FOR VALIDATION PURPOSES ONLY - [772571.TX]
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
International Equity Fund
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Description |
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Shares |
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Market Value ($ Thousands) |
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COMMON STOCK 92.9% |
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Argentina 0.0% |
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Ternium SA ADR |
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19,877 |
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$ |
446 |
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Australia 2.7% |
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Altium Ltd |
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34,002 |
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816 |
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Alumina Ltd |
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512,510 |
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838 |
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Aristocrat Leisure Ltd |
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678,086 |
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14,618 |
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ASX Ltd |
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31,001 |
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1,792 |
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Avita Medical Ltd *(A) |
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30,073,601 |
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8,864 |
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BlueScope Steel Ltd |
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608,623 |
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5,146 |
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Caltex Australia Ltd |
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8,910 |
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155 |
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Challenger Ltd |
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10,302 |
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|
48 |
|
CIMIC Group Ltd |
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36,074 |
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1,133 |
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Coca-Cola Amatil Ltd |
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96,571 |
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|
693 |
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Cochlear Ltd |
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81,993 |
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11,901 |
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Computershare Ltd |
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96,628 |
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1,099 |
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CSL Ltd |
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124,319 |
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18,757 |
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Downer EDI Ltd |
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147,742 |
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|
717 |
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Fortescue Metals Group Ltd |
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1,405,171 |
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8,894 |
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Goodman Group
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114,723 |
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1,210 |
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Iluka Resources Ltd |
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136,000 |
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1,028 |
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Insurance Australia Group Ltd |
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1,253,315 |
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7,265 |
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Lendlease Group |
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117,612 |
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1,073 |
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Macquarie Group Ltd |
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14,933 |
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1,314 |
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Newcrest Mining Ltd |
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24,635 |
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|
552 |
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Northern Star Resources Ltd |
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11,091 |
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|
91 |
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Qantas Airways Ltd |
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2,343,806 |
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8,882 |
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Rio Tinto Ltd |
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54,916 |
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3,999 |
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Santos Ltd |
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724,389 |
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3,599 |
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SEEK Ltd |
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39,185 |
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|
582 |
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South32 Ltd |
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3,439,266 |
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7,675 |
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Treasury Wine Estates Ltd |
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66,401 |
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695 |
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Woodside Petroleum Ltd |
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7,453 |
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190 |
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113,626 |
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Austria 1.0% |
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Avita Medical Ltd ADR * |
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2,852,265 |
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17,655 |
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BAWAG Group AG *(B) |
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224,602 |
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9,428 |
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Erste Group Bank AG * |
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56,659 |
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2,106 |
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OMV AG |
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178,711 |
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8,721 |
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Raiffeisen Bank International AG |
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51,376 |
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1,207 |
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voestalpine AG |
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6,326 |
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196 |
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39,313 |
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Belgium 1.2% |
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Ageas |
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385,812 |
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20,083 |
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Colruyt SA |
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12,143 |
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705 |
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Groupe Bruxelles Lambert SA |
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115,033 |
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11,303 |
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KBC Group NV |
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122,592 |
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8,047 |
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Proximus SADP |
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29,818 |
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|
880 |
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UCB SA |
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93,217 |
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7,741 |
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Umicore SA |
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15,704 |
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|
504 |
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49,263 |
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Description |
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Shares |
|
Market Value ($ Thousands) |
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COMMON STOCK (continued) |
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Brazil 0.0% |
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TOTVS SA |
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86,300 |
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$ |
990 |
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Canada 3.2% |
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Alimentation Couche-Tard Inc, Cl B |
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123,354 |
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7,779 |
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Canadian Imperial Bank of Commerce (A) |
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179,410 |
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14,139 |
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Canadian Natural Resources Ltd |
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519,856 |
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14,021 |
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Canadian Pacific Railway Ltd |
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74,714 |
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17,576 |
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Constellation Software Inc/Canada |
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|
600 |
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|
567 |
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Dollarama Inc |
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176,667 |
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6,228 |
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Encana Corp |
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2,619,035 |
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13,468 |
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Gildan Activewear Inc |
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423,753 |
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16,434 |
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Manulife Financial Corp |
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609,174 |
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11,095 |
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Royal Bank of Canada |
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149,493 |
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11,906 |
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Suncor Energy Inc |
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232,333 |
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7,263 |
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Toronto-Dominion Bank/The |
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187,186 |
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10,961 |
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131,437 |
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China 1.2% |
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Alibaba Group Holding Ltd ADR * |
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72,580 |
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12,299 |
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Baidu Inc ADR * |
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|
122,618 |
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14,390 |
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China Communications Services Corp Ltd, Cl H |
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2,553,584 |
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1,981 |
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Hollysys Automation Technologies Ltd |
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242,788 |
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|
4,613 |
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Kingsoft Corp Ltd * |
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290,000 |
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|
627 |
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Sinotruk Hong Kong Ltd (A) |
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|
153,254 |
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|
265 |
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Tencent Holdings Ltd |
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320,700 |
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14,474 |
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48,649 |
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Denmark 2.3% |
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AP Moller - Maersk, Cl A |
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163 |
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190 |
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Chr Hansen Holding A/S |
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131,157 |
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|
12,335 |
|
Coloplast A/S, Cl B |
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|
9,554 |
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|
1,081 |
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Demant A/S * |
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|
15,700 |
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|
489 |
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DSV A/S |
|
|
91,215 |
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8,971 |
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GN Store Nord A/S |
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61,706 |
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|
2,884 |
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H Lundbeck A/S |
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|
177,657 |
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7,029 |
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ISS A/S |
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549,289 |
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16,603 |
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Novo Nordisk A/S, Cl B |
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|
395,240 |
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|
20,172 |
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Orsted A/S (B) |
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36,597 |
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3,169 |
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Rockwool International A/S, Cl B |
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|
2,519 |
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|
644 |
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Scandinavian Tobacco Group A/S (B) |
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|
1,398,914 |
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16,329 |
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SimCorp A/S |
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36,045 |
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|
3,492 |
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Tryg A/S (A) |
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|
23,381 |
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|
761 |
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94,149 |
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Finland 0.7% |
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Elisa OYJ, Cl A |
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27,749 |
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|
1,356 |
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Fortum OYJ |
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80,898 |
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|
1,790 |
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Neste Oyj |
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|
472,079 |
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|
16,042 |
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Orion Oyj, Cl B |
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|
103,112 |
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|
3,785 |
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Stora Enso OYJ, Cl R |
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|
102,724 |
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|
|
1,209 |
|
UPM-Kymmene OYJ |
|
|
107,750 |
|
|
|
2,868 |
|
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SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
|
1 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
International Equity Fund (Continued)
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|
Description |
|
Shares |
|
Market Value ($ Thousands) |
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|
COMMON STOCK (continued) |
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Valmet OYJ |
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57,986 |
|
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$ |
1,447 |
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28,497 |
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France 7.9% |
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Aeroports de Paris |
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|
6,078 |
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|
1,074 |
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Air Liquide SA |
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|
76,145 |
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|
10,670 |
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Airbus SE |
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|
15,792 |
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|
|
2,242 |
|
Akka Technologies |
|
|
4,517 |
|
|
|
326 |
|
Alstom SA * |
|
|
12,938 |
|
|
|
601 |
|
Arkema SA |
|
|
39,547 |
|
|
|
3,683 |
|
BNP Paribas SA |
|
|
335,978 |
|
|
|
15,980 |
|
Bollore SA |
|
|
51,226 |
|
|
|
226 |
|
Bouygues SA |
|
|
5,771 |
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|
214 |
|
Carrefour SA (A) |
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1,651,951 |
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|
31,943 |
|
Casino Guichard Perrachon SA (A) |
|
|
3,844 |
|
|
|
131 |
|
Christian Dior SE |
|
|
1,035 |
|
|
|
543 |
|
CNP Assurances |
|
|
36,439 |
|
|
|
828 |
|
Covivio
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|
|
7,765 |
|
|
|
814 |
|
Criteo SA ADR * |
|
|
60,571 |
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|
|
1,042 |
|
Danone SA |
|
|
46,518 |
|
|
|
3,947 |
|
Dassault Aviation SA |
|
|
458 |
|
|
|
659 |
|
Dassault Systemes SE |
|
|
3,835 |
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|
|
613 |
|
Edenred |
|
|
38,354 |
|
|
|
1,959 |
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Eiffage SA |
|
|
15,499 |
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|
|
1,535 |
|
Electricite de France SA |
|
|
114,446 |
|
|
|
1,445 |
|
Engie SA |
|
|
339,099 |
|
|
|
5,151 |
|
EssilorLuxottica SA |
|
|
159,874 |
|
|
|
20,892 |
|
Gaztransport Et Technigaz SA |
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|
5,621 |
|
|
|
564 |
|
Gecina SA
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|
|
3,810 |
|
|
|
571 |
|
Hermes International |
|
|
6,416 |
|
|
|
4,634 |
|
Iliad SA |
|
|
2,073 |
|
|
|
233 |
|
Ingenico Group SA |
|
|
45,823 |
|
|
|
4,059 |
|
Ipsen SA |
|
|
57,008 |
|
|
|
7,790 |
|
IPSOS |
|
|
18,645 |
|
|
|
493 |
|
Kering SA |
|
|
6,751 |
|
|
|
3,999 |
|
Korian SA |
|
|
12,028 |
|
|
|
458 |
|
LOreal SA |
|
|
44,324 |
|
|
|
12,644 |
|
LVMH Moet Hennessy Louis Vuitton SE |
|
|
55,919 |
|
|
|
23,836 |
|
Neopost SA |
|
|
14,441 |
|
|
|
309 |
|
Pernod Ricard SA |
|
|
129,556 |
|
|
|
23,909 |
|
Peugeot SA |
|
|
467,710 |
|
|
|
11,542 |
|
Publicis Groupe SA (A) |
|
|
253,514 |
|
|
|
13,404 |
|
Remy Cointreau SA |
|
|
564 |
|
|
|
81 |
|
Rexel SA |
|
|
190,436 |
|
|
|
2,421 |
|
Safran SA |
|
|
36,451 |
|
|
|
5,349 |
|
Sanofi |
|
|
222,022 |
|
|
|
19,193 |
|
Sartorius Stedim Biotech |
|
|
9,958 |
|
|
|
1,573 |
|
Schneider Electric SE |
|
|
58,554 |
|
|
|
5,318 |
|
SCOR SE |
|
|
33,377 |
|
|
|
1,466 |
|
SES SA, Cl A |
|
|
67,460 |
|
|
|
1,056 |
|
Societe BIC SA |
|
|
3,065 |
|
|
|
234 |
|
SPIE SA (A) |
|
|
237,047 |
|
|
|
4,408 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Suez |
|
|
27,782 |
|
|
$ |
402 |
|
TechnipFMC PLC |
|
|
282,353 |
|
|
|
7,267 |
|
Teleperformance |
|
|
2,735 |
|
|
|
549 |
|
Thales SA |
|
|
93,968 |
|
|
|
11,627 |
|
TOTAL SA |
|
|
572,627 |
|
|
|
32,133 |
|
Ubisoft Entertainment SA * |
|
|
188,102 |
|
|
|
14,746 |
|
Valeo SA |
|
|
32,354 |
|
|
|
1,054 |
|
Vivendi SA |
|
|
51,893 |
|
|
|
1,431 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
325,271 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Germany 7.4% |
|
|
|
|
|
|
|
|
adidas AG |
|
|
52,143 |
|
|
|
16,122 |
|
Allianz SE |
|
|
60,387 |
|
|
|
14,579 |
|
AURELIUS Equity Opportunities SE & Co KGaA (A) |
|
|
309,474 |
|
|
|
14,717 |
|
Axel Springer SE (A) |
|
|
3,167 |
|
|
|
223 |
|
BASF SE |
|
|
376,514 |
|
|
|
27,407 |
|
Bayer AG |
|
|
254,415 |
|
|
|
17,656 |
|
Brenntag AG |
|
|
146,038 |
|
|
|
7,203 |
|
CompuGroup Medical SE |
|
|
6,788 |
|
|
|
549 |
|
Continental AG |
|
|
38,406 |
|
|
|
5,608 |
|
CTS Eventim AG & Co KGaA |
|
|
181,573 |
|
|
|
8,461 |
|
Deutsche Boerse AG |
|
|
62,914 |
|
|
|
8,913 |
|
Deutsche Lufthansa AG |
|
|
394,763 |
|
|
|
6,775 |
|
Deutsche Post AG |
|
|
800,470 |
|
|
|
26,344 |
|
Deutsche Telekom AG |
|
|
380,469 |
|
|
|
6,591 |
|
Deutsche Wohnen SE |
|
|
35,082 |
|
|
|
1,289 |
|
Gerresheimer AG |
|
|
120,118 |
|
|
|
8,857 |
|
Hamburger Hafen und Logistik AG |
|
|
21,501 |
|
|
|
569 |
|
Hannover Rueck SE |
|
|
7,332 |
|
|
|
1,187 |
|
HOCHTIEF AG |
|
|
22,457 |
|
|
|
2,739 |
|
Infineon Technologies AG |
|
|
370,333 |
|
|
|
6,558 |
|
Innogy SE (B) |
|
|
24,080 |
|
|
|
1,144 |
|
Linde PLC |
|
|
140,351 |
|
|
|
28,234 |
|
Merck KGaA |
|
|
3,689 |
|
|
|
386 |
|
MTU Aero Engines AG |
|
|
8,910 |
|
|
|
2,126 |
|
QIAGEN NV * |
|
|
5,213 |
|
|
|
212 |
|
RWE AG |
|
|
29,496 |
|
|
|
728 |
|
SAP SE |
|
|
347,166 |
|
|
|
47,743 |
|
SAP SE ADR (A) |
|
|
81,828 |
|
|
|
11,194 |
|
Scout24 AG (B) |
|
|
105,326 |
|
|
|
5,604 |
|
Siemens AG |
|
|
178,683 |
|
|
|
21,284 |
|
Siltronic AG |
|
|
14,292 |
|
|
|
1,046 |
|
Talanx AG |
|
|
7,946 |
|
|
|
345 |
|
TUI AG |
|
|
151,091 |
|
|
|
1,483 |
|
Uniper SE |
|
|
43,887 |
|
|
|
1,331 |
|
United Internet AG |
|
|
5,323 |
|
|
|
176 |
|
Vonovia SE |
|
|
41,336 |
|
|
|
1,977 |
|
Wirecard AG |
|
|
4,504 |
|
|
|
759 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
308,119 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Greece 0.0% |
|
|
|
|
|
|
|
|
Aegean Airlines SA |
|
|
12,601 |
|
|
|
117 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Hong Kong 2.3% |
|
|
|
|
|
|
|
|
AIA Group Ltd |
|
|
2,424,400 |
|
|
$ |
26,145 |
|
ASM Pacific Technology Ltd |
|
|
18,700 |
|
|
|
192 |
|
Chaoda Modern Agriculture Holdings Ltd * |
|
|
2,440,000 |
|
|
|
23 |
|
China Merchants Port Holdings Co Ltd |
|
|
2,107,720 |
|
|
|
3,583 |
|
China Mobile Ltd |
|
|
2,931,240 |
|
|
|
26,695 |
|
CLP Holdings Ltd |
|
|
81,500 |
|
|
|
899 |
|
Country Garden Services Holdings Co Ltd |
|
|
402,000 |
|
|
|
929 |
|
Dairy Farm International Holdings Ltd |
|
|
40,800 |
|
|
|
292 |
|
Galaxy Entertainment Group Ltd * |
|
|
657,000 |
|
|
|
4,428 |
|
Hang Seng Bank Ltd |
|
|
81,200 |
|
|
|
2,022 |
|
Hebei Construction Group Corp Ltd, Cl H |
|
|
1,038,500 |
|
|
|
780 |
|
HK Electric Investments & HK Electric Investments Ltd |
|
|
472,000 |
|
|
|
483 |
|
HKT Trust & HKT Ltd |
|
|
686,000 |
|
|
|
1,089 |
|
Hong Kong & China Gas Co Ltd |
|
|
458,300 |
|
|
|
1,016 |
|
Hysan Development Co Ltd |
|
|
53,000 |
|
|
|
274 |
|
Link REIT
|
|
|
93,000 |
|
|
|
1,143 |
|
Logan Property Holdings Co Ltd |
|
|
214,000 |
|
|
|
346 |
|
Melco Resorts & Entertainment Ltd ADR |
|
|
11,291 |
|
|
|
245 |
|
NagaCorp Ltd |
|
|
286,000 |
|
|
|
352 |
|
Samsonite International SA (B) |
|
|
3,717,511 |
|
|
|
8,527 |
|
Swire Pacific Ltd, Cl A |
|
|
87,500 |
|
|
|
1,075 |
|
Techtronic Industries Co Ltd |
|
|
1,982,000 |
|
|
|
15,171 |
|
Wharf Holdings Ltd/The |
|
|
79,000 |
|
|
|
209 |
|
Wharf Real Estate Investment Co Ltd |
|
|
155,000 |
|
|
|
1,092 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
97,010 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Hungary 0.0% |
|
|
|
|
|
|
|
|
MOL Hungarian Oil & Gas PLC |
|
|
128,857 |
|
|
|
1,433 |
|
|
|
|
|
|
|
|
|
|
|
|
|
India 0.4% |
|
|
|
|
|
|
|
|
HDFC Bank Ltd ADR |
|
|
125,247 |
|
|
|
16,287 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Ireland 1.6% |
|
|
|
|
|
|
|
|
AIB Group PLC |
|
|
2,769,264 |
|
|
|
11,340 |
|
Experian PLC |
|
|
624,677 |
|
|
|
18,954 |
|
ICON PLC * |
|
|
108,273 |
|
|
|
16,671 |
|
Kerry Group PLC, Cl A |
|
|
103,351 |
|
|
|
12,358 |
|
Ryanair Holdings PLC ADR * |
|
|
130,169 |
|
|
|
8,349 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
67,672 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Israel 1.6% |
|
|
|
|
|
|
|
|
Bank Hapoalim BM * |
|
|
878,266 |
|
|
|
6,528 |
|
Bank Leumi Le-Israel BM |
|
|
2,546,791 |
|
|
|
18,394 |
|
Check Point Software Technologies Ltd * |
|
|
166,536 |
|
|
|
19,253 |
|
First International Bank Of Israel Ltd |
|
|
57,640 |
|
|
|
1,459 |
|
Israel Chemicals Ltd |
|
|
133,589 |
|
|
|
701 |
|
Israel Discount Bank Ltd, Cl A |
|
|
574,044 |
|
|
|
2,346 |
|
Mizrahi Tefahot Bank Ltd * |
|
|
54,493 |
|
|
|
1,259 |
|
Nice Ltd * |
|
|
24,203 |
|
|
|
3,298 |
|
Nice Ltd ADR *(A) |
|
|
82,831 |
|
|
|
11,348 |
|
Teva Pharmaceutical Industries Ltd ADR * |
|
|
35,720 |
|
|
|
330 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
64,916 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Italy 2.4% |
|
|
|
|
|
|
|
|
Banca Mediolanum SpA |
|
|
52,461 |
|
|
$ |
387 |
|
Davide Campari-Milano SpA |
|
|
25,681 |
|
|
|
252 |
|
Eni SpA |
|
|
48,229 |
|
|
|
802 |
|
ERG SpA |
|
|
85,176 |
|
|
|
1,746 |
|
EXOR NV |
|
|
127,560 |
|
|
|
8,948 |
|
Ferrari NV |
|
|
7,622 |
|
|
|
1,240 |
|
Fiat Chrysler Automobiles NV |
|
|
478,388 |
|
|
|
6,682 |
|
Hera SpA (A) |
|
|
361,886 |
|
|
|
1,386 |
|
Mediobanca Banca di Credito Finanziario SpA |
|
|
22,541 |
|
|
|
233 |
|
Moncler SpA |
|
|
36,141 |
|
|
|
1,548 |
|
Nexi SpA *(B) |
|
|
403,100 |
|
|
|
4,159 |
|
Piaggio & C SpA |
|
|
140,715 |
|
|
|
414 |
|
Poste Italiane SpA (B) |
|
|
89,045 |
|
|
|
939 |
|
PRADA SpA (A) |
|
|
2,351,272 |
|
|
|
7,268 |
|
Recordati SpA |
|
|
221,109 |
|
|
|
9,231 |
|
Saras SpA |
|
|
692,920 |
|
|
|
1,045 |
|
Societa Iniziative Autostradali e Servizi SpA |
|
|
122,640 |
|
|
|
2,278 |
|
Telecom Italia SpA/Milano * |
|
|
1,846,033 |
|
|
|
982 |
|
Tenaris SA |
|
|
1,435,361 |
|
|
|
18,814 |
|
UniCredit SpA |
|
|
2,387,810 |
|
|
|
29,438 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
97,792 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Japan 15.8% |
|
|
|
|
|
|
|
|
77 Bank Ltd/The |
|
|
71,900 |
|
|
|
1,058 |
|
Aeon Co Ltd |
|
|
120,700 |
|
|
|
2,074 |
|
AGC Inc/Japan (A) |
|
|
146,000 |
|
|
|
5,048 |
|
Alfresa Holdings Corp |
|
|
29,100 |
|
|
|
718 |
|
Arcland Sakamoto Co Ltd |
|
|
33,873 |
|
|
|
415 |
|
Asahi Group Holdings Ltd |
|
|
34,800 |
|
|
|
1,565 |
|
Asahi Kasei Corp |
|
|
10,400 |
|
|
|
111 |
|
Astellas Pharma Inc |
|
|
31,600 |
|
|
|
450 |
|
Bandai Namco Holdings Inc |
|
|
248,900 |
|
|
|
12,082 |
|
Bank of Kyoto Ltd/The |
|
|
4,900 |
|
|
|
189 |
|
Bridgestone Corp (A) |
|
|
194,800 |
|
|
|
7,670 |
|
Canon Marketing Japan Inc |
|
|
144,800 |
|
|
|
3,157 |
|
Capcom Co Ltd |
|
|
174,900 |
|
|
|
3,510 |
|
Casio Computer Co Ltd |
|
|
32,400 |
|
|
|
402 |
|
Chiba Bank Ltd/The |
|
|
41,000 |
|
|
|
200 |
|
Chubu Electric Power Co Inc |
|
|
74,600 |
|
|
|
1,047 |
|
Chugoku Electric Power Co Inc/The |
|
|
51,900 |
|
|
|
654 |
|
Coca-Cola Bottlers Japan Holdings Inc (A) |
|
|
88,700 |
|
|
|
2,247 |
|
Concordia Financial Group Ltd |
|
|
45,600 |
|
|
|
170 |
|
CyberAgent Inc |
|
|
13,000 |
|
|
|
471 |
|
Dai Nippon Printing Co Ltd |
|
|
486,500 |
|
|
|
10,368 |
|
Daiichi Sankyo Co Ltd |
|
|
124,800 |
|
|
|
6,527 |
|
Daikin Industries Ltd |
|
|
83,500 |
|
|
|
10,901 |
|
Daito Trust Construction Co Ltd |
|
|
63,600 |
|
|
|
8,108 |
|
Daiwa House Industry Co Ltd |
|
|
218,500 |
|
|
|
6,370 |
|
East Japan Railway Co |
|
|
194,300 |
|
|
|
18,178 |
|
Eisai Co Ltd |
|
|
23,400 |
|
|
|
1,323 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
|
3 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Electric Power Development Co Ltd |
|
|
7,000 |
|
|
$ |
159 |
|
FamilyMart UNY Holdings Co Ltd |
|
|
50,800 |
|
|
|
1,213 |
|
FANUC Corp |
|
|
119,600 |
|
|
|
22,124 |
|
Fast Retailing Co Ltd |
|
|
1,100 |
|
|
|
665 |
|
FUJIFILM Holdings Corp |
|
|
235,300 |
|
|
|
11,931 |
|
Fujitsu Ltd |
|
|
177,700 |
|
|
|
12,390 |
|
Glory Ltd |
|
|
5,600 |
|
|
|
148 |
|
Goldcrest Co Ltd |
|
|
13,992 |
|
|
|
246 |
|
GungHo Online Entertainment Inc *(A) |
|
|
25,240 |
|
|
|
698 |
|
Hakuhodo DY Holdings Inc |
|
|
131,900 |
|
|
|
2,221 |
|
Haseko Corp |
|
|
515,300 |
|
|
|
5,213 |
|
Hikari Tsushin Inc |
|
|
1,700 |
|
|
|
371 |
|
Hino Motors Ltd |
|
|
21,400 |
|
|
|
180 |
|
Hitachi Construction Machinery Co Ltd |
|
|
9,400 |
|
|
|
244 |
|
Hoya Corp |
|
|
129,600 |
|
|
|
9,929 |
|
Idemitsu Kosan Co Ltd |
|
|
44,656 |
|
|
|
1,343 |
|
IHI Corp |
|
|
24,600 |
|
|
|
593 |
|
Iida Group Holdings Co Ltd |
|
|
12,500 |
|
|
|
202 |
|
ITOCHU Corp |
|
|
239,400 |
|
|
|
4,578 |
|
Japan Airlines Co Ltd |
|
|
32,000 |
|
|
|
1,023 |
|
Japan Post Bank Co Ltd |
|
|
167,800 |
|
|
|
1,704 |
|
Japan Post Holdings Co Ltd |
|
|
313,900 |
|
|
|
3,554 |
|
Japan Prime Realty Investment Corp, Cl A |
|
|
113 |
|
|
|
490 |
|
Japan Real Estate Investment Corp, Cl A |
|
|
86 |
|
|
|
524 |
|
JXTG Holdings Inc |
|
|
611,400 |
|
|
|
3,033 |
|
Kansai Paint Co Ltd |
|
|
20,700 |
|
|
|
434 |
|
Kao Corp |
|
|
98,100 |
|
|
|
7,475 |
|
KDDI Corp |
|
|
1,072,900 |
|
|
|
27,320 |
|
Keihan Holdings Co Ltd |
|
|
18,600 |
|
|
|
811 |
|
Keio Corp |
|
|
15,700 |
|
|
|
1,033 |
|
Keisei Electric Railway Co Ltd |
|
|
7,100 |
|
|
|
259 |
|
Keyence Corp |
|
|
43,200 |
|
|
|
26,516 |
|
Kikkoman Corp |
|
|
28,700 |
|
|
|
1,249 |
|
Kirin Holdings Co Ltd (A) |
|
|
112,300 |
|
|
|
2,422 |
|
Kobayashi Pharmaceutical Co Ltd |
|
|
2,400 |
|
|
|
172 |
|
Kohnan Shoji Co Ltd |
|
|
18,600 |
|
|
|
387 |
|
Kokuyo Co Ltd |
|
|
60,300 |
|
|
|
844 |
|
Konami Holdings Corp |
|
|
112,600 |
|
|
|
5,278 |
|
Kose Corp |
|
|
58,600 |
|
|
|
9,828 |
|
Kyoritsu Maintenance Co Ltd (A) |
|
|
67,400 |
|
|
|
3,147 |
|
Kyushu Electric Power Co Inc |
|
|
45,900 |
|
|
|
451 |
|
Mabuchi Motor Co Ltd (A) |
|
|
406,500 |
|
|
|
13,903 |
|
Marubeni Corp |
|
|
463,900 |
|
|
|
3,070 |
|
Marui Group Co Ltd |
|
|
22,700 |
|
|
|
462 |
|
McDonalds Holdings Co Japan Ltd |
|
|
10,600 |
|
|
|
467 |
|
Mebuki Financial Group Inc |
|
|
96,300 |
|
|
|
251 |
|
Medipal Holdings Corp |
|
|
24,100 |
|
|
|
532 |
|
Mitsubishi Chemical Holdings Corp |
|
|
34,500 |
|
|
|
241 |
|
Mitsubishi Corp |
|
|
68,700 |
|
|
|
1,811 |
|
Mitsubishi UFJ Financial Group Inc |
|
|
1,410,800 |
|
|
|
6,704 |
|
Mitsui & Co Ltd |
|
|
35,900 |
|
|
|
584 |
|
Mixi Inc |
|
|
141,600 |
|
|
|
2,840 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Mizuho Financial Group Inc |
|
|
1,864,800 |
|
|
$ |
2,702 |
|
Mizuno Corp |
|
|
20,600 |
|
|
|
466 |
|
Mochida Pharmaceutical Co Ltd |
|
|
6,200 |
|
|
|
264 |
|
MS&AD Insurance Group Holdings Inc |
|
|
604,000 |
|
|
|
19,173 |
|
Nabtesco Corp |
|
|
7,000 |
|
|
|
194 |
|
NET One Systems Co Ltd |
|
|
459,500 |
|
|
|
12,645 |
|
NGK Spark Plug Co Ltd |
|
|
26,800 |
|
|
|
503 |
|
Nidec Corp |
|
|
12,300 |
|
|
|
1,681 |
|
Nihon Unisys Ltd |
|
|
117,900 |
|
|
|
3,956 |
|
Nikon Corp |
|
|
363,400 |
|
|
|
5,140 |
|
Nippon Building Fund Inc, Cl A |
|
|
183 |
|
|
|
1,253 |
|
Nippon Prologis REIT Inc |
|
|
79 |
|
|
|
182 |
|
Nippon Telegraph & Telephone Corp |
|
|
169,700 |
|
|
|
7,902 |
|
Nippon Telegraph & Telephone Corp ADR |
|
|
486,568 |
|
|
|
22,623 |
|
Nissan Chemical Corp |
|
|
26,500 |
|
|
|
1,194 |
|
Nisshin Seifun Group Inc |
|
|
34,500 |
|
|
|
787 |
|
Nomura Real Estate Holdings Inc |
|
|
10,100 |
|
|
|
217 |
|
Nomura Real Estate Master Fund Inc |
|
|
255 |
|
|
|
392 |
|
North Pacific Bank Ltd |
|
|
232,900 |
|
|
|
553 |
|
NTT Data Corp |
|
|
310,900 |
|
|
|
4,141 |
|
NTT DOCOMO Inc |
|
|
61,400 |
|
|
|
1,432 |
|
Obic Co Ltd |
|
|
10,900 |
|
|
|
1,234 |
|
Oji Holdings Corp |
|
|
70,300 |
|
|
|
406 |
|
Oriental Land Co Ltd/Japan |
|
|
22,700 |
|
|
|
2,811 |
|
Otsuka Corp |
|
|
66,400 |
|
|
|
2,672 |
|
Pan Pacific International Holdings Corp |
|
|
10,100 |
|
|
|
641 |
|
Panasonic Corp |
|
|
815,200 |
|
|
|
6,792 |
|
Park24 Co Ltd |
|
|
17,100 |
|
|
|
398 |
|
Persol Holdings Co Ltd |
|
|
239,200 |
|
|
|
5,619 |
|
Recruit Holdings Co Ltd |
|
|
56,200 |
|
|
|
1,875 |
|
Resona Holdings Inc |
|
|
158,600 |
|
|
|
660 |
|
Rohm Co Ltd |
|
|
207,100 |
|
|
|
13,917 |
|
Ryohin Keikaku Co Ltd |
|
|
2,500 |
|
|
|
452 |
|
Sanwa Holdings Corp |
|
|
643,900 |
|
|
|
6,921 |
|
SBI Holdings Inc/Japan |
|
|
26,000 |
|
|
|
644 |
|
SCSK Corp |
|
|
119,100 |
|
|
|
5,859 |
|
Seiko Epson Corp |
|
|
14,800 |
|
|
|
234 |
|
Seiko Holdings Corp |
|
|
28,400 |
|
|
|
578 |
|
Sekisui House Ltd |
|
|
743,400 |
|
|
|
12,251 |
|
Seven & i Holdings Co Ltd |
|
|
518,100 |
|
|
|
17,542 |
|
SG Holdings Co Ltd |
|
|
8,700 |
|
|
|
247 |
|
Sharp Corp/Japan |
|
|
21,700 |
|
|
|
238 |
|
Shinsei Bank Ltd |
|
|
21,500 |
|
|
|
334 |
|
Shionogi & Co Ltd |
|
|
165,100 |
|
|
|
9,515 |
|
Shiseido Co Ltd |
|
|
27,500 |
|
|
|
2,073 |
|
Shizuoka Bank Ltd/The |
|
|
33,100 |
|
|
|
244 |
|
Showa Corp |
|
|
45,600 |
|
|
|
615 |
|
SMC Corp/Japan |
|
|
20,300 |
|
|
|
7,569 |
|
Sompo Holdings Inc |
|
|
330,400 |
|
|
|
12,760 |
|
Sony Financial Holdings Inc |
|
|
31,700 |
|
|
|
761 |
|
SUMCO Corp (A) |
|
|
35,900 |
|
|
|
427 |
|
Sumitomo Corp |
|
|
216,700 |
|
|
|
3,283 |
|
|
|
|
4 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Sumitomo Dainippon Pharma Co Ltd |
|
|
90,100 |
|
|
$ |
1,708 |
|
Sumitomo Mitsui Financial Group Inc |
|
|
452,000 |
|
|
|
15,967 |
|
Sumitomo Mitsui Trust Holdings Inc |
|
|
438,422 |
|
|
|
15,894 |
|
Suzuken Co Ltd/Aichi Japan |
|
|
16,600 |
|
|
|
974 |
|
T&D Holdings Inc |
|
|
51,200 |
|
|
|
556 |
|
Taisho Pharmaceutical Holdings Co Ltd |
|
|
7,500 |
|
|
|
576 |
|
Takeda Pharmaceutical Co Ltd |
|
|
1,267,200 |
|
|
|
44,965 |
|
Takeda Pharmaceutical Co Ltd ADR |
|
|
83,793 |
|
|
|
1,483 |
|
Takuma Co Ltd |
|
|
34,900 |
|
|
|
434 |
|
TDK Corp |
|
|
3,600 |
|
|
|
279 |
|
Terumo Corp |
|
|
71,700 |
|
|
|
2,136 |
|
TIS Inc |
|
|
76,700 |
|
|
|
3,908 |
|
Toho Gas Co Ltd |
|
|
15,100 |
|
|
|
556 |
|
Tohoku Electric Power Co Inc |
|
|
18,500 |
|
|
|
187 |
|
Tokio Marine Holdings Inc |
|
|
37,600 |
|
|
|
1,884 |
|
Tokyo Electric Power Co Holdings Inc * |
|
|
915,600 |
|
|
|
4,776 |
|
Tokyu Corp |
|
|
25,200 |
|
|
|
447 |
|
Tomy Co Ltd |
|
|
55,500 |
|
|
|
645 |
|
Tosoh Corp |
|
|
14,200 |
|
|
|
200 |
|
Toyo Seikan Group Holdings Ltd |
|
|
27,000 |
|
|
|
536 |
|
Toyota Motor Corp |
|
|
126,400 |
|
|
|
7,846 |
|
Toyota Motor Corp ADR |
|
|
148,433 |
|
|
|
18,404 |
|
United Urban Investment Corp |
|
|
403 |
|
|
|
676 |
|
Wacoal Holdings Corp |
|
|
418,852 |
|
|
|
10,874 |
|
Yamaha Corp |
|
|
27,400 |
|
|
|
1,302 |
|
Yamato Holdings Co Ltd |
|
|
55,200 |
|
|
|
1,123 |
|
Yaskawa Electric Corp |
|
|
7,400 |
|
|
|
251 |
|
Yokogawa Electric Corp |
|
|
13,500 |
|
|
|
265 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
654,104 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Malta 0.0% |
|
|
|
|
|
|
|
|
BGP Holdings *(C) |
|
|
198,683 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Mexico 0.3% |
|
|
|
|
|
|
|
|
Alfa SAB de CV, Cl A |
|
|
458,438 |
|
|
|
449 |
|
Mexichem SAB de CV |
|
|
231,283 |
|
|
|
487 |
|
Wal-Mart de Mexico SAB de CV |
|
|
3,487,100 |
|
|
|
9,509 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,445 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Netherlands 6.4% |
|
|
|
|
|
|
|
|
ABN AMRO Bank NV |
|
|
81,140 |
|
|
|
1,739 |
|
Aegon NV |
|
|
289,717 |
|
|
|
1,444 |
|
AerCap Holdings NV * |
|
|
203,376 |
|
|
|
10,578 |
|
Akzo Nobel NV |
|
|
195,629 |
|
|
|
18,411 |
|
ASML Holding NV |
|
|
91,750 |
|
|
|
19,198 |
|
ASR Nederland NV |
|
|
204,535 |
|
|
|
8,329 |
|
Basic-Fit NV *(B) |
|
|
227,348 |
|
|
|
8,013 |
|
Heineken Holding NV |
|
|
97,131 |
|
|
|
10,210 |
|
Heineken NV |
|
|
86,947 |
|
|
|
9,717 |
|
ING Groep NV |
|
|
2,493,318 |
|
|
|
28,950 |
|
Koninklijke Ahold Delhaize NV |
|
|
680,272 |
|
|
|
15,322 |
|
Koninklijke DSM NV |
|
|
134,489 |
|
|
|
16,648 |
|
Koninklijke KPN NV |
|
|
1,376,687 |
|
|
|
4,233 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Koninklijke Philips NV |
|
|
252,532 |
|
|
$ |
10,981 |
|
Koninklijke Volkerwessels NV |
|
|
31,666 |
|
|
|
637 |
|
NN Group NV |
|
|
123,921 |
|
|
|
4,996 |
|
NXP Semiconductors NV |
|
|
85,734 |
|
|
|
8,369 |
|
Randstad NV |
|
|
37,158 |
|
|
|
2,044 |
|
RELX PLC |
|
|
79,579 |
|
|
|
1,928 |
|
Royal Dutch Shell PLC, Cl A |
|
|
571,723 |
|
|
|
18,692 |
|
Royal Dutch Shell PLC, Cl B |
|
|
670,080 |
|
|
|
22,011 |
|
Royal Dutch Shell PLC ADR, Cl B (A) |
|
|
278,352 |
|
|
|
18,299 |
|
Unilever NV |
|
|
22,255 |
|
|
|
1,357 |
|
Wolters Kluwer NV |
|
|
316,682 |
|
|
|
23,088 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
265,194 |
|
|
|
|
|
|
|
|
|
|
|
|
|
New Zealand 0.1% |
|
|
|
|
|
|
|
|
Air New Zealand Ltd |
|
|
708,250 |
|
|
|
1,260 |
|
Fisher & Paykel Healthcare Corp Ltd |
|
|
73,060 |
|
|
|
759 |
|
Ryman Healthcare Ltd |
|
|
22,276 |
|
|
|
176 |
|
Spark New Zealand Ltd |
|
|
145,489 |
|
|
|
391 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,586 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Norway 2.0% |
|
|
|
|
|
|
|
|
Adevinta ASA, Cl B * |
|
|
679,211 |
|
|
|
7,488 |
|
Aker BP ASA |
|
|
7,719 |
|
|
|
222 |
|
Atlantic Sapphire AS * |
|
|
2,932,767 |
|
|
|
33,366 |
|
DNB ASA |
|
|
98,335 |
|
|
|
1,830 |
|
Equinor ASA |
|
|
71,030 |
|
|
|
1,403 |
|
Magseis Fairfield ASA *(A) |
|
|
6,345,950 |
|
|
|
8,708 |
|
Mowi ASA |
|
|
1,232,278 |
|
|
|
28,827 |
|
Salmar ASA |
|
|
9,184 |
|
|
|
400 |
|
Telenor ASA |
|
|
111,568 |
|
|
|
2,370 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
84,614 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Portugal 0.2% |
|
|
|
|
|
|
|
|
Altri SGPS SA |
|
|
55,465 |
|
|
|
386 |
|
EDP - Energias de Portugal SA |
|
|
99,359 |
|
|
|
378 |
|
Galp Energia SGPS SA, Cl B |
|
|
401,083 |
|
|
|
6,177 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,941 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Russia 0.1% |
|
|
|
|
|
|
|
|
Tatneft PJSC ADR |
|
|
73,492 |
|
|
|
5,424 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Singapore 1.2% |
|
|
|
|
|
|
|
|
CapitaLand Commercial Trust
|
|
|
114,000 |
|
|
|
183 |
|
City Developments Ltd |
|
|
1,961,900 |
|
|
|
13,732 |
|
ComfortDelGro Corp Ltd |
|
|
113,600 |
|
|
|
223 |
|
DBS Group Holdings Ltd |
|
|
1,159,000 |
|
|
|
22,239 |
|
Genting Singapore Ltd |
|
|
466,300 |
|
|
|
317 |
|
Hong Leong Finance Ltd |
|
|
68,524 |
|
|
|
138 |
|
Oversea-Chinese Banking Corp Ltd |
|
|
1,035,000 |
|
|
|
8,721 |
|
Singapore Exchange Ltd |
|
|
381,600 |
|
|
|
2,234 |
|
Singapore Technologies Engineering Ltd |
|
|
75,100 |
|
|
|
230 |
|
United Overseas Bank Ltd |
|
|
20,300 |
|
|
|
392 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
48,409 |
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
|
5 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
South Africa 0.1% |
|
|
|
|
|
|
|
|
Investec PLC |
|
|
416,323 |
|
|
$ |
2,697 |
|
Reunert Ltd |
|
|
92,931 |
|
|
|
445 |
|
Telkom SA SOC Ltd |
|
|
141,818 |
|
|
|
927 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,069 |
|
|
|
|
|
|
|
|
|
|
|
|
|
South Korea 1.9% |
|
|
|
|
|
|
|
|
BNK Financial Group Inc |
|
|
233,297 |
|
|
|
1,513 |
|
Daelim Industrial Co Ltd |
|
|
14,905 |
|
|
|
1,485 |
|
KT Corp ADR |
|
|
432,095 |
|
|
|
5,345 |
|
LG Display Co Ltd * |
|
|
41,127 |
|
|
|
636 |
|
LG Electronics Inc |
|
|
46,129 |
|
|
|
3,168 |
|
Meritz Securities Co Ltd |
|
|
156,827 |
|
|
|
728 |
|
Samsung Electronics Co Ltd |
|
|
623,783 |
|
|
|
25,391 |
|
SK Innovation Co Ltd |
|
|
23,209 |
|
|
|
3,196 |
|
SK Telecom Co Ltd |
|
|
86,872 |
|
|
|
19,486 |
|
SK Telecom Co Ltd ADR |
|
|
742,654 |
|
|
|
18,381 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
79,329 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Spain 1.2% |
|
|
|
|
|
|
|
|
ACS Actividades de Construccion y Servicios SA |
|
|
173,761 |
|
|
|
6,948 |
|
Amadeus IT Group SA, Cl A |
|
|
183,302 |
|
|
|
14,541 |
|
Applus Services SA |
|
|
49,105 |
|
|
|
668 |
|
Banco de Sabadell SA |
|
|
147,865 |
|
|
|
153 |
|
Bankinter SA |
|
|
114,397 |
|
|
|
789 |
|
CaixaBank SA |
|
|
2,269,310 |
|
|
|
6,507 |
|
Cia de Distribucion Integral Logista Holdings SA |
|
|
57,814 |
|
|
|
1,312 |
|
Enagas SA |
|
|
10,045 |
|
|
|
268 |
|
Endesa SA |
|
|
15,314 |
|
|
|
394 |
|
Mapfre SA |
|
|
90,080 |
|
|
|
264 |
|
Naturgy Energy Group SA |
|
|
63,264 |
|
|
|
1,746 |
|
Red Electrica Corp SA |
|
|
23,009 |
|
|
|
480 |
|
Repsol SA |
|
|
105,277 |
|
|
|
1,653 |
|
Telefonica SA |
|
|
596,508 |
|
|
|
4,905 |
|
Unicaja Banco SA (B) |
|
|
11,477,455 |
|
|
|
10,260 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
50,888 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Sweden 1.5% |
|
|
|
|
|
|
|
|
AddTech AB, Cl B |
|
|
4,795 |
|
|
|
146 |
|
Assa Abloy AB, Cl B |
|
|
219,851 |
|
|
|
4,974 |
|
Atlas Copco AB, Cl A |
|
|
255,289 |
|
|
|
8,166 |
|
Axfood AB |
|
|
48,823 |
|
|
|
967 |
|
Betsson AB |
|
|
203,606 |
|
|
|
1,247 |
|
Epiroc AB, Cl A |
|
|
33,344 |
|
|
|
347 |
|
Epiroc AB, Cl B |
|
|
49,755 |
|
|
|
493 |
|
Hexagon AB, Cl B |
|
|
257,251 |
|
|
|
14,296 |
|
ICA Gruppen AB (A) |
|
|
90,647 |
|
|
|
3,900 |
|
Lundin Petroleum AB |
|
|
19,430 |
|
|
|
603 |
|
Millicom International Cellular SA |
|
|
234,630 |
|
|
|
13,213 |
|
Sandvik AB |
|
|
118,212 |
|
|
|
2,174 |
|
Swedbank AB, Cl A |
|
|
267,019 |
|
|
|
4,013 |
|
Swedish Match AB |
|
|
118,489 |
|
|
|
5,006 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Swedish Orphan Biovitrum AB * |
|
|
132,051 |
|
|
$ |
2,546 |
|
Telefonaktiebolaget LM Ericsson, Cl B |
|
|
38,126 |
|
|
|
362 |
|
Telia Co AB |
|
|
88,263 |
|
|
|
392 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
62,845 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Switzerland 7.4% |
|
|
|
|
|
|
|
|
ABB Ltd |
|
|
1,334,589 |
|
|
|
26,815 |
|
Adecco Group AG |
|
|
259,037 |
|
|
|
15,585 |
|
Alcon Inc * |
|
|
234,644 |
|
|
|
14,507 |
|
Aryzta AG * |
|
|
2,870,877 |
|
|
|
3,295 |
|
Baloise Holding AG |
|
|
10,010 |
|
|
|
1,774 |
|
Barry Callebaut AG |
|
|
371 |
|
|
|
745 |
|
Chocoladefabriken Lindt & Spruengli AG |
|
|
233 |
|
|
|
3,032 |
|
Cie Financiere Richemont SA |
|
|
129,169 |
|
|
|
10,975 |
|
Dufry AG |
|
|
2,222 |
|
|
|
188 |
|
Geberit AG |
|
|
18,435 |
|
|
|
8,622 |
|
Givaudan SA |
|
|
2,286 |
|
|
|
6,462 |
|
Julius Baer Group Ltd |
|
|
187,575 |
|
|
|
8,361 |
|
Kuehne + Nagel International AG |
|
|
1,566 |
|
|
|
233 |
|
Lonza Group AG |
|
|
31,096 |
|
|
|
10,506 |
|
Nestle SA |
|
|
160,063 |
|
|
|
16,591 |
|
Novartis AG |
|
|
309,901 |
|
|
|
28,352 |
|
Partners Group Holding AG |
|
|
13,703 |
|
|
|
10,780 |
|
Roche Holding AG |
|
|
193,578 |
|
|
|
54,529 |
|
Schindler Holding AG |
|
|
2,525 |
|
|
|
559 |
|
SGS SA |
|
|
3,354 |
|
|
|
8,555 |
|
SIG Combibloc Group AG * |
|
|
514,972 |
|
|
|
5,926 |
|
Sika AG |
|
|
70,572 |
|
|
|
12,059 |
|
Sonova Holding AG |
|
|
52,468 |
|
|
|
11,936 |
|
Straumann Holding AG |
|
|
375 |
|
|
|
331 |
|
Swiss Life Holding AG |
|
|
30,627 |
|
|
|
15,197 |
|
Swiss Re AG |
|
|
44,382 |
|
|
|
4,517 |
|
Swisscom AG |
|
|
2,642 |
|
|
|
1,328 |
|
Tecan Group AG |
|
|
3,617 |
|
|
|
939 |
|
Temenos AG * |
|
|
418 |
|
|
|
75 |
|
UBS Group AG |
|
|
1,745,018 |
|
|
|
20,707 |
|
Vifor Pharma AG |
|
|
9,178 |
|
|
|
1,328 |
|
Zurich Insurance Group AG |
|
|
9,098 |
|
|
|
3,172 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
307,981 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Taiwan 0.6% |
|
|
|
|
|
|
|
|
Eva Airways Corp |
|
|
1,302,000 |
|
|
|
627 |
|
Li Ming Development Construction Co Ltd |
|
|
9,000 |
|
|
|
12 |
|
MediaTek Inc |
|
|
787,000 |
|
|
|
7,956 |
|
Mirle Automation Corp |
|
|
447,000 |
|
|
|
689 |
|
Simplo Technology Co Ltd |
|
|
158,000 |
|
|
|
1,274 |
|
Taiwan Semiconductor Manufacturing Co Ltd ADR |
|
|
316,585 |
|
|
|
12,401 |
|
Zhen Ding Technology Holding Ltd |
|
|
84,000 |
|
|
|
269 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
23,228 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Thailand 0.0% |
|
|
|
|
|
|
|
|
Bangchak Corp PCL |
|
|
949,800 |
|
|
|
945 |
|
|
|
|
|
|
|
|
|
|
|
|
|
6 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Turkey 0.1% |
|
|
|
|
|
|
|
|
Akbank T.A.S. * |
|
|
2,676,315 |
|
|
$ |
3,147 |
|
Turkiye Halk Bankasi AS * |
|
|
1,180,311 |
|
|
|
1,171 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,318 |
|
|
|
|
|
|
|
|
|
|
|
|
|
United Arab Emirates 0.0% |
|
|
|
|
|
|
|
|
Abu Dhabi Islamic Bank PJSC |
|
|
615,520 |
|
|
|
779 |
|
|
|
|
|
|
|
|
|
|
|
|
|
United Kingdom 13.8% |
|
|
|
|
|
|
|
|
3i Group PLC |
|
|
155,521 |
|
|
|
2,204 |
|
Abcam PLC |
|
|
45,083 |
|
|
|
846 |
|
Admiral Group PLC |
|
|
22,763 |
|
|
|
640 |
|
Anglo American PLC |
|
|
55,014 |
|
|
|
1,572 |
|
Antofagasta PLC |
|
|
15,837 |
|
|
|
187 |
|
Aon PLC |
|
|
52,200 |
|
|
|
10,074 |
|
Ashtead Group PLC |
|
|
39,519 |
|
|
|
1,134 |
|
AstraZeneca PLC |
|
|
296,037 |
|
|
|
24,256 |
|
Auto Trader Group PLC (B) |
|
|
67,028 |
|
|
|
467 |
|
Aviva PLC |
|
|
2,491,665 |
|
|
|
13,208 |
|
Balfour Beatty PLC |
|
|
2,483,272 |
|
|
|
7,648 |
|
Bank of Ireland Group PLC |
|
|
1,743,248 |
|
|
|
9,064 |
|
Barclays PLC |
|
|
12,353,949 |
|
|
|
23,553 |
|
Berkeley Group Holdings PLC |
|
|
7,276 |
|
|
|
346 |
|
BHP Group PLC |
|
|
40,477 |
|
|
|
1,038 |
|
BP PLC |
|
|
3,403,736 |
|
|
|
23,765 |
|
BP PLC ADR |
|
|
157,112 |
|
|
|
6,552 |
|
British American Tobacco PLC |
|
|
661,970 |
|
|
|
23,160 |
|
British Land Co PLC/The |
|
|
25,721 |
|
|
|
176 |
|
BT Group PLC, Cl A |
|
|
1,133,624 |
|
|
|
2,834 |
|
Bunzl PLC |
|
|
439,377 |
|
|
|
11,615 |
|
Burberry Group PLC |
|
|
22,496 |
|
|
|
533 |
|
Burford Capital Ltd |
|
|
171,691 |
|
|
|
3,387 |
|
Carnival PLC |
|
|
150,901 |
|
|
|
6,681 |
|
Centrica PLC |
|
|
118,482 |
|
|
|
132 |
|
Cobham PLC * |
|
|
8,845,252 |
|
|
|
11,995 |
|
Compass Group PLC |
|
|
1,139,345 |
|
|
|
27,362 |
|
Computacenter PLC |
|
|
62,379 |
|
|
|
1,057 |
|
CRH PLC |
|
|
229,621 |
|
|
|
7,487 |
|
Croda International PLC |
|
|
25,865 |
|
|
|
1,685 |
|
DCC PLC |
|
|
86,248 |
|
|
|
7,706 |
|
Dialog Semiconductor PLC * |
|
|
9,593 |
|
|
|
387 |
|
Direct Line Insurance Group PLC |
|
|
46,741 |
|
|
|
197 |
|
easyJet PLC |
|
|
15,049 |
|
|
|
183 |
|
Electrocomponents PLC |
|
|
56,838 |
|
|
|
458 |
|
Evraz PLC |
|
|
990,183 |
|
|
|
8,383 |
|
Ferguson PLC |
|
|
237,028 |
|
|
|
16,893 |
|
Ferrexpo PLC |
|
|
524,939 |
|
|
|
1,853 |
|
Fevertree Drinks PLC |
|
|
145,284 |
|
|
|
4,286 |
|
Fresnillo PLC |
|
|
20,214 |
|
|
|
224 |
|
G4S PLC |
|
|
75,662 |
|
|
|
200 |
|
Games Workshop Group PLC |
|
|
7,754 |
|
|
|
490 |
|
GlaxoSmithKline PLC |
|
|
537,883 |
|
|
|
10,793 |
|
Hargreaves Lansdown PLC |
|
|
48,139 |
|
|
|
1,176 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Hays PLC |
|
|
1,583,408 |
|
|
$ |
3,166 |
|
HSBC Holdings PLC |
|
|
697,173 |
|
|
|
5,829 |
|
Inchcape PLC |
|
|
122,789 |
|
|
|
963 |
|
Indivior PLC * |
|
|
568,551 |
|
|
|
309 |
|
InterContinental Hotels Group PLC |
|
|
9,770 |
|
|
|
643 |
|
International Consolidated Airlines Group SA |
|
|
508,597 |
|
|
|
3,087 |
|
Intertek Group PLC |
|
|
30,747 |
|
|
|
2,153 |
|
Investec PLC |
|
|
407,105 |
|
|
|
2,648 |
|
J Sainsbury PLC |
|
|
313,791 |
|
|
|
783 |
|
Johnson Matthey PLC |
|
|
209,174 |
|
|
|
8,862 |
|
Kingfisher PLC |
|
|
4,528,094 |
|
|
|
12,385 |
|
Legal & General Group PLC |
|
|
1,232,003 |
|
|
|
4,226 |
|
Lloyds Banking Group PLC |
|
|
27,157,298 |
|
|
|
19,559 |
|
London Stock Exchange Group PLC |
|
|
190,968 |
|
|
|
13,333 |
|
Meggitt PLC |
|
|
32,942 |
|
|
|
220 |
|
Micro Focus International PLC |
|
|
457,926 |
|
|
|
12,029 |
|
National Grid PLC |
|
|
1,222,741 |
|
|
|
13,007 |
|
NMC Health PLC (A) |
|
|
17,596 |
|
|
|
538 |
|
Pagegroup PLC |
|
|
128,208 |
|
|
|
837 |
|
Pearson PLC |
|
|
293,912 |
|
|
|
3,065 |
|
Persimmon PLC |
|
|
52,847 |
|
|
|
1,343 |
|
Prudential PLC |
|
|
1,698,842 |
|
|
|
37,102 |
|
QinetiQ Group PLC |
|
|
319,745 |
|
|
|
1,137 |
|
Reckitt Benckiser Group PLC |
|
|
100,797 |
|
|
|
7,972 |
|
RELX PLC |
|
|
764,886 |
|
|
|
18,588 |
|
Rentokil Initial PLC |
|
|
2,279,892 |
|
|
|
11,534 |
|
Rolls-Royce Holdings PLC |
|
|
1,963,455 |
|
|
|
21,001 |
|
Royal Bank of Scotland Group PLC |
|
|
5,800,199 |
|
|
|
16,225 |
|
RSA Insurance Group PLC |
|
|
197,746 |
|
|
|
1,452 |
|
Schroders PLC |
|
|
56,717 |
|
|
|
2,202 |
|
Segro PLC
|
|
|
191,650 |
|
|
|
1,781 |
|
Spectris PLC |
|
|
137,856 |
|
|
|
5,049 |
|
SSE PLC |
|
|
1,220,898 |
|
|
|
17,434 |
|
SSP Group Plc |
|
|
130,608 |
|
|
|
1,140 |
|
St Jamess Place PLC |
|
|
554,342 |
|
|
|
7,747 |
|
Standard Chartered PLC |
|
|
209,066 |
|
|
|
1,900 |
|
Tate & Lyle PLC |
|
|
228,715 |
|
|
|
2,149 |
|
Taylor Wimpey PLC |
|
|
86,891 |
|
|
|
174 |
|
Tesco PLC |
|
|
5,346,142 |
|
|
|
15,425 |
|
Vodafone Group PLC |
|
|
8,301,618 |
|
|
|
13,663 |
|
Wm Morrison Supermarkets PLC |
|
|
490,592 |
|
|
|
1,257 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
571,804 |
|
|
|
|
|
|
|
|
|
|
|
|
|
United States 4.3% |
|
|
|
|
|
|
|
|
Accenture PLC, Cl A |
|
|
93,566 |
|
|
|
17,288 |
|
Akoustis Technologies Inc *(A) |
|
|
511,290 |
|
|
|
3,272 |
|
ASML Holding NV, Cl G |
|
|
40,170 |
|
|
|
8,352 |
|
Atlassian Corp PLC, Cl A * |
|
|
17,637 |
|
|
|
2,308 |
|
Axis Capital Holdings Ltd |
|
|
337,488 |
|
|
|
20,131 |
|
Chubb Ltd |
|
|
95,146 |
|
|
|
14,014 |
|
Coca-Cola European Partners PLC |
|
|
15,087 |
|
|
|
852 |
|
Core Laboratories NV (A) |
|
|
45,136 |
|
|
|
2,360 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
|
7 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Flex Ltd * |
|
|
1,066,873 |
|
|
$ |
10,210 |
|
Guidewire Software Inc * |
|
|
47,590 |
|
|
|
4,825 |
|
IQVIA Holdings Inc * |
|
|
30,271 |
|
|
|
4,871 |
|
Mettler-Toledo International Inc * |
|
|
20,000 |
|
|
|
16,800 |
|
Microsoft Corp |
|
|
82,283 |
|
|
|
11,023 |
|
Nomad Foods Ltd * |
|
|
300,879 |
|
|
|
6,427 |
|
QIAGEN NV * |
|
|
57,287 |
|
|
|
2,323 |
|
ResMed Inc |
|
|
105,233 |
|
|
|
12,842 |
|
Sensata Technologies Holding PLC * |
|
|
215,213 |
|
|
|
10,545 |
|
Shopify Inc, Cl A * |
|
|
66,705 |
|
|
|
20,021 |
|
Visa Inc, Cl A |
|
|
48,239 |
|
|
|
8,372 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
176,836 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Common Stock (Cost $3,556,477) ($ Thousands) |
|
|
|
|
|
|
3,845,726 |
|
|
|
|
|
|
|
|
|
|
|
|
|
PREFERRED STOCK 1.6% |
|
|
|
|
|
|
|
|
Germany 1.1% |
|
|
|
|
|
|
|
|
Bayerische Motoren Werke AG (D) |
|
|
2,878 |
|
|
|
179 |
|
Sartorius AG (D) |
|
|
4,702 |
|
|
|
965 |
|
Volkswagen AG (D) |
|
|
251,505 |
|
|
|
42,452 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
43,596 |
|
|
|
|
|
|
|
|
|
|
|
|
|
South Korea 0.5% |
|
|
|
|
|
|
|
|
Hyundai Motor Co (D) |
|
|
111,832 |
|
|
|
7,661 |
|
Samsung Electronics Co Ltd (D) |
|
|
398,400 |
|
|
|
13,198 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
20,859 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
|
PREFERRED STOCK (continued) |
|
|
|
|
|
|
|
|
Total Preferred Stock (Cost $64,496) ($ Thousands) |
|
|
$ |
64,455 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Number of Rights |
|
|
|
|
|
RIGHTS 0.0% |
|
|
|
|
|
|
|
|
Spain 0.0% |
|
|
|
|
|
|
|
|
Repsol SA * |
|
|
80,242 |
|
|
|
45 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Rights (Cost $) ($ Thousands) |
|
|
|
45 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares |
|
|
|
|
AFFILIATED PARTNERSHIP 3.0% |
|
|
|
|
|
SEI Liquidity Fund, L.P. 2.400%
**(E) |
|
|
124,464,158 |
|
|
|
124,471 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Affiliated Partnership (Cost $124,464) ($ Thousands) |
|
|
|
124,471 |
|
|
|
|
|
|
|
|
|
|
|
|
|
CASH EQUIVALENT 0.9% |
|
|
|
|
|
|
|
|
SEI Daily Income Trust, Government Fund, Cl F 2.140%** |
|
|
37,554,955 |
|
|
|
37,555 |
|
|
|
|
|
|
|
|
|
|
Total Cash Equivalent (Cost $37,555) ($ Thousands) |
|
|
|
37,555 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities 98.4% (Cost $3,782,992)
($ Thousands) |
|
|
$ |
4,072,252 |
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund
at June 30, 2019, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Type of Contract |
|
Number of Contracts Long |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
Value (Thousands) |
|
Unrealized Appreciation/ (Depreciation) (Thousands) |
Euro Stoxx 50 |
|
|
1,180 |
|
|
|
Sep-2019 |
|
|
$ |
46,232 |
|
|
$ |
46,575 |
|
|
$ |
96 |
|
FTSE 100 Index |
|
|
274 |
|
|
|
Sep-2019 |
|
|
|
25,603 |
|
|
|
25,697 |
|
|
|
(16 |
) |
Hang Seng Index |
|
|
32 |
|
|
|
Jul-2019 |
|
|
|
5,820 |
|
|
|
5,838 |
|
|
|
18 |
|
SPI 200 Index |
|
|
106 |
|
|
|
Sep-2019 |
|
|
|
12,120 |
|
|
|
12,197 |
|
|
|
|
|
TOPIX Index |
|
|
217 |
|
|
|
Sep-2019 |
|
|
|
31,129 |
|
|
|
31,239 |
|
|
|
48 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
120,904 |
|
|
$ |
121,546 |
|
|
$ |
146 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $4,139,217 ($ Thousands). |
* |
Non-income producing security. |
** |
Rate shown is the 7-day effective yield as of June 30, 2019.
|
|
Investment in Affiliated Security. |
|
Real Estate Investment Trust. |
|
Expiration date not available. |
(A) |
Certain securities or partial positions of certain securities are on loan at June 30, 2019. The total market value of
securities on loan at June 30, 2019 was $81,903 ($ Thousands).
|
(B) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in
transactions exempt from registration normally to qualified institutions. On June 30, 2019, the value of these securities amounted to $69,778 ($ Thousands), representing 1.7% 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) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities
as of June 30, 2019 was $124,471 ($ Thousands). |
ADR American Depositary Receipt
CHF Swiss Franc
|
|
|
8 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
International Equity Fund (Continued)
Cl Class
FTSE Financial
Times and Stock Exchange
L.P. Limited Partnership
Ltd. Limited
PJSC Public Joint-Stock Company
PLC Public Limited Company
REIT Real Estate investment Trust
SPI Share Price Index
TOPIX - Tokyo Price Index
The following is a list of the level of inputs used as of
June 30, 2019, 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 |
|
$ |
3,814,544 |
|
|
$ |
31,182 |
|
|
$ |
|
|
|
$ |
3,845,726 |
|
Preferred Stock |
|
|
64,455 |
|
|
|
|
|
|
|
|
|
|
|
64,455 |
|
Rights |
|
|
45 |
|
|
|
|
|
|
|
|
|
|
|
45 |
|
Affiliated Partnership |
|
|
|
|
|
|
124,471 |
|
|
|
|
|
|
|
124,471 |
|
Cash Equivalent |
|
|
37,555 |
|
|
|
|
|
|
|
|
|
|
|
37,555 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities |
|
$ |
3,916,599 |
|
|
$ |
155,653 |
|
|
$ |
|
|
|
$ |
4,072,252 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other Financial Instruments |
|
Level 1 |
|
Level 2 |
|
Level 3 |
|
Total |
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
$ |
162 |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
162 |
|
Unrealized Depreciation |
|
|
(16 |
) |
|
|
|
|
|
|
|
|
|
|
(16 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Other Financial Instruments |
|
$ |
146 |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
146 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
*Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.
For the period ended June 30, 2019, there were transfers between Level 1 and Level 2 assets and liabilities.
The primary reason for changes in the classifications between Levels 1 and 2 occurs when foreign equity securities are fair valued using other observable market-based inputs in place of the closing exchange price due to events occurring after the
close of the exchange or market on which the investment is principally traded.
For the period ended June 30, 2019, there were no transfers between Level 2
and Level 3 assets and liabilities.
Amounts designated as are $0 or have been rounded to $0.
For information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent
semi-annual and annual financial statements.
The following is a summary of the transactions with
affiliates for the period ended June 30, 2019 ($ Thousands):
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security Description |
|
Value at 9/30/2018 |
|
Purchases at Cost |
|
Proceeds from Sales |
|
Realized Gain |
|
Change in Unrealized Appreciation |
|
Value 6/30/2019 |
|
Shares |
|
Income |
|
Capital Gains |
SEI Liquidity Fund, L.P. |
|
$ 248,878 |
|
$ 906,486 |
|
$ (1,031,011) |
|
$ 96 |
|
$ 22 |
|
$ 124,471 |
|
124,464,158 |
|
$ 1,488 |
|
$ |
SEI Daily Income Trust, Government Fund, Cl F |
|
153,816 |
|
74,809 |
|
(191,070) |
|
|
|
|
|
37,555 |
|
37,554,955 |
|
1,285 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Totals |
|
$ 402,694 |
|
$ 981,295 |
|
$ (1,222,081) |
|
$ 96 |
|
$ 22 |
|
$ 162,026 |
|
162,019,113 |
|
$ 2,773 |
|
$ |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
|
9 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
Emerging Markets Equity Fund
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK 93.3% |
|
|
|
|
|
|
|
|
Argentina 0.3% |
|
|
|
|
|
|
|
|
Arcos Dorados Holdings Inc, Cl A |
|
|
202,100 |
|
|
$ |
1,472 |
|
Banco Macro SA ADR |
|
|
7,781 |
|
|
|
567 |
|
Cresud SACIF y A ADR * |
|
|
78,626 |
|
|
|
824 |
|
IRSA Inversiones y Representaciones SA ADR* |
|
|
67,500 |
|
|
|
660 |
|
IRSA Propiedades Comerciales SA ADR |
|
|
1,831 |
|
|
|
38 |
|
MercadoLibre Inc * |
|
|
1,223 |
|
|
|
748 |
|
Ternium SA ADR |
|
|
17,078 |
|
|
|
383 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,692 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Austria 0.1% |
|
|
|
|
|
|
|
|
Erste Group Bank AG * |
|
|
42,105 |
|
|
|
1,565 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Brazil 7.0% |
|
|
|
|
|
|
|
|
Ambev SA * |
|
|
506,000 |
|
|
|
2,361 |
|
Atacadao SA * |
|
|
908,000 |
|
|
|
5,217 |
|
B2W Cia Digital * |
|
|
870,584 |
|
|
|
7,444 |
|
B3 SA - Brasil Bolsa Balcao |
|
|
646,324 |
|
|
|
6,329 |
|
Banco Bradesco SA ADR * |
|
|
1,095,981 |
|
|
|
10,763 |
|
Banco BTG Pactual SA * |
|
|
66,181 |
|
|
|
872 |
|
Banco do Brasil SA * |
|
|
162,419 |
|
|
|
2,279 |
|
Banco Santander Brasil SA |
|
|
146,800 |
|
|
|
1,756 |
|
Banco Santander Brasil SA ADR |
|
|
172,500 |
|
|
|
2,048 |
|
BK Brasil Operacao e Assessoria a Restaurantes SA * |
|
|
627,830 |
|
|
|
3,628 |
|
BRF SA * |
|
|
156,483 |
|
|
|
1,198 |
|
BRF SA ADR *(A) |
|
|
348,200 |
|
|
|
2,646 |
|
CCR SA |
|
|
646,800 |
|
|
|
2,314 |
|
Cia Siderurgica Nacional SA |
|
|
107,412 |
|
|
|
465 |
|
Construtora Tenda SA |
|
|
93,202 |
|
|
|
580 |
|
Cosan Ltd, Cl A * |
|
|
40,385 |
|
|
|
540 |
|
Cosan SA |
|
|
261,400 |
|
|
|
3,160 |
|
Cyrela Brazil Realty SA Empreendimentos e Participacoes |
|
|
650,708 |
|
|
|
3,516 |
|
Duratex SA |
|
|
588,700 |
|
|
|
1,808 |
|
Energisa SA |
|
|
446,504 |
|
|
|
5,359 |
|
Eneva SA * |
|
|
95,847 |
|
|
|
603 |
|
Engie Brasil Energia SA |
|
|
78,750 |
|
|
|
896 |
|
Hapvida Participacoes e Investimentos SA |
|
|
379,404 |
|
|
|
3,874 |
|
Hypera SA * |
|
|
144,100 |
|
|
|
1,124 |
|
IRB Brasil Resseguros S/A |
|
|
39,081 |
|
|
|
1,015 |
|
JBS SA |
|
|
203,139 |
|
|
|
1,116 |
|
Kroton Educacional SA |
|
|
430,200 |
|
|
|
1,232 |
|
Localiza Rent a Car SA |
|
|
285,800 |
|
|
|
3,034 |
|
Lojas Renner SA |
|
|
135,477 |
|
|
|
1,661 |
|
Magazine Luiza SA |
|
|
27,545 |
|
|
|
1,500 |
|
MRV Engenharia e Participacoes SA |
|
|
388,328 |
|
|
|
1,991 |
|
Notre Dame Intermedica Participacoes SA |
|
|
538,377 |
|
|
|
5,620 |
|
Petrobras Distribuidora SA |
|
|
69,958 |
|
|
|
456 |
|
Petroleo Brasileiro SA |
|
|
21,549 |
|
|
|
335 |
|
Petroleo Brasileiro SA ADR * |
|
|
798,214 |
|
|
|
12,428 |
|
Porto Seguro SA |
|
|
97,788 |
|
|
|
1,327 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Qualicorp Consultoria e Corretora de Seguros SA |
|
|
111,107 |
|
|
$ |
672 |
|
Rumo SA * |
|
|
1,766,618 |
|
|
|
9,587 |
|
Sul America SA |
|
|
224,761 |
|
|
|
2,203 |
|
Telefonica Brasil SA ADR |
|
|
223,319 |
|
|
|
2,908 |
|
TIM Participacoes SA ADR * |
|
|
109,500 |
|
|
|
1,639 |
|
Transmissora Alianca de Energia Eletrica SA |
|
|
92,364 |
|
|
|
659 |
|
Vale SA ADR, Cl B * |
|
|
303,545 |
|
|
|
4,080 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
124,243 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Canada 0.9% |
|
|
|
|
|
|
|
|
Autohome Inc ADR *(A) |
|
|
17,682 |
|
|
|
1,514 |
|
First Quantum Minerals Ltd |
|
|
1,154,944 |
|
|
|
10,995 |
|
Parex Resources Inc * |
|
|
213,856 |
|
|
|
3,438 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,947 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Chile 0.4% |
|
|
|
|
|
|
|
|
CAP SA |
|
|
34,027 |
|
|
|
389 |
|
Cencosud SA |
|
|
306,334 |
|
|
|
600 |
|
Cervecerias Unidas ADR |
|
|
11,598 |
|
|
|
328 |
|
Cia Cervecerias Unidas SA ADR |
|
|
57,325 |
|
|
|
1,619 |
|
Colbun SA |
|
|
1,409,028 |
|
|
|
290 |
|
Empresas CMPC SA |
|
|
311,960 |
|
|
|
855 |
|
Inversiones La Construccion SA |
|
|
18,184 |
|
|
|
303 |
|
Sociedad Quimica y Minera de Chile SA ADR (A) |
|
|
67,622 |
|
|
|
2,104 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,488 |
|
|
|
|
|
|
|
|
|
|
|
|
|
China 19.3% |
|
|
|
|
|
|
|
|
Agricultural Bank of China Ltd, Cl H |
|
|
10,435,932 |
|
|
|
4,368 |
|
Alibaba Group Holding Ltd ADR * |
|
|
250,266 |
|
|
|
42,408 |
|
Angang Steel Co Ltd, Cl H (A) |
|
|
589,073 |
|
|
|
268 |
|
Anhui Conch Cement Co Ltd, Cl H |
|
|
993,164 |
|
|
|
6,223 |
|
ANTA Sports Products Ltd |
|
|
402,069 |
|
|
|
2,761 |
|
Asia Cement China Holdings Corp |
|
|
360,000 |
|
|
|
578 |
|
Baidu Inc ADR * |
|
|
66,093 |
|
|
|
7,757 |
|
Bank of China Ltd, Cl H |
|
|
9,665,000 |
|
|
|
4,083 |
|
Baozun Inc ADR *(A) |
|
|
83,054 |
|
|
|
4,141 |
|
BeiGene Ltd ADR * |
|
|
5,146 |
|
|
|
638 |
|
Bilibili Inc ADR *(A) |
|
|
233,578 |
|
|
|
3,800 |
|
Bosideng International Holdings Ltd |
|
|
2,848,000 |
|
|
|
791 |
|
CGN Power Co Ltd, Cl H (B) |
|
|
3,949,000 |
|
|
|
1,087 |
|
Changyou.com Ltd ADR * |
|
|
63,162 |
|
|
|
607 |
|
China Coal Energy Co Ltd, Cl H |
|
|
1,383,000 |
|
|
|
575 |
|
China Communications Services Corp Ltd, Cl H |
|
|
2,372,000 |
|
|
|
1,840 |
|
China Construction Bank Corp, Cl H |
|
|
15,009,000 |
|
|
|
12,929 |
|
China Everbright Bank Co Ltd, Cl A |
|
|
3,046,200 |
|
|
|
1,691 |
|
China Merchants Bank Co Ltd, Cl H |
|
|
516,076 |
|
|
|
2,573 |
|
China Molybdenum Co Ltd, Cl H |
|
|
3,804,000 |
|
|
|
1,203 |
|
China National Building Material Co Ltd, Cl H |
|
|
428,892 |
|
|
|
376 |
|
China Petroleum & Chemical Corp, Cl H |
|
|
3,796,000 |
|
|
|
2,580 |
|
China Telecom Corp Ltd, Cl H |
|
|
1,426,000 |
|
|
|
717 |
|
China Vanke Co Ltd, Cl H |
|
|
533,400 |
|
|
|
2,001 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
|
1 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Chinese Universe Publishing and Media Group Co Ltd, Cl A |
|
|
873,668 |
|
|
$ |
1,598 |
|
CITIC Securities Co Ltd, Cl H |
|
|
895,000 |
|
|
|
1,865 |
|
COSCO SHIPPING Energy Transportation Co Ltd, Cl H |
|
|
698,000 |
|
|
|
413 |
|
Country Garden Holdings Co Ltd |
|
|
990,000 |
|
|
|
1,505 |
|
CRRC Corp Ltd |
|
|
4,934,408 |
|
|
|
4,124 |
|
Ctrip.com International Ltd ADR * |
|
|
212,332 |
|
|
|
7,837 |
|
Dongyue Group Ltd |
|
|
1,135,000 |
|
|
|
697 |
|
Focused Photonics Hangzhou Inc, Cl A |
|
|
738,101 |
|
|
|
2,572 |
|
Great Wall Motor Co Ltd, Cl H (A) |
|
|
981,500 |
|
|
|
702 |
|
Guangzhou R&F Properties Co Ltd |
|
|
1,236,800 |
|
|
|
2,378 |
|
Hangzhou Robam Appliances Co Ltd, Cl A |
|
|
811,366 |
|
|
|
3,199 |
|
Hans Laser Technology Industry Group Co Ltd, Cl A |
|
|
320,700 |
|
|
|
1,605 |
|
Industrial & Commercial Bank of China Ltd, Cl H |
|
|
33,165,419 |
|
|
|
24,198 |
|
JD.com Inc ADR * |
|
|
198,784 |
|
|
|
6,021 |
|
Jiangxi Copper Co Ltd, Cl H |
|
|
771,000 |
|
|
|
1,026 |
|
Longfor Group Holdings Ltd |
|
|
213,000 |
|
|
|
803 |
|
Momo Inc ADR * |
|
|
160,056 |
|
|
|
5,730 |
|
NetEase Inc ADR |
|
|
25,375 |
|
|
|
6,490 |
|
New Oriental Education & Technology Group Inc ADR * |
|
|
65,537 |
|
|
|
6,330 |
|
Ping An Insurance Group Co of China Ltd, Cl A |
|
|
137,400 |
|
|
|
1,774 |
|
Ping An Insurance Group Co of China Ltd, Cl H |
|
|
1,857,357 |
|
|
|
22,300 |
|
Qudian Inc ADR * |
|
|
30,009 |
|
|
|
225 |
|
SINA Corp/China * |
|
|
92,500 |
|
|
|
3,990 |
|
Sinopec Shanghai Petrochemical Co Ltd, Cl H |
|
|
1,566,000 |
|
|
|
621 |
|
Sinopharm Group Co Ltd, Cl H |
|
|
570,000 |
|
|
|
2,006 |
|
Sinotruk Hong Kong Ltd (A) |
|
|
2,003,000 |
|
|
|
3,466 |
|
Sohu.com Ltd ADR *(A) |
|
|
135,900 |
|
|
|
1,903 |
|
Tencent Holdings Ltd |
|
|
1,484,290 |
|
|
|
66,990 |
|
Tencent Music Entertainment Group ADR * |
|
|
82 |
|
|
|
1 |
|
Tingyi Cayman Islands Holding Corp |
|
|
1,892,000 |
|
|
|
3,158 |
|
Tsingtao Brewery Co Ltd, Cl H |
|
|
506,000 |
|
|
|
3,222 |
|
Uni-President China Holdings Ltd |
|
|
3,320,400 |
|
|
|
3,698 |
|
Vipshop Holdings Ltd ADR * |
|
|
231,395 |
|
|
|
1,997 |
|
Weibo Corp ADR *(A) |
|
|
114,307 |
|
|
|
4,978 |
|
Weichai Power Co Ltd, Cl H |
|
|
1,133,000 |
|
|
|
1,914 |
|
Wuhu Sanqi Interactive Entertainment Network Technology Group Co Ltd, Cl A |
|
|
1,448,300 |
|
|
|
2,859 |
|
Wuliangye Yibin Co Ltd, Cl A |
|
|
145,500 |
|
|
|
2,498 |
|
Yanzhou Coal Mining Co Ltd, Cl H |
|
|
428,791 |
|
|
|
401 |
|
Yum China Holdings Inc |
|
|
29,439 |
|
|
|
1,360 |
|
Zhejiang Expressway Co Ltd, Cl H |
|
|
2,622,000 |
|
|
|
2,762 |
|
Zhejiang Huace Film & TV Co Ltd, Cl A |
|
|
2,422,029 |
|
|
|
2,373 |
|
Zhejiang Semir Garment Co Ltd, Cl A |
|
|
1,282,775 |
|
|
|
2,066 |
|
Zhongsheng Group Holdings Ltd |
|
|
2,893,500 |
|
|
|
8,056 |
|
Zhuzhou CRRC Times Electric Co Ltd, Cl H |
|
|
1,089,647 |
|
|
|
5,739 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
ZTO Express Cayman Inc ADR * |
|
|
256,594 |
|
|
$ |
4,906 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
340,351 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Colombia 0.6% |
|
|
|
|
|
|
|
|
Bancolombia SA ADR, Cl R |
|
|
154,939 |
|
|
|
7,908 |
|
Ecopetrol SA |
|
|
1,710,958 |
|
|
|
1,558 |
|
Ecopetrol SA ADR |
|
|
38,523 |
|
|
|
704 |
|
Grupo Aval Acciones y Valores SA ADR |
|
|
17,844 |
|
|
|
142 |
|
Interconexion Electrica SA ESP |
|
|
35,665 |
|
|
|
199 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,511 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Cyprus 0.1% |
|
|
|
|
|
|
|
|
TCS Group Holding PLC |
|
|
91,885 |
|
|
|
1,654 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Czech Republic 0.2% |
|
|
|
|
|
|
|
|
Komercni banka as |
|
|
70,400 |
|
|
|
2,808 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Egypt 0.2% |
|
|
|
|
|
|
|
|
Commercial International Bank Egypt SAE |
|
|
698,945 |
|
|
|
3,090 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Greece 0.5% |
|
|
|
|
|
|
|
|
Eurobank Ergasias SA * |
|
|
4,029,596 |
|
|
|
3,969 |
|
Motor Oil Hellas Corinth Refineries SA |
|
|
77,761 |
|
|
|
1,992 |
|
National Bank of Greece SA * |
|
|
1,068,886 |
|
|
|
2,934 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,895 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Hong Kong 8.6% |
|
|
|
|
|
|
|
|
3SBio Inc *(A) |
|
|
2,926,500 |
|
|
|
5,027 |
|
A-Living Services Co Ltd, Cl H (B) |
|
|
1,080,500 |
|
|
|
1,828 |
|
ASM Pacific Technology Ltd |
|
|
283,400 |
|
|
|
2,902 |
|
BAIC Motor Corp Ltd, Cl H (B) |
|
|
3,972,000 |
|
|
|
2,491 |
|
Beijing Enterprises Water Group Ltd |
|
|
9,786,000 |
|
|
|
5,812 |
|
Brilliance China Automotive Holdings Ltd |
|
|
4,731,203 |
|
|
|
5,232 |
|
Chaoda Modern Agriculture Holdings Ltd * |
|
|
2,056,181 |
|
|
|
20 |
|
China Aoyuan Group Ltd (A) |
|
|
319,000 |
|
|
|
448 |
|
China Conch Venture Holdings Ltd |
|
|
588,000 |
|
|
|
2,077 |
|
China Everbright Bank Co Ltd, Cl H |
|
|
1,633,000 |
|
|
|
748 |
|
China Everbright International Ltd |
|
|
5,597,100 |
|
|
|
5,165 |
|
China Everbright Ltd |
|
|
1,274,000 |
|
|
|
1,882 |
|
China Gas Holdings Ltd |
|
|
1,227,200 |
|
|
|
4,563 |
|
China High Precision Automation Group Ltd * |
|
|
1,385,624 |
|
|
|
|
|
China Hongqiao Group Ltd |
|
|
603,000 |
|
|
|
425 |
|
China Medical System Holdings Ltd |
|
|
3,202,000 |
|
|
|
2,935 |
|
China Mengniu Dairy Co Ltd |
|
|
1,772,459 |
|
|
|
6,863 |
|
China Mobile Ltd |
|
|
1,378,800 |
|
|
|
12,557 |
|
China Mobile Ltd ADR |
|
|
162,885 |
|
|
|
7,377 |
|
China Overseas Grand Oceans Group Ltd |
|
|
662,000 |
|
|
|
292 |
|
China Resources Gas Group Ltd |
|
|
296,000 |
|
|
|
1,468 |
|
China Resources Land Ltd |
|
|
180,000 |
|
|
|
793 |
|
China State Construction International Holdings Ltd |
|
|
4,037,123 |
|
|
|
4,144 |
|
China Taiping Insurance Holdings Co Ltd |
|
|
2,556,591 |
|
|
|
6,839 |
|
China Unicom Hong Kong Ltd |
|
|
654,000 |
|
|
|
717 |
|
CIFI Holdings Group Co Ltd |
|
|
1,902,000 |
|
|
|
1,254 |
|
CIMC Enric Holdings Ltd |
|
|
1,066,000 |
|
|
|
860 |
|
|
|
|
2 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
CITIC Ltd |
|
|
1,171,000 |
|
|
$ |
1,688 |
|
CITIC Telecom International Holdings Ltd |
|
|
1,336,000 |
|
|
|
530 |
|
CNOOC Ltd |
|
|
9,326,200 |
|
|
|
15,949 |
|
Future Land Development Holdings Ltd |
|
|
370,000 |
|
|
|
487 |
|
Geely Automobile Holdings Ltd |
|
|
3,220,000 |
|
|
|
5,507 |
|
Genscript Biotech Corp *(A) |
|
|
538,000 |
|
|
|
1,351 |
|
Guangzhou Baiyunshan Pharmaceutical Holdings Co Ltd, Cl H |
|
|
104,000 |
|
|
|
469 |
|
Haier Electronics Group Co Ltd |
|
|
1,440,800 |
|
|
|
3,984 |
|
Hisense Home Appliances Group Co Ltd, Cl H |
|
|
580,000 |
|
|
|
704 |
|
Hua Hong Semiconductor Ltd (B) |
|
|
243,000 |
|
|
|
470 |
|
Huatai Securities Co Ltd, Cl H (A)(B) |
|
|
2,510,800 |
|
|
|
4,319 |
|
Kingboard Laminates Holdings Ltd |
|
|
1,767,500 |
|
|
|
1,620 |
|
Kunlun Energy Co Ltd |
|
|
1,036,000 |
|
|
|
903 |
|
Lee & Man Paper Manufacturing Ltd |
|
|
1,972,000 |
|
|
|
1,381 |
|
Li Ning Co Ltd |
|
|
1,424,500 |
|
|
|
3,359 |
|
Link REIT
|
|
|
165,438 |
|
|
|
2,033 |
|
Logan Property Holdings Co Ltd |
|
|
924,000 |
|
|
|
1,495 |
|
Metallurgical Corp of China Ltd, Cl H |
|
|
1,527,525 |
|
|
|
409 |
|
Shenzhen Expressway Co Ltd, Cl H |
|
|
406,000 |
|
|
|
488 |
|
Shimao Property Holdings Ltd |
|
|
676,000 |
|
|
|
2,059 |
|
Shui On Land Ltd |
|
|
1,182,080 |
|
|
|
274 |
|
Sino Biopharmaceutical Ltd |
|
|
1,793,301 |
|
|
|
1,834 |
|
SJM Holdings Ltd |
|
|
3,601,000 |
|
|
|
4,098 |
|
Sunac China Holdings Ltd |
|
|
662,909 |
|
|
|
3,258 |
|
Sunny Optical Technology Group Co Ltd |
|
|
493,900 |
|
|
|
5,102 |
|
Techtronic Industries Co Ltd |
|
|
216,925 |
|
|
|
1,660 |
|
Times China Holdings Ltd |
|
|
391,000 |
|
|
|
783 |
|
Zoomlion Heavy Industry Science and Technology Co Ltd |
|
|
1,265,800 |
|
|
|
831 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
151,764 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Hungary 0.3% |
|
|
|
|
|
|
|
|
MOL Hungarian Oil & Gas PLC |
|
|
319,717 |
|
|
|
3,555 |
|
OTP Bank Nyrt |
|
|
64,358 |
|
|
|
2,566 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,121 |
|
|
|
|
|
|
|
|
|
|
|
|
|
India 8.8% |
|
|
|
|
|
|
|
|
ACC Ltd |
|
|
69,930 |
|
|
|
1,583 |
|
Apollo Hospitals Enterprise Ltd |
|
|
62,147 |
|
|
|
1,224 |
|
APS Holdings Corp * |
|
|
1 |
|
|
|
|
|
Ashok Leyland Ltd |
|
|
464,235 |
|
|
|
587 |
|
Axis Bank Ltd |
|
|
320,319 |
|
|
|
3,752 |
|
Bajaj Auto Ltd |
|
|
56,922 |
|
|
|
2,331 |
|
Balrampur Chini Mills Ltd |
|
|
267,367 |
|
|
|
539 |
|
Bharat Electronics Ltd |
|
|
913,220 |
|
|
|
1,488 |
|
Bharat Heavy Electricals Ltd |
|
|
431,844 |
|
|
|
458 |
|
Cipla Ltd/India |
|
|
331,567 |
|
|
|
2,658 |
|
CreditAccess Grameen Ltd * |
|
|
94,215 |
|
|
|
709 |
|
Cummins India Ltd |
|
|
239,289 |
|
|
|
2,649 |
|
Dr Reddys Laboratories Ltd |
|
|
49,429 |
|
|
|
1,826 |
|
Dr Reddys Laboratories Ltd ADR |
|
|
20,928 |
|
|
|
784 |
|
GAIL India Ltd |
|
|
496,159 |
|
|
|
2,242 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Godrej Properties Ltd * |
|
|
47,800 |
|
|
$ |
694 |
|
GRUH Finance Ltd |
|
|
250,192 |
|
|
|
1,001 |
|
Gujarat Narmada Valley Fertilizers & Chemicals Ltd |
|
|
64,994 |
|
|
|
220 |
|
HCL Technologies Ltd |
|
|
180,629 |
|
|
|
2,786 |
|
HDFC Bank Ltd |
|
|
174,683 |
|
|
|
6,184 |
|
HDFC Bank Ltd ADR |
|
|
48,281 |
|
|
|
6,278 |
|
Hero MotoCorp Ltd |
|
|
73,234 |
|
|
|
2,739 |
|
Hindustan Petroleum Corp Ltd |
|
|
164,115 |
|
|
|
690 |
|
Hindustan Unilever Ltd |
|
|
127,476 |
|
|
|
3,301 |
|
Housing Development Finance Corp Ltd |
|
|
390,235 |
|
|
|
12,393 |
|
ICICI Bank Ltd |
|
|
1,623,542 |
|
|
|
10,281 |
|
ICICI Bank Ltd ADR |
|
|
573,707 |
|
|
|
7,223 |
|
ICICI Lombard General Insurance Co Ltd |
|
|
168,917 |
|
|
|
2,723 |
|
Infosys Ltd |
|
|
451,484 |
|
|
|
4,788 |
|
Infosys Ltd ADR |
|
|
181,002 |
|
|
|
1,937 |
|
ITC Ltd |
|
|
343,592 |
|
|
|
1,363 |
|
JM Financial Ltd |
|
|
528,780 |
|
|
|
588 |
|
Larsen & Toubro Ltd |
|
|
134,668 |
|
|
|
3,030 |
|
Mahindra & Mahindra Ltd |
|
|
157,169 |
|
|
|
1,492 |
|
Manappuram Finance Ltd |
|
|
491,210 |
|
|
|
983 |
|
Metropolis Healthcare Ltd *(B) |
|
|
66,204 |
|
|
|
932 |
|
Motherson Sumi Systems Ltd |
|
|
1,551,081 |
|
|
|
2,740 |
|
Muthoot Finance Ltd * |
|
|
135,441 |
|
|
|
1,265 |
|
Power Finance Corp Ltd * |
|
|
380,369 |
|
|
|
739 |
|
Power Grid Corp of India Ltd |
|
|
2,578,880 |
|
|
|
7,730 |
|
REC Ltd |
|
|
1,167,263 |
|
|
|
2,787 |
|
Reliance Industries Ltd |
|
|
553,788 |
|
|
|
10,053 |
|
Reliance Industries Ltd GDR (B) |
|
|
598,657 |
|
|
|
21,641 |
|
Shriram Transport Finance Co Ltd |
|
|
224,046 |
|
|
|
3,507 |
|
Tata Chemicals Ltd |
|
|
160,741 |
|
|
|
1,459 |
|
Tata Consultancy Services Ltd |
|
|
114,207 |
|
|
|
3,685 |
|
Tata Motors Ltd * |
|
|
115,353 |
|
|
|
272 |
|
United Spirits Ltd * |
|
|
314,306 |
|
|
|
2,663 |
|
UPL Ltd |
|
|
131,408 |
|
|
|
1,785 |
|
Wipro Ltd |
|
|
193,717 |
|
|
|
787 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
155,569 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Indonesia 1.7% |
|
|
|
|
|
|
|
|
Astra International Tbk PT |
|
|
10,150,800 |
|
|
|
5,353 |
|
Bank Negara Indonesia Persero Tbk PT |
|
|
1,386,100 |
|
|
|
903 |
|
Bank Rakyat Indonesia Persero Tbk PT |
|
|
42,157,405 |
|
|
|
13,010 |
|
Bank Tabungan Pensiunan Nasional Syariah Tbk PT * |
|
|
4,418,500 |
|
|
|
1,079 |
|
Charoen Pokphand Indonesia Tbk PT |
|
|
3,968,500 |
|
|
|
1,329 |
|
Indofood CBP Sukses Makmur Tbk PT |
|
|
633,600 |
|
|
|
455 |
|
Map Aktif Adiperkasa PT * |
|
|
3,611,900 |
|
|
|
1,483 |
|
Mitra Adiperkasa Tbk PT |
|
|
4,749,700 |
|
|
|
303 |
|
Pakuwon Jati Tbk PT |
|
|
7,881,500 |
|
|
|
407 |
|
Perusahaan Gas Negara Tbk PT |
|
|
10,355,600 |
|
|
|
1,547 |
|
Surya Citra Media Tbk PT |
|
|
7,271,000 |
|
|
|
829 |
|
Telekomunikasi Indonesia Persero Tbk PT |
|
|
9,307,600 |
|
|
|
2,727 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
|
3 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Wijaya Karya Persero Tbk PT |
|
|
2,256,200 |
|
|
$ |
388 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
29,813 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Malaysia 0.5% |
|
|
|
|
|
|
|
|
AMMB Holdings Bhd |
|
|
189,653 |
|
|
|
194 |
|
Inari Amertron Bhd |
|
|
5,163,975 |
|
|
|
1,999 |
|
Malayan Banking Bhd |
|
|
998,400 |
|
|
|
2,146 |
|
Malaysia Building Society Bhd |
|
|
20 |
|
|
|
|
|
MISC Bhd |
|
|
280,475 |
|
|
|
485 |
|
RHB Bank Bhd |
|
|
545,200 |
|
|
|
738 |
|
Syarikat Takaful Malaysia Keluarga Bhd |
|
|
385,428 |
|
|
|
639 |
|
Telekom Malaysia Bhd |
|
|
2,021,400 |
|
|
|
1,957 |
|
UEM Sunrise Bhd * |
|
|
2,109,395 |
|
|
|
408 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,566 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Mexico 2.4% |
|
|
|
|
|
|
|
|
Alfa SAB de CV, Cl A |
|
|
708,700 |
|
|
|
694 |
|
America Movil SAB de CV ADR, Cl L |
|
|
83,235 |
|
|
|
1,212 |
|
Arca Continental SAB de CV |
|
|
125,300 |
|
|
|
677 |
|
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand |
|
|
818,244 |
|
|
|
1,254 |
|
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand ADR |
|
|
376,078 |
|
|
|
2,877 |
|
Cemex SAB de CV ADR |
|
|
158,083 |
|
|
|
670 |
|
Coca-Cola Femsa SAB de CV ADR |
|
|
59,380 |
|
|
|
3,690 |
|
Fomento Economico Mexicano SAB de CV |
|
|
488,129 |
|
|
|
4,718 |
|
Fomento Economico Mexicano SAB de CV ADR |
|
|
20,155 |
|
|
|
1,950 |
|
Gruma SAB de CV, Cl B |
|
|
66,555 |
|
|
|
626 |
|
Grupo Financiero Banorte SAB de CV, Cl O |
|
|
1,808,744 |
|
|
|
10,496 |
|
Grupo Mexico SAB de CV, Ser B |
|
|
803,884 |
|
|
|
2,139 |
|
Grupo Televisa SAB ADR (A) |
|
|
224,325 |
|
|
|
1,893 |
|
Infraestructura Energetica Nova SAB de CV |
|
|
632,119 |
|
|
|
2,485 |
|
Kimberly-Clark de Mexico SAB de CV, Cl A |
|
|
377,997 |
|
|
|
702 |
|
Megacable Holdings SAB de CV |
|
|
118,100 |
|
|
|
503 |
|
Mexichem SAB de CV |
|
|
920,881 |
|
|
|
1,937 |
|
Qualitas Controladora SAB de CV |
|
|
191,603 |
|
|
|
537 |
|
Wal-Mart de Mexico SAB de CV |
|
|
1,489,394 |
|
|
|
4,062 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
43,122 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Netherlands 0.1% |
|
|
|
|
|
|
|
|
SBM Offshore NV |
|
|
77,668 |
|
|
|
1,502 |
|
VEON Ltd ADR |
|
|
307,960 |
|
|
|
862 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,364 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Pakistan 0.0% |
|
|
|
|
|
|
|
|
Oil & Gas Development Co Ltd |
|
|
681,000 |
|
|
|
561 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Panama 0.2% |
|
|
|
|
|
|
|
|
Copa Holdings SA, Cl A |
|
|
46,718 |
|
|
|
4,558 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Peru 0.7% |
|
|
|
|
|
|
|
|
Cia de Minas Buenaventura SAA ADR |
|
|
141,400 |
|
|
|
2,357 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Credicorp Ltd |
|
|
47,959 |
|
|
$ |
10,979 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,336 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Philippines 0.8% |
|
|
|
|
|
|
|
|
Ayala Corp |
|
|
64,160 |
|
|
|
1,120 |
|
Ayala Land Inc |
|
|
2,646,800 |
|
|
|
2,624 |
|
BDO Unibank Inc |
|
|
1,385,725 |
|
|
|
3,786 |
|
First Gen Corp |
|
|
783,754 |
|
|
|
410 |
|
Globe Telecom Inc |
|
|
12,972 |
|
|
|
573 |
|
GT Capital Holdings Inc |
|
|
93,920 |
|
|
|
1,723 |
|
Manila Electric Co |
|
|
49,730 |
|
|
|
376 |
|
Megaworld Corp |
|
|
6,367,403 |
|
|
|
758 |
|
Metropolitan Bank & Trust Co |
|
|
2,266,160 |
|
|
|
3,151 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14,521 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Poland 1.0% |
|
|
|
|
|
|
|
|
CD Projekt SA |
|
|
7,503 |
|
|
|
433 |
|
Dino Polska SA *(B) |
|
|
190,375 |
|
|
|
6,683 |
|
Grupa Lotos SA |
|
|
31,630 |
|
|
|
718 |
|
Orange Polska SA * |
|
|
448,179 |
|
|
|
803 |
|
Polski Koncern Naftowy ORLEN SA |
|
|
38,100 |
|
|
|
919 |
|
Powszechna Kasa Oszczednosci Bank Polski SA |
|
|
240,244 |
|
|
|
2,759 |
|
Powszechny Zaklad Ubezpieczen SA |
|
|
373,136 |
|
|
|
4,369 |
|
Warsaw Stock Exchange |
|
|
27,245 |
|
|
|
314 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16,998 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Portugal 0.3% |
|
|
|
|
|
|
|
|
Galp Energia SGPS SA, Cl B |
|
|
378,889 |
|
|
|
5,836 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Qatar 0.1% |
|
|
|
|
|
|
|
|
Commercial Bank PQSC/The |
|
|
278,400 |
|
|
|
351 |
|
Qatar International Islamic Bank QSC |
|
|
347,200 |
|
|
|
714 |
|
Qatar Islamic Bank SAQ |
|
|
124,950 |
|
|
|
570 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,635 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Russia 5.9% |
|
|
|
|
|
|
|
|
Detsky Mir PJSC |
|
|
952,100 |
|
|
|
1,295 |
|
Gazprom PJSC |
|
|
504,140 |
|
|
|
1,861 |
|
Gazprom PJSC ADR |
|
|
1,186,165 |
|
|
|
8,686 |
|
Inter RAO UES PJSC |
|
|
7,360,000 |
|
|
|
528 |
|
LUKOIL PJSC ADR |
|
|
194,135 |
|
|
|
16,333 |
|
Mail.Ru Group Ltd GDR * |
|
|
142,606 |
|
|
|
3,679 |
|
MMC Norilsk Nickel PJSC ADR |
|
|
23,561 |
|
|
|
531 |
|
Mobile TeleSystems PJSC ADR |
|
|
113,175 |
|
|
|
1,054 |
|
Novatek PJSC GDR |
|
|
7,292 |
|
|
|
1,560 |
|
Rosneft Oil Co PJSC GDR |
|
|
720,705 |
|
|
|
3,324 |
|
Sberbank of Russia PJSC |
|
|
712,430 |
|
|
|
2,694 |
|
Sberbank of Russia PJSC ADR |
|
|
1,823,258 |
|
|
|
27,891 |
|
Tatneft PJSC ADR |
|
|
10,300 |
|
|
|
760 |
|
X5 Retail Group NV GDR |
|
|
289,322 |
|
|
|
9,921 |
|
Yandex NV, Cl A * |
|
|
611,154 |
|
|
|
23,224 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
103,341 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Singapore 0.1% |
|
|
|
|
|
|
|
|
Yangzijiang Shipbuilding Holdings Ltd |
|
|
896,200 |
|
|
$ |
1,014 |
|
Yanlord Land Group Ltd |
|
|
324,200 |
|
|
|
309 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,323 |
|
|
|
|
|
|
|
|
|
|
|
|
|
South Africa 4.1% |
|
|
|
|
|
|
|
|
Absa Group Ltd |
|
|
55,496 |
|
|
|
693 |
|
African Rainbow Minerals Ltd |
|
|
50,812 |
|
|
|
656 |
|
AngloGold Ashanti Ltd |
|
|
179,427 |
|
|
|
3,232 |
|
AngloGold Ashanti Ltd ADR |
|
|
51,800 |
|
|
|
922 |
|
Barloworld Ltd |
|
|
151,094 |
|
|
|
1,371 |
|
Bid Corp Ltd |
|
|
159,890 |
|
|
|
3,481 |
|
Bidvest Group Ltd/The |
|
|
52,050 |
|
|
|
699 |
|
Capitec Bank Holdings Ltd |
|
|
55,621 |
|
|
|
5,123 |
|
FirstRand Ltd |
|
|
736,984 |
|
|
|
3,583 |
|
Foschini Group Ltd/The (A) |
|
|
140,672 |
|
|
|
1,799 |
|
Gold Fields Ltd ADR |
|
|
115,062 |
|
|
|
622 |
|
JSE Ltd |
|
|
241,237 |
|
|
|
2,395 |
|
Kumba Iron Ore Ltd |
|
|
40,011 |
|
|
|
1,417 |
|
MTN Group Ltd |
|
|
131,545 |
|
|
|
996 |
|
Naspers Ltd, Cl N |
|
|
65,331 |
|
|
|
15,843 |
|
Nedbank Group Ltd |
|
|
85,374 |
|
|
|
1,533 |
|
Netcare Ltd |
|
|
977,760 |
|
|
|
1,247 |
|
Old Mutual Ltd |
|
|
1,377,841 |
|
|
|
2,071 |
|
Petra Diamonds Ltd *(A) |
|
|
1,651,395 |
|
|
|
414 |
|
RMB Holdings Ltd |
|
|
507,117 |
|
|
|
3,035 |
|
Sanlam Ltd |
|
|
111,796 |
|
|
|
620 |
|
Sasol Ltd |
|
|
93,006 |
|
|
|
2,310 |
|
SPAR Group Ltd/The |
|
|
169,102 |
|
|
|
2,240 |
|
Standard Bank Group Ltd |
|
|
694,145 |
|
|
|
9,681 |
|
Telkom SA SOC Ltd |
|
|
188,088 |
|
|
|
1,230 |
|
Truworths International Ltd |
|
|
674,348 |
|
|
|
3,347 |
|
Vodacom Group Ltd |
|
|
172,156 |
|
|
|
1,461 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
72,021 |
|
|
|
|
|
|
|
|
|
|
|
|
|
South Korea 12.6% |
|
|
|
|
|
|
|
|
Cheil Worldwide Inc |
|
|
136,093 |
|
|
|
3,465 |
|
CJ Logistics Corp * |
|
|
3,458 |
|
|
|
403 |
|
Com2uSCorp (A) |
|
|
29,335 |
|
|
|
2,579 |
|
Daelim Industrial Co Ltd |
|
|
13,582 |
|
|
|
1,353 |
|
Daesang Corp |
|
|
7,724 |
|
|
|
162 |
|
Daewoo Shipbuilding & Marine Engineering Co Ltd * |
|
|
17,958 |
|
|
|
509 |
|
DB Insurance Co Ltd (A) |
|
|
48,769 |
|
|
|
2,505 |
|
Doosan Bobcat Inc |
|
|
75,408 |
|
|
|
2,377 |
|
Douzone Bizon Co Ltd |
|
|
26,932 |
|
|
|
1,451 |
|
Fila Korea Ltd |
|
|
12,600 |
|
|
|
837 |
|
GS Engineering & Construction Corp |
|
|
14,417 |
|
|
|
504 |
|
Hana Financial Group Inc |
|
|
41,597 |
|
|
|
1,347 |
|
Hanwha Chemical Corp |
|
|
25,763 |
|
|
|
507 |
|
Hotel Shilla Co Ltd |
|
|
34,930 |
|
|
|
2,934 |
|
Hyosung Advanced Materials Corp * |
|
|
1 |
|
|
|
|
|
Hyosung TNC Co Ltd |
|
|
2 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Hyundai Department Store Co Ltd |
|
|
8,309 |
|
|
$ |
595 |
|
Hyundai Engineering & Construction Co Ltd |
|
|
55,326 |
|
|
|
2,568 |
|
Hyundai Glovis Co Ltd |
|
|
4,003 |
|
|
|
558 |
|
Hyundai Mobis Co Ltd |
|
|
4,829 |
|
|
|
985 |
|
Hyundai Motor Co |
|
|
51,765 |
|
|
|
6,276 |
|
Innocean Worldwide Inc |
|
|
5,160 |
|
|
|
319 |
|
IS Dongseo Co Ltd |
|
|
10,615 |
|
|
|
355 |
|
JB Financial Group Co Ltd |
|
|
39,964 |
|
|
|
205 |
|
Kakao Corp (A) |
|
|
18,748 |
|
|
|
2,135 |
|
Kangwon Land Inc |
|
|
58,036 |
|
|
|
1,520 |
|
KB Financial Group Inc |
|
|
68,301 |
|
|
|
2,712 |
|
KB Financial Group Inc ADR |
|
|
11,197 |
|
|
|
442 |
|
KCC Corp |
|
|
4,777 |
|
|
|
1,140 |
|
Kia Motors Corp |
|
|
89,498 |
|
|
|
3,410 |
|
Korea Zinc Co Ltd |
|
|
2,131 |
|
|
|
879 |
|
KT&G Corp |
|
|
29,387 |
|
|
|
2,507 |
|
Kumho Petrochemical Co Ltd |
|
|
13,500 |
|
|
|
1,139 |
|
LG Chem Ltd (A) |
|
|
12,754 |
|
|
|
3,916 |
|
LG Corp |
|
|
41,519 |
|
|
|
2,765 |
|
LG Electronics Inc |
|
|
16,000 |
|
|
|
1,099 |
|
LG Household & Health Care Ltd |
|
|
2,245 |
|
|
|
2,553 |
|
LG Uplus Corp |
|
|
123,248 |
|
|
|
1,548 |
|
Lotte Chilsung Beverage Co Ltd |
|
|
11,420 |
|
|
|
1,696 |
|
Lotte Confectionery Co Ltd (A) |
|
|
4,258 |
|
|
|
636 |
|
Lotte Corp (A) |
|
|
25,996 |
|
|
|
991 |
|
Lotte Data Communication Co |
|
|
5,017 |
|
|
|
178 |
|
LOTTE Fine Chemical Co Ltd |
|
|
10,878 |
|
|
|
497 |
|
Medy-Tox Inc |
|
|
88 |
|
|
|
34 |
|
MegaStudyEdu Co Ltd |
|
|
10,405 |
|
|
|
314 |
|
Meritz Securities Co Ltd |
|
|
166,026 |
|
|
|
771 |
|
NAVER Corp |
|
|
43,763 |
|
|
|
4,321 |
|
NCSoft Corp |
|
|
26,652 |
|
|
|
11,010 |
|
Netmarble Corp *(A)(B) |
|
|
16,848 |
|
|
|
1,649 |
|
NHN Corp * |
|
|
6,045 |
|
|
|
405 |
|
Orion Corp/Republic of Korea (A) |
|
|
38,778 |
|
|
|
3,107 |
|
Partron Co Ltd (A) |
|
|
187,508 |
|
|
|
2,882 |
|
POSCO |
|
|
7,082 |
|
|
|
1,500 |
|
Samsung Biologics Co Ltd *(A)(B) |
|
|
3,768 |
|
|
|
1,044 |
|
Samsung C&T Corp |
|
|
6,637 |
|
|
|
550 |
|
Samsung Electronics Co Ltd |
|
|
1,724,328 |
|
|
|
70,189 |
|
Samsung Fire & Marine Insurance Co Ltd |
|
|
4,683 |
|
|
|
1,087 |
|
Samsung Life Insurance Co Ltd (A) |
|
|
23,024 |
|
|
|
1,667 |
|
SK Hynix Inc |
|
|
333,931 |
|
|
|
20,100 |
|
SK Innovation Co Ltd |
|
|
23,121 |
|
|
|
3,184 |
|
SK Telecom Co Ltd |
|
|
61,811 |
|
|
|
13,865 |
|
SK Telecom Co Ltd ADR |
|
|
274,320 |
|
|
|
6,789 |
|
S-Oil Corp (A) |
|
|
32,655 |
|
|
|
2,367 |
|
WONIK IPS Co Ltd |
|
|
77,624 |
|
|
|
1,610 |
|
Woongjin Coway Co Ltd (A) |
|
|
70,803 |
|
|
|
4,746 |
|
Woori Financial Group Inc |
|
|
289,939 |
|
|
|
3,528 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
|
5 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Youngone Corp |
|
|
14,002 |
|
|
$ |
452 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
221,728 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Switzerland 0.1% |
|
|
|
|
|
|
|
|
Wizz Air Holdings Plc *(B) |
|
|
31,771 |
|
|
|
1,378 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Taiwan 8.8% |
|
|
|
|
|
|
|
|
Accton Technology Corp |
|
|
630,200 |
|
|
|
2,668 |
|
Airtac International Group |
|
|
235,681 |
|
|
|
2,641 |
|
ASE Technology Holding Co Ltd |
|
|
817,372 |
|
|
|
1,618 |
|
Asia Cement Corp |
|
|
1,164,000 |
|
|
|
1,782 |
|
Catcher Technology Co Ltd |
|
|
584,040 |
|
|
|
4,184 |
|
Cathay Financial Holding Co Ltd |
|
|
2,380,000 |
|
|
|
3,295 |
|
Chailease Holding Co Ltd |
|
|
169,000 |
|
|
|
699 |
|
Chang Hwa Commercial Bank Ltd |
|
|
750,000 |
|
|
|
506 |
|
Chicony Electronics Co Ltd |
|
|
187,000 |
|
|
|
460 |
|
Chlitina Holding Ltd |
|
|
103,000 |
|
|
|
887 |
|
Chunghwa Telecom Co Ltd |
|
|
266,000 |
|
|
|
968 |
|
Coretronic Corp |
|
|
522,772 |
|
|
|
730 |
|
CTBC Financial Holding Co Ltd |
|
|
2,299,000 |
|
|
|
1,580 |
|
Cub Elecparts Inc |
|
|
3 |
|
|
|
|
|
Delta Electronics Inc |
|
|
594,000 |
|
|
|
3,012 |
|
Elite Advanced Laser Corp |
|
|
189,605 |
|
|
|
330 |
|
Elite Material Co Ltd |
|
|
680,400 |
|
|
|
2,053 |
|
eMemory Technology Inc |
|
|
168,200 |
|
|
|
2,052 |
|
Feng TAY Enterprise Co Ltd |
|
|
94,000 |
|
|
|
732 |
|
Fubon Financial Holding Co Ltd |
|
|
1,732,000 |
|
|
|
2,557 |
|
Globalwafers Co Ltd |
|
|
317,000 |
|
|
|
3,210 |
|
Highwealth Construction Corp |
|
|
388,000 |
|
|
|
618 |
|
Hiwin Technologies Corp |
|
|
257,300 |
|
|
|
2,154 |
|
Hon Hai Precision Industry Co Ltd |
|
|
2,570,003 |
|
|
|
6,404 |
|
Hota Industrial Manufacturing Co Ltd |
|
|
1 |
|
|
|
|
|
LandMark Optoelectronics Corp |
|
|
192,000 |
|
|
|
1,617 |
|
Largan Precision Co Ltd |
|
|
12,446 |
|
|
|
1,545 |
|
Lite-On Technology Corp |
|
|
710,000 |
|
|
|
1,040 |
|
Makalot Industrial Co Ltd |
|
|
90,000 |
|
|
|
609 |
|
MediaTek Inc |
|
|
1,790,568 |
|
|
|
18,102 |
|
Merida Industry Co Ltd |
|
|
418,000 |
|
|
|
2,470 |
|
Nanya Technology Corp |
|
|
421,000 |
|
|
|
874 |
|
Parade Technologies Ltd |
|
|
185,600 |
|
|
|
3,155 |
|
Phison Electronics Corp |
|
|
42,000 |
|
|
|
383 |
|
Powertech Technology Inc |
|
|
177,000 |
|
|
|
433 |
|
Radiant Opto-Electronics Corp |
|
|
182,000 |
|
|
|
609 |
|
Realtek Semiconductor Corp |
|
|
78,000 |
|
|
|
574 |
|
Silicon Motion Technology Corp ADR |
|
|
61,009 |
|
|
|
2,708 |
|
Sino-American Silicon Products Inc |
|
|
250,000 |
|
|
|
657 |
|
SinoPac Financial Holdings Co Ltd |
|
|
3,308,000 |
|
|
|
1,390 |
|
Taiwan Business Bank |
|
|
2,673,000 |
|
|
|
1,175 |
|
Taiwan Mobile Co Ltd |
|
|
176,000 |
|
|
|
694 |
|
Taiwan Semiconductor Manufacturing Co Ltd |
|
|
6,424,276 |
|
|
|
49,434 |
|
Taiwan Semiconductor Manufacturing Co Ltd ADR |
|
|
222,042 |
|
|
|
8,697 |
|
Taiwan Styrene Monomer |
|
|
156,910 |
|
|
|
124 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
Tripod Technology Corp |
|
|
327,000 |
|
|
$ |
1,158 |
|
Unimicron Technology Corp |
|
|
505,000 |
|
|
|
573 |
|
Uni-President Enterprises Corp |
|
|
1,219,000 |
|
|
|
3,246 |
|
United Microelectronics Corp |
|
|
1,272,000 |
|
|
|
571 |
|
Win Semiconductors Corp |
|
|
528,976 |
|
|
|
3,389 |
|
Wistron Corp |
|
|
574,000 |
|
|
|
447 |
|
Yageo Corp |
|
|
238,000 |
|
|
|
2,023 |
|
Yuanta Financial Holding Co Ltd |
|
|
2,151,000 |
|
|
|
1,292 |
|
Zhen Ding Technology Holding Ltd |
|
|
316,000 |
|
|
|
1,011 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
155,140 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Thailand 2.6% |
|
|
|
|
|
|
|
|
Advanced Info Service PCL |
|
|
351,000 |
|
|
|
2,495 |
|
AP Thailand PCL NVDR |
|
|
1,956,113 |
|
|
|
501 |
|
Bangkok Bank PCL |
|
|
833,200 |
|
|
|
5,352 |
|
Charoen Pokphand Foods PCL NVDR |
|
|
749,900 |
|
|
|
691 |
|
Com7 PCL |
|
|
1,107,500 |
|
|
|
787 |
|
CP ALL PCL |
|
|
2,236,000 |
|
|
|
6,270 |
|
CP ALL PCL NVDR |
|
|
1,366,963 |
|
|
|
3,833 |
|
GFPT PCL NVDR |
|
|
417,914 |
|
|
|
230 |
|
Home Product Center PCL |
|
|
12,929,354 |
|
|
|
7,378 |
|
Krung Thai Bank PCL NVDR |
|
|
1,214,400 |
|
|
|
772 |
|
Minor International PCL NVDR |
|
|
2,901,947 |
|
|
|
3,880 |
|
PTT Exploration & Production PCL NVDR |
|
|
234,600 |
|
|
|
1,033 |
|
PTT PCL |
|
|
1,014,600 |
|
|
|
1,613 |
|
Robinson PCL (A) |
|
|
1,153,100 |
|
|
|
2,115 |
|
Siam Cement PCL/The |
|
|
328,700 |
|
|
|
5,059 |
|
Sino-Thai Engineering & Construction PCL NVDR |
|
|
856,600 |
|
|
|
754 |
|
Srisawad Corp PCL |
|
|
894,700 |
|
|
|
1,641 |
|
Thai Union Group PCL NVDR |
|
|
922,900 |
|
|
|
551 |
|
Thanachart Capital PCL NVDR |
|
|
568,300 |
|
|
|
1,029 |
|
Tisco Financial Group PCL NVDR (A) |
|
|
235,900 |
|
|
|
719 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
46,703 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Turkey 1.0% |
|
|
|
|
|
|
|
|
Akbank T.A.S. *(A) |
|
|
1,677,939 |
|
|
|
1,973 |
|
Anadolu Efes Biracilik Ve Malt Sanayii AS |
|
|
161,832 |
|
|
|
557 |
|
BIM Birlesik Magazalar AS |
|
|
46,366 |
|
|
|
638 |
|
Eregli Demir ve Celik Fabrikalari TAS |
|
|
457,729 |
|
|
|
623 |
|
Ford Otomotiv Sanayi AS |
|
|
114,747 |
|
|
|
1,240 |
|
KOC Holding AS |
|
|
219,059 |
|
|
|
664 |
|
Mavi Giyim Sanayi Ve Ticaret AS, Cl B *(B) |
|
|
168,906 |
|
|
|
1,174 |
|
Sok Marketler Ticaret AS * |
|
|
1,098,866 |
|
|
|
1,816 |
|
Tekfen Holding AS |
|
|
114,542 |
|
|
|
514 |
|
Turk Hava Yollari AO * |
|
|
920,755 |
|
|
|
2,052 |
|
Turkcell Iletisim Hizmetleri AS |
|
|
1,435,553 |
|
|
|
3,177 |
|
Turkcell Iletisim Hizmetleri AS ADR * |
|
|
54,935 |
|
|
|
301 |
|
Turkiye Garanti Bankasi AS * |
|
|
1,061,406 |
|
|
|
1,670 |
|
Turkiye Sise ve Cam Fabrikalari AS |
|
|
1,241,819 |
|
|
|
1,114 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
17,513 |
|
|
|
|
|
|
|
|
|
|
|
|
|
6 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
|
COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
United Arab Emirates 0.3% |
|
|
|
|
|
|
|
|
Emaar Properties PJSC |
|
|
3,846,477 |
|
|
$ |
4,633 |
|
|
|
|
|
|
|
|
|
|
|
|
|
United Kingdom 1.7% |
|
|
|
|
|
|
|
|
Anglo American PLC |
|
|
104,523 |
|
|
|
2,984 |
|
Etalon Group PLC GDR |
|
|
56,800 |
|
|
|
127 |
|
KAZ Minerals PLC |
|
|
747,648 |
|
|
|
5,745 |
|
Magnitogorsk Iron & Steel Works PJSC GDR |
|
|
66,837 |
|
|
|
615 |
|
Mail.Ru Group Ltd GDR * |
|
|
14,949 |
|
|
|
381 |
|
Network International Holdings PLC *(B) |
|
|
107,891 |
|
|
|
814 |
|
NMC Health PLC (A) |
|
|
90,564 |
|
|
|
2,770 |
|
Novatek PJSC GDR |
|
|
15,339 |
|
|
|
3,252 |
|
Polyus PJSC GDR |
|
|
18,455 |
|
|
|
853 |
|
Rio Tinto PLC |
|
|
76,578 |
|
|
|
4,757 |
|
Tullow Oil PLC |
|
|
2,380,510 |
|
|
|
6,347 |
|
Vivo Energy PLC |
|
|
515,437 |
|
|
|
870 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
29,515 |
|
|
|
|
|
|
|
|
|
|
|
|
|
United States 0.9% |
|
|
|
|
|
|
|
|
Bizlink Holding Inc |
|
|
674,000 |
|
|
|
4,665 |
|
Corp America Airports SA * |
|
|
122,959 |
|
|
|
992 |
|
Liberty Latin America Ltd, Cl C * |
|
|
133,869 |
|
|
|
2,301 |
|
Pagseguro Digital Ltd, Cl A *(A) |
|
|
132,200 |
|
|
|
5,152 |
|
Southern Copper Corp |
|
|
14,226 |
|
|
|
553 |
|
StoneCo Ltd, Cl A * |
|
|
57,600 |
|
|
|
1,704 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,367 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Vietnam 0.1% |
|
|
|
|
|
|
|
|
Vincom Retail JSC |
|
|
1,314,375 |
|
|
|
1,906 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Common Stock (Cost $1,425,790) ($ Thousands) |
|
|
|
|
|
|
1,645,576 |
|
|
|
|
|
|
|
|
|
|
|
|
|
PREFERRED STOCK 2.1% |
|
|
|
|
|
|
|
|
Brazil 1.6% |
|
|
|
|
|
|
|
|
Banco Bradesco SA * (C) |
|
|
414,466 |
|
|
|
4,091 |
|
Banco do Estado do Rio Grande do Sul SA (C) |
|
|
90,198 |
|
|
|
564 |
|
Centrais Eletricas Brasileiras SA (C) |
|
|
49,200 |
|
|
|
461 |
|
Cia Brasileira de Distribuicao ADR * (C) |
|
|
183,957 |
|
|
|
4,503 |
|
Cia de Transmissao de Energia Eletrica Paulista (C) |
|
|
184,800 |
|
|
|
1,194 |
|
Cia Paranaense de Energia (C) |
|
|
51,677 |
|
|
|
659 |
|
Itau Unibanco Holding SA (C) |
|
|
761,476 |
|
|
|
7,194 |
|
Itau Unibanco Holding SA ADR (C) |
|
|
354,181 |
|
|
|
3,336 |
|
Itausa - Investimentos Itau SA (C) |
|
|
221,611 |
|
|
|
747 |
|
Petroleo Brasileiro SA (C) |
|
|
557,759 |
|
|
|
3,972 |
|
Petroleo Brasileiro SA ADR, Cl A (C) |
|
|
101,585 |
|
|
|
1,443 |
|
Telefonica Brasil SA (C) |
|
|
51,299 |
|
|
|
670 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
28,834 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Colombia 0.1% |
|
|
|
|
|
|
|
|
Grupo Aval Acciones y Valores SA (C) |
|
|
1,797,174 |
|
|
|
720 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
PREFERRED STOCK (continued) |
|
|
|
|
|
South Korea 0.4% |
|
|
|
|
|
|
|
|
Samsung Electronics Co Ltd (C) |
|
|
203,096 |
|
|
$ |
6,728 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Preferred Stock (Cost $29,204) ($ Thousands) |
|
|
|
36,282 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Number of
Participation
Notes |
|
|
|
|
PARTICIPATION NOTES 1.0% |
|
|
|
|
|
China 0.6% |
|
|
|
|
|
|
|
|
Offshore Oil Engineering, Expires |
|
|
4,338,839 |
|
|
|
3,529 |
|
Oppein Home, Expires 05/03/2024 |
|
|
91,097 |
|
|
|
1,417 |
|
Ping An Insurance, Expires 09/23/2019 |
|
|
417,100 |
|
|
|
5,369 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,315 |
|
|
|
|
|
|
|
|
|
|
|
|
|
India 0.0% |
|
|
|
|
|
|
|
|
Motherson Sumi Systems Ltd, Expires 09/21/2021 * |
|
|
77,500 |
|
|
|
137 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Luxembourg 0.2% |
|
|
|
|
|
|
|
|
Beijing Sinnet Technology Co Ltd, Expires * |
|
|
618,015 |
|
|
|
1,509 |
|
Hoa Phat Group JSC, Expires 11/20/2020 * |
|
|
1,750,862 |
|
|
|
1,744 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,253 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Switzerland 0.1% |
|
|
|
|
|
|
|
|
Hans Laser, Expires 03/27/2020 |
|
|
546,350 |
|
|
|
2,735 |
|
|
|
|
|
|
|
|
|
|
|
|
|
United States 0.1% |
|
|
|
|
|
|
|
|
China Merchants Energy Shipping Co Ltd, Expires * |
|
|
1,417,698 |
|
|
|
900 |
|
COSCO SHIPPING Energy Transportation Co Ltd, Expires * |
|
|
1,082,330 |
|
|
|
1,023 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,923 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Participation Notes (Cost $17,183) ($ Thousands) |
|
|
|
18,363 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Face Amount (Thousands) |
|
|
|
|
|
DEBENTURE BOND 0.0% |
|
|
|
|
|
|
|
|
Brazil 0.0% |
|
|
|
|
|
|
|
|
Vale, Ser 1997 0.000%, 03/30/2168 (D) |
|
BRL |
8 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Debenture Bond (Cost $) ($ Thousands) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
|
7 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Number of Warrants |
|
Market Value ($ Thousands) |
|
|
|
WARRANTS 0.0% |
|
|
|
|
|
|
|
|
Thailand 0.0% |
|
|
|
|
|
|
|
|
Minor International PCL, Expires 12/31/2021 * |
|
|
162,947 |
|
|
$ |
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Warrants (Cost $) ($ Thousands) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares |
|
|
|
|
|
AFFILIATED PARTNERSHIP 3.2% |
|
|
|
|
|
|
|
|
SEI Liquidity Fund, L.P. 2.400%
**(E) |
|
|
56,736,034 |
|
|
|
56,743 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Affiliated Partnership (Cost $56,736) ($ Thousands) |
|
|
|
56,743 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Market Value ($ Thousands) |
|
|
|
CASH EQUIVALENT 1.5% |
|
|
|
|
|
|
|
|
SEI Daily Income Trust, Government Fund, Cl F 2.140%** |
|
|
26,734,106 |
|
|
$ |
26,734 |
|
|
|
|
|
|
|
|
|
|
Total Cash Equivalent (Cost $26,734) ($ Thousands) |
|
|
|
26,734 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities 101.1% (Cost $1,555,647)
($ Thousands) |
|
|
$ |
1,783,698 |
|
|
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund
at June 30, 2019, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Type of Contract |
|
Number of Contracts Long |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
Value (Thousands) |
|
Unrealized Appreciation (Thousands) |
MSCI Emerging Markets |
|
|
488 |
|
|
|
Sep-2019 |
|
|
$ |
24,554 |
|
|
$ |
25,703 |
|
|
$ |
1,149 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $1,763,461 ($ Thousands). |
* |
Non-income producing security. |
** |
Rate shown is the 7-day effective yield as of June 30, 2019.
|
|
Investment in Affiliated Security. |
|
Real Estate Investment Trust. |
(A) |
Certain securities or partial positions of certain securities are on loan at June 30, 2019. The total market value of
securities on loan at June 30, 2019 was $38,204 ($ Thousands). |
(B) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in
transactions exempt from registration normally to qualified institutions. On June 30, 2019, the value of these securities amounted to $45,510 ($ Thousands), representing 2.6% of the Net Assets of the Fund. |
(C) |
There is currently no rate available. |
(D) |
Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest
rates and prepayments on the underlying pool of assets. |
(E) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities
as of June 30, 2019 was $56,743 ($ Thousands). |
ADR American Depositary Receipt
BRL Brazilian Real
Cl Class
GDR Global Depositary Receipt
JSC Joint-Stock Company
JSE Johannesburg Stock Exchange
L.P. Limited Partnership
Ltd. Limited
MSCI Morgan Stanley Capital International
NVDR Non-Voting Depositary Receipt
PJSC
Public Joint-Stock Company
PLC Public Limited Company
REIT
Real Estate investment Trust
The following is a list of the level of inputs used as of June 30, 2019, in valuing the Funds investments and
other financial instruments carried at value ($ Thousands):
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Investments in Securities |
|
Level 1 |
|
Level 2 |
|
Level 3 |
|
Total |
Common Stock |
|
$ |
1,645,576 |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
1,645,576 |
|
Preferred Stock |
|
|
36,282 |
|
|
|
|
|
|
|
|
|
|
|
36,282 |
|
Participation Notes |
|
|
18,363 |
|
|
|
|
|
|
|
|
|
|
|
18,363 |
|
Debenture Bond |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Warrants |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Affiliated Partnership |
|
|
|
|
|
|
56,743 |
|
|
|
|
|
|
|
56,743 |
|
Cash Equivalent |
|
|
26,734 |
|
|
|
|
|
|
|
|
|
|
|
26,734 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities |
|
$ |
1,726,955 |
|
|
$ |
56,743 |
|
|
$ |
|
|
|
$ |
1,783,698 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other Financial Instruments |
|
Level 1 |
|
Level 2 |
|
Level 3 |
|
Total |
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
$ |
1,149 |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
1,149 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Other Financial Instruments |
|
$ |
1,149 |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
1,149 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
*Futures contracts are valued at the unrealized appreciation on the instrument.
For the period ended June 30, 2019, there were transfers between Level 1 and Level 2 assets and liabilities. The primary reason for changes in the
classifications between Levels 1 and 2 occurs when foreign equity securities are fair valued using other observable market-based inputs in place of the closing exchange price due to events occurring after the close of the exchange or market on which
the investment is principally traded.
For the period ended June 30, 2019, there were no transfers between Level 2 and Level 3 assets and liabilities.
For the period ended June 30, 2019, there were no transfers into Level 3 assets and liabilities.
Amounts designated as are $0 or have been rounded to $0.
For
information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial statements.
|
|
|
8 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
Emerging Markets Equity Fund (Continued)
The following is a summary of the transactions with affiliates for the period ended June 30,
2019 ($ Thousands):
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security Description |
|
Value at 9/30/2018 |
|
Purchases at Cost |
|
Proceeds from Sales |
|
Realized Gain |
|
Change in Unrealized Appreciation |
|
Value 6/30/2019 |
|
Shares |
|
Income |
|
Capital Gains |
SEI Liquidity Fund, L.P. |
|
$ 66,697 |
|
$ 198,777 |
|
$ (208,770) |
|
$ 32 |
|
$ 7 |
|
$ 56,743 |
|
56,736,034 |
|
$ 421 |
|
$ |
SEI Daily Income Trust, Government Fund, Cl F |
|
12,932 |
|
171,473 |
|
(157,671) |
|
|
|
|
|
26,734 |
|
26,734,106 |
|
420 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Totals |
|
$ 79,629 |
|
$ 370,250 |
|
$ (366,441) |
|
$ 32 |
|
$ 7 |
|
$ 83,477 |
|
83,470,140 |
|
$ 841 |
|
$ |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
|
9 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
International Fixed Income Fund
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS 92.5% |
|
|
|
|
|
|
|
|
Australia 2.0% |
|
|
|
|
|
|
|
|
Australia & New Zealand Banking Group |
|
|
|
|
|
|
|
|
4.500%, 03/19/2024 (A) |
|
$ |
200 |
|
|
$ |
212 |
|
Australia & New Zealand Banking Group MTN |
|
|
|
|
|
|
|
|
5.000%, 08/16/2023 |
|
AUD |
750 |
|
|
|
595 |
|
3.625%, 07/18/2022 |
|
EUR |
300 |
|
|
|
383 |
|
Australia Government Bond |
|
|
|
|
|
|
|
|
4.750%, 04/21/2027 |
|
AUD |
820 |
|
|
|
726 |
|
4.500%, 04/15/2020 |
|
|
185 |
|
|
|
133 |
|
4.500%, 04/21/2033 |
|
|
195 |
|
|
|
189 |
|
4.250%, 04/21/2026 |
|
|
1,425 |
|
|
|
1,201 |
|
3.750%, 04/21/2037 |
|
|
393 |
|
|
|
365 |
|
3.000%, 03/21/2047 |
|
|
795 |
|
|
|
685 |
|
2.750%, 04/21/2024 |
|
|
1,230 |
|
|
|
933 |
|
2.750%, 05/21/2041 |
|
|
322 |
|
|
|
263 |
|
Australia Government Bond, Ser 124 |
|
|
|
|
|
|
|
|
5.750%, 05/15/2021 |
|
|
1,615 |
|
|
|
1,233 |
|
BHP Billiton Finance |
|
|
|
|
|
|
|
|
4.750%, VAR EUR Swap Annual 5 Yr+4.363%, 04/22/2076 |
|
EUR |
101 |
|
|
|
124 |
|
Commonwealth Bank of Australia |
|
|
|
|
|
|
|
|
4.500%, 12/09/2025 (A) |
|
$ |
200 |
|
|
|
213 |
|
Commonwealth Bank of Australia MTN |
|
|
|
|
|
|
|
|
3.000%, 05/03/2022 |
|
EUR |
330 |
|
|
|
411 |
|
0.375%, 04/11/2024 |
|
|
455 |
|
|
|
531 |
|
National Australia Bank |
|
|
|
|
|
|
|
|
5.000%, 03/11/2024 |
|
AUD |
750 |
|
|
|
602 |
|
National Australia Bank MTN |
|
|
|
|
|
|
|
|
2.250%, 06/06/2025 |
|
EUR |
206 |
|
|
|
267 |
|
Westpac Banking Corp MTN |
|
|
|
|
|
|
|
|
1.500%, 03/24/2021 |
|
|
220 |
|
|
|
258 |
|
0.500%, 05/17/2024 |
|
|
455 |
|
|
|
534 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,858 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Austria 1.2% |
|
|
|
|
|
|
|
|
JAB Holdings BV |
|
|
|
|
|
|
|
|
1.250%, 05/22/2024 |
|
|
200 |
|
|
|
237 |
|
Republic of Austria Government Bond |
|
|
|
|
|
|
|
|
4.150%, 03/15/2037 (A) |
|
|
326 |
|
|
|
610 |
|
3.650%, 04/20/2022 (A) |
|
|
290 |
|
|
|
370 |
|
3.150%, 06/20/2044 (A) |
|
|
521 |
|
|
|
948 |
|
2.400%, 05/23/2034 (A) |
|
|
110 |
|
|
|
163 |
|
2.100%, 09/20/2117 (A) |
|
|
75 |
|
|
|
132 |
|
1.500%, 02/20/2047 (A) |
|
|
95 |
|
|
|
130 |
|
0.750%, 10/20/2026 (A) |
|
|
749 |
|
|
|
918 |
|
0.500%, 02/20/2029 (A) |
|
|
885 |
|
|
|
1,062 |
|
0.000%, 07/15/2024 (A)(B) |
|
|
765 |
|
|
|
893 |
|
Republic of Austria Government Bond, Ser 97-6 |
|
|
|
|
|
|
|
|
6.250%, 07/15/2027 |
|
|
288 |
|
|
|
501 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,964 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Belgium 2.3% |
|
|
|
|
|
|
|
|
Anheuser-Busch InBev MTN |
|
|
|
|
|
|
|
|
2.250%, 05/24/2029 |
|
GBP |
205 |
|
|
$ |
259 |
|
1.500%, 03/17/2025 |
|
EUR |
415 |
|
|
|
507 |
|
1.125%, 07/01/2027 |
|
|
230 |
|
|
|
270 |
|
Anheuser-Busch InBev Finance |
|
|
|
|
|
|
|
|
2.600%, 05/15/2024 |
|
CAD |
550 |
|
|
|
422 |
|
Kingdom of Belgium Government Bond |
|
|
|
|
|
|
|
|
4.250%, 03/28/2041 (A) |
|
EUR |
440 |
|
|
|
853 |
|
3.750%, 09/28/2020 (A) |
|
|
2,126 |
|
|
|
2,552 |
|
3.750%, 06/22/2045 |
|
|
229 |
|
|
|
437 |
|
3.000%, 06/22/2034 (A) |
|
|
346 |
|
|
|
542 |
|
1.700%, 06/22/2050 (A) |
|
|
320 |
|
|
|
429 |
|
1.600%, 06/22/2047 (A) |
|
|
310 |
|
|
|
410 |
|
1.000%, 06/22/2031 (A) |
|
|
1,149 |
|
|
|
1,427 |
|
0.800%, 06/22/2025 (A) |
|
|
3 |
|
|
|
4 |
|
0.800%, 06/22/2027 (A) |
|
|
245 |
|
|
|
300 |
|
0.800%, 06/22/2028 (A) |
|
|
1,249 |
|
|
|
1,529 |
|
0.500%, 10/22/2024 (A) |
|
|
1,100 |
|
|
|
1,313 |
|
Kingdom of Belgium Government Bond, Ser 44 |
|
|
|
|
|
|
|
|
5.000%, 03/28/2035 (A) |
|
|
64 |
|
|
|
123 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,377 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Brazil 0.3% |
|
|
|
|
|
|
|
|
Brazil Notas do Tesouro Nacional, Serie B |
|
|
|
|
|
|
|
|
6.000%, 08/15/2050 |
|
BRL |
1,041 |
|
|
|
1,213 |
|
Brazil Notas do Tesouro Nacional, Serie F |
|
|
|
|
|
|
|
|
10.000%, 01/01/2021 |
|
|
3 |
|
|
|
1 |
|
Minerva Luxembourg |
|
|
|
|
|
|
|
|
6.500%, 09/20/2026 (A) |
|
$ |
290 |
|
|
|
302 |
|
Odebrecht Finance |
|
|
|
|
|
|
|
|
7.125%, 06/26/2042 (C) |
|
|
280 |
|
|
|
18 |
|
4.375%, 04/25/2025 (C) |
|
|
200 |
|
|
|
12 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,546 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Canada 8.0% |
|
|
|
|
|
|
|
|
Bank of Montreal |
|
|
|
|
|
|
|
|
0.750%, 09/21/2022 |
|
EUR |
235 |
|
|
|
277 |
|
Bank of Montreal MTN |
|
|
|
|
|
|
|
|
0.125%, 04/19/2021 |
|
|
280 |
|
|
|
322 |
|
Bank of Nova Scotia MTN |
|
|
|
|
|
|
|
|
0.750%, 09/17/2021 |
|
|
570 |
|
|
|
665 |
|
Bell Canada MTN |
|
|
|
|
|
|
|
|
4.700%, 09/11/2023 |
|
CAD |
80 |
|
|
|
67 |
|
Canada Housing Trust No. 1 |
|
|
|
|
|
|
|
|
3.800%, 06/15/2021 (A) |
|
|
1,305 |
|
|
|
1,040 |
|
2.250%, 12/15/2025 (A) |
|
|
2,235 |
|
|
|
1,760 |
|
1.750%, 06/15/2022 (A) |
|
|
2,465 |
|
|
|
1,892 |
|
Canadian Government Bond |
|
|
|
|
|
|
|
|
5.750%, 06/01/2033 |
|
|
1,205 |
|
|
|
1,404 |
|
5.000%, 06/01/2037 |
|
|
816 |
|
|
|
948 |
|
2.750%, 12/01/2048 |
|
|
400 |
|
|
|
382 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
|
1 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
2.750%, 12/01/2048 |
|
CAD |
150 |
|
|
$ |
143 |
|
2.500%, 06/01/2024 |
|
|
1,043 |
|
|
|
840 |
|
2.250%, 06/01/2029 |
|
|
3,537 |
|
|
|
2,902 |
|
1.750%, 09/01/2019 |
|
|
2,247 |
|
|
|
1,719 |
|
1.500%, 06/01/2026 |
|
|
7,545 |
|
|
|
5,801 |
|
1.000%, 09/01/2022 |
|
|
1,268 |
|
|
|
958 |
|
1.000%, 06/01/2027 |
|
|
1,375 |
|
|
|
1,017 |
|
0.750%, 09/01/2021 |
|
|
655 |
|
|
|
494 |
|
Canadian Imperial Bank of Commerce |
|
|
|
|
|
|
|
|
0.195%, 07/25/2022 |
|
EUR |
445 |
|
|
|
511 |
|
CDP Financial |
|
|
|
|
|
|
|
|
4.400%, 11/25/2019 (A) |
|
$ |
850 |
|
|
|
857 |
|
Export Development Canada MTN |
|
|
|
|
|
|
|
|
2.400%, 06/07/2021 |
|
AUD |
1,259 |
|
|
|
902 |
|
National Bank of Canada |
|
|
|
|
|
|
|
|
1.500%, 03/25/2021 |
|
EUR |
345 |
|
|
|
406 |
|
Ontario Treasury Bill |
|
|
|
|
|
|
|
|
2.257%, 07/10/2019 (B) |
|
CAD |
7,000 |
|
|
|
5,354 |
|
Province of British Columbia Canada |
|
|
|
|
|
|
|
|
3.250%, 12/18/2021 |
|
|
1,150 |
|
|
|
913 |
|
Province of Manitoba Canada |
|
|
|
|
|
|
|
|
3.850%, 12/01/2021 |
|
|
710 |
|
|
|
571 |
|
Province of Ontario Canada |
|
|
|
|
|
|
|
|
4.700%, 06/02/2037 |
|
|
1,355 |
|
|
|
1,374 |
|
4.650%, 06/02/2041 |
|
|
540 |
|
|
|
563 |
|
2.800%, 06/02/2048 |
|
|
2,200 |
|
|
|
1,791 |
|
2.600%, 06/02/2025 |
|
|
1,614 |
|
|
|
1,282 |
|
2.400%, 06/02/2026 |
|
|
585 |
|
|
|
460 |
|
Province of Ontario Canada MTN |
|
|
|
|
|
|
|
|
1.650%, 06/08/2020 |
|
JPY |
100,000 |
|
|
|
943 |
|
Province of Quebec Canada |
|
|
|
|
|
|
|
|
6.250%, 06/01/2032 |
|
CAD |
720 |
|
|
|
794 |
|
3.500%, 12/01/2048 |
|
|
520 |
|
|
|
484 |
|
Rogers Communications |
|
|
|
|
|
|
|
|
4.000%, 06/06/2022 |
|
|
165 |
|
|
|
133 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
39,969 |
|
|
|
|
|
|
|
|
|
|
|
|
|
China 0.1% |
|
|
|
|
|
|
|
|
Tencent Holdings MTN |
|
|
|
|
|
|
|
|
3.975%, 04/11/2029 (A) |
|
|
260 |
|
|
|
272 |
|
Weibo |
|
|
|
|
|
|
|
|
3.500%, 07/05/2024 |
|
|
200 |
|
|
|
201 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
473 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Colombia 0.4% |
|
|
|
|
|
|
|
|
Colombian TES |
|
|
|
|
|
|
|
|
10.000%, 07/24/2024 |
|
COP |
1,833,400 |
|
|
|
692 |
|
7.750%, 09/18/2030 |
|
|
2,160,100 |
|
|
|
759 |
|
7.500%, 08/26/2026 |
|
|
1,100,600 |
|
|
|
380 |
|
7.000%, 05/04/2022 |
|
|
521,100 |
|
|
|
171 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,002 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Czech Republic 0.1% |
|
|
|
|
|
|
|
|
Czech Republic Government Bond |
|
|
|
|
|
|
|
|
4.700%, 09/12/2022 |
|
CZK |
7,470 |
|
|
$ |
367 |
|
2.500%, 08/25/2028 |
|
|
6,710 |
|
|
|
326 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
693 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Denmark 0.4% |
|
|
|
|
|
|
|
|
Danske Bank |
|
|
|
|
|
|
|
|
3.875%, 09/12/2023 (A) |
|
$ |
270 |
|
|
|
275 |
|
Danske Bank MTN |
|
|
|
|
|
|
|
|
5.875%, VAR EUR Swap Annual 7 Yr+5.471%, 10/29/2049 |
|
EUR |
344 |
|
|
|
413 |
|
Kingdom of Denmark |
|
|
|
|
|
|
|
|
4.500%, 11/15/2039 |
|
DKK |
2,040 |
|
|
|
594 |
|
1.500%, 11/15/2023 |
|
|
4,025 |
|
|
|
674 |
|
Orsted |
|
|
|
|
|
|
|
|
6.250%, VAR EUR Swap Annual 5 Yr+4.750%, 06/26/3013 |
|
EUR |
210 |
|
|
|
283 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,239 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Egypt 0.0% |
|
|
|
|
|
|
|
|
Egypt Government International Bond MTN |
|
|
|
|
|
|
|
|
4.750%, 04/11/2025 (A) |
|
|
170 |
|
|
|
198 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Finland 0.3% |
|
|
|
|
|
|
|
|
Finland Government Bond |
|
|
|
|
|
|
|
|
2.000%, 04/15/2024 (A) |
|
|
482 |
|
|
|
616 |
|
0.500%, 09/15/2029 (A) |
|
|
445 |
|
|
|
534 |
|
Finland Government Bond MTN |
|
|
|
|
|
|
|
|
1.375%, 04/15/2047 (A) |
|
|
130 |
|
|
|
180 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,330 |
|
|
|
|
|
|
|
|
|
|
|
|
|
France 8.0% |
|
|
|
|
|
|
|
|
BNP Paribas |
|
|
|
|
|
|
|
|
3.375%, 01/09/2025 (A) |
|
$ |
395 |
|
|
|
402 |
|
BNP Paribas MTN |
|
|
|
|
|
|
|
|
3.375%, 01/23/2026 |
|
GBP |
240 |
|
|
|
324 |
|
BPCE |
|
|
|
|
|
|
|
|
0.550%, 07/10/2019 |
|
JPY |
200,000 |
|
|
|
1,857 |
|
BPCE MTN |
|
|
|
|
|
|
|
|
1.125%, 01/18/2023 |
|
EUR |
300 |
|
|
|
352 |
|
BPCE SFH |
|
|
|
|
|
|
|
|
1.750%, 11/29/2019 |
|
|
600 |
|
|
|
689 |
|
BPCE SFH MTN |
|
|
|
|
|
|
|
|
3.750%, 09/13/2021 |
|
|
200 |
|
|
|
249 |
|
Bpifrance Financement |
|
|
|
|
|
|
|
|
0.055%, 11/25/2022 (B) |
|
|
600 |
|
|
|
692 |
|
Caisse Francaise de Financement Local MTN |
|
|
|
|
|
|
|
|
3.000%, 10/02/2028 |
|
|
100 |
|
|
|
144 |
|
0.500%, 01/19/2026 |
|
|
500 |
|
|
|
591 |
|
Caisse Nationale de Reassurance Mutuelle Agricole Groupama |
|
|
|
|
|
|
|
|
6.000%, 01/23/2027 |
|
|
400 |
|
|
|
567 |
|
|
|
|
2 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Cie de Financement Foncier |
|
|
|
|
|
|
|
|
0.375%, 12/11/2024 |
|
EUR |
300 |
|
|
$ |
353 |
|
Cie de Financement Foncier MTN |
|
|
|
|
|
|
|
|
5.500%, 01/26/2027 |
|
GBP |
387 |
|
|
|
636 |
|
CNP Assurances |
|
|
|
|
|
|
|
|
4.500%, VAR Euribor 3 Month+4.600%, 06/10/2047 |
|
EUR |
200 |
|
|
|
266 |
|
1.875%, 10/20/2022 |
|
|
200 |
|
|
|
239 |
|
Credit Agricole Assurances |
|
|
|
|
|
|
|
|
4.750%, VAR EUR Swap Annual 5 Yr+5.350%, 09/27/2048 |
|
|
100 |
|
|
|
132 |
|
Credit Agricole Home Loan SFH MTN |
|
|
|
|
|
|
|
|
1.250%, 03/24/2031 |
|
|
300 |
|
|
|
377 |
|
Dexia Credit Local MTN |
|
|
|
|
|
|
|
|
0.625%, 01/21/2022 |
|
|
1,550 |
|
|
|
1,809 |
|
0.625%, 02/03/2024 |
|
|
200 |
|
|
|
236 |
|
0.500%, 01/17/2025 |
|
|
300 |
|
|
|
354 |
|
Electricite de France MTN |
|
|
|
|
|
|
|
|
5.375%, VAR EUR Swap Annual 12 Yr+3.794%, 01/29/2168 |
|
|
200 |
|
|
|
259 |
|
4.000%, 11/12/2025 |
|
|
350 |
|
|
|
494 |
|
2.250%, 04/27/2021 |
|
|
100 |
|
|
|
119 |
|
Engie MTN |
|
|
|
|
|
|
|
|
0.875%, 03/27/2024 |
|
|
300 |
|
|
|
356 |
|
0.375%, 02/28/2023 |
|
|
100 |
|
|
|
116 |
|
Europcar Mobility Group |
|
|
|
|
|
|
|
|
4.000%, 04/30/2026 (A) |
|
|
170 |
|
|
|
198 |
|
French Republic Government Bond OAT |
|
|
|
|
|
|
|
|
5.750%, 10/25/2032 |
|
|
403 |
|
|
|
794 |
|
4.500%, 04/25/2041 |
|
|
580 |
|
|
|
1,185 |
|
4.000%, 10/25/2038 |
|
|
345 |
|
|
|
644 |
|
4.000%, 04/25/2055 |
|
|
56 |
|
|
|
122 |
|
3.250%, 05/25/2045 |
|
|
2,061 |
|
|
|
3,713 |
|
1.750%, 05/25/2023 |
|
|
2,690 |
|
|
|
3,350 |
|
1.750%, 06/25/2039 (A) |
|
|
60 |
|
|
|
83 |
|
1.750%, 05/25/2066 (A) |
|
|
165 |
|
|
|
231 |
|
0.750%, 05/25/2028 |
|
|
5,205 |
|
|
|
6,386 |
|
0.500%, 05/25/2029 |
|
|
372 |
|
|
|
445 |
|
0.000%, 05/25/2021 (B) |
|
|
1,685 |
|
|
|
1,944 |
|
0.000%, 05/25/2022 (B) |
|
|
868 |
|
|
|
1,008 |
|
0.000%, 03/25/2025 (B) |
|
|
230 |
|
|
|
268 |
|
0.000%, 02/25/2020 (B) |
|
|
1,990 |
|
|
|
2,275 |
|
0.000%, 02/25/2021 (B) |
|
|
2,055 |
|
|
|
2,367 |
|
Orange MTN |
|
|
|
|
|
|
|
|
2.500%, 03/01/2023 |
|
|
500 |
|
|
|
623 |
|
RCI Banque MTN |
|
|
|
|
|
|
|
|
0.375%, 07/10/2019 |
|
|
450 |
|
|
|
512 |
|
SNCF Reseau EPIC |
|
|
|
|
|
|
|
|
5.500%, 12/01/2021 |
|
GBP |
205 |
|
|
|
288 |
|
4.250%, 10/07/2026 |
|
$ |
200 |
|
|
|
299 |
|
2.250%, 12/20/2047 |
|
EUR |
300 |
|
|
|
425 |
|
1.125%, 05/19/2027 |
|
|
300 |
|
|
|
369 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
1.125%, 05/25/2030 |
|
EUR |
200 |
|
|
$ |
246 |
|
Total Capital International MTN |
|
|
|
|
|
|
|
|
4.250%, 11/26/2021 |
|
AUD |
640 |
|
|
|
477 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
39,865 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Germany 5.0% |
|
|
|
|
|
|
|
|
BMW Finance MTN |
|
|
|
|
|
|
|
|
0.875%, 11/17/2020 |
|
EUR |
585 |
|
|
|
676 |
|
0.454%, 01/29/2021 |
|
JPY |
200,000 |
|
|
|
1,860 |
|
Bundesobligation |
|
|
|
|
|
|
|
|
0.000%, 04/05/2024 (B) |
|
EUR |
2,738 |
|
|
|
3,218 |
|
Bundesrepublik Deutschland |
|
|
|
|
|
|
|
|
4.000%, 01/04/2037 |
|
|
411 |
|
|
|
798 |
|
3.250%, 07/04/2042 |
|
|
1,542 |
|
|
|
2,999 |
|
0.250%, 02/15/2027 |
|
|
2,160 |
|
|
|
2,603 |
|
0.245%, 08/15/2026 |
|
|
1,882 |
|
|
|
2,227 |
|
Bundesrepublik Deutschland Bundesanleihe |
|
|
|
|
|
|
|
|
2.500%, 07/04/2044 |
|
|
390 |
|
|
|
694 |
|
2.500%, 08/15/2046 |
|
|
130 |
|
|
|
236 |
|
0.500%, 02/15/2026 |
|
|
863 |
|
|
|
1,054 |
|
Bundesrepublik Deutschland Bundesanleihe, Ser 03 |
|
|
|
|
|
|
|
|
4.750%, 07/04/2034 |
|
|
95 |
|
|
|
188 |
|
Deutsche Telekom International Finance BV MTN |
|
|
|
|
|
|
|
|
1.375%, 12/01/2025 |
|
|
165 |
|
|
|
200 |
|
0.625%, 04/03/2023 |
|
|
330 |
|
|
|
385 |
|
Gemeinsame Deutsche Bundeslaender |
|
|
|
|
|
|
|
|
3.500%, 10/07/2019 |
|
|
650 |
|
|
|
748 |
|
IHO Verwaltungs GmbH |
|
|
|
|
|
|
|
|
3.625%, 05/15/2025 (A) |
|
|
175 |
|
|
|
204 |
|
Kreditanstalt fuer Wiederaufbau |
|
|
|
|
|
|
|
|
2.600%, 06/20/2037 |
|
JPY |
65,000 |
|
|
|
887 |
|
0.500%, 09/15/2027 |
|
EUR |
510 |
|
|
|
612 |
|
0.125%, 06/07/2023 |
|
|
1,135 |
|
|
|
1,325 |
|
Kreditanstalt fuer Wiederaufbau MTN |
|
|
|
|
|
|
|
|
3.750%, 05/29/2020 |
|
NZD |
483 |
|
|
|
331 |
|
2.800%, 02/17/2021 |
|
AUD |
1,230 |
|
|
|
884 |
|
1.125%, 09/15/2032 |
|
EUR |
500 |
|
|
|
634 |
|
1.125%, 05/09/2033 |
|
|
220 |
|
|
|
279 |
|
Landwirtschaftliche Rentenbank MTN |
|
|
|
|
|
|
|
|
0.625%, 05/18/2027 |
|
|
225 |
|
|
|
272 |
|
ProGroup |
|
|
|
|
|
|
|
|
3.000%, 03/31/2026 |
|
|
125 |
|
|
|
147 |
|
Volkswagen Bank GmbH MTN |
|
|
|
|
|
|
|
|
0.625%, 09/08/2021 |
|
|
200 |
|
|
|
230 |
|
Volkswagen International Finance |
|
|
|
|
|
|
|
|
1.875%, 03/30/2027 |
|
|
500 |
|
|
|
590 |
|
1.125%, 10/02/2023 |
|
|
600 |
|
|
|
697 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
24,978 |
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
|
3 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Ghana 0.0% |
|
|
|
|
|
|
|
|
Kosmos Energy |
|
|
|
|
|
|
|
|
7.125%, 04/04/2026 (A) |
|
$ |
200 |
|
|
$ |
202 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Guernsey 0.1% |
|
|
|
|
|
|
|
|
Credit Suisse Group Funding Guernsey MTN |
|
|
|
|
|
|
|
|
1.250%, 04/14/2022 |
|
EUR |
295 |
|
|
|
348 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Hungary 0.1% |
|
|
|
|
|
|
|
|
Hungary Government Bond |
|
|
|
|
|
|
|
|
3.000%, 06/26/2024 |
|
HUF |
75,010 |
|
|
|
284 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Indonesia 0.1% |
|
|
|
|
|
|
|
|
Indonesia Government International Bond |
|
|
|
|
|
|
|
|
1.450%, 09/18/2026 |
|
EUR |
300 |
|
|
|
349 |
|
Indonesia Government International Bond MTN |
|
|
|
|
|
|
|
|
2.150%, 07/18/2024 (A) |
|
|
200 |
|
|
|
242 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
591 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Ireland 0.7% |
|
|
|
|
|
|
|
|
AIB Group MTN |
|
|
|
|
|
|
|
|
4.263%, VAR ICE LIBOR USD 3 Month+1.874%, 04/10/2025 (A) |
|
$ |
450 |
|
|
|
463 |
|
Allied Irish Banks MTN |
|
|
|
|
|
|
|
|
4.125%, VAR EUR Swap Annual 5 Yr+3.950%, 11/26/2025 |
|
EUR |
177 |
|
|
|
211 |
|
Bank of Ireland MTN |
|
|
|
|
|
|
|
|
0.375%, 05/07/2022 |
|
|
555 |
|
|
|
645 |
|
CRH Funding MTN |
|
|
|
|
|
|
|
|
1.875%, 01/09/2024 |
|
|
310 |
|
|
|
380 |
|
Europcar Mobility Group |
|
|
|
|
|
|
|
|
4.125%, 11/15/2024 (A) |
|
|
100 |
|
|
|
119 |
|
Ireland Government Bond |
|
|
|
|
|
|
|
|
5.400%, 03/13/2025 |
|
|
351 |
|
|
|
529 |
|
4.500%, 04/18/2020 |
|
|
205 |
|
|
|
243 |
|
2.000%, 02/18/2045 |
|
|
180 |
|
|
|
255 |
|
0.900%, 05/15/2028 |
|
|
685 |
|
|
|
839 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,684 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Israel 0.2% |
|
|
|
|
|
|
|
|
Israel Government Bond - Fixed |
|
|
|
|
|
|
|
|
4.250%, 03/31/2023 |
|
ILS |
2,521 |
|
|
|
807 |
|
2.000%, 03/31/2027 |
|
|
925 |
|
|
|
271 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,078 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Italy 4.1% |
|
|
|
|
|
|
|
|
Assicurazioni Generali MTN |
|
|
|
|
|
|
|
|
5.500%, VAR Euribor 3 Month+5.350%, 10/27/2047 |
|
EUR |
230 |
|
|
|
300 |
|
Enel |
|
|
|
|
|
|
|
|
5.000%, VAR EUR Swap Annual 5 Yr+3.648%, 01/15/2075 |
|
|
105 |
|
|
|
123 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Enel Finance International MTN |
|
|
|
|
|
|
|
|
5.625%, 08/14/2024 |
|
GBP |
160 |
|
|
$ |
239 |
|
Eni |
|
|
|
|
|
|
|
|
4.250%, 05/09/2029 (A) |
|
$ |
515 |
|
|
|
539 |
|
Intesa Sanpaolo MTN |
|
|
|
|
|
|
|
|
5.017%, 06/26/2024 (A) |
|
|
330 |
|
|
|
331 |
|
3.625%, 12/05/2022 |
|
EUR |
200 |
|
|
|
257 |
|
Italy Buoni Poliennali Del Tesoro |
|
|
|
|
|
|
|
|
5.000%, 09/01/2040 (A) |
|
|
1,510 |
|
|
|
2,298 |
|
3.850%, 09/01/2049 (A) |
|
|
860 |
|
|
|
1,132 |
|
3.750%, 05/01/2021 (A) |
|
|
386 |
|
|
|
468 |
|
3.500%, 03/01/2030 (A) |
|
|
831 |
|
|
|
1,066 |
|
3.350%, 03/01/2035 (A) |
|
|
2,378 |
|
|
|
2,988 |
|
3.100%, 03/01/2040 (A) |
|
|
975 |
|
|
|
1,164 |
|
3.000%, 08/01/2029 |
|
|
351 |
|
|
|
433 |
|
2.800%, 03/01/2067 (A) |
|
|
90 |
|
|
|
96 |
|
2.450%, 09/01/2033 (A) |
|
|
552 |
|
|
|
636 |
|
2.000%, 02/01/2028 |
|
|
1,242 |
|
|
|
1,438 |
|
1.850%, 05/15/2024 |
|
|
470 |
|
|
|
550 |
|
0.950%, 03/01/2023 |
|
|
1,530 |
|
|
|
1,741 |
|
0.900%, 08/01/2022 |
|
|
209 |
|
|
|
239 |
|
0.050%, 04/15/2021 |
|
|
3,610 |
|
|
|
4,099 |
|
UniCredit MTN |
|
|
|
|
|
|
|
|
4.875%, VAR EUR Swap Annual 5 Yr+4.739%, 02/20/2029 |
|
|
220 |
|
|
|
264 |
|
Unione di Banche Italiane |
|
|
|
|
|
|
|
|
1.000%, 01/27/2023 |
|
|
185 |
|
|
|
219 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
20,620 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Japan 19.3% |
|
|
|
|
|
|
|
|
Development Bank of Japan |
|
|
|
|
|
|
|
|
2.300%, 03/19/2026 |
|
JPY |
220,000 |
|
|
|
2,375 |
|
1.050%, 06/20/2023 |
|
|
132,000 |
|
|
|
1,286 |
|
Government of Japan 2 Year Bond |
|
|
|
|
|
|
|
|
0.100%, 11/01/2020 |
|
|
713,200 |
|
|
|
6,647 |
|
0.100%, 04/01/2021 |
|
|
139,650 |
|
|
|
1,303 |
|
Government of Japan 5 Year Bond |
|
|
|
|
|
|
|
|
0.100%, 12/20/2019 |
|
|
187,100 |
|
|
|
1,739 |
|
0.100%, 03/20/2020 |
|
|
344,050 |
|
|
|
3,200 |
|
Government of Japan 10 Year Bond |
|
|
|
|
|
|
|
|
0.900%, 06/20/2022 |
|
|
859,850 |
|
|
|
8,247 |
|
0.100%, 06/20/2026 |
|
|
39,650 |
|
|
|
377 |
|
0.100%, 03/20/2027 |
|
|
71,550 |
|
|
|
683 |
|
0.100%, 06/20/2027 |
|
|
142,600 |
|
|
|
1,361 |
|
Government of Japan 20 Year Bond |
|
|
|
|
|
|
|
|
1.900%, 09/20/2022 |
|
|
406,050 |
|
|
|
4,028 |
|
1.700%, 06/20/2033 |
|
|
1,207,550 |
|
|
|
13,831 |
|
1.400%, 09/20/2034 |
|
|
444,650 |
|
|
|
4,954 |
|
1.000%, 12/20/2035 |
|
|
50,000 |
|
|
|
530 |
|
0.700%, 03/20/2037 |
|
|
92,700 |
|
|
|
940 |
|
0.500%, 09/20/2036 |
|
|
451,400 |
|
|
|
4,434 |
|
0.200%, 06/20/2036 |
|
|
169,400 |
|
|
|
1,586 |
|
|
|
|
4 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Government of Japan 20 Year Bond, Ser 106 |
|
|
|
|
|
|
|
|
2.200%, 09/20/2028 |
|
JPY |
14,550 |
|
|
$ |
165 |
|
Government of Japan 20 Year Bond, Ser 128 |
|
|
|
|
|
|
|
|
1.900%, 06/20/2031 |
|
|
17,150 |
|
|
|
197 |
|
Government of Japan 20 Year Bond, Ser 140 |
|
|
|
|
|
|
|
|
1.700%, 09/20/2032 |
|
|
709,350 |
|
|
|
8,072 |
|
Government of Japan 20 Year Bond, Ser 143 |
|
|
|
|
|
|
|
|
1.600%, 03/20/2033 |
|
|
58,550 |
|
|
|
662 |
|
Government of Japan 20 Year Bond, Ser 144 |
|
|
|
|
|
|
|
|
1.500%, 03/20/2033 |
|
|
149,750 |
|
|
|
1,674 |
|
Government of Japan 30 Year Bond |
|
|
|
|
|
|
|
|
0.800%, 09/20/2047 |
|
|
525,950 |
|
|
|
5,465 |
|
0.300%, 06/20/2046 |
|
|
134,250 |
|
|
|
1,234 |
|
Government of Japan 30 Year Bond, Ser 29 |
|
|
|
|
|
|
|
|
2.400%, 09/20/2038 |
|
|
119,300 |
|
|
|
1,561 |
|
Government of Japan 30 Year Bond, Ser 30 |
|
|
|
|
|
|
|
|
2.300%, 03/20/2039 |
|
|
347,650 |
|
|
|
4,509 |
|
Government of Japan 30 Year Bond, Ser 33 |
|
|
|
|
|
|
|
|
2.000%, 09/20/2040 |
|
|
212,700 |
|
|
|
2,682 |
|
Government of Japan 30 Year Bond, Ser 36 |
|
|
|
|
|
|
|
|
2.000%, 03/20/2042 |
|
|
93,850 |
|
|
|
1,200 |
|
Government of Japan 30 Year Bond, Ser 37 |
|
|
|
|
|
|
|
|
1.900%, 09/20/2042 |
|
|
62,100 |
|
|
|
784 |
|
Government of Japan 30 Year Bond, Ser 38 |
|
|
|
|
|
|
|
|
1.800%, 03/20/2043 |
|
|
259,650 |
|
|
|
3,236 |
|
Government of Japan 40 Year Bond |
|
|
|
|
|
|
|
|
0.400%, 03/20/2056 |
|
|
304,100 |
|
|
|
2,815 |
|
Government of Japan 40 Year Bond, Ser 6 |
|
|
|
|
|
|
|
|
1.900%, 03/20/2053 |
|
|
38,700 |
|
|
|
529 |
|
Government of Japan CPI Linked Bond |
|
|
|
|
|
|
|
|
0.100%, 03/10/2026 |
|
|
347,229 |
|
|
|
3,343 |
|
Mizuho Financial Group MTN |
|
|
|
|
|
|
|
|
0.956%, 10/16/2024 |
|
EUR |
385 |
|
|
|
452 |
|
Mizuho Financial Group Cayman 3 |
|
|
|
|
|
|
|
|
4.600%, 03/27/2024 (A) |
|
$ |
250 |
|
|
|
266 |
|
Takeda Pharmaceutical |
|
|
|
|
|
|
|
|
1.125%, 11/21/2022 (A) |
|
EUR |
430 |
|
|
|
506 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
96,873 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Luxembourg 0.1% |
|
|
|
|
|
|
|
|
Arena Luxembourg Finance |
|
|
|
|
|
|
|
|
2.875%, 11/01/2024 |
|
$ |
165 |
|
|
|
194 |
|
Enel Finance International MTN |
|
|
|
|
|
|
|
|
5.750%, 09/14/2040 |
|
GBP |
145 |
|
|
|
251 |
|
Samsonite Finco SARL |
|
|
|
|
|
|
|
|
3.500%, 05/15/2026 |
|
EUR |
100 |
|
|
|
116 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
561 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Malaysia 1.0% |
|
|
|
|
|
|
|
|
Malaysia Government Bond |
|
|
|
|
|
|
|
|
5.734%, 07/30/2019 |
|
MYR |
2,233 |
|
|
|
542 |
|
4.181%, 07/15/2024 |
|
|
3,360 |
|
|
|
839 |
|
4.048%, 09/30/2021 |
|
|
3,380 |
|
|
|
831 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
3.955%, 09/15/2025 |
|
MYR |
3,440 |
|
|
$ |
852 |
|
3.882%, 03/10/2022 |
|
|
780 |
|
|
|
191 |
|
3.795%, 09/30/2022 |
|
|
3,430 |
|
|
|
840 |
|
3.654%, 10/31/2019 |
|
|
1,771 |
|
|
|
429 |
|
3.480%, 03/15/2023 |
|
|
1,135 |
|
|
|
275 |
|
3.441%, 02/15/2021 |
|
|
491 |
|
|
|
119 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,918 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Mexico 1.7% |
|
|
|
|
|
|
|
|
Alfa |
|
|
|
|
|
|
|
|
5.250%, 03/25/2024 (A) |
|
$ |
205 |
|
|
|
219 |
|
Mexican Bonos |
|
|
|
|
|
|
|
|
8.000%, 06/11/2020 |
|
MXN |
13,336 |
|
|
|
695 |
|
7.750%, 11/13/2042 |
|
|
2,983 |
|
|
|
154 |
|
7.500%, 06/03/2027 |
|
|
2,435 |
|
|
|
126 |
|
6.500%, 06/09/2022 |
|
|
22,900 |
|
|
|
1,161 |
|
5.750%, 03/05/2026 |
|
|
11,907 |
|
|
|
564 |
|
Mexican Bonos, Ser M |
|
|
|
|
|
|
|
|
6.500%, 06/10/2021 |
|
|
9,962 |
|
|
|
509 |
|
Mexican Bonos, Ser M20 |
|
|
|
|
|
|
|
|
10.000%, 12/05/2024 |
|
|
46,790 |
|
|
|
2,715 |
|
7.750%, 05/29/2031 |
|
|
28,570 |
|
|
|
1,503 |
|
Mexican Bonos, Ser M30 |
|
|
|
|
|
|
|
|
10.000%, 11/20/2036 |
|
|
11,460 |
|
|
|
724 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,370 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Netherlands 3.5% |
|
|
|
|
|
|
|
|
ABN AMRO Bank |
|
|
|
|
|
|
|
|
5.750%, VAR EUR Swap Annual 5 Yr+5.452%, 03/22/2168 |
|
EUR |
400 |
|
|
|
479 |
|
ABN AMRO Bank MTN |
|
|
|
|
|
|
|
|
1.250%, 01/10/2033 |
|
|
300 |
|
|
|
378 |
|
Akzo Nobel Sweden Finance MTN |
|
|
|
|
|
|
|
|
2.625%, 07/27/2022 |
|
|
340 |
|
|
|
420 |
|
BNG Bank MTN |
|
|
|
|
|
|
|
|
0.500%, 04/16/2025 |
|
|
225 |
|
|
|
267 |
|
Cooperatieve Rabobank UA |
|
|
|
|
|
|
|
|
3.750%, 07/21/2026 |
|
$ |
250 |
|
|
|
256 |
|
Cooperatieve Rabobank UA MTN |
|
|
|
|
|
|
|
|
5.250%, 09/14/2027 |
|
GBP |
195 |
|
|
|
294 |
|
4.625%, 05/23/2029 |
|
|
130 |
|
|
|
191 |
|
1.250%, 05/31/2032 |
|
EUR |
300 |
|
|
|
378 |
|
Heineken MTN |
|
|
|
|
|
|
|
|
1.000%, 05/04/2026 |
|
|
335 |
|
|
|
398 |
|
ING Bank |
|
|
|
|
|
|
|
|
5.800%, 09/25/2023 (A) |
|
$ |
315 |
|
|
|
348 |
|
ING Groep |
|
|
|
|
|
|
|
|
3.550%, 04/09/2024 |
|
|
325 |
|
|
|
336 |
|
Intertrust Group BV |
|
|
|
|
|
|
|
|
3.375%, 11/15/2025 (A) |
|
EUR |
180 |
|
|
|
217 |
|
Lincoln Financing SARL |
|
|
|
|
|
|
|
|
3.625%, 04/01/2024 (A) |
|
|
170 |
|
|
|
200 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
|
5 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Nederlandse Waterschapsbank MTN |
|
|
|
|
|
|
|
|
1.250%, 05/27/2036 |
|
EUR |
281 |
|
|
$ |
354 |
|
0.625%, 01/18/2027 |
|
|
225 |
|
|
|
270 |
|
Netherlands Government Bond |
|
|
|
|
|
|
|
|
4.000%, 01/15/2037 (A) |
|
|
389 |
|
|
|
742 |
|
2.750%, 01/15/2047 (A) |
|
|
190 |
|
|
|
357 |
|
2.500%, 01/15/2033 (A) |
|
|
550 |
|
|
|
839 |
|
2.000%, 07/15/2024 (A) |
|
|
345 |
|
|
|
444 |
|
0.500%, 07/15/2026 (A) |
|
|
570 |
|
|
|
692 |
|
0.500%, 01/15/2040 (A) |
|
|
804 |
|
|
|
961 |
|
0.250%, 01/15/2020 (A) |
|
|
3,195 |
|
|
|
3,655 |
|
0.250%, 07/15/2025 (A) |
|
|
922 |
|
|
|
1,098 |
|
0.250%, 07/15/2029 (A) |
|
|
440 |
|
|
|
522 |
|
0.000%, 01/15/2022 (A)(B) |
|
|
914 |
|
|
|
1,059 |
|
0.000%, 01/15/2024 (A)(B) |
|
|
2,023 |
|
|
|
2,366 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
17,521 |
|
|
|
|
|
|
|
|
|
|
|
|
|
New Zealand 1.1% |
|
|
|
|
|
|
|
|
New Zealand Government Bond |
|
|
|
|
|
|
|
|
5.500%, 04/15/2023 |
|
NZD |
1,608 |
|
|
|
1,253 |
|
3.000%, 04/15/2020 |
|
|
1,626 |
|
|
|
1,107 |
|
3.000%, 04/20/2029 |
|
|
2,480 |
|
|
|
1,881 |
|
2.750%, 04/15/2025 |
|
|
1,502 |
|
|
|
1,092 |
|
New Zealand Local Government Funding Agency Bond |
|
|
|
|
|
|
|
|
4.500%, 04/15/2027 |
|
|
479 |
|
|
|
375 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,708 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Norway 0.6% |
|
|
|
|
|
|
|
|
DNB Bank |
|
|
|
|
|
|
|
|
6.500%, VAR USD Swap Semi 30/360 5 Yr Curr+5.080%, 03/26/2168 |
|
$ |
355 |
|
|
|
374 |
|
Equinor MTN |
|
|
|
|
|
|
|
|
5.625%, 03/11/2021 |
|
EUR |
216 |
|
|
|
271 |
|
2.000%, 09/10/2020 |
|
|
285 |
|
|
|
333 |
|
Norway Government Bond |
|
|
|
|
|
|
|
|
3.000%, 03/14/2024 (A) |
|
NOK |
1,972 |
|
|
|
249 |
|
2.000%, 05/24/2023 (A) |
|
|
4,771 |
|
|
|
576 |
|
2.000%, 04/26/2028 (A) |
|
|
2,106 |
|
|
|
259 |
|
1.750%, 02/17/2027 (A) |
|
|
2,135 |
|
|
|
257 |
|
1.750%, 09/06/2029 (A) |
|
|
1,625 |
|
|
|
196 |
|
1.500%, 02/19/2026 (A) |
|
|
2,163 |
|
|
|
256 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,771 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Poland 0.8% |
|
|
|
|
|
|
|
|
Republic of Poland Government Bond |
|
|
|
|
|
|
|
|
4.000%, 10/25/2023 |
|
PLN |
1,401 |
|
|
|
408 |
|
3.250%, 07/25/2025 |
|
|
1,890 |
|
|
|
539 |
|
2.750%, 04/25/2028 |
|
|
2,820 |
|
|
|
779 |
|
2.500%, 07/25/2026 |
|
|
1,560 |
|
|
|
425 |
|
2.000%, 04/25/2021 |
|
|
4,961 |
|
|
|
1,340 |
|
1.500%, 04/25/2020 |
|
|
1,100 |
|
|
|
295 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Republic of Poland Government Bond, Ser 1019 |
|
|
|
|
|
|
|
|
5.500%, 10/25/2019 |
|
PLN |
1,045 |
|
|
$ |
284 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,070 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Portugal 0.6% |
|
|
|
|
|
|
|
|
EDP - Energias de Portugal |
|
|
|
|
|
|
|
|
5.375%, VAR EUR Swap Annual 5 Yr+5.043%, 09/16/2075 |
|
EUR |
200 |
|
|
|
245 |
|
EDP Finance MTN |
|
|
|
|
|
|
|
|
2.000%, 04/22/2025 |
|
|
260 |
|
|
|
322 |
|
Portugal Obrigacoes do Tesouro OT |
|
|
|
|
|
|
|
|
4.125%, 04/14/2027 (A) |
|
|
640 |
|
|
|
948 |
|
4.100%, 04/15/2037 (A) |
|
|
277 |
|
|
|
472 |
|
2.200%, 10/17/2022 (A) |
|
|
775 |
|
|
|
956 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,943 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Qatar 0.2% |
|
|
|
|
|
|
|
|
Qatar Government International Bond |
|
|
|
|
|
|
|
|
3.375%, 03/14/2024 (A) |
|
$ |
1,100 |
|
|
|
1,136 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Saudi Arabia 0.1% |
|
|
|
|
|
|
|
|
SABIC Capital II BV |
|
|
|
|
|
|
|
|
4.000%, 10/10/2023 (A) |
|
|
345 |
|
|
|
358 |
|
Saudi Government International Bond MTN |
|
|
|
|
|
|
|
|
2.375%, 10/26/2021 (A) |
|
|
275 |
|
|
|
275 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
633 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Singapore 1.6% |
|
|
|
|
|
|
|
|
Singapore Government Bond |
|
|
|
|
|
|
|
|
3.500%, 03/01/2027 |
|
SGD |
1,040 |
|
|
|
855 |
|
3.125%, 09/01/2022 |
|
|
2,088 |
|
|
|
1,612 |
|
3.000%, 09/01/2024 |
|
|
2,649 |
|
|
|
2,071 |
|
2.750%, 03/01/2046 |
|
|
200 |
|
|
|
153 |
|
2.250%, 08/01/2036 |
|
|
250 |
|
|
|
181 |
|
2.000%, 07/01/2020 |
|
|
3,260 |
|
|
|
2,417 |
|
Temasek Financial I MTN |
|
|
|
|
|
|
|
|
2.375%, 01/23/2023 (A) |
|
$ |
495 |
|
|
|
498 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,787 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Slovak Republic 0.0% |
|
|
|
|
|
|
|
|
Slovakia Government Bond |
|
|
|
|
|
|
|
|
3.375%, 11/15/2024 |
|
EUR |
75 |
|
|
|
102 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Slovenia 0.1% |
|
|
|
|
|
|
|
|
Slovenia Government Bond |
|
|
|
|
|
|
|
|
1.250%, 03/22/2027 |
|
|
305 |
|
|
|
383 |
|
|
|
|
|
|
|
|
|
|
|
|
|
South Africa 0.0% |
|
|
|
|
|
|
|
|
Sappi Papier Holding GmbH |
|
|
|
|
|
|
|
|
3.125%, 04/15/2026 (A) |
|
|
100 |
|
|
|
117 |
|
|
|
|
|
|
|
|
|
|
|
|
|
South Korea 0.4% |
|
|
|
|
|
|
|
|
Hyundai Capital Services MTN |
|
|
|
|
|
|
|
|
3.500%, 03/30/2022 |
|
AUD |
680 |
|
|
|
493 |
|
|
|
|
6 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Korea Treasury Bond |
|
|
|
|
|
|
|
|
3.000%, 09/10/2024 |
|
KRW |
884,000 |
|
|
$ |
820 |
|
1.500%, 12/10/2026 |
|
|
994,000 |
|
|
|
854 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,167 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Spain 5.1% |
|
|
|
|
|
|
|
|
Ayt Cedulas Cajas Global |
|
|
|
|
|
|
|
|
3.750%, 12/14/2022 |
|
EUR |
600 |
|
|
|
776 |
|
Banco Bilbao Vizcaya Argentaria |
|
|
|
|
|
|
|
|
5.875%, VAR EUR Swap Annual 5 Yr+5.660%, 12/24/2167 |
|
|
200 |
|
|
|
235 |
|
2.250%, 06/12/2024 |
|
|
200 |
|
|
|
256 |
|
Banco de Sabadell |
|
|
|
|
|
|
|
|
0.875%, 11/12/2021 |
|
|
400 |
|
|
|
469 |
|
Banco Santander |
|
|
|
|
|
|
|
|
5.179%, 11/19/2025 |
|
$ |
400 |
|
|
|
435 |
|
3.306%, 06/27/2029 |
|
|
200 |
|
|
|
202 |
|
1.000%, 03/03/2022 |
|
EUR |
400 |
|
|
|
472 |
|
Bankia |
|
|
|
|
|
|
|
|
0.875%, 01/21/2021 |
|
|
300 |
|
|
|
348 |
|
CaixaBank |
|
|
|
|
|
|
|
|
1.250%, 01/11/2027 |
|
|
500 |
|
|
|
617 |
|
Gas Natural Fenosa Finance BV MTN |
|
|
|
|
|
|
|
|
1.250%, 04/19/2026 |
|
|
300 |
|
|
|
359 |
|
Iberdrola Finanzas MTN |
|
|
|
|
|
|
|
|
1.000%, 03/07/2025 |
|
|
500 |
|
|
|
597 |
|
Instituto de Credito Oficial MTN |
|
|
|
|
|
|
|
|
6.000%, 03/08/2021 |
|
|
180 |
|
|
|
226 |
|
Kutxabank |
|
|
|
|
|
|
|
|
1.250%, 09/22/2025 |
|
|
300 |
|
|
|
368 |
|
Spain Government Bond |
|
|
|
|
|
|
|
|
6.000%, 01/31/2029 |
|
|
104 |
|
|
|
182 |
|
5.750%, 07/30/2032 |
|
|
102 |
|
|
|
191 |
|
4.900%, 07/30/2040 (A) |
|
|
810 |
|
|
|
1,591 |
|
4.700%, 07/30/2041 (A) |
|
|
344 |
|
|
|
667 |
|
4.200%, 01/31/2037 (A) |
|
|
113 |
|
|
|
198 |
|
3.450%, 07/30/2066 (A) |
|
|
240 |
|
|
|
426 |
|
2.900%, 10/31/2046 (A) |
|
|
365 |
|
|
|
565 |
|
2.350%, 07/30/2033 (A) |
|
|
507 |
|
|
|
701 |
|
1.950%, 07/30/2030 (A) |
|
|
141 |
|
|
|
185 |
|
1.600%, 04/30/2025 (A) |
|
|
711 |
|
|
|
888 |
|
1.500%, 04/30/2027 (A) |
|
|
4,380 |
|
|
|
5,495 |
|
1.450%, 04/30/2029 (A) |
|
|
1,401 |
|
|
|
1,757 |
|
1.400%, 04/30/2028 (A) |
|
|
508 |
|
|
|
635 |
|
0.450%, 10/31/2022 |
|
|
753 |
|
|
|
880 |
|
0.250%, 07/30/2024 (A) |
|
|
936 |
|
|
|
1,088 |
|
0.050%, 10/31/2021 |
|
|
2,742 |
|
|
|
3,155 |
|
Spain Government Bond MTN |
|
|
|
|
|
|
|
|
0.600%, 10/31/2029 (A) |
|
|
1,244 |
|
|
|
1,438 |
|
Telefonica Emisiones SAU MTN |
|
|
|
|
|
|
|
|
1.528%, 01/17/2025 |
|
|
200 |
|
|
|
244 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
25,646 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Supra-National 4.1% |
|
|
|
|
|
|
|
|
Asian Development Bank MTN |
|
|
|
|
|
|
|
|
2.350%, 06/21/2027 |
|
JPY |
290,000 |
|
|
$ |
3,262 |
|
European Financial Stability Facility MTN |
|
|
|
|
|
|
|
|
1.800%, 07/10/2048 |
|
EUR |
540 |
|
|
|
766 |
|
1.700%, 02/13/2043 |
|
|
340 |
|
|
|
470 |
|
0.500%, 07/11/2025 |
|
|
695 |
|
|
|
829 |
|
0.400%, 02/17/2025 |
|
|
1,695 |
|
|
|
2,008 |
|
0.200%, 04/28/2025 |
|
|
600 |
|
|
|
703 |
|
European Investment Bank |
|
|
|
|
|
|
|
|
1.900%, 01/26/2026 |
|
JPY |
397,500 |
|
|
|
4,238 |
|
European Investment Bank MTN |
|
|
|
|
|
|
|
|
1.250%, 05/12/2025 |
|
SEK |
13,180 |
|
|
|
1,510 |
|
1.000%, 03/14/2031 |
|
EUR |
405 |
|
|
|
506 |
|
0.250%, 10/14/2024 |
|
|
1,725 |
|
|
|
2,035 |
|
0.250%, 09/14/2029 |
|
|
745 |
|
|
|
868 |
|
European Stability Mechanism MTN |
|
|
|
|
|
|
|
|
1.000%, 09/23/2025 |
|
|
570 |
|
|
|
702 |
|
European Union MTN |
|
|
|
|
|
|
|
|
2.875%, 04/04/2028 |
|
|
575 |
|
|
|
824 |
|
International Bank for Reconstruction & Development MTN |
|
|
|
|
|
|
|
|
2.800%, 01/13/2021 |
|
AUD |
1,230 |
|
|
|
883 |
|
International Finance MTN |
|
|
|
|
|
|
|
|
2.375%, 07/19/2023 |
|
CAD |
1,000 |
|
|
|
783 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
20,387 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Sweden 0.9% |
|
|
|
|
|
|
|
|
Kommunivest I Sverige AB MTN |
|
|
|
|
|
|
|
|
1.000%, 10/02/2024 |
|
SEK |
5,830 |
|
|
|
654 |
|
Skandinaviska Enskilda Banken |
|
|
|
|
|
|
|
|
3.020%, 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 Yr Curr+3.850%, 05/13/2168 |
|
|
465 |
|
|
|
469 |
|
Stadshypotek MTN |
|
|
|
|
|
|
|
|
0.625%, 11/10/2021 |
|
EUR |
530 |
|
|
|
619 |
|
Svenska Handelsbanken |
|
|
|
|
|
|
|
|
5.250%, VAR USD Swap Semi 30/360 5 Yr Curr+3.335%, 12/29/2049 |
|
$ |
325 |
|
|
|
327 |
|
Swedbank |
|
|
|
|
|
|
|
|
6.000%, VAR USD Swap Semi 30/360 5 Yr Curr+4.106%, 03/17/2168 |
|
|
200 |
|
|
|
200 |
|
Swedbank Hypotek |
|
|
|
|
|
|
|
|
0.375%, 03/11/2022 |
|
EUR |
360 |
|
|
|
418 |
|
Sweden Government Bond |
|
|
|
|
|
|
|
|
3.500%, 06/01/2022 |
|
SEK |
3,040 |
|
|
|
367 |
|
3.500%, 03/30/2039 |
|
|
1,205 |
|
|
|
203 |
|
1.000%, 11/12/2026 |
|
|
1,725 |
|
|
|
203 |
|
Sweden Government Bond, Ser 1047 |
|
|
|
|
|
|
|
|
5.000%, 12/01/2020 |
|
|
3,370 |
|
|
|
392 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
|
7 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Vattenfall |
|
|
|
|
|
|
|
|
3.000%, VAR EUR Swap Annual 5 Yr+2.511%, 03/19/2077 |
|
EUR |
175 |
|
|
$ |
206 |
|
Vattenfall MTN |
|
|
|
|
|
|
|
|
6.250%, 03/17/2021 |
|
|
213 |
|
|
|
269 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,527 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Switzerland 1.0% |
|
|
|
|
|
|
|
|
Aquarius & Investments for Swiss Reinsurance |
|
|
|
|
|
|
|
|
6.375%, VAR USD Swap Semi 30/360 5 Yr Curr+5.210%, 09/01/2024 |
|
$ |
340 |
|
|
|
342 |
|
Credit Suisse MTN |
|
|
|
|
|
|
|
|
0.750%, 09/17/2021 |
|
EUR |
220 |
|
|
|
257 |
|
Credit Suisse Group |
|
|
|
|
|
|
|
|
7.500%, VAR USD Swap Semi 30/360 5 Yr Curr+4.598%, 06/11/2168 (A) |
|
$ |
270 |
|
|
|
297 |
|
7.500%, VAR USD Swap Semi 30/360 5 Yr Curr+4.600%, 01/17/2168 (A) |
|
|
200 |
|
|
|
214 |
|
2.125%, VAR BPSW1+1.230%, 09/12/2025 |
|
GBP |
250 |
|
|
|
315 |
|
Government of Switzerland |
|
|
|
|
|
|
|
|
2.000%, 04/28/2021 |
|
CHF |
735 |
|
|
|
793 |
|
2.000%, 05/25/2022 |
|
|
75 |
|
|
|
83 |
|
1.500%, 04/30/2042 |
|
|
408 |
|
|
|
566 |
|
1.250%, 06/11/2024 |
|
|
405 |
|
|
|
460 |
|
Novartis Finance |
|
|
|
|
|
|
|
|
1.125%, 09/30/2027 |
|
EUR |
440 |
|
|
|
538 |
|
Swiss Re Finance Luxembourg |
|
|
|
|
|
|
|
|
5.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.582%, 04/02/2049 (A) |
|
$ |
200 |
|
|
|
214 |
|
UBS MTN |
|
|
|
|
|
|
|
|
4.750%, VAR EUR Swap Annual 5 Yr+3.400%, 02/12/2026 |
|
EUR |
200 |
|
|
|
243 |
|
UBS Group Funding Switzerland |
|
|
|
|
|
|
|
|
1.750%, 11/16/2022 |
|
|
427 |
|
|
|
514 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,836 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Thailand 0.4% |
|
|
|
|
|
|
|
|
Thailand Government Bond |
|
|
|
|
|
|
|
|
4.875%, 06/22/2029 |
|
THB |
11,215 |
|
|
|
456 |
|
4.675%, 06/29/2044 |
|
|
20,805 |
|
|
|
890 |
|
3.650%, 12/17/2021 |
|
|
11,020 |
|
|
|
375 |
|
3.625%, 06/16/2023 |
|
|
5,375 |
|
|
|
187 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,908 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Turkey 0.1% |
|
|
|
|
|
|
|
|
Turkiye Vakiflar Bankasi TAO |
|
|
|
|
|
|
|
|
2.375%, 05/04/2021 |
|
EUR |
265 |
|
|
|
299 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
United Arab Emirates 0.1% |
|
|
|
|
|
|
|
|
DP World |
|
|
|
|
|
|
|
|
2.375%, 09/25/2026 (A) |
|
EUR |
295 |
|
|
$ |
351 |
|
|
|
|
|
|
|
|
|
|
|
|
|
United Kingdom 9.7% |
|
|
|
|
|
|
|
|
Anglian Water Services Financing |
|
|
|
|
|
|
|
|
6.875%, 08/21/2023 |
|
GBP |
230 |
|
|
|
358 |
|
Anglo American Capital MTN |
|
|
|
|
|
|
|
|
1.625%, 09/18/2025 |
|
EUR |
220 |
|
|
|
260 |
|
Arqiva Financing MTN |
|
|
|
|
|
|
|
|
4.040%, 06/30/2020 |
|
GBP |
220 |
|
|
|
286 |
|
Barclays MTN |
|
|
|
|
|
|
|
|
2.000%, VAR EUR Swap Annual 5 Yr+1.900%, 02/07/2028 |
|
EUR |
380 |
|
|
|
425 |
|
Barclays Bank MTN |
|
|
|
|
|
|
|
|
10.000%, 05/21/2021 |
|
GBP |
180 |
|
|
|
263 |
|
BAT International Finance MTN |
|
|
|
|
|
|
|
|
1.250%, 03/13/2027 |
|
EUR |
333 |
|
|
|
375 |
|
BP Capital Markets MTN |
|
|
|
|
|
|
|
|
1.526%, 09/26/2022 |
|
|
350 |
|
|
|
420 |
|
1.117%, 01/25/2024 |
|
|
165 |
|
|
|
196 |
|
Centrica MTN |
|
|
|
|
|
|
|
|
4.375%, 03/13/2029 |
|
GBP |
164 |
|
|
|
242 |
|
4.250%, 09/12/2044 |
|
|
100 |
|
|
|
147 |
|
CK Hutchison Finance 16 II |
|
|
|
|
|
|
|
|
0.875%, 10/03/2024 |
|
EUR |
212 |
|
|
|
246 |
|
CNH Industrial Finance Europe MTN |
|
|
|
|
|
|
|
|
2.875%, 05/17/2023 |
|
|
220 |
|
|
|
273 |
|
Coca-Cola European Partners |
|
|
|
|
|
|
|
|
2.375%, 05/07/2025 |
|
|
400 |
|
|
|
506 |
|
Diageo Finance MTN |
|
|
|
|
|
|
|
|
0.250%, 10/22/2021 |
|
|
240 |
|
|
|
276 |
|
DS Smith MTN |
|
|
|
|
|
|
|
|
1.375%, 07/26/2024 |
|
|
430 |
|
|
|
500 |
|
EC Finance |
|
|
|
|
|
|
|
|
2.375%, 11/15/2022 (A) |
|
|
100 |
|
|
|
116 |
|
Gatwick Funding MTN |
|
|
|
|
|
|
|
|
5.250%, 01/23/2024 |
|
GBP |
250 |
|
|
|
366 |
|
GlaxoSmithKline Capital |
|
|
|
|
|
|
|
|
0.000%, 09/12/2020 (B) |
|
EUR |
595 |
|
|
|
679 |
|
Heathrow Funding MTN |
|
|
|
|
|
|
|
|
2.750%, 08/09/2049 |
|
GBP |
160 |
|
|
|
200 |
|
1.875%, 05/23/2022 |
|
EUR |
235 |
|
|
|
281 |
|
HSBC Holdings |
|
|
|
|
|
|
|
|
4.250%, 03/14/2024 |
|
$ |
505 |
|
|
|
533 |
|
3.000%, VAR BPSW1+1.650%, 07/22/2028 |
|
GBP |
167 |
|
|
|
222 |
|
Imperial Brands Finance |
|
|
|
|
|
|
|
|
0.500%, 07/27/2021 |
|
EUR |
150 |
|
|
|
172 |
|
InterContinental Hotels Group MTN |
|
|
|
|
|
|
|
|
3.750%, 08/14/2025 |
|
GBP |
174 |
|
|
|
240 |
|
|
|
|
8 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
International Game Technology |
|
|
|
|
|
|
|
|
4.750%, 02/15/2023 |
|
EUR |
160 |
|
|
$ |
203 |
|
Lecta |
|
|
|
|
|
|
|
|
6.500%, 08/01/2023 (A) |
|
|
113 |
|
|
|
97 |
|
Lloyds Banking Group |
|
|
|
|
|
|
|
|
4.582%, 12/10/2025 |
|
$ |
445 |
|
|
|
464 |
|
Lloyds Banking Group MTN |
|
|
|
|
|
|
|
|
1.000%, 11/09/2023 |
|
EUR |
280 |
|
|
|
323 |
|
Nationwide Building Society MTN |
|
|
|
|
|
|
|
|
4.625%, 02/08/2021 |
|
|
550 |
|
|
|
677 |
|
2.000%, VAR EUR Swap Annual 5 Yr+1.500%, 07/25/2029 |
|
|
605 |
|
|
|
690 |
|
0.500%, 02/23/2024 |
|
|
225 |
|
|
|
264 |
|
Next Group |
|
|
|
|
|
|
|
|
3.625%, 05/18/2028 |
|
GBP |
190 |
|
|
|
251 |
|
Northumbrian Water Finance |
|
|
|
|
|
|
|
|
6.875%, 02/06/2023 |
|
|
190 |
|
|
|
288 |
|
Rio Tinto Finance MTN |
|
|
|
|
|
|
|
|
2.875%, 12/11/2024 |
|
EUR |
290 |
|
|
|
378 |
|
Royal Bank of Scotland Group |
|
|
|
|
|
|
|
|
4.650%, VAR ICE LIBOR USD 3 Month+2.320%, 09/29/2017 |
|
$ |
200 |
|
|
|
190 |
|
Royal Bank of Scotland Group MTN |
|
|
|
|
|
|
|
|
2.500%, 03/22/2023 |
|
EUR |
465 |
|
|
|
562 |
|
Santander UK Group Holdings PLC MTN |
|
|
|
|
|
|
|
|
3.625%, 01/14/2026 |
|
GBP |
100 |
|
|
|
136 |
|
Santander UK PLC MTN |
|
|
|
|
|
|
|
|
4.250%, 04/12/2021 |
|
EUR |
350 |
|
|
|
431 |
|
1.125%, 01/14/2022 |
|
|
330 |
|
|
|
387 |
|
Severn Trent Utilities Finance MTN |
|
|
|
|
|
|
|
|
3.625%, 01/16/2026 |
|
GBP |
175 |
|
|
|
245 |
|
Sky PLC MTN |
|
|
|
|
|
|
|
|
6.000%, 05/21/2027 |
|
|
50 |
|
|
|
83 |
|
2.500%, 09/15/2026 |
|
EUR |
205 |
|
|
|
265 |
|
2.250%, 11/17/2025 |
|
|
275 |
|
|
|
351 |
|
SSE PLC MTN |
|
|
|
|
|
|
|
|
0.875%, 09/06/2025 |
|
|
395 |
|
|
|
459 |
|
Standard Chartered |
|
|
|
|
|
|
|
|
4.093%, VAR ICE LIBOR USD 3 Month+1.510%, 07/30/2167 (A) |
|
$ |
500 |
|
|
|
420 |
|
Thames Water Utilities Finance MTN |
|
|
|
|
|
|
|
|
4.625%, 06/04/2046 |
|
GBP |
155 |
|
|
|
252 |
|
Unilever NV |
|
|
|
|
|
|
|
|
0.375%, 02/14/2023 |
|
EUR |
220 |
|
|
|
255 |
|
United Kingdom Gilt |
|
|
|
|
|
|
|
|
4.750%, 12/07/2030 |
|
GBP |
115 |
|
|
|
207 |
|
4.500%, 12/07/2042 |
|
|
230 |
|
|
|
471 |
|
4.250%, 06/07/2032 |
|
|
1,720 |
|
|
|
3,027 |
|
4.250%, 03/07/2036 |
|
|
435 |
|
|
|
802 |
|
4.250%, 12/07/2040 |
|
|
470 |
|
|
|
913 |
|
4.250%, 12/07/2046 |
|
|
980 |
|
|
|
2,026 |
|
3.750%, 09/07/2020 |
|
|
2,950 |
|
|
|
3,890 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
3.750%, 07/22/2052 |
|
GBP |
80 |
|
|
$ |
164 |
|
3.500%, 01/22/2045 |
|
|
1,445 |
|
|
|
2,631 |
|
3.250%, 01/22/2044 |
|
|
400 |
|
|
|
696 |
|
2.750%, 09/07/2024 |
|
|
200 |
|
|
|
282 |
|
2.500%, 07/22/2065 |
|
|
1,584 |
|
|
|
2,781 |
|
1.750%, 09/07/2022 |
|
|
654 |
|
|
|
863 |
|
1.625%, 10/22/2028 |
|
|
329 |
|
|
|
448 |
|
1.500%, 07/22/2047 |
|
|
455 |
|
|
|
582 |
|
1.250%, 07/22/2027 |
|
|
1,015 |
|
|
|
1,342 |
|
1.000%, 04/22/2024 |
|
|
6,019 |
|
|
|
7,793 |
|
0.750%, 07/22/2023 |
|
|
2,170 |
|
|
|
2,777 |
|
Vodafone Group MTN |
|
|
|
|
|
|
|
|
1.000%, 09/11/2020 |
|
EUR |
355 |
|
|
|
409 |
|
Wales & West Utilities Finance PLC |
|
|
|
|
|
|
|
|
6.250%, 11/30/2021 |
|
GBP |
240 |
|
|
|
342 |
|
Western Power Distribution West Midlands PLC |
|
|
|
|
|
|
|
|
5.750%, 04/16/2032 |
|
|
100 |
|
|
|
173 |
|
3.875%, 10/17/2024 |
|
|
230 |
|
|
|
322 |
|
Wm Morrison Supermarkets MTN |
|
|
|
|
|
|
|
|
3.500%, 07/27/2026 |
|
|
225 |
|
|
|
312 |
|
Zurich Finance PLC MTN |
|
|
|
|
|
|
|
|
6.625%, 10/30/2049 (D) |
|
|
235 |
|
|
|
336 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
48,842 |
|
|
|
|
|
|
|
|
|
|
|
|
|
United States 6.6% |
|
|
|
|
|
|
|
|
Allergan Funding |
|
|
|
|
|
|
|
|
2.625%, 11/15/2028 |
|
|
100 |
|
|
|
125 |
|
Altria Group |
|
|
|
|
|
|
|
|
1.700%, 06/15/2025 |
|
EUR |
210 |
|
|
|
248 |
|
American International Group |
|
|
|
|
|
|
|
|
2.493%, VAR ICE LIBOR GBP 3 Month+1.705%, 03/15/2037 |
|
GBP |
100 |
|
|
|
106 |
|
AT&T |
|
|
|
|
|
|
|
|
1.800%, 09/05/2026 |
|
EUR |
720 |
|
|
|
887 |
|
Bank of America MTN |
|
|
|
|
|
|
|
|
2.375%, 06/19/2024 |
|
|
835 |
|
|
|
1,050 |
|
1.625%, 09/14/2022 |
|
|
261 |
|
|
|
312 |
|
1.379%, VAR Euribor 3 Month+1.030%, 02/07/2025 |
|
|
165 |
|
|
|
196 |
|
Baxter International MTN |
|
|
|
|
|
|
|
|
0.400%, 05/15/2024 |
|
|
405 |
|
|
|
466 |
|
Becton Dickinson Finance |
|
|
|
|
|
|
|
|
0.632%, 06/04/2023 |
|
|
200 |
|
|
|
230 |
|
Berkshire Hathaway |
|
|
|
|
|
|
|
|
0.625%, 01/17/2023 |
|
|
265 |
|
|
|
309 |
|
Berkshire Hathaway Finance |
|
|
|
|
|
|
|
|
2.625%, 06/19/2059 |
|
GBP |
144 |
|
|
|
193 |
|
Boardwalk Pipelines |
|
|
|
|
|
|
|
|
4.800%, 05/03/2029 |
|
$ |
119 |
|
|
|
124 |
|
Broadcom |
|
|
|
|
|
|
|
|
4.250%, 04/15/2026 (A) |
|
|
133 |
|
|
|
135 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
|
9 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Capital One Financial |
|
|
|
|
|
|
|
|
0.800%, 06/12/2024 |
|
EUR |
171 |
|
|
$ |
196 |
|
Carnival |
|
|
|
|
|
|
|
|
1.625%, 02/22/2021 |
|
|
180 |
|
|
|
210 |
|
Celanese US Holdings |
|
|
|
|
|
|
|
|
3.500%, 05/08/2024 |
|
$ |
215 |
|
|
|
221 |
|
Chubb INA Holdings |
|
|
|
|
|
|
|
|
1.550%, 03/15/2028 |
|
EUR |
325 |
|
|
|
393 |
|
0.875%, 06/15/2027 |
|
|
115 |
|
|
|
133 |
|
Citigroup |
|
|
|
|
|
|
|
|
2.040%, 09/16/2020 |
|
JPY |
200,000 |
|
|
|
1,899 |
|
Citigroup MTN |
|
|
|
|
|
|
|
|
0.750%, 10/26/2023 |
|
EUR |
365 |
|
|
|
425 |
|
Clean Harbors |
|
|
|
|
|
|
|
|
5.125%, 07/15/2029 (A) |
|
|
43 |
|
|
|
44 |
|
4.875%, 07/15/2027 (A) |
|
|
124 |
|
|
|
126 |
|
Comcast |
|
|
|
|
|
|
|
|
3.450%, 10/01/2021 |
|
$ |
965 |
|
|
|
993 |
|
CVS Health Corp |
|
|
|
|
|
|
|
|
3.125%, 03/09/2020 |
|
|
835 |
|
|
|
838 |
|
DH Europe Finance |
|
|
|
|
|
|
|
|
1.700%, 01/04/2022 |
|
EUR |
350 |
|
|
|
416 |
|
Digital Euro Finco |
|
|
|
|
|
|
|
|
2.625%, 04/15/2024 |
|
|
175 |
|
|
|
219 |
|
Dover MTN |
|
|
|
|
|
|
|
|
2.125%, 12/01/2020 |
|
|
267 |
|
|
|
313 |
|
FedEx |
|
|
|
|
|
|
|
|
0.700%, 05/13/2022 |
|
|
108 |
|
|
|
125 |
|
Fidelity National Information Services |
|
|
|
|
|
|
|
|
1.500%, 05/21/2027 |
|
|
400 |
|
|
|
475 |
|
Fiserv |
|
|
|
|
|
|
|
|
1.125%, 07/01/2027 |
|
|
405 |
|
|
|
467 |
|
Ford Motor Credit MTN |
|
|
|
|
|
|
|
|
3.021%, 03/06/2024 |
|
|
170 |
|
|
|
205 |
|
0.121%, VAR Euribor 3 Month+0.430%, 05/14/2021 |
|
|
750 |
|
|
|
844 |
|
GE Capital UK Funding Unlimited MTN |
|
|
|
|
|
|
|
|
6.250%, 05/05/2038 |
|
GBP |
165 |
|
|
|
276 |
|
General Electric |
|
|
|
|
|
|
|
|
1.500%, 05/17/2029 |
|
EUR |
170 |
|
|
|
191 |
|
General Motors Financial MTN |
|
|
|
|
|
|
|
|
0.955%, 09/07/2023 |
|
|
540 |
|
|
|
619 |
|
Goldman Sachs Group |
|
|
|
|
|
|
|
|
5.500%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.623%, 02/10/2168 |
|
$ |
69 |
|
|
|
71 |
|
2.625%, 04/25/2021 |
|
|
425 |
|
|
|
426 |
|
Goldman Sachs Group MTN |
|
|
|
|
|
|
|
|
2.000%, 07/27/2023 |
|
EUR |
900 |
|
|
|
1,094 |
|
1.625%, 07/27/2026 |
|
|
170 |
|
|
|
205 |
|
Halfmoon Parent |
|
|
|
|
|
|
|
|
4.125%, 11/15/2025 (A) |
|
$ |
136 |
|
|
|
145 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
IHS Markit |
|
|
|
|
|
|
|
|
4.125%, 08/01/2023 |
|
$ |
326 |
|
|
$ |
339 |
|
4.000%, 03/01/2026 (A) |
|
|
85 |
|
|
|
88 |
|
International Business Machines |
|
|
|
|
|
|
|
|
2.850%, 05/13/2022 |
|
|
990 |
|
|
|
1,007 |
|
International Business Machines MTN |
|
|
|
|
|
|
|
|
0.875%, 01/31/2025 |
|
EUR |
593 |
|
|
|
697 |
|
Iron Mountain |
|
|
|
|
|
|
|
|
3.000%, 01/15/2025 |
|
|
130 |
|
|
|
153 |
|
Johnson Controls International PLC |
|
|
|
|
|
|
|
|
1.375%, 02/25/2025 |
|
|
395 |
|
|
|
472 |
|
JPMorgan Chase MTN |
|
|
|
|
|
|
|
|
1.090%, VAR Euribor 3 Month+0.760%, 03/11/2027 |
|
|
390 |
|
|
|
459 |
|
Kraft Heinz Foods |
|
|
|
|
|
|
|
|
2.000%, 06/30/2023 |
|
|
235 |
|
|
|
283 |
|
Mastercard |
|
|
|
|
|
|
|
|
1.100%, 12/01/2022 |
|
|
445 |
|
|
|
526 |
|
McKesson |
|
|
|
|
|
|
|
|
0.625%, 08/17/2021 |
|
|
355 |
|
|
|
410 |
|
Medtronic Global Holdings SCA |
|
|
|
|
|
|
|
|
1.125%, 03/07/2027 |
|
|
400 |
|
|
|
475 |
|
0.250%, 07/02/2025 |
|
|
115 |
|
|
|
130 |
|
Micron Technology |
|
|
|
|
|
|
|
|
4.640%, 02/06/2024 |
|
$ |
258 |
|
|
|
269 |
|
Molson Coors International |
|
|
|
|
|
|
|
|
2.750%, 09/18/2020 |
|
CAD |
1,105 |
|
|
|
847 |
|
Moodys |
|
|
|
|
|
|
|
|
1.750%, 03/09/2027 |
|
EUR |
265 |
|
|
|
326 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
1.875%, 03/30/2023 |
|
|
490 |
|
|
|
593 |
|
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
1.375%, 10/27/2026 |
|
|
360 |
|
|
|
430 |
|
0.087%, VAR Euribor 3 Month+0.400%, 05/21/2021 |
|
|
850 |
|
|
|
969 |
|
National Grid North America MTN |
|
|
|
|
|
|
|
|
1.000%, 07/12/2024 |
|
|
300 |
|
|
|
353 |
|
Panther BF Aggregator 2 |
|
|
|
|
|
|
|
|
4.375%, 05/15/2026 (A) |
|
|
106 |
|
|
|
125 |
|
Philip Morris International |
|
|
|
|
|
|
|
|
0.625%, 11/08/2024 |
|
|
285 |
|
|
|
331 |
|
Philip Morris International MTN |
|
|
|
|
|
|
|
|
1.875%, 03/03/2021 |
|
|
300 |
|
|
|
353 |
|
PNC Funding |
|
|
|
|
|
|
|
|
3.300%, 03/08/2022 |
|
$ |
150 |
|
|
|
154 |
|
Priceline Group |
|
|
|
|
|
|
|
|
2.375%, 09/23/2024 |
|
|
355 |
|
|
|
447 |
|
Prologis MTN |
|
|
|
|
|
|
|
|
3.000%, 01/18/2022 |
|
EUR |
115 |
|
|
|
140 |
|
Realty Income |
|
|
|
|
|
|
|
|
3.250%, 06/15/2029 |
|
|
315 |
|
|
|
321 |
|
|
|
|
10 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Santander Holdings USA |
|
|
|
|
|
|
|
|
3.700%, 03/28/2022 |
|
$ |
460 |
|
|
$ |
471 |
|
Seagate HDD Cayman |
|
|
|
|
|
|
|
|
4.750%, 06/01/2023 |
|
|
17 |
|
|
|
18 |
|
4.750%, 01/01/2025 |
|
|
123 |
|
|
|
124 |
|
Southern Co/The |
|
|
|
|
|
|
|
|
2.750%, 06/15/2020 |
|
|
700 |
|
|
|
702 |
|
Sprint Spectrum |
|
|
|
|
|
|
|
|
4.738%, 03/20/2025 (A) |
|
|
265 |
|
|
|
275 |
|
Terraform Global Operating |
|
|
|
|
|
|
|
|
6.125%, 03/01/2026 (A) |
|
|
55 |
|
|
|
55 |
|
Toyota Motor Credit MTN |
|
|
|
|
|
|
|
|
1.800%, 07/23/2020 |
|
EUR |
115 |
|
|
|
134 |
|
0.625%, 11/21/2024 |
|
|
465 |
|
|
|
542 |
|
United Technologies Corp |
|
|
|
|
|
|
|
|
1.250%, 05/22/2023 |
|
|
225 |
|
|
|
267 |
|
1.150%, 05/18/2024 |
|
|
164 |
|
|
|
194 |
|
US Bancorp MTN |
|
|
|
|
|
|
|
|
0.850%, 06/07/2024 |
|
|
226 |
|
|
|
266 |
|
Verizon Communications |
|
|
|
|
|
|
|
|
4.016%, 12/03/2029 (A) |
|
$ |
391 |
|
|
|
423 |
|
0.875%, 04/08/2027 |
|
EUR |
175 |
|
|
|
204 |
|
Verizon Communications MTN |
|
|
|
|
|
|
|
|
4.750%, 02/17/2034 |
|
GBP |
170 |
|
|
|
273 |
|
4.050%, 02/17/2025 |
|
AUD |
680 |
|
|
|
518 |
|
Wells Fargo MTN |
|
|
|
|
|
|
|
|
2.125%, 12/20/2023 |
|
GBP |
345 |
|
|
|
448 |
|
Wells Fargo & Co MTN |
|
|
|
|
|
|
|
|
2.000%, 04/27/2026 |
|
EUR |
210 |
|
|
|
263 |
|
1.375%, 06/30/2022 |
|
GBP |
195 |
|
|
|
247 |
|
Western Digital Corp |
|
|
|
|
|
|
|
|
4.750%, 02/15/2026 |
|
$ |
328 |
|
|
|
322 |
|
WPC Eurobond BV |
|
|
|
|
|
|
|
|
2.125%, 04/15/2027 |
|
EUR |
380 |
|
|
|
454 |
|
XPO Logisitics Inc |
|
|
|
|
|
|
|
|
6.750%, 08/15/2024 (A) |
|
$ |
194 |
|
|
|
207 |
|
ZF North America Capital |
|
|
|
|
|
|
|
|
2.750%, 04/27/2023 |
|
EUR |
200 |
|
|
|
240 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
33,294 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Global Bonds (Cost $448,791) ($ Thousands) |
|
|
|
463,449 |
|
|
|
|
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS 4.8% |
|
|
|
|
|
U.S. Treasury Bill |
|
|
|
|
|
|
|
|
2.159%, 07/23/2019 (B) |
|
$ |
22,821 |
|
|
|
22,792 |
|
U.S. Treasury Inflation Protected Securities |
|
|
|
|
|
|
|
|
1.250%, 07/15/2020 |
|
|
1,186 |
|
|
|
1,194 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
U.S. TREASURY OBLIGATIONS (continued) |
|
|
|
|
|
0.750%, 07/15/2028 |
|
$ |
302 |
|
|
$ |
315 |
|
|
|
|
|
|
|
|
|
|
|
|
Total U.S. Treasury Obligations (Cost $24,299) ($ Thousands) |
|
|
|
24,301 |
|
|
|
|
|
|
|
|
|
|
|
|
|
COMMERCIAL PAPER 0.8% |
|
|
|
|
|
|
|
|
Credit |
|
|
|
|
|
|
|
|
2.162%, 07/09/2019 (B) |
|
|
2,500 |
|
|
|
2,498 |
|
Hydro-Quebec |
|
|
|
|
|
|
|
|
2.027%, 07/08/2019 (B) |
|
|
1,445 |
|
|
|
1,444 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Commercial Paper (Cost $3,943) ($ Thousands) |
|
|
|
3,942 |
|
|
|
|
|
|
|
|
|
|
|
|
MORTGAGE-BACKED SECURITIES 0.6% |
|
|
|
|
|
Agency Mortgage-Backed Obligation 0.5% |
|
|
|
|
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-DNA1, Cl M2 |
|
|
|
|
|
|
|
|
4.254%, VAR ICE LIBOR USD 1 Month+1.850%, 10/25/2027 |
|
|
321 |
|
|
|
325 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-DNA2, Cl M2 |
|
|
|
|
|
|
|
|
5.004%, VAR ICE LIBOR USD 1 Month+2.600%, 12/25/2027 |
|
|
45 |
|
|
|
46 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-HQA2, Cl M2 |
|
|
|
|
|
|
|
|
5.204%, VAR ICE LIBOR USD 1 Month+2.800%, 05/25/2028 |
|
|
86 |
|
|
|
87 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2016-DNA1, Cl M2 |
|
|
|
|
|
|
|
|
5.304%, VAR ICE LIBOR USD 1 Month+2.900%, 07/25/2028 |
|
|
146 |
|
|
|
147 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2016-HQA1, Cl M3 |
|
|
|
|
|
|
|
|
8.754%, VAR ICE LIBOR USD 1 Month+6.350%, 09/25/2028 |
|
|
250 |
|
|
|
287 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-DNA1, Cl M1 |
|
|
|
|
|
|
|
|
3.604%, VAR ICE LIBOR USD 1 Month+1.200%, 07/25/2029 |
|
|
220 |
|
|
|
221 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-DNA2, Cl M2 |
|
|
|
|
|
|
|
|
5.854%, VAR ICE LIBOR USD 1 Month+3.450%, 10/25/2029 |
|
|
470 |
|
|
|
503 |
|
FNMA Connecticut Avenue Securities, Ser 2014-C01, Cl M1 |
|
|
|
|
|
|
|
|
4.004%, VAR ICE LIBOR USD 1 Month+1.600%, 01/25/2024 |
|
|
28 |
|
|
|
28 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
|
11 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
MORTGAGE-BACKED SECURITIES (continued) |
|
|
|
|
|
FNMA Connecticut Avenue Securities, Ser 2014-C04, Cl 2M2 |
|
|
|
|
|
|
|
|
7.404%, VAR ICE LIBOR USD 1 Month+5.000%, 11/25/2024 |
|
$ |
312 |
|
|
$ |
342 |
|
FNMA Connecticut Avenue Securities, Ser 2016-C04, Cl 1M2 |
|
|
|
|
|
|
|
|
6.654%, VAR ICE LIBOR USD 1 Month+4.250%, 01/25/2029 |
|
|
95 |
|
|
|
102 |
|
FNMA Connecticut Avenue Securities, Ser 2016-C05, Cl 2M1 |
|
|
|
|
|
|
|
|
3.780%, VAR ICE LIBOR USD 1 Month+1.350%, 01/25/2029 |
|
|
4 |
|
|
|
4 |
|
FNMA Connecticut Avenue Securities, Ser 2016-C06, Cl 1M1 |
|
|
|
|
|
|
|
|
3.704%, VAR ICE LIBOR USD 1 Month+1.300%, 04/25/2029 |
|
|
257 |
|
|
|
258 |
|
FNMA Connecticut Avenue Securities, Ser 2016-C07, Cl 2M2 |
|
|
|
|
|
|
|
|
6.754%, VAR ICE LIBOR USD 1 Month+4.350%, 05/25/2029 |
|
|
153 |
|
|
|
163 |
|
FNMA Connecticut Avenue Securities, Ser 2017-C01, Cl 1M1 |
|
|
|
|
|
|
|
|
3.704%, VAR ICE LIBOR USD 1 Month+1.300%, 07/25/2029 |
|
|
91 |
|
|
|
91 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,604 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Non-Agency Mortgage-Backed Obligation 0.1% |
|
|
|
|
|
|
|
|
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-6, Cl 3A |
|
|
|
|
|
|
|
|
4.750%, 09/25/2034 (D) |
|
|
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 |
|
$ |
76 |
|
|
$ |
79 |
|
COMM Mortgage Trust, Ser 2014-CCRE14, Cl A3 |
|
|
|
|
|
|
|
|
3.955%, 02/10/2047 |
|
|
70 |
|
|
|
75 |
|
Credit Suisse First Boston Mortgage Securities, Ser 2005-C2, Cl AMFX |
|
|
|
|
|
|
|
|
4.877%, 04/15/2037 |
|
|
2 |
|
|
|
2 |
|
JPMorgan Mortgage Trust, Ser 2004-A5, Cl 3A1 |
|
|
|
|
|
|
|
|
4.388%, 12/25/2034 (D) |
|
|
39 |
|
|
|
40 |
|
LSTAR Commercial Mortgage Trust, Ser 2016- 4, Cl A2 |
|
|
|
|
|
|
|
|
2.579%, 03/10/2049 (A) |
|
|
159 |
|
|
|
159 |
|
Morgan Stanley Capital I Trust, Ser 2006- T21, Cl D |
|
|
|
|
|
|
|
|
5.767%, 10/12/2052 (A)(D) |
|
|
17 |
|
|
|
4 |
|
UBS-Barclays Commercial Mortgage Trust, Ser 2013-C5, Cl A4 |
|
|
|
|
|
|
|
|
3.185%, 03/10/2046 |
|
|
100 |
|
|
|
103 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2015-C28, Cl A3 |
|
|
|
|
|
|
|
|
3.290%, 05/15/2048 |
|
|
120 |
|
|
|
124 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2015-C30, Cl A3 |
|
|
|
|
|
|
|
|
3.411%, 09/15/2058 |
|
|
80 |
|
|
|
84 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
682 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Mortgage-Backed Securities (Cost $3,212) ($ Thousands) |
|
|
|
3,286 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities 98.7% (Cost $480,245) ($ Thousands) |
|
|
$ |
494,978 |
|
|
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund
at June 30, 2019, 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 |
|
|
38 |
|
|
|
Sep-2019 |
|
|
$ |
3,002 |
|
|
$ |
3,068 |
|
|
$ |
5 |
|
Australian 10-Year Bond |
|
|
8 |
|
|
|
Sep-2019 |
|
|
|
787 |
|
|
|
806 |
|
|
|
3 |
|
Australian 10-Year Bond |
|
|
(42) |
|
|
|
Sep-2019 |
|
|
|
(4,157 |
) |
|
|
(4,234 |
) |
|
|
(9 |
) |
Canadian 5-Year Bond |
|
|
(30) |
|
|
|
Sep-2019 |
|
|
|
(2,755 |
) |
|
|
(2,789 |
) |
|
|
5 |
|
Canadian 10-Year Bond |
|
|
9 |
|
|
|
Sep-2019 |
|
|
|
974 |
|
|
|
984 |
|
|
|
(1 |
) |
Canadian 10-Year Bond |
|
|
16 |
|
|
|
Sep-2019 |
|
|
|
1,683 |
|
|
|
1,750 |
|
|
|
13 |
|
Euro |
|
|
(240) |
|
|
|
Sep-2019 |
|
|
|
(34,175 |
) |
|
|
(34,340 |
) |
|
|
(164 |
) |
Euro-Bob |
|
|
41 |
|
|
|
Sep-2019 |
|
|
|
6,276 |
|
|
|
6,277 |
|
|
|
|
|
Euro-Bob |
|
|
(91) |
|
|
|
Sep-2019 |
|
|
|
(13,577 |
) |
|
|
(13,932 |
) |
|
|
(57 |
) |
Euro-BTP |
|
|
47 |
|
|
|
Sep-2019 |
|
|
|
7,143 |
|
|
|
7,188 |
|
|
|
42 |
|
Euro-Bund |
|
|
(9) |
|
|
|
Sep-2019 |
|
|
|
(1,770 |
) |
|
|
(1,770 |
) |
|
|
|
|
Euro-Bund |
|
|
40 |
|
|
|
Sep-2019 |
|
|
|
7,680 |
|
|
|
7,869 |
|
|
|
82 |
|
Euro-Buxl 30 Year Bond |
|
|
(6) |
|
|
|
Sep-2019 |
|
|
|
(1,330 |
) |
|
|
(1,386 |
) |
|
|
(38 |
) |
Euro-Buxl 30 Year Bond |
|
|
6 |
|
|
|
Sep-2019 |
|
|
|
1,328 |
|
|
|
1,386 |
|
|
|
39 |
|
|
|
|
12 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Type of Contract |
|
Number of Contracts Long (Short) |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
Value (Thousands) |
|
Unrealized Appreciation/ (Depreciation) (Thousands) |
Euro-OAT |
|
|
(11) |
|
|
|
Sep-2019 |
|
|
$ |
(2,000 |
) |
|
$ |
(2,065 |
) |
|
$ |
(32 |
) |
Japanese 10-Year Bond |
|
|
19 |
|
|
|
Sep-2019 |
|
|
|
26,853 |
|
|
|
27,132 |
|
|
|
70 |
|
Japanese 10-Year Government Bond E-MINI |
|
|
(29) |
|
|
|
Sep-2019 |
|
|
|
(4,103 |
) |
|
|
(4,142 |
) |
|
|
(10 |
) |
Japanese 10-Year Government Bond E-MINI |
|
|
31 |
|
|
|
Sep-2019 |
|
|
|
4,382 |
|
|
|
4,428 |
|
|
|
12 |
|
Long Gilt 10-Year Bond |
|
|
(10) |
|
|
|
Sep-2019 |
|
|
|
(1,639 |
) |
|
|
(1,658 |
) |
|
|
(13 |
) |
Long Gilt 10-Year Bond |
|
|
5 |
|
|
|
Sep-2019 |
|
|
|
822 |
|
|
|
829 |
|
|
|
1 |
|
U.S. 2-Year Treasury Note |
|
|
69 |
|
|
|
Oct-2019 |
|
|
|
14,788 |
|
|
|
14,847 |
|
|
|
59 |
|
U.S. 5-Year Treasury Note |
|
|
(75) |
|
|
|
Oct-2019 |
|
|
|
(8,752 |
) |
|
|
(8,862 |
) |
|
|
(110 |
) |
U.S. 5-Year Treasury Note |
|
|
103 |
|
|
|
Oct-2019 |
|
|
|
12,167 |
|
|
|
12,170 |
|
|
|
3 |
|
U.S. 10-Year Treasury Note |
|
|
(14) |
|
|
|
Sep-2019 |
|
|
|
(1,792 |
) |
|
|
(1,792 |
) |
|
|
|
|
U.S. 10-Year Treasury Note |
|
|
5 |
|
|
|
Sep-2019 |
|
|
|
626 |
|
|
|
640 |
|
|
|
14 |
|
U.S. Ultra Long Treasury Bond |
|
|
(1) |
|
|
|
Sep-2019 |
|
|
|
(177 |
) |
|
|
(178 |
) |
|
|
|
|
Ultra 10-Year U.S. Treasury Note |
|
|
(14) |
|
|
|
Sep-2019 |
|
|
|
(1,916 |
) |
|
|
(1,934 |
) |
|
|
(18 |
) |
Ultra 10-Year U.S. Treasury Note |
|
|
1 |
|
|
|
Sep-2019 |
|
|
|
134 |
|
|
|
138 |
|
|
|
4 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
10,502 |
|
|
$ |
10,430 |
|
|
$ |
(100 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the forward foreign currency contracts held by the Fund at June 30, 2019, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver (Thousands) |
|
|
|
|
Currency to Receive (Thousands) |
|
|
Unrealized Appreciation
(Depreciation) (Thousands) |
Bank of America |
|
|
07/03/19 |
|
|
USD |
|
|
4 |
|
|
GBP |
|
|
3 |
|
|
$ |
|
|
Bank of America |
|
|
07/03/19 |
|
|
NZD |
|
|
40 |
|
|
USD |
|
|
26 |
|
|
|
|
|
Bank of America |
|
|
07/03/19 |
|
|
USD |
|
|
1,557 |
|
|
JPY |
|
|
167,298 |
|
|
|
(4 |
) |
Bank of America |
|
|
07/03/19 - 08/07/19 |
|
|
EUR |
|
|
30,639 |
|
|
USD |
|
|
34,709 |
|
|
|
(279 |
) |
Bank of America |
|
|
07/11/19 |
|
|
USD |
|
|
1,313 |
|
|
PLN |
|
|
4,936 |
|
|
|
11 |
|
Bank of America |
|
|
08/06/19 |
|
|
USD |
|
|
24 |
|
|
CAD |
|
|
32 |
|
|
|
|
|
Bank of America |
|
|
08/06/19 |
|
|
USD |
|
|
661 |
|
|
RUB |
|
|
41,972 |
|
|
|
2 |
|
Bank of America |
|
|
08/06/19 |
|
|
DKK |
|
|
7,862 |
|
|
USD |
|
|
1,201 |
|
|
|
(3 |
) |
Bank of America |
|
|
08/06/19 |
|
|
CAD |
|
|
18,966 |
|
|
USD |
|
|
14,472 |
|
|
|
(55 |
) |
Barclays PLC |
|
|
07/03/19 |
|
|
USD |
|
|
17 |
|
|
GBP |
|
|
13 |
|
|
|
|
|
Barclays PLC |
|
|
07/03/19 |
|
|
USD |
|
|
28 |
|
|
SEK |
|
|
266 |
|
|
|
|
|
Barclays PLC |
|
|
07/03/19 |
|
|
CAD |
|
|
42 |
|
|
USD |
|
|
32 |
|
|
|
(1 |
) |
Barclays PLC |
|
|
07/03/19 |
|
|
USD |
|
|
47 |
|
|
NZD |
|
|
71 |
|
|
|
|
|
Barclays PLC |
|
|
07/03/19 |
|
|
USD |
|
|
75 |
|
|
NOK |
|
|
653 |
|
|
|
1 |
|
Barclays PLC |
|
|
07/03/19 |
|
|
NZD |
|
|
118 |
|
|
USD |
|
|
78 |
|
|
|
(2 |
) |
Barclays PLC |
|
|
07/03/19 - 08/06/19 |
|
|
USD |
|
|
176 |
|
|
CHF |
|
|
172 |
|
|
|
1 |
|
Barclays PLC |
|
|
07/03/19 - 08/06/19 |
|
|
USD |
|
|
306 |
|
|
AUD |
|
|
437 |
|
|
|
2 |
|
Barclays PLC |
|
|
07/03/19 - 08/06/19 |
|
|
USD |
|
|
590 |
|
|
EUR |
|
|
518 |
|
|
|
2 |
|
Barclays PLC |
|
|
07/03/19 |
|
|
NOK |
|
|
1,016 |
|
|
USD |
|
|
118 |
|
|
|
(1 |
) |
Barclays PLC |
|
|
07/03/19 |
|
|
SEK |
|
|
1,304 |
|
|
USD |
|
|
139 |
|
|
|
(1 |
) |
Barclays PLC |
|
|
07/03/19 |
|
|
JPY |
|
|
1,533 |
|
|
USD |
|
|
14 |
|
|
|
|
|
Barclays PLC |
|
|
07/03/19 - 08/06/19 |
|
|
CHF |
|
|
2,008 |
|
|
USD |
|
|
2,060 |
|
|
|
(8 |
) |
Barclays PLC |
|
|
07/03/19 - 08/06/19 |
|
|
USD |
|
|
2,622 |
|
|
CAD |
|
|
3,453 |
|
|
|
21 |
|
Barclays PLC |
|
|
07/03/19 |
|
|
USD |
|
|
3,295 |
|
|
JPY |
|
|
354,755 |
|
|
|
(2 |
) |
Barclays PLC |
|
|
07/03/19 - 08/06/19 |
|
|
AUD |
|
|
8,218 |
|
|
USD |
|
|
5,759 |
|
|
|
(14 |
) |
Barclays PLC |
|
|
07/03/19 |
|
|
GBP |
|
|
11 |
|
|
USD |
|
|
14 |
|
|
|
|
|
Barclays PLC |
|
|
08/06/19 |
|
|
GBP |
|
|
12,318 |
|
|
USD |
|
|
15,645 |
|
|
|
(57 |
) |
Barclays PLC |
|
|
07/03/19 - 08/06/19 |
|
|
EUR |
|
|
79,782 |
|
|
USD |
|
|
89,388 |
|
|
|
(1,503 |
) |
Barclays PLC |
|
|
09/11/19 |
|
|
TWD |
|
|
61,057 |
|
|
USD |
|
|
1,946 |
|
|
|
(33 |
) |
BMO Capital |
|
|
07/03/19 |
|
|
USD |
|
|
3,435 |
|
|
JPY |
|
|
372,549 |
|
|
|
23 |
|
BMO Capital |
|
|
07/03/19 |
|
|
JPY |
|
|
2,489,251 |
|
|
USD |
|
|
22,950 |
|
|
|
(156 |
) |
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
|
13 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver (Thousands) |
|
|
|
|
Currency to Receive (Thousands) |
|
|
Unrealized Appreciation
(Depreciation) (Thousands) |
BNP Paribas |
|
|
07/03/19 |
|
|
USD |
|
|
499 |
|
|
NZD |
|
|
755 |
|
|
$ |
9 |
|
BNP Paribas |
|
|
07/03/19 |
|
|
GBP |
|
|
2,248 |
|
|
USD |
|
|
2,843 |
|
|
|
(18 |
) |
BNP Paribas |
|
|
07/03/19 - 08/06/19 |
|
|
NZD |
|
|
11,607 |
|
|
USD |
|
|
7,716 |
|
|
|
(82 |
) |
BNP Paribas |
|
|
07/03/19 |
|
|
SEK |
|
|
14,238 |
|
|
USD |
|
|
1,497 |
|
|
|
(38 |
) |
BNP Paribas |
|
|
07/03/19 |
|
|
CZK |
|
|
16,323 |
|
|
USD |
|
|
706 |
|
|
|
(25 |
) |
BNP Paribas |
|
|
07/24/19 |
|
|
USD |
|
|
1,029 |
|
|
CAD |
|
|
1,366 |
|
|
|
17 |
|
BNP Paribas |
|
|
08/06/19 |
|
|
ILS |
|
|
3,960 |
|
|
USD |
|
|
1,110 |
|
|
|
(4 |
) |
BNP Paribas |
|
|
09/05/19 |
|
|
USD |
|
|
638 |
|
|
AUD |
|
|
911 |
|
|
|
3 |
|
BNP Paribas |
|
|
09/12/19 |
|
|
CHF |
|
|
1,309 |
|
|
USD |
|
|
1,348 |
|
|
|
(5 |
) |
BNP Paribas |
|
|
09/18/19 |
|
|
ZAR |
|
|
13,852 |
|
|
USD |
|
|
959 |
|
|
|
(14 |
) |
Brown Brothers Harriman |
|
|
07/10/19 |
|
|
USD |
|
|
3,932 |
|
|
EUR |
|
|
3,471 |
|
|
|
23 |
|
Brown Brothers Harriman |
|
|
07/10/19 - 08/29/19 |
|
|
EUR |
|
|
12,650 |
|
|
USD |
|
|
14,304 |
|
|
|
(155 |
) |
Brown Brothers Harriman |
|
|
07/11/19 |
|
|
PLN |
|
|
1,220 |
|
|
USD |
|
|
321 |
|
|
|
(6 |
) |
Brown Brothers Harriman |
|
|
07/11/19 |
|
|
USD |
|
|
1,257 |
|
|
PLN |
|
|
4,801 |
|
|
|
30 |
|
Brown Brothers Harriman |
|
|
07/24/19 |
|
|
USD |
|
|
182 |
|
|
CAD |
|
|
242 |
|
|
|
3 |
|
Brown Brothers Harriman |
|
|
08/29/19 |
|
|
USD |
|
|
316 |
|
|
MXN |
|
|
6,333 |
|
|
|
10 |
|
Brown Brothers Harriman |
|
|
08/29/19 |
|
|
MXN |
|
|
6,231 |
|
|
USD |
|
|
311 |
|
|
|
(10 |
) |
Brown Brothers Harriman |
|
|
09/05/19 |
|
|
AUD |
|
|
7,716 |
|
|
USD |
|
|
5,358 |
|
|
|
(67 |
) |
Brown Brothers Harriman |
|
|
09/18/19 |
|
|
USD |
|
|
960 |
|
|
ZAR |
|
|
13,859 |
|
|
|
14 |
|
BT Brokerage |
|
|
07/03/19 |
|
|
USD |
|
|
112 |
|
|
EUR |
|
|
99 |
|
|
|
1 |
|
BT Brokerage |
|
|
07/03/19 - 08/06/19 |
|
|
EUR |
|
|
2,036 |
|
|
USD |
|
|
2,322 |
|
|
|
(2 |
) |
BT Brokerage |
|
|
08/06/19 |
|
|
JPY |
|
|
44,007 |
|
|
USD |
|
|
410 |
|
|
|
|
|
CIBC |
|
|
07/03/19 |
|
|
EUR |
|
|
602 |
|
|
USD |
|
|
672 |
|
|
|
(13 |
) |
CIBC |
|
|
07/03/19 |
|
|
JPY |
|
|
56,800 |
|
|
USD |
|
|
524 |
|
|
|
(3 |
) |
Citi |
|
|
07/10/19 - 07/22/19 |
|
|
EUR |
|
|
27,204 |
|
|
USD |
|
|
30,624 |
|
|
|
(395 |
) |
Citi |
|
|
07/11/19 |
|
|
USD |
|
|
655 |
|
|
HUF |
|
|
184,838 |
|
|
|
(3 |
) |
Citi |
|
|
07/11/19 |
|
|
USD |
|
|
658 |
|
|
CZK |
|
|
14,854 |
|
|
|
7 |
|
Citi |
|
|
07/16/19 |
|
|
USD |
|
|
364 |
|
|
INR |
|
|
25,743 |
|
|
|
8 |
|
Citi |
|
|
08/22/19 |
|
|
USD |
|
|
1,039 |
|
|
SGD |
|
|
1,409 |
|
|
|
4 |
|
Citi |
|
|
08/26/19 |
|
|
USD |
|
|
309 |
|
|
KRW |
|
|
362,183 |
|
|
|
5 |
|
Citi |
|
|
09/20/19 |
|
|
SEK |
|
|
19,799 |
|
|
USD |
|
|
2,150 |
|
|
|
3 |
|
Citigroup |
|
|
07/03/19 |
|
|
USD |
|
|
30 |
|
|
GBP |
|
|
24 |
|
|
|
|
|
Citigroup |
|
|
07/03/19 |
|
|
USD |
|
|
34 |
|
|
AUD |
|
|
49 |
|
|
|
|
|
Citigroup |
|
|
07/03/19 |
|
|
AUD |
|
|
68 |
|
|
USD |
|
|
47 |
|
|
|
|
|
Citigroup |
|
|
07/03/19 |
|
|
NOK |
|
|
120 |
|
|
USD |
|
|
14 |
|
|
|
|
|
Citigroup |
|
|
07/03/19 |
|
|
CAD |
|
|
123 |
|
|
USD |
|
|
92 |
|
|
|
(2 |
) |
Citigroup |
|
|
07/03/19 - 08/06/19 |
|
|
EUR |
|
|
426 |
|
|
USD |
|
|
486 |
|
|
|
(1 |
) |
Citigroup |
|
|
07/03/19 |
|
|
PLN |
|
|
5,635 |
|
|
USD |
|
|
1,471 |
|
|
|
(40 |
) |
Citigroup |
|
|
08/06/19 |
|
|
MXN |
|
|
39,531 |
|
|
USD |
|
|
2,050 |
|
|
|
5 |
|
Citigroup |
|
|
07/03/19 |
|
|
MXN |
|
|
39,531 |
|
|
USD |
|
|
2,000 |
|
|
|
(57 |
) |
Citigroup |
|
|
08/06/19 |
|
|
NZD |
|
|
22 |
|
|
USD |
|
|
15 |
|
|
|
|
|
Citigroup |
|
|
08/06/19 |
|
|
USD |
|
|
588 |
|
|
EUR |
|
|
516 |
|
|
|
1 |
|
Credit Suisse First Boston |
|
|
07/10/19 |
|
|
EUR |
|
|
798 |
|
|
USD |
|
|
897 |
|
|
|
(12 |
) |
Goldman Sachs |
|
|
09/12/19 |
|
|
USD |
|
|
1,321 |
|
|
CHF |
|
|
1,300 |
|
|
|
22 |
|
Goldman Sachs |
|
|
09/12/19 |
|
|
JPY |
|
|
574,863 |
|
|
USD |
|
|
5,407 |
|
|
|
41 |
|
HSBC |
|
|
07/03/19 - 08/06/19 |
|
|
EUR |
|
|
14,837 |
|
|
USD |
|
|
16,929 |
|
|
|
(13 |
) |
HSBC |
|
|
07/10/19 |
|
|
USD |
|
|
1,294 |
|
|
EUR |
|
|
1,138 |
|
|
|
3 |
|
HSBC |
|
|
08/06/19 |
|
|
SGD |
|
|
1,281 |
|
|
USD |
|
|
947 |
|
|
|
(1 |
) |
HSBC |
|
|
09/11/19 |
|
|
USD |
|
|
232 |
|
|
TWD |
|
|
7,174 |
|
|
|
1 |
|
|
|
|
14 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver (Thousands) |
|
|
|
|
Currency to Receive (Thousands) |
|
|
Unrealized Appreciation
(Depreciation) (Thousands) |
JPMorgan Chase Bank |
|
|
07/02/19 |
|
|
USD |
|
|
417 |
|
|
JPY |
|
|
44,810 |
|
|
$ |
(1 |
) |
JPMorgan Chase Bank |
|
|
07/02/19 |
|
|
USD |
|
|
722 |
|
|
COP |
|
|
2,411,944 |
|
|
|
31 |
|
JPMorgan Chase Bank |
|
|
08/02/19 |
|
|
USD |
|
|
584 |
|
|
COP |
|
|
1,864,019 |
|
|
|
(4 |
) |
JPMorgan Chase Bank |
|
|
08/02/19 |
|
|
BRL |
|
|
3,773 |
|
|
USD |
|
|
985 |
|
|
|
3 |
|
JPMorgan Chase Bank |
|
|
07/02/19 |
|
|
BRL |
|
|
3,773 |
|
|
USD |
|
|
925 |
|
|
|
(60 |
) |
JPMorgan Chase Bank |
|
|
07/02/19 |
|
|
MXN |
|
|
33,519 |
|
|
USD |
|
|
1,747 |
|
|
|
2 |
|
JPMorgan Chase Bank |
|
|
08/02/19 |
|
|
MXN |
|
|
33,519 |
|
|
USD |
|
|
1,734 |
|
|
|
(2 |
) |
JPMorgan Chase Bank |
|
|
07/02/19 |
|
|
COP |
|
|
547,925 |
|
|
USD |
|
|
163 |
|
|
|
(8 |
) |
JPMorgan Chase Bank |
|
|
08/02/19 |
|
|
KRW |
|
|
1,835,000 |
|
|
USD |
|
|
1,587 |
|
|
|
|
|
JPMorgan Chase Bank |
|
|
07/02/19 |
|
|
KRW |
|
|
1,835,000 |
|
|
USD |
|
|
1,539 |
|
|
|
(50 |
) |
JPMorgan Chase Bank |
|
|
08/02/19 |
|
|
JPY |
|
|
3,093,235 |
|
|
USD |
|
|
29,007 |
|
|
|
220 |
|
JPMorgan Chase Bank |
|
|
07/02/19 |
|
|
JPY |
|
|
3,138,045 |
|
|
USD |
|
|
28,495 |
|
|
|
(631 |
) |
JPMorgan Chase Bank |
|
|
07/03/19 |
|
|
USD |
|
|
111 |
|
|
GBP |
|
|
88 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
07/03/19 - 08/06/19 |
|
|
AUD |
|
|
201 |
|
|
USD |
|
|
140 |
|
|
|
(1 |
) |
JPMorgan Chase Bank |
|
|
07/03/19 - 08/06/19 |
|
|
USD |
|
|
232 |
|
|
NOK |
|
|
2,000 |
|
|
|
3 |
|
JPMorgan Chase Bank |
|
|
07/03/19 - 08/06/19 |
|
|
USD |
|
|
249 |
|
|
CAD |
|
|
332 |
|
|
|
5 |
|
JPMorgan Chase Bank |
|
|
07/03/19 |
|
|
USD |
|
|
260 |
|
|
SEK |
|
|
2,468 |
|
|
|
6 |
|
JPMorgan Chase Bank |
|
|
08/06/19 |
|
|
USD |
|
|
14 |
|
|
SEK |
|
|
133 |
|
|
|
|
|
JPMorgan Chase Bank |
|
|
07/03/19 |
|
|
CAD |
|
|
276 |
|
|
USD |
|
|
208 |
|
|
|
(4 |
) |
JPMorgan Chase Bank |
|
|
07/03/19 |
|
|
USD |
|
|
410 |
|
|
AUD |
|
|
591 |
|
|
|
5 |
|
JPMorgan Chase Bank |
|
|
07/03/19 |
|
|
USD |
|
|
504 |
|
|
CHF |
|
|
498 |
|
|
|
7 |
|
JPMorgan Chase Bank |
|
|
07/03/19 |
|
|
USD |
|
|
574 |
|
|
NZD |
|
|
871 |
|
|
|
10 |
|
JPMorgan Chase Bank |
|
|
07/03/19 - 08/06/19 |
|
|
NZD |
|
|
616 |
|
|
USD |
|
|
408 |
|
|
|
(5 |
) |
JPMorgan Chase Bank |
|
|
07/03/19 |
|
|
EUR |
|
|
680 |
|
|
USD |
|
|
761 |
|
|
|
(14 |
) |
JPMorgan Chase Bank |
|
|
07/03/19 |
|
|
CHF |
|
|
2,156 |
|
|
USD |
|
|
2,170 |
|
|
|
(41 |
) |
JPMorgan Chase Bank |
|
|
07/03/19 - 08/06/19 |
|
|
USD |
|
|
3,215 |
|
|
JPY |
|
|
348,117 |
|
|
|
17 |
|
JPMorgan Chase Bank |
|
|
07/03/19 - 08/06/19 |
|
|
USD |
|
|
3,797 |
|
|
EUR |
|
|
3,360 |
|
|
|
29 |
|
JPMorgan Chase Bank |
|
|
08/06/19 |
|
|
NOK |
|
|
5,834 |
|
|
USD |
|
|
686 |
|
|
|
|
|
JPMorgan Chase Bank |
|
|
07/03/19 |
|
|
NOK |
|
|
3,086 |
|
|
USD |
|
|
358 |
|
|
|
(4 |
) |
JPMorgan Chase Bank |
|
|
07/03/19 |
|
|
GBP |
|
|
12,172 |
|
|
USD |
|
|
15,354 |
|
|
|
(138 |
) |
JPMorgan Chase Bank |
|
|
07/03/19 - 08/06/19 |
|
|
SEK |
|
|
20,086 |
|
|
USD |
|
|
2,166 |
|
|
|
(4 |
) |
JPMorgan Chase Bank |
|
|
07/03/19 |
|
|
HUF |
|
|
74,958 |
|
|
USD |
|
|
258 |
|
|
|
(6 |
) |
JPMorgan Chase Bank |
|
|
08/06/19 |
|
|
THB |
|
|
57,993 |
|
|
USD |
|
|
1,894 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
07/03/19 |
|
|
THB |
|
|
57,993 |
|
|
USD |
|
|
1,834 |
|
|
|
(57 |
) |
JPMorgan Chase Bank |
|
|
07/03/19 |
|
|
JPY |
|
|
638,205 |
|
|
USD |
|
|
5,926 |
|
|
|
2 |
|
JPMorgan Chase Bank |
|
|
07/10/19 |
|
|
EUR |
|
|
3,912 |
|
|
USD |
|
|
4,415 |
|
|
|
(43 |
) |
JPMorgan Chase Bank |
|
|
07/11/19 |
|
|
CZK |
|
|
14,843 |
|
|
EUR |
|
|
575 |
|
|
|
(9 |
) |
JPMorgan Chase Bank |
|
|
07/11/19 |
|
|
HUF |
|
|
185,158 |
|
|
USD |
|
|
642 |
|
|
|
(11 |
) |
JPMorgan Chase Bank |
|
|
07/24/19 |
|
|
PLN |
|
|
2,395 |
|
|
USD |
|
|
630 |
|
|
|
(13 |
) |
JPMorgan Chase Bank |
|
|
07/24/19 |
|
|
USD |
|
|
2,667 |
|
|
NOK |
|
|
23,282 |
|
|
|
66 |
|
JPMorgan Chase Bank |
|
|
07/24/19 |
|
|
CAD |
|
|
2,743 |
|
|
USD |
|
|
2,051 |
|
|
|
(49 |
) |
JPMorgan Chase Bank |
|
|
07/24/19 |
|
|
USD |
|
|
3,337 |
|
|
SEK |
|
|
31,680 |
|
|
|
84 |
|
JPMorgan Chase Bank |
|
|
07/24/19 |
|
|
AUD |
|
|
3,541 |
|
|
USD |
|
|
2,433 |
|
|
|
(54 |
) |
JPMorgan Chase Bank |
|
|
07/24/19 |
|
|
CHF |
|
|
3,755 |
|
|
USD |
|
|
3,764 |
|
|
|
(96 |
) |
JPMorgan Chase Bank |
|
|
07/24/19 |
|
|
USD |
|
|
5,460 |
|
|
GBP |
|
|
4,355 |
|
|
|
88 |
|
JPMorgan Chase Bank |
|
|
07/24/19 |
|
|
SGD |
|
|
8,463 |
|
|
USD |
|
|
6,188 |
|
|
|
(72 |
) |
JPMorgan Chase Bank |
|
|
07/24/19 |
|
|
NZD |
|
|
10,746 |
|
|
USD |
|
|
7,010 |
|
|
|
(210 |
) |
JPMorgan Chase Bank |
|
|
07/24/19 |
|
|
EUR |
|
|
17,247 |
|
|
USD |
|
|
19,351 |
|
|
|
(326 |
) |
JPMorgan Chase Bank |
|
|
07/24/19 |
|
|
THB |
|
|
164,634 |
|
|
USD |
|
|
5,273 |
|
|
|
(99 |
) |
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
|
15 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver (Thousands) |
|
|
|
|
Currency to Receive (Thousands) |
|
|
Unrealized Appreciation
(Depreciation) (Thousands) |
JPMorgan Chase Bank |
|
|
07/24/19 |
|
|
HUF |
|
|
1,103,286 |
|
|
USD |
|
|
3,827 |
|
|
$ |
(73 |
) |
JPMorgan Chase Bank |
|
|
08/06/19 |
|
|
PLN |
|
|
5,635 |
|
|
USD |
|
|
1,507 |
|
|
|
(6 |
) |
JPMorgan Chase Bank |
|
|
08/22/19 |
|
|
SGD |
|
|
879 |
|
|
USD |
|
|
649 |
|
|
|
(1 |
) |
JPMorgan Chase Bank |
|
|
08/26/19 |
|
|
USD |
|
|
1,681 |
|
|
KRW |
|
|
1,944,370 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
08/28/19 |
|
|
GBP |
|
|
7,865 |
|
|
USD |
|
|
10,042 |
|
|
|
6 |
|
JPMorgan Chase Bank |
|
|
09/11/19 |
|
|
USD |
|
|
1,347 |
|
|
JPY |
|
|
143,883 |
|
|
|
(4 |
) |
Morgan Stanley |
|
|
07/03/19 |
|
|
USD |
|
|
14 |
|
|
CAD |
|
|
19 |
|
|
|
|
|
Morgan Stanley |
|
|
07/03/19 |
|
|
USD |
|
|
44 |
|
|
AUD |
|
|
64 |
|
|
|
|
|
Morgan Stanley |
|
|
07/03/19 |
|
|
NZD |
|
|
46 |
|
|
USD |
|
|
31 |
|
|
|
|
|
Morgan Stanley |
|
|
07/03/19 - 08/06/19 |
|
|
CAD |
|
|
57 |
|
|
USD |
|
|
44 |
|
|
|
|
|
Morgan Stanley |
|
|
07/03/19 |
|
|
CHF |
|
|
104 |
|
|
USD |
|
|
105 |
|
|
|
(1 |
) |
Morgan Stanley |
|
|
07/03/19 - 08/06/19 |
|
|
USD |
|
|
162 |
|
|
NOK |
|
|
1,393 |
|
|
|
2 |
|
Morgan Stanley |
|
|
07/03/19 |
|
|
USD |
|
|
372 |
|
|
NZD |
|
|
562 |
|
|
|
6 |
|
Morgan Stanley |
|
|
07/03/19 - 08/06/19 |
|
|
USD |
|
|
720 |
|
|
EUR |
|
|
633 |
|
|
|
1 |
|
Morgan Stanley |
|
|
07/03/19 |
|
|
SGD |
|
|
1,281 |
|
|
USD |
|
|
929 |
|
|
|
(17 |
) |
Morgan Stanley |
|
|
07/03/19 |
|
|
ILS |
|
|
3,960 |
|
|
USD |
|
|
1,092 |
|
|
|
(18 |
) |
Morgan Stanley |
|
|
07/03/19 |
|
|
NOK |
|
|
4,564 |
|
|
USD |
|
|
522 |
|
|
|
(13 |
) |
Morgan Stanley |
|
|
07/03/19 |
|
|
DKK |
|
|
7,862 |
|
|
USD |
|
|
1,178 |
|
|
|
(21 |
) |
Morgan Stanley |
|
|
07/03/19 - 08/06/19 |
|
|
USD |
|
|
8,741 |
|
|
JPY |
|
|
941,239 |
|
|
|
14 |
|
Morgan Stanley |
|
|
07/03/19 - 08/20/19 |
|
|
EUR |
|
|
17,895 |
|
|
USD |
|
|
20,329 |
|
|
|
(124 |
) |
Morgan Stanley |
|
|
07/03/19 - 08/06/19 |
|
|
GBP |
|
|
24,207 |
|
|
USD |
|
|
30,723 |
|
|
|
(111 |
) |
Morgan Stanley |
|
|
07/03/19 - 08/06/19 |
|
|
JPY |
|
|
5,793,967 |
|
|
USD |
|
|
53,787 |
|
|
|
(104 |
) |
Morgan Stanley |
|
|
07/11/19 |
|
|
USD |
|
|
646 |
|
|
PLN |
|
|
2,427 |
|
|
|
5 |
|
Morgan Stanley |
|
|
07/11/19 |
|
|
PLN |
|
|
3,639 |
|
|
USD |
|
|
948 |
|
|
|
(28 |
) |
Morgan Stanley |
|
|
08/06/19 |
|
|
SEK |
|
|
52 |
|
|
USD |
|
|
6 |
|
|
|
|
|
Morgan Stanley |
|
|
08/06/19 |
|
|
USD |
|
|
62 |
|
|
GBP |
|
|
49 |
|
|
|
|
|
Morgan Stanley |
|
|
08/06/19 |
|
|
USD |
|
|
1,291 |
|
|
RUB |
|
|
84,012 |
|
|
|
34 |
|
Morgan Stanley |
|
|
08/06/19 |
|
|
CZK |
|
|
16,323 |
|
|
USD |
|
|
729 |
|
|
|
(2 |
) |
Morgan Stanley |
|
|
08/06/19 |
|
|
HUF |
|
|
74,958 |
|
|
USD |
|
|
264 |
|
|
|
(2 |
) |
Morgan Stanley |
|
|
08/21/19 |
|
|
MYR |
|
|
2,801 |
|
|
USD |
|
|
674 |
|
|
|
(4 |
) |
National Bank of Australia |
|
|
07/03/19 |
|
|
USD |
|
|
4,188 |
|
|
JPY |
|
|
454,248 |
|
|
|
28 |
|
National Bank of Australia |
|
|
07/03/19 |
|
|
JPY |
|
|
4,148,752 |
|
|
USD |
|
|
38,254 |
|
|
|
(256 |
) |
RBC |
|
|
07/03/19 |
|
|
AUD |
|
|
8,195 |
|
|
USD |
|
|
5,721 |
|
|
|
(30 |
) |
RBC |
|
|
07/10/19 |
|
|
CAD |
|
|
7,000 |
|
|
USD |
|
|
5,338 |
|
|
|
(20 |
) |
RBS |
|
|
07/10/19 |
|
|
USD |
|
|
716 |
|
|
EUR |
|
|
631 |
|
|
|
2 |
|
RBS |
|
|
07/16/19 |
|
|
ILS |
|
|
4,746 |
|
|
USD |
|
|
1,338 |
|
|
|
6 |
|
RBS |
|
|
08/02/19 |
|
|
USD |
|
|
661 |
|
|
BRL |
|
|
2,534 |
|
|
|
(1 |
) |
Standard Chartered |
|
|
07/02/19 |
|
|
USD |
|
|
662 |
|
|
BRL |
|
|
2,534 |
|
|
|
(1 |
) |
Standard Chartered |
|
|
07/16/19 |
|
|
USD |
|
|
276 |
|
|
INR |
|
|
19,489 |
|
|
|
6 |
|
Standard Chartered |
|
|
07/16/19 |
|
|
INR |
|
|
44,577 |
|
|
USD |
|
|
631 |
|
|
|
(14 |
) |
Standard Chartered |
|
|
07/24/19 |
|
|
CAD |
|
|
18,674 |
|
|
USD |
|
|
13,891 |
|
|
|
(408 |
) |
Standard Chartered |
|
|
08/22/19 |
|
|
SGD |
|
|
3,211 |
|
|
USD |
|
|
2,356 |
|
|
|
(20 |
) |
Standard Chartered |
|
|
09/11/19 |
|
|
USD |
|
|
1,326 |
|
|
TWD |
|
|
40,944 |
|
|
|
|
|
State Street |
|
|
07/03/19 |
|
|
USD |
|
|
90 |
|
|
CAD |
|
|
121 |
|
|
|
2 |
|
State Street |
|
|
07/03/19 |
|
|
CHF |
|
|
139 |
|
|
USD |
|
|
139 |
|
|
|
(3 |
) |
State Street |
|
|
07/03/19 |
|
|
USD |
|
|
1,354 |
|
|
JPY |
|
|
146,852 |
|
|
|
10 |
|
State Street |
|
|
07/03/19 |
|
|
EUR |
|
|
1,743 |
|
|
USD |
|
|
1,956 |
|
|
|
(29 |
) |
State Street |
|
|
07/03/19 |
|
|
USD |
|
|
2,192 |
|
|
GBP |
|
|
1,731 |
|
|
|
11 |
|
State Street |
|
|
07/03/19 |
|
|
USD |
|
|
11,350 |
|
|
EUR |
|
|
9,976 |
|
|
|
11 |
|
|
|
|
16 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver (Thousands) |
|
|
|
|
Currency to Receive (Thousands) |
|
|
Unrealized Appreciation
(Depreciation) (Thousands) |
State Street |
|
|
07/03/19 |
|
|
CAD |
|
|
22,230 |
|
|
USD |
|
|
16,590 |
|
|
$ |
(422 |
) |
TD Securities |
|
|
08/06/19 |
|
|
AUD |
|
|
109 |
|
|
USD |
|
|
76 |
|
|
|
|
|
UBS |
|
|
07/03/19 |
|
|
USD |
|
|
59 |
|
|
EUR |
|
|
52 |
|
|
|
|
|
UBS |
|
|
07/03/19 |
|
|
USD |
|
|
267 |
|
|
JPY |
|
|
29,000 |
|
|
|
2 |
|
UBS |
|
|
07/03/19 - 08/06/19 |
|
|
EUR |
|
|
2,826 |
|
|
USD |
|
|
3,204 |
|
|
|
(17 |
) |
UBS |
|
|
09/11/19 |
|
|
USD |
|
|
429 |
|
|
TWD |
|
|
13,270 |
|
|
|
1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(5,846 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of open OTC swap agreements held by the Fund at June 30, 2019, 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.BBB.6 |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
$(127) |
|
|
|
$(13) |
|
|
$ |
(9) |
|
|
$ |
(4 |
) |
Credit Suisse |
|
|
CMBX.NA.BBB.6 |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
(134) |
|
|
|
(13) |
|
|
|
(8) |
|
|
|
(5 |
) |
Deutsche Bank |
|
|
CMBX.NA.BBB.6 |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
(406) |
|
|
|
(41) |
|
|
|
(29) |
|
|
|
(12 |
) |
Goldman Sachs |
|
|
CMBX.NA.BBB.6 |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
(1,345) |
|
|
|
(134) |
|
|
|
(165) |
|
|
|
31 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$(201) |
|
|
$ |
(211) |
|
|
$ |
10 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest Rate Swap |
|
Counterparty |
|
Fund Pays |
|
Fund Receives |
|
Payment Frequency |
|
Termination Date |
|
Currency |
|
Notional Amount (Thousands) |
|
Value (Thousands) |
|
Upfront Payments (Thousands) |
|
Net Unrealized Appreciation (Thousands) |
Deutsche Bank |
|
2.985% FIXED |
|
3-MONTH CNY - CNRR |
|
Quarterly |
|
06/03/2024 |
|
CNY |
|
23,220 |
|
$ |
17 |
|
|
$ |
|
|
|
$ |
17 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open centrally cleared swap agreements held by the Fund at June 30, 2019, 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 (Thousands) |
iTRAXX Europe S31 |
|
|
Sell |
|
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2024 |
|
|
$ |
(2,340 |
) |
|
$ |
56 |
|
|
$ |
42 |
|
|
$ |
14 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
56 |
|
|
$ |
42 |
|
|
$ |
14 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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) |
0.201% |
|
6-MONTH EUR - EURIBOR |
|
Annually |
|
01/15/2024 |
|
EUR |
|
|
4,500 |
|
|
$ |
111 |
|
|
$ |
|
|
|
$ |
111 |
|
6-MONTH GBP -
LIBOR |
|
1.646% |
|
Semi-annually |
|
10/03/2047 |
|
GBP |
|
|
460 |
|
|
|
(60 |
) |
|
|
|
|
|
|
(60 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
51 |
|
|
$ |
|
|
|
$ |
51 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $501,252 ($ Thousands). |
(A) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in
transactions exempt from registration normally to qualified institutions. On June 30, 2019, the value of these securities amounted to $76,294 ($ Thousands), representing 15.2% of the Net Assets of the Fund. |
(B) |
Security is in default on interest payment. |
(C) |
Zero coupon security. The rate shown on the Schedule of Investments is the securitys effective yield at the time of
purchase. |
(D) |
Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest
rates and prepayments on the underlying pool of assets. |
AUD Australian Dollar
BRL Brazilian Real
CAD Canadian Dollar
CHF
Swiss Franc
Cl Class
CNY Chinese Yuan
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
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
|
17 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
International Fixed Income Fund (Continued)
ILS Israeli New Sheckels
INR
Indian Rupee
JPY Japanese Yen
KRW Korean Won
LIBOR London Interbank Offered Rate
L.P. Limited Partnership
MTN Medium Term Note
MXN Mexican Peso
MYR Malaysian Ringgit
NOK Norwegian Krone
NZD New Zealand Dollar
PLC Public Limited Company
PLN Polish Zloty
RUB Russian Ruble
SEK Swedish Krona
SGD Singapore Dollar
THB Thai Bhat
TWD Taiwan Dollar
USD United States Dollar
VAR Variable Rate
ZAR South African Rand
The following is a list of the level of inputs used as
of June 30, 2019, 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 |
|
$ |
|
|
|
$ |
463,449 |
|
|
$ |
|
|
|
$ |
463,449 |
|
U.S. Treasury Obligations |
|
|
|
|
|
|
24,301 |
|
|
|
|
|
|
|
24,301 |
|
Commercial Paper |
|
|
|
|
|
|
3,942 |
|
|
|
|
|
|
|
3,942 |
|
Mortgage-Backed Securities |
|
|
|
|
|
|
3,286 |
|
|
|
|
|
|
|
3,286 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities |
|
$ |
|
|
|
$ |
494,978 |
|
|
$ |
|
|
|
$ |
494,978 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other Financial Instruments |
|
Level 1 |
|
Level 2 |
|
Level 3 |
|
Total |
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
$ |
352 |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
352 |
|
Unrealized Depreciation |
|
|
(452 |
) |
|
|
|
|
|
|
|
|
|
|
(452 |
) |
Forwards Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
|
|
|
|
1,001 |
|
|
|
|
|
|
|
1,001 |
|
Unrealized Depreciation |
|
|
|
|
|
|
(6,847 |
) |
|
|
|
|
|
|
(6,847 |
) |
OTC Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Default Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
|
|
|
|
31 |
|
|
|
|
|
|
|
31 |
|
Unrealized Depreciation |
|
|
|
|
|
|
(21 |
) |
|
|
|
|
|
|
(21 |
) |
Interest Rate Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
|
|
|
|
17 |
|
|
|
|
|
|
|
17 |
|
Centrally Cleared Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Default Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
|
|
|
|
14 |
|
|
|
|
|
|
|
14 |
|
Interest Rate Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
|
|
|
|
111 |
|
|
|
|
|
|
|
111 |
|
Unrealized Depreciation |
|
|
|
|
|
|
(60 |
) |
|
|
|
|
|
|
(60 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Other Financial Instruments |
|
$ |
(100 |
) |
|
$ |
(5,754 |
) |
|
$ |
|
|
|
$ |
(5,854 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
* Futures contracts, forwards contracts and swap contracts are valued at the net unrealized appreciation (depreciation) on the instrument.
For the period ended June 30, 2019, there were no transfers between Level 1 and Level 2 assets and liabilities.
For the period ended June 30, 2019, there were no transfers between Level 2 and Level 3 assets and liabilities.
Amounts designated as are $0 or have been rounded to $0.
For
information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial statements.
As of June 30, 2019, the International Fixed
Income Fund is the seller (providing protection) on a total notional amount of $2.0 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:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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 |
|
|
$- |
|
|
|
$- |
|
|
|
$(201,038) |
|
|
|
$55,983 |
|
|
|
$(145,055) |
|
Maximum potential amount of future payments |
|
|
- |
|
|
|
- |
|
|
|
2,012,000 |
|
|
|
2,340,000 |
|
|
|
4,352,000 |
|
Recourse provisions with third parties to recover any amounts paid under the credit derivative (including any
purchased credit protection)[1] |
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
Collateral held by the Fund can obtain upon occurrence of triggering event |
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
[1] Potential recoveries would include purchased credit derivatives to the extent they offset written credit derivatives which have an
identical underlying, or a netting arrangement or credit support annex with the counterparty. There may be other potential recoveries from recourse provisions where agreements cover multiple derivative arrangements but those amounts have not been
included.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
MAXIMUM POTENTIAL AMOUNT OF FUTURE PAYMENTS BY CONTRACT TERM |
|
|
|
0-6 MONTHS |
|
|
6-12 MONTHS |
|
|
1-5 YEARS |
|
|
5-10 YEARS |
|
|
> 10 YEARS |
|
|
Total |
|
Current credit spread* on underlying (in basis points)[1] |
|
|
$- |
|
|
|
$- |
|
|
|
$- |
|
|
|
$- |
|
|
|
$- |
|
|
|
$- |
|
0-400 |
|
|
- |
|
|
|
- |
|
|
|
2,340,000 |
|
|
|
- |
|
|
|
- |
|
|
|
2,340,000 |
|
> than 400 |
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
2,012,000 |
|
|
|
2,012,000 |
|
Total |
|
|
$- |
|
|
|
$- |
|
|
|
$2,340,000 |
|
|
|
$- |
|
|
|
$2,012,000 |
|
|
|
$4,352,000 |
|
[1] If Management uses credit ratings to evaluate the credit risk of an underlying asset, it may use such ratings in its disclosure by
replacing credit spreads by credit ratings.
* The credit spread on the underlying asset is generally indicative of the current status of the underlying risk of the
Fund having to perform. The spread also reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into a contract. Higher credit spreads with a shorter contract term is indicative of a higher
likelihood of performance by the Fund.
|
|
|
18 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
Emerging Markets Debt Fund
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS 93.8% |
|
|
|
|
|
|
|
|
Albania 0.0% |
|
|
|
|
|
|
|
|
Albania Government International Bond |
|
|
|
|
|
|
|
|
3.500%, 10/09/2025 |
|
EUR |
403 |
|
|
$ |
486 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Angola 0.7% |
|
|
|
|
|
|
|
|
Angolan Government International Bond |
|
|
|
|
|
|
|
|
9.500%, 11/12/2025 |
|
$ |
1,402 |
|
|
|
1,606 |
|
9.375%, 05/08/2048 (A) |
|
|
1,201 |
|
|
|
1,323 |
|
9.375%, 05/08/2048 |
|
|
2,610 |
|
|
|
2,874 |
|
8.250%, 05/09/2028 (B) |
|
|
859 |
|
|
|
919 |
|
Republic of Angola Via Avenir II BV MTN |
|
|
|
|
|
|
|
|
9.713%, VAR ICE LIBOR USD 6 Month+7.500%, 07/01/2023 |
|
|
3,849 |
|
|
|
4,219 |
|
6.908%, VAR ICE LIBOR USD 6 Month+4.500%, 12/07/2023 |
|
|
690 |
|
|
|
658 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,599 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Argentina 3.0% |
|
|
|
|
|
|
|
|
Adecoagro |
|
|
|
|
|
|
|
|
6.000%, 09/21/2027 (A) |
|
|
1,071 |
|
|
|
1,023 |
|
Agua y Saneamientos Argentinos |
|
|
|
|
|
|
|
|
6.625%, 02/01/2023 |
|
|
1,230 |
|
|
|
911 |
|
Argentina POM Politica Monetaria |
|
|
|
|
|
|
|
|
63.239%, VAR Argentina Central Bank 7 Day Repo Rate+0.000%, 06/21/2020 |
|
ARS |
2,467 |
|
|
|
57 |
|
Argentina Treasury Bond |
|
|
|
|
|
|
|
|
2.500%, 07/22/2021 |
|
|
2,000 |
|
|
|
74 |
|
Argentine Bonos del Tesoro |
|
|
|
|
|
|
|
|
18.200%, 10/03/2021 |
|
|
5,928 |
|
|
|
96 |
|
Argentine Republic Government International Bond |
|
|
|
|
|
|
|
|
8.280%, 12/31/2033 |
|
$ |
1,262 |
|
|
|
1,030 |
|
7.820%, 12/31/2033 |
|
EUR |
5,377 |
|
|
|
5,009 |
|
7.820%, 12/31/2033 |
|
|
11,791 |
|
|
|
11,145 |
|
6.875%, 04/22/2021 |
|
$ |
6,659 |
|
|
|
5,843 |
|
6.875%, 01/11/2048 |
|
|
855 |
|
|
|
633 |
|
5.875%, 01/11/2028 |
|
|
5,379 |
|
|
|
4,088 |
|
5.000%, 01/15/2027 |
|
EUR |
2,065 |
|
|
|
1,712 |
|
3.380%, 12/31/2038 |
|
|
8,640 |
|
|
|
5,593 |
|
3.375%, 01/15/2023 |
|
|
680 |
|
|
|
602 |
|
Autonomous City of Buenos Aires Argentina |
|
|
|
|
|
|
|
|
54.389%, VAR 30-35d Argentina BADLAR Private Banks+3.750%, 02/22/2028 |
|
ARS |
30,497 |
|
|
|
626 |
|
52.119%, VAR 30-35d Argentina BADLAR Private Banks+3.250%, 03/29/2024 |
|
|
48,886 |
|
|
|
944 |
|
52.119%, VAR 30-35d Argentina BADLAR Private Banks+3.250%, 03/29/2024 |
|
|
17,544 |
|
|
|
338 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Bonos de la Nacion Argentina con Ajuste por CER |
|
|
|
|
|
|
|
|
4.000%, 03/06/2020 |
|
ARS |
22,963 |
|
|
$ |
784 |
|
4.000%, 03/06/2020 |
|
|
333 |
|
|
|
12 |
|
Bonos de la Nacion Argentina En Moneda Dua |
|
|
|
|
|
|
|
|
4.500%, 02/13/2020 |
|
$ |
2,783 |
|
|
|
2,532 |
|
Provincia de Buenos Aires |
|
|
|
|
|
|
|
|
7.875%, 06/15/2027 |
|
|
2,762 |
|
|
|
2,051 |
|
5.375%, 01/20/2023 |
|
EUR |
620 |
|
|
|
535 |
|
Provincia de Cordoba |
|
|
|
|
|
|
|
|
7.125%, 06/10/2021 (A) |
|
$ |
531 |
|
|
|
462 |
|
Provincia del Chaco Argentina |
|
|
|
|
|
|
|
|
9.375%, 08/18/2024 |
|
|
404 |
|
|
|
297 |
|
Rio Energy |
|
|
|
|
|
|
|
|
6.875%, 02/01/2025 (A)(B) |
|
|
1,571 |
|
|
|
1,191 |
|
6.875%, 02/01/2025 |
|
|
195 |
|
|
|
148 |
|
Transportadora de Gas del Sur |
|
|
|
|
|
|
|
|
6.750%, 05/02/2025 (A) |
|
|
238 |
|
|
|
230 |
|
YPF |
|
|
|
|
|
|
|
|
8.500%, 06/27/2029 (A) |
|
|
570 |
|
|
|
561 |
|
YPF MTN |
|
|
|
|
|
|
|
|
48.750%, VAR 30-35d Argentina BADLAR Private Banks+4.000%, 07/07/2020 |
|
|
368 |
|
|
|
142 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
48,669 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Azerbaijan 1.0% |
|
|
|
|
|
|
|
|
Republic of Azerbaijan International Bond |
|
|
|
|
|
|
|
|
5.125%, 09/01/2029 |
|
|
1,861 |
|
|
|
1,944 |
|
4.750%, 03/18/2024 (B) |
|
|
400 |
|
|
|
420 |
|
Southern Gas Corridor |
|
|
|
|
|
|
|
|
6.875%, 03/24/2026 (A) |
|
|
1,437 |
|
|
|
1,666 |
|
6.875%, 03/24/2026 (A) |
|
|
1,216 |
|
|
|
1,409 |
|
6.875%, 03/24/2026 (B) |
|
|
3,895 |
|
|
|
4,515 |
|
State Oil of the Azerbaijan Republic |
|
|
|
|
|
|
|
|
6.950%, 03/18/2030 |
|
|
2,310 |
|
|
|
2,732 |
|
6.950%, 03/18/2030 |
|
|
611 |
|
|
|
723 |
|
State Oil of the Azerbaijan Republic MTN |
|
|
|
|
|
|
|
|
4.750%, 03/13/2023 |
|
|
2,353 |
|
|
|
2,447 |
|
4.750%, 03/13/2023 (B) |
|
|
1,300 |
|
|
|
1,352 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
17,208 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Bahrain 0.6% |
|
|
|
|
|
|
|
|
Bahrain Government International Bond |
|
|
|
|
|
|
|
|
7.500%, 09/20/2047 (A)(B) |
|
|
1,582 |
|
|
|
1,673 |
|
7.000%, 01/26/2026 |
|
|
410 |
|
|
|
442 |
|
7.000%, 01/26/2026 (A) |
|
|
295 |
|
|
|
318 |
|
7.000%, 10/12/2028 (A) |
|
|
1,154 |
|
|
|
1,242 |
|
6.750%, 09/20/2029 (A) |
|
|
1,899 |
|
|
|
2,006 |
|
6.750%, 09/20/2029 |
|
|
200 |
|
|
|
211 |
|
6.125%, 08/01/2023 (B) |
|
|
520 |
|
|
|
548 |
|
6.000%, 09/19/2044 (A) |
|
|
743 |
|
|
|
680 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
|
1 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
6.000%, 09/19/2044 |
|
$ |
200 |
|
|
$ |
183 |
|
Oil and Gas Holding BSCC |
|
|
|
|
|
|
|
|
8.375%, 11/07/2028 |
|
|
821 |
|
|
|
913 |
|
8.375%, 11/07/2028 (A) |
|
|
560 |
|
|
|
623 |
|
7.625%, 11/07/2024 (A)(B) |
|
|
1,158 |
|
|
|
1,253 |
|
7.500%, 10/25/2027 |
|
|
200 |
|
|
|
210 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,302 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Belarus 0.1% |
|
|
|
|
|
|
|
|
Republic of Belarus International Bond |
|
|
|
|
|
|
|
|
7.625%, 06/29/2027 |
|
|
1,000 |
|
|
|
1,139 |
|
6.200%, 02/28/2030 |
|
|
358 |
|
|
|
383 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,522 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Belize 0.1% |
|
|
|
|
|
|
|
|
Belize Government International Bond |
|
|
|
|
|
|
|
|
5.000%, 02/20/2034 |
|
|
1,944 |
|
|
|
1,176 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Benin 0.1% |
|
|
|
|
|
|
|
|
Benin Government International Bond |
|
|
|
|
|
|
|
|
5.750%, 03/26/2026 (A) |
|
EUR |
1,231 |
|
|
|
1,430 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Bermuda 0.2% |
|
|
|
|
|
|
|
|
Bermuda Government International Bond |
|
|
|
|
|
|
|
|
4.854%, 02/06/2024 |
|
$ |
868 |
|
|
|
940 |
|
4.750%, 02/15/2029 |
|
|
1,204 |
|
|
|
1,327 |
|
3.717%, 01/25/2027 |
|
|
1,521 |
|
|
|
1,550 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,817 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Bolivia 0.1% |
|
|
|
|
|
|
|
|
Bolivian Government International Bond |
|
|
|
|
|
|
|
|
4.500%, 03/20/2028 |
|
|
1,881 |
|
|
|
1,827 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Brazil 6.8% |
|
|
|
|
|
|
|
|
Brazil Letras do Tesouro Nacional (C) |
|
|
|
|
|
|
|
|
11.295%, 01/01/2020 |
|
BRL |
14,000 |
|
|
|
3,544 |
|
11.065%, 07/01/2021 |
|
|
5,000 |
|
|
|
1,160 |
|
10.726%, 01/01/2022 |
|
|
8,000 |
|
|
|
1,791 |
|
8.523%, 07/01/2020 |
|
|
17,181 |
|
|
|
4,234 |
|
8.172%, 04/01/2020 |
|
|
8,000 |
|
|
|
1,998 |
|
Brazil Loan Trust 1 |
|
|
|
|
|
|
|
|
5.477%, 07/24/2023 (A) |
|
$ |
1,533 |
|
|
|
1,595 |
|
5.477%, 07/24/2023 |
|
|
217 |
|
|
|
225 |
|
Brazil Minas SPE via State of Minas Gerais |
|
|
|
|
|
|
|
|
5.333%, 02/15/2028 |
|
|
1,176 |
|
|
|
1,211 |
|
5.333%, 02/15/2028 (B) |
|
|
2,561 |
|
|
|
2,638 |
|
5.333%, 02/15/2028 (A) |
|
|
224 |
|
|
|
231 |
|
Brazil Notas do Tesouro Nacional Serie B |
|
|
|
|
|
|
|
|
6.000%, 08/15/2020 |
|
BRL |
2,318 |
|
|
|
2,027 |
|
6.000%, 05/15/2045 |
|
|
562 |
|
|
|
641 |
|
Brazil Notas do Tesouro Nacional, Serie F |
|
|
|
|
|
|
|
|
10.000%, 01/01/2021 |
|
|
82,656 |
|
|
|
22,766 |
|
10.000%, 01/01/2023 |
|
|
64,278 |
|
|
|
18,416 |
|
10.000%, 01/01/2025 |
|
|
22,277 |
|
|
|
6,531 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
10.000%, 01/01/2027 |
|
BRL |
24,002 |
|
|
$ |
7,144 |
|
10.000%, 01/01/2029 |
|
|
19,032 |
|
|
|
5,791 |
|
Brazilian Government International Bond |
|
|
|
|
|
|
|
|
4.625%, 01/13/2028 |
|
$ |
285 |
|
|
|
299 |
|
4.500%, 05/30/2029 |
|
|
6,452 |
|
|
|
6,626 |
|
CSN Resources |
|
|
|
|
|
|
|
|
7.625%, 02/13/2023 (A) |
|
|
694 |
|
|
|
732 |
|
7.625%, 04/17/2026 (A) |
|
|
763 |
|
|
|
809 |
|
6.500%, 07/21/2020 |
|
|
100 |
|
|
|
103 |
|
Federal Republic of Brazil |
|
|
|
|
|
|
|
|
8.250%, 01/20/2034 |
|
|
748 |
|
|
|
998 |
|
6.000%, 04/07/2026 |
|
|
1,238 |
|
|
|
1,425 |
|
5.625%, 01/07/2041 (B) |
|
|
347 |
|
|
|
372 |
|
5.625%, 02/21/2047 |
|
|
193 |
|
|
|
206 |
|
5.000%, 01/27/2045 |
|
|
3,238 |
|
|
|
3,201 |
|
Gol Finance |
|
|
|
|
|
|
|
|
7.000%, 01/31/2025 (A)(B) |
|
|
1,720 |
|
|
|
1,677 |
|
JBS Investments GmbH |
|
|
|
|
|
|
|
|
7.250%, 04/03/2024 |
|
|
1,034 |
|
|
|
1,073 |
|
6.250%, 02/05/2023 (A) |
|
|
517 |
|
|
|
527 |
|
Minerva Luxembourg |
|
|
|
|
|
|
|
|
6.500%, 09/20/2026 (A) |
|
|
2,267 |
|
|
|
2,361 |
|
NBM US Holdings |
|
|
|
|
|
|
|
|
7.000%, 05/14/2026 (A)(B) |
|
|
428 |
|
|
|
450 |
|
Nexa Resources |
|
|
|
|
|
|
|
|
5.375%, 05/04/2027 (A) |
|
|
2,891 |
|
|
|
3,038 |
|
Petrobras Global Finance BV |
|
|
|
|
|
|
|
|
6.900%, 03/19/2049 |
|
|
1,756 |
|
|
|
1,870 |
|
Rumo Luxembourg |
|
|
|
|
|
|
|
|
7.375%, 02/09/2024 (A) |
|
|
898 |
|
|
|
969 |
|
Suzano Austria GmbH |
|
|
|
|
|
|
|
|
7.000%, 03/16/2047 (A) |
|
|
399 |
|
|
|
454 |
|
6.000%, 01/15/2029 (A) |
|
|
688 |
|
|
|
750 |
|
5.000%, 01/15/2030 (A) |
|
|
494 |
|
|
|
501 |
|
Ultrapar International |
|
|
|
|
|
|
|
|
5.250%, 06/06/2029 (A) |
|
|
774 |
|
|
|
791 |
|
Votorantim Cimentos International |
|
|
|
|
|
|
|
|
7.250%, 04/05/2041 |
|
|
275 |
|
|
|
328 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
111,503 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Cameroon 0.1% |
|
|
|
|
|
|
|
|
Republic of Cameroon International Bond |
|
|
|
|
|
|
|
|
9.500%, 11/19/2025 (A) |
|
|
1,398 |
|
|
|
1,516 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Cayman Islands 0.0% |
|
|
|
|
|
|
|
|
Bioceanico |
|
|
|
|
|
|
|
|
3.017%, 06/05/2034 (A)(C) |
|
|
754 |
|
|
|
507 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Chile 2.2% |
|
|
|
|
|
|
|
|
Banco de Credito e Inversiones |
|
|
|
|
|
|
|
|
3.500%, 10/12/2027 (A) |
|
|
1,046 |
|
|
|
1,055 |
|
|
|
|
2 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Bonos de la Tesoreria de la Republica en pesos |
|
|
|
|
|
|
|
|
6.000%, 01/01/2020 |
|
CLP |
80,000 |
|
|
$ |
123 |
|
6.000%, 01/01/2043 |
|
|
3,025,000 |
|
|
|
6,213 |
|
5.100%, 07/15/2050 |
|
|
285,000 |
|
|
|
518 |
|
5.000%, 03/01/2035 |
|
|
3,025,000 |
|
|
|
5,266 |
|
4.700%, 09/01/2030 (A) |
|
|
1,100,000 |
|
|
|
1,823 |
|
4.500%, 02/28/2021 |
|
|
350,000 |
|
|
|
540 |
|
4.500%, 03/01/2021 |
|
|
680,000 |
|
|
|
1,049 |
|
4.500%, 03/01/2026 |
|
|
670,000 |
|
|
|
1,083 |
|
4.000%, 03/01/2023 (A) |
|
|
120,000 |
|
|
|
187 |
|
Cencosud |
|
|
|
|
|
|
|
|
4.375%, 07/17/2027 (A) |
|
$ |
1,819 |
|
|
|
1,821 |
|
Chile Government International Bond |
|
|
|
|
|
|
|
|
5.500%, 08/05/2020 |
|
CLP |
323,000 |
|
|
|
488 |
|
3.500%, 01/25/2050 |
|
$ |
3,544 |
|
|
|
3,612 |
|
Empresa Electrica Angamos |
|
|
|
|
|
|
|
|
4.875%, 05/25/2029 (A)(B) |
|
|
1,208 |
|
|
|
1,260 |
|
Empresa Nacional del Petroleo |
|
|
|
|
|
|
|
|
4.750%, 12/06/2021 |
|
|
1,635 |
|
|
|
1,704 |
|
3.750%, 08/05/2026 |
|
|
749 |
|
|
|
768 |
|
Geopark |
|
|
|
|
|
|
|
|
6.500%, 09/21/2024 (A) |
|
|
492 |
|
|
|
507 |
|
Nacional del Cobre de Chile |
|
|
|
|
|
|
|
|
5.625%, 10/18/2043 |
|
|
442 |
|
|
|
548 |
|
4.500%, 09/16/2025 (A) |
|
|
2,281 |
|
|
|
2,475 |
|
4.375%, 02/05/2049 (A) |
|
|
4,186 |
|
|
|
4,441 |
|
3.625%, 08/01/2027 |
|
|
353 |
|
|
|
366 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
35,847 |
|
|
|
|
|
|
|
|
|
|
|
|
|
China 1.7% |
|
|
|
|
|
|
|
|
Alibaba Group Holding |
|
|
|
|
|
|
|
|
4.200%, 12/06/2047 |
|
|
310 |
|
|
|
326 |
|
Charming Light Investments MTN |
|
|
|
|
|
|
|
|
4.375%, 12/21/2027 (B) |
|
|
1,600 |
|
|
|
1,667 |
|
China Government International Bond |
|
|
|
|
|
|
|
|
3.250%, 10/19/2023 |
|
|
3,466 |
|
|
|
3,616 |
|
China Minmetals |
|
|
|
|
|
|
|
|
4.450%, VAR US Treas Yield Curve Rate T Note Const Mat 3 Yr+6.070%, 11/13/2167 |
|
|
640 |
|
|
|
647 |
|
3.750%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.717%, 05/13/2168 |
|
|
2,047 |
|
|
|
2,031 |
|
Chinalco Capital Holdings |
|
|
|
|
|
|
|
|
4.250%, 04/21/2022 (B) |
|
|
740 |
|
|
|
736 |
|
CNAC HK Finbridge |
|
|
|
|
|
|
|
|
5.125%, 03/14/2028 (B) |
|
|
4,649 |
|
|
|
5,119 |
|
4.625%, 03/14/2023 |
|
|
928 |
|
|
|
969 |
|
3.375%, 06/19/2024 |
|
|
592 |
|
|
|
592 |
|
Dianjian Haiyu |
|
|
|
|
|
|
|
|
4.300%, 12/20/2167 |
|
|
204 |
|
|
|
207 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Dianjian International Finance |
|
|
|
|
|
|
|
|
4.600%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+6.933%, 07/19/2167 |
|
$ |
303 |
|
|
$ |
310 |
|
HBIS Group Hong Kong |
|
|
|
|
|
|
|
|
4.250%, 04/07/2020 |
|
|
684 |
|
|
|
684 |
|
Huarong Finance 2017 |
|
|
|
|
|
|
|
|
4.750%, 04/27/2027 |
|
|
977 |
|
|
|
1,016 |
|
4.500%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+7.773%, 07/24/2167 |
|
|
1,378 |
|
|
|
1,385 |
|
Leader Goal International Ltd MTN |
|
|
|
|
|
|
|
|
4.250%, 07/19/2167 (D) |
|
|
212 |
|
|
|
214 |
|
Sinopec Group Overseas Development 2016 |
|
|
|
|
|
|
|
|
2.750%, 09/29/2026 |
|
|
1,066 |
|
|
|
1,039 |
|
Sinopec Group Overseas Development 2017 |
|
|
|
|
|
|
|
|
3.625%, 04/12/2027 |
|
|
2,458 |
|
|
|
2,535 |
|
Sinopec Group Overseas Development 2018 |
|
|
|
|
|
|
|
|
4.250%, 09/12/2028 (B) |
|
|
4,270 |
|
|
|
4,610 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
27,703 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Colombia 5.4% |
|
|
|
|
|
|
|
|
Colombia Government International Bond |
|
|
|
|
|
|
|
|
5.200%, 05/15/2049 |
|
|
1,558 |
|
|
|
1,766 |
|
4.500%, 03/15/2029 |
|
|
3,706 |
|
|
|
4,047 |
|
Colombian TES |
|
|
|
|
|
|
|
|
10.000%, 07/24/2024 |
|
COP |
37,680,600 |
|
|
|
14,222 |
|
7.750%, 09/18/2030 |
|
|
2,982,500 |
|
|
|
1,048 |
|
7.500%, 08/26/2026 |
|
|
30,754,200 |
|
|
|
10,621 |
|
7.250%, 10/18/2034 |
|
|
17,211,100 |
|
|
|
5,801 |
|
7.000%, 05/04/2022 |
|
|
33,139,400 |
|
|
|
10,899 |
|
7.000%, 06/30/2032 |
|
|
9,451,300 |
|
|
|
3,122 |
|
6.250%, 11/26/2025 |
|
|
31,502,600 |
|
|
|
10,182 |
|
4.750%, 04/04/2035 |
|
|
1,170,600 |
|
|
|
1,164 |
|
Ecopetrol |
|
|
|
|
|
|
|
|
5.875%, 09/18/2023 |
|
$ |
836 |
|
|
|
924 |
|
Emgesa ESP |
|
|
|
|
|
|
|
|
8.750%, 01/25/2021 |
|
COP |
870,000 |
|
|
|
283 |
|
Empresas Publicas de Medellin ESP |
|
|
|
|
|
|
|
|
8.375%, 02/01/2021 |
|
|
3,962,000 |
|
|
|
1,274 |
|
8.375%, 11/08/2027 (A) |
|
|
1,760,000 |
|
|
|
571 |
|
7.625%, 09/10/2024 (A) |
|
|
3,116,000 |
|
|
|
982 |
|
Financiera de Desarrollo Territorial Findeter |
|
|
|
|
|
|
|
|
7.875%, 08/12/2024 (A) |
|
|
1,127,000 |
|
|
|
375 |
|
7.875%, 08/12/2024 |
|
|
884,000 |
|
|
|
294 |
|
Republic of Colombia |
|
|
|
|
|
|
|
|
9.850%, 06/28/2027 |
|
|
5,060,000 |
|
|
|
1,986 |
|
8.125%, 05/21/2024 |
|
$ |
1,127 |
|
|
|
1,386 |
|
7.750%, 04/14/2021 |
|
COP |
3,331,000 |
|
|
|
1,086 |
|
7.375%, 09/18/2037 |
|
$ |
1,091 |
|
|
|
1,484 |
|
6.125%, 01/18/2041 |
|
|
1,584 |
|
|
|
1,960 |
|
6.000%, 04/28/2028 |
|
COP |
21,137,100 |
|
|
|
6,616 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
|
3 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
5.000%, 06/15/2045 |
|
$ |
3,822 |
|
|
$ |
4,218 |
|
4.500%, 01/28/2026 (B) |
|
|
1,303 |
|
|
|
1,407 |
|
4.375%, 03/21/2023 |
|
COP |
2,871,000 |
|
|
|
873 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
88,591 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Costa Rica 0.4% |
|
|
|
|
|
|
|
|
Costa Rica Government International Bond |
|
|
|
|
|
|
|
|
7.158%, 03/12/2045 |
|
$ |
1,643 |
|
|
|
1,647 |
|
7.158%, 03/12/2045 |
|
|
1,171 |
|
|
|
1,174 |
|
7.158%, 03/12/2045 (A) |
|
|
1,037 |
|
|
|
1,040 |
|
7.000%, 04/04/2044 |
|
|
1,208 |
|
|
|
1,199 |
|
7.000%, 04/04/2044 |
|
|
230 |
|
|
|
228 |
|
4.250%, 01/26/2023 |
|
|
870 |
|
|
|
857 |
|
Instituto Costarricense de Electricidad |
|
|
|
|
|
|
|
|
6.375%, 05/15/2043 |
|
|
250 |
|
|
|
209 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,354 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Croatia 0.5% |
|
|
|
|
|
|
|
|
Croatia Government International Bond |
|
|
|
|
|
|
|
|
6.625%, 07/14/2020 |
|
|
2,180 |
|
|
|
2,264 |
|
3.000%, 03/20/2027 |
|
EUR |
1,450 |
|
|
|
1,924 |
|
2.750%, 01/27/2030 |
|
|
2,169 |
|
|
|
2,865 |
|
1.125%, 06/19/2029 |
|
|
963 |
|
|
|
1,097 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,150 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Czech Republic 1.4% |
|
|
|
|
|
|
|
|
Czech Republic Government Bond |
|
|
|
|
|
|
|
|
4.200%, 12/04/2036 |
|
CZK |
28,000 |
|
|
|
1,676 |
|
2.750%, 07/23/2029 |
|
|
115,370 |
|
|
|
5,737 |
|
2.500%, 08/25/2028 |
|
|
41,920 |
|
|
|
2,038 |
|
2.400%, 09/17/2025 |
|
|
144,900 |
|
|
|
6,843 |
|
2.000%, 10/13/2033 |
|
|
36,060 |
|
|
|
1,655 |
|
1.000%, 06/26/2026 |
|
|
32,290 |
|
|
|
1,398 |
|
0.950%, 05/15/2030 |
|
|
69,140 |
|
|
|
2,900 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
22,247 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Dominican Republic 1.0% |
|
|
|
|
|
|
|
|
Dominican Republic International Bond |
|
|
|
|
|
|
|
|
11.250%, 02/05/2027 |
|
DOP |
14,500 |
|
|
|
316 |
|
9.750%, 06/05/2026 (A) |
|
|
25,300 |
|
|
|
513 |
|
8.900%, 02/15/2023 (A) |
|
|
65,750 |
|
|
|
1,303 |
|
7.450%, 04/30/2044 (A) |
|
$ |
687 |
|
|
|
796 |
|
6.875%, 01/29/2026 |
|
|
1,585 |
|
|
|
1,789 |
|
6.850%, 01/27/2045 |
|
|
830 |
|
|
|
908 |
|
6.850%, 01/27/2045 (A) |
|
|
479 |
|
|
|
524 |
|
6.850%, 01/27/2045 |
|
|
400 |
|
|
|
438 |
|
6.600%, 01/28/2024 |
|
|
656 |
|
|
|
727 |
|
6.500%, 02/15/2048 |
|
|
2,817 |
|
|
|
2,975 |
|
6.400%, 06/05/2049 (A) |
|
|
1,440 |
|
|
|
1,507 |
|
6.400%, 06/05/2049 |
|
|
511 |
|
|
|
535 |
|
6.000%, 07/19/2028 |
|
|
1,221 |
|
|
|
1,317 |
|
6.000%, 07/19/2028 (A) |
|
|
621 |
|
|
|
670 |
|
5.950%, 01/25/2027 |
|
|
1,663 |
|
|
|
1,792 |
|
5.875%, 04/18/2024 (A) |
|
|
71 |
|
|
|
76 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
5.500%, 01/27/2025 |
|
$ |
428 |
|
|
$ |
455 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16,641 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Ecuador 1.0% |
|
|
|
|
|
|
|
|
Ecuador Government International Bond |
|
|
|
|
|
|
|
|
10.750%, 01/31/2029 (A) |
|
|
1,995 |
|
|
|
2,249 |
|
10.750%, 01/31/2029 |
|
|
573 |
|
|
|
646 |
|
10.500%, 03/24/2020 |
|
|
232 |
|
|
|
242 |
|
9.650%, 12/13/2026 (A) |
|
|
660 |
|
|
|
715 |
|
9.625%, 06/02/2027 |
|
|
777 |
|
|
|
837 |
|
8.875%, 10/23/2027 |
|
|
3,828 |
|
|
|
3,981 |
|
8.875%, 10/23/2027 (A) |
|
|
245 |
|
|
|
255 |
|
7.950%, 06/20/2024 (B) |
|
|
2,776 |
|
|
|
2,908 |
|
7.875%, 01/23/2028 (A) |
|
|
1,832 |
|
|
|
1,811 |
|
7.875%, 01/23/2028 |
|
|
2,497 |
|
|
|
2,469 |
|
Petroamazonas EP |
|
|
|
|
|
|
|
|
4.625%, 02/16/2020 (A) |
|
|
348 |
|
|
|
347 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16,460 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Egypt 2.3% |
|
|
|
|
|
|
|
|
Egypt Government International Bond |
|
|
|
|
|
|
|
|
18.000%, 11/06/2028 |
|
EGP |
30,307 |
|
|
|
2,009 |
|
17.700%, 08/07/2025 |
|
|
29,457 |
|
|
|
1,883 |
|
16.300%, 04/09/2024 |
|
|
15,034 |
|
|
|
909 |
|
16.100%, 05/07/2029 |
|
|
14,920 |
|
|
|
900 |
|
14.800%, 01/30/2023 |
|
|
65,021 |
|
|
|
3,774 |
|
8.700%, 03/01/2049 (A) |
|
$ |
329 |
|
|
|
354 |
|
7.903%, 02/21/2048 (A) |
|
|
421 |
|
|
|
426 |
|
5.577%, 02/21/2023 (A) |
|
|
741 |
|
|
|
753 |
|
Egypt Government International Bond MTN |
|
|
|
|
|
|
|
|
8.500%, 01/31/2047 (A) |
|
|
934 |
|
|
|
989 |
|
8.500%, 01/31/2047 |
|
|
5,659 |
|
|
|
5,991 |
|
7.600%, 03/01/2029 (A) |
|
|
1,928 |
|
|
|
2,033 |
|
6.375%, 04/11/2031 (A) |
|
EUR |
1,981 |
|
|
|
2,292 |
|
6.375%, 04/11/2031 |
|
|
442 |
|
|
|
511 |
|
6.125%, 01/31/2022 (A) |
|
$ |
865 |
|
|
|
892 |
|
5.625%, 04/16/2030 |
|
EUR |
3,322 |
|
|
|
3,694 |
|
5.625%, 04/16/2030 (A) |
|
|
2,714 |
|
|
|
3,018 |
|
4.750%, 04/11/2025 (B) |
|
|
457 |
|
|
|
531 |
|
4.750%, 04/16/2026 |
|
|
2,311 |
|
|
|
2,644 |
|
Egypt Treasury Bills (C) |
|
|
|
|
|
|
|
|
19.791%, 11/26/2019 |
|
EGP |
6,300 |
|
|
|
352 |
|
19.773%, 08/13/2019 |
|
|
75,650 |
|
|
|
4,448 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
38,403 |
|
|
|
|
|
|
|
|
|
|
|
|
|
El Salvador 0.5% |
|
|
|
|
|
|
|
|
Republic of El Salvador |
|
|
|
|
|
|
|
|
8.250%, 04/10/2032 |
|
$ |
700 |
|
|
|
771 |
|
8.250%, 04/10/2032 (A) |
|
|
326 |
|
|
|
359 |
|
7.750%, 01/24/2023 |
|
|
1,690 |
|
|
|
1,810 |
|
7.650%, 06/15/2035 |
|
|
1,153 |
|
|
|
1,199 |
|
7.625%, 02/01/2041 |
|
|
327 |
|
|
|
345 |
|
7.375%, 12/01/2019 |
|
|
1,647 |
|
|
|
1,661 |
|
|
|
|
4 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
5.875%, 01/30/2025 |
|
$ |
2,141 |
|
|
$ |
2,133 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,278 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Gabon 0.0% |
|
|
|
|
|
|
|
|
Gabonese Republic |
|
|
|
|
|
|
|
|
6.950%, 06/16/2025 (A) |
|
|
465 |
|
|
|
464 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Georgia 0.0% |
|
|
|
|
|
|
|
|
Republic of Georgia |
|
|
|
|
|
|
|
|
6.875%, 04/12/2021 (A) |
|
|
66 |
|
|
|
69 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Ghana 1.1% |
|
|
|
|
|
|
|
|
Ghana Government International Bond |
|
|
|
|
|
|
|
|
19.750%, 03/25/2024 |
|
GHS |
5,311 |
|
|
|
968 |
|
19.000%, 11/02/2026 |
|
|
11,055 |
|
|
|
1,976 |
|
10.750%, 10/14/2030 (A) |
|
$ |
777 |
|
|
|
982 |
|
10.750%, 10/14/2030 |
|
|
4,683 |
|
|
|
5,916 |
|
8.950%, 03/26/2051 (A) |
|
|
864 |
|
|
|
894 |
|
8.950%, 03/26/2051 |
|
|
211 |
|
|
|
218 |
|
8.627%, 06/16/2049 (B) |
|
|
1,337 |
|
|
|
1,348 |
|
8.125%, 03/26/2032 (A) |
|
|
2,637 |
|
|
|
2,677 |
|
7.875%, 03/26/2027 (A) |
|
|
1,110 |
|
|
|
1,168 |
|
7.875%, 03/26/2027 |
|
|
307 |
|
|
|
323 |
|
7.625%, 05/16/2029 (B) |
|
|
420 |
|
|
|
427 |
|
Tullow Oil |
|
|
|
|
|
|
|
|
7.000%, 03/01/2025 (A) |
|
|
660 |
|
|
|
671 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
17,568 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Guatemala 0.2% |
|
|
|
|
|
|
|
|
Comunicaciones Celulares Via Comcel Trust |
|
|
|
|
|
|
|
|
6.875%, 02/06/2024 (A) |
|
|
390 |
|
|
|
403 |
|
Guatemala Government Bond |
|
|
|
|
|
|
|
|
6.125%, 06/01/2050 (A) |
|
|
425 |
|
|
|
445 |
|
4.900%, 06/01/2030 (A) |
|
|
2,001 |
|
|
|
2,056 |
|
Industrial Senior Trust |
|
|
|
|
|
|
|
|
5.500%, 11/01/2022 |
|
|
499 |
|
|
|
508 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,412 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Honduras 0.0% |
|
|
|
|
|
|
|
|
Honduras Government International Bond |
|
|
|
|
|
|
|
|
6.250%, 01/19/2027 |
|
|
326 |
|
|
|
350 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Hungary 2.0% |
|
|
|
|
|
|
|
|
Hungary Government Bond |
|
|
|
|
|
|
|
|
6.750%, 10/22/2028 |
|
HUF |
343,770 |
|
|
|
1,647 |
|
6.375%, 03/29/2021 |
|
$ |
3,340 |
|
|
|
3,565 |
|
5.500%, 06/24/2025 |
|
HUF |
300,750 |
|
|
|
1,284 |
|
5.375%, 03/25/2024 (B) |
|
$ |
1,107 |
|
|
|
1,248 |
|
3.000%, 06/26/2024 |
|
HUF |
884,280 |
|
|
|
3,346 |
|
3.000%, 10/27/2027 |
|
|
3,041,400 |
|
|
|
11,345 |
|
2.750%, 12/22/2026 |
|
|
1,072,960 |
|
|
|
3,954 |
|
2.500%, 10/24/2024 |
|
|
1,603,030 |
|
|
|
5,901 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
32,290 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
India 0.2% |
|
|
|
|
|
|
|
|
Adani Ports & Special Economic Zone |
|
|
|
|
|
|
|
|
4.375%, 07/03/2029 (A) |
|
$ |
810 |
|
|
$ |
822 |
|
State Bank of India |
|
|
|
|
|
|
|
|
4.000%, 01/24/2022 |
|
|
822 |
|
|
|
840 |
|
Vedanta Resources |
|
|
|
|
|
|
|
|
8.250%, 06/07/2021 |
|
|
820 |
|
|
|
851 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,513 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Indonesia 6.6% |
|
|
|
|
|
|
|
|
Eterna Capital Pte |
|
|
|
|
|
|
|
|
8.000%, 12/11/2022 |
|
|
97 |
|
|
|
81 |
|
7.500%, 12/11/2022 |
|
|
499 |
|
|
|
500 |
|
Indika Energy Capital III Pte |
|
|
|
|
|
|
|
|
5.875%, 11/09/2024 (A) |
|
|
330 |
|
|
|
322 |
|
5.875%, 11/09/2024 |
|
|
236 |
|
|
|
231 |
|
Indonesia Asahan Aluminium Persero |
|
|
|
|
|
|
|
|
6.757%, 11/15/2048 |
|
|
1,530 |
|
|
|
1,880 |
|
6.757%, 11/15/2048 (A) |
|
|
232 |
|
|
|
285 |
|
5.710%, 11/15/2023 (A) |
|
|
618 |
|
|
|
678 |
|
Indonesia Government International Bond |
|
|
|
|
|
|
|
|
9.000%, 03/15/2029 |
|
IDR |
61,750,000 |
|
|
|
4,815 |
|
8.750%, 05/15/2031 |
|
|
60,779,000 |
|
|
|
4,672 |
|
8.500%, 10/12/2035 |
|
$ |
1,704 |
|
|
|
2,566 |
|
8.375%, 03/15/2024 |
|
IDR |
60,173,000 |
|
|
|
4,489 |
|
8.375%, 09/15/2026 |
|
|
31,281,000 |
|
|
|
2,351 |
|
8.375%, 03/15/2034 |
|
|
85,494,000 |
|
|
|
6,415 |
|
8.375%, 04/15/2039 |
|
|
70,046,000 |
|
|
|
5,157 |
|
8.250%, 05/15/2029 |
|
|
61,055,000 |
|
|
|
4,581 |
|
8.250%, 06/15/2032 |
|
|
12,030,000 |
|
|
|
886 |
|
8.250%, 05/15/2036 |
|
|
69,210,000 |
|
|
|
5,152 |
|
8.125%, 05/15/2024 |
|
|
55,650,000 |
|
|
|
4,144 |
|
7.750%, 01/17/2038 |
|
$ |
1,797 |
|
|
|
2,598 |
|
7.500%, 08/15/2032 |
|
IDR |
26,770,000 |
|
|
|
1,837 |
|
7.500%, 05/15/2038 |
|
|
76,662,000 |
|
|
|
5,184 |
|
7.000%, 05/15/2022 |
|
|
40,233,000 |
|
|
|
2,838 |
|
7.000%, 05/15/2027 |
|
|
89,269,000 |
|
|
|
6,167 |
|
6.625%, 05/15/2033 |
|
|
64,339,000 |
|
|
|
4,135 |
|
6.125%, 05/15/2028 |
|
|
68,570,000 |
|
|
|
4,468 |
|
5.625%, 05/15/2023 |
|
|
121,661,000 |
|
|
|
8,224 |
|
5.250%, 01/08/2047 (A) |
|
$ |
170 |
|
|
|
196 |
|
4.750%, 02/11/2029 |
|
|
985 |
|
|
|
1,094 |
|
4.450%, 02/11/2024 |
|
|
1,741 |
|
|
|
1,849 |
|
4.350%, 01/08/2027 (A) |
|
|
2,704 |
|
|
|
2,889 |
|
1.450%, 09/18/2026 |
|
EUR |
313 |
|
|
|
364 |
|
Indonesia Government International Bond MTN |
|
|
|
|
|
|
|
|
5.250%, 01/17/2042 |
|
$ |
2,366 |
|
|
|
2,695 |
|
5.125%, 01/15/2045 |
|
|
410 |
|
|
|
462 |
|
4.750%, 01/08/2026 |
|
|
2,159 |
|
|
|
2,349 |
|
4.625%, 04/15/2043 |
|
|
925 |
|
|
|
978 |
|
4.125%, 01/15/2025 |
|
|
400 |
|
|
|
420 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
|
5 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
3.850%, 07/18/2027 |
|
$ |
3,978 |
|
|
$ |
4,109 |
|
3.750%, 06/14/2028 |
|
EUR |
824 |
|
|
|
1,120 |
|
Perusahaan Listrik Negara MTN |
|
|
|
|
|
|
|
|
6.150%, 05/21/2048 (A) |
|
$ |
857 |
|
|
|
1,018 |
|
6.150%, 05/21/2048 |
|
|
250 |
|
|
|
297 |
|
5.450%, 05/21/2028 (A) |
|
|
262 |
|
|
|
290 |
|
Perusahaan Penerbit SBSN Indonesia III |
|
|
|
|
|
|
|
|
4.400%, 03/01/2028 |
|
|
573 |
|
|
|
610 |
|
4.325%, 05/28/2025 |
|
|
530 |
|
|
|
560 |
|
Perusahaan Penerbit SBSN Indonesia III MTN |
|
|
|
|
|
|
|
|
4.450%, 02/20/2029 |
|
|
1,113 |
|
|
|
1,192 |
|
Star Energy Geothermal Wayang Windu |
|
|
|
|
|
|
|
|
6.750%, 04/24/2033 |
|
|
1,077 |
|
|
|
1,085 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
108,233 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Iraq 0.2% |
|
|
|
|
|
|
|
|
Iraq International Bond |
|
|
|
|
|
|
|
|
6.752%, 03/09/2023 (A) |
|
|
960 |
|
|
|
985 |
|
5.800%, 01/15/2028 |
|
|
1,554 |
|
|
|
1,528 |
|
5.800%, 01/15/2028 |
|
|
624 |
|
|
|
613 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,126 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Ivory Coast 0.8% |
|
|
|
|
|
|
|
|
Ivory Coast Government International Bond |
|
|
|
|
|
|
|
|
6.625%, 03/22/2048 |
|
EUR |
1,035 |
|
|
|
1,149 |
|
6.625%, 03/22/2048 |
|
|
171 |
|
|
|
190 |
|
6.375%, 03/03/2028 (A) |
|
$ |
439 |
|
|
|
435 |
|
6.125%, 06/15/2033 |
|
|
920 |
|
|
|
857 |
|
6.125%, 06/15/2033 (A) |
|
|
375 |
|
|
|
349 |
|
5.750%, 12/31/2032 |
|
|
4,040 |
|
|
|
3,923 |
|
5.750%, 12/31/2032 |
|
|
3,413 |
|
|
|
3,314 |
|
5.250%, 03/22/2030 |
|
EUR |
1,578 |
|
|
|
1,754 |
|
5.125%, 06/15/2025 |
|
|
1,371 |
|
|
|
1,627 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,598 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Jamaica 0.1% |
|
|
|
|
|
|
|
|
Government of Jamaica |
|
|
|
|
|
|
|
|
7.875%, 07/28/2045 |
|
$ |
1,419 |
|
|
|
1,752 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Jordan 0.1% |
|
|
|
|
|
|
|
|
Jordan Government International Bond |
|
|
|
|
|
|
|
|
7.375%, 10/10/2047 (A) |
|
|
1,629 |
|
|
|
1,677 |
|
7.375%, 10/10/2047 |
|
|
493 |
|
|
|
507 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,184 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Kazakhstan 1.5% |
|
|
|
|
|
|
|
|
Development Bank of Kazakhstan |
|
|
|
|
|
|
|
|
4.125%, 12/10/2022 |
|
|
770 |
|
|
|
781 |
|
Kazakhstan Government International Bond MTN (B) |
|
|
|
|
|
|
|
|
6.500%, 07/21/2045 |
|
|
330 |
|
|
|
457 |
|
2.375%, 11/09/2028 |
|
EUR |
556 |
|
|
|
685 |
|
KazMunayGas National JSC |
|
|
|
|
|
|
|
|
6.375%, 10/24/2048 (A) |
|
$ |
2,613 |
|
|
|
3,113 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
5.750%, 04/19/2047 (A) |
|
$ |
3,042 |
|
|
$ |
3,441 |
|
5.750%, 04/19/2047 |
|
|
63 |
|
|
|
71 |
|
5.375%, 04/24/2030 (A) |
|
|
1,834 |
|
|
|
2,031 |
|
5.375%, 04/24/2030 (B) |
|
|
4,726 |
|
|
|
5,233 |
|
4.750%, 04/24/2025 (A) |
|
|
2,068 |
|
|
|
2,205 |
|
4.750%, 04/19/2027 (A) |
|
|
1,703 |
|
|
|
1,826 |
|
3.875%, 04/19/2022 |
|
|
2,577 |
|
|
|
2,631 |
|
KazTransGas JSC |
|
|
|
|
|
|
|
|
4.375%, 09/26/2027 |
|
|
1,322 |
|
|
|
1,346 |
|
4.375%, 09/26/2027 (A) |
|
|
932 |
|
|
|
949 |
|
Nostrum Oil & Gas Finance BV |
|
|
|
|
|
|
|
|
7.000%, 02/16/2025 (A) |
|
|
441 |
|
|
|
279 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
25,048 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Kenya 0.4% |
|
|
|
|
|
|
|
|
Kenya Government International Bond |
|
|
|
|
|
|
|
|
8.250%, 02/28/2048 |
|
|
660 |
|
|
|
686 |
|
8.000%, 05/22/2032 |
|
|
1,209 |
|
|
|
1,277 |
|
8.000%, 05/22/2032 (A) |
|
|
663 |
|
|
|
701 |
|
7.000%, 05/22/2027 (A) |
|
|
1,921 |
|
|
|
2,005 |
|
6.875%, 06/24/2024 (A) |
|
|
654 |
|
|
|
696 |
|
6.875%, 06/24/2024 |
|
|
473 |
|
|
|
503 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,868 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Lebanon 0.7% |
|
|
|
|
|
|
|
|
Lebanon Government International Bond |
|
|
|
|
|
|
|
|
7.250%, 03/23/2037 |
|
|
472 |
|
|
|
363 |
|
6.850%, 03/23/2027 |
|
|
515 |
|
|
|
407 |
|
6.750%, 11/29/2027 |
|
|
51 |
|
|
|
40 |
|
6.000%, 01/27/2023 |
|
|
864 |
|
|
|
725 |
|
Lebanon Government International Bond MTN |
|
|
|
|
|
|
|
|
8.250%, 04/12/2021 |
|
|
1,828 |
|
|
|
1,723 |
|
8.250%, 04/12/2021 |
|
|
4,369 |
|
|
|
4,119 |
|
6.650%, 11/03/2028 |
|
|
2,298 |
|
|
|
1,803 |
|
6.650%, 02/26/2030 |
|
|
282 |
|
|
|
217 |
|
6.600%, 11/27/2026 |
|
|
93 |
|
|
|
74 |
|
6.150%, 06/19/2020 |
|
|
1,356 |
|
|
|
1,305 |
|
6.100%, 10/04/2022 |
|
|
995 |
|
|
|
846 |
|
5.450%, 11/28/2019 |
|
|
232 |
|
|
|
230 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,852 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Lithuania 0.1% |
|
|
|
|
|
|
|
|
Lithuania Government International Bond |
|
|
|
|
|
|
|
|
7.375%, 02/11/2020 |
|
|
1,319 |
|
|
|
1,358 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Luxembourg 0.1% |
|
|
|
|
|
|
|
|
Millicom International Cellular |
|
|
|
|
|
|
|
|
6.250%, 03/25/2029 (A) |
|
|
1,028 |
|
|
|
1,103 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Malaysia 4.4% |
|
|
|
|
|
|
|
|
1MDB Energy |
|
|
|
|
|
|
|
|
5.990%, 05/11/2022 |
|
|
2,000 |
|
|
|
2,087 |
|
|
|
|
6 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
1MDB Global Investments |
|
|
|
|
|
|
|
|
4.400%, 03/09/2023 |
|
$ |
1,000 |
|
|
$ |
949 |
|
4.400%, 03/09/2023 |
|
|
8,600 |
|
|
|
8,165 |
|
Malaysia Government Bond |
|
|
|
|
|
|
|
|
5.248%, 09/15/2028 |
|
MYR |
1,050 |
|
|
|
285 |
|
4.935%, 09/30/2043 |
|
|
2,200 |
|
|
|
583 |
|
4.642%, 11/07/2033 |
|
|
4,200 |
|
|
|
1,093 |
|
4.392%, 04/15/2026 |
|
|
3,480 |
|
|
|
883 |
|
4.232%, 06/30/2031 |
|
|
6,200 |
|
|
|
1,560 |
|
4.181%, 07/15/2024 |
|
|
4,186 |
|
|
|
1,045 |
|
4.160%, 07/15/2021 |
|
|
12,113 |
|
|
|
2,948 |
|
4.059%, 09/30/2024 |
|
|
8,000 |
|
|
|
1,991 |
|
3.955%, 09/15/2025 |
|
|
19,922 |
|
|
|
4,931 |
|
3.899%, 11/16/2027 |
|
|
2,500 |
|
|
|
615 |
|
3.889%, 07/31/2020 |
|
|
7,629 |
|
|
|
1,860 |
|
3.885%, 08/15/2029 |
|
|
1,500 |
|
|
|
371 |
|
3.882%, 03/10/2022 |
|
|
8,608 |
|
|
|
2,113 |
|
3.800%, 08/17/2023 |
|
|
30,074 |
|
|
|
7,373 |
|
3.795%, 09/30/2022 |
|
|
3,200 |
|
|
|
784 |
|
3.757%, 04/20/2023 |
|
|
13,915 |
|
|
|
3,408 |
|
3.733%, 06/15/2028 |
|
|
3,500 |
|
|
|
852 |
|
3.659%, 10/15/2020 |
|
|
1,419 |
|
|
|
345 |
|
3.654%, 10/31/2019 |
|
|
31,500 |
|
|
|
7,636 |
|
3.620%, 11/30/2021 |
|
|
21,660 |
|
|
|
5,278 |
|
3.502%, 05/31/2027 |
|
|
1,050 |
|
|
|
252 |
|
3.492%, 03/31/2020 |
|
|
25,134 |
|
|
|
6,097 |
|
3.480%, 03/15/2023 |
|
|
2,858 |
|
|
|
693 |
|
3.418%, 08/15/2022 |
|
|
10,450 |
|
|
|
2,532 |
|
Malaysia Government Investment Issue |
|
|
|
|
|
|
|
|
4.369%, 10/31/2028 |
|
|
1,200 |
|
|
|
306 |
|
4.070%, 09/30/2026 |
|
|
6,500 |
|
|
|
1,617 |
|
Malaysia Sukuk Global |
|
|
|
|
|
|
|
|
3.179%, 04/27/2026 |
|
$ |
2,728 |
|
|
|
2,798 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
71,450 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Mauritius 0.1% |
|
|
|
|
|
|
|
|
Liquid Telecommunications Financing |
|
|
|
|
|
|
|
|
8.500%, 07/13/2022 (A) |
|
|
1,286 |
|
|
|
1,283 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Mexico 7.4% |
|
|
|
|
|
|
|
|
America Movil |
|
|
|
|
|
|
|
|
7.125%, 12/09/2024 |
|
MXN |
18,110 |
|
|
|
886 |
|
Axtel |
|
|
|
|
|
|
|
|
6.375%, 11/14/2024 (A) |
|
$ |
713 |
|
|
|
726 |
|
Banco Mercantil del Norte |
|
|
|
|
|
|
|
|
7.500%, VAR US Treas Yield Curve Rate T Note Const Mat 10 Yr+5.470%, 09/27/2167 (A) |
|
|
1,356 |
|
|
|
1,371 |
|
6.750%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.967%, 09/27/2167 (A) |
|
|
609 |
|
|
|
607 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
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 |
|
|
$ |
1,866 |
|
3.800%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.000%, 08/11/2026 |
|
|
2,836 |
|
|
|
2,858 |
|
Cemex |
|
|
|
|
|
|
|
|
7.750%, 04/16/2026 |
|
|
670 |
|
|
|
739 |
|
Cometa Energia |
|
|
|
|
|
|
|
|
6.375%, 04/24/2035 (A) |
|
|
716 |
|
|
|
736 |
|
Comision Federal de Electricidad |
|
|
|
|
|
|
|
|
7.350%, 11/25/2025 |
|
MXN |
39,785 |
|
|
|
1,812 |
|
5.750%, 02/14/2042 (A) |
|
$ |
500 |
|
|
|
527 |
|
4.750%, 02/23/2027 (A) |
|
|
458 |
|
|
|
470 |
|
Elementia |
|
|
|
|
|
|
|
|
5.500%, 01/15/2025 |
|
|
670 |
|
|
|
645 |
|
Mexican Bonos |
|
|
|
|
|
|
|
|
8.000%, 11/07/2047 |
|
MXN |
14,317 |
|
|
|
758 |
|
7.750%, 11/23/2034 |
|
|
14,324 |
|
|
|
749 |
|
7.750%, 11/13/2042 |
|
|
146,708 |
|
|
|
7,573 |
|
7.500%, 06/03/2027 |
|
|
298,640 |
|
|
|
15,514 |
|
5.750%, 03/05/2026 |
|
|
37,179 |
|
|
|
1,759 |
|
5.750%, 03/05/2026 |
|
|
87,650 |
|
|
|
4,148 |
|
Mexican Bonos, Ser M20 |
|
|
|
|
|
|
|
|
10.000%, 12/05/2024 |
|
|
418,763 |
|
|
|
24,303 |
|
8.500%, 05/31/2029 |
|
|
20,000 |
|
|
|
1,107 |
|
8.000%, 12/07/2023 |
|
|
75,143 |
|
|
|
3,995 |
|
7.750%, 05/29/2031 |
|
|
121,103 |
|
|
|
6,370 |
|
Mexican Bonos, Ser M30 |
|
|
|
|
|
|
|
|
8.500%, 11/18/2038 |
|
|
42,182 |
|
|
|
2,350 |
|
Mexico City Airport Trust |
|
|
|
|
|
|
|
|
5.500%, 07/31/2047 (A) |
|
$ |
715 |
|
|
|
713 |
|
5.500%, 07/31/2047 |
|
|
466 |
|
|
|
464 |
|
Mexico Government International Bond |
|
|
|
|
|
|
|
|
4.500%, 04/22/2029 |
|
|
1,388 |
|
|
|
1,488 |
|
4.350%, 01/15/2047 |
|
|
713 |
|
|
|
707 |
|
4.150%, 03/28/2027 |
|
|
1,346 |
|
|
|
1,411 |
|
3.750%, 01/11/2028 |
|
|
2,176 |
|
|
|
2,217 |
|
Mexico Government International Bond MTN |
|
|
|
|
|
|
|
|
5.750%, 10/12/2110 |
|
|
3,576 |
|
|
|
3,907 |
|
4.750%, 03/08/2044 |
|
|
386 |
|
|
|
403 |
|
Petroleos Mexicanos |
|
|
|
|
|
|
|
|
9.500%, 09/15/2027 |
|
|
169 |
|
|
|
193 |
|
7.470%, 11/12/2026 |
|
MXN |
175,079 |
|
|
|
7,200 |
|
7.190%, 09/12/2024 |
|
|
108,672 |
|
|
|
4,697 |
|
6.625%, 06/15/2035 |
|
$ |
3,100 |
|
|
|
2,864 |
|
6.500%, 01/23/2029 (A) |
|
|
785 |
|
|
|
760 |
|
6.500%, 01/23/2029 |
|
|
2,841 |
|
|
|
2,749 |
|
6.350%, 02/12/2048 |
|
|
878 |
|
|
|
754 |
|
6.350%, 02/12/2048 (A) |
|
|
742 |
|
|
|
637 |
|
5.625%, 01/23/2046 |
|
|
65 |
|
|
|
52 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
|
7 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
5.375%, 03/13/2022 |
|
$ |
1,094 |
|
|
$ |
1,102 |
|
5.350%, 02/12/2028 (A) |
|
|
1,079 |
|
|
|
982 |
|
4.500%, 01/23/2026 (B) |
|
|
2,443 |
|
|
|
2,243 |
|
4.250%, 01/15/2025 |
|
|
407 |
|
|
|
376 |
|
Petroleos Mexicanos MTN |
|
|
|
|
|
|
|
|
6.750%, 09/21/2047 |
|
|
553 |
|
|
|
493 |
|
6.375%, 01/23/2045 (A) |
|
|
806 |
|
|
|
693 |
|
4.875%, 02/21/2028 |
|
EUR |
755 |
|
|
|
839 |
|
Trust F |
|
|
|
|
|
|
|
|
6.390%, 01/15/2050 (A) |
|
$ |
970 |
|
|
|
994 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
120,807 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Mongolia 0.4% |
|
|
|
|
|
|
|
|
Development Bank of Mongolia |
|
|
|
|
|
|
|
|
7.250%, 10/23/2023 (A) |
|
|
784 |
|
|
|
817 |
|
Mongolia Government International Bond |
|
|
|
|
|
|
|
|
5.625%, 05/01/2023 |
|
|
2,887 |
|
|
|
2,939 |
|
Mongolia Government International Bond MTN |
|
|
|
|
|
|
|
|
8.750%, 03/09/2024 |
|
|
1,951 |
|
|
|
2,203 |
|
Trade & Development Bank of Mongolia MTN |
|
|
|
|
|
|
|
|
9.375%, 05/19/2020 (A) |
|
|
355 |
|
|
|
369 |
|
9.375%, 05/19/2020 |
|
|
350 |
|
|
|
363 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,691 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Montenegro 0.0% |
|
|
|
|
|
|
|
|
Montenegro Government International Bond |
|
|
|
|
|
|
|
|
3.375%, 04/21/2025 |
|
EUR |
563 |
|
|
|
668 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Morocco 0.1% |
|
|
|
|
|
|
|
|
OCP |
|
|
|
|
|
|
|
|
6.875%, 04/25/2044 (A) |
|
$ |
995 |
|
|
|
1,138 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Namibia 0.0% |
|
|
|
|
|
|
|
|
Namibia International Bonds |
|
|
|
|
|
|
|
|
5.250%, 10/29/2025 |
|
|
379 |
|
|
|
380 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Netherlands 0.1% |
|
|
|
|
|
|
|
|
Minejesa Capital BV |
|
|
|
|
|
|
|
|
5.625%, 08/10/2037 (A) |
|
|
96 |
|
|
|
101 |
|
4.625%, 08/10/2030 (A) |
|
|
599 |
|
|
|
605 |
|
Petrobras Global Finance BV |
|
|
|
|
|
|
|
|
5.750%, 02/01/2029 |
|
|
983 |
|
|
|
1,025 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,731 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Nigeria 1.9% |
|
|
|
|
|
|
|
|
Nigeria Government International Bond |
|
|
|
|
|
|
|
|
13.980%, 02/23/2028 |
|
NGN |
773,531 |
|
|
|
2,102 |
|
9.248%, 01/21/2049 |
|
$ |
282 |
|
|
|
319 |
|
8.747%, 01/21/2031 |
|
|
2,749 |
|
|
|
3,059 |
|
8.747%, 01/21/2031 (A) |
|
|
535 |
|
|
|
595 |
|
7.875%, 02/16/2032 |
|
|
3,714 |
|
|
|
3,880 |
|
7.696%, 02/23/2038 |
|
|
3,863 |
|
|
|
3,918 |
|
7.143%, 02/23/2030 |
|
|
1,011 |
|
|
|
1,022 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
7.143%, 02/23/2030 (A) |
|
$ |
809 |
|
|
$ |
818 |
|
Nigeria Government International Bond MTN |
|
|
|
|
|
|
|
|
7.625%, 11/28/2047 (A) |
|
|
114 |
|
|
|
114 |
|
6.500%, 11/28/2027 |
|
|
680 |
|
|
|
681 |
|
6.500%, 11/28/2027 (A)(B) |
|
|
2,986 |
|
|
|
2,988 |
|
Nigeria OMO Bill (C) |
|
|
|
|
|
|
|
|
17.259%, 01/30/2020 |
|
NGN |
751,213 |
|
|
|
1,941 |
|
17.183%, 12/26/2019 |
|
|
540,940 |
|
|
|
1,417 |
|
17.127%, 12/19/2019 |
|
|
541,020 |
|
|
|
1,420 |
|
17.070%, 12/12/2019 |
|
|
541,021 |
|
|
|
1,425 |
|
16.883%, 12/05/2019 |
|
|
1,637,936 |
|
|
|
4,319 |
|
Nigeria Treasury Bill |
|
|
|
|
|
|
|
|
15.892%, 02/27/2020 (C) |
|
|
229,138 |
|
|
|
586 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
30,604 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Oman 0.7% |
|
|
|
|
|
|
|
|
Oman Government International Bond |
|
|
|
|
|
|
|
|
6.750%, 01/17/2048 (A) |
|
$ |
808 |
|
|
|
712 |
|
6.750%, 01/17/2048 |
|
|
4,090 |
|
|
|
3,604 |
|
6.500%, 03/08/2047 (B) |
|
|
3,629 |
|
|
|
3,130 |
|
6.500%, 03/08/2047 (A) |
|
|
482 |
|
|
|
416 |
|
5.625%, 01/17/2028 (A) |
|
|
2,318 |
|
|
|
2,194 |
|
5.375%, 03/08/2027 (A) |
|
|
471 |
|
|
|
442 |
|
3.625%, 06/15/2021 (B) |
|
|
1,326 |
|
|
|
1,306 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,804 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Pakistan 0.2% |
|
|
|
|
|
|
|
|
Pakistan Government International Bond |
|
|
|
|
|
|
|
|
8.250%, 09/30/2025 (B) |
|
|
1,000 |
|
|
|
1,096 |
|
8.250%, 09/30/2025 (A) |
|
|
714 |
|
|
|
783 |
|
7.875%, 03/31/2036 |
|
|
200 |
|
|
|
201 |
|
6.875%, 12/05/2027 (B) |
|
|
1,328 |
|
|
|
1,342 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,422 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Panama 0.5% |
|
|
|
|
|
|
|
|
Aeropuerto Internacional de Tocumen |
|
|
|
|
|
|
|
|
6.000%, 11/18/2048 |
|
|
884 |
|
|
|
1,041 |
|
6.000%, 11/18/2048 (A) |
|
|
413 |
|
|
|
487 |
|
Empresa de Transmision Electrica |
|
|
|
|
|
|
|
|
5.125%, 05/02/2049 (A) |
|
|
635 |
|
|
|
694 |
|
Panama Government International Bond |
|
|
|
|
|
|
|
|
4.500%, 05/15/2047 |
|
|
1,170 |
|
|
|
1,320 |
|
Panama Notas del Tesoro |
|
|
|
|
|
|
|
|
3.750%, 04/17/2026 (A) |
|
|
1,730 |
|
|
|
1,788 |
|
Republic of Panama |
|
|
|
|
|
|
|
|
9.375%, 04/01/2029 (B) |
|
|
1,004 |
|
|
|
1,505 |
|
8.125%, 04/28/2034 |
|
|
478 |
|
|
|
676 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,511 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Papua New Guinea 0.1% |
|
|
|
|
|
|
|
|
Papua New Guinea Government International Bond |
|
|
|
|
|
|
|
|
8.375%, 10/04/2028 (A) |
|
|
1,287 |
|
|
|
1,371 |
|
|
|
|
8 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
8.375%, 10/04/2028 |
|
$ |
282 |
|
|
$ |
300 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,671 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Paraguay 0.3% |
|
|
|
|
|
|
|
|
Paraguay Government International Bond |
|
|
|
|
|
|
|
|
6.100%, 08/11/2044 |
|
|
1,010 |
|
|
|
1,202 |
|
6.100%, 08/11/2044 (A) |
|
|
530 |
|
|
|
631 |
|
5.600%, 03/13/2048 |
|
|
1,383 |
|
|
|
1,561 |
|
5.400%, 03/30/2050 (A) |
|
|
693 |
|
|
|
769 |
|
5.400%, 03/30/2050 |
|
|
367 |
|
|
|
407 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,570 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Peru 2.7% |
|
|
|
|
|
|
|
|
Abengoa Transmision Sur |
|
|
|
|
|
|
|
|
6.875%, 04/30/2043 (A) |
|
|
273 |
|
|
|
309 |
|
Financiera de Desarrollo |
|
|
|
|
|
|
|
|
3.250%, 07/15/2019 |
|
|
1,198 |
|
|
|
1,196 |
|
Fondo MIVIVIENDA |
|
|
|
|
|
|
|
|
7.000%, 02/14/2024 (A) |
|
PEN |
3,704 |
|
|
|
1,216 |
|
3.500%, 01/31/2023 (A) |
|
$ |
300 |
|
|
|
305 |
|
Inkia Energy |
|
|
|
|
|
|
|
|
5.875%, 11/09/2027 (A) |
|
|
359 |
|
|
|
368 |
|
Kallpa Generacion |
|
|
|
|
|
|
|
|
4.125%, 08/16/2027 (A) |
|
|
723 |
|
|
|
745 |
|
Lima Metro Line 2 Finance |
|
|
|
|
|
|
|
|
5.875%, 07/05/2034 |
|
|
320 |
|
|
|
341 |
|
Peru LNG Srl |
|
|
|
|
|
|
|
|
5.375%, 03/22/2030 (A) |
|
|
754 |
|
|
|
809 |
|
Peruvian Government International Bond |
|
|
|
|
|
|
|
|
8.200%, 08/12/2026 |
|
PEN |
963 |
|
|
|
364 |
|
8.200%, 08/12/2026 |
|
|
8,208 |
|
|
|
3,098 |
|
8.200%, 08/12/2026 |
|
|
11,712 |
|
|
|
4,421 |
|
6.950%, 08/12/2031 |
|
|
2,240 |
|
|
|
798 |
|
6.950%, 08/12/2031 |
|
|
9,890 |
|
|
|
3,523 |
|
6.900%, 08/12/2037 |
|
|
13,289 |
|
|
|
4,717 |
|
6.900%, 08/12/2037 |
|
|
1,947 |
|
|
|
691 |
|
6.900%, 08/12/2037 |
|
|
1,696 |
|
|
|
602 |
|
6.850%, 02/12/2042 |
|
|
613 |
|
|
|
218 |
|
6.550%, 03/14/2037 |
|
$ |
520 |
|
|
|
733 |
|
6.350%, 08/12/2028 (A) |
|
PEN |
1,465 |
|
|
|
500 |
|
6.350%, 08/12/2028 |
|
|
1,570 |
|
|
|
536 |
|
6.350%, 08/12/2028 |
|
|
346 |
|
|
|
118 |
|
6.350%, 08/12/2028 |
|
|
5,940 |
|
|
|
2,027 |
|
6.150%, 08/12/2032 (A) |
|
|
13,992 |
|
|
|
4,665 |
|
5.940%, 02/12/2029 (A) |
|
|
3,863 |
|
|
|
1,279 |
|
5.700%, 08/12/2024 (A) |
|
|
4,932 |
|
|
|
1,629 |
|
5.625%, 11/18/2050 |
|
$ |
823 |
|
|
|
1,134 |
|
5.400%, 08/12/2034 (A) |
|
PEN |
554 |
|
|
|
172 |
|
4.125%, 08/25/2027 |
|
$ |
607 |
|
|
|
676 |
|
2.844%, 06/20/2030 |
|
|
2,035 |
|
|
|
2,045 |
|
Petroleos del Peru |
|
|
|
|
|
|
|
|
5.625%, 06/19/2047 |
|
|
2,272 |
|
|
|
2,585 |
|
5.625%, 06/19/2047 (A) |
|
|
366 |
|
|
|
416 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
4.750%, 06/19/2032 |
|
$ |
633 |
|
|
$ |
692 |
|
4.750%, 06/19/2032 (A)(B) |
|
|
613 |
|
|
|
671 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
43,599 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Philippines 0.3% |
|
|
|
|
|
|
|
|
Philippine Government International Bond |
|
|
|
|
|
|
|
|
4.000%, 01/15/2021 |
|
|
2,215 |
|
|
|
2,265 |
|
3.900%, 11/26/2022 |
|
PHP |
45,000 |
|
|
|
858 |
|
3.750%, 01/14/2029 |
|
$ |
2,134 |
|
|
|
2,329 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,452 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Poland 2.6% |
|
|
|
|
|
|
|
|
Republic of Poland Government Bond |
|
|
|
|
|
|
|
|
6.375%, 07/15/2019 |
|
|
3,189 |
|
|
|
3,192 |
|
5.000%, 03/23/2022 |
|
|
733 |
|
|
|
787 |
|
3.250%, 07/25/2025 |
|
PLN |
20,110 |
|
|
|
5,733 |
|
2.750%, 04/25/2028 |
|
|
16,318 |
|
|
|
4,509 |
|
2.500%, 01/25/2023 |
|
|
41,804 |
|
|
|
11,459 |
|
2.500%, 04/25/2024 |
|
|
6,060 |
|
|
|
1,663 |
|
2.500%, 07/25/2026 |
|
|
23,621 |
|
|
|
6,442 |
|
2.500%, 07/25/2027 |
|
|
2,577 |
|
|
|
700 |
|
2.250%, 04/25/2022 |
|
|
13,062 |
|
|
|
3,555 |
|
2.000%, 04/25/2021 |
|
|
912 |
|
|
|
246 |
|
1.750%, 07/25/2021 |
|
|
5,000 |
|
|
|
1,344 |
|
1.555%, 07/25/2020 (C) |
|
|
10,140 |
|
|
|
2,678 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
42,308 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Qatar 1.1% |
|
|
|
|
|
|
|
|
Qatar Government International Bond |
|
|
|
|
|
|
|
|
5.750%, 01/20/2042 (A) |
|
$ |
574 |
|
|
|
744 |
|
5.103%, 04/23/2048 |
|
|
2,005 |
|
|
|
2,388 |
|
5.103%, 04/23/2048 (A) |
|
|
720 |
|
|
|
858 |
|
4.817%, 03/14/2049 (A) |
|
|
2,882 |
|
|
|
3,303 |
|
4.817%, 03/14/2049 |
|
|
5,201 |
|
|
|
5,961 |
|
4.500%, 04/23/2028 (A) |
|
|
650 |
|
|
|
727 |
|
4.000%, 03/14/2029 (A) |
|
|
3,911 |
|
|
|
4,214 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
18,195 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Romania 1.5% |
|
|
|
|
|
|
|
|
Romanian Government International Bond |
|
|
|
|
|
|
|
|
5.800%, 07/26/2027 |
|
RON |
4,050 |
|
|
|
1,052 |
|
5.125%, 06/15/2048 (B) |
|
$ |
1,410 |
|
|
|
1,575 |
|
5.000%, 02/12/2029 |
|
RON |
10,630 |
|
|
|
2,611 |
|
4.850%, 04/22/2026 |
|
|
20,495 |
|
|
|
5,051 |
|
4.250%, 06/28/2023 |
|
|
14,590 |
|
|
|
3,521 |
|
4.000%, 10/27/2021 |
|
|
10,545 |
|
|
|
2,548 |
|
3.250%, 04/29/2024 |
|
|
3,720 |
|
|
|
858 |
|
Romanian Government International Bond MTN |
|
|
|
|
|
|
|
|
6.750%, 02/07/2022 |
|
$ |
1,748 |
|
|
|
1,919 |
|
4.625%, 04/03/2049 (A)(B) |
|
EUR |
922 |
|
|
|
1,270 |
|
4.625%, 04/03/2049 |
|
|
528 |
|
|
|
726 |
|
4.125%, 03/11/2039 |
|
|
528 |
|
|
|
689 |
|
3.875%, 10/29/2035 |
|
|
1,570 |
|
|
|
2,048 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
|
9 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
3.375%, 02/08/2038 |
|
EUR |
973 |
|
|
$ |
1,195 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
25,063 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Russia 6.1% |
|
|
|
|
|
|
|
|
Credit Bank of Moscow Via CBOM Finance |
|
|
|
|
|
|
|
|
5.875%, 11/07/2021 (A) |
|
$ |
1,116 |
|
|
|
1,123 |
|
Gazprom OAO Via Gaz Capital |
|
|
|
|
|
|
|
|
5.150%, 02/11/2026 (A) |
|
|
1,623 |
|
|
|
1,728 |
|
GTH Finance BV |
|
|
|
|
|
|
|
|
6.250%, 04/26/2020 (B) |
|
|
580 |
|
|
|
588 |
|
GTLK Europe DAC |
|
|
|
|
|
|
|
|
5.950%, 07/19/2021 |
|
|
470 |
|
|
|
486 |
|
Ritekro (E) |
|
|
|
|
|
|
|
|
10.490%, 11/07/2022 (C) |
|
|
914 |
|
|
|
675 |
|
Rusal Capital DAC |
|
|
|
|
|
|
|
|
5.125%, 02/02/2022 |
|
|
860 |
|
|
|
865 |
|
Russian Federal Bond - OFZ |
|
|
|
|
|
|
|
|
8.500%, 09/17/2031 |
|
RUB |
176,982 |
|
|
|
3,065 |
|
8.150%, 02/03/2027 |
|
|
755,066 |
|
|
|
12,594 |
|
7.950%, 10/07/2026 |
|
|
423,241 |
|
|
|
6,958 |
|
7.750%, 09/16/2026 |
|
|
68,909 |
|
|
|
1,121 |
|
7.700%, 03/23/2033 |
|
|
209,200 |
|
|
|
3,403 |
|
7.500%, 08/18/2021 |
|
|
21,285 |
|
|
|
341 |
|
7.250%, 05/10/2034 |
|
|
324,551 |
|
|
|
5,068 |
|
7.100%, 10/16/2024 |
|
|
124,175 |
|
|
|
1,958 |
|
7.050%, 01/19/2028 |
|
|
1,041,377 |
|
|
|
16,290 |
|
7.000%, 08/16/2023 |
|
|
402,085 |
|
|
|
6,327 |
|
6.900%, 05/23/2029 |
|
|
481,563 |
|
|
|
7,433 |
|
Russian Foreign Bond - Eurobond |
|
|
|
|
|
|
|
|
7.500%, 03/31/2030 |
|
$ |
2 |
|
|
|
3 |
|
5.875%, 09/16/2043 (B) |
|
|
2,200 |
|
|
|
2,672 |
|
5.625%, 04/04/2042 |
|
|
800 |
|
|
|
938 |
|
5.250%, 06/23/2047 (B) |
|
|
5,400 |
|
|
|
5,965 |
|
5.100%, 03/28/2035 |
|
|
1,000 |
|
|
|
1,086 |
|
5.100%, 03/28/2035 (A) |
|
|
8,400 |
|
|
|
9,131 |
|
4.750%, 05/27/2026 |
|
|
1,600 |
|
|
|
1,704 |
|
4.375%, 03/21/2029 |
|
|
4,000 |
|
|
|
4,147 |
|
4.250%, 06/23/2027 |
|
|
1,200 |
|
|
|
1,239 |
|
SCF Capital Designated Activity |
|
|
|
|
|
|
|
|
5.375%, 06/16/2023 (A) |
|
|
729 |
|
|
|
754 |
|
Vnesheconombank Via VEB Finance |
|
|
|
|
|
|
|
|
6.902%, 07/09/2020 |
|
|
1,310 |
|
|
|
1,348 |
|
6.800%, 11/22/2025 |
|
|
580 |
|
|
|
638 |
|
6.800%, 11/22/2025 (A) |
|
|
150 |
|
|
|
165 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
99,813 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Saudi Arabia 1.1% |
|
|
|
|
|
|
|
|
Acwa Power Management And Investments One |
|
|
|
|
|
|
|
|
5.950%, 12/15/2039 (A) |
|
|
1,524 |
|
|
|
1,577 |
|
Saudi Arabian Oil MTN |
|
|
|
|
|
|
|
|
4.375%, 04/16/2049 (A) |
|
|
758 |
|
|
|
769 |
|
4.250%, 04/16/2039 (A) |
|
|
6,370 |
|
|
|
6,449 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
3.500%, 04/16/2029 (A) |
|
$ |
1,715 |
|
|
$ |
1,737 |
|
2.875%, 04/16/2024 (A) |
|
|
521 |
|
|
|
524 |
|
Saudi Government International Bond |
|
|
|
|
|
|
|
|
4.375%, 04/16/2029 (A) |
|
|
1,419 |
|
|
|
1,533 |
|
Saudi Government International Bond MTN |
|
|
|
|
|
|
|
|
5.000%, 04/17/2049 |
|
|
2,920 |
|
|
|
3,198 |
|
5.000%, 04/17/2049 (A) |
|
|
623 |
|
|
|
682 |
|
4.500%, 04/17/2030 |
|
|
855 |
|
|
|
932 |
|
4.500%, 10/26/2046 |
|
|
1,064 |
|
|
|
1,081 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
18,482 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Senegal 0.3% |
|
|
|
|
|
|
|
|
Senegal Government International Bond |
|
|
|
|
|
|
|
|
6.750%, 03/13/2048 |
|
|
943 |
|
|
|
885 |
|
6.250%, 05/23/2033 (A) |
|
|
151 |
|
|
|
146 |
|
4.750%, 03/13/2028 |
|
EUR |
2,723 |
|
|
|
3,108 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,139 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Serbia 0.9% |
|
|
|
|
|
|
|
|
Republic of Serbia |
|
|
|
|
|
|
|
|
7.250%, 09/28/2021 |
|
$ |
2,897 |
|
|
|
3,174 |
|
7.250%, 09/28/2021 (A) |
|
|
200 |
|
|
|
219 |
|
Serbia International Bond |
|
|
|
|
|
|
|
|
1.500%, 06/26/2029 |
|
EUR |
1,556 |
|
|
|
1,768 |
|
Serbia Treasury Bonds |
|
|
|
|
|
|
|
|
5.875%, 02/08/2028 |
|
RSD |
435,640 |
|
|
|
4,844 |
|
4.500%, 01/11/2026 |
|
|
211,800 |
|
|
|
2,144 |
|
3.750%, 01/17/2022 |
|
|
350,070 |
|
|
|
3,428 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,577 |
|
|
|
|
|
|
|
|
|
|
|
|
|
South Africa 3.6% |
|
|
|
|
|
|
|
|
Eskom Holdings SOC |
|
|
|
|
|
|
|
|
7.125%, 02/11/2025 (A) |
|
$ |
1,941 |
|
|
|
2,034 |
|
7.125%, 02/11/2025 (B) |
|
|
1,430 |
|
|
|
1,499 |
|
5.750%, 01/26/2021 |
|
|
665 |
|
|
|
670 |
|
5.750%, 01/26/2021 (A) |
|
|
659 |
|
|
|
664 |
|
Eskom Holdings SOC MTN |
|
|
|
|
|
|
|
|
7.500%, 09/15/2033 |
|
ZAR |
35,200 |
|
|
|
1,909 |
|
6.750%, 08/06/2023 (B) |
|
$ |
1,556 |
|
|
|
1,629 |
|
6.350%, 08/10/2028 (A) |
|
|
322 |
|
|
|
348 |
|
Republic of South Africa |
|
|
|
|
|
|
|
|
10.500%, 12/21/2026 |
|
ZAR |
128,616 |
|
|
|
10,307 |
|
9.000%, 01/31/2040 |
|
|
96,611 |
|
|
|
6,451 |
|
8.875%, 02/28/2035 |
|
|
49,978 |
|
|
|
3,382 |
|
8.750%, 01/31/2044 |
|
|
47,150 |
|
|
|
3,045 |
|
8.750%, 02/28/2048 |
|
|
38,362 |
|
|
|
2,453 |
|
8.500%, 01/31/2037 |
|
|
42,699 |
|
|
|
2,764 |
|
8.250%, 03/31/2032 |
|
|
73,045 |
|
|
|
4,825 |
|
7.000%, 02/28/2031 |
|
|
37,572 |
|
|
|
2,281 |
|
6.500%, 02/28/2041 |
|
|
6,319 |
|
|
|
320 |
|
6.300%, 06/22/2048 |
|
$ |
964 |
|
|
|
1,059 |
|
6.250%, 03/31/2036 |
|
ZAR |
68,414 |
|
|
|
3,571 |
|
5.875%, 09/16/2025 |
|
$ |
2,364 |
|
|
|
2,589 |
|
5.875%, 06/22/2030 |
|
|
1,402 |
|
|
|
1,520 |
|
|
|
|
10 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
5.650%, 09/27/2047 |
|
$ |
386 |
|
|
$ |
396 |
|
4.875%, 04/14/2026 |
|
|
2,618 |
|
|
|
2,707 |
|
4.850%, 09/27/2027 |
|
|
820 |
|
|
|
845 |
|
SASOL Financing USA |
|
|
|
|
|
|
|
|
5.875%, 03/27/2024 |
|
|
442 |
|
|
|
479 |
|
Standard Bank Group |
|
|
|
|
|
|
|
|
5.950%, VAR USD Swap Semi 30/360 5 Yr Curr+3.754%, 05/31/2029 |
|
|
200 |
|
|
|
208 |
|
Transnet SOC MTN |
|
|
|
|
|
|
|
|
9.500%, 05/13/2021 (A) |
|
ZAR |
6,760 |
|
|
|
489 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
58,444 |
|
|
|
|
|
|
|
|
|
|
|
|
|
South Korea 0.4% |
|
|
|
|
|
|
|
|
Export-Import Bank of Korea MTN |
|
|
|
|
|
|
|
|
8.400%, 11/30/2021 |
|
IDR |
22,400,000 |
|
|
|
1,583 |
|
7.250%, 12/07/2024 |
|
|
700,000 |
|
|
|
48 |
|
Korea International Bond |
|
|
|
|
|
|
|
|
2.500%, 06/19/2029 |
|
$ |
2,705 |
|
|
|
2,693 |
|
2.000%, 06/19/2024 |
|
|
1,800 |
|
|
|
1,794 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,118 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Spain 0.1% |
|
|
|
|
|
|
|
|
AI Candelaria Spain SLU |
|
|
|
|
|
|
|
|
7.500%, 12/15/2028 (A)(B) |
|
|
1,269 |
|
|
|
1,396 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Sri Lanka 1.4% |
|
|
|
|
|
|
|
|
Sri Lanka Government International Bond |
|
|
|
|
|
|
|
|
7.850%, 03/14/2029 |
|
|
1,598 |
|
|
|
1,648 |
|
7.850%, 03/14/2029 (A) |
|
|
408 |
|
|
|
421 |
|
7.550%, 03/28/2030 |
|
|
405 |
|
|
|
406 |
|
6.850%, 03/14/2024 |
|
|
1,212 |
|
|
|
1,238 |
|
6.850%, 11/03/2025 |
|
|
1,339 |
|
|
|
1,343 |
|
6.825%, 07/18/2026 (A) |
|
|
1,584 |
|
|
|
1,578 |
|
6.825%, 07/18/2026 |
|
|
500 |
|
|
|
498 |
|
6.750%, 04/18/2028 (A) |
|
|
5,224 |
|
|
|
5,048 |
|
6.750%, 04/18/2028 |
|
|
321 |
|
|
|
310 |
|
6.350%, 06/28/2024 (A) |
|
|
1,910 |
|
|
|
1,908 |
|
6.250%, 07/27/2021 |
|
|
1,834 |
|
|
|
1,857 |
|
6.200%, 05/11/2027 |
|
|
730 |
|
|
|
692 |
|
5.875%, 07/25/2022 (A) |
|
|
1,755 |
|
|
|
1,761 |
|
5.875%, 07/25/2022 |
|
|
567 |
|
|
|
569 |
|
5.750%, 04/18/2023 (A) |
|
|
2,108 |
|
|
|
2,090 |
|
5.750%, 04/18/2023 |
|
|
1,252 |
|
|
|
1,241 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
22,608 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Supra-National 0.4% |
|
|
|
|
|
|
|
|
Banque Ouest Africaine de Developpement |
|
|
|
|
|
|
|
|
5.000%, 07/27/2027 (A) |
|
|
865 |
|
|
|
891 |
|
European Bank for Reconstruction & Development MTN |
|
|
|
|
|
|
|
|
9.250%, 12/02/2020 |
|
IDR |
9,210,000 |
|
|
|
672 |
|
European Investment Bank MTN |
|
|
|
|
|
|
|
|
8.500%, 09/17/2024 |
|
ZAR |
9,200 |
|
|
|
683 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Inter-American Development Bank MTN |
|
|
|
|
|
|
|
|
7.875%, 03/14/2023 |
|
IDR |
50,880,000 |
|
|
$ |
3,765 |
|
International Bank for Reconstruction & Development MTN |
|
|
|
|
|
|
|
|
7.450%, 08/20/2021 |
|
|
10,914,700 |
|
|
|
784 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,795 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Suriname 0.0% |
|
|
|
|
|
|
|
|
Suriname Government International Bond |
|
|
|
|
|
|
|
|
9.250%, 10/26/2026 |
|
$ |
361 |
|
|
|
336 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Thailand 2.7% |
|
|
|
|
|
|
|
|
Thailand Government Bond |
|
|
|
|
|
|
|
|
5.670%, 03/13/2028 |
|
THB |
3,000 |
|
|
|
126 |
|
4.875%, 06/22/2029 |
|
|
22,000 |
|
|
|
893 |
|
3.775%, 06/25/2032 |
|
|
290,700 |
|
|
|
10,967 |
|
3.650%, 06/20/2031 |
|
|
84,500 |
|
|
|
3,154 |
|
3.625%, 06/16/2023 |
|
|
55,000 |
|
|
|
1,916 |
|
3.400%, 06/17/2036 |
|
|
234,056 |
|
|
|
8,681 |
|
3.300%, 06/17/2038 |
|
|
14,500 |
|
|
|
531 |
|
2.875%, 12/17/2028 |
|
|
304,342 |
|
|
|
10,543 |
|
2.875%, 06/17/2046 |
|
|
3,431 |
|
|
|
112 |
|
2.550%, 06/26/2020 |
|
|
40,000 |
|
|
|
1,314 |
|
2.400%, 12/17/2023 |
|
|
50,000 |
|
|
|
1,668 |
|
2.125%, 12/17/2026 |
|
|
52,817 |
|
|
|
1,736 |
|
1.875%, 06/17/2022 |
|
|
57,000 |
|
|
|
1,863 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
43,504 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Tunisia 0.1% |
|
|
|
|
|
|
|
|
Banque Centrale de Tunisie International Bond |
|
|
|
|
|
|
|
|
5.750%, 01/30/2025 (B) |
|
$ |
646 |
|
|
|
600 |
|
5.625%, 02/17/2024 |
|
EUR |
1,650 |
|
|
|
1,864 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,464 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Turkey 4.6% |
|
|
|
|
|
|
|
|
Export Credit Bank of Turkey |
|
|
|
|
|
|
|
|
8.250%, 01/24/2024 (A) |
|
$ |
423 |
|
|
|
442 |
|
6.125%, 05/03/2024 (A) |
|
|
547 |
|
|
|
525 |
|
5.375%, 10/24/2023 (A) |
|
|
1,033 |
|
|
|
977 |
|
5.000%, 09/23/2021 (A) |
|
|
538 |
|
|
|
523 |
|
Export Credit Bank of Turkey MTN |
|
|
|
|
|
|
|
|
5.375%, 02/08/2021 (A) |
|
|
896 |
|
|
|
883 |
|
Hazine Mustesarligi Varlik Kiralama |
|
|
|
|
|
|
|
|
5.800%, 02/21/2022 (A)(B) |
|
|
2,770 |
|
|
|
2,780 |
|
QNB Finansbank |
|
|
|
|
|
|
|
|
6.875%, 09/07/2024 (A) |
|
|
613 |
|
|
|
627 |
|
TC Ziraat Bankasi |
|
|
|
|
|
|
|
|
4.250%, 07/03/2019 (A) |
|
|
940 |
|
|
|
940 |
|
TC Ziraat Bankasi MTN |
|
|
|
|
|
|
|
|
5.125%, 05/03/2022 (A) |
|
|
1,063 |
|
|
|
995 |
|
5.125%, 09/29/2023 (A)(B) |
|
|
655 |
|
|
|
588 |
|
4.750%, 04/29/2021 (A) |
|
|
561 |
|
|
|
542 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
|
11 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
Turkey Government International Bond |
|
|
|
|
|
|
|
|
16.200%, 06/14/2023 |
|
TRY |
20,814 |
|
|
$ |
3,527 |
|
12.200%, 01/18/2023 |
|
|
22,055 |
|
|
|
3,336 |
|
11.000%, 03/02/2022 |
|
|
34,649 |
|
|
|
5,185 |
|
10.700%, 02/17/2021 |
|
|
6,560 |
|
|
|
1,009 |
|
10.700%, 08/17/2022 |
|
|
26,936 |
|
|
|
3,942 |
|
10.600%, 02/11/2026 |
|
|
11,760 |
|
|
|
1,574 |
|
10.500%, 08/11/2027 |
|
|
9,242 |
|
|
|
1,194 |
|
10.400%, 03/20/2024 |
|
|
2,250 |
|
|
|
308 |
|
9.500%, 01/12/2022 |
|
|
13,693 |
|
|
|
1,978 |
|
9.400%, 07/08/2020 |
|
|
22,531 |
|
|
|
3,513 |
|
9.200%, 09/22/2021 |
|
|
9,387 |
|
|
|
1,379 |
|
9.000%, 07/24/2024 |
|
|
2,381 |
|
|
|
305 |
|
8.500%, 09/14/2022 |
|
|
4,534 |
|
|
|
623 |
|
7.625%, 04/26/2029 |
|
$ |
3,061 |
|
|
|
3,134 |
|
7.400%, 02/05/2020 |
|
TRY |
10,971 |
|
|
|
1,756 |
|
7.375%, 02/05/2025 |
|
$ |
655 |
|
|
|
676 |
|
7.250%, 12/23/2023 |
|
|
2,782 |
|
|
|
2,874 |
|
7.100%, 03/08/2023 |
|
TRY |
64,043 |
|
|
|
8,172 |
|
6.875%, 03/17/2036 |
|
$ |
1,117 |
|
|
|
1,070 |
|
6.125%, 10/24/2028 |
|
|
1,712 |
|
|
|
1,614 |
|
6.000%, 03/25/2027 |
|
|
633 |
|
|
|
601 |
|
6.000%, 01/14/2041 |
|
|
2,398 |
|
|
|
2,068 |
|
5.750%, 03/22/2024 (B) |
|
|
683 |
|
|
|
666 |
|
5.750%, 05/11/2047 |
|
|
2,447 |
|
|
|
2,050 |
|
5.200%, 02/16/2026 |
|
EUR |
1,502 |
|
|
|
1,726 |
|
5.125%, 03/25/2022 |
|
$ |
573 |
|
|
|
565 |
|
5.125%, 02/17/2028 |
|
|
5,636 |
|
|
|
5,035 |
|
4.875%, 10/09/2026 |
|
|
1,327 |
|
|
|
1,188 |
|
4.625%, 03/31/2025 |
|
EUR |
699 |
|
|
|
793 |
|
4.250%, 04/14/2026 |
|
$ |
338 |
|
|
|
295 |
|
3.000%, 08/02/2023 |
|
TRY |
9,837 |
|
|
|
1,636 |
|
Turkiye Garanti Bankasi |
|
|
|
|
|
|
|
|
6.125%, VAR USD Swap Semi 30/360 5 Yr Curr+4.220%, 05/24/2027 (A) |
|
$ |
1,170 |
|
|
|
988 |
|
Turkiye Sise ve Cam Fabrikalari |
|
|
|
|
|
|
|
|
6.950%, 03/14/2026 |
|
|
500 |
|
|
|
502 |
|
Yapi ve Kredi Bankasi MTN |
|
|
|
|
|
|
|
|
5.850%, 06/21/2024 (A)(B) |
|
|
429 |
|
|
|
399 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
75,503 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Ukraine 1.8% |
|
|
|
|
|
|
|
|
Ukraine Government International Bond |
|
|
|
|
|
|
|
|
15.700%, 01/20/2021 (A) |
|
UAH |
48,000 |
|
|
|
1,779 |
|
9.750%, 11/01/2028 |
|
$ |
736 |
|
|
|
831 |
|
8.994%, 02/01/2024 |
|
|
1,973 |
|
|
|
2,148 |
|
8.994%, 02/01/2024 (A) |
|
|
155 |
|
|
|
169 |
|
7.750%, 09/01/2022 |
|
|
830 |
|
|
|
877 |
|
7.750%, 09/01/2025 (A) |
|
|
2,041 |
|
|
|
2,110 |
|
7.750%, 09/01/2026 |
|
|
5,896 |
|
|
|
6,071 |
|
7.750%, 09/01/2026 (A) |
|
|
249 |
|
|
|
256 |
|
7.750%, 09/01/2027 |
|
|
1,811 |
|
|
|
1,861 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
7.750%, 09/01/2027 (A) |
|
$ |
866 |
|
|
$ |
890 |
|
7.375%, 09/25/2032 |
|
|
1,746 |
|
|
|
1,715 |
|
7.375%, 09/25/2032 (A) |
|
|
1,235 |
|
|
|
1,213 |
|
6.750%, 06/20/2026 |
|
EUR |
1,122 |
|
|
|
1,353 |
|
6.750%, 06/20/2026 (A) |
|
|
2,663 |
|
|
|
3,212 |
|
3.112%, 05/31/2040 (A)(D) |
|
$ |
4,685 |
|
|
|
3,350 |
|
2.388%, 05/31/2040 (D) |
|
|
70 |
|
|
|
50 |
|
Ukreximbank Via Biz Finance |
|
|
|
|
|
|
|
|
9.625%, 04/27/2022 (A) |
|
|
856 |
|
|
|
889 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
28,774 |
|
|
|
|
|
|
|
|
|
|
|
|
|
United Arab Emirates 0.6% |
|
|
|
|
|
|
|
|
Abu Dhabi Crude Oil Pipeline |
|
|
|
|
|
|
|
|
4.600%, 11/02/2047 |
|
|
1,485 |
|
|
|
1,630 |
|
4.600%, 11/02/2047 (A) |
|
|
4,688 |
|
|
|
5,144 |
|
3.650%, 11/02/2029 (A) |
|
|
1,574 |
|
|
|
1,654 |
|
Abu Dhabi Government International Bond |
|
|
|
|
|
|
|
|
3.125%, 10/11/2027 |
|
|
654 |
|
|
|
678 |
|
Emirate of Dubai Government International Bonds MTN |
|
|
|
|
|
|
|
|
5.250%, 01/30/2043 |
|
|
685 |
|
|
|
743 |
|
MDC-GMTN BV MTN |
|
|
|
|
|
|
|
|
4.500%, 11/07/2028 (A) |
|
|
548 |
|
|
|
612 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,461 |
|
|
|
|
|
|
|
|
|
|
|
|
|
United Kingdom 0.3% |
|
|
|
|
|
|
|
|
Standard Chartered Bank MTN |
|
|
|
|
|
|
|
|
8.375%, 10/18/2039 (A) |
|
IDR |
20,797,000 |
|
|
|
1,531 |
|
8.250%, 05/17/2029 (A) |
|
|
40,930,000 |
|
|
|
3,071 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,602 |
|
|
|
|
|
|
|
|
|
|
|
|
|
United States 0.1% |
|
|
|
|
|
|
|
|
JBS Investments II GmbH |
|
|
|
|
|
|
|
|
7.000%, 01/15/2026 (A) |
|
$ |
942 |
|
|
|
1,020 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Uruguay 0.7% |
|
|
|
|
|
|
|
|
Uruguay Government International Bond |
|
|
|
|
|
|
|
|
4.375%, 10/27/2027 |
|
|
5,292 |
|
|
|
5,715 |
|
4.375%, 01/23/2031 |
|
|
4,522 |
|
|
|
4,893 |
|
4.125%, 11/20/2045 |
|
|
346 |
|
|
|
353 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,961 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Uzbekistan 0.1% |
|
|
|
|
|
|
|
|
Republic of Uzbekistan Bond MTN |
|
|
|
|
|
|
|
|
5.375%, 02/20/2029 |
|
|
213 |
|
|
|
227 |
|
4.750%, 02/20/2024 (B) |
|
|
632 |
|
|
|
660 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
887 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Venezuela 0.6% |
|
|
|
|
|
|
|
|
Petroleos de Venezuela |
|
|
|
|
|
|
|
|
9.750%, 05/17/2035 (F) |
|
|
1,000 |
|
|
|
240 |
|
9.000%, 11/17/2021 (B)(F) |
|
|
4,300 |
|
|
|
989 |
|
6.000%, 05/16/2024 (F)(G) |
|
|
10,192 |
|
|
|
1,529 |
|
6.000%, 05/16/2024 (F) |
|
|
7,785 |
|
|
|
1,168 |
|
6.000%, 11/15/2026 (F)(G) |
|
|
13,215 |
|
|
|
1,982 |
|
|
|
|
12 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
5.500%, 04/12/2037 (F) |
|
$ |
1,740 |
|
|
$ |
270 |
|
5.375%, 04/12/2027 (F) |
|
|
4,563 |
|
|
|
684 |
|
Venezuela Government International Bond |
|
|
|
|
|
|
|
|
9.250%, 09/15/2027 (F) |
|
|
2,300 |
|
|
|
650 |
|
9.250%, 05/07/2028 (F) |
|
|
2,941 |
|
|
|
776 |
|
8.250%, 10/13/2024 (F) |
|
|
3,304 |
|
|
|
875 |
|
7.750%, 10/13/2019 (F) |
|
|
3,976 |
|
|
|
1,024 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,187 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Zambia 0.2% |
|
|
|
|
|
|
|
|
Zambia Government International Bond |
|
|
|
|
|
|
|
|
8.970%, 07/30/2027 |
|
|
780 |
|
|
|
523 |
|
8.500%, 04/14/2024 (A) |
|
|
1,851 |
|
|
|
1,240 |
|
5.375%, 09/20/2022 |
|
|
1,695 |
|
|
|
1,121 |
|
5.375%, 09/20/2022 (A) |
|
|
105 |
|
|
|
70 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,954 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Global Bonds (Cost $1,534,281) ($ Thousands) |
|
|
|
1,534,396 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
U.S. TREASURY OBLIGATION 0.1% |
|
|
|
|
|
U.S. Treasury Bond |
|
|
|
|
|
|
|
|
2.875%, 05/15/2049 |
|
$ |
2,645 |
|
|
$ |
2,838 |
|
|
|
|
|
|
|
|
|
|
|
|
Total U.S. Treasury Obligation (Cost $2,796) ($ Thousands) |
|
|
|
2,838 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares |
|
|
|
|
|
AFFILIATED PARTNERSHIP 5.3% |
|
|
|
|
|
|
|
|
SEI Liquidity Fund, L.P. |
|
|
|
|
|
|
|
|
2.400%
**(H) |
|
|
86,369,226 |
|
|
|
86,368 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Affiliated Partnership (Cost $86,369) ($ Thousands) |
|
|
|
86,368 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities 99.2% (Cost $1,623,446)
($ Thousands) |
|
|
$ |
1,623,602 |
|
|
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund
at June 30, 2019, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Type of Contract |
|
Number of Contracts Long (Short) |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
Value (Thousands) |
|
Unrealized Appreciation/ (Depreciation) (Thousands) |
Euro-Bund |
|
|
(147) |
|
|
|
Sep-2019 |
|
|
$ |
(28,248 |
) |
|
$ |
(28,917 |
) |
|
$ |
(263 |
) |
Euro-Buxl 30 Year Bond |
|
|
(19) |
|
|
|
Sep-2019 |
|
|
|
(4,222 |
) |
|
|
(4,390 |
) |
|
|
(110 |
) |
R023 Bond Future |
|
|
568 |
|
|
|
Aug-2019 |
|
|
|
4,102 |
|
|
|
4,231 |
|
|
|
65 |
|
R186 Bond Future |
|
|
1,532 |
|
|
|
Aug-2019 |
|
|
|
11,918 |
|
|
|
12,433 |
|
|
|
294 |
|
R2032 Bond Future |
|
|
490 |
|
|
|
Aug-2019 |
|
|
|
3,239 |
|
|
|
3,330 |
|
|
|
42 |
|
R2035 Bond Future |
|
|
164 |
|
|
|
Aug-2019 |
|
|
|
1,124 |
|
|
|
1,152 |
|
|
|
11 |
|
R2040 Bond Future |
|
|
767 |
|
|
|
Aug-2019 |
|
|
|
5,008 |
|
|
|
5,122 |
|
|
|
43 |
|
R208 Bond Future |
|
|
112 |
|
|
|
Aug-2019 |
|
|
|
799 |
|
|
|
819 |
|
|
|
7 |
|
R209 Bond Future |
|
|
359 |
|
|
|
Aug-2019 |
|
|
|
1,882 |
|
|
|
1,927 |
|
|
|
17 |
|
R213 Bond Future |
|
|
791 |
|
|
|
Aug-2019 |
|
|
|
4,816 |
|
|
|
4,971 |
|
|
|
82 |
|
U.S. 10-Year Treasury Note |
|
|
188 |
|
|
|
Sep-2019 |
|
|
|
23,691 |
|
|
|
24,058 |
|
|
|
367 |
|
U.S. Ultra Long Treasury Bond |
|
|
44 |
|
|
|
Sep-2019 |
|
|
|
7,624 |
|
|
|
7,813 |
|
|
|
188 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
31,733 |
|
|
$ |
32,549 |
|
|
$ |
743 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open forward foreign currency contracts held by the Fund at June 30, 2019, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver (Thousands) |
|
|
|
|
Currency to Receive (Thousands) |
|
|
Unrealized Appreciation
(Depreciation) (Thousands) |
Barclays PLC |
|
|
09/18/19 |
|
|
USD |
|
|
1,690 |
|
|
TRY |
|
|
10,524 |
|
|
$ |
60 |
|
Barclays PLC |
|
|
09/18/19 |
|
|
PEN |
|
|
5,120 |
|
|
USD |
|
|
1,512 |
|
|
|
(41 |
) |
Barclays PLC |
|
|
09/18/19 |
|
|
USD |
|
|
13,892 |
|
|
PLN |
|
|
52,256 |
|
|
|
149 |
|
Barclays PLC |
|
|
09/18/19 |
|
|
IDR |
|
|
132,742,255 |
|
|
USD |
|
|
9,126 |
|
|
|
(181 |
) |
Barclays PLC |
|
|
09/23/19 |
|
|
USD |
|
|
1,240 |
|
|
CLP |
|
|
865,699 |
|
|
|
37 |
|
BT Brokerage |
|
|
08/06/19 |
|
|
TRY |
|
|
6,464 |
|
|
USD |
|
|
1,095 |
|
|
|
(2 |
) |
BT Brokerage |
|
|
08/28/19 - 09/18/19 |
|
|
EUR |
|
|
4,805 |
|
|
CZK |
|
|
123,542 |
|
|
|
38 |
|
BT Brokerage |
|
|
08/30/19 |
|
|
USD |
|
|
974 |
|
|
THB |
|
|
29,883 |
|
|
|
2 |
|
BT Brokerage |
|
|
09/18/19 |
|
|
COP |
|
|
3,280,334 |
|
|
USD |
|
|
1,017 |
|
|
|
(2 |
) |
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
|
13 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver (Thousands) |
|
|
|
|
Currency to Receive (Thousands) |
|
|
Unrealized Appreciation
(Depreciation) (Thousands) |
Citigroup |
|
|
07/03/19 |
|
|
USD |
|
|
1,059 |
|
|
EUR |
|
|
939 |
|
|
$ |
10 |
|
Citigroup |
|
|
07/03/19 |
|
|
USD |
|
|
1,290 |
|
|
PEN |
|
|
4,249 |
|
|
|
2 |
|
Citigroup |
|
|
07/03/19 - 09/18/19 |
|
|
EUR |
|
|
3,212 |
|
|
USD |
|
|
3,634 |
|
|
|
(32 |
) |
Citigroup |
|
|
07/03/19 |
|
|
USD |
|
|
18,516 |
|
|
MXN |
|
|
358,029 |
|
|
|
117 |
|
Citigroup |
|
|
11/01/19 |
|
|
USD |
|
|
324 |
|
|
MXN |
|
|
6,344 |
|
|
|
|
|
Citigroup |
|
|
07/03/19 - 07/17/19 |
|
|
USD |
|
|
19,956 |
|
|
BRL |
|
|
77,614 |
|
|
|
283 |
|
Citigroup |
|
|
07/03/19 |
|
|
MXN |
|
|
101,285 |
|
|
USD |
|
|
5,224 |
|
|
|
(48 |
) |
Citigroup |
|
|
07/05/19 |
|
|
USD |
|
|
791 |
|
|
JPY |
|
|
85,459 |
|
|
|
3 |
|
Citigroup |
|
|
07/05/19 |
|
|
JPY |
|
|
85,459 |
|
|
USD |
|
|
792 |
|
|
|
(1 |
) |
Citigroup |
|
|
07/05/19 |
|
|
KRW |
|
|
3,118,939 |
|
|
USD |
|
|
2,640 |
|
|
|
(60 |
) |
Citigroup |
|
|
07/09/19 - 09/18/19 |
|
|
USD |
|
|
5,727 |
|
|
ZAR |
|
|
84,179 |
|
|
|
197 |
|
Citigroup |
|
|
07/10/19 |
|
|
USD |
|
|
2,753 |
|
|
KRW |
|
|
3,141,937 |
|
|
|
(33 |
) |
Citigroup |
|
|
07/17/19 - 12/18/19 |
|
|
PEN |
|
|
8,141 |
|
|
USD |
|
|
2,460 |
|
|
|
(8 |
) |
Citigroup |
|
|
07/24/19 - 08/07/19 |
|
|
EUR |
|
|
1,391 |
|
|
HUF |
|
|
449,846 |
|
|
|
2 |
|
Citigroup |
|
|
07/24/19 |
|
|
HUF |
|
|
349,557 |
|
|
EUR |
|
|
1,075 |
|
|
|
(9 |
) |
Citigroup |
|
|
07/31/19 - 09/23/19 |
|
|
USD |
|
|
6,057 |
|
|
CLP |
|
|
4,227,419 |
|
|
|
175 |
|
Citigroup |
|
|
07/31/19 |
|
|
CLP |
|
|
761,526 |
|
|
USD |
|
|
1,108 |
|
|
|
(15 |
) |
Citigroup |
|
|
08/06/19 - 09/18/19 |
|
|
USD |
|
|
4,071 |
|
|
TRY |
|
|
24,605 |
|
|
|
93 |
|
Citigroup |
|
|
08/06/19 - 09/18/19 |
|
|
USD |
|
|
11,835 |
|
|
THB |
|
|
368,677 |
|
|
|
207 |
|
Citigroup |
|
|
08/07/19 |
|
|
EUR |
|
|
554 |
|
|
PLN |
|
|
2,385 |
|
|
|
8 |
|
Citigroup |
|
|
08/07/19 - 10/09/19 |
|
|
USD |
|
|
1,285 |
|
|
GHS |
|
|
7,398 |
|
|
|
57 |
|
Citigroup |
|
|
08/07/19 |
|
|
PLN |
|
|
2,600 |
|
|
EUR |
|
|
604 |
|
|
|
(8 |
) |
Citigroup |
|
|
08/12/19 |
|
|
IDR |
|
|
46,231,833 |
|
|
USD |
|
|
3,216 |
|
|
|
(42 |
) |
Citigroup |
|
|
08/21/19 |
|
|
USD |
|
|
2,717 |
|
|
TWD |
|
|
84,337 |
|
|
|
13 |
|
Citigroup |
|
|
08/21/19 - 02/03/20 |
|
|
USD |
|
|
7,458 |
|
|
NGN |
|
|
2,822,324 |
|
|
|
258 |
|
Citigroup |
|
|
08/23/19 |
|
|
USD |
|
|
4,579 |
|
|
ILS |
|
|
16,526 |
|
|
|
71 |
|
Citigroup |
|
|
08/23/19 |
|
|
ILS |
|
|
9,281 |
|
|
USD |
|
|
2,596 |
|
|
|
(16 |
) |
Citigroup |
|
|
09/04/19 |
|
|
BRL |
|
|
10,513 |
|
|
USD |
|
|
2,703 |
|
|
|
(24 |
) |
Citigroup |
|
|
09/09/19 |
|
|
USD |
|
|
2,643 |
|
|
INR |
|
|
185,166 |
|
|
|
16 |
|
Citigroup |
|
|
09/13/19 |
|
|
USD |
|
|
398 |
|
|
UYU |
|
|
13,787 |
|
|
|
(12 |
) |
Citigroup |
|
|
09/18/19 |
|
|
USD |
|
|
813 |
|
|
HUF |
|
|
229,199 |
|
|
|
|
|
Citigroup |
|
|
09/18/19 |
|
|
USD |
|
|
1,139 |
|
|
COP |
|
|
3,666,851 |
|
|
|
1 |
|
Citigroup |
|
|
09/18/19 |
|
|
USD |
|
|
3,126 |
|
|
CZK |
|
|
70,596 |
|
|
|
40 |
|
Citigroup |
|
|
09/18/19 |
|
|
EUR |
|
|
4,299 |
|
|
RON |
|
|
20,900 |
|
|
|
101 |
|
Citigroup |
|
|
09/18/19 |
|
|
TRY |
|
|
7,966 |
|
|
USD |
|
|
1,277 |
|
|
|
(47 |
) |
Citigroup |
|
|
09/18/19 |
|
|
USD |
|
|
20,070 |
|
|
CNY |
|
|
139,374 |
|
|
|
218 |
|
Citigroup |
|
|
09/18/19 |
|
|
HUF |
|
|
1,434,142 |
|
|
USD |
|
|
4,992 |
|
|
|
(95 |
) |
Citigroup |
|
|
09/18/19 |
|
|
COP |
|
|
23,709,308 |
|
|
USD |
|
|
7,152 |
|
|
|
(218 |
) |
Citigroup |
|
|
10/18/19 |
|
|
USD |
|
|
511 |
|
|
CNH |
|
|
3,586 |
|
|
|
11 |
|
Citigroup |
|
|
10/18/19 |
|
|
CNH |
|
|
1,387 |
|
|
USD |
|
|
206 |
|
|
|
4 |
|
Citigroup |
|
|
12/19/19 |
|
|
NGN |
|
|
1,520,033 |
|
|
USD |
|
|
3,923 |
|
|
|
(199 |
) |
Goldman Sachs |
|
|
07/03/19 |
|
|
USD |
|
|
858 |
|
|
MXN |
|
|
16,574 |
|
|
|
4 |
|
Goldman Sachs |
|
|
07/03/19 |
|
|
EUR |
|
|
2,250 |
|
|
USD |
|
|
2,530 |
|
|
|
(33 |
) |
Goldman Sachs |
|
|
07/03/19 - 07/05/19 |
|
|
USD |
|
|
15,213 |
|
|
EUR |
|
|
13,563 |
|
|
|
234 |
|
Goldman Sachs |
|
|
07/09/19 - 09/18/19 |
|
|
USD |
|
|
7,169 |
|
|
ZAR |
|
|
105,732 |
|
|
|
298 |
|
Goldman Sachs |
|
|
07/09/19 - 09/04/19 |
|
|
ZAR |
|
|
98,249 |
|
|
USD |
|
|
6,632 |
|
|
|
(290 |
) |
Goldman Sachs |
|
|
07/10/19 |
|
|
USD |
|
|
2,716 |
|
|
KRW |
|
|
3,159,950 |
|
|
|
19 |
|
Goldman Sachs |
|
|
07/17/19 - 09/04/19 |
|
|
USD |
|
|
3,109 |
|
|
BRL |
|
|
12,289 |
|
|
|
84 |
|
Goldman Sachs |
|
|
09/23/19 |
|
|
USD |
|
|
3,742 |
|
|
CLP |
|
|
2,627,343 |
|
|
|
132 |
|
Goldman Sachs |
|
|
07/18/19 |
|
|
USD |
|
|
3,770 |
|
|
CLP |
|
|
2,500,000 |
|
|
|
(85 |
) |
|
|
|
14 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver (Thousands) |
|
|
|
|
Currency to Receive (Thousands) |
|
|
Unrealized Appreciation
(Depreciation) (Thousands) |
Goldman Sachs |
|
|
07/24/19 |
|
|
EUR |
|
|
4,486 |
|
|
HUF |
|
|
1,459,116 |
|
|
$ |
39 |
|
Goldman Sachs |
|
|
07/24/19 - 08/07/19 |
|
|
HUF |
|
|
757,742 |
|
|
EUR |
|
|
2,357 |
|
|
|
12 |
|
Goldman Sachs |
|
|
07/25/19 - 09/04/19 |
|
|
USD |
|
|
5,743 |
|
|
RUB |
|
|
376,533 |
|
|
|
196 |
|
Goldman Sachs |
|
|
07/25/19 - 09/04/19 |
|
|
RUB |
|
|
290,186 |
|
|
USD |
|
|
4,402 |
|
|
|
(165 |
) |
Goldman Sachs |
|
|
07/31/19 |
|
|
IDR |
|
|
791,017 |
|
|
USD |
|
|
55 |
|
|
|
(1 |
) |
Goldman Sachs |
|
|
07/31/19 |
|
|
CLP |
|
|
1,444,203 |
|
|
USD |
|
|
2,087 |
|
|
|
(42 |
) |
Goldman Sachs |
|
|
08/01/19 - 12/18/19 |
|
|
TRY |
|
|
79,215 |
|
|
USD |
|
|
12,297 |
|
|
|
(946 |
) |
Goldman Sachs |
|
|
08/06/19 |
|
|
USD |
|
|
645 |
|
|
KZT |
|
|
250,000 |
|
|
|
11 |
|
Goldman Sachs |
|
|
08/06/19 - 09/18/19 |
|
|
USD |
|
|
5,225 |
|
|
TRY |
|
|
32,760 |
|
|
|
231 |
|
Goldman Sachs |
|
|
08/07/19 |
|
|
PLN |
|
|
5,217 |
|
|
EUR |
|
|
1,208 |
|
|
|
(21 |
) |
Goldman Sachs |
|
|
08/07/19 |
|
|
EUR |
|
|
9,454 |
|
|
PLN |
|
|
40,751 |
|
|
|
143 |
|
Goldman Sachs |
|
|
08/21/19 - 08/26/19 |
|
|
TWD |
|
|
162,782 |
|
|
USD |
|
|
5,188 |
|
|
|
(82 |
) |
Goldman Sachs |
|
|
08/21/19 - 11/20/19 |
|
|
NGN |
|
|
1,019,033 |
|
|
USD |
|
|
2,590 |
|
|
|
(206 |
) |
Goldman Sachs |
|
|
08/23/19 |
|
|
USD |
|
|
542 |
|
|
ILS |
|
|
1,959 |
|
|
|
10 |
|
Goldman Sachs |
|
|
08/23/19 |
|
|
ILS |
|
|
9,212 |
|
|
USD |
|
|
2,573 |
|
|
|
(19 |
) |
Goldman Sachs |
|
|
08/28/19 |
|
|
CZK |
|
|
60,517 |
|
|
EUR |
|
|
2,328 |
|
|
|
(51 |
) |
Goldman Sachs |
|
|
08/29/19 |
|
|
MYR |
|
|
2,437 |
|
|
USD |
|
|
582 |
|
|
|
(8 |
) |
Goldman Sachs |
|
|
09/04/19 |
|
|
BRL |
|
|
3,217 |
|
|
USD |
|
|
824 |
|
|
|
(11 |
) |
Goldman Sachs |
|
|
09/18/19 |
|
|
EUR |
|
|
77 |
|
|
CZK |
|
|
1,995 |
|
|
|
1 |
|
Goldman Sachs |
|
|
09/18/19 |
|
|
USD |
|
|
208 |
|
|
COP |
|
|
687,009 |
|
|
|
5 |
|
Goldman Sachs |
|
|
09/18/19 |
|
|
USD |
|
|
664 |
|
|
IDR |
|
|
9,466,171 |
|
|
|
|
|
Goldman Sachs |
|
|
09/18/19 |
|
|
EUR |
|
|
4,820 |
|
|
RON |
|
|
23,350 |
|
|
|
93 |
|
Goldman Sachs |
|
|
09/18/19 |
|
|
MXN |
|
|
84,760 |
|
|
USD |
|
|
4,350 |
|
|
|
(5 |
) |
Goldman Sachs |
|
|
10/18/19 |
|
|
USD |
|
|
2,742 |
|
|
CNH |
|
|
19,055 |
|
|
|
28 |
|
Goldman Sachs |
|
|
11/20/19 |
|
|
USD |
|
|
4,062 |
|
|
NGN |
|
|
1,531,242 |
|
|
|
110 |
|
JPMorgan Chase Bank |
|
|
07/02/19 - 08/02/19 |
|
|
USD |
|
|
4,527 |
|
|
TRY |
|
|
27,232 |
|
|
|
143 |
|
JPMorgan Chase Bank |
|
|
07/02/19 - 08/07/19 |
|
|
USD |
|
|
4,797 |
|
|
ARS |
|
|
219,447 |
|
|
|
262 |
|
JPMorgan Chase Bank |
|
|
08/02/19 |
|
|
USD |
|
|
894 |
|
|
ARS |
|
|
39,552 |
|
|
|
(3 |
) |
JPMorgan Chase Bank |
|
|
07/02/19 - 08/02/19 |
|
|
USD |
|
|
7,518 |
|
|
CZK |
|
|
170,924 |
|
|
|
136 |
|
JPMorgan Chase Bank |
|
|
07/30/19 - 08/02/19 |
|
|
BRL |
|
|
24,814 |
|
|
USD |
|
|
6,468 |
|
|
|
9 |
|
JPMorgan Chase Bank |
|
|
07/02/19 - 07/25/19 |
|
|
BRL |
|
|
24,366 |
|
|
USD |
|
|
6,262 |
|
|
|
(85 |
) |
JPMorgan Chase Bank |
|
|
07/03/19 |
|
|
USD |
|
|
858 |
|
|
EUR |
|
|
763 |
|
|
|
10 |
|
JPMorgan Chase Bank |
|
|
07/03/19 |
|
|
PEN |
|
|
5,687 |
|
|
USD |
|
|
1,697 |
|
|
|
(33 |
) |
JPMorgan Chase Bank |
|
|
07/03/19 |
|
|
USD |
|
|
4,376 |
|
|
MXN |
|
|
84,895 |
|
|
|
43 |
|
JPMorgan Chase Bank |
|
|
11/01/19 |
|
|
USD |
|
|
13,875 |
|
|
MXN |
|
|
271,487 |
|
|
|
(25 |
) |
JPMorgan Chase Bank |
|
|
07/03/19 |
|
|
EUR |
|
|
38,767 |
|
|
USD |
|
|
43,725 |
|
|
|
(426 |
) |
JPMorgan Chase Bank |
|
|
07/03/19 - 07/30/19 |
|
|
MXN |
|
|
379,913 |
|
|
USD |
|
|
19,775 |
|
|
|
17 |
|
JPMorgan Chase Bank |
|
|
07/05/19 - 08/06/19 |
|
|
USD |
|
|
3,225 |
|
|
THB |
|
|
101,625 |
|
|
|
89 |
|
JPMorgan Chase Bank |
|
|
07/05/19 - 08/05/19 |
|
|
USD |
|
|
6,898 |
|
|
EUR |
|
|
6,062 |
|
|
|
18 |
|
JPMorgan Chase Bank |
|
|
07/09/19 |
|
|
USD |
|
|
3,045 |
|
|
ZAR |
|
|
44,440 |
|
|
|
104 |
|
JPMorgan Chase Bank |
|
|
07/17/19 |
|
|
USD |
|
|
1,615 |
|
|
BRL |
|
|
6,536 |
|
|
|
88 |
|
JPMorgan Chase Bank |
|
|
07/17/19 |
|
|
BRL |
|
|
2,139 |
|
|
USD |
|
|
543 |
|
|
|
(15 |
) |
JPMorgan Chase Bank |
|
|
07/23/19 |
|
|
EUR |
|
|
33,428 |
|
|
USD |
|
|
37,766 |
|
|
|
(367 |
) |
JPMorgan Chase Bank |
|
|
07/24/19 |
|
|
EUR |
|
|
1,548 |
|
|
HUF |
|
|
502,119 |
|
|
|
9 |
|
JPMorgan Chase Bank |
|
|
07/24/19 |
|
|
THB |
|
|
102,328 |
|
|
USD |
|
|
3,278 |
|
|
|
(61 |
) |
JPMorgan Chase Bank |
|
|
07/24/19 |
|
|
HUF |
|
|
2,654,987 |
|
|
EUR |
|
|
8,208 |
|
|
|
(20 |
) |
JPMorgan Chase Bank |
|
|
07/25/19 |
|
|
USD |
|
|
2,338 |
|
|
PHP |
|
|
122,174 |
|
|
|
46 |
|
JPMorgan Chase Bank |
|
|
07/25/19 |
|
|
USD |
|
|
2,733 |
|
|
RUB |
|
|
173,361 |
|
|
|
7 |
|
JPMorgan Chase Bank |
|
|
07/25/19 |
|
|
USD |
|
|
8,765 |
|
|
RON |
|
|
37,246 |
|
|
|
202 |
|
JPMorgan Chase Bank |
|
|
07/25/19 - 07/26/19 |
|
|
PEN |
|
|
15,488 |
|
|
USD |
|
|
4,641 |
|
|
|
(67 |
) |
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
|
15 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver (Thousands) |
|
|
|
|
Currency to Receive (Thousands) |
|
|
Unrealized Appreciation
(Depreciation) (Thousands) |
JPMorgan Chase Bank |
|
|
07/25/19 |
|
|
ARS |
|
|
30,000 |
|
|
USD |
|
|
648 |
|
|
$ |
(36 |
) |
JPMorgan Chase Bank |
|
|
07/25/19 |
|
|
RUB |
|
|
439,050 |
|
|
USD |
|
|
6,790 |
|
|
|
(147 |
) |
JPMorgan Chase Bank |
|
|
07/25/19 |
|
|
CLP |
|
|
1,286,055 |
|
|
USD |
|
|
1,841 |
|
|
|
(55 |
) |
JPMorgan Chase Bank |
|
|
07/25/19 |
|
|
IDR |
|
|
3,006,088 |
|
|
USD |
|
|
209 |
|
|
|
(4 |
) |
JPMorgan Chase Bank |
|
|
07/25/19 |
|
|
COP |
|
|
12,865,855 |
|
|
USD |
|
|
3,919 |
|
|
|
(88 |
) |
JPMorgan Chase Bank |
|
|
09/18/19 |
|
|
USD |
|
|
14,643 |
|
|
THB |
|
|
456,259 |
|
|
|
264 |
|
JPMorgan Chase Bank |
|
|
07/30/19 |
|
|
USD |
|
|
697 |
|
|
THB |
|
|
21,339 |
|
|
|
(1 |
) |
JPMorgan Chase Bank |
|
|
07/30/19 |
|
|
USD |
|
|
20,214 |
|
|
PLN |
|
|
75,448 |
|
|
|
38 |
|
JPMorgan Chase Bank |
|
|
07/30/19 - 09/04/19 |
|
|
ZAR |
|
|
101,283 |
|
|
USD |
|
|
6,992 |
|
|
|
(163 |
) |
JPMorgan Chase Bank |
|
|
07/30/19 - 09/06/19 |
|
|
PHP |
|
|
275,295 |
|
|
USD |
|
|
5,252 |
|
|
|
(113 |
) |
JPMorgan Chase Bank |
|
|
07/31/19 |
|
|
USD |
|
|
739 |
|
|
IDR |
|
|
10,692,003 |
|
|
|
15 |
|
JPMorgan Chase Bank |
|
|
07/31/19 - 08/06/19 |
|
|
USD |
|
|
2,147 |
|
|
KZT |
|
|
839,909 |
|
|
|
58 |
|
JPMorgan Chase Bank |
|
|
07/31/19 |
|
|
USD |
|
|
4,163 |
|
|
CLP |
|
|
2,760,408 |
|
|
|
(94 |
) |
JPMorgan Chase Bank |
|
|
07/31/19 |
|
|
CLP |
|
|
2,638,629 |
|
|
USD |
|
|
3,839 |
|
|
|
(51 |
) |
JPMorgan Chase Bank |
|
|
07/31/19 - 08/12/19 |
|
|
IDR |
|
|
18,353,263 |
|
|
USD |
|
|
1,259 |
|
|
|
(35 |
) |
JPMorgan Chase Bank |
|
|
08/06/19 |
|
|
USD |
|
|
375 |
|
|
TRY |
|
|
2,455 |
|
|
|
42 |
|
JPMorgan Chase Bank |
|
|
08/01/19 |
|
|
USD |
|
|
1,384 |
|
|
TRY |
|
|
8,100 |
|
|
|
(5 |
) |
JPMorgan Chase Bank |
|
|
08/05/19 |
|
|
EUR |
|
|
963 |
|
|
USD |
|
|
1,098 |
|
|
|
(2 |
) |
JPMorgan Chase Bank |
|
|
08/06/19 |
|
|
TRY |
|
|
24,360 |
|
|
USD |
|
|
3,807 |
|
|
|
(328 |
) |
JPMorgan Chase Bank |
|
|
08/06/19 - 08/30/19 |
|
|
THB |
|
|
100,817 |
|
|
USD |
|
|
3,262 |
|
|
|
(30 |
) |
JPMorgan Chase Bank |
|
|
09/18/19 |
|
|
RON |
|
|
15,854 |
|
|
EUR |
|
|
3,289 |
|
|
|
(44 |
) |
JPMorgan Chase Bank |
|
|
09/18/19 |
|
|
COP |
|
|
4,714,448 |
|
|
USD |
|
|
1,471 |
|
|
|
6 |
|
JPMorgan Chase Bank |
|
|
10/18/19 |
|
|
CNH |
|
|
21,085 |
|
|
USD |
|
|
3,012 |
|
|
|
(53 |
) |
JPMorgan Chase Bank |
|
|
02/03/20 |
|
|
NGN |
|
|
681,434 |
|
|
USD |
|
|
1,767 |
|
|
|
(66 |
) |
JPMorgan Chase Bank |
|
|
10/19/20 |
|
|
USD |
|
|
208 |
|
|
UYU |
|
|
7,800 |
|
|
|
(4 |
) |
Merrill Lynch |
|
|
08/05/19 |
|
|
USD |
|
|
1,252 |
|
|
ARS |
|
|
61,256 |
|
|
|
124 |
|
Merrill Lynch |
|
|
12/19/19 |
|
|
USD |
|
|
1,857 |
|
|
NGN |
|
|
700,497 |
|
|
|
42 |
|
MIMLIC |
|
|
12/19/19 |
|
|
USD |
|
|
525 |
|
|
NGN |
|
|
198,374 |
|
|
|
13 |
|
Standard Bank |
|
|
07/03/19 |
|
|
USD |
|
|
432 |
|
|
PEN |
|
|
1,438 |
|
|
|
6 |
|
Standard Bank |
|
|
07/03/19 - 07/05/19 |
|
|
USD |
|
|
1,583 |
|
|
EUR |
|
|
1,408 |
|
|
|
21 |
|
Standard Bank |
|
|
07/03/19 - 09/18/19 |
|
|
EUR |
|
|
8,048 |
|
|
USD |
|
|
9,129 |
|
|
|
(83 |
) |
Standard Bank |
|
|
07/05/19 |
|
|
USD |
|
|
2,650 |
|
|
KRW |
|
|
3,107,150 |
|
|
|
40 |
|
Standard Bank |
|
|
07/05/19 |
|
|
THB |
|
|
89,574 |
|
|
USD |
|
|
2,818 |
|
|
|
(104 |
) |
Standard Bank |
|
|
07/09/19 - 09/04/19 |
|
|
ZAR |
|
|
39,843 |
|
|
USD |
|
|
2,731 |
|
|
|
(82 |
) |
Standard Bank |
|
|
07/10/19 |
|
|
KRW |
|
|
3,158,225 |
|
|
USD |
|
|
2,779 |
|
|
|
45 |
|
Standard Bank |
|
|
07/17/19 |
|
|
UGX |
|
|
20,462,779 |
|
|
USD |
|
|
5,360 |
|
|
|
(169 |
) |
Standard Bank |
|
|
07/24/19 |
|
|
EUR |
|
|
2,683 |
|
|
HUF |
|
|
865,485 |
|
|
|
(2 |
) |
Standard Bank |
|
|
07/25/19 - 09/18/19 |
|
|
USD |
|
|
8,321 |
|
|
RUB |
|
|
544,131 |
|
|
|
226 |
|
Standard Bank |
|
|
07/25/19 |
|
|
RUB |
|
|
220,132 |
|
|
USD |
|
|
3,357 |
|
|
|
(122 |
) |
Standard Bank |
|
|
07/31/19 - 09/23/19 |
|
|
USD |
|
|
5,001 |
|
|
CLP |
|
|
3,509,918 |
|
|
|
174 |
|
Standard Bank |
|
|
07/31/19 - 09/18/19 |
|
|
IDR |
|
|
51,810,288 |
|
|
USD |
|
|
3,565 |
|
|
|
(79 |
) |
Standard Bank |
|
|
08/07/19 |
|
|
EUR |
|
|
2,566 |
|
|
PLN |
|
|
11,075 |
|
|
|
43 |
|
Standard Bank |
|
|
08/07/19 - 09/11/19 |
|
|
USD |
|
|
2,848 |
|
|
GHS |
|
|
16,267 |
|
|
|
103 |
|
Standard Bank |
|
|
08/13/19 - 08/30/19 |
|
|
MYR |
|
|
41,414 |
|
|
USD |
|
|
9,874 |
|
|
|
(148 |
) |
Standard Bank |
|
|
08/21/19 - 11/20/19 |
|
|
NGN |
|
|
2,032,073 |
|
|
USD |
|
|
5,224 |
|
|
|
(351 |
) |
Standard Bank |
|
|
08/30/19 |
|
|
USD |
|
|
1,603 |
|
|
MYR |
|
|
6,698 |
|
|
|
18 |
|
Standard Bank |
|
|
09/04/19 |
|
|
USD |
|
|
2,416 |
|
|
BRL |
|
|
9,364 |
|
|
|
13 |
|
Standard Bank |
|
|
09/18/19 |
|
|
USD |
|
|
1,069 |
|
|
PHP |
|
|
55,940 |
|
|
|
19 |
|
Standard Bank |
|
|
09/18/19 |
|
|
USD |
|
|
6,470 |
|
|
HUF |
|
|
1,822,471 |
|
|
|
(5 |
) |
Standard Bank |
|
|
09/18/19 |
|
|
USD |
|
|
16,538 |
|
|
ZAR |
|
|
248,869 |
|
|
|
941 |
|
|
|
|
16 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver (Thousands) |
|
|
|
|
Currency to Receive (Thousands) |
|
|
Unrealized Appreciation
(Depreciation) (Thousands) |
Standard Bank |
|
|
09/18/19 |
|
|
MXN |
|
|
50,640 |
|
|
USD |
|
|
2,608 |
|
|
$ |
6 |
|
Standard Bank |
|
|
09/18/19 |
|
|
TWD |
|
|
300,161 |
|
|
USD |
|
|
9,574 |
|
|
|
(156 |
) |
Standard Chartered |
|
|
07/03/19 |
|
|
BRL |
|
|
42,614 |
|
|
USD |
|
|
11,114 |
|
|
|
(4 |
) |
Standard Chartered |
|
|
07/24/19 |
|
|
USD |
|
|
2,752 |
|
|
KRW |
|
|
3,187,102 |
|
|
|
6 |
|
Standard Chartered |
|
|
07/30/19 |
|
|
PHP |
|
|
9,839 |
|
|
USD |
|
|
192 |
|
|
|
|
|
Standard Chartered |
|
|
07/31/19 |
|
|
USD |
|
|
2,512 |
|
|
IDR |
|
|
35,862,574 |
|
|
|
19 |
|
Standard Chartered |
|
|
08/06/19 |
|
|
USD |
|
|
519 |
|
|
THB |
|
|
15,960 |
|
|
|
2 |
|
Standard Chartered |
|
|
10/09/19 |
|
|
USD |
|
|
11,015 |
|
|
BRL |
|
|
42,614 |
|
|
|
3 |
|
State Street |
|
|
07/03/19 |
|
|
USD |
|
|
1,352 |
|
|
MXN |
|
|
26,000 |
|
|
|
1 |
|
State Street |
|
|
07/03/19 |
|
|
USD |
|
|
3,078 |
|
|
EUR |
|
|
2,723 |
|
|
|
23 |
|
State Street |
|
|
07/03/19 |
|
|
EUR |
|
|
7,331 |
|
|
USD |
|
|
8,305 |
|
|
|
(44 |
) |
State Street |
|
|
07/03/19 |
|
|
MXN |
|
|
64,726 |
|
|
USD |
|
|
3,290 |
|
|
|
(79 |
) |
State Street |
|
|
07/05/19 |
|
|
EUR |
|
|
1,653 |
|
|
USD |
|
|
1,884 |
|
|
|
2 |
|
State Street |
|
|
07/17/19 |
|
|
BRL |
|
|
10,884 |
|
|
USD |
|
|
2,763 |
|
|
|
(73 |
) |
State Street |
|
|
07/31/19 |
|
|
USD |
|
|
1,328 |
|
|
CLP |
|
|
920,709 |
|
|
|
30 |
|
State Street |
|
|
08/05/19 |
|
|
USD |
|
|
5,192 |
|
|
EUR |
|
|
4,542 |
|
|
|
(5 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
364 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of open OTC swap agreements held by the Fund at June 30, 2019, are 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) |
JPMorgan Chase |
|
Argentina |
|
Sell |
|
5.00% |
|
Quarterly |
|
06/20/2023 |
|
$(1,895) |
|
|
$(276) |
|
|
$ |
124 |
|
|
$ |
(400 |
) |
Citigroup |
|
Argentina |
|
Buy |
|
5.00% |
|
Quarterly |
|
06/20/2024 |
|
700 |
|
|
114 |
|
|
|
117 |
|
|
|
(3 |
) |
Citigroup |
|
Argentina |
|
Sell |
|
5.00% |
|
Quarterly |
|
06/20/2024 |
|
(660) |
|
|
(107) |
|
|
|
(134) |
|
|
|
27 |
|
Citigroup |
|
Argentina |
|
Buy |
|
5.00% |
|
Quarterly |
|
06/20/2024 |
|
809 |
|
|
132 |
|
|
|
116 |
|
|
|
15 |
|
JPMorgan Chase |
|
Argentina |
|
Sell |
|
5.00% |
|
Quarterly |
|
06/20/2024 |
|
(420) |
|
|
(68) |
|
|
|
(108) |
|
|
|
40 |
|
Credit Suisse |
|
Ecuador |
|
Sell |
|
5.00% |
|
Quarterly |
|
12/20/2019 |
|
(2,100) |
|
|
7 |
|
|
|
(17) |
|
|
|
23 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$(200) |
|
|
$ |
98 |
|
|
$ |
(298 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Cross Currency Swaps |
|
Counterparty |
|
Fund Pays |
|
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
Upfront Payment (Thousands) |
|
Net Unrealized Appreciation (Depreciation) (Thousands) |
Goldman Sachs |
|
|
18.230% |
|
|
|
3-MONTH LIBOR -USD |
|
|
|
Quarterly |
|
|
|
12/09/2024 |
|
|
|
TRY |
|
|
|
2,301 |
|
|
$ |
(208 |
) |
|
$ |
|
|
|
$ |
(208 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(208 |
) |
|
|
|
|
|
|
(208 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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 |
|
6-MONTH HUF -BUBOR |
|
0.845% |
|
Semi-Annually |
|
10/10/2019 |
|
HUF |
|
|
3,000,000 |
|
|
$ |
(83 |
) |
|
$ |
|
|
|
$ |
(83 |
) |
Goldman Sachs |
|
8.220% |
|
1-DAY BRL - CETIP |
|
Annually |
|
01/02/2020 |
|
BRL |
|
|
4,194 |
|
|
|
87 |
|
|
|
|
|
|
|
87 |
|
JPMorgan Chase |
|
11.460% |
|
1-DAY BRL - CETIP |
|
Annually |
|
01/02/2020 |
|
BRL |
|
|
3,649 |
|
|
|
126 |
|
|
|
|
|
|
|
126 |
|
JPMorgan Chase |
|
12.130% |
|
1-DAY BRL - CETIP |
|
Annually |
|
01/02/2020 |
|
BRL |
|
|
3,480 |
|
|
|
139 |
|
|
|
|
|
|
|
139 |
|
JPMorgan Chase |
|
12.130% |
|
1-DAY BRL - CETIP |
|
Annually |
|
01/02/2020 |
|
BRL |
|
|
5,738 |
|
|
|
226 |
|
|
|
|
|
|
|
226 |
|
JPMorgan Chase |
|
6-MONTH HUF -BUBOR |
|
0.693% |
|
Semi-Annually |
|
04/20/2020 |
|
HUF |
|
|
1,750,000 |
|
|
|
(25 |
) |
|
|
|
|
|
|
(25 |
) |
Goldman Sachs |
|
12.725% |
|
1-DAY BRL - CETIP |
|
Annually |
|
01/04/2021 |
|
BRL |
|
|
10,608 |
|
|
|
834 |
|
|
|
|
|
|
|
834 |
|
JPMorgan Chase |
|
9.110% |
|
1-DAY BRL - CETIP |
|
Annually |
|
01/04/2021 |
|
BRL |
|
|
3,303 |
|
|
|
71 |
|
|
|
|
|
|
|
71 |
|
JPMorgan Chase |
|
9.610% |
|
1-DAY BRL - CETIP |
|
Annually |
|
01/04/2021 |
|
BRL |
|
|
4,626 |
|
|
|
145 |
|
|
|
|
|
|
|
145 |
|
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
|
17 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
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 |
|
10.890% |
|
1-DAY BRL - CETIP |
|
Annually |
|
01/04/2021 |
|
BRL |
|
|
170 |
|
|
$ |
6 |
|
|
$ |
|
|
|
$ |
6 |
|
JPMorgan Chase |
|
10.040% |
|
1-DAY BRL - CETIP |
|
Annually |
|
01/04/2021 |
|
BRL |
|
|
3,557 |
|
|
|
127 |
|
|
|
|
|
|
|
127 |
|
JPMorgan Chase |
|
9.275% |
|
1-DAY BRL - CETIP |
|
Annually |
|
01/04/2021 |
|
BRL |
|
|
5,815 |
|
|
|
160 |
|
|
|
|
|
|
|
160 |
|
JPMorgan Chase |
|
8.870% |
|
1-DAY BRL - CETIP |
|
Annually |
|
01/04/2021 |
|
BRL |
|
|
8,089 |
|
|
|
192 |
|
|
|
|
|
|
|
192 |
|
JPMorgan Chase |
|
9.180% |
|
1-DAY BRL - CETIP |
|
Annually |
|
01/04/2021 |
|
BRL |
|
|
3,419 |
|
|
|
88 |
|
|
|
|
|
|
|
88 |
|
Goldman Sachs |
|
9.005% |
|
3-MONTH MOSCOW PRIME OFFERED RATE - RUB |
|
Annually |
|
02/21/2021 |
|
RUB |
|
|
1,080,956 |
|
|
|
204 |
|
|
|
|
|
|
|
204 |
|
Goldman Sachs |
|
5.370% |
|
28-DAY MXN - TIIE |
|
Monthly |
|
03/17/2021 |
|
MXN |
|
|
46,500 |
|
|
|
(141 |
) |
|
|
|
|
|
|
(141 |
) |
Goldman Sachs |
|
7.515% |
|
3-MONTH MOSCOW PRIME OFFERED RATE - RUB |
|
Annually |
|
06/10/2021 |
|
RUB |
|
|
1,020,770 |
|
|
|
(121 |
) |
|
|
|
|
|
|
(121 |
) |
JPMorgan Chase |
|
6-MONTH HUF -BUBOR |
|
1.378% |
|
Semi-Annually |
|
06/17/2021 |
|
HUF |
|
|
654,998 |
|
|
|
(36 |
) |
|
|
|
|
|
|
(36 |
) |
Goldman Sachs |
|
2.208% |
|
6-MONTH PLN - WIBOR |
|
Annually |
|
11/16/2021 |
|
PLN |
|
|
6,842 |
|
|
|
40 |
|
|
|
|
|
|
|
40 |
|
Citigroup |
|
2.431% |
|
6-MONTH PLN - WIBOR |
|
Annually |
|
12/14/2021 |
|
PLN |
|
|
11,000 |
|
|
|
86 |
|
|
|
|
|
|
|
86 |
|
Goldman Sachs |
|
1.265% |
|
6-MONTH HUF - BUBOR |
|
Semi-Annually |
|
01/10/2022 |
|
HUF |
|
|
1,537,322 |
|
|
|
(105 |
) |
|
|
|
|
|
|
(105 |
) |
|
|
|
|
3-MONTH MOSCOW PRIME |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Goldman Sachs |
|
8.110% |
|
OFFERED RATE - RUB |
|
Quarterly |
|
03/23/2022 |
|
RUB |
|
|
715,570 |
|
|
|
78 |
|
|
|
|
|
|
|
78 |
|
|
|
|
|
1-DAY CLP - SINACOFI CHILE |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
JPMorgan Chase |
|
3.430% |
|
INTERBANK RATE AVG |
|
Semi-Annually |
|
05/10/2022 |
|
CLP |
|
|
420,527 |
|
|
|
18 |
|
|
|
|
|
|
|
18 |
|
Goldman Sachs |
|
5.900% |
|
28-DAY MXN - TIIE |
|
Monthly |
|
09/12/2022 |
|
MXN |
|
|
75,956 |
|
|
|
(229 |
) |
|
|
|
|
|
|
(229 |
) |
Goldman Sachs |
|
0.839% |
|
6-MONTH HUF - BUBOR |
|
Annually |
|
09/21/2022 |
|
HUF |
|
|
1,390,000 |
|
|
|
27 |
|
|
|
|
|
|
|
27 |
|
Goldman Sachs |
|
11.985% |
|
1-DAY BRL - CETIP |
|
Annually |
|
01/02/2023 |
|
BRL |
|
|
3,000 |
|
|
|
302 |
|
|
|
|
|
|
|
302 |
|
Goldman Sachs |
|
10.040% |
|
1-DAY BRL - CETIP |
|
Annually |
|
01/03/2023 |
|
BRL |
|
|
5,012 |
|
|
|
346 |
|
|
|
|
|
|
|
346 |
|
Goldman Sachs |
|
6.355% |
|
28-DAY MXN - TIIE |
|
Monthly |
|
05/21/2025 |
|
MXN |
|
|
23,145 |
|
|
|
(73 |
) |
|
|
|
|
|
|
(73 |
) |
Goldman Sachs |
|
6.205% |
|
28-DAY MXN - TIIE |
|
Monthly |
|
12/08/2025 |
|
MXN |
|
|
16,624 |
|
|
|
(65 |
) |
|
|
|
|
|
|
(65 |
) |
Goldman Sachs |
|
6.165% |
|
28-DAY MXN - TIIE |
|
Monthly |
|
03/05/2026 |
|
MXN |
|
|
47,200 |
|
|
|
(196 |
) |
|
|
|
|
|
|
(196 |
) |
JPMorgan Chase |
|
6.130% |
|
28-DAY MXN - TIIE |
|
Monthly |
|
06/18/2026 |
|
MXN |
|
|
40,000 |
|
|
|
(178 |
) |
|
|
|
|
|
|
(178 |
) |
Goldman Sachs |
|
6.381% |
|
28-DAY MXN - TIIE |
|
Monthly |
|
09/16/2026 |
|
MXN |
|
|
26,000 |
|
|
|
(97 |
) |
|
|
|
|
|
|
(97 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
1,953 |
|
|
$ |
|
|
|
$ |
1,953 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of open centrally cleared swap agreements held by the Fund at June 30, 2019, are 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) |
Argentina |
|
|
Buy |
|
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2024 |
|
|
$ |
1,340 |
|
|
$ |
220 |
|
|
$ |
244 |
|
|
$ |
(24 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
220 |
|
|
$ |
244 |
|
|
$ |
(24 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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) |
1-DAY BRL - CETIP |
|
7.450% |
|
Annually |
|
01/02/2020 |
|
BRL |
|
|
67,046 |
|
|
$ |
(121 |
) |
|
$ |
|
|
|
$ |
(121 |
) |
6-MONTH CZK - PRIBOR |
|
1.700% |
|
Semi-Annually |
|
06/18/2024 |
|
CZK |
|
|
140,000 |
|
|
|
(9 |
) |
|
|
|
|
|
|
(9 |
) |
6-MONTH CZK - PRIBOR |
|
1.640% |
|
Semi-Annually |
|
06/21/2024 |
|
CZK |
|
|
14,000 |
|
|
|
1 |
|
|
|
|
|
|
|
1 |
|
12.340% |
|
1-DAY BRL - CETIP |
|
Annually |
|
01/02/2025 |
|
BRL |
|
|
5,215 |
|
|
|
235 |
|
|
|
|
|
|
|
235 |
|
7.815% |
|
28-DAY MXN - TIIE |
|
Monthly |
|
02/20/2025 |
|
MXN |
|
|
25,000 |
|
|
|
31 |
|
|
|
|
|
|
|
31 |
|
7.720% |
|
28-DAY MXN - TIIE |
|
Monthly |
|
12/03/2026 |
|
MXN |
|
|
8,000 |
|
|
|
8 |
|
|
|
|
|
|
|
8 |
|
7.915% |
|
28-DAY MXN - TIIE |
|
Monthly |
|
01/22/2027 |
|
MXN |
|
|
41,115 |
|
|
|
63 |
|
|
|
|
|
|
|
63 |
|
7.510% |
|
28-DAY MXN - TIIE |
|
Monthly |
|
04/20/2027 |
|
MXN |
|
|
8,110 |
|
|
|
2 |
|
|
|
|
|
|
|
2 |
|
6-MONTH PLN - WIBOR |
|
1.999% |
|
Semi-Annually |
|
03/25/2024 |
|
PLN |
|
|
19,000 |
|
|
|
(31 |
) |
|
|
|
|
|
|
(31 |
) |
3-MONTH HUF - BUBOR |
|
2.379% |
|
Semi-Annually |
|
06/07/2028 |
|
HUF |
|
|
279,795 |
|
|
|
(51 |
) |
|
|
|
|
|
|
(51 |
) |
6-MONTH HUF - BUBOR |
|
2.969% |
|
Semi-Annually |
|
02/08/2029 |
|
HUF |
|
|
900,000 |
|
|
|
(51 |
) |
|
|
|
|
|
|
(51 |
) |
6-MONTH HUF - BUBOR |
|
2.265% |
|
Semi-Annually |
|
04/24/2029 |
|
HUF |
|
|
150,000 |
|
|
|
(15 |
) |
|
|
|
|
|
|
(15 |
) |
1-DAY COOIS + 0 BPS IBRCOL |
|
5.915% |
|
Quarterly |
|
05/15/2029 |
|
COP |
|
|
3,600,000 |
|
|
|
(59 |
) |
|
|
|
|
|
|
(59 |
) |
8.080% |
|
28-DAY MXN - TIIE |
|
Monthly |
|
05/21/2029 |
|
MXN |
|
|
11,000 |
|
|
|
22 |
|
|
|
|
|
|
|
22 |
|
|
|
|
18 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Fund Pays |
|
Fund Receives |
|
Payment Frequency |
|
Termination Date |
|
Currency |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
Upfront Payments/ Receipts (Thousands) |
|
Net Unrealized Appreciation (Depreciation) (Thousands) |
8.065% |
|
28-DAY MXN - TIIE |
|
Monthly |
|
05/22/2029 |
|
MXN |
|
|
17,773 |
|
|
$ |
34 |
|
|
$ |
|
|
|
$ |
34 |
|
8.625% |
|
28-DAY MXN - TIIE |
|
Monthly |
|
05/22/2029 |
|
MXN |
|
|
14,227 |
|
|
|
27 |
|
|
|
|
|
|
|
27 |
|
8.000% |
|
28-DAY MXN - TIIE |
|
Monthly |
|
05/23/2029 |
|
MXN |
|
|
22,188 |
|
|
|
37 |
|
|
|
|
|
|
|
37 |
|
3-MONTH HUF - BUBOR |
|
2.439% |
|
Semi-Annually |
|
06/08/2028 |
|
HUF |
|
|
220,205 |
|
|
|
(44 |
) |
|
|
|
|
|
|
(44 |
) |
7.990% |
|
28-DAY MXN - TIIE |
|
Monthly |
|
05/23/2029 |
|
MXN |
|
|
17,449 |
|
|
|
29 |
|
|
|
|
|
|
|
29 |
|
6-MONTH PLN - WIBOR |
|
1.987% |
|
Semi-Annually |
|
03/25/2024 |
|
PLN |
|
|
22,000 |
|
|
|
(34 |
) |
|
|
|
|
|
|
(34 |
) |
11.475% |
|
1-DAY BRL - CETIP |
|
Annually |
|
01/02/2023 |
|
BRL |
|
|
3,524 |
|
|
|
112 |
|
|
|
|
|
|
|
112 |
|
7.060% |
|
1-DAY BRL - CETIP |
|
Annually |
|
01/04/2021 |
|
BRL |
|
|
15,395 |
|
|
|
64 |
|
|
|
|
|
|
|
64 |
|
1-DAY BRL - CETIP |
|
7.888% |
|
Annually |
|
01/04/2021 |
|
BRL |
|
|
12,602 |
|
|
|
87 |
|
|
|
|
|
|
|
87 |
|
7.065% |
|
1-DAY BRL - CETIP |
|
Annually |
|
01/04/2021 |
|
BRL |
|
|
30,771 |
|
|
|
128 |
|
|
|
|
|
|
|
128 |
|
28-DAY MXN - TIIE |
|
8.090% |
|
Monthly |
|
01/28/2021 |
|
MXN |
|
|
133,260 |
|
|
|
(51 |
) |
|
|
|
|
|
|
(51 |
) |
28-DAY MXN - TIIE |
|
8.125% |
|
Monthly |
|
01/28/2021 |
|
MXN |
|
|
60,000 |
|
|
|
(24 |
) |
|
|
|
|
|
|
(24 |
) |
28-DAY MXN - TIIE |
|
8.145% |
|
Monthly |
|
01/28/2021 |
|
MXN |
|
|
136,359 |
|
|
|
(56 |
) |
|
|
|
|
|
|
(56 |
) |
6-MONTH PLN - WIBOR |
|
1.785% |
|
Semi-Annually |
|
03/25/2021 |
|
PLN |
|
|
52,500 |
|
|
|
5 |
|
|
|
|
|
|
|
5 |
|
9.255% |
|
1-DAY BRL - CETIP |
|
Annually |
|
01/02/2023 |
|
BRL |
|
|
2,368 |
|
|
|
44 |
|
|
|
|
|
|
|
44 |
|
28-DAY MXN - TIIE |
|
7.478% |
|
Monthly |
|
06/11/2021 |
|
MXN |
|
|
300,385 |
|
|
|
(72 |
) |
|
|
|
|
|
|
(72 |
) |
6.233% |
|
1-DAY BRL - CETIP |
|
Annually |
|
01/03/2022 |
|
BRL |
|
|
8,733 |
|
|
|
2 |
|
|
|
|
|
|
|
2 |
|
6.240% |
|
1-DAY BRL - CETIP |
|
Annually |
|
01/03/2022 |
|
BRL |
|
|
14,709 |
|
|
|
4 |
|
|
|
|
|
|
|
4 |
|
7.575% |
|
28-DAY MXN - TIIE |
|
Monthly |
|
01/28/2022 |
|
MXN |
|
|
67,966 |
|
|
|
16 |
|
|
|
|
|
|
|
16 |
|
1.480% |
|
3-MONTH HUF - BUBOR |
|
Annually |
|
04/12/2022 |
|
HUF |
|
|
1,189,405 |
|
|
|
17 |
|
|
|
|
|
|
|
17 |
|
1.471% |
|
3-MONTH HUF - BUBOR |
|
Annually |
|
04/12/2022 |
|
HUF |
|
|
1,210,595 |
|
|
|
16 |
|
|
|
|
|
|
|
16 |
|
6.745% |
|
28-DAY MXN - TIIE |
|
Monthly |
|
06/23/2022 |
|
MXN |
|
|
26,758 |
|
|
|
(22 |
) |
|
|
|
|
|
|
(22 |
) |
6.710% |
|
28-DAY MXN - TIIE |
|
Monthly |
|
07/07/2022 |
|
MXN |
|
|
130,137 |
|
|
|
(115 |
) |
|
|
|
|
|
|
(115 |
) |
2.263% |
|
6-MONTH PLN - WIBOR |
|
Annually |
|
11/12/2021 |
|
PLN |
|
|
7,000 |
|
|
|
22 |
|
|
|
|
|
|
|
22 |
|
1-DAY COP - IBRCOL |
|
5.370% |
|
Quarterly |
|
06/21/2029 |
|
COP |
|
|
1,800,000 |
|
|
|
(5 |
) |
|
|
|
|
|
|
(5 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
246 |
|
|
$ |
|
|
|
$ |
246 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $1,636,103 ($ Thousands). |
** |
Rate shown is the 7-day effective yield as of June 30, 2019. |
|
Investment in Affiliated Security. |
(A) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in
transactions exempt from registration normally to qualified institutions. On June 30, 2019, the value of these securities amounted to $249,524 ($ Thousands), representing 15.3% of the Net Assets of the Fund. |
(B) |
Certain securities or partial positions of certain securities are on loan at June 30, 2019. The total market value of
securities on loan at June 30, 2019 was $83,701 ($ Thousands). |
(C) |
Zero coupon security. The rate shown on the Schedule of Investments is the securitys effective yield at the time of
purchase. |
(D) |
Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest
rates and prepayments on the underlying pool of assets. |
(E) |
Level 3 security in accordance with fair value hierarchy. |
(F) |
Security is in default on interest payment. |
(G) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities
as of June 30, 2019 was $86,368 ($ Thousands). |
ARS Argentine Peso
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
CNH Chinese Yuan Offshore
CNY Chinese Yuan Onshore
COP Colombian Peso
CZK Czech Koruna
EUR Euro
GHS Ghanaian Cedi
HUF
Hungarian Forint
ICE Intercontinental Exchange
IDR Indonesian
Rupiah
ILS Israeli New Sheckels
INR Indian Rupee
JPY Japanese Yen
JSC Joint-Stock Company
KRW Korean Won
KZT Kazakhstani Tenge
LIBOR London Interbank Offered Rate
L.P. Limited Partnership
Ltd. Limited
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
RSD Serbian Dinar
RUB Russian Ruble
SAR Saudi Riyal
THB Thai Bhat
TIIE Interbank Equilibrium Interest Rate
TRY Turkish Lira
TWD Taiwan Dollar
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
|
19 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
Emerging Markets Debt Fund (Continued)
UGX Uganda Dollar
USD
United States Dollar
UYU Uruguay Dollar
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 June 30, 2019, 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 |
|
$ |
|
|
|
$ |
1,533,721 |
|
|
$ |
675 |
|
|
$ |
1,534,396 |
|
U.S. Treasury Obligation |
|
|
|
|
|
|
2,838 |
|
|
|
|
|
|
|
2,838 |
|
Affiliated Partnership |
|
|
|
|
|
|
86,368 |
|
|
|
|
|
|
|
86,368 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities |
|
$ |
|
|
|
$ |
1,622,927 |
|
|
$ |
675 |
|
|
$ |
1,623,602 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other Financial Instruments |
|
Level 1 |
|
Level 2 |
|
Level 3 |
|
Total |
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
$ |
1,116 |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
1,116 |
|
Unrealized Depreciation |
|
|
(373 |
) |
|
|
|
|
|
|
|
|
|
|
(373 |
) |
Forwards Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
|
|
|
|
7,352 |
|
|
|
|
|
|
|
7,352 |
|
Unrealized Depreciation |
|
|
|
|
|
|
(6,988 |
) |
|
|
|
|
|
|
(6,988 |
) |
OTC Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Default Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
|
|
|
|
105 |
|
|
|
|
|
|
|
105 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other Financial Instruments |
|
Level 1 |
|
Level 2 |
|
Level 3 |
|
Total |
Unrealized Depreciation |
|
|
|
|
|
|
(403 |
) |
|
|
|
|
|
|
(403 |
) |
Cross Currency Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Depreciation |
|
|
|
|
|
|
(208 |
) |
|
|
|
|
|
|
(208 |
) |
Interest Rate Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
|
|
|
|
3,302 |
|
|
|
|
|
|
|
3,302 |
|
Unrealized Depreciation |
|
|
|
|
|
|
(1,349 |
) |
|
|
|
|
|
|
(1,349 |
) |
Centrally Cleared Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Default Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Depreciation |
|
|
|
|
|
|
(24 |
) |
|
|
|
|
|
|
(24 |
) |
Interest Rate Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
|
|
|
|
1,006 |
|
|
|
|
|
|
|
1,006 |
|
Unrealized Depreciation |
|
|
|
|
|
|
(760 |
) |
|
|
|
|
|
|
(760 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Other Financial Instruments |
|
$ |
743 |
|
|
$ |
2,033 |
|
|
$ |
|
|
|
$ |
2,776 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
^ A reconciliation of Level 3 investments is presented when the Fund has significant amount of Level 3 investments at the beginning
and/or end of the period in relation to net assets. Management has concluded that Level 3 investments are not material in relation to net assets.
*Futures contracts,
forwards contracts and swaps are valued at the unrealized appreciation (depreciation) on the instrument.
For the period ended June 30, 2019, there were no
transfers between Level 1 and Level 2 assets and liabilities.
For the period ended June 30, 2019, there were no transfers between Level 2 and Level 3 assets and
liabilities.
Amounts designated as are $0 or have been rounded to $0.
For information on the Funds policy regarding
valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial statements.
The
following is a summary of the transactions with affiliates for the period ended June 30, 2019 ($ Thousands):
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security Description |
|
Value at 9/30/2018 |
|
Purchases at Cost |
|
Proceeds from Sales |
|
Realized Gain |
|
Change in Unrealized Appreciation |
|
Value 6/30/2019 |
|
Shares |
|
Income |
|
Capital Gains |
SEI Liquidity Fund, L.P. |
|
$ 30,585 |
|
$ 225,124 |
|
$ (169,355) |
|
$ 11 |
|
$3 |
|
$ 86,368 |
|
86,369,226 |
|
$ 75 |
|
$ |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Totals |
|
$ 30,585 |
|
$ 225,124 |
|
$ (169,355) |
|
$ 11 |
|
$3 |
|
$ 86,368 |
|
86,369,226 |
|
$ 75 |
|
$ |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
As of June 30, 2019, the Emerging Markets Debt Fund is the seller (providing protection) on a total notional amount of
$5.1 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 |
|
|
$- |
|
|
|
$(445,011) |
|
|
|
$- |
|
|
|
$- |
|
|
|
$(445,011) |
|
Maximum potential amount of future payments |
|
|
- |
|
|
|
5,074,629 |
|
|
|
- |
|
|
|
- |
|
|
|
5,074,629 |
|
Recourse provisions with third parties to recover any amounts paid under the credit derivative (including any
purchased credit protection)[1] |
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
Collateral held by the Fund can obtain upon occurrence of triggering event |
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
[1] Potential recoveries would include purchased credit derivatives to the extent they offset written credit derivatives which have an
identical underlying, or a netting arrangement or credit support annex with the counterparty. There may be other potential recoveries from recourse provisions where agreements cover multiple derivative arrangements but those amounts have not been
included.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
MAXIMUM POTENTIAL AMOUNT OF FUTURE PAYMENTS BY CONTRACT TERM |
|
|
|
0-6 MONTHS |
|
|
6-12 MONTHS |
|
|
1-5 YEARS |
|
|
5-10 YEARS |
|
|
> 10 YEARS |
|
|
Total |
|
Current credit spread* on underlying (in basis points)[1] |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0-400 |
|
|
$- |
|
|
|
$- |
|
|
|
$- |
|
|
|
$- |
|
|
|
$- |
|
|
|
$- |
|
> than 400 |
|
|
- |
|
|
|
- |
|
|
|
2,974,629 |
|
|
|
- |
|
|
|
2,100,000 |
|
|
|
5,074,629 |
|
Total |
|
|
$- |
|
|
|
$- |
|
|
|
$2,974,629 |
|
|
|
$- |
|
|
|
$2,100,000 |
|
|
|
$5,074,629 |
|
[1] If Management uses credit ratings to evaluate the credit risk of an underlying asset, it may use such ratings in its disclosure by
replacing credit spreads by credit ratings.
|
|
|
20 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2019
Emerging Markets Debt Fund (Continued)
* The credit spread on the underlying asset is generally indicative of the current status of the
underlying risk of the Fund having to perform. The spread also reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into a contract. Higher credit spreads with a shorter contract term is
indicative of a higher likelihood of performance by the Fund.
|
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2019 |
|
21 |