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Sei Institutional International Trust – ‘N-CSRS’ for 3/31/18

On:  Friday, 6/8/18, at 3:15pm ET   ·   Effective:  6/8/18   ·   For:  3/31/18   ·   Accession #:  1193125-18-187928   ·   File #:  811-05601

Previous ‘N-CSRS’:  ‘N-CSRS’ on 6/9/17 for 3/31/17   ·   Next & Latest:  ‘N-CSRS’ on 6/7/19 for 3/31/19

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  As Of                Filer                Filing    For·On·As Docs:Size              Issuer               Agent

 6/08/18  Sei Institutional Int'l Trust     N-CSRS      3/31/18    3:4.3M                                   Donnelley...Solutions/FASit Emerging Markets Debt Fund Class Y (SIEDX) — SIT EMERGING MARKETS DEBT FUND – CLASS F, effective 1-31-2017 (formerly Class A) (SITEX)Sit Emerging Markets Equity Fund Class Y (SEQFX) — SIT EMERGING MARKETS EQUITY FUND – CLASS F, effective 1-31-2017 (formerly Class A) (SIEMX)Sit International Equity Fund 3 Classes/ContractsSit International Fixed Income Fund Class Y (SIFIX) — SIT INTERNATIONAL FIXED INCOME FUND – CLASS F, effective 1-31-2017 (formerly Class A) (SEFIX)

Certified Semi-Annual Shareholder Report by a Management Investment Company   —   Form N-CSR
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: N-CSRS      Sei Institutional International Trust               HTML   2.58M 
 3: EX-99.906CERT  Certification Pursuant to Section 906            HTML      7K 
 2: EX-99.CERT  Certification Pursuant to Section 302               HTML     13K 


N-CSRS   —   Sei Institutional International Trust
Document Table of Contents

Page (sequential)   (alphabetic) Top
 
11st Page  –  Filing Submission
"Schedule of Investments
"Statements of Assets and Liabilities
"Statements of Operations
"Statements of Changes in Net Assets
"Financial Highlights
"Notes to Financial Statements
"Disclosure of Fund Expenses
"Board of Trustees Considerations in Approving the Advisory Agreement and Sub-Advisory Agreements

This is an HTML Document rendered as filed.  [ Alternative Formats ]



  SEI Institutional International Trust  

 

 

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

 

 

FORM N-CSRS

 

 

CERTIFIED SHAREHOLDER REPORT OF REGISTERED MANAGEMENT

INVESTMENT COMPANIES

Investment Company Act File Number 811-05601

 

 

SEI Institutional International Trust

 

 

SEI Investments

One Freedom Valley Drive

Oaks, PA 19456

(Address of principal executive offices) (Zip code)

 

 

CT Corporation

155 Federal Street

Boston, MA 02110

(Name and address of agent for service)

 

 

Registrant’s telephone number, including area code: 1-800-342-5734

Date of fiscal year end: September 30, 2018

Date of reporting period: March 31, 2018

 

 

 


Item 1. Reports to Stockholders.

The registrant’s schedules as of the close of the reporting period, as set forth in §§ 210.12-12 through 210.12-14 of Regulation S-X [17 CFR §§ 210-12.12-12.14], are attached hereto.


LOGO


TABLE OF CONTENTS

 

 

   

Schedule of Investments

     1  

Statements of Assets and Liabilities

     57  

Statements of Operations

     59  

Statements of Changes in Net Assets

     60  

Financial Highlights

     62  

Notes to Financial Statements

     64  

Disclosure of Fund Expenses

     81  

Board of Trustees Considerations in Approving the Advisory Agreement and Sub-Advisory Agreements

     82  

 

The Trust files its complete schedule of portfolio holdings with the Securities and Exchange Commission for the first and third quarter of each fiscal year on Form N-Q within sixty days after the end of the period. The Trust’s Forms N-Q are available on the Commission’s website at http://www.sec.gov, and may be reviewed and copied at the Commission’s Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330.

A description of the policies and procedures that the Trust uses to determine how to vote proxies relating to portfolio securities, as well as information relating to how a Fund voted proxies relating to portfolio securities during the most recent 12-month period ended June 30, is available (i) without charge, upon request, by calling 1-800-DIAL-SEI; and (ii) on the Commission’s website at http://www.sec.gov.


SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2018

International Equity Fund

 

 

LOGO

 

Percentages based on total investments. Includes investments held as collateral for securities on loan (see Note 9).

 

     
Description    Shares     

Market Value

($ Thousands)

 

COMMON STOCK — 92.7%

 

Argentina — 0.0%

     

Ternium SA ADR

     27,562      $ 896  
     

 

 

 

Australia — 2.2%

     

a2 Milk Co Ltd *

     219,154        1,932  

AGL Energy Ltd

     114,498        1,922  

Alumina Ltd

     397,740        730  

Aristocrat Leisure Ltd

     786,289        14,692  

ASX Ltd

     24,116        1,044  

Bank of Queensland Ltd

     63,761        541  

BlueScope Steel Ltd

     579,158        6,838  

Boral Ltd

     109,385        631  

Challenger Ltd/Australia

     83,852        749  

CIMIC Group Ltd

     16,152        556  

Cochlear Ltd

     55,483        7,801  

Computershare Ltd

     85,319        1,138  

CSL Ltd

     130,340        15,708  

CSR Ltd

     233,261        934  

Dexus

     13,257        95  

Downer EDI Ltd

     147,742        735  

Goodman Group

     208,880        1,357  

Insurance Australia Group Ltd

     1,671,970        9,647  

LendLease Group

     91,055        1,217  

Newcrest Mining Ltd

     40,979        617  

Orora Ltd

     214,778        547  

OZ Minerals Ltd

     485,890        3,388  

Qantas Airways Ltd

     2,343,806        10,591  

REA Group Ltd

     7,196        441  

SEEK Ltd

     36,479        525  

Sonic Healthcare Ltd

     14,965        264  

South32 Ltd

     2,967,331        7,395  

Treasury Wine Estates Ltd

     121,239        1,586  
     

 

 

 
        93,621  
     

 

 

 
     
Description    Shares      Market Value
($ Thousands)
 

COMMON STOCK (continued)

 

Austria — 0.7%

     

ANDRITZ AG (A)

     117,300        $ 6,562  

BAWAG Group AG (B)

     143,453        7,895  

CA Immobilien Anlagen AG

     44,156        1,476  

Erste Group Bank AG

     56,659        2,867  

OMV AG

     170,296        9,971  

Raiffeisen Bank International AG

     55,749        2,179  

voestalpine AG

     18,117        953  
     

 

 

 
        31,903  
     

 

 

 

Belgium — 1.2%

     

Ageas

     448,293        23,167  

AGFA-Gevaert NV *

     70,231        272  

bpost SA

     48,502        1,098  

Groupe Bruxelles Lambert SA

     119,653        13,688  

KBC Ancora

     7,853        485  

KBC Group NV

     77,318        6,759  

UCB SA

     51,333        4,193  

Umicore SA

     19,043        1,006  
     

 

 

 
        50,668  
     

 

 

 

Brazil — 0.4%

     

Embraer SA

     1,527,000        9,873  

IRB Brasil Resseguros S/A

     210,500        2,662  

Raia Drogasil SA *

     291,800        6,561  
     

 

 

 
        19,096  
     

 

 

 

Canada — 3.7%

     

Alimentation Couche-Tard Inc, Cl B

     205,725        9,202  

Autohome Inc ADR *

     12,644        1,087  

Bank of Montreal

     61,400        4,635  

Canadian Imperial Bank of Commerce

     149,251        13,165  

Canadian Natural Resources Ltd

     380,856        11,986  

Canadian Pacific Railway Ltd

     178,194        31,422  

Cogeco Communications Inc

     10,970        600  

Dollarama Inc

     57,809        7,021  

Encana Corp

     1,655,655        18,197  

Gildan Activewear Inc

     390,084        11,259  

Manulife Financial Corp

     1,121,705        20,811  

Royal Bank of Canada

     141,893        10,953  

Suncor Energy Inc

     221,650        7,649  

Toronto-Dominion Bank/The

     177,686        10,076  
     

 

 

 
        158,063  
     

 

 

 

China — 1.7%

     

Alibaba Group Holding Ltd ADR *

     84,469        15,504  

Baidu Inc ADR *

     122,000        27,229  

Chongqing Rural Commercial Bank Co Ltd, Cl H

     928,000        718  

Industrial & Commercial Bank of China Ltd, Cl H

     5,360,000        4,666  

Sinopharm Group Co Ltd, Cl H

     280,400        1,412  
 

 

 

SEI Institutional International Trust / Semi-Annual Report / March 31, 2018

   1


SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2018

International Equity Fund (Continued)

 

     
Description    Shares      Market Value
($ Thousands)
 

COMMON STOCK (continued)

 

STMicroelectronics NV

     508,893      $ 11,300  

Tencent Holdings Ltd

     222,800        11,894  
     

 

 

 
        72,723  
     

 

 

 

Denmark — 1.6%

     

Bavarian Nordic A/S *

     17,989        561  

Chr Hansen Holding A/S

     118,800        10,233  

Coloplast A/S, Cl B

     3,455        291  

Danske Bank A/S

     21,792        811  

DSV A/S

     15,585        1,222  

H Lundbeck A/S (A)

     173,189        9,648  

ISS A/S

     520,352        19,197  

Novozymes A/S, Cl B

     205,894        10,628  

Orsted A/S (B)

     36,597        2,390  

Scandinavian Tobacco Group A/S (B)

     783,114        13,868  

Schouw & Co A/S

     5,421        538  

Tryg A/S

     23,381        547  

William Demant Holding A/S *

     12,662        470  
     

 

 

 
        70,404  
     

 

 

 

Finland — 0.9%

     

Elisa OYJ, Cl A

     13,503        611  

Kone OYJ, Cl B

     3,418        171  

Neste Oyj (A)

     183,663        12,787  

Nokian Renkaat OYJ

     11,905        542  

Orion Oyj, Cl B

     65,970        2,021  

Sanoma OYJ

     31,234        366  

Stora Enso OYJ, Cl R

     542,231        9,986  

Tieto OYJ

     20,070        669  

UPM-Kymmene OYJ (A)

     240,187        8,927  

Valmet OYJ (A)

     46,866        939  

Wartsila OYJ Abp, Cl B

     10,722        237  
     

 

 

 
        37,256  
     

 

 

 

France — 7.4%

     

Aeroports de Paris

     9,530        2,079  

Air France-KLM *

     493,305        5,493  

Air Liquide SA

     53,132        6,518  

Airbus SE

     35,136        4,067  

Amundi SA (B)

     5,038        406  

Arkema SA

     64,224        8,395  

Atos SE

     55,766        7,649  

BNP Paribas SA

     136,658        10,141  

Boiron SA

     1,900        160  

Bureau Veritas SA

     7,258        189  

Carrefour SA

     692,722        14,368  

Cie Generale des Etablissements Michelin SCA, Cl B

     8,032        1,188  

CNP Assurances

     77,957        1,969  

Credit Agricole SA

     166,975        2,720  

Dassault Aviation SA

     106        203  

Derichebourg SA

     79,394        700  
     
Description    Shares      Market Value
($ Thousands)
 

COMMON STOCK (continued)

 

Eiffage SA

     8,108      $ 924  

Electricite de France SA

     15,477        225  

Engie SA

     535,746        8,955  

Eramet

     2,845        393  

Essilor International Cie Generale d’Optique SA

     59,392        8,023  

Eurazeo SA

     6,620        610  

Eurofins Scientific SE

     2,810        1,488  

Eutelsat Communications SA

     16,794        334  

Faurecia SA

     14,686        1,190  

Fonciere Des Regions

     6,005        663  

Gecina SA

     4,166        723  

Hermes International

     21,139        12,538  

ICADE

     3,276        318  

Ipsen SA

     50,760        7,899  

IPSOS

     18,645        732  

Kering SA

     14,167        6,786  

Les Nouveaux Constructeurs SA

     630        40  

L’Oreal SA

     34,312        7,752  

LVMH Moet Hennessy Louis Vuitton SE

     40,637        12,542  

Natixis SA

     176,188        1,449  

Nexity SA

     23,599        1,512  

Pernod Ricard SA

     96,381        16,048  

Peugeot SA

     488,541        11,801  

Publicis Groupe SA

     227,813        15,888  

Remy Cointreau SA

     4,380        624  

Safran SA

     48,586        5,157  

Sanofi

     222,022        17,839  

Schneider Electric SE

     325,588        28,697  

SCOR SE

     28,161        1,154  

Societe Generale SA

     259,539        14,124  

Sodexo SA

     37,882        3,811  

Sopra Steria Group

     4,645        948  

SPIE SA

     261,185        5,787  

TechnipFMC PLC

     385,489        11,309  

Television Francaise 1

     49,421        673  

Thales SA

     104,213        12,711  

TOTAL SA

     148,479        8,443  

Ubisoft Entertainment SA *

     19,984        1,690  

Valeo SA

     283,704        18,837  

Veolia Environnement SA

     37,549        890  

Wendel SA

     5,299        827  
     

 

 

 
        318,599  
     

 

 

 

Germany — 7.0%

     

1&1 Drillisch AG

     6,427        433  

adidas AG

     61,520        14,892  

Allianz SE

     111,092        25,130  

Aroundtown SA

     138,134        1,071  

AURELIUS Equity Opportunities SE & Co KGaA (A)

     198,164        13,854  

Axel Springer SE

     9,394        786  
 

 

 

2

  

SEI Institutional International Trust / Semi-Annual Report / March 31, 2018


    

 

    

 

    

 

     
Description    Shares      Market Value
($ Thousands)
 

COMMON STOCK (continued)

 

BASF SE

     232,282      $ 23,608  

Beiersdorf AG

     21,239        2,402  

Brenntag AG

     91,547        5,447  

Commerzbank AG *

     111,475        1,447  

Continental AG

     31,340        8,673  

Covestro AG (B)

     19,658        1,941  

CTS Eventim AG & Co KGaA

     181,573        8,525  

Deutsche Boerse AG

     92,270        12,556  

Deutsche Lufthansa AG

     413,508        13,225  

Deutsche Post AG

     15,467        678  

E.ON SE

     65,759        733  

Fraport AG Frankfurt Airport Services Worldwide

     3,663        361  

Gerresheimer AG (A)

     98,929        8,120  

Hamburger Hafen und Logistik AG

     21,501        484  

Hannover Rueck SE

     1,355        185  

Hella GmbH & Co KGaA

     150,187        9,870  

HOCHTIEF AG

     53,142        9,926  

Infineon Technologies AG

     112,625        3,029  

Innogy SE (B)

     15,013        711  

KION Group AG

     137,026        12,797  

Kloeckner & Co SE

     96,437        1,215  

Linde AG

     133,527        28,123  

MAN SE

     3,486        405  

Puma SE *

     1,965        962  

Rheinmetall AG

     7,870        1,119  

RWE AG

     80,068        1,987  

SAP SE

     319,917        33,451  

SAP SE ADR

     85,708        9,013  

Siemens AG

     133,669        17,074  

Siltronic AG

     1,272        220  

TAG Immobilien AG

     116,973        2,428  

TUI AG

     336,988        7,233  

Uniper SE

     158,545        4,823  

United Internet AG

     121,022        7,604  

Vonovia SE

     22,548        1,118  

Wacker Chemie AG (A)

     17,609        2,890  

Wirecard AG

     11,127        1,320  
     

 

 

 
        301,869  
     

 

 

 

Greece — 0.0%

     

Aegean Airlines SA

     12,601        139  
     

 

 

 

Guernsey — 0.0%

     

Renewables Infrastructure Group Ltd/The

     189,016        282  
     

 

 

 

Hong Kong — 2.4%

     

AIA Group Ltd

     2,392,800        20,543  

ASM Pacific Technology Ltd

     270,800        3,841  

BOC Hong Kong Holdings Ltd

     526,000        2,581  

Chaoda Modern Agriculture Holdings Ltd *

     2,440,000        65  

China Merchants Port Holdings Co Ltd

     2,107,720        4,690  
     
Description    Shares      Market Value
($ Thousands)
 

COMMON STOCK (continued)

 

China Mobile Ltd

     2,829,740      $ 26,138  

Galaxy Entertainment Group Ltd *

     2,343,000        21,559  

Hang Seng Bank Ltd

     63,700        1,482  

HK Electric Investments & HK Electric Investments Ltd (B)

     190,000        184  

Hong Kong Exchanges & Clearing Ltd

     21,200        699  

Link REIT ‡

     96,500        827  

Melco Resorts & Entertainment Ltd ADR

     47,600        1,379  

Minth Group Ltd

     146,000        670  

MTR Corp Ltd

     43,500        235  

Samsonite International SA

     1,654,200        7,597  

Sands China Ltd

     138,400        754  

Sun Hung Kai Properties Ltd

     32,000        509  

Swire Properties Ltd

     47,800        168  

Techtronic Industries Co Ltd

     1,877,500        11,099  
     

 

 

 
        105,020  
     

 

 

 

India — 0.3%

     

HDFC Bank Ltd ADR

     122,157        12,065  
     

 

 

 

Indonesia — 0.0%

     

Bukit Asam Tbk PT

     1,795,500        389  
     

 

 

 

Ireland — 0.9%

     

AIB Group PLC

     2,502,100        15,042  

Experian PLC

     606,946        13,113  

Kerry Group PLC, Cl A

     47,598        4,830  

Ryanair Holdings PLC ADR *

     62,488        7,676  
     

 

 

 
        40,661  
     

 

 

 

Israel — 0.9%

     

Bank Hapoalim BM

     816,506        5,600  

Bank Leumi Le-Israel BM

     2,477,985        14,939  

Check Point Software Technologies Ltd *(A)

     111,414        11,068  

Elbit Systems Ltd

     1,792        215  

First International Bank Of Israel Ltd

     52,158        1,101  

Frutarom Industries Ltd

     6,781        623  

Israel Discount Bank Ltd, Cl A*

     524,464        1,506  

Mizrahi Tefahot Bank Ltd

     91,312        1,745  

Oil Refineries Ltd

     535,142        247  
     

 

 

 
        37,044  
     

 

 

 

Italy — 3.6%

     

Autogrill SpA

     104,178        1,343  

Azimut Holding SpA

     273,670        5,893  

Brembo SpA

     309,295        4,775  

Buzzi Unicem SpA

     701,336        16,425  

CNH Industrial NV

     190,870        2,359  

Enel SpA

     188,331        1,155  

ERG SpA

     32,304        770  

EXOR NV

     111,418        7,917  

Ferrari NV

     88,346        10,610  
 

 

 

SEI Institutional International Trust / Semi-Annual Report / March 31, 2018

   3


SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2018

International Equity Fund (Continued)

 

     
Description    Shares     

Market Value

($ Thousands)

 

COMMON STOCK (continued)

 

Fiat Chrysler Automobiles NV *

     1,064,754      $ 21,681  

Hera SpA

     217,360        796  

Intesa Sanpaolo SpA

     168,238        637  

Luxottica Group SpA

     105,253        6,543  

Mediobanca Banca di Credito Finanziario SpA

     65,317        768  

Recordati SpA

     244,421        9,021  

Saras SpA

     692,920        1,521  

Societa Iniziative Autostradali e Servizi SpA

     109,883        2,048  

Tenaris SA (A)

     1,160,933        20,003  

UniCredit SpA

     1,878,974        39,279  
     

 

 

 
        153,544  
     

 

 

 

Japan — 17.3%

     

77 Bank Ltd/The

     58,600        1,405  

AEON Financial Service Co Ltd

     10,800        251  

Alfresa Holdings Corp

     14,700        331  

ANA Holdings Inc

     81,800        3,178  

Arcland Sakamoto Co Ltd

     44,400        717  

Asahi Glass Co Ltd

     191,200        8,089  

Asahi Group Holdings Ltd

     58,000        3,130  

Asahi Kasei Corp

     188,100        2,517  

Bank of Kyoto Ltd/The

     11,500        653  

Benesse Holdings Inc

     70,400        2,561  

Bridgestone Corp

     145,600        6,409  

Canon Inc

     60,200        2,203  

Canon Marketing Japan Inc

     144,800        3,925  

Central Japan Railway Co

     3,400        649  

Dai Nippon Printing Co Ltd

     486,500        10,121  

Daifuku Co Ltd

     18,700        1,114  

Daiichi Sankyo Co Ltd

     23,400        784  

Daikin Industries Ltd

     109,200        12,135  

Daikyo Inc

     78,000        1,578  

Daito Trust Construction Co Ltd (A)

     78,400        13,392  

Daiwa House Industry Co Ltd (A)

     230,100        8,879  

Disco Corp

     3,300        710  

Don Quijote Holdings Co Ltd

     11,600        668  

East Japan Railway Co

     236,500        22,187  

en-japan Inc (A)

     19,700        1,122  

FANUC Corp

     44,100        11,266  

Fuji Film Holdings

     262,900        10,540  

Fujitsu Ltd

     1,524,000        9,259  

Fukuoka Financial Group Inc

     39,000        215  

Furukawa Electric Co Ltd (A)

     66,600        3,595  

Goldcrest Co Ltd

     21,700        464  

GungHo Online Entertainment Inc (A)

     142,800        473  

Hakuhodo DY Holdings Inc

     34,800        481  

Haseko Corp

     428,000        6,610  

Hikari Tsushin Inc

     4,100        663  

Hitachi Construction Machinery Co Ltd

     17,700        691  

Hitachi Ltd

     305,000        2,220  

Hoya Corp

     88,300        4,467  
     
Description    Shares     

Market Value

($ Thousands)

 

COMMON STOCK (continued)

 

Hulic Co Ltd

     15,900      $ 174  

Idemitsu Kosan Co Ltd

     6,500        248  

ITOCHU Corp

     329,200        6,442  

Japan Airlines Co Ltd

     698,400        28,459  

Japan Exchange Group Inc

     40,100        755  

Japan Post Holdings Co Ltd

     156,200        1,900  

Japan Tobacco Inc

     307,400        8,816  

JFE Holdings Inc

     19,100        386  

JXTG Holdings Inc

     488,500        3,000  

Kajima Corp

     119,000        1,120  

Kansai Electric Power Co Inc/The

     53,300        698  

Kansai Paint Co Ltd

     392,800        9,192  

Kao Corp

     116,500        8,794  

KDDI Corp

     948,000        24,463  

Keyence Corp

     81,700        51,269  

Kirin Holdings Co Ltd

     133,600        3,570  

Kohnan Shoji Co Ltd

     18,000        435  

Koito Manufacturing Co Ltd

     135,810        9,542  

Kokuyo Co Ltd

     79,700        1,556  

Komatsu Ltd

     39,400        1,318  

Konami Holdings Corp

     124,300        6,314  

Kose Corp (A)

     60,200        12,693  

K’s Holdings Corp

     154,800        2,154  

Kuraray Co Ltd

     34,400        599  

Mabuchi Motor Co Ltd

     284,600        14,208  

Makita Corp

     1,000        49  

Marubeni Corp

     285,300        2,085  

McDonald’s Holdings Co Japan Ltd

     10,600        502  

Medipal Holdings Corp

     12,600        263  

MISUMI Group Inc

     13,900        386  

Mitsubishi Chemical Holdings Corp

     520,800        5,075  

Mitsubishi Gas Chemical Co Inc

     175,700        4,259  

Mitsui Chemicals Inc

     14,300        455  

Mixi Inc

     76,700        2,879  

Mochida Pharmaceutical Co Ltd

     6,000        427  

Morinaga Milk Industry Co Ltd

     32,100        1,306  

MS&AD Insurance Group Holdings Inc

     532,000        16,596  

Nabtesco Corp *

     123,200        4,819  

Nexon Co Ltd *

     77,600        1,330  

Nidec Corp

     10,700        1,653  

Nikon Corp

     370,300        6,717  

Nintendo Co Ltd

     1,300        582  

Nippon Express Co Ltd

     17,900        1,188  

Nippon Light Metal Holdings Co Ltd

     214,000        560  

Nippon Soda Co Ltd

     145,000        825  

Nippon Telegraph & Telephone Corp

     94,300        4,391  

Nippon Telegraph & Telephone Corp ADR

     439,238        20,446  

Nippon Valqua Industries Ltd

     16,800        467  

Nisshin Seifun Group Inc

     8,900        177  

Nitori Holdings Co Ltd

     6,300        1,104  

Nomura Real Estate Holdings Inc (A)

     12,900        303  

Noritake Co Ltd/Nagoya Japan

     6,000        259  
 

 

 

4

  

SEI Institutional International Trust / Semi-Annual Report / March 31, 2018


    

 

    

 

    

 

     
Description    Shares     

Market Value

($ Thousands)

 

COMMON STOCK (continued)

 

North Pacific Bank Ltd (A)

     232,900      $ 788  

Obic Co Ltd

     11,700        985  

Oji Holdings Corp

     147,000        950  

Omron Corp

     256,300        15,073  

Oracle Corp Japan *

     7,300        606  

Oriental Land Co Ltd/Japan

     30,600        3,138  

Osaka Gas Co Ltd (A)

     59,300        1,180  

Otsuka Corp

     22,000        1,124  

Outsourcing Inc *

     414,100        7,270  

PALTAC CORPORATION

     115,400        6,286  

Panasonic Corp

     629,800        9,038  

Pigeon Corp

     270,964        12,329  

Plenus Co Ltd

     28,300        552  

Pola Orbis Holdings Inc

     16,000        670  

Prima Meat Packers Ltd

     145,000        819  

Recruit Holdings Co Ltd

     199,600        4,976  

Rohm Co Ltd

     149,100        14,165  

Ryohin Keikaku Co Ltd

     3,500        1,174  

Saizeriya Co Ltd

     84,600        2,406  

Santen Pharmaceutical Co Ltd

     319,800        5,361  

Sawada Holdings Co Ltd *

     3,700        35  

SBI Holdings Inc/Japan

     59,900        1,412  

Seiko Holdings Corp

     24,100        576  

Sekisui House Ltd

     632,800        11,631  

Seven & i Holdings Co Ltd

     244,700        10,521  

Shionogi & Co Ltd

     134,800        7,023  

Shiseido Co Ltd *

     13,600        880  

Showa Corp

     31,500        544  

Showa Shell Sekiyu KK

     31,600        433  

SMC Corp/Japan

     27,900        11,427  

Sompo Holdings Inc

     334,300        13,530  

Sony Corp

     44,400        2,170  

Sony Financial Holdings Inc

     10,100        185  

Square Enix Holdings Co Ltd

     28,000        1,269  

Stanley Electric Co Ltd

     4,600        174  

SUMCO Corp

     8,400        220  

Sumitomo Corp

     151,800        2,550  

Sumitomo Dainippon Pharma Co Ltd (A)

     81,400        1,365  

Sumitomo Heavy Industries Ltd

     181,000        6,952  

Sumitomo Metal Mining Co Ltd

     29,800        1,239  

Sumitomo Mitsui Financial Group Inc

     269,700        11,443  

Sumitomo Mitsui Trust Holdings Inc

     380,822        15,623  

Sundrug Co Ltd

     4,900        229  

Suzuken Co Ltd/Aichi Japan

     40,200        1,696  

Suzuki Motor Corp

     6,500        353  

Sysmex Corp

     94,000        8,680  

Taiheiyo Cement Corp

     17,000        616  

Taisei Corp

     25,600        1,314  

Takeda Pharmaceutical Co Ltd

     498,600        24,286  

THK Co Ltd

     7,700        322  

TIS Inc

     55,800        2,240  

Tochigi Bank Ltd/The

     65,000        252  
     
Description    Shares     

Market Value

($ Thousands)

 

COMMON STOCK (continued)

 

Tokyo Electric Power Co Holdings Inc *

     845,200      $ 3,316  

Tokyo Electron Ltd

     54,900        10,131  

Tokyu Fudosan Holdings Corp

     153,400        1,107  

Tosoh Corp

     76,200        1,512  

TOTO Ltd (A)

     229,100        12,020  

Toyota Motor Corp

     107,600        7,009  

Toyota Motor Corp ADR (A)

     148,433        19,351  

Tsuruha Holdings Inc

     7,100        1,024  

Ube Industries Ltd

     206,900        6,087  

Ulvac Inc

     11,700        670  

USS Co Ltd

     22,800        469  

Wacoal Holdings Corp

     418,852        12,159  

Warabeya Nichiyo Holdings Co Ltd

     19,800        494  

West Japan Railway Co

     4,900        348  

Yakult Honsha Co Ltd

     9,500        712  

Yamada Denki Co Ltd (A)

     41,300        251  

Yamaha Motor Co Ltd

     26,300        786  

Yamazaki Baking Co Ltd

     64,100        1,344  

Yaskawa Electric Corp

     49,600        2,287  
     

 

 

 
        748,017  
     

 

 

 

Malaysia — 0.1%

     

Malayan Banking Bhd

     176,000        479  

Petronas Dagangan Bhd

     78,200        502  

Tenaga Nasional Bhd

     522,600        2,186  
     

 

 

 
        3,167  
     

 

 

 

Malta — 0.0%

     

BGP Holdings *(C)

     198,683         
     

 

 

 

Mexico — 0.3%

     

Alfa SAB de CV, Cl A

     4,914,400        6,271  

Wal-Mart de Mexico SAB de CV

     3,401,000        8,619  
     

 

 

 
        14,890  
     

 

 

 

Netherlands — 5.4%

     

ABN AMRO Group NV (B)

     81,140        2,441  

AerCap Holdings NV *

     225,257        11,425  

Akzo Nobel NV

     236,540        22,381  

ASML Holding NV

     105,832        21,022  

ASR Nederland NV

     95,581        4,097  

Heineken Holding NV

     69,674        7,170  

Heineken NV

     90,594        9,756  

ING Groep NV

     1,540,768        26,094  

Koninklijke Ahold Delhaize NV

     164,173        3,900  

Koninklijke DSM NV

     277,146        27,590  

Koninklijke Volkerwessels NV

     26,649        733  

NN Group NV

     32,715        1,455  

RELX NV

     106,138        2,201  

Royal Dutch Shell PLC, Cl A

     782,036        24,886  

Royal Dutch Shell PLC, Cl B

     800,975        25,680  

Royal Dutch Shell PLC ADR, Cl B (A)

     278,352        18,240  
 

 

 

SEI Institutional International Trust / Semi-Annual Report / March 31, 2018

   5


SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2018

International Equity Fund (Continued)

 

     
Description    Shares     

Market Value

($ Thousands)

 

COMMON STOCK (continued)

 

Unilever NV

     109,064      $ 6,131  

Wolters Kluwer NV

     313,851        16,668  
     

 

 

 
        231,870  
     

 

 

 

New Zealand — 0.1%

     

Air New Zealand Ltd

     896,722        2,099  

Fisher & Paykel Healthcare Corp Ltd

     107,525        1,026  

Meridian Energy Ltd

     115,219        238  

Spark New Zealand Ltd

     61,043        148  
     

 

 

 
        3,511  
     

 

 

 

Norway — 1.3%

     

Aker Solutions ASA *

     1,623,185        8,723  

Marine Harvest ASA

     929,309        18,706  

Norsk Hydro ASA

     1,369,271        8,012  

Orkla ASA

     21,176        227  

Statoil ASA

     88,086        2,078  

Telenor ASA

     732,195        16,609  
     

 

 

 
        54,355  
     

 

 

 

Portugal — 0.0%

     

Altri SGPS SA

     49,972        334  

Galp Energia SGPS SA, Cl B

     42,092        793  

Navigator Co SA/The

     50,665        299  
     

 

 

 
        1,426  
     

 

 

 

Russia — 0.3%

     

Yandex NV, Cl A*

     284,433        11,221  
     

 

 

 

Singapore — 1.3%

     

CapitaLand Commercial Trust 

     479,800        672  

City Developments Ltd

     1,516,300        15,127  

DBS Group Holdings Ltd

     931,600        19,881  

Hong Leong Finance Ltd

     118,200        243  

Oversea-Chinese Banking Corp Ltd

     1,335,700        13,171  

Singapore Airlines Ltd

     133,700        1,112  

Singapore Exchange Ltd

     250,300        1,416  

United Overseas Bank Ltd

     12,800        270  

UOL Group Ltd

     125,300        821  

Venture Corp Ltd

     74,100        1,604  
     

 

 

 
        54,317  
     

 

 

 

South Africa — 0.1%

     

Investec PLC

     416,323        3,251  

Reunert Ltd

     58,815        370  
     

 

 

 
        3,621  
     

 

 

 

South Korea — 2.2%

     

BNK Financial Group Inc

     155,928        1,563  

KT Corp ADR *

     490,614        6,721  

LG Display Co Ltd
ADR *(A)

     274,703        3,324  

LG Electronics Inc

     7,612        791  
     
Description    Shares     

Market Value

($ Thousands)

 

COMMON STOCK (continued)

 

Samsung Electronics Co Ltd

     17,389      $ 40,532  

SK Hynix Inc

     111,732        8,541  

SK Telecom Co Ltd

     85,516        18,529  

SK Telecom Co Ltd ADR

     675,621        16,330  
     

 

 

 
        96,331  
     

 

 

 

Spain — 1.5%

     

Abertis Infraestructuras SA

     117,443        2,630  

ACS Actividades de Construccion y Servicios SA

     295,899        11,563  

Aena SME SA (B)

     10,908        2,203  

Amadeus IT Group SA, Cl A

     30,307        2,243  

Banco Bilbao Vizcaya Argentaria SA

     1,149,604        9,117  

Bankinter SA

     92,288        948  

CaixaBank SA

     1,635,868        7,796  

Ebro Foods SA

     48,403        1,229  

Ence Energia y Celulosa SA

     155,014        1,173  

Industria de Diseno Textil SA

     126,549        3,962  

International Consolidated Airlines Group SA

     97,940        849  

Papeles y Cartones de Europa SA

     16,428        286  

Red Electrica Corp SA

     105,363        2,169  

Repsol SA

     160,623        2,856  

Unicaja Banco SA (B)

     10,026,905        17,342  
     

 

 

 
        66,366  
     

 

 

 

Sweden — 1.8%

     

Alfa Laval AB

     217,963        5,153  

Assa Abloy AB, Cl B

     294,143        6,338  

Atlas Copco AB, Cl A

     302,514        13,114  

Atlas Copco AB, Cl B

     47,326        1,844  

Boliden AB

     25,344        889  

Electrolux AB, Cl B

     314,597        9,890  

Granges AB

     35,728        419  

Hemfosa Fastigheter AB

     57,852        702  

Hexagon AB, Cl B

     128,475        7,632  

Investor AB, Cl B

     24,772        1,096  

Millicom International Cellular SA

     178,562        12,183  

Oriflame Holding AG

     51,285        2,459  

Sandvik AB

     444,238        8,112  

Swedish Match AB

     49,448        2,236  

Volvo AB, Cl B

     427,759        7,831  
     

 

 

 
        79,898  
     

 

 

 

Switzerland — 7.1%

     

ABB Ltd

     983,421        23,368  

Adecco Group AG

     177,448        12,618  

Aryzta AG *(A)

     303,982        6,746  

Baloise Holding AG

     8,304        1,269  

Barry Callebaut AG

     371        724  

Cie Financiere Richemont SA

     160,204        14,386  

Clariant AG

     42,437        1,012  

Coca-Cola HBC AG

     52,394        1,933  
 

 

 

6

  

SEI Institutional International Trust / Semi-Annual Report / March 31, 2018


    

 

    

 

    

 

     
Description    Shares     

Market Value

($ Thousands)

 

COMMON STOCK (continued)

 

  

Emmi AG

     1,041      $ 855  

EMS-Chemie Holding AG

     1,356        856  

Ferguson PLC

     214,104        16,155  

Flughafen Zurich AG

     3,040        672  

Givaudan SA (A)

     8,611        19,579  

Julius Baer Group Ltd

     156,386        9,622  

Kuehne + Nagel International AG

     57,150        8,987  

Lonza Group AG

     45,424        10,733  

Nestle SA

     314,877        24,851  

Novartis AG

     387,112        31,196  

Pargesa Holding SA

     4,733        419  

Partners Group Holding AG

     14,316        10,655  

Roche Holding AG

     174,363        39,955  

Schindler Holding AG

     3,839        820  

SGS SA

     4,467        10,961  

Sika AG

     1,344        10,543  

Sonova Holding AG

     39,210        6,218  

Straumann Holding AG

     1,791        1,131  

Swiss Life Holding AG

     39,998        14,260  

Swiss Re AG

     44,382        4,515  

Swisscom AG (A)

     1,852        918  

Tecan Group AG

     3,617        764  

UBS Group AG

     393,725        6,913  

Zurich Insurance Group AG

     38,774        12,733  
     

 

 

 
        306,367  
     

 

 

 

Taiwan — 0.4%

     

China Development Financial Holding Corp

     4,714,000        1,681  

Formosa Advanced Technologies Co Ltd

     207,000        236  

HannStar Display Corp

     1,603,000        562  

IEI Integration Corp

     160,000        208  

Simplo Technology Co Ltd

     208,000        1,338  

Taiwan Semiconductor Manufacturing Co Ltd ADR

     308,765        13,512  

UPC Technology Corp

     733,000        478  
     

 

 

 
        18,015  
     

 

 

 

Thailand — 0.1%

 

  

Bangchak Corp PCL

     989,000        1,167  

Banpu PCL

     1,918,800        1,225  

Esso Thailand PCL

     599,100        342  

PTT Exploration & Production PCL

     166,100        614  

Quality Houses PCL

     3,783,400        355  
     

 

 

 
        3,703  
     

 

 

 

United Kingdom — 14.2%

 

  

3i Group PLC

     193,213        2,335  

Abcam PLC

     51,217        890  

Admiral Group PLC

     15,140        392  

Anglo American PLC

     42,196        980  

Antofagasta PLC

     16,494        213  

Aon PLC

     75,147        10,545  
     
Description    Shares     

Market Value

($ Thousands)

 

COMMON STOCK (continued)

 

  

Ashtead Group PLC

     446,138      $ 12,221  

Associated British Foods PLC

     112,280        3,929  

AstraZeneca PLC

     307,974        21,123  

Aviva PLC

     3,147,661        21,977  

Balfour Beatty PLC

     2,483,272        9,359  

Bank of Ireland Group PLC

     1,646,248        14,320  

Barclays PLC

     10,205,811        29,731  

Barratt Developments PLC

     168,267        1,259  

Berkeley Group Holdings PLC

     38,369        2,038  

BHP Billiton PLC

     450,340        8,863  

BP PLC

     4,458,586        30,020  

BP PLC ADR

     189,922        7,699  

British American Tobacco PLC

     549,593        31,824  

Bunzl PLC

     391,133        11,532  

Burberry Group PLC

     65,416        1,556  

Carnival PLC

     173,002        11,136  

Cobham PLC *

     7,191,724        12,430  

Compass Group PLC

     1,248,714        25,487  

Cranswick PLC

     9,419        376  

CRH PLC

     188,190        6,350  

Croda International PLC

     10,477        672  

DCC PLC

     63,735        5,878  

Diageo PLC

     317,136        10,706  

Direct Line Insurance Group PLC

     32,788        176  

easyJet PLC

     30,728        695  

Evraz PLC

     551,309        3,380  

Genus PLC

     13,935        456  

GlaxoSmithKline PLC

     1,822,784        35,517  

Glencore PLC

     410,324        2,030  

Hargreaves Lansdown PLC

     48,139        1,106  

Hays PLC

     1,583,408        4,201  

Howden Joinery Group PLC

     1,103,780        7,159  

HSBC Holdings PLC

     734,313        6,866  

Imperial Brands PLC ADR

     12,508        433  

Inchcape PLC

     57,618        560  

Indivior PLC *

     326,107        1,870  

InterContinental Hotels Group PLC

     17,103        1,024  

Intertek Group PLC

     30,747        2,015  

Investec PLC

     407,105        3,153  

JD Sports Fashion PLC

     95,690        453  

Johnson Matthey PLC

     21,828        935  

Kingfisher PLC

     3,183,244        13,106  

Legal & General Group PLC

     1,144,962        4,157  

Lloyds Banking Group PLC

     30,696,195        27,883  

London Stock Exchange Group PLC

     157,444        9,136  

Micro Focus International PLC

     326,096        4,527  

Mondi PLC

     75,570        2,035  

NEX Group PLC

     75,308        1,036  

Pagegroup PLC

     91,024        688  

Pearson PLC

     58,705        618  

Persimmon PLC

     119,562        4,243  

Prudential PLC

     1,089,803        27,300  
 

 

 

SEI Institutional International Trust / Semi-Annual Report / March 31, 2018

   7


SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2018

International Equity Fund (Concluded)

 

     
Description    Shares     

Market Value

($ Thousands)

 

COMMON STOCK (continued)

 

  

QinetiQ Group PLC

     319,745      $ 929  

Redrow PLC

     61,682        516  

RELX PLC

     776,950        15,996  

Rolls-Royce Holdings PLC

     813,776        9,986  

Royal Bank of Scotland Group PLC *

     5,800,199        21,119  

Royal Mail PLC

     150,459        1,143  

RSA Insurance Group PLC

     197,746        1,750  

Schroders PLC

     117,139        5,258  

Segro PLC

     191,650        1,620  

Smith & Nephew PLC

     47,772        894  

Smiths Group PLC

     3,314        71  

Spectris PLC

     197,961        7,502  

SSE PLC

     990,868        17,736  

SSP Group Plc

     80,717        694  

St James’s Place PLC

     550,831        8,426  

Standard Life Aberdeen PLC

     247,004        1,251  

Subsea 7 SA *

     313,551        4,014  

Tate & Lyle PLC

     322,683        2,472  

Taylor Wimpey PLC

     564,507        1,462  

Tesco PLC

     7,216,209        20,895  

Unilever PLC

     12,141        672  

Vodafone Group PLC

     5,365,472        14,660  

Weir Group PLC/The

     308,749        8,664  

William Hill PLC

     135,535        630  
     

 

 

 
        610,959  
     

 

 

 

United States — 4.3%

     

Accenture PLC, CI A

     91,256        14,008  

Alarm.com Holdings Inc *

     53,173        2,007  

Axis Capital Holdings Ltd

     337,488        19,429  

Chubb Ltd

     92,796        12,692  

Coca-Cola European Partners PLC

     7,612        317  

Core Laboratories NV (A)

     102,788        11,124  

Delphi Technologies PLC

     60,467        2,881  

Delta Air Lines Inc

     108,907        5,969  

Facebook Inc, Cl A *

     48,528        7,754  

Flex Ltd *

     671,017        10,958  

ICON PLC *

     202,923        23,973  

Luxoft Holding Inc, Cl A *

     222,618        9,116  

Masonite International Corp *

     131,682        8,079  

Microsoft Corp

     78,931        7,204  

ProPetro Holding
Corp *(A)

     383,474        6,093  

Sensata Technologies Holding PLC *

     157,900        8,184  

STMicroelectronics NV, CI Y (A)

     45,199        1,007  

TE Connectivity Ltd

     52,338        5,229  

Tower Semiconductor Ltd *

     190,100        5,116  

UBS Group AG (A)

     1,038,014        18,331  
     
Description    Shares      Market Value
($ Thousands)
 

COMMON STOCK (continued)

 

  

Univar Inc *

     216,606      $ 6,011  
     

 

 

 
        185,482  
     

 

 

 

Total Common Stock
(Cost $3,415,751) ($ Thousands)

 

     3,997,758  
     

 

 

 

PREFERRED STOCK — 1.7%

 

  

Germany — 1.2%

     

FUCHS PETROLUB SE

     1,005        55  

Henkel AG & Co KGaA

     76,061        10,009  

Volkswagen AG

     201,270        40,113  
     

 

 

 
        50,177  
     

 

 

 

South Korea — 0.5%

     

Hyundai Motor Co

     99,732        8,092  

Samsung Electronics Co Ltd

     7,738        14,848  
     

 

 

 
        22,940  
     

 

 

 

Total Preferred Stock
(Cost $63,417) ($ Thousands)

 

     73,117  
     

 

 

 

AFFILIATED PARTNERSHIP — 4.2%

 

SEI Liquidity Fund, L.P.

     

1.750% **(D)

     180,665,947        180,654  
     

 

 

 

Total Affiliated Partnership
(Cost $180,666) ($ Thousands)

 

     180,654  
     

 

 

 

CASH EQUIVALENT — 3.4%

 

  

SEI Daily Income Trust, Government Fund, Cl F

     

1.430%**

     145,244,597        145,245  
     

 

 

 

Total Cash Equivalent
(Cost $145,245) ($ Thousands)

 

     145,245  
     

 

 

 

Total Investments in Securities— 102.0%
(Cost $3,805,079) ($ Thousands)

 

   $ 4,396,774  
     

 

 

 
 

 

 

8

  

SEI Institutional International Trust / Semi-Annual Report / March 31, 2018


    

 

    

 

    

 

A list of the open futures contracts held by the Fund at March 31, 2018, is as follows:

 

Type of Contract   

Number of
Contracts

Long (Short)

     Expiration Date      Notional Amount
(Thousands)
    

Value

(Thousands)

    

Unrealized

Appreciation/

(Depreciation)

(Thousands)

 

DJ Euro Stoxx 50 Index

     1,476        Jun-2018      $ 60,557      $ 59,559      $ (532

FTSE 100 Index

     336        Jun-2018        33,191        32,963        (300

Hang Seng Index

     38        Apr-2018        7,463        7,275        (186

SPI 200 Index

     122        Jun-2018        14,276        13,419        (525

TOPIX Index

     252        Jun-2018        40,490        40,436        49  
        

 

 

    

 

 

    

 

 

 
         $     155,977      $     153,652        $    (1,494
        

 

 

    

 

 

    

 

 

 

 

Percentages are based on Net Assets of $4,309,844 ($ Thousands).

 

* Non-income producing security.

 

** Rate shown is the 7-day effective yield as of March 31, 2018.

 

  Investment in Affiliated Security (see Note 5).

 

  Real Estate Investment Trust.

 

(A) Certain securities or partial positions of certain securities are on loan at March 31, 2018 (see Note 9). The total market value of securities on loan at March 31, 2018 was $174,938 ($ 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 March 31, 2018, the value of these securities amounted to $49,381 ($ Thousands), representing 1.15% of the Net Assets of the Fund.

 

(C) Level 3 security in accordance with fair value hierarchy.

 

(D) This security was purchased with cash collateral held from securities on loan (see Note 9). The total market value of such securities as of March 31, 2018 was $180,654 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

DJ— Dow Jones

FTSE — Financial Times and Stock Exchange

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

SPI — Share Price Index

TOPIX — Tokyo Price Index

The following is a list of the level of inputs used as of March 31, 2018, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

 

Investments in Securities   Level 1     Level 2     Level 3     Total  

Common Stock

  $ 3,996,242     $ 1,516     $ –^     $ 3,997,758  

Preferred Stock

    73,117                   73,117  

Affiliated Partnership

          180,654             180,654  

Cash Equivalent

    145,245                   145,245  
 

 

 

   

 

 

   

 

 

   

 

 

 

Total Investments in Securities

  $  4,214,604     $  182,170     $     $  4,396,774  
 

 

 

   

 

 

   

 

 

   

 

 

 

    

       
Other Financial Instruments   Level 1     Level 2     Level 3     Total  

Futures Contracts *

       

Unrealized Appreciation

  $ 49     $     $     $ 49  

Unrealized Depreciation

    (1,543)                   (1,543)  
 

 

 

   

 

 

   

 

 

   

 

 

 

Total Other Financial Instruments

  $ (1,494)     $     $     —     $ (1,494)  
 

 

 

   

 

 

   

 

 

   

 

 

 

^One security with market value of $0.

*Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.

For the six months ended March 31, 2018, there were transfers between Level 1 and Level 2 assets and liabilities. The primary reason for changes in the classifications between Levels 1 and 2 occurs when foreign equity securities are fair valued using other observable market-based inputs in place of the closing exchange price due to events occurring after the close of the exchange or market on which the investment is principally traded.

For the six months ended March 31, 2018, there were no transfers between Level 2 and Level 3 assets and liabilities.

For more information on valuation inputs, see Note 2 – Significant Accounting Policies in Notes to Financial Statements.

Amounts designated as “—” are $0 or have been rounded to $0.

 

 

The following is a summary of the transactions with affiliates for the six months ended March 31, 2018 ($ Thousands):

 

Security Description   Value at
9/30/2017
    Purchases at
Cost
    Proceeds from
Sales
    Realized Gain
(Loss)
   

Change in Unrealized
Appreciation

(Depreciation)

   

Value

3/31/2018

   

Dividend

Income

 

SEI Liquidity Fund, L.P.

    $  131,091       $  538,415       $  (488,838)       $  2       $  (16)       $  180,654       $  776  

SEI Daily Income Trust, Government Fund, Cl F

    106,620       116,811       (78,186)                   145,245       646  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Totals

    $  237,711       $  655,226       $  (567,024)       $  2       $  (16)       $  325,899       $  1,422  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

The accompanying notes are an integral part of the financial statements.

 

 

SEI Institutional International Trust / Semi-Annual Report / March 31, 2018

  9


SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2018

Emerging Market Equity Fund

 

 

 

 

LOGO

Percentages based on total investments. Includes investments held as collateral for securities on loan (see Note 9).

 

     
Description    Shares      Market Value
($ Thousands)
 

COMMON STOCK — 92.4%

     

Argentina — 0.5%

     

Arcos Dorados Holdings Inc, Cl A

     226,800      $ 2,075  

Cresud SACIF y A ADR

     84,609        1,705  

IRSA Inversiones y Representaciones SA ADR (A)

     75,700        1,790  

Tenaris ADR

     48,700        1,688  

YPF SA ADR

     88,600        1,916  
     

 

 

 
        9,174  
     

 

 

 

Austria — 0.2%

     

Erste Group Bank AG

     83,444        4,223  
     

 

 

 

Brazil — 6.5%

     

Ambev SA

     298,900        2,177  

Ambev SA ADR

     441,156        3,207  

Atacadao Distribuicao Comercio e Industria Ltda *

     950,800        4,320  

Azul ADR *

     92,173        3,203  

B2W Cia Digital *

     1,330,384        10,207  

B3 - Brasil Bolsa Balcao *

     668,200        5,382  

Banco Bradesco SA ADR *

     963,884        11,451  

Banco do Brasil SA *

     83,900        1,044  

Banco Santander Brasil

     69,000        830  

Banco Santander Brasil SA ADR

     110,800        1,332  

BB Seguridade Participacoes SA

     62,200        548  

BK Brasil Operacao e Assessoria a Restaurantes SA *

     698,917        3,354  

BRF SA ADR *(A)

     265,400        1,837  

Centrais Eletricas Brasileiras *

     91,800        577  

Cia de Saneamento Basico do Estado de Sao Paulo *

     43,800        463  

 

     
Description    Shares      Market Value
($ Thousands)
 

COMMON STOCK (continued)

 

  

Cia de Saneamento de Minas Gerais *

     50,800      $ 735  

Cielo SA

     88,600        552  

Cosan SA Industria e Comercio

     235,000        2,938  

CVC Brasil Operadora e Agencia de Viagens *

     96,500        1,760  

Duratex *

     367,000        1,309  

EcoRodovias Infraestrutura e Logistica

     105,300        278  

EDP - Energias do Brasil SA

     265,700        1,067  

Energisa SA

     587,914        6,083  

Engie Brasil Energia SA

     112,400        1,323  

Estacio Participacoes SA

     106,200        1,118  

Fleury SA

     73,400        601  

Hypermarcas SA

     536,860        5,823  

IRB Brasil Resseguros S/A

     102,887        1,301  

Kroton Educacional SA

     143,100        588  

Localiza Rent a Car SA *

     149,600        1,284  

Magazine Luiza SA

     128,100        3,804  

MRV Engenharia e Participacoes SA

     166,700        817  

Petrobras Distribuidora SA *

     957,425        6,660  

Petroleo Brasileiro SA ADR *

     1,271,109        17,974  

Porto Seguro SA *

     56,900        829  

Rumo SA *

     2,666,871        10,544  

Suzano Papel e Celulose SA

     274,000        2,761  

Telefonica Brasil SA ADR

     267,086        4,102  

TIM Participacoes SA ADR

     155,452        3,369  

Vale SA ADR, Cl B *

     332,972        4,235  
     

 

 

 
        131,787  
     

 

 

 

Canada — 0.9%

     

First Quantum Minerals Ltd

     955,840        13,412  

Pan American Silver Corp

     121,479        1,962  

Parex Resources Inc *

     166,806        2,344  
     

 

 

 
        17,718  
     

 

 

 

Chile — 0.6%

     

Banco Santander Chile

     14,355,344        1,210  

Cencosud SA

     510,388        1,563  

Cia Cervecerias Unidas SA ADR

     71,077        2,090  

Embotelladora Andina SA ADR, Cl B

     10,559        309  

Empresas COPEC SA

     124,342        1,953  

SACI Falabella

     376,290        3,631  

Sociedad Quimica y Minera de Chile SA ADR (A)

     25,300        1,243  
     

 

 

 
        11,999  
     

 

 

 

China — 19.7%

     

AAC Technologies Holdings Inc

     86,133        1,593  

Agile Group Holdings

     368,000        773  

Agricultural Bank of China Ltd, Cl H

     13,009,932        7,490  

Air China Ltd, Cl H

     1,226,000        1,585  

Alibaba Group Holding Ltd ADR *

     261,777        48,047  

Angang Steel Co Ltd, Cl H (A)

     8,660,768        8,396  

Anhui Conch Cement Co Ltd, Cl H

     813,500        4,487  

ANTA Sports Products Ltd

     996,069        5,061  

Baidu Inc ADR *

     134,768        30,079  
 

 

 

10

  

SEI Institutional International Trust / Semi-Annual Report / March 31, 2018


    

 

    

 

    

 

     
Description    Shares      Market Value
($ Thousands)
 

COMMON STOCK (continued)

 

  

Bank of China Ltd, Cl H

     9,542,105      $ 5,197  

Beijing Capital International Airport Co Ltd, Cl H

     734,000        991  

BEST ADR *(A)

     47,281        487  

Changyou.com Ltd ADR *

     98,500        2,747  

China Communications Construction, Cl H

     584,000        605  

China Construction Bank Corp, Cl H

     20,181,379        21,020  

China Merchants Bank Co Ltd, Cl H

     910,576        3,780  

China National Building Material Co Ltd, Cl H (A)

     9,204,000        10,155  

China Oilfield Services, CI H

     1,062,000        1,119  

China Pacific Insurance Group, CI H

     220,000        1,001  

China Petroleum & Chemical Corp, Cl H

     4,262,000        3,829  

China Railway Construction Corp Ltd, Cl H

     97,000        98  

China Shenhua Energy Co Ltd, Cl H

     1,560,500        3,926  

China Vanke Co Ltd, Cl H

     697,200        3,224  

Chongqing Rural Commercial Bank Co Ltd, Cl H

     1,874,612        1,451  

CITIC Securities Co Ltd, Cl H

     3,732,900        8,659  

Country Garden Holdings

     1,381,000        2,896  

Ctrip.com International Ltd ADR *

     76,537        3,568  

Dongfeng Motor Group Co Ltd, Cl H

     696,000        813  

Guangzhou R&F Properties Co Ltd

     1,400,800        3,541  

Industrial & Commercial Bank of China Ltd, Cl H

     35,933,868        31,281  

JD.com Inc ADR *

     96,615        3,912  

Jiangsu Expressway Co Ltd, Cl H

     352,000        500  

Kingdee International Software Group (A)

     728,000        743  

Kingsoft Corp Ltd

     1,069,000        3,455  

Longfor Properties Co Ltd

     170,500        526  

Momo Inc ADR *

     120,954        4,521  

NetEase Inc ADR

     26,885        7,538  

PICC Property & Casualty Co Ltd, Cl H

     3,253,700        5,767  

Ping An Insurance Group Co of China Ltd, Cl H

     2,189,857        22,609  

Qudian Inc ADR *(A)

     53,600        627  

SINA Corp/China *

     116,706        12,169  

Sinopec Engineering Group Co Ltd, Cl H

     556,500        557  

Sinopec Shanghai Petrochemical Co Ltd, Cl H

     6,650,000        4,076  

Sinopharm Group Co Ltd, Cl H

     552,800        2,784  

Sinotrans Ltd, Cl H

     696,000        385  

Sinotruk Hong Kong Ltd

     272,500        327  

Sohu.com Inc *

     161,700        5,000  

Tencent Holdings Ltd

     1,342,225        71,656  

Tingyi Cayman Islands Holding Corp

     2,126,000        4,419  

TravelSky Technology Ltd, Cl H

     273,000        801  

Tsingtao Brewery Co Ltd, Cl H

     272,000        1,431  

Uni-President China Holdings Ltd

     3,727,400        3,246  

Vipshop Holdings Ltd ADR *

     391,163        6,501  

Want Want China Holdings Ltd

     1,182,000        952  

Weibo Corp ADR *

     31,241        3,735  

Weichai Power Co Ltd, Cl H

     876,000        994  
     
Description    Shares      Market Value
($ Thousands)
 

COMMON STOCK (continued)

 

  

Zhejiang Expressway Co Ltd, Cl H

     1,418,000      $ 1,456  

Zhuzhou CRRC Times Electric Co Ltd, Cl H

     1,061,600        5,187  

Zijin Mining Group Co Ltd, Cl H

     2,872,000        1,298  

ZTO Express Cayman Inc ADR *(A)

     316,579        4,746  
     

 

 

 
        399,817  
     

 

 

 

Colombia — 0.1%

     

Bancolombia SA ADR, Cl R

     50,178        2,108  

Ecopetrol

     524,214        491  
     

 

 

 
        2,599  
     

 

 

 

Czech Republic — 0.2%

     

CEZ AS

     37,324        931  

Komercni banka as

     68,250        3,118  
     

 

 

 
        4,049  
     

 

 

 

Egypt — 0.3%

     

Commercial International Bank Egypt SAE GDR

     1,049,531        5,332  
     

 

 

 

Greece — 0.4%

     

Eurobank Ergasias SA *

     4,569,650        4,342  

National Bank of Greece SA *

     9,852,553        3,181  
     

 

 

 
        7,523  
     

 

 

 

Hong Kong — 8.7%

     

3SBio (B)

     577,500        1,318  

ASM Pacific Technology Ltd

     290,000        4,113  

BAIC Motor Corp Ltd, Cl H (B)

     483,000        600  

Beijing Enterprises Holdings Ltd

     474,200        2,508  

Beijing Enterprises Water Group Ltd

     2,422,000        1,364  

Brilliance China Automotive Holdings Ltd

     4,253,077        8,993  

Chaoda Modern Agriculture Holdings Ltd *

     2,056,181        55  

China Conch Venture Holdings Ltd

     1,602,000        4,928  

China Everbright International Ltd

     7,701,100        10,894  

China Everbright Ltd

     732,000        1,549  

China Gas Holdings Ltd

     1,038,400        3,814  

China High Precision Automation Group
Ltd *(C)

     1,385,624         

China Huarong Asset Management Co Ltd, Cl H (B)

     2,192,000        929  

China Medical System Holdings Ltd

     5,329,200        12,222  

China Mengniu Dairy Co Ltd

     1,281,000        4,424  

China Mobile Ltd

     688,541        6,360  

China Mobile Ltd ADR

     191,585        8,765  

China Overseas Land & Investment Ltd

     532,000        1,869  

China Resources Cement Holdings

     468,000        409  

China State Construction International Holdings Ltd

     5,093,923        6,276  

China Taiping Insurance Holdings Co Ltd

     708,591        2,385  

China Travel International Investment Hong Kong Ltd

     812,000        290  

CITIC Ltd

     2,777,000        3,906  

CNOOC Ltd

     5,543,607        8,285  

CSPC Pharmaceutical Group Ltd

     654,000        1,761  
 

 

 

SEI Institutional International Trust / Semi-Annual Report / March 31, 2018

   11


SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2018

Emerging Market Equity Fund (Continued)

 

     
Description    Shares      Market Value
($ Thousands)
 

COMMON STOCK (continued)

 

  

Dali Foods Group (B)

     297,000      $ 246  

Far East Horizon

     601,000        642  

Galaxy Entertainment Group Ltd *

     848,548        7,808  

Geely Automobile Holdings Ltd

     439,000        1,291  

Guangzhou Automobile Group Co Ltd, Cl H

     2,218,000        4,133  

Haier Electronics Group Co Ltd

     1,134,100        4,072  

Kingboard Chemical Holdings Ltd

     89,500        414  

Kingboard Laminates Holdings Ltd

     227,000        333  

Kunlun Energy

     562,000        489  

Li Ning Co Ltd *

     2,948,000        3,046  

Logan Property Holdings

     296,000        458  

Minth Group Ltd

     32,350        148  

Nine Dragons Paper Holdings Ltd

     945,000        1,435  

Pacific Basin Shipping *

     3,187,000        860  

People’s Insurance Co Group of China Ltd/ The, Cl H

     4,135,000        1,956  

Postal Savings Bank of China, Cl H (B)

     577,000        366  

Sands China Ltd

     1,138,404        6,203  

Semiconductor Manufacturing International
Corp *(A)

     6,130,455        8,143  

Shandong Weigao Group Medical Polymer Co Ltd, Cl H

     788,000        528  

Shimao Property Holdings Ltd

     1,308,500        3,766  

Sino Biopharmaceutical Ltd

     3,254,200        6,493  

SMI Holdings Group Ltd (A)

     1,759,200        761  

Sun Art Retail Group Ltd

     1,343,000        1,575  

Sunny Optical Technology Group Co Ltd

     746,078        14,100  

Techtronic Industries Co Ltd

     933,500        5,518  

Xinyi Glass Holdings Ltd

     1,688,000        2,566  

Yuexiu Property Co Ltd

     2,934,000        700  

Yuzhou Properties

     440,000        303  
     

 

 

 
        176,370  
     

 

 

 

Hungary — 0.3%

     

MOL Hungarian Oil & Gas PLC

     212,325        2,322  

OTP Bank PLC

     100,066        4,512  
     

 

 

 
        6,834  
     

 

 

 

India — 8.3%

     

Adani Ports & Special Economic Zone Ltd

     1,155,529        6,323  

Ashok Leyland

     1,182,650        2,660  

Axis Bank Ltd

     380,756        3,005  

Bajaj Auto Ltd

     149,323        6,321  

Bharat Forge Ltd

     183,882        1,989  

Bharti Infratel Ltd

     764,942        3,961  

Coal India

     92,062        402  

Cummins India Ltd

     231,979        2,502  

Cyient

     123,356        1,322  

Dabur India Ltd

     591,637        2,995  

Dewan Housing Finance Corp Ltd

     380,292        3,009  

Escorts Ltd

     308,662        3,907  

Federal Bank

     1,118,395        1,545  

HCL Technologies Ltd

     526,901        7,853  
     
Description    Shares      Market Value
($ Thousands)
 

COMMON STOCK (continued)

 

  

HDFC Bank

     122,132      $ 3,553  

HDFC Bank Ltd ADR

     32,359        3,196  

Hexaware Technologies Ltd

     55,460        323  

Hindalco Industries Ltd

     415,646        1,382  

Hindustan Petroleum Corp Ltd

     184,393        981  

Hindustan Unilever Ltd

     267,159        5,472  

Housing Development Finance Corp Ltd

     250,431        7,047  

ICICI Bank Ltd

     1,182,069        5,088  

ICICI Bank Ltd ADR

     900,962        7,974  

Indiabulls Housing Finance Ltd

     32,203        617  

Indian Oil Corp Ltd

     495,365        1,352  

Infosys Ltd

     404,796        7,067  

Infosys Ltd ADR (A)

     35,689        637  

ITC Ltd

     362,200        1,426  

JM Financial

     526,380        1,055  

LIC Housing Finance

     50,028        415  

Mahindra & Mahindra Financial Services Ltd

     127,337        911  

Maruti Suzuki India Ltd

     4,283        586  

Muthoot Finance Ltd

     62,459        394  

National Aluminium Co Ltd

     250,410        259  

NCC Ltd/India

     1,348,784        2,460  

NHPC Ltd

     133,346        57  

NMDC Ltd

     176,884        325  

Oil & Natural Gas Corp Ltd

     192,343        528  

Parag Milk Foods Ltd (B)

     20,457        79  

Petronet LNG Ltd

     117,390        419  

Power Grid Corp of India Ltd

     1,069,379        3,184  

Prestige Estates Projects Ltd

     276,256        1,247  

Rain Industries

     84,180        491  

Reliance Industries Ltd

     580,338        7,918  

Reliance Industries Ltd GDR (B)

     718,912        19,524  

Rural Electrification Corp Ltd

     413,412        797  

SH Kelkar & Co Ltd (B)

     384,504        1,541  

Shriram Transport Finance Co Ltd

     199,608        4,441  

Sobha Ltd

     180,016        1,421  

Tata Chemicals Ltd

     180,373        1,892  

Tata Consultancy Services Ltd

     203,519        8,926  

Tata Global Beverages Ltd

     263,734        1,061  

Tata Motors *

     129,443        654  

Tech Mahindra Ltd

     220,358        2,167  

United Spirits *

     53,939        2,608  

Vedanta Ltd

     1,272,271        5,487  

Wipro

     102,239        443  

Yes Bank Ltd

     391,600        1,849  

Zee Entertainment Enterprises Ltd

     186,319        1,654  
     

 

 

 
        168,702  
     

 

 

 

Indonesia — 1.6%

     

Adaro Energy Tbk PT

     5,762,500        900  

Astra International Tbk PT

     4,876,900        2,592  

Bank Negara Indonesia Persero Tbk PT

     3,751,300        2,380  

Bank Rakyat Indonesia Persero Tbk PT

     33,750,805        8,831  

Indofood Sukses Makmur Tbk PT

     2,171,000        1,136  
 

 

 

12

  

SEI Institutional International Trust / Semi-Annual Report / March 31, 2018


    

 

    

 

    

 

     
Description    Shares      Market Value
($ Thousands)
 

COMMON STOCK (continued)

 

  

Matahari Department Store Tbk PT

     3,574,000      $ 2,865  

Perusahaan Gas Negara Persero Tbk

     10,877,300        1,834  

Sumber Alfaria Trijaya Tbk PT

     33,071,700        1,462  

Surya Citra Media Tbk PT

     4,166,900        824  

Telekomunikasi Indonesia Persero Tbk PT

     19,272,180        5,049  

United Tractors Tbk PT

     2,015,030        4,706  
     

 

 

 
        32,579  
     

 

 

 

Luxembourg — 0.2%

     

National Commercial Bank *

     271,335        4,687  
     

 

 

 

Malaysia — 0.7%

     

AirAsia Bhd

     946,800        973  

Astro Malaysia Holdings

     1,197,600        633  

CIMB Group Holdings

     550,800        1,024  

Genting Bhd

     136,700        308  

Hartalega Holdings Bhd

     850,000        1,293  

Inari Amertron Bhd

     3,322,650        2,414  

Malayan Banking Bhd

     847,300        2,308  

Petronas Dagangan Bhd

     156,400        1,004  

Sime Darby

     716,200        487  

Tenaga Nasional Bhd

     323,000        1,351  

Top Glove Corp Bhd

     158,900        402  

UEM Sunrise Bhd

     2,368,695        614  

Westports Holdings Bhd

     469,900        429  
     

 

 

 
        13,240  
     

 

 

 

Mexico — 2.8%

     

Alfa SAB de CV, Cl A

     1,243,800        1,587  

America Movil SAB de CV, Ser L

     1,705,874        1,612  

America Movil SAB de CV ADR, Cl L

     188,535        3,599  

Banco Santander Mexico Institucion de Banca Multiple Grupo Financiero Santand ADR

     328,554        2,356  

Cemex SAB de CV ADR *

     163,283        1,081  

Coca-Cola Femsa SAB de CV ADR

     98,475        6,542  

Fomento Economico Mexicano SAB de CV

     375,600        3,412  

Fomento Economico Mexicano SAB de CV ADR

     39,887        3,647  

Gentera SAB de CV *

     3,349,900        2,433  

Gruma SAB de CV, Cl B

     29,450        336  

Grupo Financiero Banorte SAB de CV, Cl O

     1,089,901        6,635  

Grupo GICSA SA de CV *

     1,914,662        1,087  

Grupo Mexico SAB de CV, Ser B

     662,500        2,198  

Grupo Televisa SAB ADR

     145,425        2,321  

Industrias Bachoco SAB de CV ADR

     5,760        357  

Infraestructura Energetica Nova SAB de CV

     533,700        2,600  

Megacable Holdings SAB de CV

     125,900        579  

Mexichem SAB de CV

     1,302,266        3,970  

Unifin Financiera SAB de CV SOFOM ENR

     516,094        1,763  

Wal-Mart de Mexico SAB de CV

     3,292,481        8,344  
     

 

 

 
        56,459  
     

 

 

 
     
Description    Shares      Market Value
($ Thousands)
 

COMMON STOCK (continued)

 

  

Netherlands — 0.0%

     

VEON Ltd ADR

     208,460      $ 550  
     

 

 

 

Panama — 0.2%

     

Copa Holdings SA, Cl A

     26,634        3,426  
     

 

 

 

Peru — 0.7%

     

Cia de Minas Buenaventura SAA ADR

     197,636        3,010  

Credicorp Ltd

     47,522        10,789  
     

 

 

 
        13,799  
     

 

 

 

Philippines — 0.5%

     

Ayala Corp

     90,400        1,651  

BDO Unibank Inc

     1,616,666        4,317  

Cebu Air Inc

     201,950        367  

DMCI Holdings Inc

     1,750,500        409  

Globe Telecom Inc

     10,370        323  

GT Capital Holdings Inc

     66,200        1,489  

International Container Terminal Services Inc

     133,590        258  

Metropolitan Bank & Trust Co

     1,174,820        1,939  

Pilipinas Shell Petroleum Corp

     405,850        424  
     

 

 

 
        11,177  
     

 

 

 

Poland — 0.7%

     

Dino Polska SA *(B)

     221,569        5,654  

Energa SA

     175,242        495  

Grupa Lotos SA

     27,952        432  

KGHM Polska Miedz SA

     19,211        489  

PLAY Communications SA *(B)

     375,904        3,643  

Polski Koncern Naftowy ORLEN SA

     18,424        454  

Powszechna Kasa Oszczednosci Bank Polski SA*

     222,733        2,636  
     

 

 

 
        13,803  
     

 

 

 

Portugal — 0.2%

     

Galp Energia SGPS SA, Cl B

     233,369        4,396  
     

 

 

 

Qatar — 0.0%

     

Industries Qatar QSC

     5,690        165  

Ooredoo QPSC

     25,934        589  
     

 

 

 
        754  
     

 

 

 

Russia — 4.7%

     

Detsky Mir PJSC

     952,100        1,589  

Gazprom PJSC ADR

     1,173,390        5,764  

LUKOIL PJSC ADR

     242,599        16,797  

Mail.Ru Group Ltd GDR *

     144,040        4,948  

Mobile TeleSystems PJSC ADR

     297,303        3,386  

Novatek PJSC GDR

     241        31  

Novolipetsk Steel PJSC GDR

     101,649        2,540  

Rosneft Oil Co PJSC GDR

     449,269        2,465  

Sberbank of Russia PJSC

     981,292        4,316  

Sberbank of Russia PJSC ADR

     1,772,945        33,093  

Surgutneftegas OJSC ADR

     73,763        362  

Tatneft PAO ADR

     15,599        1,002  

X5 Retail Group NV GDR *

     337,595        11,406  
 

 

 

SEI Institutional International Trust / Semi-Annual Report / March 31, 2018

   13


SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2018

Emerging Market Equity Fund (Continued)

 

     
Description    Shares      Market Value
($ Thousands)
 

COMMON STOCK (continued)

 

  

Yandex NV, Cl A *

     187,623      $ 7,402  
     

 

 

 
        95,101  
     

 

 

 

South Africa — 4.5%

     

African Rainbow Minerals Ltd

     43,724        376  

AngloGold Ashanti Ltd ADR

     58,100        551  

AVI Ltd

     26,261        246  

Barclays Africa Group Ltd

     145,854        2,346  

Barloworld Ltd

     142,406        2,000  

Bid Corp Ltd (A)

     141,785        3,094  

Capitec Bank Holdings Ltd

     42,833        3,152  

Coronation Fund Managers

     49,955        341  

Discovery Ltd

     124,338        1,796  

Exxaro Resources Ltd

     217,643        2,011  

FirstRand Ltd (A)

     1,319,089        7,473  

Foschini Group Ltd/The

     177,805        3,378  

Imperial Holdings Ltd (A)

     100,426        1,993  

Investec Ltd

     17,471        136  

JSE Ltd

     243,200        3,807  

Kumba Iron Ore Ltd (A)

     34,076        819  

Liberty Holdings Ltd

     120,758        1,281  

Life Healthcare Group Holdings Ltd

     1,582,254        3,702  

Massmart Holdings Ltd

     89,366        1,226  

Mondi Ltd

     72,654        1,981  

Naspers Ltd, Cl N

     65,051        16,090  

Novus Holdings Ltd

     26,043        10  

Petra Diamonds Ltd *

     819,391        757  

Pick n Pay Stores Ltd

     302,256        1,750  

RMB Holdings Ltd (A)

     389,111        2,537  

Sappi Ltd

     43,761        282  

Sasol Ltd

     132,876        4,533  

SPAR Group Ltd/The

     110,108        1,882  

Standard Bank Group Ltd (A)

     810,697        14,997  

Tiger Brands

     31,140        978  

Truworths International Ltd

     268,739        2,455  

Vodacom Group Ltd

     99,863        1,292  

Wilson Bayly Holmes-Ovcon Ltd

     45,758        601  

Woolworths Holdings Ltd/South Africa

     227,573        1,157  
     

 

 

 
        91,030  
     

 

 

 

South Korea — 12.6%

     

Celltrion *(A)

     2,510        756  

CJ O Shopping Co Ltd

     2,034        428  

Com2uSCorp

     26,266        4,641  

Coway Co Ltd

     85,093        7,009  

DB Insurance Co Ltd

     19,852        1,231  

Dentium

     10,263        782  

Doosan Bobcat Inc (A)

     71,811        2,145  

E-MART Inc

     9,515        2,422  

GS Home Shopping Inc

     2,385        422  

Hana Financial Group Inc

     88,528        3,812  

Hana Tour Service Inc

     16,658        1,888  

Hankook Tire Co Ltd

     65,999        3,256  
     
Description    Shares      Market Value
($ Thousands)
 

COMMON STOCK (continued)

 

  

Hotel Shilla Co Ltd (A)

     7,401      $ 648  

Hyosung Corp

     23,000        2,601  

Hyundai Development Co-Engineering &

     

Construction

     23,939        855  

Hyundai Marine & Fire Insurance Co Ltd

     114,324        4,216  

Hyundai Mipo Dockyard Co Ltd *(A)

     25,446        2,404  

Hyundai Motor Co

     29,431        3,970  

Industrial Bank of Korea

     63,593        936  

ING Life Insurance Korea Ltd (B)

     53,500        2,256  

Kangwon Land Inc

     57,487        1,472  

KB Financial Group Inc

     23,179        1,348  

KB Financial Group Inc ADR *

     57,397        3,326  

KCC Corp

     5,360        1,672  

Korea Aerospace Industries Ltd (A)

     126,215        5,957  

Korea Electric Power Corp

     14,654        458  

Korea Investment Holdings

     10,494        826  

KT&G Corp

     24,425        2,295  

LG Chem Ltd

     18,198        6,656  

LG Corp

     27,965        2,283  

LG Electronics Inc (A)

     25,567        2,655  

LG Household & Health Care Ltd

     2,639        2,958  

LG Uplus Corp

     188,090        2,185  

Lotte Chemical Corp

     6,876        2,817  

Lotte Chilsung Beverage Co Ltd

     1,282        1,839  

Lotte Confectionery Co Ltd

     4,778        763  

Lotte Corp *

     29,170        1,741  

LS Corp

     8,157        566  

Mando Corp (A)

     15,333        3,327  

Meritz Fire & Marine Insurance Co Ltd

     15,111        301  

NAVER Corp

     5,742        4,261  

NCSoft Corp (A)

     27,965        10,836  

Netmarble Games
Corp (A)(B)

     12,161        1,687  

NH Investment & Securities Co Ltd

     70,822        941  

OCI

     7,599        1,137  

Orion Corp/Republic of Korea

     31,938        3,847  

Partron Co Ltd (A)

     192,952        1,554  

POSCO

     19,669        6,272  

Samsung Electronics Co Ltd

     28,568        66,590  

Samsung Engineering Co Ltd *(A)

     502,188        8,816  

Samsung Life Insurance Co Ltd (A)

     25,835        2,809  

Samsung SDS Co Ltd

     14,131        3,399  

SFA Engineering Corp (A)

     76,979        2,532  

Shinhan Financial Group Co Ltd

     4,100        175  

SK Holdings Co Ltd

     2,848        802  

SK Hynix Inc (A)

     393,856        30,108  

SK Innovation Co Ltd

     12,052        2,401  

SK Telecom Co Ltd

     18,794        4,072  

SK Telecom Co Ltd ADR

     345,820        8,358  

SKCKOLONPI

     34,923        1,475  

S-Oil Corp

     9,123        1,035  

SPC Samlip Co Ltd

     6,877        804  
 

 

 

14

  

SEI Institutional International Trust / Semi-Annual Report / March 31, 2018


    

 

    

 

    

 

     
Description    Shares      Market Value
($ Thousands)
 

COMMON STOCK (continued)

 

  

Woori Bank

     40,734      $ 553  
     

 

 

 
        256,587  
     

 

 

 

Switzerland — 0.1%

     

Wizz Air Holdings
Plc *(B)

     27,820        1,276  
     

 

 

 

Taiwan — 9.8%

     

Accton Technology Corp

     1,268,200        4,191  

Acer Inc

     1,609,000        1,352  

Advanced Ceramic X Corp

     118,900        1,123  

Advanced Semiconductor Engineering Inc

     2,482,745        3,623  

Airtac International Group

     267,681        4,826  

Asustek Computer Inc

     106,000        991  

AU Optronics Corp

     1,319,000        617  

Catcher Technology Co Ltd

     220,040        2,775  

Cathay Financial Holding Co Ltd

     2,545,584        4,577  

Chailease Holding Co Ltd

     675,404        2,351  

Chipbond Technology Corp

     412,000        983  

Chroma ATE

     105,000        654  

Compal Electronics Inc

     2,646,000        1,816  

CTBC Financial Holding Co Ltd

     2,784,000        2,011  

Cub Elecparts Inc

     76,000        1,074  

Delta Electronics Inc

     574,100        2,586  

E Ink Holdings

     418,000        705  

Elite Advanced Laser Corp

     616,160        2,390  

Elite Material Co Ltd

     878,400        2,913  

eMemory Technology Inc

     163,200        1,976  

Epistar Corp

     826,000        1,211  

Feng TAY Enterprise

     256,000        1,171  

First Financial Holding Co Ltd

     2,346,480        1,637  

Formosa Chemicals & Fibre Corp

     253,000        953  

Foxconn Technology Co Ltd

     1,250,000        3,391  

HannStar Display Corp

     1,511,000        529  

Hiwin Technologies Corp

     342,312        4,973  

Hon Hai Precision Industry Co Ltd

     3,468,303        10,843  

Hu Lane Associate Inc

     207,700        1,036  

Inventec Corp

     3,537,000        2,839  

Kingpak Technology Inc

     342,110        2,787  

King’s Town Bank Co Ltd

     424,000        540  

Largan Precision Co Ltd

     14,446        1,676  

Lite-On Technology Corp

     2,427,000        3,416  

MediaTek Inc

     1,654,079        19,146  

Micro-Star International Co Ltd

     1,478,000        5,040  

Nanya Technology Corp

     1,394,000        4,503  

Nien Made Enterprise

     140,000        1,355  

Parade Technologies Ltd

     203,600        4,021  

Phison Electronics Corp

     7,000        74  

President Chain Store Corp

     408,000        4,127  

Radiant Opto-Electronics

     163,000        405  

Silicon Motion Technology Corp ADR

     69,640        3,351  

St. Shine Optical

     12,000        358  

TaiMed Biologics *

     172,000        1,449  

Taiwan Semiconductor Manufacturing Co Ltd

     6,569,717        55,812  
     
Description    Shares      Market Value
($ Thousands)
 

COMMON STOCK (continued)

 

  

Taiwan Semiconductor Manufacturing Co

     

Ltd ADR

     303,925      $ 13,300  

Uni-President Enterprises

     288,000        678  

Walsin Lihwa Corp

     427,000        264  

Wistron Corp

     2,163,000        1,879  

Yageo

     66,000        1,202  

Yuanta Financial Holding Co Ltd

     4,163,000        1,920  
     

 

 

 
        199,420  
     

 

 

 

Thailand — 2.1%

     

Advanced Info Service

     282,700        1,869  

Bangkok Bank PCL (A)

     355,100        2,444  

Beauty Community PCL

     2,221,700        1,526  

CP ALL PCL

     1,328,500        3,720  

CP ALL PCL NVDR

     1,906,510        5,346  

Home Product Center

     9,007,100        4,028  

Kasikornbank PCL

     194,000        1,320  

Kiatnakin Bank PCL NVDR

     260,300        602  

Krung Thai Bank PCL NVDR

     755,100        461  

Land & Houses PCL NVDR

     1,087,900        371  

Minor International PCL NVDR

     2,806,249        3,432  

Muangthai Leasing PCL

     982,400        1,204  

PTT Global Chemical PCL

     629,200        1,916  

PTT Global Chemical PCL NVDR

     596,000        1,816  

PTT PCL

     308,850        5,492  

PTT PCL NVDR

     56,200        998  

Star Petrolium Refining PLC NVDR

     312,800        164  

Thai Oil PCL

     828,486        2,412  

Thai Oil PCL NVDR

     479,800        1,397  

Thanachart Capital PCL NVDR

     397,200        664  

Tisco Financial Group PCL

     218,723        618  

Tisco Financial Group PCL NVDR

     5,177        15  
     

 

 

 
        41,815  
     

 

 

 

Turkey — 1.8%

     

Akbank Turk AS

     1,661,607        4,039  

Anadolu Efes Biracilik Ve Malt Sanayii AS

     181,598        1,244  

Arcelik AS

     352,301        1,596  

Aselsan Elektronik Sanayi Ve Ticaret AS

     186,066        1,449  

Eregli Demir ve Celik Fabrikalari TAS

     1,213,545        3,210  

Ford Otomotiv Sanayi AS

     60,005        934  

Mavi Giyim Sanayi Ve Ticaret AS, Cl B (B)

     133,500        1,834  

TAV Havalimanlari Holding AS

     270,328        1,624  

Tofas Turk Otomobil Fabrikasi AS

     80,240        539  

Tupras Turkiye Petrol Rafinerileri AS

     25,023        698  

Turk Hava Yollari *

     118,851        586  

Turk Telekomunikasyon *

     180,151        307  

Turkcell Iletisim Hizmetleri AS

     2,515,427        9,615  

Turkcell Iletisim Hizmetleri AS ADR

     107,635        1,029  

Turkiye Garanti Bankasi AS

     1,840,707        5,105  

Turkiye Is Bankasi, Cl C

     436,578        793  

Ulker Biskuvi Sanayi AS

     373,314        2,074  
     

 

 

 
        36,676  
     

 

 

 
 

 

 

SEI Institutional International Trust / Semi-Annual Report / March 31, 2018

   15


SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2018

Emerging Market Equity Fund (Continued)

 

Description   Shares     Market Value
($ Thousands)
 
   

COMMON STOCK (continued)

 

 

United Arab Emirates — 0.6%

 

 

Abu Dhabi Commercial Bank PJSC

    298,229     $ 535  

DAMAC Properties Dubai Co PJSC

    1,085,072       882  

Dubai Investments PJSC

    1,369,222       779  

Dubai Islamic Bank PJSC

    1,941,791       2,810  

Emaar Properties PJSC

    3,696,676       5,841  

Emirates Telecommunications Group Co PJSC

    283,035       1,361  
   

 

 

 
      12,208  
   

 

 

 

United Kingdom — 1.3%

 

 

Anglo American PLC (A)

    151,735       3,541  

Etalon Group GDR

    56,800       173  

KAZ Minerals PLC *

    792,736       9,630  

Mail.Ru Group Ltd GDR *

    19,209       677  

Novatek PJSC GDR

    18,778       2,579  

RusHydro PJSC ADR

    958,703       1,207  

Tullow Oil PLC *

    3,343,243       9,233  
   

 

 

 
      27,040  
   

 

 

 

United States — 0.4%

 

 

America Airports *

    201,371       2,485  

Globant SA *

    78,093       4,025  

Pagseguro Digital, Cl A *

    19,100       732  

Yirendai ADR (A)

    15,381       619  

YY ADR *

    10,165       1,069  
   

 

 

 
      8,930  
   

 

 

 

Vietnam — 0.2%

   

Vincom Retail JSC *

    1,666,000       3,725  
   

 

 

 

Total Common Stock
(Cost $1,504,025) ($ Thousands)

 

    1,874,805  
   

 

 

 

PREFERRED STOCK — 3.0%

 

Brazil — 2.2%

 

 

Banco Bradesco SA *

    161,172       1,916  

Banco do Estado do Rio Grande do Sul SA

    171,400       1,045  

Cia Brasileira de Distribuicao ADR *

    111,300       2,248  

Itau Unibanco Holding SA

    575,896       8,948  

Itau Unibanco Holding SA ADR

    339,454       5,296  

Itausa - Investimentos Itau SA

    1,476,410       6,179  

Lojas Americanas*

    833,948       4,692  

Petroleo Brasileiro SA ADR, Cl A*

    650,849       8,455  

Randon SA Implementos e Participacoes

    679,900       1,761  

Telefonica Brasil SA

    209,100       3,189  

Usinas Siderurgicas de Minas Gerais

    188,700       618  
   

 

 

 
      44,347  
   

 

 

 

Colombia — 0.1%

   

Banco Davivienda SA

    45,419       490  

Bancolombia SA

    40,841       428  

Grupo Aval Acciones y Valores

    1,466,661       612  
   

 

 

 
      1,530  
   

 

 

 
Description   Shares     Market Value
($ Thousands)
 
   

PREFERRED STOCK (continued)

 

 

South Korea — 0.7%

 

 

Samsung Electronics Co Ltd

    7,646     $ 14,671  
   

 

 

 

Total Preferred Stock
(Cost $51,819) ($ Thousands)

 

 

 

60,548

 

   

 

 

 
    Number of
Participation
Notes
       

PARTICIPATION NOTES — 1.2%

 

 

Luxembourg — 0.2%

 

 

Hoa Phat Group JSC, Expires 11/20/2020 *

    24,271       64  

Mahindra & Mahindra Financial Services, Expires 11/26/2018

    475,072       3,380  

Savola Group/The, Expires 12/20/2020 *

    60,000       704  
   

 

 

 
      4,148  
   

 

 

 

Saudi Arabia — 0.2%

 

 

HBSC Bank Savola Group, Expires 01/24/2020

    284,680       3,322  
   

 

 

 

Switzerland — 0.5%

 

 

Hangzhou Hikvision, Expires 08/22/2018

    1,646,489       10,866  
   

 

 

 

United States — 0.1%

 

 

Motherson Sumi Systems Ltd, Expires 09/21/2021 *

    401,873       1,919  
   

 

 

 

Vietnam — 0.2%

 

 

Hoa Phat Group JSC, Expires 07/24/2018 *

    1,444,409       3,808  
   

 

 

 

Total Participation Notes
(Cost $15,903) ($ Thousands)

 

    24,063  
   

 

 

 
    Shares        

EXCHANGE TRADED FUND — 1.1%

 

 

United States — 1.1%

 

 

iShares MSCI Emerging Markets ETF

    479,299       23,140  
   

 

 

 

Total Exchange Traded Fund
(Cost $22,630) ($ Thousands)

 

    23,140  
   

 

 

 
    Number of
Warrants
       

WARRANT — 0.1%

 

 

United Kingdom — 0.1%

 

 

Al Tayyar Travel Group Holding *

    236,863       1,813  
   

 

 

 

Total Warrant
(Cost $1,823) ($ Thousands)

 

    1,813  
   

 

 

 
 

 

 

16

  

SEI Institutional International Trust / Semi-Annual Report / March 31, 2018


    

 

    

 

    

 

Description   Number of
Rights
    Market Value
($ Thousands)
 

RIGHTS — 0.0%

   

Philippines — 0.0%

   

Metropolitan Bank & Trust Co, Expires
04/09/2018*

    295,478     $ 61  
   

 

 

 

Total Rights
(Cost $—) ($ Thousands)

      61  
   

 

 

 
    Face Amount
(Thousands)
       

DEBENTURE BOND — 0.0%

 

Brazil — 0.0%

   

Vale, Ser 1997

   

0.000%, 09/30/2049 (D)

  BRL 8       –    
   

 

 

 

Total Debenture Bond
(Cost $—) ($ Thousands)

      –    
   

 

 

 
    Shares        

AFFILIATED PARTNERSHIP — 4.7%

 

SEI Liquidity Fund, L.P.

   

1.750% **(E)

    94,840,830       94,838  
   

 

 

 

Total Affiliated Partnership
(Cost $94,841) ($ Thousands)

      94,838  
   

 

 

 

CASH EQUIVALENT — 0.1%

 

SEI Daily Income Trust, Government Fund, Cl F

   

1.430%**

    3,369,561       3,370  
   

 

 

 

Total Cash Equivalent
(Cost $3,370) ($ Thousands)

      3,370  
   

 

 

 

Total Investments in Securities— 102.6%
(Cost $1,694,411) ($ Thousands)

    $   2,082,638  
   

 

 

 

 

   Percentages are based on Net Assets of $2,029,703 ($ Thousands).

 

* Non-income producing security.

 

** Rate shown is the 7-day effective yield as of March 31,2018.

 

  Investment in Affiliated Security (see Note 5).

 

(A) Certain securities or partial positions of certain securities are on loan at March 31, 2018 (see Note 9). The total market value of securities on loan at March 31, 2018 was $90,986 ($ 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 March 31, 2018, the value of these securities amounted to $40,953 ($ Thousands), representing 2.02% of the Net Assets of the Fund.

 

(C) Level 3 security in accordance with fair value hierarchy.

 

(D) Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets.
(E) This security was purchased with cash collateral held from securities on loan (see Note 9). The total market value of such securities as of March 31, 2018 was $94,838 ($ Thousands).

ADR — American Depositary Receipt

BRL — Brazilian Real

Cl — Class

CV — Convertible Security

ETF — Exchange-Traded Fund

GDR — Global Depositary Receipt

JSC — Joint-Stock Company

JSE — Johannesburg Stock Exchange

L.P. — Limited Partnership

Ltd. — Limited

MSCI — Morgan Stanley Capital International

NVDR — Non-Voting Depositary Receipt

PJSC — Public Joint-Stock Company

PLC — Public Limited Company

Ser — Series

The following is a list of the level of inputs used as of March 31, 2018, in valuing the Fund’s investments carried at value ($ Thousands):

 

Investments in Securities  

 

Level 1

    Level 2     Level 3     Total    

Common Stock

  $ 1,872,219     $ 2,586     $ –^     $ 1,874,805  

Preferred Stock

    58,787       1,761             60,548  

Participation Notes

    20,255       3,808             24,063  

Exchange Traded Fund

    23,140                   23,140  

Warrant

    1,813                   1,813  

Rights

    61                   61  

Debenture Bond

                       

Affiliated Partnership

          94,838             94,838  

Cash Equivalent

    3,370                   3,370  
 

 

 

   

 

 

   

 

 

   

 

 

 

Total Investments in Securities

  $   1,979,645     $   102,993     $         –     $   2,082,638  
 

 

 

   

 

 

   

 

 

   

 

 

 

^ One security with market value of $0.

For the six months ended March 31, 2018, there were transfers between Level 1 and Level 2 assets and liabilities. The primary reason for changes in the classifications between Levels 1 and 2 occurs when foreign equity securities are fair valued using other observable market-based inputs in place of the closing exchange price due to events occurring after the close of the exchange or market on which the investment is principally traded.

For the six months ended March 31, 2018, there were no transfers between Level 2 and Level 3 assets and liabilities.

For more information on valuation inputs, see Note 2 – Significant Accounting Policies in Notes to Financial Statements.

Amounts designated as “—” are $0 or have been rounded to $0.

 

 

 

SEI Institutional International Trust / Semi-Annual Report / March 31, 2018

   17


SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2018

Emerging Market Equity Fund (Concluded)

 

The following is a summary of the transactions with affiliates for the six months ended March 31, 2018 ($ Thousands):

 

Security Description   Value at
9/30/2017
    Purchases at
Cost
    Proceeds from
Sales
    Realized Gain
(Loss)
   

Change in Unrealized

Appreciation
(Depreciation)

    Value
3/31/2018
    Dividend
Income
 

SEI Liquidity Fund, L.P.

    $154,588       $189,650       $(249,394)       $(3)       $(3)       $94,838       $615  

SEI Daily Income Trust, Government Fund, Cl F

    7,827       101,879       (106,336)                   3,370       64  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Totals

      $162,415       $291,529       $(355,730)       $(3)       $(3)       $98,208       $679  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

The accompanying notes are an integral part of the financial statements.

 

 

18

 

SEI Institutional International Trust / Semi-Annual Report / March 31, 2018


SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2018

International Fixed Income Fund

 

 

 

 

LOGO

Percentages based on total investments.

 

     
Description    Face Amount
(Thousands)
     Market Value
($ Thousands)
 

GLOBAL BONDS — 94.4%

 

  

Argentina — 0.3%

     

Argentina POM Politica Monetaria

     

27.250%, VAR Argentina Central Bank 7D Repo Ref Rate+0.000%, 06/21/2020

   ARS 2,529      $ 133  

Argentine Bonos del Tesoro

     

16.000%, 10/17/2023

     9,727        469  

Argentine Republic Government International Bond

     

5.000%, 01/15/2027

   EUR 115        138  

Genneia

     

8.750%, 01/20/2022 (A)

         $ 123        132  

Provincia de Buenos Aires

     

9.125%, 03/16/2024

     170        189  

Rio Energy

     

6.875%, 02/01/2025 (A)

     150        148  
     

 

 

 
        1,209  
     

 

 

 

Australia — 2.7%

     

Australia & New Zealand Banking Group MTN

     

5.000%, 08/16/2023

   AUD 750        630  

3.625%, 07/18/2022

   EUR 300        423  

Government of Australia

     

5.500%, 04/21/2023

   AUD   1,675        1,477  

4.500%, 04/15/2020

     540        435  

4.500%, 04/21/2033

     195        180  

4.250%, 04/21/2026

     2,200        1,895  

3.750%, 04/21/2037

     393        335  

2.750%, 04/21/2024

     1,785        1,393  

Government of Australia, Ser 122

     

5.250%, 03/15/2019

     2,000        1,583  

Government of Australia, Ser 124

     

5.750%, 05/15/2021

     3,660        3,112  

 

 

     
Description    Face Amount
(Thousands)
     Market Value
($ Thousands)
 

GLOBAL BONDS (continued)

 

  

National Australia Bank

     

5.000%, 03/11/2024

   AUD 750      $ 630  

Westpac Banking MTN

     

1.500%, 03/24/2021

   EUR 220        283  

1.375%, 04/17/2020

     230        292  
     

 

 

 
        12,668  
     

 

 

 

Austria — 1.6%

     

JAB Holdings BV

     

1.250%, 05/22/2024

     300        371  

Republic of Austria

     

4.150%, 03/15/2037 (A)

     406        759  

3.650%, 04/20/2022 (A)

     290        412  

3.150%, 06/20/2044 (A)

     475        827  

1.950%, 06/18/2019 (A)

     1,870        2,370  

1.150%, 10/19/2018 (A)

     205        254  

0.750%, 10/20/2026 (A)

     1,592        1,995  

Republic of Austria, Ser 97-6

     

6.250%, 07/15/2027

     288        537  

Republic of Austria MTN

     

2.100%, 09/20/2117 (A)

     75        104  
     

 

 

 
        7,629  
     

 

 

 

Bahrain — 0.1%

     

Bahrain Government International Bond

     

7.000%, 10/12/2028

         $ 265        255  
     

 

 

 

Belgium — 2.3%

     

Anheuser-Busch InBev MTN

     

2.250%, 05/24/2029

   GBP 205        274  

1.500%, 03/17/2025

   EUR 415        529  

Kingdom of Belgium

     

3.750%, 09/28/2020 (A)

     2,126        2,889  

3.750%, 06/22/2045

     233        433  

3.000%, 06/22/2034 (A)

     620        972  

1.600%, 06/22/2047 (A)

     310        387  

1.000%, 06/22/2031 (A)

     1,149        1,415  

0.800%, 06/22/2025 (A)

     715        906  

0.800%, 06/22/2027 (A)

     785        979  

0.800%, 06/22/2028 (A)

     345        426  

Kingdom of Belgium, Ser 44

     

5.000%, 03/28/2035 (A)

     64        126  

Kingdom of Belgium, Ser 65

     

4.250%, 09/28/2022

     790        1,163  
     

 

 

 
        10,499  
     

 

 

 

Bermuda — 0.0%

     

XLIT

     

3.250%, VAR Euribor 3 Month+2.900%, 06/29/2047

     161        199  
     

 

 

 

Brazil — 1.1%

     

Brazil Notas do Tesouro Nacional, Serie B

     

6.000%, 08/15/2050

   BRL   1,490        1,540  
 

 

 

SEI Institutional International Trust / Semi-Annual Report / March 31, 2018

   19


SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2018

International Fixed Income Fund (Continued)

 

Description   Face Amount
(Thousands)
    Market Value
($ Thousands)
 

GLOBAL BONDS (continued)

 

 

Brazil Notas do Tesouro Nacional, Serie F

   

10.000%, 01/01/2021

  BRL  5,358     $ 1,691  

10.000%, 01/01/2027

    3,355       1,037  

BRF GmbH

   

4.350%, 09/29/2026

       $ 200       173  

Minerva Luxembourg

   

6.500%, 09/20/2026 (A)

    290       278  

Natura Cosmeticos SA

   

5.375%, 02/01/2023

    200       200  

Odebrecht Finance

   

7.125%, 06/26/2042

    280       94  

4.375%, 04/25/2025

    200       63  

Petrobras Global Finance

   

6.250%, 03/17/2024

    59       62  

5.999%, 01/27/2028 (A)

    215       213  
   

 

 

 
          5,351  
   

 

 

 

Canada — 7.0%

   

Bank of Montreal MTN

   

0.125%, 04/19/2021

  EUR 280       346  

Bank of Nova Scotia MTN

   

0.750%, 09/17/2021

    570       718  

Bell Canada

   

3.350%, 06/18/2019

  CAD 29       23  

Bell Canada MTN

   

4.700%, 09/11/2023

    80       67  

3.250%, 06/17/2020

    95       75  

Canada Housing Trust No. 1

   

3.800%, 06/15/2021 (A)

    2,465       2,011  

2.250%, 12/15/2025 (A)

    2,235       1,709  

1.750%, 06/15/2022 (A)

    2,465       1,877  

Canadian Imperial Bank of Commerce

   

0.194%, 07/25/2022

  EUR 445       542  

Canadian Pacific Railway MTN

   

6.250%, 06/01/2018

  CAD 885       691  

CDP Financial

   

4.400%, 11/25/2019 (A)

       $ 850       874  

Export Development Canada MTN

   

2.400%, 06/07/2021

  AUD  1,259       963  

Government of Canada

   

5.750%, 06/01/2033

  CAD 1,205       1,365  

2.750%, 12/01/2048

    400       346  

1.750%, 09/01/2019

    1,430       1,110  

1.500%, 06/01/2026

    5,970       4,431  

1.250%, 09/01/2018

    740       574  

1.000%, 09/01/2022

    3,620       2,695  

1.000%, 06/01/2027

    950       670  

0.750%, 09/01/2021

    955       712  

National Bank of Canada

   

1.500%, 03/25/2021

  EUR 345       444  

Province of British Columbia

   

3.250%, 12/18/2021

  CAD 1,150       923  
Description   Face Amount
(Thousands)
    Market Value
($ Thousands)
 

GLOBAL BONDS (continued)

 

 

Province of Manitoba Canada

   

3.850%, 12/01/2021

  CAD 710     $ 581  

Province of Ontario Canada

   

4.700%, 06/02/2037

    1,355       1,312  

4.650%, 06/02/2041

    540       531  

2.800%, 06/02/2048

    2,200       1,630  

2.600%, 06/02/2025

    1,614       1,249  

2.400%, 06/02/2026

    585       444  

Province of Quebec Canada

   

6.250%, 06/01/2032

    720       773  

Province of Quebec Canada MTN

   

3.700%, 05/20/2026

  AUD 540       426  

Rogers Communications

   

4.000%, 06/06/2022

  CAD 165       133  

Royal Bank of Canada

   

1.625%, 08/04/2020

  EUR 530       679  

0.125%, 03/11/2021

    560       692  

Toronto-Dominion Bank MTN

   

0.375%, 01/12/2021

    345       430  

Yamana Gold

   

4.950%, 07/15/2024

       $ 286       294  
   

 

 

 
          32,340  
   

 

 

 

China — 0.1%

   

Sinopec Group Overseas Development

   

2.625%, 10/17/2020

  EUR 240       312  
   

 

 

 

Colombia — 0.4%

   

Colombian TES

   

10.000%, 07/24/2024

  COP    1,940,600       835  

7.750%, 09/18/2030

    2,160,100       842  
   

 

 

 
      1,677  
   

 

 

 

Czech Republic — 0.1%

   

Czech Republic Government Bond

   

4.700%, 09/12/2022

  CZK 7,470       418  

2.500%, 08/25/2028

    3,030       156  
   

 

 

 
      574  
   

 

 

 

Denmark — 0.6%

   

Danske Bank

   

3.875%, VAR EUR Swap Annual 5 Yr+2.625%, 10/04/2023

  EUR 375       470  

2.000%, 09/08/2021 (A)

       $ 360       345  

Danske Bank MTN

   

5.875%, VAR EUR Swap Annual 5 Yr+5.471%, 10/29/2049

  EUR 344       473  

5.375%, VAR ICE LIBOR GDP 3 Month+1.940%, 09/29/2021

  GBP 170       242  

Kingdom of Denmark

   

4.500%, 11/15/2039

  DKK 1,625       449  

1.500%, 11/15/2023

    4,025       719  
   

 

 

 
      2,698  
   

 

 

 
 

 

 

20

  

SEI Institutional International Trust / Semi-Annual Report / March 31, 2018


    

    

 

Description  

Face Amount
(Thousands)

    Market Value
($ Thousands)
 

GLOBAL BONDS (continued)

 

 

Egypt — 0.1%

     

Egypt Government International Bond MTN

     

7.500%, 01/31/2027 (A)

    $       282     $ 305  
     

 

 

 

Finland — 0.2%

     

Government of Finland

     

2.625%, 07/04/2042 (A)

    EUR       135       219  

1.500%, 04/15/2023 (A)

      235       311  

0.500%, 09/15/2027 (A)

      290       353  
     

 

 

 
        883  
     

 

 

 

France — 5.9%

     

BNP Paribas

     

7.625%, VAR USD Swap Semi 30/360 5 Year Curr+6.314%, 12/29/2049 (A)

    $       240       258  

4.625%, 03/13/2027 (A)

      380       386  

BNP Paribas MTN

     

2.950%, 05/23/2022 (A)

      795       779  

2.375%, 05/20/2024

    EUR       155       209  

BPCE

     

5.250%, 04/16/2029

    GBP       200       331  

0.394%, VAR ICE LIBOR JPY 3 Month+0.450%, 12/13/2018

    JPY       200,000       1,881  

BPCE MTN

     

1.125%, 01/18/2023

    EUR       300       374  

BPCE SFH

     

1.750%, 11/29/2019

      600       764  

BPCE SFH MTN

     

3.750%, 09/13/2021

      200       278  

Caisse Francaise de Financement Local MTN

     

3.000%, 10/02/2028

      100       148  

Cie de St-Gobain MTN

     

5.625%, 11/15/2024

    GBP       200       337  

CNP Assurances

     

4.500%, VAR Euribor 3 Month+4.600%, 06/10/2047

    EUR       200       279  

Credit Agricole

     

6.500%, VAR EUR Swap Annual 5 Yr+5.120%, 12/31/2049

      476       656  

Credit Agricole MTN

     

1.875%, 12/20/2026

      200       254  

1.375%, 05/03/2027

      900       1,114  

Credit Agricole Assurances 4.750%, VAR EUR Swap Annual 5 Yr+5.350%, 09/27/2048

      300       423  

Dexia Credit Local MTN

     

2.000%, 01/22/2021

      200       261  

0.875%, 09/07/2021

    GBP       200       275  

0.625%, 01/21/2022

    EUR       1,550       1,947  

Electricite de France MTN

     

5.500%, 03/27/2037

    GBP       200       352  

5.375%, VAR EUR Swap Annual 12 Yr+3.794%, 12/12/2049

    EUR       200       269  
Description  

Face Amount
(Thousands)

    Market Value
($ Thousands)
 

GLOBAL BONDS (continued)

 

 

Engie MTN

     

0.875%, 03/27/2024

    EUR       300     $ 371  

French Republic Government Bond OAT

     

5.750%, 10/25/2032

      403       818  

4.000%, 10/25/2038

      345       636  

3.500%, 04/25/2020

      680       906  

3.250%, 05/25/2045

      1,230       2,113  

2.500%, 05/25/2030

      885       1,293  

2.000%, 05/25/2048 (A)

      455       618  

1.750%, 05/25/2023

      550       737  

1.750%, 06/25/2039 (A)

      60       80  

1.750%, 05/25/2066 (A)

      165       205  

1.500%, 05/25/2031

      285       374  

1.250%, 05/25/2036 (A)

      760       939  

0.050%, 03/25/2023 (B)

      485       596  

0.000%, 05/25/2020 (B)

      373       463  

0.000%, 05/25/2021 (B)

      930       1,155  

0.000%, 05/25/2022 (B)

      868       1,074  

Groupama

     

6.000%, 01/23/2027

      200       298  

La Financiere Atalian

     

4.000%, 05/15/2024

      160       200  

Loxam SAS

     

6.000%, 04/15/2025 (A)

      150       198  

RCI Banque MTN

     

1.250%, 06/08/2022

      200       253  

0.375%, 07/10/2019

      450       556  

SNCF Reseau

     

1.125%, 05/25/2030

      200       247  

SNCF Reseau EPIC

     

5.500%, 12/01/2021

    GBP       205       330  

1.125%, 05/19/2027

    EUR       300       379  

Societe Generale

     

6.750%, VAR EUR Swap Annual 5 Yr+5.538%, 10/07/2166

      397       540  

Total Capital International MTN

     

4.250%, 11/26/2021

    AUD       640       514  
     

 

 

 
        27,468  
     

 

 

 

Germany — 3.8%

     

Allianz

     

5.625%, VAR Euribor 3 Month+5.000%, 10/17/2042

    EUR       200       294  

3.099%, VAR Euribor 3 Month+3.350%, 07/06/2047

      100       130  

Bundesrepublik Deutschland

     

4.000%, 01/04/2037

      1,460       2,752  

3.250%, 07/04/2042

      1,575       2,852  

2.500%, 07/04/2044

      177       287  

2.500%, 08/15/2046

      130       214  

0.250%, 02/15/2027

      2,160       2,629  

0.237%, 08/15/2026

      1,532       1,835  
 

 

 

SEI Institutional International Trust / Semi-Annual Report / March 31, 2018

   21


SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2018

International Fixed Income Fund (Continued)

 

Description   Face Amount
(Thousands)
    Market Value
($ Thousands)
 

GLOBAL BONDS (continued)

 

 

Bundesrepublik Deutschland, Ser 00

   

5.500%, 01/04/2031

  EUR 120     $ 235  

Bundesrepublik Deutschland, Ser 03

   

4.750%, 07/04/2034

    95       187  

E.ON International Finance MTN

   

6.000%, 10/30/2019

  GBP 300       451  

innogy Finance BV MTN

   

4.750%, 01/31/2034

    100       168  

1.000%, 04/13/2025

  EUR 170       209  

Kreditanstalt fuer Wiederaufbau

   

2.600%, 06/20/2037

   JPY 65,000       860  

0.500%, 09/15/2027

  EUR 510       617  

Kreditanstalt fuer Wiederaufbau MTN

   

3.750%, 05/29/2020

  NZD 1,110       821  

2.800%, 02/17/2021

  AUD 1,230       952  

1.125%, 09/15/2032

  EUR 500       620  

Volkswagen International Finance

   

2.700%, VAR EUR Swap Annual 5 Yr+2.540%, 12/31/2049

    300       373  

1.125%, 10/02/2023

    600       745  

0.500%, 03/30/2021

    200       248  
   

 

 

 
      17,479  
   

 

 

 

Guernsey — 0.1%

   

Credit Suisse Group Funding Guernsey MTN

   

1.250%, 04/14/2022

    570       716  
   

 

 

 

Hungary — 0.1%

   

Republic of Hungary

   

3.000%, 06/26/2024

  HUF    75,010       318  
   

 

 

 

Indonesia — 0.1%

   

Republic of Indonesia MTN

   

2.150%, 07/18/2024 (A)

  EUR 200       253  
   

 

 

 

Ireland — 1.7%

   

Allied Irish Banks MTN

   

4.125%, VAR EUR Swap Annual 5 Yr+3.950%, 11/26/2025

    177       233  

Bank of Ireland

   

7.375%, VAR EUR Swap Annual 5 Yr+6.956%, 12/29/2049

    600       816  

1.750%, 03/19/2019

    450       565  

Bank of Ireland MTN

   

0.375%, 05/07/2022

    555       690  

Europcar Groupe

   

4.125%, 11/15/2024 (A)

    100       123  

Ireland Government Bond

   

4.500%, 10/18/2018

    235       296  

4.500%, 04/18/2020

    205       278  

4.400%, 06/18/2019

    600       782  

3.400%, 03/18/2024

    185       270  

2.400%, 05/15/2030

    92       130  
Description   Face Amount
(Thousands)
    Market Value
($ Thousands)
 

GLOBAL BONDS (continued)

   

2.000%, 02/18/2045

  EUR 265     $ 351  

1.000%, 05/15/2026

    2,405       3,044  

0.800%, 03/15/2022

    300       383  
   

 

 

 
      7,961  
   

 

 

 

Israel — 0.3%

   

Israel Electric MTN

   

4.250%, 08/14/2028 (A)

       $ 265       260  

Israel Government Bond

   

4.250%, 03/31/2023

   ILS 2,521       837  

Teva Pharmaceutical Finance Netherlands II

   

1.125%, 10/15/2024

  EUR 220       225  
   

 

 

 
      1,322  
   

 

 

 

Italy — 5.8%

   

Assicurazioni Generali MTN

   

7.750%, VAR Euribor 3 Month+7.113%, 12/12/2042

    300       463  

Buoni Poliennali Del Tesoro

   

4.000%, 02/01/2037

    380       576  

Cooperativa Muratori & Cementisti-CMC di Ravenna SC

   

6.000%, 02/15/2023 (A)

    110       129  

Enel

   

5.000%, VAR EUR Swap Annual 5 Yr+3.648%, 01/15/2075

    105       139  

Enel Finance International MTN

   

5.750%, 09/14/2040

  GBP 145       277  

5.625%, 08/14/2024

    160       266  

1.000%, 09/16/2024

  EUR 225       277  

FCA Bank MTN

   

2.625%, 04/17/2019

    350       442  

Intesa Sanpaolo

   

7.750%, VAR EUR Swap Annual 5 Yr+7.192%, 07/11/2166

    400       601  

Intesa Sanpaolo MTN

   

3.500%, 01/17/2022

    200       272  

Italy Buoni Poliennali Del Tesoro

   

5.500%, 11/01/2022

    690       1,039  

5.000%, 08/01/2034

    230       385  

5.000%, 09/01/2040

    365       623  

4.750%, 09/01/2044 (A)

    240       403  

3.750%, 05/01/2021

    386       529  

3.750%, 09/01/2024

    870       1,247  

3.500%, 03/01/2030 (A)

    3,285       4,657  

3.450%, 03/01/2048 (A)

    950       1,312  

2.500%, 12/01/2024

    430       575  

2.050%, 08/01/2027

    135       171  

2.000%, 12/01/2025

    180       231  

1.500%, 08/01/2019

    740       933  

1.350%, 04/15/2022

    4,108       5,245  

1.250%, 12/01/2026

    1,275       1,530  

0.950%, 03/01/2023

    935       1,166  
 

 

 

22

  

SEI Institutional International Trust / Semi-Annual Report / March 31, 2018


    

 

    

 

    

 

     
Description    Face Amount
(Thousands)
     Market Value
($ Thousands)
 

GLOBAL BONDS (continued)

 

0.700%, 05/01/2020

   EUR 315      $ 395  

0.350%, 06/15/2020

     1,390        1,730  

0.300%, 10/15/2018

     480        592  

UniCredit

     

6.625%, VAR EUR Swap Annual 5 Yr+6.387%, 12/03/2166

     385        514  

Unione di Banche Italiane

     

1.000%, 01/27/2023

     185        234  
     

 

 

 
        26,953  
     

 

 

 

Japan — 18.6%

     

Development Bank of Japan

     

2.300%, 03/19/2026

   JPY 80,000        884  

1.050%, 06/20/2023

     90,000        891  

Government of Japan 5 Year Bond

     

0.200%, 06/20/2019

     169,000        1,595  

0.100%, 12/20/2019

     764,750        7,220  

0.100%, 03/20/2020

     410,800        3,881  

Government of Japan 10 Year Bond

     

0.900%, 06/20/2022

     748,750        7,341  

0.100%, 06/20/2026

     457,750        4,349  

0.100%, 03/20/2027

     168,150        1,596  

0.100%, 06/20/2027

     64,800        614  

Government of Japan 20 Year Bond

     

1.900%, 09/20/2022

     189,850        1,945  

1.700%, 06/20/2033

     1,220,450        13,903  

1.400%, 09/20/2034

     444,650        4,885  

1.000%, 12/20/2035

     50,000        517  

0.700%, 03/20/2037

     52,300        512  

0.500%, 09/20/2036

     459,900        4,361  

0.200%, 06/20/2036

     169,400        1,526  

Government of Japan 20 Year Bond, Ser 106

     

2.200%, 09/20/2028

     46,600        536  

Government of Japan 20 Year Bond, Ser 128

     

1.900%, 06/20/2031

     55,000        633  

Government of Japan 20 Year Bond, Ser 140

     

1.700%, 09/20/2032

     729,400        8,276  

Government of Japan 20 Year Bond, Ser 143

     

1.600%, 03/20/2033

     58,550        658  

Government of Japan 20 Year Bond, Ser 144

     

1.500%, 03/20/2033

     111,700        1,240  

Government of Japan 30 Year Bond

     

0.800%, 09/20/2047

     208,150        1,990  

0.300%, 06/20/2046

     134,250        1,129  

Government of Japan 30 Year Bond, Ser 29

     

2.400%, 09/20/2038

     85,400        1,092  

Government of Japan 30 Year Bond, Ser 30

     

2.300%, 03/20/2039

     253,200        3,199  

Government of Japan 30 Year Bond, Ser 33

     

2.000%, 09/20/2040

     127,000        1,545  

Government of Japan 30 Year Bond, Ser 38

     

1.800%, 03/20/2043

     259,650        3,092  
     
Description    Face Amount
(Thousands)
     Market Value
($ Thousands)
 

GLOBAL BONDS (continued)

 

Government of Japan 40 Year Bond

     

0.400%, 03/20/2056

   JPY 304,100      $ 2,426  

Government of Japan 40 Year Bond, Ser 6

     

1.900%, 03/20/2053

     15,400        192  

Government of Japan CPI Linked Bond

     

0.100%, 03/10/2026

     343,053        3,411  

Japan Finance Organization for Municipalities

     

1.900%, 06/22/2018

     90,000        850  
     

 

 

 
        86,289  
     

 

 

 

Kazakhstan — 0.1%

     

Tengizchevroil Finance International

     

4.000%, 08/15/2026 (A)

        $ 385        368  
     

 

 

 

Luxembourg — 0.1%

 

Altice Finco

     

4.750%, 01/15/2028 (A)

   EUR 100        108  

Arena Luxembourg Finance Sarl

     

2.875%, 11/01/2024

     165        207  

INEOS Finance

     

2.125%, 11/15/2025 (A)

     100        119  
     

 

 

 
        434  
     

 

 

 

Malaysia — 1.1%

     

Malaysia Government Bond

     

5.734%, 07/30/2019

   MYR 800        214  

4.181%, 07/15/2024

     3,360        882  

4.048%, 09/30/2021

     3,380        888  

3.955%, 09/15/2025

     3,440        889  

3.882%, 03/10/2022

     780        204  

3.795%, 09/30/2022

     3,430        889  

3.759%, 03/15/2019

     602        157  

3.654%, 10/31/2019

     3,171        824  

3.441%, 02/15/2021

     787        203  
     

 

 

 
        5,150  
     

 

 

 

Mexico — 2.0%

     

Mexican Bonos

     

8.000%, 06/11/2020

   MXN 23,696        1,319  

7.500%, 06/03/2027

     16,264        902  

6.500%, 06/09/2022

     22,900        1,222  

5.750%, 03/05/2026

     11,907        592  

Mexican Bonos, Ser M

     

6.500%, 06/10/2021

     6,746        362  

Mexican Bonos, Ser M20

     

10.000%, 12/05/2024

     43,166        2,713  

7.750%, 05/29/2031

     28,570        1,601  

Mexican Bonos, Ser M30

     

10.000%, 11/20/2036

     11,460        780  
     

 

 

 
        9,491  
     

 

 

 
 

 

 

SEI Institutional International Trust / Semi-Annual Report / March 31, 2018

   23


SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2018

International Fixed Income Fund (Continued)

 

Description         

Face Amount

(Thousands)

     Market Value
($ Thousands)
 

GLOBAL BONDS (continued)

 

  

Netherlands — 3.0%

 

  

ABN AMRO Bank

        

5.750%, VAR EUR Swap Annual 5 Yr+5.452%, 12/31/2049

   EUR      400      $ 537  

Aegon MTN

        

6.625%, 12/16/2039

   GBP      165        357  

Constellium

        

4.250%, 02/15/2026 (A)

   EUR      100        124  

Cooperatieve Centrale Raiffeisen- Boerenleenbank BA

        

2.500%, VAR EUR Swap Annual 5 Yr+1.400%, 05/26/2026

        260        337  

Cooperatieve Rabobank UA

        

6.625%, VAR EUR Swap Annual 5 Yr+6.697%, 12/29/2049

        200        280  

Cooperatieve Rabobank UA MTN

        

5.250%, 09/14/2027

   GBP      195        319  

4.625%, 05/23/2029

        130        205  

ING Groep

        

3.150%, 03/29/2022

   $      330        326  

Kingdom of Netherlands

        

4.000%, 01/15/2037 (A)

   EUR      855        1,605  

3.750%, 01/15/2042 (A)

        40        77  

2.750%, 01/15/2047 (A)

        35        60  

2.500%, 01/15/2033 (A)

        550        829  

2.000%, 07/15/2024 (A)

        775        1,064  

1.250%, 01/15/2019 (A)

        335        418  

0.750%, 07/15/2027 (A)

        470        590  

0.500%, 07/15/2026 (A)

        570        707  

0.250%, 01/15/2020

        3,195        3,992  

0.250%, 07/15/2025 (A)

        922        1,131  

MARB BondCo

        

7.000%, 03/15/2024 (A)

   $      282        265  

Shell International Finance

        

2.000%, 11/15/2018

        560        559  

Teva Pharmaceutical Finance Netherlands III BV

        

6.000%, 04/15/2024 (A)

        200        194  
        

 

 

 
           13,976  
        

 

 

 

New Zealand — 3.1%

 

  

New Zealand Government Bond

        

5.500%, 04/15/2023

   NZD      8,170        6,783  

4.500%, 04/15/2027

        1,170        963  

3.000%, 04/15/2020

        5,164        3,808  

2.500%, 09/20/2035

        1,727        1,403  

2.000%, 09/20/2025

        610        486  

New Zealand Local Government Funding Agency Bond

        

4.500%, 04/15/2027

        1,100        843  
        

 

 

 
           14,286  
        

 

 

 
Description          Face Amount
(Thousands)
     Market Value
($ Thousands)
 

GLOBAL BONDS (continued)

 

  

Norway — 0.4%

 

  

DNB Bank

        

6.500%, VAR USD Swap Semi 30/360 5 Year Curr+5.080%, 12/29/2049

   $      355      $ 369  

DNB Boligkreditt MTN

        

3.875%, 06/16/2021

   EUR      390        539  

Norway Government Bond

        

2.000%, 05/24/2023 (A)

   NOK      2,680        350  

1.750%, 02/17/2027 (A)

        6,025        761  
        

 

 

 
           2,019  
        

 

 

 

Poland — 1.5%

        

Republic of Poland

        

2.500%, 07/25/2018

   PLN      710        208  

1.500%, 04/25/2020

        1,100        321  

0.670%, 11/15/2018

   JPY      200,000        1,883  

Republic of Poland, Ser 1019

        

5.500%, 10/25/2019

   PLN      1,045        325  

Republic of Poland Government Bond

        

3.250%, 07/25/2025

        4,755        1,421  

2.500%, 07/25/2026

        4,550        1,279  

1.750%, 07/25/2021

        5,940        1,728  
        

 

 

 
           7,165  
        

 

 

 

Portugal — 0.6%

        

EDP - Energias de Portugal

        

5.375%, VAR EUR Swap Annual 5 Yr+5.043%, 09/16/2075

   EUR      200        273  

EDP Finance MTN

        

2.000%, 04/22/2025

        370        474  

Portugal Obrigacoes do Tesouro OT

        

4.125%, 04/14/2027 (A)

        425        641  

4.100%, 04/15/2037 (A)

        145        227  

2.200%, 10/17/2022 (A)

        775        1,036  
        

 

 

 
           2,651  
        

 

 

 

Saudi Arabia — 0.1%

        

Saudi Government International Bond MTN

        

2.375%, 10/26/2021 (A)

   $      275        265  
        

 

 

 

Singapore — 1.8%

        

Singapore Government Bond

        

4.000%, 09/01/2018

   SGD      340        262  

3.500%, 03/01/2027

        1,040        869  

3.125%, 09/01/2022

        2,255        1,799  

3.000%, 09/01/2024

        2,649        2,118  

2.250%, 08/01/2036

        250        180  

2.000%, 07/01/2020

        3,260        2,492  

Temasek Financial I MTN

        

2.375%, 01/23/2023 (A)

   $      495        480  
        

 

 

 
           8,200  
        

 

 

 
 

 

 

24

  

SEI Institutional International Trust / Semi-Annual Report / March 31, 2018


    

 

    

 

    

 

Description          Face Amount
(Thousands)
   Market Value
($ Thousands)
 

GLOBAL BONDS (continued)

  

Slovak Republic — 0.0%

  

Slovakia Government Bond

        

3.375%, 11/15/2024

   EUR    75    $ 110  
        

 

 

 

Slovenia — 0.1%

        

Slovenia Government Bond

        

1.250%, 03/22/2027

      305      386  
        

 

 

 

South Korea — 0.5%

  

Hyundai Capital Services MTN

        

3.500%, 03/30/2022

   AUD    680      521  

Korea Treasury Bond

        

3.000%, 09/10/2024

   KRW    884,000      851  

1.500%, 12/10/2026

      994,000      851  
        

 

 

 
           2,223  
        

 

 

 

Spain — 4.1%

        

Ayt Cedulas Cajas Global

        

4.750%, 05/25/2027

   EUR    400      643  

3.750%, 12/14/2022

      600      854  

Banco Bilbao Vizcaya Argentaria

        

8.875%, VAR EUR Swap Annual 5 Yr+9.177%, 12/29/2049

      200      291  

5.875%, VAR EUR Swap Annual 5 Yr+5.779%, 08/24/2166

      200      267  

Banco de Sabadell

        

0.875%, 11/12/2021

      400      505  

Banco Popular Espanol

        

2.125%, 10/08/2019

      100      127  

Banco Santander

        

6.750%, VAR EUR Swap Annual 5 Yr+6.803%, 07/25/2166

      200      277  

Bankia

        

0.875%, 01/21/2021

      300      378  

CaixaBank

        

6.750%, VAR EUR Swap Annual 5 Yr+6.498%, 12/31/2049

      200      278  

1.250%, 01/11/2027

      500      628  

Criteria Caixa SAU MTN

        

1.500%, 05/10/2023

      300      373  

Ferrovial Emisiones MTN

        

3.375%, 06/07/2021

      475      643  

Gas Natural Fenosa Finance BV

        

3.375%, VAR EUR Swap Annual 9 Yr+3.079%, 12/29/2049

      100      124  

Gas Natural Fenosa Finance BV MTN

        

1.250%, 04/19/2026

      300      365  

Government of Spain

        

6.000%, 01/31/2029

      320      585  

4.900%, 07/30/2040 (A)

      415      780  

4.700%, 07/30/2041 (A)

      319      590  

2.900%, 10/31/2046 (A)

      625      887  

2.750%, 10/31/2024 (A)

      406      571  
Description          Face Amount
(Thousands)
   Market Value
($ Thousands)
 

GLOBAL BONDS (continued)

  

1.950%, 04/30/2026 (A)

   EUR    3,850    $ 5,139  

1.950%, 07/30/2030 (A)

      85      111  

1.400%, 01/31/2020

      935      1,187  

1.300%, 10/31/2026 (A)

      474      600  

0.400%, 04/30/2022

      700      876  

Grifols

        

3.200%, 05/01/2025

      110      136  

Iberdrola Finanzas MTN

        

1.000%, 03/07/2025

      500      616  

Instituto de Credito Oficial MTN

        

6.000%, 03/08/2021

      180      261  

Kutxabank

        

1.250%, 09/22/2025

      300      381  

Santander Consumer Finance MTN

        

0.900%, 02/18/2020

      300      375  

Santander Issuances MTN

        

3.250%, 04/04/2026

      300      402  
        

 

 

 
           19,250  
        

 

 

 

Supra-National — 1.9%

  

Asian Development Bank MTN

        

2.350%, 06/21/2027

   JPY    70,000      795  

European Financial Stability Facility MTN

        

1.800%, 07/10/2048

   EUR    540      711  

0.500%, 07/11/2025

      695      856  

European Investment Bank

        

1.900%, 01/26/2026

   JPY    129,100      1,397  

European Investment Bank MTN

        

6.000%, 08/06/2020

   AUD    2,737      2,274  

1.250%, 05/12/2025

   SEK    7,500      917  

International Bank for Reconstruction & Development MTN

        

3.500%, 01/22/2021

   NZD    1,120      827  

2.800%, 01/13/2021

   AUD    1,230      953  
        

 

 

 
           8,730  
        

 

 

 

Sweden — 1.0%

        

Intrum Justitia

        

2.750%, 07/15/2022 (A)

   EUR    330      397  

Nordea Bank MTN

        

6.125%, VAR USD Swap Semi 30/360 5 Year Curr+3.388%, 12/31/2049

   $    280      290  

6.125%, VAR USD Swap Semi 30/360 5 Year Curr+3.388%, 12/31/2049 (A)

      483      499  

Nordea Hypotek MTN

        

1.000%, 04/08/2022

   SEK    2,600      317  

Skandinaviska Enskilda Banken

        

2.659%, VAR ICE LIBOR USD 3 Month+0.570%, 09/13/2019 (A)

   $    200      201  

Skandinaviska Enskilda Banken MTN

        

5.750%, VAR USD Swap Semi 30/360 5 Year Curr+3.850%, 11/29/2049

      465      469  
 

 

 

SEI Institutional International Trust / Semi-Annual Report / March 31, 2018

   25


SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2018

International Fixed Income Fund (Continued)

 

     
Description   Face Amount
(Thousands)
    Market Value
($ Thousands)
 

GLOBAL BONDS (continued)

 

 

Svenska Handelsbanken

 

 

5.250%, VAR USD Swap Semi 30/360 5 Year Curr+3.335%, 12/29/2049

      $ 325     $ 325  

Swedbank

   

6.000%, VAR USD Swap Semi 30/360 5 Year Curr+4.106%, 03/17/2166

    200       204  

Swedbank Hypotek MTN

   

1.000%, 06/15/2022

  SEK 2,700       328  

Sweden Government Bond

   

3.500%, 06/01/2022

    3,040       419  

3.500%, 03/30/2039

    375       62  

1.000%, 11/12/2026

    1,725       215  

Sweden Government Bond, Ser 1047

   

5.000%, 12/01/2020

    3,370       461  

Sweden Government Bond, Ser 1052

   

4.250%, 03/12/2019

    3,630       454  

Vattenfall

   

3.000%, VAR EUR Swap Annual 5 Yr+2.511%, 03/19/2077

  EUR 175       214  
   

 

 

 
              4,855  
   

 

 

 

Switzerland — 1.5%

 

 

Aquarius & Investments for Swiss Reinsurance

   

6.375%, VAR USD Swap Semi 30/360 5 Year Curr+5.210%, 09/01/2024

      $ 340       349  

Credit Suisse

   

0.285%, 12/18/2018

  JPY   200,000       1,882  

Credit Suisse MTN

   

0.750%, 09/17/2021

  EUR 220       277  

Credit Suisse Group

   

7.500%, VAR USD Swap Semi 30/360 5 Year Curr+4.598%, 12/31/2049 (A)

      $ 270       292  

Government of Switzerland

   

3.000%, 05/12/2019

  CHF 110       120  

2.000%, 04/28/2021

    735       833  

2.000%, 05/25/2022

    75       87  

1.500%, 04/30/2042

    205       260  

1.250%, 06/11/2024

    405       464  

LafargeHolcim Sterling Finance Netherlands BV MTN

   

3.000%, 05/12/2032

  GBP 350       474  

Swiss Reinsurance via ELM

   

2.600%, VAR Euribor 6 Month+3.050%, 09/01/2166

  EUR 220       274  

UBS MTN

   

4.750%, VAR EUR Swap Annual 5 Yr+3.400%, 02/12/2026

    200       271  

UBS Group

   

5.750%, VAR EUR Swap Annual 5 Yr+5.287%, 12/29/2049

    540       740  

UBS Group Funding Switzerland

   

4.125%, 09/24/2025 (A)

      $ 220       221  
     
Description   Face Amount
(Thousands)
    Market Value
($ Thousands)
 

GLOBAL BONDS (continued)

 

 

1.750%, 11/16/2022

  EUR 427         $ 550  
   

 

 

 
      7,094  
   

 

 

 

Thailand — 0.3%

 

 

Thailand Government Bond

   

4.875%, 06/22/2029

  THB   11,215       434  

4.675%, 06/29/2044

    12,325       491  

3.650%, 12/17/2021

    11,020       378  

3.625%, 06/16/2023

    5,375       186  
   

 

 

 
              1,489  
   

 

 

 

Turkey — 0.1%

 

 

Coca-Cola Icecek

   

4.215%, 09/19/2024

      $ 360       350  
   

 

 

 

United Kingdom — 11.5%

 

 

Anglian Water Services Financing

   

6.875%, 08/21/2023

  GBP 230       405  

Arqiva Financing MTN

   

4.040%, 06/30/2020

    220       321  

Aviva MTN

   

3.875%, VAR EUR Swap Annual 5 Yr+3.480%, 07/03/2044

  EUR 121       162  

3.375%, VAR Euribor 3 Month+3.550%, 12/04/2045

    515       668  

Bank of Scotland MTN

   

4.750%, 06/08/2022

    455       666  

Barclays MTN

   

3.125%, 01/17/2024

  GBP 235       334  

2.000%, VAR EUR Swap Annual 5 Yr+1.900%, 02/07/2028

  EUR 375       457  

1.875%, 03/23/2021

    575       736  

Barclays Bank MTN

   

10.000%, 05/21/2021

  GBP 180       307  

BAT International Finance MTN

   

1.250%, 03/13/2027

  EUR 333       392  

BG Energy Capital MTN

   

5.000%, 11/04/2036

  GBP 100       187  

BP Capital Markets MTN

   

1.117%, 01/25/2024

  EUR 165       207  

Canary Wharf Finance II

   

6.455%, 04/22/2030

  GBP 13       23  

5.952%, 01/22/2035

    20       40  

Centrica MTN

   

4.375%, 03/13/2029

    164       262  

4.250%, 09/12/2044

    100       162  

CK Hutchison Finance 16 II

   

0.875%, 10/03/2024

  EUR 400       487  

CNH Industrial Finance Europe MTN

   

2.875%, 05/17/2023

    220       294  

Coca-Cola European Partners

   

2.375%, 05/07/2025

    400       536  
 

 

 

26

  

SEI Institutional International Trust / Semi-Annual Report / March 31, 2018


    

 

    

 

    

 

     
Description   Face Amount
(Thousands)
     Market Value
($ Thousands)
 

GLOBAL BONDS (continued)

 

  

Crh Finance UK MTN

    

4.125%, 12/02/2029

  GBP 250      $ 394  

Delphi Automotive

    

1.500%, 03/10/2025

  EUR 420        522  

DS Smith MTN

    

1.375%, 07/26/2024

    215        264  

EC Finance

    

2.375%, 11/15/2022 (A)

    100        123  

FCE Bank MTN

    

1.615%, 05/11/2023

    510        641  

Gatwick Funding MTN

    

5.250%, 01/23/2024

  GBP 250        404  

HBOS Capital Funding

    

6.461%, VAR UK Govt Bonds 5 Year Note Generic Bid Yield+2.850%, 11/29/2049

    115        166  

Heathrow Funding MTN

    

6.000%, 03/20/2020

    100        152  

2.750%, 08/09/2049

    160        204  

1.875%, 05/23/2022

  EUR   750        976  

HSBC Holdings

    

6.750%, 09/11/2028

  GBP 350        637  

6.000%, VAR EUR Swap Annual 5 Yr+5.338%, 12/29/2049

  EUR 345        486  

HSBC Holdings MTN

    

4.750%, VAR EUR Swap Annual 5 Yr+3.844%, 12/31/2049

    200        256  

Imperial Brands Finance

    

0.500%, 07/27/2021

    150        185  

InterContinental Hotels Group MTN

    

3.750%, 08/14/2025

  GBP 174        261  

International Game Technology

    

4.750%, 02/15/2023

  EUR 160        215  

Lecta

    

6.500%, 08/01/2023 (A)

    113        143  

Legal & General Group MTN

    

5.375%, VAR UK Govt Bonds 5 Year Note Generic Bid Yield+4.580%, 10/27/2045

  GBP 135        207  

Lloyds Banking Group MTN

    

1.000%, 11/09/2023

  EUR 280        343  

Nationwide Building Society MTN

    

4.625%, 02/08/2021

    550        767  

Next

    

3.625%, 05/18/2028

  GBP 190        268  

Northumbrian Water Finance

    

6.875%, 02/06/2023

    190        326  

5.625%, 04/29/2033

    70        131  

Rio Tinto Finance MTN

    

4.000%, 12/11/2029

    124        201  

Royal Bank of Scotland MTN

    

3.875%, 10/19/2020

  EUR 123        167  
     
Description   Face Amount
(Thousands)
     Market Value
($ Thousands)
 

GLOBAL BONDS (continued)

 

  

Royal Bank of Scotland Group

    

4.622%, VAR ICE LIBOR USD 3 Month+2.320%, 09/29/2017

      $ 200      $ 201  

Royal Bank of Scotland Group MTN

    

2.500%, 03/22/2023

  EUR 465        610  

Santander UK

    

6.222%, VAR ICE LIBOR GDP 3 Month+1.130%, 05/29/2049

  GBP 170        236  

Santander UK MTN

    

4.250%, 04/12/2021

  EUR 350        486  

3.625%, 01/14/2026

  GBP 100        149  

1.125%, 01/14/2022

  EUR 330        417  

Severn Trent Utilities Finance MTN

    

3.625%, 01/16/2026

  GBP 175        265  

Sky MTN

    

6.000%, 05/21/2027

    50        89  

SSE MTN

    

0.875%, 09/06/2025

  EUR 395        479  

Standard Chartered

    

3.277%, VAR ICE LIBOR USD 3 Month+1.510%, 01/29/2049 (A)

      $ 500        474  

Standard Chartered MTN

    

5.125%, 06/06/2034

  GBP 100        151  

3.625%, 11/23/2022

  EUR 160        216  

Stonegate Pub Financing

    

4.875%, 03/15/2022

  GBP   140        194  

Thames Water Utilities Cayman Finance MTN

    

4.625%, 06/04/2046

    155        274  

TSB Banking Group MTN

    

5.750%, VAR ICE LIBOR GDP 3 Month+3.430%, 05/06/2026

    104        158  

United Kingdom Gilt

    

4.750%, 12/07/2030

    115        221  

4.500%, 12/07/2042

    230        503  

4.250%, 12/07/2027

    95        168  

4.250%, 06/07/2032

    1,720        3,225  

4.250%, 03/07/2036

    435        855  

4.250%, 09/07/2039

    370        757  

4.250%, 12/07/2040

    100        207  

4.250%, 12/07/2046

    320        705  

3.750%, 09/07/2021

    945        1,454  

3.750%, 07/22/2052

    80        175  

3.500%, 01/22/2045

    1,445        2,792  

3.250%, 01/22/2044

    400        738  

2.750%, 09/07/2024

    200        309  

2.500%, 07/22/2065

    1,165        2,187  

1.750%, 07/22/2019

    1,860        2,643  

1.500%, 01/22/2021

    600        856  

1.250%, 07/22/2027

    1,015        1,406  

0.750%, 07/22/2023

    2,170        2,988  

United Kingdom Treasury Bill

    

0.202%, 04/16/2018 (B)

    6,810        9,552  
 

 

 

SEI Institutional International Trust / Semi-Annual Report / March 31, 2018

   27


SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2018

International Fixed Income Fund (Continued)

 

       
Description        Face Amount
(Thousands)
    Market Value
($ Thousands)
 

GLOBAL BONDS (continued)

 

Virgin Media Finance MTN

     

4.500%, 01/15/2025

  EUR     121     $ 151  

Wales & West Utilities Finance

     

6.250%, 11/30/2021

  GBP     240       391  

Western Power Distribution West Midlands

     

5.750%, 04/16/2032

      100       184  

3.875%, 10/17/2024

      230       353  

Wm Morrison Supermarkets MTN

     

3.500%, 07/27/2026

      225       332  

Yorkshire Water Services Odsal Finance

     

6.588%, 02/21/2023

      195       331  

Zurich Finance MTN

 

6.625%, 10/30/2049 (C)

      235       377  
     

 

 

 
        53,344  
     

 

 

 

United States — 6.6%

 

AbbVie

     

1.375%, 05/17/2024

  EUR     220       274  

American International Group

     

2.311%, VAR ICE LIBOR GDP 3 Month+1.705%, 03/15/2067

  GBP     150       196  

Amgen

     

1.250%, 02/25/2022

  EUR     550       697  

Antero Resources

     

5.125%, 12/01/2022

  $     98       99  

AT&T

     

5.000%, 03/01/2021

      550       578  

3.550%, 09/14/2037

  GBP     205       289  

1.800%, 09/05/2026

  EUR     720       900  

Bank of America MTN

     

2.375%, 06/19/2024

      835       1,109  

1.625%, 09/14/2022

      261       335  

1.379%, VAR Euribor 3 Month+1.030%, 02/07/2025

      165       206  

0.223%, VAR Euribor 3 Month+0.550%, 09/14/2018

      375       461  

Belden

     

3.375%, 07/15/2027

      100       119  

3.375%, 07/15/2027

      127       152  

Berkshire Hathaway

     

0.625%, 01/17/2023

      265       327  

0.500%, 03/13/2020

      225       280  

Carnival

     

1.625%, 02/22/2021

      180       231  

Chubb INA Holdings

     

1.550%, 03/15/2028

      325       400  

Citigroup

     

2.040%, 09/16/2020

  JPY     200,000       1,965  

Citigroup MTN

     

0.750%, 10/26/2023

  EUR     735       896  

Crown European Holdings

     

2.875%, 02/01/2026 (A)

      100       122  

2.250%, 02/01/2023 (A)

      160       198  
       
Description          Face Amount
(Thousands)
    Market Value
($ Thousands)
 

GLOBAL BONDS (continued)

 

CVS Health Corp

     

4.300%, 03/25/2028

    $       265     $ 266  

4.100%, 03/25/2025

      265       267  

3.125%, 03/09/2020

      835       836  

Digital Stout Holding MTN

     

4.250%, 01/17/2025

    GBP       305       467  

Discovery Communications

     

2.500%, 09/20/2024

      255       351  

Dover MTN

     

2.125%, 12/01/2020

    EUR       267       345  

FedEx

     

1.000%, 01/11/2023

      560       700  

Fidelity National Information Services

     

0.400%, 01/15/2021

      284       350  

GE Capital UK Funding Unlimited MTN

     

6.250%, 05/05/2038

    GBP       165       329  

General Electric

     

1.500%, 05/17/2029

    EUR       170       204  

General Motors Financial MTN

     

0.955%, 09/07/2023

      540       655  

Goldman Sachs Group MTN

     

2.000%, 07/27/2023

      900       1,161  

1.625%, 07/27/2026

      170       210  

Hertz Holdings Netherlands BV

     

5.500%, 03/30/2023 (A)

      160       197  

Kinder Morgan Energy Partners

     

4.300%, 05/01/2024

    $       330       332  

Kraft Heinz Foods

     

1.500%, 05/24/2024

    EUR       220       275  

Liberty Mutual Finance Europe

     

1.750%, 03/27/2024 (A)

      163       205  

Mastercard

     

1.100%, 12/01/2022

      445       563  

McKesson

     

3.125%, 02/17/2029

    GBP       135       191  

0.625%, 08/17/2021

    EUR       355       441  

Metropolitan Life Global Funding I MTN

     

2.875%, 01/11/2023

    GBP       135       198  

Moody’s

     

1.750%, 03/09/2027

    EUR       265       335  

Morgan Stanley

     

1.875%, 03/30/2023

      490       632  

0.557%, 05/22/2018

    JPY       300,000       2,823  

Morgan Stanley MTN

     

2.625%, 03/09/2027

    GBP       295       409  

1.375%, 10/27/2026

    EUR       360       433  

National Capital Trust I

     

5.620%, VAR UK Govt Bonds 5 Year Note Generic Bid Yield+1.930%, 12/17/2018 (A)

    GBP       35       50  
 

 

 

28

  

SEI Institutional International Trust / Semi-Annual Report / March 31, 2018


    

 

    

 

    

 

       
Description          Face Amount
(Thousands)
    Market Value
($ Thousands)
 

GLOBAL BONDS (continued)

 

5.620%, VAR UK Govt Bonds 5 Year Note Generic Bid Yield+1.930%, 09/29/2049

    GBP       150     $ 215  

National Grid North America MTN

     

1.000%, 07/12/2024

    EUR       300       371  

Nordea Bank MTN

     

2.250%, 05/27/2021 (A)

    $       425       413  

Philip Morris International

     

0.625%, 11/08/2024

    EUR       285       341  

Philip Morris International MTN

     

1.875%, 03/03/2021

      300       386  

PVH

     

3.125%, 12/15/2027 (A)

      156       189  

Quintiles IMS

     

2.875%, 09/15/2025

      220       262  

Santander Holdings USA

     

3.700%, 03/28/2022

    $       460       461  

Southern

     

2.750%, 06/15/2020

      700       694  

US Bancorp MTN

     

0.850%, 06/07/2024

    EUR       701       856  

Valeant Pharmaceuticals International

     

4.500%, 05/15/2023 (A)

      170       185  

Verizon Communications MTN

     

4.750%, 02/17/2034

    GBP       170       281  

4.050%, 02/17/2025

    AUD       680       526  

Viacom

     

4.250%, 09/01/2023

    $       500       507  

Wells Fargo MTN

     

2.000%, 04/27/2026

    EUR       210       271  

1.375%, 06/30/2022

    GBP       195       266  

Wells Fargo Bank MTN

     

5.250%, 08/01/2023

      350       559  

Western Digital Corp

     

4.750%, 02/15/2026

    $       328       327  

WPC Eurobond BV

     

2.125%, 04/15/2027

    EUR       380       466  
     

 

 

 
        30,635  
     

 

 

 

Uruguay — 0.0%

 

Republic of Uruguay

     

9.875%, 06/20/2022 (A)

    UYU       3,181       114  

8.500%, 03/15/2028 (A)

      2,325       76  
     

 

 

 
        190  
     

 

 

 

Total Global Bonds
(Cost $419,595) ($ Thousands)

        438,019  
     

 

 

 
     
Description   Face Amount
(Thousands)
    Market Value
($ Thousands)
 

MORTGAGE-BACKED SECURITIES — 1.6%

 

Agency Mortgage-Backed Obligation — 0.5%

 

FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-DNA1, Cl M2

   

3.722%, VAR ICE LIBOR USD 1 Month+1.850%, 10/25/2027

  $ 490     $ 500  

FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-DNA2, Cl M2

   

4.472%, VAR ICE LIBOR USD 1 Month+2.600%, 12/25/2027

    100       102  

FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-HQA2, Cl M2

   

4.672%, VAR ICE LIBOR USD 1 Month+2.800%, 05/25/2028

    165       170  

FHLMC Structured Agency Credit Risk Debt Notes, Ser 2016-DNA1, Cl M2

   

4.772%, VAR ICE LIBOR USD 1 Month+2.900%, 07/25/2028

    276       283  

FHLMC Structured Agency Credit Risk Debt Notes, Ser 2016-HQA1, Cl M3

   

8.222%, VAR ICE LIBOR USD 1 Month+6.350%, 09/25/2028

    250       309  

FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-DNA1, Cl M1

   

3.072%, VAR ICE LIBOR USD 1 Month+1.200%, 07/25/2029

    350       353  

FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-DNA2, Cl M2

   

5.322%, VAR ICE LIBOR USD 1 Month+3.450%, 10/25/2029

    470       511  
   

 

 

 
      2,228  
   

 

 

 

Non-Agency Mortgage-Backed Obligation — 1.1%

 

Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-6, Cl 3A

   

3.750%, 09/25/2034 (C)

    15       15  

Citigroup Mortgage Loan Trust, Ser 2005-2,Cl 1A4

   

3.414%, 05/25/2035 (C)

    258       261  

COMM Mortgage Trust, Ser 2012-CR4, Cl A3

   

2.853%, 10/15/2045

    130       128  

COMM Mortgage Trust, Ser 2012-CR5, Cl A3

   

2.540%, 12/10/2045

    125       122  

COMM Mortgage Trust, Ser 2013-CR6, Cl A4

   

3.101%, 03/10/2046

    120       119  

COMM Mortgage Trust, Ser 2013-CR8, Cl A4

   

3.334%, 06/10/2046

    120       121  
   

COMM Mortgage Trust, Ser 2014-CCRE14,Cl A3

   

3.955%, 02/10/2047

    70       72  

COMM Mortgage Trust, Ser 2014-CR21, Cl A3

   

3.528%, 12/10/2047

    75       76  
 

 

 

SEI Institutional International Trust / Semi-Annual Report / March 31, 2018

   29


SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2018

International Fixed Income Fund (Continued)

 

     
Description   Face Amount
(Thousands)
    Market Value
($ Thousands)
 

MORTGAGE-BACKED SECURITIES (continued)

 

COMM Mortgage Trust, Ser 2014-UBS2, Cl A5

   

3.961%, 03/10/2047

  $ 60     $ 62  

COMM Mortgage Trust, Ser 2014-UBS4, Cl A5

   

3.694%, 08/10/2047

    180       183  

COMM Mortgage Trust, Ser 2015-DC1, Cl A5

   

3.350%, 02/10/2048

    155       154  

COMM Mortgage Trust, Ser 2015-PC1, Cl A4

   

3.620%, 07/10/2050

    50       51  

COMM Mortgage Trust, Ser 2016-DC2, Cl A5

   

3.765%, 02/10/2049

    140       143  

Credit Suisse First Boston Mortgage Securities, Ser 2005-C2, Cl AMFX

   

4.877%, 04/15/2037

    16       15  

CSAIL Commercial Mortgage Trust, Ser 2015-C3, Cl A3

   

3.447%, 08/15/2048

    85       85  

CSAIL Commercial Mortgage Trust, Ser 2016-C7, Cl A5

   

3.502%, 11/15/2049

    80       79  

FNMA Connecticut Avenue Securities, Ser 2013-C01, Cl M1

   

3.872%, VAR ICE LIBOR USD 1 Month+2.000%, 10/25/2023

    15       15  

FNMA Connecticut Avenue Securities, Ser 2014-C01, Cl M1

   

3.472%, VAR ICE LIBOR USD 1 Month+1.600%, 01/25/2024

    169       171  

FNMA Connecticut Avenue Securities, Ser 2014-C04, Cl 2M2

   

6.872%, VAR ICE LIBOR USD 1 Month+5.000%, 11/25/2024

    402       452  

FNMA Connecticut Avenue Securities, Ser 2016-C02, Cl 1M1

   

4.022%, VAR ICE LIBOR USD 1 Month+2.150%, 09/25/2028

    153       154  

FNMA Connecticut Avenue Securities, Ser 2016-C04, Cl 1M2

   

6.122%, VAR ICE LIBOR USD 1 Month+4.250%, 01/25/2029

    95       107  

FNMA Connecticut Avenue Securities, Ser 2016-C05, Cl 2M1

   

3.222%, VAR ICE LIBOR USD 1 Month+1.350%, 01/25/2029

    75       75  

FNMA Connecticut Avenue Securities, Ser 2016-C06, Cl 1M1