|
|
3,800 |
|
6.650%, 02/26/2030 |
|
|
|
|
474 |
|
|
|
358 |
|
6.600%, 11/27/2026 |
|
|
|
|
93 |
|
|
|
73 |
|
6.250%, 05/27/2022 |
|
|
|
|
245 |
|
|
|
214 |
|
6.150%, 06/19/2020 |
|
|
|
|
1,356 |
|
|
|
1,281 |
|
Republic of Lebanon MTN |
|
|
|
|
|
|
|
|
|
|
8.250%, 04/12/2021 |
|
|
|
|
1,828 |
|
|
|
1,737 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16,380 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Lithuania 0.1% |
|
|
|
|
|
|
|
|
|
|
Lithuania Government International Bond |
|
|
|
|
|
|
|
|
|
|
7.375%, 02/11/2020 |
|
|
|
|
1,219 |
|
|
|
1,274 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Malaysia 4.7% |
|
|
|
|
|
|
|
|
|
|
1MDB Energy |
|
|
|
|
|
|
|
|
|
|
5.990%, 05/11/2022 |
|
|
|
|
1,000 |
|
|
|
1,011 |
|
1MDB Global Investments |
|
|
|
|
|
|
|
|
|
|
4.400%, 03/09/2023 |
|
|
|
|
1,000 |
|
|
|
895 |
|
4.400%, 03/09/2023 |
|
|
|
|
8,600 |
|
|
|
7,699 |
|
Malaysia Government Bond |
|
|
|
|
|
|
|
|
|
|
5.248%, 09/15/2028 |
|
MYR |
|
|
1,050 |
|
|
|
274 |
|
4.935%, 09/30/2043 |
|
|
|
|
2,200 |
|
|
|
535 |
|
4.642%, 11/07/2033 |
|
|
|
|
1,000 |
|
|
|
246 |
|
4.392%, 04/15/2026 |
|
|
|
|
7,081 |
|
|
|
1,746 |
|
4.254%, 05/31/2035 |
|
|
|
|
1,827 |
|
|
|
425 |
|
4.232%, 06/30/2031 |
|
|
|
|
6,200 |
|
|
|
1,473 |
|
4.181%, 07/15/2024 |
|
|
|
|
4,186 |
|
|
|
1,025 |
|
4.160%, 07/15/2021 |
|
|
|
|
12,113 |
|
|
|
2,969 |
|
4.059%, 09/30/2024 |
|
|
|
|
8,000 |
|
|
|
1,945 |
|
3.955%, 09/15/2025 |
|
|
|
|
19,922 |
|
|
|
4,797 |
|
3.899%, 11/16/2027 |
|
|
|
|
2,500 |
|
|
|
592 |
|
3.892%, 03/15/2027 |
|
|
|
|
1,369 |
|
|
|
324 |
|
3.889%, 07/31/2020 |
|
|
|
|
7,629 |
|
|
|
1,856 |
|
3.882%, 03/10/2022 |
|
|
|
|
4,000 |
|
|
|
973 |
|
3.800%, 08/17/2023 |
|
|
|
|
30,074 |
|
|
|
7,255 |
|
3.795%, 09/30/2022 |
|
|
|
|
3,200 |
|
|
|
775 |
|
3.759%, 03/15/2019 |
|
|
|
|
5,346 |
|
|
|
1,295 |
|
3.757%, 04/20/2023 |
|
|
|
|
13,915 |
|
|
|
3,361 |
|
|
|
|
6 |
|
SEI Institutional
International Trust / Quarterly Report / December 31, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
3.733%, 06/15/2028 |
|
MYR |
|
|
3,500 |
|
|
$ |
822 |
|
3.659%, 10/15/2020 |
|
|
|
|
1,419 |
|
|
|
344 |
|
3.654%, 10/31/2019 |
|
|
|
|
4,500 |
|
|
|
1,091 |
|
3.620%, 11/30/2021 |
|
|
|
|
23,225 |
|
|
|
5,615 |
|
3.502%, 05/31/2027 |
|
|
|
|
1,050 |
|
|
|
241 |
|
3.492%, 03/31/2020 |
|
|
|
|
26,554 |
|
|
|
6,425 |
|
3.480%, 03/15/2023 |
|
|
|
|
2,858 |
|
|
|
683 |
|
3.418%, 08/15/2022 |
|
|
|
|
10,450 |
|
|
|
2,500 |
|
Malaysia Government Investment Issue |
|
|
|
|
|
|
|
|
|
|
4.369%, 10/31/2028 |
|
|
|
|
1,200 |
|
|
|
293 |
|
4.070%, 09/30/2026 |
|
|
|
|
11,606 |
|
|
|
2,792 |
|
Malaysia Sukuk Global |
|
|
|
|
|
|
|
|
|
|
3.179%, 04/27/2026 |
|
$ |
|
|
2,368 |
|
|
|
2,300 |
|
Malaysia Treasury Bill |
|
|
|
|
|
|
|
|
|
|
3.264%, 01/18/2019 (C) |
|
MYR |
|
|
27,200 |
|
|
|
6,573 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
71,150 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Mauritius 0.1% |
|
|
|
|
|
|
|
|
|
|
Liquid Telecommunications Financing |
|
|
|
|
|
|
|
|
|
|
8.500%, 07/13/2022 (A) |
|
$ |
|
|
1,286 |
|
|
|
1,293 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Mexico 7.3% |
|
|
|
|
|
|
|
|
|
|
America Movil |
|
|
|
|
|
|
|
|
|
|
7.125%, 12/09/2024 |
|
MXN |
|
|
18,110 |
|
|
|
800 |
|
Axtel |
|
|
|
|
|
|
|
|
|
|
6.375%, 11/14/2024 (A) |
|
$ |
|
|
480 |
|
|
|
456 |
|
Banco Inbursa Institucion De Banca Multiple Grupo Financiero Inbursa |
|
|
|
|
|
|
|
|
|
|
4.375%, 04/11/2027 (A) |
|
|
|
|
573 |
|
|
|
521 |
|
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 (A) |
|
|
|
|
1,852 |
|
|
|
1,769 |
|
3.800%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.000%, 08/11/2026 |
|
|
|
|
2,836 |
|
|
|
2,708 |
|
Cemex |
|
|
|
|
|
|
|
|
|
|
7.750%, 04/16/2026 |
|
|
|
|
670 |
|
|
|
706 |
|
Cometa Energia |
|
|
|
|
|
|
|
|
|
|
6.375%, 04/24/2035 (A) |
|
|
|
|
1,156 |
|
|
|
1,069 |
|
Comision Federal de Electricidad |
|
|
|
|
|
|
|
|
|
|
7.350%, 11/25/2025 |
|
MXN |
|
|
39,785 |
|
|
|
1,748 |
|
5.750%, 02/14/2042 (A) |
|
$ |
|
|
500 |
|
|
|
460 |
|
4.750%, 02/23/2027 (A) |
|
|
|
|
458 |
|
|
|
431 |
|
Elementia |
|
|
|
|
|
|
|
|
|
|
5.500%, 01/15/2025 |
|
|
|
|
670 |
|
|
|
617 |
|
Mexican Bonos |
|
|
|
|
|
|
|
|
|
|
7.750%, 11/13/2042 |
|
MXN |
|
|
88,038 |
|
|
|
3,947 |
|
7.500%, 06/03/2027 |
|
|
|
|
129,929 |
|
|
|
6,128 |
|
5.750%, 03/05/2026 |
|
|
|
|
37,179 |
|
|
|
1,595 |
|
5.750%, 03/05/2026 |
|
|
|
|
87,650 |
|
|
|
3,759 |
|
Mexican Bonos, Ser M20 |
|
|
|
|
|
|
|
|
|
|
10.000%, 12/05/2024 |
|
|
|
|
390,539 |
|
|
|
21,062 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
8.500%, 05/31/2029 |
|
MXN |
|
|
20,000 |
|
|
$ |
999 |
|
8.000%, 12/07/2023 |
|
|
|
|
67,343 |
|
|
|
3,337 |
|
7.750%, 05/29/2031 |
|
|
|
|
86,603 |
|
|
|
4,058 |
|
Mexican Bonos, Ser M30 |
|
|
|
|
|
|
|
|
|
|
8.500%, 11/18/2038 |
|
|
|
|
28,699 |
|
|
|
1,403 |
|
Mexico Cetes |
|
|
|
|
|
|
|
|
|
|
7.970%, 05/23/2019 (C) |
|
|
|
|
600,000 |
|
|
|
2,948 |
|
Mexico City Airport Trust |
|
|
|
|
|
|
|
|
|
|
5.500%, 07/31/2047 (A) |
|
$ |
|
|
1,211 |
|
|
|
1,064 |
|
5.500%, 07/31/2047 |
|
|
|
|
451 |
|
|
|
396 |
|
Mexico Government International Bond |
|
|
|
|
|
|
|
|
|
|
4.350%, 01/15/2047 |
|
|
|
|
1,441 |
|
|
|
1,235 |
|
3.750%, 01/11/2028 |
|
|
|
|
2,775 |
|
|
|
2,597 |
|
Petroleos Mexicanos |
|
|
|
|
|
|
|
|
|
|
9.500%, 09/15/2027 |
|
|
|
|
169 |
|
|
|
188 |
|
7.470%, 11/12/2026 |
|
MXN |
|
|
167,047 |
|
|
|
6,205 |
|
7.190%, 09/12/2024 |
|
|
|
|
163,872 |
|
|
|
6,470 |
|
6.625%, 06/15/2035 |
|
$ |
|
|
3,100 |
|
|
|
2,706 |
|
6.500%, 03/13/2027 |
|
|
|
|
958 |
|
|
|
900 |
|
6.500%, 01/23/2029 |
|
|
|
|
1,483 |
|
|
|
1,383 |
|
6.500%, 01/23/2029 (A) |
|
|
|
|
785 |
|
|
|
732 |
|
6.375%, 01/23/2045 |
|
|
|
|
807 |
|
|
|
650 |
|
6.350%, 02/12/2048 |
|
|
|
|
878 |
|
|
|
702 |
|
6.350%, 02/12/2048 (A) |
|
|
|
|
742 |
|
|
|
594 |
|
5.625%, 01/23/2046 |
|
|
|
|
65 |
|
|
|
49 |
|
5.350%, 02/12/2028 (A) |
|
|
|
|
5,832 |
|
|
|
5,088 |
|
4.500%, 01/23/2026 |
|
|
|
|
2,443 |
|
|
|
2,106 |
|
4.250%, 01/15/2025 |
|
|
|
|
4,025 |
|
|
|
3,518 |
|
Petroleos Mexicanos MTN |
|
|
|
|
|
|
|
|
|
|
6.750%, 09/21/2047 |
|
|
|
|
1,424 |
|
|
|
1,178 |
|
6.750%, 09/21/2047 |
|
|
|
|
3,002 |
|
|
|
2,482 |
|
6.750%, 09/21/2047 (A) |
|
|
|
|
73 |
|
|
|
60 |
|
6.375%, 01/23/2045 (A) |
|
|
|
|
806 |
|
|
|
649 |
|
4.875%, 02/21/2028 |
|
EUR |
|
|
3,822 |
|
|
|
4,140 |
|
4.625%, 09/21/2023 |
|
$ |
|
|
605 |
|
|
|
568 |
|
United Mexican States MTN |
|
|
|
|
|
|
|
|
|
|
5.750%, 10/12/2110 |
|
|
|
|
3,776 |
|
|
|
3,549 |
|
4.750%, 03/08/2044 |
|
|
|
|
386 |
|
|
|
351 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
110,081 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
MN 0.0% |
|
|
|
|
|
|
|
|
|
|
Development Bank of Mongolia |
|
|
|
|
|
|
|
|
|
|
7.250%, 10/23/2023 (A) |
|
|
|
|
784 |
|
|
|
770 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Mongolia 0.4% |
|
|
|
|
|
|
|
|
|
|
Mongolia Government International Bond |
|
|
|
|
|
|
|
|
|
|
5.625%, 05/01/2023 |
|
|
|
|
1,719 |
|
|
|
1,624 |
|
Mongolia Government International Bond MTN |
|
|
|
|
|
|
|
|
|
|
8.750%, 03/09/2024 |
|
|
|
|
3,150 |
|
|
|
3,368 |
|
Trade & Development Bank of Mongolia MTN |
|
|
|
|
|
|
|
|
|
|
9.375%, 05/19/2020 (A) |
|
|
|
|
355 |
|
|
|
370 |
|
|
|
|
SEI Institutional International Trust /
Quarterly Report / December 31, 2018 |
|
7 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
9.375%, 05/19/2020 |
|
$ |
|
|
350 |
|
|
$ |
364 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,726 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Montenegro 0.0% |
|
|
|
|
|
|
|
|
|
|
Montenegro Government International Bond |
|
|
|
|
|
|
|
|
|
|
3.375%, 04/21/2025 |
|
EUR |
|
|
563 |
|
|
|
636 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Netherlands 0.2% |
|
|
|
|
|
|
|
|
|
|
Marfrig Holdings Europe BV |
|
|
|
|
|
|
|
|
|
|
8.000%, 06/08/2023 (A) |
|
$ |
|
|
200 |
|
|
|
200 |
|
Minejesa Capital BV |
|
|
|
|
|
|
|
|
|
|
5.625%, 08/10/2037 (A) |
|
|
|
|
96 |
|
|
|
84 |
|
4.625%, 08/10/2030 (A) |
|
|
|
|
599 |
|
|
|
534 |
|
Petrobras Global Finance |
|
|
|
|
|
|
|
|
|
|
6.125%, 01/17/2022 |
|
|
|
|
1,478 |
|
|
|
1,517 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,335 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Nigeria 1.5% |
|
|
|
|
|
|
|
|
|
|
Nigeria Government International Bond |
|
|
|
|
|
|
|
|
|
|
9.248%, 01/21/2049 |
|
|
|
|
282 |
|
|
|
274 |
|
8.747%, 01/21/2031 (A) |
|
|
|
|
2,242 |
|
|
|
2,179 |
|
8.747%, 01/21/2031 |
|
|
|
|
781 |
|
|
|
759 |
|
7.875%, 02/16/2032 |
|
|
|
|
5,382 |
|
|
|
4,877 |
|
7.875%, 02/16/2032 (A) |
|
|
|
|
488 |
|
|
|
442 |
|
7.696%, 02/23/2038 |
|
|
|
|
4,570 |
|
|
|
3,983 |
|
7.625%, 11/21/2025 |
|
|
|
|
364 |
|
|
|
351 |
|
7.143%, 02/23/2030 |
|
|
|
|
1,011 |
|
|
|
893 |
|
7.143%, 02/23/2030 (A) |
|
|
|
|
2,525 |
|
|
|
2,230 |
|
Nigeria Government International Bond MTN |
|
|
|
|
|
|
|
|
|
|
7.625%, 11/28/2047 (A) |
|
|
|
|
1,686 |
|
|
|
1,418 |
|
6.500%, 11/28/2027 |
|
|
|
|
1,100 |
|
|
|
971 |
|
6.500%, 11/28/2027 (A) |
|
|
|
|
4,082 |
|
|
|
3,603 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
21,980 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Oman 1.2% |
|
|
|
|
|
|
|
|
|
|
Oman Government International Bond |
|
|
|
|
|
|
|
|
|
|
6.750%, 01/17/2048 |
|
|
|
|
2,119 |
|
|
|
1,748 |
|
6.750%, 01/17/2048 (A) |
|
|
|
|
633 |
|
|
|
522 |
|
6.500%, 03/08/2047 (A) |
|
|
|
|
2,100 |
|
|
|
1,691 |
|
6.500%, 03/08/2047 |
|
|
|
|
1,356 |
|
|
|
1,092 |
|
5.625%, 01/17/2028 |
|
|
|
|
4,547 |
|
|
|
4,003 |
|
5.625%, 01/17/2028 (A) |
|
|
|
|
5,811 |
|
|
|
5,116 |
|
4.750%, 06/15/2026 |
|
|
|
|
631 |
|
|
|
545 |
|
4.750%, 06/15/2026 (A) |
|
|
|
|
237 |
|
|
|
205 |
|
4.125%, 01/17/2023 (A) |
|
|
|
|
555 |
|
|
|
508 |
|
3.625%, 06/15/2021 (B) |
|
|
|
|
1,326 |
|
|
|
1,259 |
|
Oztel Holdings SPC |
|
|
|
|
|
|
|
|
|
|
6.625%, 04/24/2028 (A) |
|
|
|
|
1,037 |
|
|
|
954 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
17,643 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Pakistan 0.3% |
|
|
|
|
|
|
|
|
|
|
Pakistan Government International Bond |
|
|
|
|
|
|
|
|
|
|
8.250%, 09/30/2025 |
|
|
|
|
1,000 |
|
|
|
1,002 |
|
8.250%, 09/30/2025 (A) |
|
|
|
|
714 |
|
|
|
716 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
7.875%, 03/31/2036 |
|
$ |
|
|
200 |
|
|
$ |
178 |
|
6.875%, 12/05/2027 (B) |
|
|
|
|
1,854 |
|
|
|
1,679 |
|
6.875%, 12/05/2027 (A) |
|
|
|
|
1,438 |
|
|
|
1,302 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,877 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Panama 0.4% |
|
|
|
|
|
|
|
|
|
|
Aeropuerto Internacional de Tocumen (E) |
|
|
|
|
|
|
|
|
|
|
6.000%, 11/18/2048 |
|
|
|
|
2,924 |
|
|
|
2,906 |
|
6.000%, 11/18/2048 (A) |
|
|
|
|
413 |
|
|
|
410 |
|
Republic of Panama |
|
|
|
|
|
|
|
|
|
|
9.375%, 04/01/2029 |
|
|
|
|
550 |
|
|
|
768 |
|
8.125%, 04/28/2034 |
|
|
|
|
478 |
|
|
|
638 |
|
3.750%, 03/16/2025 |
|
|
|
|
1,035 |
|
|
|
1,025 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,747 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Papua New Guinea 0.1% |
|
|
|
|
|
|
|
|
|
|
Papua New Guinea Government International Bond |
|
|
|
|
|
|
|
|
|
|
8.375%, 10/04/2028 (A) |
|
|
|
|
1,287 |
|
|
|
1,295 |
|
8.375%, 10/04/2028 |
|
|
|
|
282 |
|
|
|
284 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,579 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Paraguay 0.2% |
|
|
|
|
|
|
|
|
|
|
Paraguay Government International Bond |
|
|
|
|
|
|
|
|
|
|
6.100%, 08/11/2044 |
|
|
|
|
1,010 |
|
|
|
1,042 |
|
6.100%, 08/11/2044 (A) |
|
|
|
|
221 |
|
|
|
228 |
|
5.600%, 03/13/2048 |
|
|
|
|
1,054 |
|
|
|
1,035 |
|
Telefonica Celular del Paraguay |
|
|
|
|
|
|
|
|
|
|
6.750%, 12/13/2022 |
|
|
|
|
200 |
|
|
|
201 |
|
6.750%, 12/13/2022 |
|
|
|
|
200 |
|
|
|
202 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,708 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Peru 2.0% |
|
|
|
|
|
|
|
|
|
|
Abengoa Transmision Sur |
|
|
|
|
|
|
|
|
|
|
6.875%, 04/30/2043 (A) |
|
|
|
|
273 |
|
|
|
300 |
|
Financiera de Desarrollo |
|
|
|
|
|
|
|
|
|
|
3.250%, 07/15/2019 |
|
|
|
|
2,972 |
|
|
|
2,961 |
|
Fondo MIVIVIENDA |
|
|
|
|
|
|
|
|
|
|
7.000%, 02/14/2024 (A) |
|
PEN |
|
|
3,704 |
|
|
|
1,173 |
|
Inkia Energy |
|
|
|
|
|
|
|
|
|
|
5.875%, 11/09/2027 (A) |
|
$ |
|
|
242 |
|
|
|
224 |
|
Kallpa Generacion |
|
|
|
|
|
|
|
|
|
|
4.125%, 08/16/2027 (A) |
|
|
|
|
723 |
|
|
|
667 |
|
Peru Government Bond |
|
|
|
|
|
|
|
|
|
|
8.200%, 08/12/2026 |
|
PEN |
|
|
963 |
|
|
|
335 |
|
Peru LNG Srl |
|
|
|
|
|
|
|
|
|
|
5.375%, 03/22/2030 (A) |
|
$ |
|
|
754 |
|
|
|
730 |
|
Petroleos del Peru |
|
|
|
|
|
|
|
|
|
|
5.625%, 06/19/2047 (A) |
|
|
|
|
366 |
|
|
|
358 |
|
4.750%, 06/19/2032 (A) |
|
|
|
|
613 |
|
|
|
589 |
|
Republic of Peru |
|
|
|
|
|
|
|
|
|
|
8.200%, 08/12/2026 |
|
PEN |
|
|
10,387 |
|
|
|
3,613 |
|
6.950%, 08/12/2031 |
|
|
|
|
2,240 |
|
|
|
720 |
|
6.950%, 08/12/2031 |
|
|
|
|
10,713 |
|
|
|
3,444 |
|
|
|
|
8 |
|
SEI Institutional
International Trust / Quarterly Report / December 31, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
6.900%, 08/12/2037 |
|
PEN |
|
|
8,836 |
|
|
$ |
2,799 |
|
6.900%, 08/12/2037 |
|
|
|
|
13,289 |
|
|
|
4,209 |
|
6.900%, 08/12/2037 |
|
|
|
|
1,343 |
|
|
|
425 |
|
6.850%, 02/12/2042 |
|
|
|
|
613 |
|
|
|
193 |
|
6.350%, 08/12/2028 |
|
|
|
|
1,570 |
|
|
|
487 |
|
6.350%, 08/12/2028 (A) |
|
|
|
|
1,465 |
|
|
|
454 |
|
6.350%, 08/12/2028 |
|
|
|
|
346 |
|
|
|
107 |
|
6.150%, 08/12/2032 (A) |
|
|
|
|
13,440 |
|
|
|
4,036 |
|
5.700%, 08/12/2024 (A) |
|
|
|
|
4,932 |
|
|
|
1,512 |
|
3.750%, 03/01/2030 |
|
EUR |
|
|
383 |
|
|
|
514 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
29,850 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Philippines 0.2% |
|
|
|
|
|
|
|
|
|
|
Philippine Government International Bond |
|
|
|
|
|
|
|
|
|
|
4.000%, 01/15/2021 |
|
$ |
|
|
2,606 |
|
|
|
2,629 |
|
Republic of Philippines |
|
|
|
|
|
|
|
|
|
|
3.900%, 11/26/2022 |
|
PHP |
|
|
45,000 |
|
|
|
796 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,425 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Poland 4.0% |
|
|
|
|
|
|
|
|
|
|
Republic of Poland |
|
|
|
|
|
|
|
|
|
|
6.375%, 07/15/2019 |
|
$ |
|
|
3,449 |
|
|
|
3,516 |
|
Republic of Poland Government Bond |
|
|
|
|
|
|
|
|
|
|
3.250%, 07/25/2025 |
|
PLN |
|
|
28,521 |
|
|
|
7,942 |
|
2.750%, 04/25/2028 |
|
|
|
|
48,162 |
|
|
|
12,743 |
|
2.500%, 01/25/2023 |
|
|
|
|
41,804 |
|
|
|
11,329 |
|
2.500%, 04/25/2024 |
|
|
|
|
19,767 |
|
|
|
5,316 |
|
2.500%, 07/25/2026 |
|
|
|
|
24,565 |
|
|
|
6,470 |
|
2.500%, 07/25/2027 |
|
|
|
|
8,045 |
|
|
|
2,104 |
|
2.250%, 04/25/2022 |
|
|
|
|
18,867 |
|
|
|
5,083 |
|
2.000%, 04/25/2021 |
|
|
|
|
912 |
|
|
|
245 |
|
1.750%, 07/25/2021 |
|
|
|
|
7,410 |
|
|
|
1,977 |
|
1.554%, 07/25/2020 (C) |
|
|
|
|
10,140 |
|
|
|
2,643 |
|
Republic of Poland Government Bond, Ser 0922 |
|
|
|
|
|
|
|
|
|
|
5.750%, 09/23/2022 |
|
|
|
|
4,294 |
|
|
|
1,298 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
60,666 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Qatar 0.5% |
|
|
|
|
|
|
|
|
|
|
Qatar Government International Bond |
|
|
|
|
|
|
|
|
|
|
5.103%, 04/23/2048 |
|
$ |
|
|
4,847 |
|
|
|
5,090 |
|
5.103%, 04/23/2048 (A) |
|
|
|
|
320 |
|
|
|
336 |
|
4.500%, 04/23/2028 |
|
|
|
|
820 |
|
|
|
856 |
|
State of Qatar |
|
|
|
|
|
|
|
|
|
|
5.750%, 01/20/2042 (A) |
|
|
|
|
574 |
|
|
|
674 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,956 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Romania 0.9% |
|
|
|
|
|
|
|
|
|
|
Government of Romania MTN |
|
|
|
|
|
|
|
|
|
|
6.750%, 02/07/2022 |
|
|
|
|
1,498 |
|
|
|
1,610 |
|
Romanian Government International Bond |
|
|
|
|
|
|
|
|
|
|
5.800%, 07/26/2027 |
|
RON |
|
|
1,850 |
|
|
|
490 |
|
4.250%, 06/28/2023 |
|
|
|
|
20,305 |
|
|
|
4,945 |
|
3.500%, 12/19/2022 |
|
|
|
|
1,220 |
|
|
|
292 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
3.400%, 03/08/2022 |
|
RON |
|
|
14,000 |
|
|
$ |
3,357 |
|
3.250%, 04/29/2024 |
|
|
|
|
3,720 |
|
|
|
862 |
|
Romanian Government International Bond MTN |
|
|
|
|
|
|
|
|
|
|
3.875%, 10/29/2035 |
|
EUR |
|
|
1,430 |
|
|
|
1,590 |
|
2.500%, 02/08/2030 |
|
|
|
|
455 |
|
|
|
483 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,629 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Russia 4.5% |
|
|
|
|
|
|
|
|
|
|
Credit Bank of Moscow Via CBOM Finance |
|
|
|
|
|
|
|
|
|
|
5.875%, 11/07/2021 (A) |
|
$ |
|
|
1,116 |
|
|
|
1,095 |
|
GTH Finance BV |
|
|
|
|
|
|
|
|
|
|
7.250%, 04/26/2023 |
|
|
|
|
406 |
|
|
|
416 |
|
6.250%, 04/26/2020 |
|
|
|
|
580 |
|
|
|
587 |
|
GTLK Europe DAC |
|
|
|
|
|
|
|
|
|
|
5.950%, 07/19/2021 |
|
|
|
|
470 |
|
|
|
459 |
|
Petropavlovsk |
|
|
|
|
|
|
|
|
|
|
8.125%, 11/14/2022 (A) |
|
|
|
|
730 |
|
|
|
550 |
|
Ritekro (E) |
|
|
|
|
|
|
|
|
|
|
10.490%, 11/07/2022 (C) |
|
|
|
|
914 |
|
|
|
675 |
|
Rusal Capital DAC |
|
|
|
|
|
|
|
|
|
|
5.125%, 02/02/2022 |
|
|
|
|
860 |
|
|
|
645 |
|
Russian Federal Bond - OFZ |
|
|
|
|
|
|
|
|
|
|
8.500%, 09/17/2031 |
|
RUB |
|
|
48,298 |
|
|
|
694 |
|
8.150%, 02/03/2027 |
|
|
|
|
724,446 |
|
|
|
10,234 |
|
7.750%, 09/16/2026 |
|
|
|
|
364,450 |
|
|
|
5,040 |
|
7.700%, 03/23/2033 |
|
|
|
|
228,869 |
|
|
|
3,074 |
|
7.500%, 08/18/2021 |
|
|
|
|
21,285 |
|
|
|
304 |
|
7.100%, 10/16/2024 |
|
|
|
|
124,175 |
|
|
|
1,691 |
|
7.050%, 01/19/2028 |
|
|
|
|
1,249,180 |
|
|
|
16,377 |
|
7.000%, 08/16/2023 |
|
|
|
|
300,364 |
|
|
|
4,122 |
|
Russian Foreign Bond - Eurobond |
|
|
|
|
|
|
|
|
|
|
7.500%, 03/31/2030 |
|
$ |
|
|
43 |
|
|
|
46 |
|
5.875%, 09/16/2043 (B) |
|
|
|
|
2,200 |
|
|
|
2,316 |
|
5.625%, 04/04/2042 |
|
|
|
|
800 |
|
|
|
818 |
|
5.250%, 06/23/2047 |
|
|
|
|
2,600 |
|
|
|
2,425 |
|
4.750%, 05/27/2026 |
|
|
|
|
7,200 |
|
|
|
7,128 |
|
4.250%, 06/23/2027 |
|
|
|
|
1,600 |
|
|
|
1,521 |
|
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) (B) |
|
|
|
|
2,292 |
|
|
|
2,292 |
|
SCF Capital Designated Activity |
|
|
|
|
|
|
|
|
|
|
5.375%, 06/16/2023 (A) |
|
|
|
|
729 |
|
|
|
711 |
|
Serbia Treasury Bonds |
|
|
|
|
|
|
|
|
|
|
5.875%, 02/08/2028 |
|
RSD |
|
|
152,680 |
|
|
|
1,590 |
|
VEON Holdings BV |
|
|
|
|
|
|
|
|
|
|
7.504%, 03/01/2022 |
|
$ |
|
|
290 |
|
|
|
315 |
|
Vnesheconombank Via VEB Finance |
|
|
|
|
|
|
|
|
|
|
6.902%, 07/09/2020 |
|
|
|
|
1,310 |
|
|
|
1,338 |
|
6.800%, 11/22/2025 |
|
|
|
|
580 |
|
|
|
590 |
|
|
|
|
SEI Institutional International Trust /
Quarterly Report / December 31, 2018 |
|
9 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
6.800%, 11/22/2025 (A) |
|
$ |
|
|
150 |
|
|
$ |
153 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
67,206 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Saudi Arabia 0.7% |
|
|
|
|
|
|
|
|
|
|
Acwa Power Management And Investments One |
|
|
|
|
|
|
|
|
|
|
5.950%, 12/15/2039 (A) |
|
|
|
|
1,524 |
|
|
|
1,431 |
|
Saudi Government International Bond MTN |
|
|
|
|
|
|
|
|
|
|
5.000%, 04/17/2049 |
|
|
|
|
3,710 |
|
|
|
3,571 |
|
4.500%, 04/17/2030 |
|
|
|
|
4,681 |
|
|
|
4,651 |
|
4.500%, 10/26/2046 |
|
|
|
|
447 |
|
|
|
404 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,057 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Senegal 0.4% |
|
|
|
|
|
|
|
|
|
|
Senegal Government International Bond |
|
|
|
|
|
|
|
|
|
|
6.750%, 03/13/2048 (B) |
|
|
|
|
3,774 |
|
|
|
3,121 |
|
6.250%, 05/23/2033 (A) (B) |
|
|
|
|
910 |
|
|
|
782 |
|
4.750%, 03/13/2028 |
|
EUR |
|
|
1,383 |
|
|
|
1,454 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,357 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Serbia 0.4% |
|
|
|
|
|
|
|
|
|
|
Republic of Serbia |
|
|
|
|
|
|
|
|
|
|
7.250%, 09/28/2021 |
|
$ |
|
|
4,655 |
|
|
|
5,010 |
|
7.250%, 09/28/2021 (A) |
|
|
|
|
200 |
|
|
|
215 |
|
4.875%, 02/25/2020 |
|
|
|
|
200 |
|
|
|
202 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,427 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
South Africa 4.3% |
|
|
|
|
|
|
|
|
|
|
Eskom Holdings SOC |
|
|
|
|
|
|
|
|
|
|
7.125%, 02/11/2025 |
|
|
|
|
1,430 |
|
|
|
1,304 |
|
7.125%, 02/11/2025 (A) |
|
|
|
|
951 |
|
|
|
867 |
|
5.750%, 01/26/2021 |
|
|
|
|
1,070 |
|
|
|
1,008 |
|
Eskom Holdings SOC MTN |
|
|
|
|
|
|
|
|
|
|
8.450%, 08/10/2028 (A) |
|
|
|
|
1,909 |
|
|
|
1,796 |
|
7.500%, 09/15/2033 |
|
ZAR |
|
|
35,200 |
|
|
|
1,828 |
|
6.750%, 08/06/2023 |
|
$ |
|
|
510 |
|
|
|
465 |
|
6.350%, 08/10/2028 (A) |
|
|
|
|
322 |
|
|
|
310 |
|
Republic of South Africa |
|
|
|
|
|
|
|
|
|
|
10.500%, 12/21/2026 |
|
ZAR |
|
|
43,216 |
|
|
|
3,268 |
|
9.000%, 01/31/2040 |
|
|
|
|
90,887 |
|
|
|
5,802 |
|
8.875%, 02/28/2035 |
|
|
|
|
62,275 |
|
|
|
4,018 |
|
8.750%, 01/31/2044 |
|
|
|
|
42,248 |
|
|
|
2,612 |
|
8.750%, 02/28/2048 |
|
|
|
|
108,889 |
|
|
|
6,739 |
|
8.500%, 01/31/2037 |
|
|
|
|
42,699 |
|
|
|
2,637 |
|
8.250%, 03/31/2032 |
|
|
|
|
22,265 |
|
|
|
1,386 |
|
8.000%, 01/31/2030 |
|
|
|
|
60,830 |
|
|
|
3,825 |
|
7.000%, 02/28/2031 |
|
|
|
|
114,021 |
|
|
|
6,511 |
|
6.750%, 03/31/2021 |
|
|
|
|
10,939 |
|
|
|
753 |
|
6.300%, 06/22/2048 |
|
$ |
|
|
320 |
|
|
|
303 |
|
6.250%, 03/31/2036 |
|
ZAR |
|
|
75,201 |
|
|
|
3,732 |
|
5.875%, 09/16/2025 |
|
$ |
|
|
5,526 |
|
|
|
5,594 |
|
5.875%, 06/22/2030 |
|
|
|
|
2,680 |
|
|
|
2,613 |
|
5.650%, 09/27/2047 |
|
|
|
|
386 |
|
|
|
343 |
|
4.875%, 04/14/2026 |
|
|
|
|
3,468 |
|
|
|
3,296 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
4.850%, 09/27/2027 |
|
$ |
|
|
553 |
|
|
$ |
515 |
|
4.300%, 10/12/2028 |
|
|
|
|
563 |
|
|
|
501 |
|
SASOL Financing USA |
|
|
|
|
|
|
|
|
|
|
6.500%, 09/27/2028 |
|
|
|
|
687 |
|
|
|
687 |
|
5.875%, 03/27/2024 |
|
|
|
|
442 |
|
|
|
441 |
|
Transnet SOC MTN |
|
|
|
|
|
|
|
|
|
|
9.500%, 05/13/2021 (A) |
|
ZAR |
|
|
13,360 |
|
|
|
927 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
64,081 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Spain 0.2% |
|
|
|
|
|
|
|
|
|
|
AI Candelaria Spain SLU |
|
|
|
|
|
|
|
|
|
|
7.500%, 12/15/2028 (A) |
|
$ |
|
|
2,793 |
|
|
|
2,685 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Sri Lanka 1.4% |
|
|
|
|
|
|
|
|
|
|
Republic of Sri Lanka |
|
|
|
|
|
|
|
|
|
|
6.825%, 07/18/2026 (A) |
|
|
|
|
909 |
|
|
|
839 |
|
6.200%, 05/11/2027 |
|
|
|
|
1,093 |
|
|
|
962 |
|
5.875%, 07/25/2022 (A) |
|
|
|
|
1,755 |
|
|
|
1,641 |
|
Sri Lanka Government Bonds |
|
|
|
|
|
|
|
|
|
|
11.500%, 12/15/2021 |
|
LKR |
|
|
200,000 |
|
|
|
1,092 |
|
Sri Lanka Government International Bond |
|
|
|
|
|
|
|
|
|
|
11.750%, 06/15/2027 |
|
|
|
|
236,000 |
|
|
|
1,283 |
|
11.500%, 08/01/2026 |
|
|
|
|
6,000 |
|
|
|
32 |
|
6.850%, 11/03/2025 |
|
$ |
|
|
1,669 |
|
|
|
1,561 |
|
6.825%, 07/18/2026 |
|
|
|
|
500 |
|
|
|
461 |
|
6.750%, 04/18/2028 |
|
|
|
|
2,140 |
|
|
|
1,946 |
|
6.750%, 04/18/2028 (A) |
|
|
|
|
5,675 |
|
|
|
5,161 |
|
6.250%, 07/27/2021 |
|
|
|
|
1,834 |
|
|
|
1,765 |
|
5.875%, 07/25/2022 |
|
|
|
|
989 |
|
|
|
925 |
|
5.750%, 04/18/2023 (A) |
|
|
|
|
2,108 |
|
|
|
1,940 |
|
5.750%, 04/18/2023 |
|
|
|
|
1,252 |
|
|
|
1,152 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
20,760 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Supra-National 0.5% |
|
|
|
|
|
|
|
|
|
|
Banque Ouest Africaine de Developpement |
|
|
|
|
|
|
|
|
|
|
5.000%, 07/27/2027 (A) |
|
|
|
|
865 |
|
|
|
810 |
|
European Investment Bank MTN |
|
|
|
|
|
|
|
|
|
|
8.500%, 09/17/2024 |
|
ZAR |
|
|
9,200 |
|
|
|
646 |
|
7.200%, 07/09/2019 |
|
IDR |
|
|
31,560,000 |
|
|
|
2,183 |
|
Inter-American Development Bank MTN |
|
|
|
|
|
|
|
|
|
|
7.875%, 03/14/2023 |
|
|
|
|
50,880,000 |
|
|
|
3,525 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,164 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Thailand 3.5% |
|
|
|
|
|
|
|
|
|
|
Bank of Thailand Bill (C) |
|
|
|
|
|
|
|
|
|
|
1.765%, 12/06/2019 |
|
THB |
|
|
41,513 |
|
|
|
1,255 |
|
1.662%, 09/05/2019 |
|
|
|
|
19,560 |
|
|
|
594 |
|
1.466%, 06/06/2019 |
|
|
|
|
31,450 |
|
|
|
959 |
|
1.458%, 03/14/2019 |
|
|
|
|
24,500 |
|
|
|
750 |
|
1.456%, 02/28/2019 |
|
|
|
|
48,785 |
|
|
|
1,495 |
|
PTTEP Treasury Center |
|
|
|
|
|
|
|
|
|
|
4.875%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.177%, 12/18/2166 (A) |
|
$ |
|
|
652 |
|
|
|
649 |
|
|
|
|
10 |
|
SEI Institutional
International Trust / Quarterly Report / December 31, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
Thailand Government Bond |
|
|
|
|
|
|
|
|
|
|
5.670%, 03/13/2028 |
|
THB |
|
|
3,000 |
|
|
$ |
116 |
|
5.625%, 01/12/2019 |
|
|
|
|
30,489 |
|
|
|
937 |
|
4.875%, 06/22/2029 |
|
|
|
|
22,000 |
|
|
|
812 |
|
3.875%, 06/13/2019 |
|
|
|
|
141,276 |
|
|
|
4,381 |
|
3.775%, 06/25/2032 |
|
|
|
|
290,700 |
|
|
|
9,825 |
|
3.650%, 06/20/2031 |
|
|
|
|
84,500 |
|
|
|
2,831 |
|
3.625%, 06/16/2023 |
|
|
|
|
55,000 |
|
|
|
1,796 |
|
3.450%, 03/08/2019 |
|
|
|
|
11,285 |
|
|
|
348 |
|
3.400%, 06/17/2036 |
|
|
|
|
234,056 |
|
|
|
7,543 |
|
2.875%, 12/17/2028 |
|
|
|
|
250,555 |
|
|
|
7,938 |
|
2.875%, 06/17/2046 |
|
|
|
|
3,431 |
|
|
|
98 |
|
2.550%, 06/26/2020 |
|
|
|
|
40,000 |
|
|
|
1,243 |
|
2.400%, 12/17/2023 |
|
|
|
|
50,000 |
|
|
|
1,552 |
|
2.125%, 12/17/2026 |
|
|
|
|
203,948 |
|
|
|
6,120 |
|
1.875%, 06/17/2022 |
|
|
|
|
57,000 |
|
|
|
1,742 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
52,984 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Tunisia 0.3% |
|
|
|
|
|
|
|
|
|
|
Banque Centrale de Tunisie International Bond |
|
|
|
|
|
|
|
|
|
|
5.750%, 01/30/2025 |
|
$ |
|
|
2,482 |
|
|
|
2,082 |
|
5.625%, 02/17/2024 |
|
EUR |
|
|
1,850 |
|
|
|
1,910 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,992 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Turkey 5.0% |
|
|
|
|
|
|
|
|
|
|
Export Credit Bank of Turkey |
|
|
|
|
|
|
|
|
|
|
6.125%, 05/03/2024 (A) |
|
$ |
|
|
547 |
|
|
|
500 |
|
5.875%, 04/24/2019 (A) |
|
|
|
|
200 |
|
|
|
200 |
|
5.375%, 10/24/2023 (A) |
|
|
|
|
1,033 |
|
|
|
939 |
|
5.000%, 09/23/2021 (A) |
|
|
|
|
538 |
|
|
|
509 |
|
Export Credit Bank of Turkey MTN |
|
|
|
|
|
|
|
|
|
|
5.375%, 02/08/2021 (A) |
|
|
|
|
896 |
|
|
|
864 |
|
Republic of Turkey |
|
|
|
|
|
|
|
|
|
|
6.875%, 03/17/2036 |
|
|
|
|
1,020 |
|
|
|
955 |
|
6.000%, 01/14/2041 |
|
|
|
|
3,158 |
|
|
|
2,661 |
|
5.750%, 03/22/2024 |
|
|
|
|
333 |
|
|
|
322 |
|
5.125%, 03/25/2022 |
|
|
|
|
573 |
|
|
|
557 |
|
4.875%, 10/09/2026 |
|
|
|
|
1,327 |
|
|
|
1,175 |
|
4.250%, 04/14/2026 |
|
|
|
|
338 |
|
|
|
291 |
|
TC Ziraat Bankasi |
|
|
|
|
|
|
|
|
|
|
4.250%, 07/03/2019 (A) |
|
|
|
|
940 |
|
|
|
928 |
|
TC Ziraat Bankasi MTN |
|
|
|
|
|
|
|
|
|
|
5.125%, 05/03/2022 (A) |
|
|
|
|
1,063 |
|
|
|
973 |
|
5.125%, 09/29/2023 (A) |
|
|
|
|
655 |
|
|
|
578 |
|
4.750%, 04/29/2021 (A) |
|
|
|
|
561 |
|
|
|
529 |
|
Turkey Government Bond |
|
|
|
|
|
|
|
|
|
|
16.200%, 06/14/2023 |
|
TRY |
|
|
10,635 |
|
|
|
1,933 |
|
12.400%, 03/08/2028 |
|
|
|
|
7,087 |
|
|
|
1,112 |
|
12.200%, 01/18/2023 |
|
|
|
|
22,055 |
|
|
|
3,520 |
|
11.000%, 03/02/2022 |
|
|
|
|
34,649 |
|
|
|
5,458 |
|
11.000%, 02/24/2027 |
|
|
|
|
7,182 |
|
|
|
1,043 |
|
10.700%, 02/17/2021 |
|
|
|
|
6,560 |
|
|
|
1,064 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
10.700%, 08/17/2022 |
|
TRY |
|
|
26,936 |
|
|
$ |
4,120 |
|
10.600%, 02/11/2026 |
|
|
|
|
2,970 |
|
|
|
431 |
|
10.500%, 08/11/2027 |
|
|
|
|
50,795 |
|
|
|
7,094 |
|
10.400%, 03/20/2024 |
|
|
|
|
2,250 |
|
|
|
328 |
|
9.500%, 01/12/2022 |
|
|
|
|
13,693 |
|
|
|
2,069 |
|
9.400%, 07/08/2020 |
|
|
|
|
22,531 |
|
|
|
3,704 |
|
9.200%, 09/22/2021 |
|
|
|
|
9,387 |
|
|
|
1,447 |
|
9.000%, 07/24/2024 |
|
|
|
|
9,803 |
|
|
|
1,336 |
|
8.500%, 09/14/2022 |
|
|
|
|
4,534 |
|
|
|
658 |
|
7.400%, 02/05/2020 |
|
|
|
|
10,971 |
|
|
|
1,818 |
|
7.100%, 03/08/2023 |
|
|
|
|
66,544 |
|
|
|
8,756 |
|
3.000%, 08/02/2023 |
|
|
|
|
9,637 |
|
|
|
1,804 |
|
Turkey Government International Bond |
|
|
|
|
|
|
|
|
|
|
7.250%, 12/23/2023 |
|
$ |
|
|
2,943 |
|
|
|
3,021 |
|
7.000%, 03/11/2019 |
|
|
|
|
784 |
|
|
|
786 |
|
6.125%, 10/24/2028 |
|
|
|
|
1,850 |
|
|
|
1,723 |
|
5.750%, 05/11/2047 |
|
|
|
|
2,850 |
|
|
|
2,319 |
|
5.200%, 02/16/2026 |
|
EUR |
|
|
1,502 |
|
|
|
1,710 |
|
5.125%, 02/17/2028 |
|
$ |
|
|
4,574 |
|
|
|
4,004 |
|
Turkiye Garanti Bankasi |
|
|
|
|
|
|
|
|
|
|
6.125%, VAR USD Swap Semi 30/360 5 Year Curr+4.220%, 05/24/2027 (A) |
|
|
|
|
1,170 |
|
|
|
999 |
|
Yapi ve Kredi Bankasi MTN |
|
|
|
|
|
|
|
|
|
|
5.850%, 06/21/2024 (A) |
|
|
|
|
429 |
|
|
|
371 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
74,609 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Ukraine 2.4% |
|
|
|
|
|
|
|
|
|
|
Egypt Treasury Bills |
|
|
|
|
|
|
|
|
|
|
17.074%, 04/30/2019 (C) |
|
EGP |
|
|
28,850 |
|
|
|
1,512 |
|
Metinvest BV |
|
|
|
|
|
|
|
|
|
|
7.750%, 04/23/2023 (A) |
|
$ |
|
|
607 |
|
|
|
552 |
|
Ukraine Government International Bond |
|
|
|
|
|
|
|
|
|
|
9.750%, 11/01/2028 (A) |
|
|
|
|
2,091 |
|
|
|
1,959 |
|
9.750%, 11/01/2028 |
|
|
|
|
442 |
|
|
|
414 |
|
8.994%, 02/01/2024 (A) |
|
|
|
|
714 |
|
|
|
665 |
|
8.994%, 02/01/2024 |
|
|
|
|
256 |
|
|
|
239 |
|
7.750%, 09/01/2020 (A) |
|
|
|
|
477 |
|
|
|
460 |
|
7.750%, 09/01/2022 (A) |
|
|
|
|
1,123 |
|
|
|
1,029 |
|
7.750%, 09/01/2023 (A) |
|
|
|
|
1,438 |
|
|
|
1,293 |
|
7.750%, 09/01/2025 (A) |
|
|
|
|
1,796 |
|
|
|
1,555 |
|
7.750%, 09/01/2026 (A) |
|
|
|
|
3,595 |
|
|
|
3,061 |
|
7.750%, 09/01/2026 |
|
|
|
|
5,375 |
|
|
|
4,577 |
|
7.750%, 09/01/2027 (B) |
|
|
|
|
3,723 |
|
|
|
3,143 |
|
7.750%, 09/01/2027 (A) |
|
|
|
|
4,254 |
|
|
|
3,592 |
|
7.375%, 09/25/2032 |
|
|
|
|
2,206 |
|
|
|
1,750 |
|
7.375%, 09/25/2032 (A) |
|
|
|
|
4,697 |
|
|
|
3,726 |
|
3.112%, 05/31/2040 (A)(F) |
|
|
|
|
8,127 |
|
|
|
4,673 |
|
2.966%, 05/31/2040(F) |
|
|
|
|
710 |
|
|
|
408 |
|
Ukreximbank Via Biz Finance |
|
|
|
|
|
|
|
|
|
|
9.625%, 04/27/2022 (A) |
|
|
|
|
1,711 |
|
|
|
1,674 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
36,282 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional International Trust /
Quarterly Report / December 31, 2018 |
|
11 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
United Arab Emirates 0.6% |
|
Abu Dhabi Crude Oil Pipeline |
|
|
|
|
|
|
|
|
|
|
4.600%, 11/02/2047 |
|
$ |
|
|
1,860 |
|
|
$ |
1,816 |
|
4.600%, 11/02/2047 (A) |
|
|
|
|
2,793 |
|
|
|
2,727 |
|
3.650%, 11/02/2029 (A) |
|
|
|
|
1,037 |
|
|
|
983 |
|
Abu Dhabi Government International Bond |
|
|
|
|
|
|
|
|
|
|
3.125%, 10/11/2027 |
|
|
|
|
1,039 |
|
|
|
992 |
|
Emirate of Dubai Government International Bonds MTN |
|
|
|
|
|
|
|
|
|
|
5.250%, 01/30/2043 |
|
|
|
|
1,454 |
|
|
|
1,445 |
|
MDC-GMTN BV MTN |
|
|
|
|
|
|
|
|
|
|
4.500%, 11/07/2028 (A) |
|
|
|
|
548 |
|
|
|
561 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,524 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
United Kingdom 0.1% |
|
|
|
|
|
|
|
|
|
|
MARB BondCo |
|
|
|
|
|
|
|
|
|
|
6.875%, 01/19/2025 (A) |
|
|
|
|
269 |
|
|
|
249 |
|
Standard Chartered Bank MTN |
|
|
|
|
|
|
|
|
|
|
8.250%, 05/17/2029 (A) |
|
EUR |
|
|
10,744,000 |
|
|
|
764 |
|
Vedanta Resources |
|
|
|
|
|
|
|
|
|
|
6.375%, 07/30/2022 (A) |
|
$ |
|
|
216 |
|
|
|
193 |
|
6.125%, 08/09/2024 (A) |
|
|
|
|
301 |
|
|
|
250 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,456 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Uruguay 0.6% |
|
|
|
|
|
|
|
|
|
|
Republic of Uruguay |
|
|
|
|
|
|
|
|
|
|
5.100%, 06/18/2050 |
|
|
|
|
724 |
|
|
|
710 |
|
4.125%, 11/20/2045 |
|
|
|
|
346 |
|
|
|
309 |
|
Uruguay Government International Bond |
|
|
|
|
|
|
|
|
|
|
4.375%, 10/27/2027 |
|
|
|
|
7,773 |
|
|
|
7,775 |
|
Uruguay Monetary Regulation Bill |
|
|
|
|
|
|
|
|
|
|
10.132%, 02/08/2019 (C) |
|
UYU |
|
|
17,100 |
|
|
|
524 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,318 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Venezuela 0.7% |
|
|
|
|
|
|
|
|
|
|
Petroleos de Venezuela |
|
|
|
|
|
|
|
|
|
|
9.750%, 05/17/2035 (G) |
|
$ |
|
|
1,000 |
|
|
|
185 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
|
9.000%, 11/17/2021 (B)(G) |
|
$ |
|
|
4,300 |
|
|
$ |
791 |
|
6.000%, 05/16/2024 (G) |
|
|
|
|
8,092 |
|
|
|
1,194 |
|
6.000%, 05/16/2024 (G) |
|
|
|
|
7,785 |
|
|
|
1,148 |
|
6.000%, 11/15/2026 (G) |
|
|
|
|
12,668 |
|
|
|
1,869 |
|
5.500%, 04/12/2037 (G) |
|
|
|
|
1,740 |
|
|
|
261 |
|
5.375%, 04/12/2027 (G) |
|
|
|
|
4,563 |
|
|
|
661 |
|
Republic of Venezuela |
|
|
|
|
|
|
|
|
|
|
11.950%, 08/05/2031 (G) |
|
|
|
|
3,000 |
|
|
|
705 |
|
9.250%, 09/15/2027 (G) |
|
|
|
|
2,300 |
|
|
|
535 |
|
8.250%, 10/13/2024 (G) |
|
|
|
|
2,160 |
|
|
|
497 |
|
7.750%, 10/13/2019 (G) |
|
|
|
|
6,270 |
|
|
|
1,424 |
|
Venezuela Government International Bond |
|
|
|
|
|
|
|
|
|
|
9.250%, 05/07/2028 (G) |
|
|
|
|
2,941 |
|
|
|
669 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,939 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Zambia 0.4% |
|
|
|
|
|
|
|
|
|
|
Republic of Zambia |
|
|
|
|
|
|
|
|
|
|
8.970%, 07/30/2027 |
|
|
|
|
4,401 |
|
|
|
3,279 |
|
8.500%, 04/14/2024 (A) |
|
|
|
|
2,204 |
|
|
|
1,642 |
|
5.375%, 09/20/2022 (A) |
|
|
|
|
105 |
|
|
|
75 |
|
Zambia Government International Bond |
|
|
|
|
|
|
|
|
|
|
5.375%, 09/20/2022 |
|
|
|
|
1,495 |
|
|
|
1,069 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,065 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Global Bonds (Cost $1,567,951) ($ Thousands) |
|
|
|
1,447,195 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares |
|
|
|
|
|
AFFILIATED PARTNERSHIP 1.6% |
|
|
|
|
|
SEI Liquidity Fund, L.P. |
|
|
|
|
|
|
|
|
|
|
2.200%
**(H) |
|
|
|
|
23,424,238 |
|
|
|
23,420 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Affiliated Partnership (Cost $23,424) ($ Thousands) |
|
|
|
|
|
|
|
|
23,420 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities 98.1% (Cost $1,591,375) ($ Thousands) |
|
|
$ |
1,470,615 |
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at December 31, 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 |
|
|
(196) |
|
|
|
Mar-2019 |
|
|
$ |
(36,102 |
) |
|
$ |
(36,642 |
) |
|
$ |
(221 |
) |
Euro-Buxl 30 Year Bond |
|
|
(21) |
|
|
|
Mar-2019 |
|
|
|
(4,267 |
) |
|
|
(4,336 |
) |
|
|
(38 |
) |
R186 Bond Future |
|
|
823 |
|
|
|
Feb-2019 |
|
|
|
6,527 |
|
|
|
6,316 |
|
|
|
25 |
|
R2032 Bond Future |
|
|
490 |
|
|
|
Feb-2019 |
|
|
|
3,174 |
|
|
|
3,163 |
|
|
|
38 |
|
R2035 Bond Future |
|
|
164 |
|
|
|
Feb-2019 |
|
|
|
1,044 |
|
|
|
1,102 |
|
|
|
46 |
|
R2040 Bond Future |
|
|
930 |
|
|
|
Feb-2019 |
|
|
|
5,587 |
|
|
|
5,958 |
|
|
|
302 |
|
R209 Bond Future |
|
|
1,148 |
|
|
|
Feb-2019 |
|
|
|
5,806 |
|
|
|
5,870 |
|
|
|
48 |
|
U.S. 10-Year Treasury Note |
|
|
238 |
|
|
|
Mar-2019 |
|
|
|
28,339 |
|
|
|
29,040 |
|
|
|
700 |
|
U.S. Ultra Long Treasury Bond |
|
|
24 |
|
|
|
Mar-2019 |
|
|
|
3,712 |
|
|
|
3,856 |
|
|
|
144 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
13,820 |
|
|
$ |
14,327 |
|
|
$ |
1,044 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12 |
|
SEI Institutional
International Trust / Quarterly Report / December 31, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
Emerging Markets Debt Fund (Continued)
A list of the open forward foreign currency contracts held by the Fund at December 31, 2018, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver (Thousands) |
|
|
|
|
Currency to Receive (Thousands) |
|
|
Unrealized Appreciation (Depreciation) (Thousands) |
Barclays PLC |
|
|
03/20/19 |
|
|
IDR |
|
|
13,633,312 |
|
|
USD |
|
|
923 |
|
|
$ |
(15 |
) |
Citigroup |
|
|
01/04/19 |
|
|
USD |
|
|
1,060 |
|
|
EUR |
|
|
934 |
|
|
|
8 |
|
Citigroup |
|
|
01/04/19 |
|
|
EUR |
|
|
4,858 |
|
|
USD |
|
|
5,544 |
|
|
|
(9 |
) |
Citigroup |
|
|
01/09/19 |
|
|
TWD |
|
|
371,326 |
|
|
USD |
|
|
12,254 |
|
|
|
149 |
|
Citigroup |
|
|
01/14/19 |
|
|
THB |
|
|
37,285 |
|
|
USD |
|
|
1,135 |
|
|
|
(10 |
) |
Citigroup |
|
|
01/15/19 |
|
|
USD |
|
|
3,136 |
|
|
BRL |
|
|
12,203 |
|
|
|
10 |
|
Citigroup |
|
|
03/15/19 |
|
|
USD |
|
|
1,482 |
|
|
BRL |
|
|
5,700 |
|
|
|
(18 |
) |
Citigroup |
|
|
01/15/19 |
|
|
BRL |
|
|
7,045 |
|
|
USD |
|
|
1,881 |
|
|
|
65 |
|
Citigroup |
|
|
01/15/19 |
|
|
EUR |
|
|
19,065 |
|
|
PLN |
|
|
82,511 |
|
|
|
155 |
|
Citigroup |
|
|
01/15/19 |
|
|
PLN |
|
|
24,769 |
|
|
EUR |
|
|
5,730 |
|
|
|
(39 |
) |
Citigroup |
|
|
01/18/19 |
|
|
USD |
|
|
1,652 |
|
|
COP |
|
|
5,252,603 |
|
|
|
(35 |
) |
Citigroup |
|
|
01/18/19 |
|
|
ARS |
|
|
43,517 |
|
|
USD |
|
|
1,108 |
|
|
|
(22 |
) |
Citigroup |
|
|
01/18/19 - 03/20/19 |
|
|
COP |
|
|
36,183,109 |
|
|
USD |
|
|
11,339 |
|
|
|
224 |
|
Citigroup |
|
|
01/22/19 |
|
|
USD |
|
|
4,581 |
|
|
CLP |
|
|
3,147,978 |
|
|
|
(41 |
) |
Citigroup |
|
|
01/23/19 |
|
|
USD |
|
|
7,636 |
|
|
HUF |
|
|
2,131,810 |
|
|
|
(27 |
) |
Citigroup |
|
|
01/23/19 |
|
|
HUF |
|
|
94,994 |
|
|
EUR |
|
|
292 |
|
|
|
(5 |
) |
Citigroup |
|
|
01/23/19 |
|
|
HUF |
|
|
125,807 |
|
|
USD |
|
|
444 |
|
|
|
(5 |
) |
Citigroup |
|
|
01/24/19 - 03/20/19 |
|
|
TRY |
|
|
37,078 |
|
|
USD |
|
|
6,453 |
|
|
|
(299 |
) |
Citigroup |
|
|
01/29/19 |
|
|
EUR |
|
|
1,920 |
|
|
HUF |
|
|
622,218 |
|
|
|
22 |
|
Citigroup |
|
|
02/04/19 -03/20/19 |
|
|
USD |
|
|
21,396 |
|
|
THB |
|
|
699,459 |
|
|
|
125 |
|
Citigroup |
|
|
02/11/19 - 03/20/19 |
|
|
ZAR |
|
|
5,220 |
|
|
USD |
|
|
364 |
|
|
|
3 |
|
Citigroup |
|
|
03/01/19 - 03/07/19 |
|
|
EUR |
|
|
10,670 |
|
|
RON |
|
|
51,109 |
|
|
|
283 |
|
Citigroup |
|
|
03/01/19 - 03/07/19 |
|
|
RON |
|
|
33,232 |
|
|
EUR |
|
|
6,990 |
|
|
|
(126 |
) |
Citigroup |
|
|
03/06/19 |
|
|
USD |
|
|
8,485 |
|
|
RUB |
|
|
572,655 |
|
|
|
(300 |
) |
Citigroup |
|
|
03/20/19 |
|
|
USD |
|
|
3,563 |
|
|
PEN |
|
|
12,042 |
|
|
|
(6 |
) |
Citigroup |
|
|
03/20/19 |
|
|
USD |
|
|
4,554 |
|
|
KZT |
|
|
1,722,106 |
|
|
|
(131 |
) |
Citigroup |
|
|
03/20/19 |
|
|
PLN |
|
|
5,000 |
|
|
USD |
|
|
1,334 |
|
|
|
|
|
Citigroup |
|
|
03/20/19 |
|
|
USD |
|
|
6,225 |
|
|
ZAR |
|
|
90,340 |
|
|
|
|
|
Citigroup |
|
|
03/20/19 - 04/03/19 |
|
|
USD |
|
|
7,915 |
|
|
MXN |
|
|
159,211 |
|
|
|
59 |
|
Citigroup |
|
|
03/20/19 |
|
|
USD |
|
|
15,066 |
|
|
CZK |
|
|
342,214 |
|
|
|
180 |
|
Citigroup |
|
|
03/20/19 |
|
|
CZK |
|
|
22,689 |
|
|
USD |
|
|
1,011 |
|
|
|
|
|
Citigroup |
|
|
03/20/19 - 04/03/19 |
|
|
MXN |
|
|
173,870 |
|
|
USD |
|
|
8,656 |
|
|
|
(52 |
) |
Citigroup |
|
|
03/20/19 |
|
|
PHP |
|
|
406,931 |
|
|
USD |
|
|
7,597 |
|
|
|
(129 |
) |
Citigroup |
|
|
03/20/19 |
|
|
INR |
|
|
574,020 |
|
|
USD |
|
|
7,859 |
|
|
|
(329 |
) |
Citigroup |
|
|
10/18/19 |
|
|
USD |
|
|
511 |
|
|
CNY |
|
|
3,586 |
|
|
|
10 |
|
Goldman Sachs |
|
|
01/04/19 - 03/20/19 |
|
|
USD |
|
|
34,386 |
|
|
EUR |
|
|
30,160 |
|
|
|
110 |
|
Goldman Sachs |
|
|
01/04/19 - 03/20/19 |
|
|
EUR |
|
|
34,871 |
|
|
USD |
|
|
39,830 |
|
|
|
(133 |
) |
Goldman Sachs |
|
|
01/14/19 |
|
|
MYR |
|
|
2,437 |
|
|
USD |
|
|
585 |
|
|
|
(5 |
) |
Goldman Sachs |
|
|
01/15/19 |
|
|
EUR |
|
|
2,313 |
|
|
PLN |
|
|
10,018 |
|
|
|
21 |
|
Goldman Sachs |
|
|
01/15/19 |
|
|
USD |
|
|
12,715 |
|
|
BRL |
|
|
50,492 |
|
|
|
303 |
|
Goldman Sachs |
|
|
01/15/19 |
|
|
PLN |
|
|
19,934 |
|
|
EUR |
|
|
4,635 |
|
|
|
(4 |
) |
Goldman Sachs |
|
|
03/06/19 |
|
|
BRL |
|
|
18,214 |
|
|
USD |
|
|
4,688 |
|
|
|
10 |
|
Goldman Sachs |
|
|
01/15/19 |
|
|
BRL |
|
|
3,141 |
|
|
USD |
|
|
779 |
|
|
|
(30 |
) |
Goldman Sachs |
|
|
01/16/19 |
|
|
USD |
|
|
3,610 |
|
|
EGP |
|
|
68,960 |
|
|
|
227 |
|
Goldman Sachs |
|
|
01/16/19 |
|
|
EGP |
|
|
68,960 |
|
|
USD |
|
|
3,666 |
|
|
|
(172 |
) |
Goldman Sachs |
|
|
01/18/19 |
|
|
USD |
|
|
1,517 |
|
|
COP |
|
|
4,826,196 |
|
|
|
(31 |
) |
Goldman Sachs |
|
|
01/18/19 |
|
|
USD |
|
|
2,625 |
|
|
JPY |
|
|
296,429 |
|
|
|
80 |
|
Goldman Sachs |
|
|
01/18/19 |
|
|
ARS |
|
|
89,322 |
|
|
USD |
|
|
2,271 |
|
|
|
(49 |
) |
Goldman Sachs |
|
|
01/18/19 - 03/20/19 |
|
|
COP |
|
|
14,576,726 |
|
|
USD |
|
|
4,545 |
|
|
|
61 |
|
|
|
|
SEI Institutional International Trust /
Quarterly Report / December 31, 2018 |
|
13 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver (Thousands) |
|
|
|
|
Currency to Receive (Thousands) |
|
|
Unrealized Appreciation (Depreciation) (Thousands) |
Goldman Sachs |
|
|
01/22/19 - 03/20/19 |
|
|
USD |
|
|
11,052 |
|
|
CLP |
|
|
7,576,428 |
|
|
$ |
(118 |
) |
Goldman Sachs |
|
|
01/23/19 - 01/29/19 |
|
|
HUF |
|
|
562,350 |
|
|
EUR |
|
|
1,733 |
|
|
|
(23 |
) |
Goldman Sachs |
|
|
01/29/19 |
|
|
EUR |
|
|
5,062 |
|
|
HUF |
|
|
1,638,379 |
|
|
|
53 |
|
Goldman Sachs |
|
|
01/29/19 - 04/03/19 |
|
|
USD |
|
|
24,926 |
|
|
MXN |
|
|
507,756 |
|
|
|
608 |
|
Goldman Sachs |
|
|
01/31/19 - 03/20/19 |
|
|
USD |
|
|
5,161 |
|
|
KZT |
|
|
1,917,992 |
|
|
|
(219 |
) |
Goldman Sachs |
|
|
02/04/19 |
|
|
THB |
|
|
90,200 |
|
|
USD |
|
|
2,755 |
|
|
|
(17 |
) |
Goldman Sachs |
|
|
02/06/19 |
|
|
USD |
|
|
2,623 |
|
|
AUD |
|
|
3,617 |
|
|
|
(76 |
) |
Goldman Sachs |
|
|
02/06/19 |
|
|
AUD |
|
|
3,617 |
|
|
USD |
|
|
2,671 |
|
|
|
124 |
|
Goldman Sachs |
|
|
02/11/19 - 10/18/19 |
|
|
USD |
|
|
5,345 |
|
|
CNY |
|
|
37,103 |
|
|
|
49 |
|
Goldman Sachs |
|
|
02/11/19 - 03/20/19 |
|
|
USD |
|
|
15,999 |
|
|
ZAR |
|
|
222,959 |
|
|
|
(630 |
) |
Goldman Sachs |
|
|
02/11/19 |
|
|
ZAR |
|
|
20,084 |
|
|
USD |
|
|
1,422 |
|
|
|
32 |
|
Goldman Sachs |
|
|
02/19/19 |
|
|
IDR |
|
|
18,052,779 |
|
|
USD |
|
|
1,227 |
|
|
|
(19 |
) |
Goldman Sachs |
|
|
03/06/19 |
|
|
USD |
|
|
2,511 |
|
|
RUB |
|
|
168,209 |
|
|
|
(107 |
) |
Goldman Sachs |
|
|
03/06/19 - 03/20/19 |
|
|
RUB |
|
|
645,623 |
|
|
USD |
|
|
9,634 |
|
|
|
420 |
|
Goldman Sachs |
|
|
03/07/19 |
|
|
EUR |
|
|
650 |
|
|
RON |
|
|
3,071 |
|
|
|
7 |
|
Goldman Sachs |
|
|
03/11/19 - 03/20/19 |
|
|
USD |
|
|
5,242 |
|
|
TRY |
|
|
31,017 |
|
|
|
380 |
|
Goldman Sachs |
|
|
03/11/19 |
|
|
TRY |
|
|
36,401 |
|
|
USD |
|
|
6,450 |
|
|
|
(160 |
) |
Goldman Sachs |
|
|
03/20/19 |
|
|
USD |
|
|
558 |
|
|
CZK |
|
|
12,610 |
|
|
|
4 |
|
Goldman Sachs |
|
|
03/20/19 |
|
|
USD |
|
|
6,907 |
|
|
IDR |
|
|
99,886,450 |
|
|
|
(39 |
) |
Goldman Sachs |
|
|
03/20/19 |
|
|
USD |
|
|
7,948 |
|
|
KRW |
|
|
8,830,200 |
|
|
|
(1 |
) |
Goldman Sachs |
|
|
03/20/19 |
|
|
USD |
|
|
10,250 |
|
|
RON |
|
|
42,240 |
|
|
|
113 |
|
Goldman Sachs |
|
|
03/20/19 |
|
|
PLN |
|
|
20,050 |
|
|
USD |
|
|
5,327 |
|
|
|
(22 |
) |
Goldman Sachs |
|
|
03/20/19 - 04/03/19 |
|
|
MXN |
|
|
228,669 |
|
|
USD |
|
|
11,329 |
|
|
|
(125 |
) |
Goldman Sachs |
|
|
03/20/19 |
|
|
PHP |
|
|
368,438 |
|
|
USD |
|
|
6,946 |
|
|
|
(48 |
) |
Goldman Sachs |
|
|
08/21/19 - 11/20/19 |
|
|
NGN |
|
|
1,019,033 |
|
|
USD |
|
|
2,590 |
|
|
|
(62 |
) |
JPMorgan Chase Bank |
|
|
01/04/19 |
|
|
USD |
|
|
1,571 |
|
|
EUR |
|
|
1,384 |
|
|
|
12 |
|
JPMorgan Chase Bank |
|
|
03/05/19 |
|
|
EUR |
|
|
18,620 |
|
|
USD |
|
|
21,408 |
|
|
|
17 |
|
JPMorgan Chase Bank |
|
|
01/04/19 |
|
|
EUR |
|
|
11,444 |
|
|
USD |
|
|
13,052 |
|
|
|
(31 |
) |
JPMorgan Chase Bank |
|
|
01/09/19 |
|
|
USD |
|
|
12,113 |
|
|
TWD |
|
|
371,326 |
|
|
|
(8 |
) |
JPMorgan Chase Bank |
|
|
01/11/19 |
|
|
USD |
|
|
2,922 |
|
|
EUR |
|
|
2,553 |
|
|
|
(1 |
) |
JPMorgan Chase Bank |
|
|
01/11/19 |
|
|
EUR |
|
|
40,698 |
|
|
USD |
|
|
46,682 |
|
|
|
126 |
|
JPMorgan Chase Bank |
|
|
01/14/19 - 02/11/19 |
|
|
USD |
|
|
5,125 |
|
|
THB |
|
|
168,698 |
|
|
|
59 |
|
JPMorgan Chase Bank |
|
|
01/14/19 - 02/04/19 |
|
|
THB |
|
|
97,576 |
|
|
USD |
|
|
2,980 |
|
|
|
(18 |
) |
JPMorgan Chase Bank |
|
|
01/15/19 |
|
|
USD |
|
|
3,921 |
|
|
BRL |
|
|
14,629 |
|
|
|
(149 |
) |
JPMorgan Chase Bank |
|
|
01/15/19 |
|
|
EUR |
|
|
4,577 |
|
|
PLN |
|
|
19,711 |
|
|
|
11 |
|
JPMorgan Chase Bank |
|
|
01/15/19 |
|
|
BRL |
|
|
14,090 |
|
|
USD |
|
|
3,766 |
|
|
|
133 |
|
JPMorgan Chase Bank |
|
|
01/15/19 - 02/07/19 |
|
|
PLN |
|
|
76,442 |
|
|
EUR |
|
|
17,726 |
|
|
|
(51 |
) |
JPMorgan Chase Bank |
|
|
01/18/19 |
|
|
USD |
|
|
901 |
|
|
CLP |
|
|
610,291 |
|
|
|
(21 |
) |
JPMorgan Chase Bank |
|
|
01/18/19 |
|
|
USD |
|
|
1,746 |
|
|
COP |
|
|
5,516,865 |
|
|
|
(47 |
) |
JPMorgan Chase Bank |
|
|
01/18/19 |
|
|
USD |
|
|
2,303 |
|
|
PHP |
|
|
122,174 |
|
|
|
22 |
|
JPMorgan Chase Bank |
|
|
01/18/19 |
|
|
USD |
|
|
4,182 |
|
|
IDR |
|
|
61,397,854 |
|
|
|
76 |
|
JPMorgan Chase Bank |
|
|
01/18/19 - 02/20/19 |
|
|
USD |
|
|
4,946 |
|
|
ARS |
|
|
197,836 |
|
|
|
90 |
|
JPMorgan Chase Bank |
|
|
01/18/19 |
|
|
PEN |
|
|
15,488 |
|
|
USD |
|
|
4,587 |
|
|
|
4 |
|
JPMorgan Chase Bank |
|
|
01/18/19 |
|
|
THB |
|
|
87,059 |
|
|
USD |
|
|
2,654 |
|
|
|
(21 |
) |
JPMorgan Chase Bank |
|
|
01/18/19 - 03/06/19 |
|
|
BRL |
|
|
106,641 |
|
|
USD |
|
|
27,190 |
|
|
|
(250 |
) |
JPMorgan Chase Bank |
|
|
01/18/19 |
|
|
RUB |
|
|
175,446 |
|
|
USD |
|
|
2,629 |
|
|
|
106 |
|
JPMorgan Chase Bank |
|
|
01/18/19 |
|
|
COP |
|
|
18,461,483 |
|
|
USD |
|
|
5,794 |
|
|
|
109 |
|
JPMorgan Chase Bank |
|
|
01/22/19 - 04/03/19 |
|
|
MXN |
|
|
351,191 |
|
|
USD |
|
|
17,467 |
|
|
|
(187 |
) |
JPMorgan Chase Bank |
|
|
01/31/19 |
|
|
IDR |
|
|
13,370,393 |
|
|
USD |
|
|
928 |
|
|
|
3 |
|
JPMorgan Chase Bank |
|
|
02/01/19 |
|
|
USD |
|
|
1,126 |
|
|
TRY |
|
|
6,473 |
|
|
|
71 |
|
|
|
|
14 |
|
SEI Institutional
International Trust / Quarterly Report / December 31, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver (Thousands) |
|
|
|
|
Currency to Receive (Thousands) |
|
|
Unrealized Appreciation (Depreciation) (Thousands) |
JPMorgan Chase Bank |
|
|
02/01/19 |
|
|
USD |
|
|
1,903 |
|
|
ZAR |
|
|
28,073 |
|
|
$ |
43 |
|
JPMorgan Chase Bank |
|
|
02/01/19 |
|
|
USD |
|
|
3,635 |
|
|
HUF |
|
|
1,030,728 |
|
|
|
48 |
|
JPMorgan Chase Bank |
|
|
02/01/19 |
|
|
TRY |
|
|
8,524 |
|
|
USD |
|
|
1,513 |
|
|
|
(64 |
) |
JPMorgan Chase Bank |
|
|
02/01/19 |
|
|
USD |
|
|
9,025 |
|
|
RON |
|
|
37,074 |
|
|
|
77 |
|
JPMorgan Chase Bank |
|
|
02/01/19 |
|
|
USD |
|
|
10,255 |
|
|
PLN |
|
|
38,926 |
|
|
|
115 |
|
JPMorgan Chase Bank |
|
|
02/11/19 |
|
|
ZAR |
|
|
4,003 |
|
|
USD |
|
|
290 |
|
|
|
14 |
|
JPMorgan Chase Bank |
|
|
02/01/19 |
|
|
ZAR |
|
|
9,798 |
|
|
USD |
|
|
670 |
|
|
|
(8 |
) |
JPMorgan Chase Bank |
|
|
02/01/19 - 03/20/19 |
|
|
USD |
|
|
8,364 |
|
|
MXN |
|
|
171,514 |
|
|
|
267 |
|
JPMorgan Chase Bank |
|
|
04/03/19 |
|
|
USD |
|
|
9,245 |
|
|
MXN |
|
|
181,546 |
|
|
|
(155 |
) |
JPMorgan Chase Bank |
|
|
02/01/19 |
|
|
HUF |
|
|
1,076,638 |
|
|
USD |
|
|
3,821 |
|
|
|
(25 |
) |
JPMorgan Chase Bank |
|
|
02/06/19 |
|
|
AUD |
|
|
3,653 |
|
|
USD |
|
|
2,597 |
|
|
|
24 |
|
JPMorgan Chase Bank |
|
|
02/07/19 |
|
|
USD |
|
|
98 |
|
|
KRW |
|
|
110,100 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
02/11/19 - 10/18/19 |
|
|
CNY |
|
|
40,706 |
|
|
USD |
|
|
5,837 |
|
|
|
(81 |
) |
JPMorgan Chase Bank |
|
|
02/19/19 |
|
|
USD |
|
|
317 |
|
|
IDR |
|
|
4,603,649 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
03/05/19 |
|
|
USD |
|
|
4,490 |
|
|
PEN |
|
|
15,238 |
|
|
|
13 |
|
JPMorgan Chase Bank |
|
|
03/05/19 |
|
|
PEN |
|
|
4,592 |
|
|
USD |
|
|
1,360 |
|
|
|
3 |
|
JPMorgan Chase Bank |
|
|
03/07/19 |
|
|
RON |
|
|
38,987 |
|
|
EUR |
|
|
8,251 |
|
|
|
(85 |
) |
JPMorgan Chase Bank |
|
|
03/20/19 |
|
|
USD |
|
|
9,802 |
|
|
CNY |
|
|
67,049 |
|
|
|
(51 |
) |
JPMorgan Chase Bank |
|
|
03/20/19 |
|
|
TWD |
|
|
590,360 |
|
|
USD |
|
|
19,380 |
|
|
|
(90 |
) |
JPMorgan Chase Bank |
|
|
03/22/19 |
|
|
EUR |
|
|
3,960 |
|
|
CZK |
|
|
102,689 |
|
|
|
19 |
|
JPMorgan Chase Bank |
|
|
10/19/20 |
|
|
USD |
|
|
208 |
|
|
UYU |
|
|
7,800 |
|
|
|
16 |
|
Merrill Lynch |
|
|
03/20/19 |
|
|
USD |
|
|
12,192 |
|
|
PLN |
|
|
46,293 |
|
|
|
158 |
|
Merrill Lynch |
|
|
03/20/19 |
|
|
ILS |
|
|
27,388 |
|
|
USD |
|
|
7,314 |
|
|
|
(62 |
) |
Merrill Lynch |
|
|
03/20/19 |
|
|
ZAR |
|
|
31,541 |
|
|
USD |
|
|
2,209 |
|
|
|
36 |
|
Merrill Lynch |
|
|
03/20/19 |
|
|
MXN |
|
|
34,857 |
|
|
USD |
|
|
1,752 |
|
|
|
3 |
|
Standard Bank |
|
|
01/04/19 |
|
|
EUR |
|
|
230 |
|
|
USD |
|
|
261 |
|
|
|
(1 |
) |
Standard Bank |
|
|
01/16/19 - 03/20/19 |
|
|
GHS |
|
|
16,300 |
|
|
USD |
|
|
3,236 |
|
|
|
(80 |
) |
Standard Bank |
|
|
01/18/19 |
|
|
USD |
|
|
5,400 |
|
|
COP |
|
|
17,210,326 |
|
|
|
(100 |
) |
Standard Bank |
|
|
01/23/19 |
|
|
USD |
|
|
2,906 |
|
|
MYR |
|
|
12,125 |
|
|
|
31 |
|
Standard Bank |
|
|
01/23/19 - 03/04/19 |
|
|
MYR |
|
|
56,724 |
|
|
USD |
|
|
13,559 |
|
|
|
(183 |
) |
Standard Bank |
|
|
02/19/19 |
|
|
USD |
|
|
182 |
|
|
IDR |
|
|
2,663,900 |
|
|
|
2 |
|
Standard Bank |
|
|
02/19/19 - 03/20/19 |
|
|
IDR |
|
|
67,991,339 |
|
|
USD |
|
|
4,603 |
|
|
|
(73 |
) |
Standard Bank |
|
|
03/15/19 |
|
|
BRL |
|
|
2,950 |
|
|
USD |
|
|
765 |
|
|
|
8 |
|
Standard Bank |
|
|
03/20/19 |
|
|
PHP |
|
|
3,653 |
|
|
USD |
|
|
68 |
|
|
|
(1 |
) |
Standard Bank |
|
|
03/20/19 |
|
|
USD |
|
|
8,083 |
|
|
INR |
|
|
574,020 |
|
|
|
106 |
|
Standard Bank |
|
|
08/21/19 - 11/20/19 |
|
|
NGN |
|
|
2,032,073 |
|
|
USD |
|
|
5,224 |
|
|
|
(63 |
) |
State Street |
|
|
01/15/19 |
|
|
EUR |
|
|
2,321 |
|
|
PLN |
|
|
10,018 |
|
|
|
12 |
|
State Street |
|
|
01/15/19 |
|
|
PLN |
|
|
2,422 |
|
|
EUR |
|
|
561 |
|
|
|
(3 |
) |
State Street |
|
|
03/05/19 |
|
|
USD |
|
|
2,599 |
|
|
EUR |
|
|
2,268 |
|
|
|
6 |
|
State Street |
|
|
04/03/19 |
|
|
USD |
|
|
3,052 |
|
|
MXN |
|
|
63,544 |
|
|
|
130 |
|
State Street |
|
|
04/03/19 |
|
|
MXN |
|
|
29,392 |
|
|
USD |
|
|
1,409 |
|
|
|
(63 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
207 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of open OTC swap agreements held by the Fund at December 31, 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 |
|
0.845% |
|
6-MONTH HUF - BUBOR |
|
Semi-Annually |
|
10/10/2019 |
|
HUF |
|
|
3,000,000 |
|
|
$ |
(56 |
) |
|
$ |
|
|
|
$ |
(56 |
) |
Goldman Sachs |
|
1-DAY BRL - CETIP |
|
8.22% |
|
Annually |
|
01/02/2020 |
|
BRL |
|
|
4,194 |
|
|
|
37 |
|
|
|
|
|
|
|
37 |
|
|
|
|
SEI Institutional International Trust /
Quarterly Report / December 31, 2018 |
|
15 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 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) |
|
JPMorgan Chase |
|
1-DAY BRL - CETIP |
|
11.46% |
|
Annually |
|
01/02/2020 |
|
BRL |
|
|
3,649 |
|
|
$ |
53 |
|
|
$ |
|
|
|
$ |
53 |
|
JPMorgan Chase |
|
1-DAY BRL - CETIP |
|
12.130% |
|
Annually |
|
01/02/2020 |
|
BRL |
|
|
3,480 |
|
|
|
56 |
|
|
|
|
|
|
|
56 |
|
JPMorgan Chase |
|
1-DAY BRL - CETIP |
|
12.130% |
|
Annually |
|
01/02/2020 |
|
BRL |
|
|
5,738 |
|
|
|
92 |
|
|
|
|
|
|
|
92 |
|
Goldman Sachs |
|
3-MONTH MOSCOW PRIME OFFERED RATE - RUB |
|
6.78% |
|
Annually |
|
02/22/2020 |
|
RUB |
|
|
1,080,956 |
|
|
|
(416 |
) |
|
|
|
|
|
|
(416 |
) |
Goldman Sachs |
|
0.585% |
|
6-MONTH CZK - PRIBOR |
|
Semi-Annually |
|
03/13/2020 |
|
CZK |
|
|
25,000 |
|
|
|
14 |
|
|
|
|
|
|
|
14 |
|
Goldman Sachs |
|
3-MONTH MOSCOW PRIME OFFERED RATE - RUB |
|
6.53% |
|
Annually |
|
03/27/2020 |
|
RUB |
|
|
1,400,000 |
|
|
|
(599 |
) |
|
|
|
|
|
|
(599 |
) |
JPMorgan Chase |
|
0.6925% |
|
6-MONTH HUF - BUBOR |
|
Semi-Annually |
|
04/20/2020 |
|
HUF |
|
|
1,750,000 |
|
|
|
(35 |
) |
|
|
|
|
|
|
(35 |
) |
JPMorgan Chase |
|
1-DAY COP - COLUMBIA IBR OVERNIGHT INTERBANK |
|
5.43% |
|
Annually |
|
07/17/2020 |
|
COP |
|
|
13,194,199 |
|
|
|
29 |
|
|
|
|
|
|
|
29 |
|
Goldman Sachs |
|
0.565% |
|
3-MONTH TELBOR |
|
Quarterly |
|
11/26/2020 |
|
ILS |
|
|
50,000 |
|
|
|
33 |
|
|
|
|
|
|
|
33 |
|
Citibank |
|
0.72% |
|
3-MONTH TELBOR |
|
Quarterly |
|
12/12/2020 |
|
ILS |
|
|
49,712 |
|
|
|
2 |
|
|
|
|
|
|
|
2 |
|
Goldman Sachs |
|
1-DAY BRL - CETIP |
|
12.725% |
|
Annually |
|
01/04/2021 |
|
BRL |
|
|
10,608 |
|
|
|
428 |
|
|
|
|
|
|
|
428 |
|
JPMorgan Chase |
|
1-DAY BRL - CETIP |
|
9.11% |
|
Annually |
|
01/04/2021 |
|
BRL |
|
|
3,303 |
|
|
|
22 |
|
|
|
|
|
|
|
22 |
|
JPMorgan Chase |
|
1-DAY BRL - CETIP |
|
9.61% |
|
Annually |
|
01/04/2021 |
|
BRL |
|
|
4,626 |
|
|
|
56 |
|
|
|
|
|
|
|
56 |
|
JPMorgan Chase |
|
1-DAY BRL - CETIP |
|
10.89% |
|
Annually |
|
01/04/2021 |
|
BRL |
|
|
170 |
|
|
|
3 |
|
|
|
|
|
|
|
3 |
|
JPMorgan Chase |
|
1-DAY BRL - CETIP |
|
10.04% |
|
Annually |
|
01/04/2021 |
|
BRL |
|
|
3,557 |
|
|
|
52 |
|
|
|
|
|
|
|
52 |
|
JPMorgan Chase |
|
1-DAY BRL - CETIP |
|
9.275% |
|
Annually |
|
01/04/2021 |
|
BRL |
|
|
5,815 |
|
|
|
59 |
|
|
|
|
|
|
|
59 |
|
JPMorgan Chase |
|
1-DAY BRL - CETIP |
|
8.87% |
|
Annually |
|
01/04/2021 |
|
BRL |
|
|
8,089 |
|
|
|
64 |
|
|
|
|
|
|
|
64 |
|
JPMorgan Chase |
|
1-DAY BRL - CETIP |
|
9.18% |
|
Annually |
|
01/04/2021 |
|
BRL |
|
|
3,419 |
|
|
|
32 |
|
|
|
|
|
|
|
32 |
|
Goldman Sachs |
|
28-DAY MXN - TIIE |
|
5.37% |
|
Monthly |
|
03/17/2021 |
|
MXN |
|
|
46,500 |
|
|
|
(175 |
) |
|
|
|
|
|
|
(175 |
) |
JPMorgan Chase |
|
1.3775% |
|
6-MONTH HUF - BUBOR |
|
Semi-Annually |
|
06/17/2021 |
|
HUF |
|
|
654,998 |
|
|
|
(37 |
) |
|
|
|
|
|
|
(37 |
) |
Goldman Sachs |
|
6-MONTH PLN - WIBOR |
|
2.208% |
|
Annually |
|
11/16/2021 |
|
PLN |
|
|
6,842 |
|
|
|
18 |
|
|
|
|
|
|
|
18 |
|
Citibank |
|
6-MONTH PLN - WIBOR |
|
2.431% |
|
Annually |
|
12/14/2021 |
|
PLN |
|
|
11,000 |
|
|
|
48 |
|
|
|
|
|
|
|
48 |
|
Goldman Sachs |
|
6-MONTH HUF - BUBOR |
|
1.265% |
|
Semi-Annually |
|
01/10/2022 |
|
HUF |
|
|
1,537,322 |
|
|
|
(82 |
) |
|
|
|
|
|
|
(82 |
) |
Goldman Sachs |
|
0.8725% |
|
6-MONTH CZK - PRIBOR |
|
Semi-Annually |
|
03/09/2022 |
|
CZK |
|
|
25,000 |
|
|
|
28 |
|
|
|
|
|
|
|
28 |
|
JPMorgan Chase |
|
1-DAY CLP - SINACOFI CHILE INTERBANK RATE AVG |
|
3.430% |
|
Semi-Annually |
|
05/10/2022 |
|
CLP |
|
|
420,527 |
|
|
|
1 |
|
|
|
|
|
|
|
1 |
|
JPMorgan Chase |
|
0.955% |
|
6-MONTH CZK - PRIBOR |
|
Semi-Annually |
|
05/17/2022 |
|
CZK |
|
|
28,773 |
|
|
|
33 |
|
|
|
|
|
|
|
33 |
|
JPMorgan Chase |
|
1-DAY CLP - SINACOFI CHILE INTERBANK RATE AVG |
|
3.410% |
|
Semi-Annually |
|
07/11/2022 |
|
CLP |
|
|
900,000 |
|
|
|
|
|
|
|
|
|
|
|
0 |
|
Citibank |
|
1.165% |
|
6-MONTH CZK - PRIBOR |
|
Semi-Annually |
|
09/08/2022 |
|
CZK |
|
|
43,406 |
|
|
|
43 |
|
|
|
|
|
|
|
43 |
|
Goldman Sachs |
|
28-DAY MXN - TIIE |
|
5.900% |
|
Monthly |
|
09/12/2022 |
|
MXN |
|
|
75,956 |
|
|
|
(358 |
) |
|
|
|
|
|
|
(358 |
) |
JPMorgan Chase |
|
1-DAY COP - COLUMBIA IBR OVERNIGHT INTERBANK |
|
5.30% |
|
Quarterly |
|
09/19/2022 |
|
COP |
|
|
9,500,000 |
|
|
|
28 |
|
|
|
|
|
|
|
28 |
|
Goldman Sachs |
|
6-MONTH HUF - BUBOR |
|
0.8385% |
|
Annually |
|
09/21/2022 |
|
HUF |
|
|
1,390,000 |
|
|
|
(79 |
) |
|
|
|
|
|
|
(79 |
) |
Goldman Sachs |
|
3-MONTH COP - IBRCOL |
|
5.23% |
|
Quarterly |
|
11/28/2022 |
|
COP |
|
|
2,149,850 |
|
|
|
6 |
|
|
|
|
|
|
|
6 |
|
Goldman Sachs |
|
1-DAY BRL - CETIP |
|
11.985% |
|
Annually |
|
01/02/2023 |
|
BRL |
|
|
3,000 |
|
|
|
151 |
|
|
|
|
|
|
|
151 |
|
Goldman Sachs |
|
1-DAY BRL - CETIP |
|
10.04% |
|
Annually |
|
01/03/2023 |
|
BRL |
|
|
5,012 |
|
|
|
176 |
|
|
|
|
|
|
|
176 |
|
Goldman Sachs |
|
1-DAY COP - COLUMBIA IBR OVERNIGHT INTERBANK |
|
5.595% |
|
Quarterly |
|
07/06/2023 |
|
COP |
|
|
3,186,193 |
|
|
|
17 |
|
|
|
|
|
|
|
17 |
|
Goldman Sachs |
|
3-MONTH TELBOR |
|
1.335% |
|
Annually |
|
11/26/2023 |
|
ILS |
|
|
20,500 |
|
|
|
(57 |
) |
|
|
|
|
|
|
(57 |
) |
Citibank |
|
3-MONTH TELBOR |
|
1.402% |
|
Annually |
|
12/23/2023 |
|
ILS |
|
|
20,477 |
|
|
|
55 |
|
|
|
|
|
|
|
55 |
|
Goldman Sachs |
|
28-DAY MXN - TIIE |
|
6.355% |
|
Monthly |
|
05/21/2025 |
|
MXN |
|
|
23,145 |
|
|
|
(141 |
) |
|
|
|
|
|
|
(141 |
) |
Goldman Sachs |
|
28-DAY MXN - TIIE |
|
6.205% |
|
Monthly |
|
12/08/2025 |
|
MXN |
|
|
16,624 |
|
|
|
(116 |
) |
|
|
|
|
|
|
(116 |
) |
Goldman Sachs |
|
28-DAY MXN - TIIE |
|
6.165% |
|
Monthly |
|
03/05/2026 |
|
MXN |
|
|
47,200 |
|
|
|
(343 |
) |
|
|
|
|
|
|
(343 |
) |
JPMorgan Chase |
|
28-DAY MXN - TIIE |
|
6.13% |
|
Monthly |
|
06/18/2026 |
|
MXN |
|
|
40,000 |
|
|
|
(305 |
) |
|
|
|
|
|
|
(305 |
) |
Goldman Sachs |
|
28-DAY MXN - TIIE |
|
6.381% |
|
Monthly |
|
09/16/2026 |
|
MXN |
|
|
26,000 |
|
|
|
(184 |
) |
|
|
|
|
|
|
(184 |
) |
JPMorgan Chase |
|
1-DAY CLP - SINACOFI CHILE INTERBANK RATE AVG |
|
3.45% |
|
Semi-Annually |
|
06/02/2027 |
|
CLP |
|
|
937,139 |
|
|
|
19 |
|
|
|
|
|
|
|
19 |
|
Goldman Sachs |
|
8.024% |
|
3-MONTH ZAR - JIBAR |
|
Quarterly |
|
05/18/2028 |
|
ZAR |
|
|
51,000 |
|
|
|
85 |
|
|
|
|
|
|
|
85 |
|
|
|
|
16 |
|
SEI Institutional
International Trust / Quarterly Report / December 31, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 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) |
Citibank |
|
1-DAY CLP - SINACOFI CHILE INTERBANK RATE AVG |
|
4.21% |
|
Semi-Annually |
|
12/07/2028 |
|
CLP |
|
|
260,000 |
|
|
$ |
8 |
|
|
$ |
|
|
|
$ |
8 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(1,235 |
) |
|
$ |
|
|
|
$ |
(1,235 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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 |
|
M USD LIBOR |
|
9.52% |
|
Annually |
|
03/11/2020 |
|
USD |
|
78,803 |
|
$ |
1,264 |
|
|
$ |
|
|
|
$ |
1,264 |
|
JPMorgan Chase |
|
3-MONTH USD - LIBOR |
|
2.94% |
|
Quarterly |
|
03/11/2024 |
|
TRY |
|
4,437 |
|
|
(1,185 |
) |
|
|
|
|
|
|
(1,185 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
79 |
|
|
|
|
|
|
|
79 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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) |
JPMorgan Chase |
|
|
Argentina |
|
|
|
Sell |
|
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
06/20/2023 |
|
|
|
$(1,895) |
|
|
$ |
(191 |
) |
|
$ |
139 |
|
|
$ |
(330 |
) |
Credit Suisse |
|
|
Ecuador |
|
|
|
Sell |
|
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
12/20/2019 |
|
|
|
(2,100) |
|
|
|
2 |
|
|
|
(33 |
) |
|
|
35 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(189 |
) |
|
$ |
106 |
|
|
$ |
(295 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of open centrally cleared swap agreements held by the Fund at December 31, 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) |
7.45% |
|
|
1-DAY BRL - CETIP |
|
|
|
Annually |
|
|
|
01/02/2020 |
|
|
|
BRL |
|
|
|
67,046 |
|
|
$ |
(141 |
) |
|
$ |
|
|
|
$ |
(141 |
) |
2.439% |
|
|
3-MONTH HUF - BUBOR |
|
|
|
Semi-Annually |
|
|
|
06/08/2028 |
|
|
|
HUF |
|
|
|
220,205 |
|
|
|
(19 |
) |
|
|
|
|
|
|
(19 |
) |
2.379% |
|
|
3-MONTH HUF - BUBOR |
|
|
|
Semi-Annually |
|
|
|
06/07/2028 |
|
|
|
HUF |
|
|
|
279,795 |
|
|
|
(19 |
) |
|
|
|
|
|
|
(19 |
) |
1.94% |
|
|
6-MONTH CZK - PRIBOR |
|
|
|
Semi-Annually |
|
|
|
02/26/2028 |
|
|
|
CZK |
|
|
|
14,000 |
|
|
|
(11 |
) |
|
|
|
|
|
|
(11 |
) |
1.70% |
|
|
6-MONTH HUF - BUBOR |
|
|
|
Semi-Annually |
|
|
|
01/22/2028 |
|
|
|
HUF |
|
|
|
455,025 |
|
|
|
58 |
|
|
|
|
|
|
|
58 |
|
28-DAY MXN - TIIE |
|
|
7.51% |
|
|
|
Monthly |
|
|
|
04/20/2027 |
|
|
|
MXP |
|
|
|
8,110 |
|
|
|
(31 |
) |
|
|
|
|
|
|
(31 |
) |
28-DAY MXN - TIIE |
|
|
7.915% |
|
|
|
Monthly |
|
|
|
01/22/2027 |
|
|
|
MXP |
|
|
|
41,115 |
|
|
|
(101 |
) |
|
|
|
|
|
|
(101 |
) |
28-DAY MXN - TIIE |
|
|
7.72% |
|
|
|
Monthly |
|
|
|
12/03/2026 |
|
|
|
MXN |
|
|
|
8,000 |
|
|
|
(24 |
) |
|
|
|
|
|
|
(24 |
) |
28-DAY MXN - TIIE |
|
|
7.815% |
|
|
|
Monthly |
|
|
|
02/20/2025 |
|
|
|
MXP |
|
|
|
25,000 |
|
|
|
(50 |
) |
|
|
|
|
|
|
(51 |
) |
1-DAY BRL - CETIP |
|
|
12.34% |
|
|
|
Annually |
|
|
|
01/02/2025 |
|
|
|
BRL |
|
|
|
5,215 |
|
|
|
147 |
|
|
|
|
|
|
|
147 |
|
2.2575% |
|
|
6M PRIBOR CZK |
|
|
|
Semi-Annually |
|
|
|
12/20/2023 |
|
|
|
CZK |
|
|
|
11,479 |
|
|
|
(11 |
) |
|
|
|
|
|
|
(11 |
) |
2.70% |
|
|
3-MONTH HUF - BUBOR |
|
|
|
Semi-Annually |
|
|
|
06/13/2028 |
|
|
|
HUF |
|
|
|
453,115 |
|
|
|
(76 |
) |
|
|
|
|
|
|
(75 |
) |
2.425% |
|
|
6M CKZ PRIBOR |
|
|
|
Semi-Annually |
|
|
|
12/04/2023 |
|
|
|
CZK |
|
|
|
20,000 |
|
|
|
(26 |
) |
|
|
|
|
|
|
(26 |
) |
2.425% |
|
|
6M CZK PRIBOR |
|
|
|
Semi-Annually |
|
|
|
10/03/2023 |
|
|
|
CZK |
|
|
|
15,000 |
|
|
|
(19 |
) |
|
|
|
|
|
|
(19 |
) |
1.73% |
|
|
6-MONTH CZK - PRIBOR |
|
|
|
Semi-Annually |
|
|
|
03/26/2023 |
|
|
|
CZK |
|
|
|
19,260 |
|
|
|
4 |
|
|
|
|
|
|
|
4 |
|
1-DAY BRL - CETIP |
|
|
9.255% |
|
|
|
Annually |
|
|
|
01/02/2023 |
|
|
|
BRL |
|
|
|
2,368 |
|
|
|
14 |
|
|
|
|
|
|
|
14 |
|
1-DAY BRL - CETIP |
|
|
11.475% |
|
|
|
Annually |
|
|
|
01/02/2023 |
|
|
|
BRL |
|
|
|
3,524 |
|
|
|
73 |
|
|
|
|
|
|
|
73 |
|
28-DAY MXN - TIIE |
|
|
6.71% |
|
|
|
Monthly |
|
|
|
07/07/2022 |
|
|
|
MXP |
|
|
|
130,137 |
|
|
|
(380 |
) |
|
|
|
|
|
|
(380 |
) |
28-DAY MXN - TIIE |
|
|
6.745% |
|
|
|
Monthly |
|
|
|
06/23/2022 |
|
|
|
MXP |
|
|
|
26,758 |
|
|
|
(76 |
) |
|
|
|
|
|
|
(76 |
) |
28-DAY MXN - TIIE |
|
|
7.575% |
|
|
|
Monthly |
|
|
|
01/28/2022 |
|
|
|
MXP |
|
|
|
67,966 |
|
|
|
(95 |
) |
|
|
|
|
|
|
(95 |
) |
1-DAY BRL - CETIP |
|
|
9.46% |
|
|
|
Annually |
|
|
|
01/03/2022 |
|
|
|
BRL |
|
|
|
13,267 |
|
|
|
112 |
|
|
|
|
|
|
|
112 |
|
6-MONTH PZL - WIBOR |
|
|
2.263% |
|
|
|
Annually |
|
|
|
11/12/2021 |
|
|
|
PLN |
|
|
|
7,000 |
|
|
|
20 |
|
|
|
|
|
|
|
20 |
|
7.8875% |
|
|
1-DAY BRL - CETIP |
|
|
|
Annually |
|
|
|
01/04/2021 |
|
|
|
BRL |
|
|
|
12,602 |
|
|
|
30 |
|
|
|
|
|
|
|
30 |
|
2.05% |
|
|
6M BUBOR |
|
|
|
Semi-Annually |
|
|
|
11/23/2023 |
|
|
|
HUF |
|
|
|
800,000 |
|
|
|
70 |
|
|
|
|
|
|
|
70 |
|
6M HUF BUBOR |
|
|
4.45% |
|
|
|
Annually |
|
|
|
10/12/2028 |
|
|
|
HUF |
|
|
|
2,300,000 |
|
|
|
560 |
|
|
|
|
|
|
|
560 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
9 |
|
|
$ |
|
|
|
$ |
9 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $1,498,851 ($ Thousands).
** |
Rate shown is the 7-day effective yield as of December 31, 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 December 31, 2018, the value of these securities amounted to $210,835 ($ Thousands), representing 14.1% of the Net Assets of the Fund.
|
|
|
|
SEI Institutional International Trust /
Quarterly Report / December 31, 2018 |
|
17 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
Emerging Markets Debt Fund (Continued)
(B) |
Certain securities or partial positions of certain securities are on loan at December 31, 2018. The total market
value of securities on loan at December 31, 2018 was $29,528 ($ Thousands). |
(C) |
Zero coupon security. The rate shown on the Schedule of Investments is the securitys effective yield at the time of
purchase. |
(D) |
Step Bonds Represents the current rate, the step rate, the step date and the final maturity date.
|
(E) |
Level 3 security in accordance with fair value hierarchy. |
(F) |
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. |
(G) |
Security is in default on interest payment. |
(H) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities
as of December 31, 2018 was $23,420 ($ Thousands). |
ARS Argentine Peso
AUD Australian Dollar
BADLAR Buenos Aires Deposits of Large Amount Rate
BRL Brazilian Real
BUBOR Budapest Interbank Offered Rate
CETIP Central of Custody and Financial Settlement of Securities
Cl Class
CLP Chilean Peso
CNY Chinese Yuan Onshore
COP Colombian Peso
CZK Czech Koruna
DOP Dominican Peso
EGP Egyptian Pound
EUR Euro
HUF Hungarian Forint
ICE Intercontinental Exchange
IDR Indonesian Rupiah
INR Indian Rupee
ILS Israeli New Sheckels
JIBAR Johannesburg Interbank Agreed Rate
JPY Japanese Yen
JSC Joint-Stock Company
KRW Korean Won
KZT Kazakhstani Tenge
LIBOR London Interbank Offered Rate
LKR Sri Lankan Rupee
MTN Medium Term Note
MXN Mexican Peso
MYR Malaysian Ringgit
NGN Nigerian Naira
PEN Peruvian Nuevo Sol
PHP Philippine Peso
PLN Polish Zloty
PRIBOR Prague Interbank Offered Rate
RON Romanian Leu
RUB Russian Ruble
THB Thai Bhat
TIIE Interbank Equilibrium Interest Rate
TRY Turkish Lira
TWD Taiwan Dollar
USD United States Dollar
UYU Uruguayan Peso
WIBOR Warsaw Interbank Offered Rate
VAR Variable Rate
ZAR South African Rand
The following is a list of the level of inputs used as
of December 31, 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 |
|
$ |
|
|
|
$ |
1,443,614 |
|
|
$ |
3,581 |
|
|
$ |
1,447,195 |
|
Affiliated Partnership |
|
|
|
|
|
|
23,420 |
|
|
|
|
|
|
|
23,420 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities |
|
$ |
|
|
|
$ |
1,467,034 |
|
|
$ |
3,581 |
|
|
$ |
1,470,615 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other Financial Instruments |
|
Level 1 |
|
Level 2 |
|
Level 3 |
|
Total |
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
$ |
1,303 |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
1,303 |
|
Unrealized Depreciation |
|
|
(259 |
) |
|
|
|
|
|
|
|
|
|
|
(259 |
) |
Forwards Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
|
|
|
|
5,872 |
|
|
|
|
|
|
|
5,872 |
|
Unrealized Depreciation |
|
|
|
|
|
|
(5,665 |
) |
|
|
|
|
|
|
(5,665 |
) |
OTC Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Default Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
|
|
|
|
35 |
|
|
|
|
|
|
|
35 |
|
Unrealized Depreciation |
|
|
|
|
|
|
(330 |
) |
|
|
|
|
|
|
(330 |
) |
Cross Currency Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
|
|
|
|
1,264 |
|
|
|
|
|
|
|
1,264 |
|
Unrealized Depreciation |
|
|
|
|
|
|
(1,185 |
) |
|
|
|
|
|
|
(1,185 |
) |
Interest Rate Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
|
|
|
|
1,748 |
|
|
|
|
|
|
|
1,748 |
|
Unrealized Depreciation |
|
|
|
|
|
|
(2,983 |
) |
|
|
|
|
|
|
(2,983 |
) |
Centrally Cleared Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest Rate Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
|
|
|
|
1,088 |
|
|
|
|
|
|
|
1,088 |
|
Unrealized Depreciation |
|
|
|
|
|
|
(1,079 |
) |
|
|
|
|
|
|
(1,079 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Other Financial Instruments |
|
$ |
1,044 |
|
|
$ |
(1,235 |
) |
|
$ |
|
|
|
$ |
(191 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
^ 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 December 31, 2018, there were no
transfers between Level 1 and Level 2 assets and liabilities.
For the period ended December 31, 2018, there were no transfers between Level 2 and Level 3 assets
and liabilities.
Amounts designated as are $0 or have been rounded to $0.
For information on the Funds policy regarding valuation of investments and other significant accounting policies,
please refer to the Funds most recent semi-annual and annual financial statements.
The following is a summary of the transactions with affiliates for the
period ended December 31, 2018 ($ Thousands):
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security Description |
|
Value 9/30/2018 |
|
Purchases at Cost |
|
Proceeds from Sales |
|
Realized Gain (Loss) |
|
Change in Unrealized Appreciation (Depreciation) |
|
Value 12/31/2018 |
|
Income |
SEI Liquidity Fund, L.P. |
|
$30,585 |
|
$35,734 |
|
$(42,899) |
|
|
$ |
|
|
|
$ |
|
|
|
$ 23,420 |
|
|
|
$ 16 |
|
|
|
|
18 |
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SEI Institutional
International Trust / Quarterly Report / December 31, 2018 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2018
Emerging Markets Debt Fund (Continued)
As of December 31, 2018, the Emerging Markets Debt Fund is the seller (providing protection) on a total
notional amount of $4.0 million. The notional amounts of the swaps are not recorded in the financial statements. The notional amounts approximate the maximum potential amount of future payments that the Fund could be required to make if the Fund
were the seller of protection and a credit event was to occur. Those credit default swaps (CDS) for which the Fund is providing protection at the balance sheet date are summarized as follows:
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WRITTEN CREDIT DERIVATIVE CONTRACTS |
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SINGLE NAME CREDIT DEFAULT SWAPS |
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CREDIT DEFAULT SWAP INDEX |
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REFERENCE ASSET |
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Corporate
Debt |
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Sovereign
Debt |
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Asset Backed Securities |
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Corporate Debt |
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Total |
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Fair value of written credit derivatives |
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$- |
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$(189,016) |
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$- |
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$- |
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$(189,016) |
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Maximum potential amount of future payments |
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- |
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3,994,629 |
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- |
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- |
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3,994,629 |
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Recourse provisions with third parties to recover any amounts paid under the credit derivative (including any
purchased credit protection)[1] |
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- |
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- |
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- |
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- |
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- |
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Collateral held by the Fund can obtain upon occurrence of triggering event |
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- |
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- |
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- |
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- |
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- |
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[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.
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MAXIMUM POTENTIAL AMOUNT OF FUTURE PAYMENTS BY CONTRACT TERM |
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0-6 MONTHS |
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6-12 MONTHS |
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1-5 YEARS |
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5-10 YEARS |
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> 10 YEARS |
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Total |
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Current credit spread* on underlying (in basis points)[1] |
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0-400 |
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$- |
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$- |
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$- |
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$- |
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$- |
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$- |
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> than 400 |
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2,100,000 |
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- |
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1,894,629 |
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- |
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- |
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3,994,629 |
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Total |
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$2,100,000 |
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$- |
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$1,894,629 |
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$- |
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$- |
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$3,994,629 |
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[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.
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SEI Institutional International Trust /
Quarterly Report / December 31, 2018 |
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19 |
Item 2. |
Controls and Procedures |
(a) The Registrants principal executive and principal financial officers, or persons performing similar functions, have concluded that the Registrants disclosure controls and procedures (as
defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the 1940 Act), are effective based on the evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rule 13a-15(b) or 15d-15(b) under the
Securities Exchange Act of 1934 (17 CFR 240.13a-15(b) or 240.15d-15(b)) as amended as of a date within 90 days of the filing date of the report.
(b) There were no changes in the Registrants internal control over financial reporting (as defined in Rule
30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the last fiscal quarter of the period covered by this report that have materially affected, or are
reasonably likely to materially affect, the Registrants internal control over financial reporting.
(a) A
separate certification for each principal executive officer and principal financial officer of the Registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR
270.30a-2(a)), are filed herewith.
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the Registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto
duly authorized.
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SEI Institutional International Trust |
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By |
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/s/ Robert A. Nesher |
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Robert A. Nesher, President & CEO |
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Date: March 1, 2019 |
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Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has
been signed below by the following persons on behalf of the Registrant and in the capacities and on the dates indicated.
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By |
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/s/ Robert A. Nesher |
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Robert A. Nesher, President & CEO |
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Date: March 1, 2019 |
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By |
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/s/ James J. Hoffmayer |
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James J. Hoffmayer, Controller & CFO |
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Date: March 1, 2019 |
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