FOR VALIDATION PURPOSES ONLY - [847503.TX]
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
International Equity Fund
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| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
|
| COMMON STOCK — 95.8% |
|
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|
|
|
|
|
|
| Argentina — 0.4% |
|
|
|
|
|
|
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|
| MercadoLibre Inc * |
|
|
17,228 |
|
|
$ |
16,983 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Australia — 3.2% |
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|
|
| a2 Milk Co Ltd * |
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|
637,869 |
|
|
|
8,211 |
|
| Aristocrat Leisure Ltd |
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|
583,229 |
|
|
|
10,384 |
|
| ASX Ltd |
|
|
35,377 |
|
|
|
2,086 |
|
| Avita Therapeutics Inc * |
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|
633,575 |
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3,926 |
|
| BHP Group Ltd |
|
|
289,338 |
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|
7,193 |
|
| BlueScope Steel Ltd |
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|
896,249 |
|
|
|
7,268 |
|
| Coca-Cola Amatil Ltd |
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|
97,367 |
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|
|
586 |
|
| Cochlear Ltd |
|
|
7,705 |
|
|
|
1,012 |
|
| Coles Group Ltd |
|
|
262,376 |
|
|
|
3,128 |
|
| CSL Ltd |
|
|
98,093 |
|
|
|
19,553 |
|
| CSR Ltd |
|
|
792,249 |
|
|
|
2,020 |
|
| Evolution Mining Ltd |
|
|
999,775 |
|
|
|
3,950 |
|
| Fortescue Metals Group Ltd |
|
|
1,663,612 |
|
|
|
16,023 |
|
| Goodman Group
‡ |
|
|
29,499 |
|
|
|
304 |
|
| Harvey Norman Holdings Ltd (A) |
|
|
896,394 |
|
|
|
2,204 |
|
| IGO Ltd |
|
|
309,188 |
|
|
|
1,038 |
|
| Insurance Australia Group Ltd |
|
|
55,585 |
|
|
|
222 |
|
| Lendlease Group |
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|
117,635 |
|
|
|
1,014 |
|
| Macquarie Group Ltd |
|
|
14,538 |
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|
|
1,204 |
|
| Magellan Financial Group Ltd |
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|
23,120 |
|
|
|
943 |
|
| Newcrest Mining Ltd |
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|
333,344 |
|
|
|
7,350 |
|
| Orica Ltd |
|
|
348,066 |
|
|
|
4,027 |
|
| Orora Ltd |
|
|
1,270,565 |
|
|
|
2,222 |
|
| OZ Minerals Ltd |
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|
226,684 |
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|
|
1,735 |
|
| Qantas Airways Ltd (A) |
|
|
1,172,137 |
|
|
|
3,091 |
|
| REA Group Ltd |
|
|
5,094 |
|
|
|
381 |
|
| Rio Tinto Ltd |
|
|
13,078 |
|
|
|
886 |
|
| SEEK Ltd |
|
|
25,202 |
|
|
|
383 |
|
| Sonic Healthcare Ltd |
|
|
21,741 |
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|
459 |
|
| South32 Ltd |
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|
4,509,621 |
|
|
|
6,380 |
|
| Sydney Airport |
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|
31,884 |
|
|
|
126 |
|
| Technology One Ltd |
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|
127,798 |
|
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|
778 |
|
| Wesfarmers Ltd |
|
|
15,402 |
|
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|
479 |
|
| Woolworths Group Ltd |
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|
28,861 |
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|
743 |
|
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|
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|
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121,309 |
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| Austria — 0.3% |
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|
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|
| ANDRITZ AG |
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|
5,489 |
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|
200 |
|
| BAWAG Group AG * |
|
|
327,874 |
|
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|
11,368 |
|
| Erste Group Bank AG * |
|
|
21,501 |
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|
|
509 |
|
| voestalpine AG |
|
|
9,404 |
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|
|
203 |
|
|
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12,280 |
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| Belgium — 1.2% |
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| Ageas SA/NV * |
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539,634 |
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|
19,190 |
|
| Colruyt SA |
|
|
35,887 |
|
|
|
1,977 |
|
| Groupe Bruxelles Lambert SA |
|
|
110,243 |
|
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|
9,267 |
|
| KBC Group NV |
|
|
70,688 |
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|
|
4,085 |
|
| Proximus SADP |
|
|
12,888 |
|
|
|
263 |
|
|
|
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| |
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| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
|
| COMMON STOCK (continued) |
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| UCB SA |
|
|
79,274 |
|
|
$ |
9,211 |
|
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|
|
|
|
|
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|
|
|
|
|
|
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43,993 |
|
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|
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| Canada — 1.2% |
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|
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| Alimentation Couche-Tard Inc, Cl B |
|
|
69,340 |
|
|
|
2,167 |
|
| Canadian Natural Resources Ltd |
|
|
232,634 |
|
|
|
4,022 |
|
| Canadian Pacific Railway Ltd |
|
|
53,934 |
|
|
|
13,772 |
|
| Manulife Financial Corp |
|
|
472,353 |
|
|
|
6,406 |
|
| Nutrien Ltd (A) |
|
|
339,890 |
|
|
|
10,885 |
|
| Power Corp of Canada (A) |
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|
57,596 |
|
|
|
1,010 |
|
| Stantec Inc |
|
|
68,200 |
|
|
|
2,099 |
|
| Sun Life Financial Inc |
|
|
140,300 |
|
|
|
5,139 |
|
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45,500 |
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| China — 2.0% |
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|
|
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| Alibaba Group Holding Ltd ADR * |
|
|
24,558 |
|
|
|
5,297 |
|
| Baidu Inc ADR * |
|
|
279,716 |
|
|
|
33,535 |
|
| BeiGene Ltd ADR * |
|
|
1,956 |
|
|
|
369 |
|
| Beijing Capital International Airport Co Ltd, Cl H |
|
|
4,738,000 |
|
|
|
2,979 |
|
| China Communications Services Corp Ltd, Cl H |
|
|
4,389,584 |
|
|
|
2,743 |
|
| China Lesso Group Holdings Ltd |
|
|
635,000 |
|
|
|
829 |
|
| Industrial & Commercial Bank of China Ltd, Cl H |
|
|
10,122,000 |
|
|
|
6,147 |
|
| STMicroelectronics NV |
|
|
111,156 |
|
|
|
3,043 |
|
| Tencent Holdings Ltd |
|
|
233,100 |
|
|
|
15,031 |
|
| Vipshop Holdings Ltd ADR * |
|
|
326,821 |
|
|
|
6,507 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
76,480 |
|
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| Denmark — 2.2% |
|
|
|
|
|
|
|
|
| Carlsberg A/S, Cl B |
|
|
65,067 |
|
|
|
8,634 |
|
| Coloplast A/S, Cl B |
|
|
25,171 |
|
|
|
3,911 |
|
| Demant A/S * |
|
|
100,039 |
|
|
|
2,649 |
|
| DSV PANALPINA A/S |
|
|
113,970 |
|
|
|
13,967 |
|
| Genmab A/S * |
|
|
10,407 |
|
|
|
3,497 |
|
| H Lundbeck A/S |
|
|
169,348 |
|
|
|
6,390 |
|
| Novo Nordisk A/S, Cl B |
|
|
368,131 |
|
|
|
23,985 |
|
| Novozymes A/S, Cl B |
|
|
35,861 |
|
|
|
2,081 |
|
| Orsted A/S |
|
|
35,892 |
|
|
|
4,168 |
|
| Pandora A/S |
|
|
33,989 |
|
|
|
1,858 |
|
| ROCKWOOL International A/S, Cl B |
|
|
13,318 |
|
|
|
3,623 |
|
| Scandinavian Tobacco Group A/S |
|
|
644,917 |
|
|
|
9,549 |
|
| Tryg A/S |
|
|
6,242 |
|
|
|
182 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
84,494 |
|
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| Finland — 0.6% |
|
|
|
|
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|
|
| Elisa Oyj, Cl A |
|
|
23,880 |
|
|
|
1,452 |
|
| Fortum Oyj |
|
|
80,898 |
|
|
|
1,547 |
|
| Kone Oyj, Cl B |
|
|
9,875 |
|
|
|
680 |
|
| Metso Oyj (A) |
|
|
19,617 |
|
|
|
643 |
|
| Neste Oyj |
|
|
9,228 |
|
|
|
362 |
|
| Nokia Oyj |
|
|
1,229,753 |
|
|
|
5,407 |
|
| Orion Oyj, Cl B |
|
|
183,545 |
|
|
|
8,862 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
|
1 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
International Equity Fund (Continued)
|
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|
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|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
| UPM-Kymmene Oyj |
|
|
55,198 |
|
|
$ |
1,601 |
|
| Wartsila OYJ Abp, Cl B |
|
|
128,817 |
|
|
|
1,072 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
21,626 |
|
|
|
|
|
|
|
|
|
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|
|
| France — 8.5% |
|
|
|
|
|
|
|
|
| Air France-KLM *(A) |
|
|
797,762 |
|
|
|
3,650 |
|
| Air Liquide SA |
|
|
35,453 |
|
|
|
5,137 |
|
| Airbus SE |
|
|
109,441 |
|
|
|
7,838 |
|
| Alstom SA |
|
|
18,517 |
|
|
|
864 |
|
| Amundi SA |
|
|
11,275 |
|
|
|
887 |
|
| Arkema SA |
|
|
21,041 |
|
|
|
2,021 |
|
| BioMerieux |
|
|
1,498 |
|
|
|
206 |
|
| BNP Paribas SA |
|
|
581,792 |
|
|
|
23,254 |
|
| Bollore SA |
|
|
2,538,995 |
|
|
|
7,990 |
|
| Bouygues SA |
|
|
5,771 |
|
|
|
199 |
|
| Capgemini SE (A) |
|
|
37,092 |
|
|
|
4,279 |
|
| Carrefour SA (A) |
|
|
1,098,428 |
|
|
|
17,015 |
|
| Casino Guichard Perrachon SA |
|
|
4,831 |
|
|
|
179 |
|
| Covivio
‡ |
|
|
7,765 |
|
|
|
565 |
|
| Credit Agricole SA |
|
|
1,053,740 |
|
|
|
10,109 |
|
| Criteo SA ADR * |
|
|
60,571 |
|
|
|
690 |
|
| Danone SA |
|
|
129,297 |
|
|
|
8,968 |
|
| Edenred |
|
|
46,418 |
|
|
|
2,025 |
|
| Eiffage SA |
|
|
15,499 |
|
|
|
1,422 |
|
| Engie SA |
|
|
1,075,852 |
|
|
|
13,351 |
|
| EssilorLuxottica SA |
|
|
54,965 |
|
|
|
7,079 |
|
| Eurofins Scientific SE |
|
|
881 |
|
|
|
556 |
|
| Gecina SA
‡ |
|
|
7,468 |
|
|
|
925 |
|
| Hermes International |
|
|
6,416 |
|
|
|
5,390 |
|
| ICADE ‡ |
|
|
5,827 |
|
|
|
407 |
|
| Iliad SA |
|
|
947 |
|
|
|
185 |
|
| Ingenico Group SA |
|
|
11,181 |
|
|
|
1,790 |
|
| Ipsen SA |
|
|
33,962 |
|
|
|
2,901 |
|
| IPSOS |
|
|
18,645 |
|
|
|
469 |
|
| Kering SA |
|
|
4,181 |
|
|
|
2,284 |
|
| La Francaise des Jeux SAEM (A) |
|
|
41,793 |
|
|
|
1,297 |
|
| Legrand SA |
|
|
17,358 |
|
|
|
1,327 |
|
| L’Oreal SA |
|
|
12,008 |
|
|
|
3,861 |
|
| LVMH Moet Hennessy Louis Vuitton SE (A) |
|
|
34,257 |
|
|
|
15,229 |
|
| Nexans SA |
|
|
13,555 |
|
|
|
635 |
|
| Pernod Ricard SA |
|
|
91,658 |
|
|
|
14,463 |
|
| Peugeot SA |
|
|
447,567 |
|
|
|
7,343 |
|
| Publicis Groupe SA |
|
|
381,789 |
|
|
|
12,410 |
|
| Remy Cointreau SA |
|
|
1,710 |
|
|
|
233 |
|
| Renault SA |
|
|
97,999 |
|
|
|
2,502 |
|
| Rexel SA |
|
|
345,570 |
|
|
|
3,966 |
|
| Safran SA |
|
|
44,305 |
|
|
|
4,463 |
|
| Sanofi |
|
|
488,488 |
|
|
|
50,058 |
|
| Sartorius Stedim Biotech |
|
|
26,668 |
|
|
|
6,780 |
|
| Schneider Electric SE |
|
|
81,273 |
|
|
|
9,093 |
|
| SEB SA |
|
|
1,948 |
|
|
|
323 |
|
| SES SA, Cl A |
|
|
22,095 |
|
|
|
151 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
| Suez SA |
|
|
74,531 |
|
|
$ |
877 |
|
| Teleperformance |
|
|
46,206 |
|
|
|
11,779 |
|
| Thales SA |
|
|
162,602 |
|
|
|
13,177 |
|
| TOTAL SA (A) |
|
|
391,276 |
|
|
|
15,116 |
|
| Ubisoft Entertainment SA * |
|
|
93,203 |
|
|
|
7,703 |
|
| Valeo SA |
|
|
8,569 |
|
|
|
227 |
|
| Veolia Environnement SA |
|
|
64,696 |
|
|
|
1,464 |
|
| Vinci SA (A) |
|
|
29,855 |
|
|
|
2,756 |
|
| Vivendi SA |
|
|
123,472 |
|
|
|
3,178 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
323,046 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Germany — 9.6% |
|
|
|
|
|
|
|
|
| adidas AG |
|
|
11,764 |
|
|
|
3,108 |
|
| Allianz SE |
|
|
185,677 |
|
|
|
38,133 |
|
| BASF SE |
|
|
419,818 |
|
|
|
23,628 |
|
| Bayer AG |
|
|
514,028 |
|
|
|
38,273 |
|
| Beiersdorf AG |
|
|
16,382 |
|
|
|
1,865 |
|
| Brenntag AG |
|
|
102,158 |
|
|
|
5,387 |
|
| Carl Zeiss Meditec AG |
|
|
2,107 |
|
|
|
207 |
|
| CECONOMY AG |
|
|
237,111 |
|
|
|
833 |
|
| Continental AG |
|
|
24,546 |
|
|
|
2,417 |
|
| CTS Eventim AG & Co KGaA |
|
|
95,240 |
|
|
|
3,985 |
|
| Delivery Hero SE * |
|
|
9,818 |
|
|
|
1,018 |
|
| Deutsche Boerse AG |
|
|
38,861 |
|
|
|
7,059 |
|
| Deutsche Post AG * |
|
|
935,530 |
|
|
|
34,475 |
|
| Fresenius Medical Care AG & Co KGaA * |
|
|
219,531 |
|
|
|
18,935 |
|
| Gerresheimer AG |
|
|
107,800 |
|
|
|
9,983 |
|
| Hamburger Hafen und Logistik AG |
|
|
24,359 |
|
|
|
414 |
|
| Hannover Rueck SE |
|
|
11,244 |
|
|
|
1,947 |
|
| HelloFresh SE * |
|
|
93,801 |
|
|
|
5,027 |
|
| Infineon Technologies AG |
|
|
815,086 |
|
|
|
19,343 |
|
| KION Group AG |
|
|
131,407 |
|
|
|
8,166 |
|
| Knorr-Bremse AG |
|
|
1,718 |
|
|
|
175 |
|
| LANXESS AG * |
|
|
8,656 |
|
|
|
459 |
|
| Linde PLC |
|
|
55,667 |
|
|
|
11,830 |
|
| MTU Aero Engines AG |
|
|
9,213 |
|
|
|
1,603 |
|
| Muenchener Rueckversicherungs- Gesellschaft AG in Muenchen |
|
|
25,272 |
|
|
|
6,589 |
|
| Puma SE |
|
|
14,339 |
|
|
|
1,115 |
|
| QIAGEN NV * |
|
|
79,482 |
|
|
|
3,416 |
|
| Rheinmetall AG |
|
|
33,653 |
|
|
|
2,941 |
|
| RWE AG |
|
|
136,805 |
|
|
|
4,812 |
|
| SAP SE |
|
|
256,183 |
|
|
|
35,993 |
|
| SAP SE ADR |
|
|
68,469 |
|
|
|
9,585 |
|
| Scout24 AG |
|
|
73,681 |
|
|
|
5,744 |
|
| Siemens AG |
|
|
459,354 |
|
|
|
54,489 |
|
| Telefonica Deutschland Holding AG |
|
|
52,647 |
|
|
|
156 |
|
| Uniper SE |
|
|
43,887 |
|
|
|
1,419 |
|
| United Internet AG |
|
|
5,203 |
|
|
|
222 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
364,751 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Greece — 0.0% |
|
|
|
|
|
|
|
|
| Aegean Airlines SA * |
|
|
12,601 |
|
|
|
56 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| 2 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
| Hong Kong — 1.5% |
|
|
|
|
|
|
|
|
| AIA Group Ltd |
|
|
1,754,400 |
|
|
$ |
16,400 |
|
| ASM Pacific Technology Ltd |
|
|
61,800 |
|
|
|
657 |
|
| Chaoda Modern Agriculture Holdings
Ltd * |
|
|
2,440,000 |
|
|
|
12 |
|
| CITIC Ltd |
|
|
839,084 |
|
|
|
792 |
|
| CK Asset Holdings Ltd |
|
|
248,500 |
|
|
|
1,483 |
|
| Country Garden Services Holdings Co Ltd |
|
|
402,000 |
|
|
|
1,880 |
|
| Galaxy Entertainment Group Ltd |
|
|
345,000 |
|
|
|
2,350 |
|
| Hang Lung Properties Ltd |
|
|
73,000 |
|
|
|
173 |
|
| Henderson Land Development Co Ltd |
|
|
46,000 |
|
|
|
175 |
|
| HK Electric Investments & HK Electric Investments Ltd |
|
|
472,000 |
|
|
|
490 |
|
| HKT Trust & HKT Ltd |
|
|
686,000 |
|
|
|
1,008 |
|
| Hong Kong & China Gas Co Ltd |
|
|
806,715 |
|
|
|
1,248 |
|
| Hongkong Land Holdings Ltd |
|
|
482,200 |
|
|
|
2,003 |
|
| MTR Corp Ltd |
|
|
37,500 |
|
|
|
195 |
|
| Nine Dragons Paper Holdings Ltd |
|
|
1,683,000 |
|
|
|
1,533 |
|
| Power Assets Holdings Ltd |
|
|
234,000 |
|
|
|
1,272 |
|
| Samsonite International SA |
|
|
1,754,611 |
|
|
|
1,789 |
|
| SJM Holdings Ltd |
|
|
8,483,340 |
|
|
|
9,471 |
|
| Swire Pacific Ltd, Cl A |
|
|
278,000 |
|
|
|
1,472 |
|
| Techtronic Industries Co Ltd |
|
|
1,153,500 |
|
|
|
11,380 |
|
| West China Cement Ltd |
|
|
4,068,000 |
|
|
|
748 |
|
| Zoomlion Heavy Industry Science and Technology Co Ltd |
|
|
2,323,000 |
|
|
|
1,798 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
58,329 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| India — 0.3% |
|
|
|
|
|
|
|
|
| HDFC Bank Ltd ADR |
|
|
180,834 |
|
|
|
8,221 |
|
| Infosys Ltd ADR |
|
|
496,780 |
|
|
|
4,799 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,020 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Indonesia — 0.0% |
|
|
|
|
|
|
|
|
| Bank Mandiri Persero Tbk PT |
|
|
3,010,500 |
|
|
|
1,047 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Ireland — 1.5% |
|
|
|
|
|
|
|
|
| CRH PLC |
|
|
43,804 |
|
|
|
1,510 |
|
| Experian PLC |
|
|
510,437 |
|
|
|
17,930 |
|
| ICON PLC * |
|
|
101,390 |
|
|
|
17,080 |
|
| Kerry Group PLC, Cl A |
|
|
65,287 |
|
|
|
8,120 |
|
| Ryanair Holdings PLC ADR * |
|
|
198,937 |
|
|
|
13,197 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
57,837 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Israel — 1.3% |
|
|
|
|
|
|
|
|
| Azrieli Group Ltd |
|
|
6,589 |
|
|
|
299 |
|
| Bank Hapoalim BM |
|
|
347,111 |
|
|
|
2,074 |
|
| Bank Leumi Le-Israel BM |
|
|
2,056,553 |
|
|
|
10,328 |
|
| Check Point Software Technologies
Ltd * |
|
|
191,290 |
|
|
|
20,550 |
|
| Elbit Systems Ltd |
|
|
4,487 |
|
|
|
616 |
|
| ICL Group Ltd |
|
|
112,477 |
|
|
|
335 |
|
| Israel Discount Bank Ltd, Cl A |
|
|
106,911 |
|
|
|
326 |
|
| Mizrahi Tefahot Bank Ltd |
|
|
80,687 |
|
|
|
1,512 |
|
| Nice Ltd * |
|
|
21,808 |
|
|
|
4,074 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
| Nice Ltd ADR * |
|
|
56,792 |
|
|
$ |
10,747 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
50,861 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Italy — 2.6% |
|
|
|
|
|
|
|
|
| A2A SpA |
|
|
804,681 |
|
|
|
1,142 |
|
| Assicurazioni Generali SpA * |
|
|
511,028 |
|
|
|
7,757 |
|
| Banca Mediolanum SpA |
|
|
244,812 |
|
|
|
1,770 |
|
| Enel SpA |
|
|
854,367 |
|
|
|
7,398 |
|
| ERG SpA |
|
|
44,453 |
|
|
|
963 |
|
| EXOR NV |
|
|
115,844 |
|
|
|
6,676 |
|
| Ferrari NV |
|
|
54,815 |
|
|
|
9,390 |
|
| Fiat Chrysler Automobiles NV |
|
|
495,169 |
|
|
|
5,046 |
|
| Hera SpA |
|
|
636,483 |
|
|
|
2,401 |
|
| Intesa Sanpaolo SpA |
|
|
2,094,380 |
|
|
|
4,032 |
|
| Leonardo SpA |
|
|
395,594 |
|
|
|
2,645 |
|
| Mediobanca Banca di Credito Finanziario SpA |
|
|
115,653 |
|
|
|
836 |
|
| Nexi SpA * |
|
|
316,515 |
|
|
|
5,501 |
|
| Poste Italiane SpA |
|
|
89,045 |
|
|
|
778 |
|
| Prysmian SpA |
|
|
7,837 |
|
|
|
182 |
|
| Recordati SpA |
|
|
212,736 |
|
|
|
10,651 |
|
| Snam SpA |
|
|
22,842 |
|
|
|
112 |
|
| Telecom Italia SpA/Milano |
|
|
926,457 |
|
|
|
363 |
|
| Tenaris SA |
|
|
888,739 |
|
|
|
5,789 |
|
| Terna Rete Elettrica Nazionale SpA |
|
|
77,584 |
|
|
|
535 |
|
| UniCredit SpA |
|
|
2,804,686 |
|
|
|
26,010 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
99,977 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Japan — 16.0% |
|
|
|
|
|
|
|
|
| 77 Bank Ltd/The |
|
|
62,400 |
|
|
|
934 |
|
| Advantest Corp |
|
|
37,100 |
|
|
|
2,123 |
|
| Air Water Inc |
|
|
12,200 |
|
|
|
172 |
|
| Alfresa Holdings Corp |
|
|
8,100 |
|
|
|
169 |
|
| Amada Co Ltd |
|
|
13,700 |
|
|
|
112 |
|
| Arcland Sakamoto Co Ltd |
|
|
33,873 |
|
|
|
593 |
|
| Asahi Group Holdings Ltd (A) |
|
|
33,400 |
|
|
|
1,173 |
|
| Asahi Intecc Co Ltd |
|
|
6,500 |
|
|
|
184 |
|
| Astellas Pharma Inc |
|
|
116,000 |
|
|
|
1,937 |
|
| Bridgestone Corp |
|
|
192,800 |
|
|
|
6,203 |
|
| Brother Industries Ltd |
|
|
12,100 |
|
|
|
219 |
|
| Calbee Inc |
|
|
5,800 |
|
|
|
161 |
|
| Canon Marketing Japan Inc |
|
|
106,500 |
|
|
|
2,171 |
|
| Capcom Co Ltd |
|
|
193,300 |
|
|
|
7,077 |
|
| Casio Computer Co Ltd |
|
|
32,400 |
|
|
|
568 |
|
| Chugai Pharmaceutical Co Ltd |
|
|
35,400 |
|
|
|
1,897 |
|
| Chugoku Electric Power Co Inc/The |
|
|
13,600 |
|
|
|
182 |
|
| Dai Nippon Printing Co Ltd |
|
|
491,900 |
|
|
|
11,282 |
|
| Dai-ichi Life Holdings Inc |
|
|
249,300 |
|
|
|
2,970 |
|
| Daiichi Sankyo Co Ltd |
|
|
27,900 |
|
|
|
2,278 |
|
| Daikin Industries Ltd |
|
|
40,400 |
|
|
|
6,509 |
|
| Daito Trust Construction Co Ltd |
|
|
79,200 |
|
|
|
7,282 |
|
| Daiwa House Industry Co Ltd |
|
|
298,000 |
|
|
|
7,031 |
|
| Daiwa House REIT Investment Corp, Cl A |
|
|
341 |
|
|
|
803 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
|
3 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
| Disco Corp |
|
|
5,200 |
|
|
$ |
1,261 |
|
| DMG Mori Co Ltd (A) |
|
|
144,600 |
|
|
|
1,770 |
|
| East Japan Railway Co |
|
|
129,200 |
|
|
|
8,957 |
|
| Eisai Co Ltd |
|
|
40,200 |
|
|
|
3,189 |
|
| FANUC Corp |
|
|
100,300 |
|
|
|
18,084 |
|
| Fast Retailing Co Ltd |
|
|
500 |
|
|
|
287 |
|
| FUJIFILM Holdings Corp |
|
|
213,800 |
|
|
|
9,151 |
|
| Fujitsu Ltd |
|
|
129,000 |
|
|
|
15,126 |
|
| Glory Ltd |
|
|
57,200 |
|
|
|
1,302 |
|
| Hakuhodo DY Holdings Inc |
|
|
134,800 |
|
|
|
1,604 |
|
| Haseko Corp |
|
|
563,400 |
|
|
|
7,103 |
|
| Hikari Tsushin Inc |
|
|
1,400 |
|
|
|
320 |
|
| Hirose Electric Co Ltd |
|
|
5,100 |
|
|
|
560 |
|
| Hitachi Ltd |
|
|
399,200 |
|
|
|
12,692 |
|
| Hitachi Metals Ltd |
|
|
43,500 |
|
|
|
519 |
|
| Hoshizaki Corp |
|
|
11,000 |
|
|
|
944 |
|
| Hoya Corp |
|
|
79,100 |
|
|
|
7,539 |
|
| Hulic Co Ltd |
|
|
48,100 |
|
|
|
452 |
|
| Idemitsu Kosan Co Ltd |
|
|
15,000 |
|
|
|
320 |
|
| ITOCHU Corp |
|
|
192,500 |
|
|
|
4,149 |
|
| Itochu Techno-Solutions Corp |
|
|
13,800 |
|
|
|
520 |
|
| Itoki Corp |
|
|
21,300 |
|
|
|
68 |
|
| Japan Airlines Co Ltd |
|
|
319,000 |
|
|
|
5,789 |
|
| Japan Post Bank Co Ltd |
|
|
21,400 |
|
|
|
159 |
|
| Japan Post Holdings Co Ltd |
|
|
313,900 |
|
|
|
2,238 |
|
| Japan Prime Realty Investment Corp, Cl A ‡ |
|
|
47 |
|
|
|
138 |
|
| Japan Real Estate Investment Corp, Cl A ‡ |
|
|
56 |
|
|
|
288 |
|
| JFE Holdings Inc |
|
|
21,000 |
|
|
|
151 |
|
| Kakaku.com Inc |
|
|
9,400 |
|
|
|
238 |
|
| Kansai Paint Co Ltd |
|
|
29,000 |
|
|
|
612 |
|
| Kao Corp |
|
|
43,000 |
|
|
|
3,409 |
|
| KDDI Corp |
|
|
385,300 |
|
|
|
11,563 |
|
| Keihan Holdings Co Ltd |
|
|
9,900 |
|
|
|
441 |
|
| Keikyu Corp |
|
|
14,200 |
|
|
|
218 |
|
| Keisei Electric Railway Co Ltd |
|
|
2,900 |
|
|
|
91 |
|
| Keyence Corp |
|
|
28,200 |
|
|
|
11,801 |
|
| Kintetsu Group Holdings Co Ltd |
|
|
22,800 |
|
|
|
1,024 |
|
| Kobayashi Pharmaceutical Co Ltd |
|
|
3,900 |
|
|
|
343 |
|
| Kokuyo Co Ltd |
|
|
122,200 |
|
|
|
1,477 |
|
| Komatsu Ltd |
|
|
634,200 |
|
|
|
12,992 |
|
| Konami Holdings Corp |
|
|
139,800 |
|
|
|
4,662 |
|
| Kose Corp |
|
|
1,200 |
|
|
|
145 |
|
| Kuraray Co Ltd |
|
|
14,600 |
|
|
|
153 |
|
| Kurita Water Industries Ltd |
|
|
6,500 |
|
|
|
181 |
|
| Kyowa Kirin Co Ltd |
|
|
12,400 |
|
|
|
326 |
|
| Kyushu Electric Power Co Inc |
|
|
25,200 |
|
|
|
212 |
|
| Lawson Inc |
|
|
5,400 |
|
|
|
271 |
|
| LINE Corp * |
|
|
4,500 |
|
|
|
226 |
|
| Lion Corp |
|
|
10,100 |
|
|
|
243 |
|
| LIXIL Group Corp |
|
|
49,500 |
|
|
|
692 |
|
| M3 Inc |
|
|
76,900 |
|
|
|
3,273 |
|
| Mabuchi Motor Co Ltd |
|
|
389,800 |
|
|
|
12,430 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
| Marubeni Corp |
|
|
30,300 |
|
|
$ |
137 |
|
| Marui Group Co Ltd |
|
|
30,900 |
|
|
|
559 |
|
| MINEBEA MITSUMI Inc |
|
|
64,600 |
|
|
|
1,173 |
|
| Mitsubishi Electric Corp |
|
|
195,700 |
|
|
|
2,546 |
|
| Mitsubishi Materials Corp |
|
|
7,400 |
|
|
|
157 |
|
| Mitsui & Co Ltd |
|
|
46,100 |
|
|
|
682 |
|
| Mitsui Chemicals Inc |
|
|
7,400 |
|
|
|
155 |
|
| Mixi Inc |
|
|
141,600 |
|
|
|
2,500 |
|
| Mizuno Corp |
|
|
33,400 |
|
|
|
643 |
|
| MS&AD Insurance Group Holdings Inc |
|
|
633,400 |
|
|
|
17,380 |
|
| Murata Manufacturing Co Ltd |
|
|
177,500 |
|
|
|
10,416 |
|
| Nagoya Railroad Co Ltd |
|
|
14,500 |
|
|
|
409 |
|
| Nexon Co Ltd |
|
|
293,600 |
|
|
|
6,637 |
|
| NGK Insulators Ltd |
|
|
12,900 |
|
|
|
179 |
|
| NH Foods Ltd |
|
|
9,900 |
|
|
|
400 |
|
| Nihon M&A Center Inc |
|
|
32,273 |
|
|
|
1,474 |
|
| Nihon Unisys Ltd |
|
|
159,700 |
|
|
|
4,994 |
|
| Nikon Corp |
|
|
206,700 |
|
|
|
1,734 |
|
| Nintendo Co Ltd |
|
|
33,100 |
|
|
|
14,806 |
|
| Nippon Building Fund Inc, Cl A (A) |
|
|
84 |
|
|
|
481 |
|
| Nippon Paint Holdings Co Ltd (A) |
|
|
27,200 |
|
|
|
1,979 |
|
| Nippon Prologis REIT Inc |
|
|
341 |
|
|
|
1,038 |
|
| Nippon Shinyaku Co Ltd |
|
|
3,400 |
|
|
|
278 |
|
| Nippon Telegraph & Telephone Corp |
|
|
491,100 |
|
|
|
11,455 |
|
| Nippon Telegraph & Telephone Corp ADR |
|
|
840,932 |
|
|
|
19,543 |
|
| Nitori Holdings Co Ltd |
|
|
3,500 |
|
|
|
687 |
|
| Nomura Real Estate Holdings Inc |
|
|
6,200 |
|
|
|
115 |
|
| Nomura Real Estate Master Fund Inc ‡ |
|
|
761 |
|
|
|
916 |
|
| Nomura Research Institute Ltd |
|
|
57,000 |
|
|
|
1,558 |
|
| North Pacific Bank Ltd |
|
|
143,900 |
|
|
|
278 |
|
| NTT DOCOMO Inc |
|
|
414,900 |
|
|
|
11,052 |
|
| Obic Co Ltd |
|
|
8,000 |
|
|
|
1,401 |
|
| Odakyu Electric Railway Co Ltd |
|
|
6,600 |
|
|
|
162 |
|
| Oji Holdings Corp |
|
|
36,000 |
|
|
|
165 |
|
| Omron Corp |
|
|
22,100 |
|
|
|
1,481 |
|
| Oracle Corp Japan |
|
|
3,300 |
|
|
|
392 |
|
| Oriental Land Co Ltd/Japan |
|
|
24,100 |
|
|
|
3,182 |
|
| Orix JREIT Inc |
|
|
99 |
|
|
|
130 |
|
| Osaka Gas Co Ltd |
|
|
8,600 |
|
|
|
170 |
|
| Otsuka Corp |
|
|
150,600 |
|
|
|
7,945 |
|
| Pan Pacific International Holdings Corp |
|
|
9,500 |
|
|
|
209 |
|
| Panasonic Corp |
|
|
965,200 |
|
|
|
8,429 |
|
| Persol Holdings Co Ltd |
|
|
139,100 |
|
|
|
1,914 |
|
| Pigeon Corp |
|
|
4,600 |
|
|
|
178 |
|
| Recruit Holdings Co Ltd |
|
|
91,500 |
|
|
|
3,156 |
|
| Rinnai Corp |
|
|
1,800 |
|
|
|
150 |
|
| Rohm Co Ltd |
|
|
201,900 |
|
|
|
13,487 |
|
| Sankyo Co Ltd |
|
|
57,400 |
|
|
|
1,388 |
|
| Santen Pharmaceutical Co Ltd |
|
|
11,600 |
|
|
|
214 |
|
| Sanwa Holdings Corp |
|
|
715,100 |
|
|
|
6,425 |
|
| SCSK Corp |
|
|
44,500 |
|
|
|
2,167 |
|
| Secom Co Ltd |
|
|
52,400 |
|
|
|
4,584 |
|
|
|
|
| 4 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
| Seiko Holdings Corp |
|
|
37,900 |
|
|
$ |
602 |
|
| Sekisui House Ltd |
|
|
949,800 |
|
|
|
18,091 |
|
| Seven & i Holdings Co Ltd |
|
|
391,500 |
|
|
|
12,791 |
|
| SG Holdings Co Ltd |
|
|
11,000 |
|
|
|
359 |
|
| Shimadzu Corp |
|
|
12,900 |
|
|
|
344 |
|
| Shin-Etsu Chemical Co Ltd |
|
|
83,600 |
|
|
|
9,793 |
|
| Shinsei Bank Ltd |
|
|
39,000 |
|
|
|
471 |
|
| Shionogi & Co Ltd |
|
|
78,600 |
|
|
|
4,925 |
|
| Shizuoka Bank Ltd/The |
|
|
24,800 |
|
|
|
160 |
|
| SMC Corp/Japan |
|
|
3,200 |
|
|
|
1,641 |
|
| Softbank Corp |
|
|
69,900 |
|
|
|
891 |
|
| Sompo Holdings Inc |
|
|
139,200 |
|
|
|
4,789 |
|
| Sony Corp ADR |
|
|
77,850 |
|
|
|
5,382 |
|
| Sony Financial Holdings Inc |
|
|
31,700 |
|
|
|
763 |
|
| SUMCO Corp |
|
|
46,400 |
|
|
|
718 |
|
| Sumitomo Corp |
|
|
163,600 |
|
|
|
1,874 |
|
| Sumitomo Mitsui Financial Group Inc |
|
|
457,000 |
|
|
|
12,864 |
|
| Sumitomo Mitsui Trust Holdings Inc |
|
|
365,822 |
|
|
|
10,271 |
|
| Sundrug Co Ltd |
|
|
11,800 |
|
|
|
391 |
|
| Suzuki Motor Corp |
|
|
227,237 |
|
|
|
7,719 |
|
| T&D Holdings Inc |
|
|
115,400 |
|
|
|
986 |
|
| Taiyo Nippon Sanso Corp |
|
|
11,200 |
|
|
|
187 |
|
| Takeda Pharmaceutical Co Ltd |
|
|
850,800 |
|
|
|
30,537 |
|
| Teijin Ltd |
|
|
19,600 |
|
|
|
312 |
|
| Terumo Corp |
|
|
105,300 |
|
|
|
4,000 |
|
| THK Co Ltd |
|
|
11,600 |
|
|
|
290 |
|
| TIS Inc |
|
|
238,900 |
|
|
|
5,066 |
|
| Tobu Railway Co Ltd |
|
|
28,300 |
|
|
|
936 |
|
| Toho Gas Co Ltd |
|
|
4,300 |
|
|
|
216 |
|
| Tohoku Electric Power Co Inc |
|
|
17,100 |
|
|
|
163 |
|
| Tokio Marine Holdings Inc |
|
|
116,500 |
|
|
|
5,077 |
|
| Tokyo Electric Power Co Holdings Inc * |
|
|
1,117,600 |
|
|
|
3,437 |
|
| Tokyo Electron Ltd |
|
|
49,700 |
|
|
|
12,277 |
|
| Tokyo Gas Co Ltd |
|
|
7,400 |
|
|
|
177 |
|
| Tokyu Fudosan Holdings Corp |
|
|
43,200 |
|
|
|
202 |
|
| Tomy Co Ltd |
|
|
121,800 |
|
|
|
961 |
|
| Toppan Printing Co Ltd |
|
|
158,000 |
|
|
|
2,640 |
|
| Toshiba Corp |
|
|
169,400 |
|
|
|
5,438 |
|
| Toyo Suisan Kaisha Ltd |
|
|
3,300 |
|
|
|
185 |
|
| Toyota Industries Corp |
|
|
17,100 |
|
|
|
906 |
|
| Toyota Motor Corp |
|
|
106,500 |
|
|
|
6,683 |
|
| Toyota Motor Corp ADR |
|
|
115,231 |
|
|
|
14,477 |
|
| Tsuruha Holdings Inc |
|
|
5,900 |
|
|
|
813 |
|
| Universal Entertainment |
|
|
317,053 |
|
|
|
6,167 |
|
| Welcia Holdings Co Ltd |
|
|
9,000 |
|
|
|
725 |
|
| Yakult Honsha Co Ltd |
|
|
4,100 |
|
|
|
241 |
|
| Yamada Denki Co Ltd |
|
|
32,900 |
|
|
|
163 |
|
| Yamazaki Baking Co Ltd |
|
|
16,500 |
|
|
|
284 |
|
| Yaskawa Electric Corp |
|
|
32,900 |
|
|
|
1,147 |
|
| Z Holdings Corp |
|
|
51,900 |
|
|
|
254 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
609,209 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
| Malaysia — 0.0% |
|
|
|
|
|
|
|
|
| PIE Industrial BHD |
|
|
191,400 |
|
|
$ |
58 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Malta — 0.0% |
|
|
|
|
|
|
|
|
| BGP Holdings *(B) |
|
|
198,683 |
|
|
|
– |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Mexico — 0.6% |
|
|
|
|
|
|
|
|
| Arca Continental SAB de CV |
|
|
1,940,380 |
|
|
|
8,473 |
|
| Becle SAB de CV |
|
|
1,481,400 |
|
|
|
2,832 |
|
| Grupo Financiero Banorte SAB de CV, Cl O * |
|
|
1,077,720 |
|
|
|
3,709 |
|
| Wal-Mart de Mexico SAB de CV |
|
|
2,517,400 |
|
|
|
5,989 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
21,003 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Netherlands — 5.8% |
|
|
|
|
|
|
|
|
| Aalberts NV (A) |
|
|
44,615 |
|
|
|
1,477 |
|
| Aegon NV |
|
|
802,552 |
|
|
|
2,408 |
|
| AerCap Holdings NV * |
|
|
67,333 |
|
|
|
2,074 |
|
| Akzo Nobel NV |
|
|
324,062 |
|
|
|
29,246 |
|
| Altice Europe NV * |
|
|
132,765 |
|
|
|
517 |
|
| Arcadis NV |
|
|
26,727 |
|
|
|
485 |
|
| ArcelorMittal SA |
|
|
299,342 |
|
|
|
3,210 |
|
| ASML Holding NV |
|
|
37,084 |
|
|
|
13,698 |
|
| ASR Nederland NV |
|
|
180,815 |
|
|
|
5,595 |
|
| Galapagos NV * |
|
|
31,525 |
|
|
|
6,198 |
|
| Heineken Holding NV |
|
|
49,620 |
|
|
|
4,092 |
|
| Heineken NV |
|
|
81,111 |
|
|
|
7,510 |
|
| ING Groep NV |
|
|
4,872,361 |
|
|
|
34,077 |
|
| James Hardie Industries PLC |
|
|
70,581 |
|
|
|
1,362 |
|
| Koninklijke Ahold Delhaize NV |
|
|
587,859 |
|
|
|
16,084 |
|
| Koninklijke DSM NV |
|
|
100,606 |
|
|
|
14,003 |
|
| Koninklijke Philips NV |
|
|
419,060 |
|
|
|
19,652 |
|
| Koninklijke Vopak NV |
|
|
3,233 |
|
|
|
171 |
|
| NN Group NV |
|
|
132,632 |
|
|
|
4,463 |
|
| NXP Semiconductors NV |
|
|
52,339 |
|
|
|
5,969 |
|
| PostNL NV |
|
|
967,598 |
|
|
|
2,091 |
|
| Randstad NV |
|
|
143,200 |
|
|
|
6,434 |
|
| Royal Dutch Shell PLC ADR, Cl B |
|
|
429,732 |
|
|
|
13,085 |
|
| Unilever NV |
|
|
61,388 |
|
|
|
3,275 |
|
| Wolters Kluwer NV |
|
|
328,272 |
|
|
|
25,750 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
222,926 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| New Zealand — 0.1% |
|
|
|
|
|
|
|
|
| Air New Zealand Ltd (A) |
|
|
310,008 |
|
|
|
266 |
|
| Fisher & Paykel Healthcare Corp Ltd |
|
|
145,610 |
|
|
|
3,327 |
|
| Meridian Energy Ltd |
|
|
39,886 |
|
|
|
124 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,717 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Norway — 1.9% |
|
|
|
|
|
|
|
|
| Adevinta ASA, Cl B * |
|
|
287,349 |
|
|
|
2,899 |
|
| Aker BioMarine AS * |
|
|
350,435 |
|
|
|
4,208 |
|
| Atlantic Sapphire ASA * |
|
|
2,275,092 |
|
|
|
29,794 |
|
| Equinor ASA |
|
|
544,173 |
|
|
|
7,763 |
|
| Gjensidige Forsikring ASA |
|
|
23,275 |
|
|
|
429 |
|
| Kahoot! AS *(A) |
|
|
4,279,644 |
|
|
|
14,196 |
|
| Kalera AS * |
|
|
5,998,813 |
|
|
|
10,466 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
|
5 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
| Mowi ASA |
|
|
48,646 |
|
|
$ |
924 |
|
| Orkla ASA |
|
|
19,622 |
|
|
|
172 |
|
| Vaccibody AS * |
|
|
224,719 |
|
|
|
3,424 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
74,275 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Portugal — 0.1% |
|
|
|
|
|
|
|
|
| EDP - Energias de Portugal SA |
|
|
317,966 |
|
|
|
1,519 |
|
| Jeronimo Martins SGPS SA |
|
|
95,437 |
|
|
|
1,671 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,190 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Singapore — 0.7% |
|
|
|
|
|
|
|
|
| City Developments Ltd |
|
|
1,883,900 |
|
|
|
11,447 |
|
| DBS Group Holdings Ltd |
|
|
490,400 |
|
|
|
7,345 |
|
| Hong Leong Finance Ltd |
|
|
68,524 |
|
|
|
123 |
|
| Mapletree Commercial Trust |
|
|
332,900 |
|
|
|
464 |
|
| Oversea-Chinese Banking Corp Ltd |
|
|
1,022,635 |
|
|
|
6,635 |
|
| UOL Group Ltd |
|
|
90,600 |
|
|
|
442 |
|
| Wilmar International Ltd |
|
|
189,200 |
|
|
|
556 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
27,012 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| South Africa — 0.0% |
|
|
|
|
|
|
|
|
| DataTec Ltd |
|
|
100,188 |
|
|
|
153 |
|
| Investec PLC (A) |
|
|
416,323 |
|
|
|
833 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
986 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| South Korea — 1.7% |
|
|
|
|
|
|
|
|
| BNK Financial Group Inc |
|
|
341,203 |
|
|
|
1,424 |
|
| Kangwon Land Inc |
|
|
356,167 |
|
|
|
6,405 |
|
| KT Corp ADR |
|
|
432,095 |
|
|
|
4,209 |
|
| Kumho Petrochemical Co Ltd |
|
|
101,720 |
|
|
|
6,329 |
|
| LG Electronics Inc |
|
|
48,203 |
|
|
|
2,552 |
|
| LMS Co Ltd/South Korea |
|
|
37,789 |
|
|
|
318 |
|
| NCSoft Corp |
|
|
2,016 |
|
|
|
1,496 |
|
| Samsung Electronics Co Ltd |
|
|
418,556 |
|
|
|
18,568 |
|
| SK Telecom Co Ltd |
|
|
54,848 |
|
|
|
9,666 |
|
| SK Telecom Co Ltd ADR |
|
|
787,189 |
|
|
|
15,208 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
66,175 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Spain — 1.5% |
|
|
|
|
|
|
|
|
| Aena SME SA |
|
|
29,915 |
|
|
|
4,007 |
|
| Amadeus IT Group SA, Cl A |
|
|
247,203 |
|
|
|
12,926 |
|
| Banco Bilbao Vizcaya Argentaria SA |
|
|
2,283,294 |
|
|
|
7,892 |
|
| Banco Santander SA |
|
|
3,802,858 |
|
|
|
9,324 |
|
| CaixaBank SA |
|
|
3,293,485 |
|
|
|
7,076 |
|
| Cellnex Telecom SA |
|
|
42,564 |
|
|
|
2,603 |
|
| Cia de Distribucion Integral Logista Holdings SA |
|
|
57,814 |
|
|
|
1,083 |
|
| Endesa SA (A) |
|
|
119,702 |
|
|
|
2,956 |
|
| Ferrovial SA |
|
|
74,960 |
|
|
|
2,000 |
|
| Grifols SA |
|
|
19,061 |
|
|
|
581 |
|
| Unicaja Banco SA |
|
|
11,477,455 |
|
|
|
5,914 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
56,362 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Sweden — 2.1% |
|
|
|
|
|
|
|
|
| Assa Abloy AB, Cl B |
|
|
354,903 |
|
|
|
7,279 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
| Atlas Copco AB, Cl A |
|
|
262,068 |
|
|
$ |
11,166 |
|
| Atlas Copco AB, Cl B |
|
|
17,723 |
|
|
|
656 |
|
| Axfood AB |
|
|
53,152 |
|
|
|
1,163 |
|
| Betsson AB |
|
|
124,312 |
|
|
|
872 |
|
| Byggmax Group AB |
|
|
148,444 |
|
|
|
704 |
|
| Elanders AB, Cl B |
|
|
3,872 |
|
|
|
22 |
|
| Epiroc AB, Cl A |
|
|
111,449 |
|
|
|
1,396 |
|
| Epiroc AB, Cl B |
|
|
72,504 |
|
|
|
890 |
|
| Essity AB, Cl B |
|
|
306,320 |
|
|
|
9,915 |
|
| Getinge AB, Cl B |
|
|
131,282 |
|
|
|
2,451 |
|
| Hennes & Mauritz AB, Cl B |
|
|
159,502 |
|
|
|
2,332 |
|
| ICA Gruppen AB * |
|
|
104,794 |
|
|
|
4,980 |
|
| Industrivarden AB, Cl C |
|
|
17,235 |
|
|
|
393 |
|
| Investor AB, Cl B |
|
|
23,128 |
|
|
|
1,229 |
|
| L E Lundbergforetagen AB, Cl B |
|
|
14,039 |
|
|
|
641 |
|
| NCC AB, Cl B |
|
|
151,777 |
|
|
|
2,467 |
|
| Sandvik AB |
|
|
182,586 |
|
|
|
3,456 |
|
| Skanska AB, Cl B |
|
|
59,364 |
|
|
|
1,213 |
|
| SKF AB, Cl B |
|
|
218,502 |
|
|
|
4,100 |
|
| Swedbank AB, Cl A |
|
|
177,955 |
|
|
|
2,285 |
|
| Swedish Match AB |
|
|
184,533 |
|
|
|
13,024 |
|
| Tele2 AB, Cl B |
|
|
21,047 |
|
|
|
280 |
|
| Telefonaktiebolaget LM Ericsson, Cl B |
|
|
362,723 |
|
|
|
3,364 |
|
| Volvo AB, Cl B |
|
|
230,302 |
|
|
|
3,627 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
79,905 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Switzerland — 9.7% |
|
|
|
|
|
|
|
|
| ABB Ltd |
|
|
957,223 |
|
|
|
21,708 |
|
| Adecco Group AG |
|
|
352,505 |
|
|
|
16,678 |
|
| Alcon Inc |
|
|
186,979 |
|
|
|
10,824 |
|
| Baloise Holding AG |
|
|
10,010 |
|
|
|
1,507 |
|
| Barry Callebaut AG |
|
|
585 |
|
|
|
1,119 |
|
| Chocoladefabriken Lindt & Spruengli AG |
|
|
228 |
|
|
|
2,893 |
|
| Cie Financiere Richemont SA |
|
|
328,433 |
|
|
|
21,146 |
|
| Coca-Cola HBC AG |
|
|
449,761 |
|
|
|
11,304 |
|
| Credit Suisse Group AG * |
|
|
622,730 |
|
|
|
6,519 |
|
| dormakaba Holding AG |
|
|
2,588 |
|
|
|
1,418 |
|
| EMS-Chemie Holding AG |
|
|
222 |
|
|
|
173 |
|
| Geberit AG |
|
|
1,715 |
|
|
|
862 |
|
| Givaudan SA |
|
|
650 |
|
|
|
2,432 |
|
| Julius Baer Group Ltd * |
|
|
130,230 |
|
|
|
5,511 |
|
| Kuehne + Nagel International AG |
|
|
2,342 |
|
|
|
392 |
|
| Logitech International SA |
|
|
8,706 |
|
|
|
569 |
|
| Lonza Group AG |
|
|
14,440 |
|
|
|
7,652 |
|
| Nestle SA |
|
|
278,766 |
|
|
|
30,913 |
|
| Novartis AG |
|
|
621,720 |
|
|
|
54,419 |
|
| Partners Group Holding AG |
|
|
9,411 |
|
|
|
8,579 |
|
| Roche Holding AG |
|
|
168,074 |
|
|
|
58,537 |
|
| Schindler Holding AG |
|
|
21,416 |
|
|
|
5,098 |
|
| SGS SA |
|
|
2,295 |
|
|
|
5,642 |
|
| SIG Combibloc Group AG |
|
|
415,398 |
|
|
|
6,743 |
|
| Sika AG |
|
|
71,086 |
|
|
|
13,759 |
|
|
|
|
| 6 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
| Sonova Holding AG * |
|
|
54,737 |
|
|
$ |
10,958 |
|
| Straumann Holding AG |
|
|
900 |
|
|
|
778 |
|
| Swatch Group AG/The |
|
|
36,836 |
|
|
|
7,389 |
|
| Swiss Life Holding AG |
|
|
23,946 |
|
|
|
8,919 |
|
| Swiss Prime Site AG |
|
|
22,921 |
|
|
|
2,132 |
|
| Swiss Re AG |
|
|
55,094 |
|
|
|
4,281 |
|
| Swisscom AG |
|
|
2,475 |
|
|
|
1,300 |
|
| Tecan Group AG |
|
|
3,228 |
|
|
|
1,147 |
|
| Temenos AG |
|
|
28,687 |
|
|
|
4,495 |
|
| UBS Group AG * |
|
|
2,237,480 |
|
|
|
25,939 |
|
| Zurich Insurance Group AG |
|
|
15,557 |
|
|
|
5,510 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
369,245 |
|
|
|
|
|
|
|
|
|
|
|
|
| Taiwan — 1.5% |
|
|
|
|
|
| Acter Group Corp Ltd |
|
|
76,000 |
|
|
|
539 |
|
| Chicony Electronics Co Ltd |
|
|
570,000 |
|
|
|
1,646 |
|
| Chipmos Technologies Inc * |
|
|
1,201,000 |
|
|
|
1,386 |
|
| Compal Electronics Inc |
|
|
2,005,000 |
|
|
|
1,309 |
|
| eGalax_eMPIA Technology Inc |
|
|
406,000 |
|
|
|
857 |
|
| Foxconn Technology Co Ltd |
|
|
605,000 |
|
|
|
1,160 |
|
| Global Mixed Mode Technology Inc |
|
|
91,000 |
|
|
|
492 |
|
| Hon Hai Precision Industry Co Ltd |
|
|
2,283,000 |
|
|
|
6,689 |
|
| Kindom Development Co Ltd |
|
|
351,000 |
|
|
|
372 |
|
| Lite-On Technology Corp |
|
|
2,332,000 |
|
|
|
3,660 |
|
| MediaTek Inc |
|
|
752,000 |
|
|
|
14,833 |
|
| Micro-Star International Co Ltd |
|
|
423,000 |
|
|
|
1,546 |
|
| Mirle Automation Corp |
|
|
624,000 |
|
|
|
825 |
|
| Simplo Technology Co Ltd |
|
|
246,000 |
|
|
|
2,669 |
|
| Sitronix Technology Corp |
|
|
173,000 |
|
|
|
911 |
|
| Supreme Electronics Co Ltd |
|
|
688,000 |
|
|
|
697 |
|
| Synnex Technology International Corp |
|
|
1,787,000 |
|
|
|
2,525 |
|
| Taiwan Semiconductor Manufacturing Co |
|
|
|
|
|
|
|
|
| Ltd ADR |
|
|
228,545 |
|
|
|
12,975 |
|
| Topco Scientific Co Ltd |
|
|
219,000 |
|
|
|
814 |
|
| TXC Corp |
|
|
563,000 |
|
|
|
1,224 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
57,129 |
|
|
|
|
|
|
|
|
|
|
|
|
| Turkey — 0.0% |
|
|
|
|
|
| Turkiye Halk Bankasi AS (A) |
|
|
1,180,311 |
|
|
|
1,111 |
|
|
|
|
|
|
|
|
|
|
|
|
| United Arab Emirates — 0.0% |
|
|
|
|
|
| Abu Dhabi Islamic Bank PJSC |
|
|
432,296 |
|
|
|
435 |
|
|
|
|
|
|
|
|
|
|
|
|
| United Kingdom — 12.5% |
|
|
|
|
|
| 3i Group PLC |
|
|
185,977 |
|
|
|
1,921 |
|
| Admiral Group PLC |
|
|
17,903 |
|
|
|
508 |
|
| Aggreko PLC |
|
|
165,796 |
|
|
|
910 |
|
| Anglo American PLC |
|
|
256,189 |
|
|
|
5,982 |
|
| Antofagasta PLC |
|
|
15,937 |
|
|
|
185 |
|
| Ashtead Group PLC |
|
|
71,237 |
|
|
|
2,406 |
|
| Associated British Foods PLC |
|
|
29,245 |
|
|
|
693 |
|
| AstraZeneca PLC |
|
|
83,724 |
|
|
|
8,761 |
|
| AVEVA Group PLC |
|
|
12,837 |
|
|
|
652 |
|
| Aviva PLC |
|
|
3,496,517 |
|
|
|
11,898 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
| B&M European Value Retail SA |
|
|
1,371,015 |
|
|
$ |
6,749 |
|
| BAE Systems PLC |
|
|
145,306 |
|
|
|
871 |
|
| Balfour Beatty PLC |
|
|
2,108,434 |
|
|
|
6,814 |
|
| Barclays PLC |
|
|
14,342,344 |
|
|
|
20,337 |
|
| Barratt Developments PLC |
|
|
1,197,601 |
|
|
|
7,391 |
|
| BHP Group PLC |
|
|
541,650 |
|
|
|
11,156 |
|
| BP PLC |
|
|
2,195,083 |
|
|
|
8,399 |
|
| British American Tobacco PLC |
|
|
442,555 |
|
|
|
17,031 |
|
| BT Group PLC, Cl A |
|
|
1,904,952 |
|
|
|
2,704 |
|
| Bunzl PLC |
|
|
432,116 |
|
|
|
11,618 |
|
| Compass Group PLC |
|
|
665,687 |
|
|
|
9,194 |
|
| Computacenter PLC |
|
|
62,379 |
|
|
|
1,266 |
|
| CRH PLC |
|
|
270,211 |
|
|
|
9,256 |
|
| Croda International PLC |
|
|
17,639 |
|
|
|
1,148 |
|
| Dart Group PLC |
|
|
61,134 |
|
|
|
636 |
|
| DCC PLC |
|
|
119,940 |
|
|
|
10,015 |
|
| Diageo PLC |
|
|
114,927 |
|
|
|
3,813 |
|
| Dialog Semiconductor PLC * |
|
|
45,565 |
|
|
|
2,098 |
|
| easyJet PLC |
|
|
464,137 |
|
|
|
3,921 |
|
| Electrocomponents PLC |
|
|
861,430 |
|
|
|
7,173 |
|
| Evraz PLC |
|
|
1,119,775 |
|
|
|
4,030 |
|
| Ferguson PLC |
|
|
168,840 |
|
|
|
13,782 |
|
| Ferrexpo PLC |
|
|
524,939 |
|
|
|
1,129 |
|
| Fevertree Drinks PLC |
|
|
283,292 |
|
|
|
7,197 |
|
| GlaxoSmithKline PLC |
|
|
670,993 |
|
|
|
13,616 |
|
| GVC Holdings PLC |
|
|
19,876 |
|
|
|
182 |
|
| Halma PLC |
|
|
61,890 |
|
|
|
1,765 |
|
| Hays PLC |
|
|
1,583,408 |
|
|
|
2,340 |
|
| Howden Joinery Group PLC |
|
|
244,560 |
|
|
|
1,678 |
|
| HSBC Holdings PLC |
|
|
68,570 |
|
|
|
321 |
|
| Imperial Brands PLC |
|
|
100,603 |
|
|
|
1,919 |
|
| Inchcape PLC |
|
|
205,091 |
|
|
|
1,243 |
|
| Indivior PLC * |
|
|
568,551 |
|
|
|
583 |
|
| InterContinental Hotels Group PLC |
|
|
4,226 |
|
|
|
187 |
|
| International Consolidated Airlines Group SA |
|
|
717,328 |
|
|
|
1,994 |
|
| Intertek Group PLC |
|
|
23,894 |
|
|
|
1,613 |
|
| Investec PLC |
|
|
657,648 |
|
|
|
1,321 |
|
| J Sainsbury PLC |
|
|
960,913 |
|
|
|
2,475 |
|
| JD Sports Fashion PLC |
|
|
14,985 |
|
|
|
116 |
|
| Johnson Matthey PLC |
|
|
158,354 |
|
|
|
4,125 |
|
| Keywords Studios PLC |
|
|
73,666 |
|
|
|
1,658 |
|
| Kingfisher PLC |
|
|
4,348,234 |
|
|
|
11,862 |
|
| Kingspan Group PLC |
|
|
11,870 |
|
|
|
771 |
|
| Legal & General Group PLC |
|
|
3,008,952 |
|
|
|
8,208 |
|
| London Stock Exchange Group PLC |
|
|
146,059 |
|
|
|
15,126 |
|
| M&G PLC |
|
|
758,648 |
|
|
|
1,576 |
|
| Melrose Industries PLC |
|
|
896,379 |
|
|
|
1,276 |
|
| Micro Focus International PLC |
|
|
382,051 |
|
|
|
2,039 |
|
| National Grid PLC |
|
|
974,019 |
|
|
|
11,939 |
|
| Ninety One PLC *(A) |
|
|
353,463 |
|
|
|
905 |
|
| Ocado Group PLC * |
|
|
5,768 |
|
|
|
145 |
|
| Pagegroup PLC |
|
|
97,734 |
|
|
|
459 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
|
7 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
| Pearson PLC |
|
|
27,694 |
|
|
$ |
197 |
|
| Prudential PLC |
|
|
1,622,665 |
|
|
|
24,551 |
|
| QinetiQ Group PLC |
|
|
171,097 |
|
|
|
629 |
|
| Reckitt Benckiser Group PLC |
|
|
101,501 |
|
|
|
9,316 |
|
| RELX PLC |
|
|
1,094,562 |
|
|
|
25,420 |
|
| Rentokil Initial PLC |
|
|
912,076 |
|
|
|
5,759 |
|
| Rightmove PLC |
|
|
663,224 |
|
|
|
4,496 |
|
| Rio Tinto PLC ADR |
|
|
79,425 |
|
|
|
4,462 |
|
| Rolls-Royce Holdings PLC |
|
|
3,302,131 |
|
|
|
11,632 |
|
| Royal Bank of Scotland Group PLC |
|
|
7,503,686 |
|
|
|
11,353 |
|
| Royal Mail PLC |
|
|
646,648 |
|
|
|
1,458 |
|
| RSA Insurance Group PLC |
|
|
56,868 |
|
|
|
289 |
|
| Sage Group PLC/The |
|
|
98,271 |
|
|
|
818 |
|
| Schroders PLC |
|
|
22,001 |
|
|
|
804 |
|
| Segro PLC
‡ |
|
|
191,650 |
|
|
|
2,122 |
|
| Severn Trent PLC |
|
|
26,384 |
|
|
|
809 |
|
| Smith & Nephew PLC |
|
|
821,923 |
|
|
|
15,373 |
|
| Smiths Group PLC |
|
|
36,581 |
|
|
|
641 |
|
| Smurfit Kappa Group PLC |
|
|
101,952 |
|
|
|
3,411 |
|
| Spectris PLC |
|
|
125,288 |
|
|
|
3,910 |
|
| Spirax-Sarco Engineering PLC |
|
|
11,027 |
|
|
|
1,364 |
|
| St James’s Place PLC |
|
|
408,356 |
|
|
|
4,829 |
|
| Standard Life Aberdeen PLC |
|
|
398,581 |
|
|
|
1,324 |
|
| Tate & Lyle PLC |
|
|
239,520 |
|
|
|
1,979 |
|
| Taylor Wimpey PLC |
|
|
2,771,903 |
|
|
|
4,916 |
|
| Tesco PLC |
|
|
4,941,464 |
|
|
|
13,947 |
|
| Unilever PLC |
|
|
36,791 |
|
|
|
1,980 |
|
| Vodafone Group PLC |
|
|
14,896,493 |
|
|
|
23,702 |
|
| WH Smith PLC |
|
|
226,366 |
|
|
|
3,079 |
|
| Wm Morrison Supermarkets PLC |
|
|
171,009 |
|
|
|
404 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
478,060 |
|
|
|
|
|
|
|
|
|
|
|
|
| United States — 5.2% |
|
|
|
|
|
| Accenture PLC, Cl A |
|
|
67,546 |
|
|
|
14,503 |
|
| Aon PLC, Cl A |
|
|
39,866 |
|
|
|
7,678 |
|
| ASML Holding NV, Cl G |
|
|
35,225 |
|
|
|
12,964 |
|
| Atlassian Corp PLC, Cl A * |
|
|
41,302 |
|
|
|
7,445 |
|
| Autoliv Inc |
|
|
8,286 |
|
|
|
535 |
|
| Avita Therapeutics Inc * |
|
|
502,116 |
|
|
|
15,335 |
|
| Axis Capital Holdings Ltd |
|
|
308,388 |
|
|
|
12,508 |
|
| Axonics Modulation Technologies Inc * |
|
|
239,966 |
|
|
|
8,425 |
|
| Biohaven Pharmaceutical Holding Co Ltd * |
|
|
64,534 |
|
|
|
4,718 |
|
| Coca-Cola European Partners PLC |
|
|
142,173 |
|
|
|
5,368 |
|
| Flex Ltd * |
|
|
1,018,773 |
|
|
|
10,442 |
|
| Lululemon Athletica Inc * |
|
|
65,657 |
|
|
|
20,486 |
|
| Mettler-Toledo International
Inc * |
|
|
10,220 |
|
|
|
8,233 |
|
| Microsoft Corp |
|
|
7,217 |
|
|
|
1,469 |
|
| Nomad Foods Ltd * |
|
|
320,168 |
|
|
|
6,868 |
|
| Oncocyte Corp * |
|
|
1,872,964 |
|
|
|
3,577 |
|
| ResMed Inc |
|
|
76,878 |
|
|
|
14,761 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
| Sensata Technologies Holding PLC * |
|
|
59,813 |
|
|
$ |
2,227 |
|
| Shopify Inc, Cl A * |
|
|
24,715 |
|
|
|
23,459 |
|
| STERIS PLC |
|
|
56,651 |
|
|
|
8,693 |
|
| Wix.com Ltd * |
|
|
28,497 |
|
|
|
7,301 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
196,995 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Common Stock
(Cost $3,404,969) ($ Thousands) |
|
|
|
3,659,382 |
|
|
|
|
|
|
|
|
|
|
|
|
| PREFERRED STOCK — 1.8% |
|
|
|
|
|
| Germany — 1.3% |
|
|
|
|
|
|
|
|
| FUCHS PETROLUB
SE (C) |
|
|
4,122 |
|
|
|
166 |
|
| Henkel AG & Co
KGaA (C) |
|
|
97,580 |
|
|
|
9,094 |
|
| Sartorius AG (C) |
|
|
3,953 |
|
|
|
1,308 |
|
| Volkswagen AG * (C) |
|
|
250,001 |
|
|
|
38,211 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
48,779 |
|
|
|
|
|
|
|
|
|
|
|
|
| South Korea — 0.5% |
|
|
|
|
|
| Hyundai Motor Co (C) |
|
|
132,660 |
|
|
|
6,128 |
|
| Samsung Electronics Co Ltd (C) |
|
|
381,858 |
|
|
|
14,892 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
21,020 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Preferred Stock
(Cost $72,143) ($ Thousands) |
|
|
|
69,799 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
Number of
Rights |
|
|
|
|
|
|
| RIGHTS — 0.0% |
|
|
|
|
|
| Taiwan — 0.0% |
|
|
|
|
|
| Simplo Technology Co Ltd
*‡‡ |
|
|
5,445 |
|
|
|
– |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Rights
(Cost $—) ($ Thousands) |
|
|
|
– |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
Shares |
|
|
|
|
|
|
| AFFILIATED PARTNERSHIP — 1.8% |
|
|
|
|
|
| SEI Liquidity Fund, L.P.
0.190% **(D) |
|
|
66,622,209 |
|
|
|
66,656 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Affiliated Partnership (Cost $66,642) ($ Thousands) |
|
|
|
66,656 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Investments in Securities — 99.4% (Cost $3,543,754) ($ Thousands) |
|
|
$ |
3,795,837 |
|
|
|
|
|
|
|
|
|
|
| 8 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
International Equity Fund (Continued)
A list of the open futures contracts held by the Fund at June 30, 2020, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
| Type of Contract |
|
Number of
Contracts Long |
|
|
Expiration
Date |
|
|
Notional Amount
(Thousands) |
|
Value
(Thousands) |
|
Unrealized
Depreciation (Thousands) |
| SPI 200 Index |
|
|
2 |
|
|
|
Sep-2020 |
|
|
$ |
207 |
|
|
$ |
203 |
|
|
$ |
(2) |
|
| TOPIX Index |
|
|
4 |
|
|
|
Sep-2020 |
|
|
|
598 |
|
|
|
578 |
|
|
|
(11) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
805 |
|
|
$ |
781 |
|
|
$ |
(13) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Percentages are based on Net Assets of $3,817,992 ($ Thousands). |
| * |
Non-income producing security. |
| ** |
The rate reported is the 7-day effective yield as of June 30, 2020.
|
| ‡ |
Real Estate Investment Trust. |
| ‡‡ |
Expiration date not available. |
| (A) |
Certain securities or partial positions of certain securities are on loan at June 30, 2020. The total market value of
securities on loan at June 30, 2020 was $62,092 ($ Thousands). |
| (B) |
Level 3 security in accordance with fair value hierarchy. |
| (C) |
There is currently no rate available. |
| (D) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities
as of June 30, 2020 was $66,656 ($ Thousands). |
ADR — American Depositary Receipt
Cl — Class
L.P. — Limited Partnership
Ltd. — Limited
PJSC — Public Joint-Stock Company
PLC — Public Limited Company
REIT — Real Estate investment Trust
SPI — Share Price Index
TOPIX - Tokyo Price Index
The following is a list of the level of inputs used as of June 30, 2020, 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 |
|
|
3,625,789 |
|
|
|
33,593 |
|
|
|
– |
|
|
|
3,659,382 |
|
| Preferred Stock |
|
|
69,799 |
|
|
|
– |
|
|
|
– |
|
|
|
69,799 |
|
| Rights |
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| Affiliated Partnership |
|
|
– |
|
|
|
66,656 |
|
|
|
– |
|
|
|
66,656 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Total Investments in Securities |
|
|
3,695,588 |
|
|
|
100,249 |
|
|
|
– |
|
|
|
3,795,837 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
| Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
| Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Unrealized Depreciation |
|
|
(13) |
|
|
|
– |
|
|
|
– |
|
|
|
(13) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Total Other Financial Instruments |
|
|
(13) |
|
|
|
– |
|
|
|
– |
|
|
|
(13) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
*Futures contracts are valued at the unrealized depreciation on the instrument.
For the period ended June 30, 2020, there were transfers in or out of Level 3.
For information on the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent
semi-annual and annual financial statements.
The following is a summary of the transactions with
affiliates for the period ended June 30, 2020 ($ Thousands):
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Security Description |
|
9/30/2019 |
|
Purchases at Cost |
|
Proceeds from
Sales |
|
Realized Gain |
|
Change in
Unrealized
Appreciation |
|
Value 6/30/2020 |
|
Shares |
|
Income |
|
Capital Gains |
| SEI Liquidity Fund, L.P. |
|
$122,509 |
|
$582,228 |
|
$(638,106) |
|
$18 |
|
$7 |
|
$66,656 |
|
66,622,209 |
|
$861 |
|
$ — |
| SEI Daily Income Trust, Government Fund, Cl F |
|
83,730 |
|
164,946 |
|
(248,676) |
|
— |
|
— |
|
— |
|
— |
|
436 |
|
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Totals |
|
$206,239 |
|
$747,174 |
|
$(886,782) |
|
$18 |
|
$7 |
|
$66,656 |
|
|
|
$1,297 |
|
$ — |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amounts designated as “—“ are $0 or have been rounded to $0.
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
|
9 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
Emerging Markets Equity Fund
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
| COMMON STOCK — 95.3% |
|
|
|
|
|
| Argentina — 0.4% |
|
|
|
|
|
| MercadoLibre Inc * |
|
|
6,210 |
|
|
$ |
6,122 |
|
|
|
|
|
|
|
|
|
|
|
|
| Austria — 0.1% |
|
|
|
|
|
| Erste Group Bank AG * |
|
|
85,983 |
|
|
|
2,035 |
|
|
|
|
|
|
|
|
|
|
|
|
| Brazil — 4.6% |
|
|
|
|
|
| Ambev SA |
|
|
724,600 |
|
|
|
1,885 |
|
| Arezzo Industria e Comercio SA |
|
|
118,000 |
|
|
|
1,023 |
|
| Atacadao SA |
|
|
696,013 |
|
|
|
2,536 |
|
| B3 SA - Brasil Bolsa Balcao |
|
|
601,820 |
|
|
|
6,104 |
|
| Banco Bradesco SA ADR |
|
|
870,509 |
|
|
|
3,317 |
|
| Banco do Brasil SA |
|
|
477,613 |
|
|
|
2,805 |
|
| Banco Santander Brasil SA |
|
|
294,800 |
|
|
|
1,522 |
|
| BRF SA * |
|
|
483,253 |
|
|
|
1,896 |
|
| CCR SA |
|
|
511,200 |
|
|
|
1,353 |
|
| Cia de Saneamento Basico do Estado de Sao Paulo ADR |
|
|
51,414 |
|
|
|
540 |
|
| Cia de Saneamento do Parana |
|
|
132,783 |
|
|
|
765 |
|
| Cosan Ltd, Cl A |
|
|
32,486 |
|
|
|
489 |
|
| Cosan SA |
|
|
256,721 |
|
|
|
3,358 |
|
| CPFL Energia SA * |
|
|
133,655 |
|
|
|
750 |
|
| Cyrela Brazil Realty SA Empreendimentos e Participacoes |
|
|
273,398 |
|
|
|
1,155 |
|
| Duratex SA |
|
|
428,200 |
|
|
|
1,006 |
|
| Energisa SA |
|
|
455,268 |
|
|
|
4,122 |
|
| Gerdau SA ADR (A) |
|
|
604,235 |
|
|
|
1,789 |
|
| Grupo SBF SA * |
|
|
205,975 |
|
|
|
1,233 |
|
| Hypera SA |
|
|
345,062 |
|
|
|
2,093 |
|
| JBS SA |
|
|
268,880 |
|
|
|
1,046 |
|
| Lojas Renner SA |
|
|
111,100 |
|
|
|
853 |
|
| Notre Dame Intermedica Participacoes SA |
|
|
258,677 |
|
|
|
3,225 |
|
| Petrobras Distribuidora SA |
|
|
298,489 |
|
|
|
1,168 |
|
| Petroleo Brasileiro SA |
|
|
21,549 |
|
|
|
178 |
|
| Petroleo Brasileiro SA ADR |
|
|
1,036,048 |
|
|
|
8,568 |
|
| Porto Seguro SA |
|
|
78,057 |
|
|
|
726 |
|
| Qualicorp Consultoria e Corretora de Seguros SA |
|
|
132,618 |
|
|
|
704 |
|
| Rumo SA * |
|
|
2,220,232 |
|
|
|
9,114 |
|
| SLC Agricola SA * |
|
|
130,921 |
|
|
|
567 |
|
| Suzano SA |
|
|
55,400 |
|
|
|
373 |
|
| Telefonica Brasil SA ADR |
|
|
77,006 |
|
|
|
682 |
|
| TIM Participacoes SA ADR |
|
|
42,119 |
|
|
|
545 |
|
| TOTVS SA |
|
|
519,357 |
|
|
|
2,213 |
|
| Transmissora Alianca de Energia Eletrica SA |
|
|
49,707 |
|
|
|
258 |
|
| Vale SA ADR, Cl B |
|
|
202,607 |
|
|
|
2,089 |
|
| WEG SA |
|
|
81,666 |
|
|
|
764 |
|
| YDUQS Participacoes SA |
|
|
125,688 |
|
|
|
778 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
73,592 |
|
|
|
|
|
|
|
|
|
|
|
|
| Canada — 0.9% |
|
|
|
|
|
| First Quantum Minerals Ltd |
|
|
1,496,997 |
|
|
|
11,892 |
|
| Pan American Silver Corp |
|
|
52,557 |
|
|
|
1,597 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
| Parex Resources Inc * |
|
|
140,397 |
|
|
$ |
1,687 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,176 |
|
|
|
|
|
|
|
|
|
|
|
|
| Chile — 0.2% |
|
|
|
|
|
| Banco Santander Chile ADR |
|
|
30,666 |
|
|
|
503 |
|
| Enel Chile SA |
|
|
15,439,414 |
|
|
|
1,155 |
|
| Falabella SA |
|
|
227,607 |
|
|
|
721 |
|
| Sociedad Quimica y Minera de Chile SA ADR (A) |
|
|
35,993 |
|
|
|
939 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,318 |
|
|
|
|
|
|
|
|
|
|
|
|
| China — 25.3% |
|
|
|
|
|
|
|
| Communication Services — 7.8% |
|
|
|
|
|
| Baidu Inc ADR * |
|
|
27,070 |
|
|
|
3,245 |
|
| Focus Media Information Technology Co Ltd, Cl A |
|
|
4,688,841 |
|
|
|
3,701 |
|
| JOYY Inc ADR * |
|
|
54,181 |
|
|
|
4,798 |
|
| Momo Inc ADR |
|
|
171,716 |
|
|
|
3,002 |
|
| NetEase Inc ADR |
|
|
35,497 |
|
|
|
15,242 |
|
| Tencent Holdings Ltd |
|
|
1,356,477 |
|
|
|
87,468 |
|
| Tencent Music Entertainment Group ADR * |
|
|
105,400 |
|
|
|
1,419 |
|
| Weibo Corp ADR * |
|
|
29,983 |
|
|
|
1,007 |
|
| Wuhu Sanqi Interactive Entertainment Network Technology Group Co Ltd, Cl A |
|
|
657,900 |
|
|
|
4,354 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
124,236 |
|
|
|
|
|
|
|
|
|
|
|
|
| Consumer Discretionary — 7.7% |
|
|
|
|
|
| Alibaba Group Holding Ltd ADR * |
|
|
318,280 |
|
|
|
68,653 |
|
| ANTA Sports Products Ltd |
|
|
68,000 |
|
|
|
606 |
|
| Baozun Inc ADR *(A) |
|
|
105,271 |
|
|
|
4,048 |
|
| Bosideng International Holdings Ltd |
|
|
1,972,855 |
|
|
|
619 |
|
| Chow Tai Seng Jewellery Co Ltd, Cl A |
|
|
503,293 |
|
|
|
1,579 |
|
| Hangzhou Robam Appliances Co Ltd, Cl A |
|
|
1,279,350 |
|
|
|
5,648 |
|
| Huazhu Group Ltd ADR |
|
|
22,384 |
|
|
|
785 |
|
| JD.com Inc ADR * |
|
|
189,226 |
|
|
|
11,387 |
|
| New Oriental Education & Technology Group Inc ADR * |
|
|
31,160 |
|
|
|
4,058 |
|
| Pinduoduo Inc ADR * |
|
|
14,462 |
|
|
|
1,241 |
|
| Shenzhou International Group Holdings Ltd |
|
|
45,700 |
|
|
|
554 |
|
| Suofeiya Home Collection Co Ltd, Cl A |
|
|
801,649 |
|
|
|
2,743 |
|
| TAL Education Group ADR * |
|
|
10,445 |
|
|
|
714 |
|
| Trip.com Group Ltd ADR * |
|
|
135,528 |
|
|
|
3,513 |
|
| Vipshop Holdings Ltd ADR * |
|
|
101,945 |
|
|
|
2,030 |
|
| Yum China Holdings Inc |
|
|
32,660 |
|
|
|
1,570 |
|
| Zhongsheng Group Holdings Ltd |
|
|
2,356,867 |
|
|
|
13,211 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
122,959 |
|
|
|
|
|
|
|
|
|
|
|
|
| Consumer Staples — 0.9% |
|
|
|
|
|
| Angel Yeast Co Ltd, Cl A |
|
|
245,400 |
|
|
|
1,720 |
|
| Kweichow Moutai Co Ltd, Cl A |
|
|
10,400 |
|
|
|
2,153 |
|
| Tsingtao Brewery Co Ltd, Cl H |
|
|
132,000 |
|
|
|
997 |
|
| Uni-President China Holdings Ltd |
|
|
646,000 |
|
|
|
647 |
|
| Wens Foodstuffs Group Co Ltd |
|
|
1,008,819 |
|
|
|
3,118 |
|
| Wuliangye Yibin Co Ltd, Cl A |
|
|
166,000 |
|
|
|
4,021 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
|
1 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
| Yonghui Superstores Co Ltd, Cl A |
|
|
1,714,900 |
|
|
$ |
2,275 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14,931 |
|
|
|
|
|
|
|
|
|
|
|
|
| Energy — 0.3% |
|
|
|
|
|
| China Oilfield Services Ltd, Cl H |
|
|
810,000 |
|
|
|
731 |
|
| Offshore Oil Engineering Co Ltd, Cl A |
|
|
3,604,792 |
|
|
|
2,323 |
|
| Yantai Jereh Oilfield Services Group Co Ltd, Cl A |
|
|
465,497 |
|
|
|
2,052 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,106 |
|
|
|
|
|
|
|
|
|
|
|
|
| Financials — 4.0% |
|
|
|
|
|
| Agricultural Bank of China Ltd, Cl H |
|
|
8,762,000 |
|
|
|
3,528 |
|
| Bank of China Ltd, Cl H |
|
|
12,791,472 |
|
|
|
4,742 |
|
| China Construction Bank Corp, Cl H |
|
|
16,839,328 |
|
|
|
13,665 |
|
| China Life Insurance Co Ltd, Cl H |
|
|
1,233,498 |
|
|
|
2,477 |
|
| China Merchants Bank Co Ltd, Cl H |
|
|
834,966 |
|
|
|
3,854 |
|
| CITIC Securities Co Ltd, Cl H |
|
|
327,000 |
|
|
|
622 |
|
| Industrial & Commercial Bank of China Ltd, Cl H |
|
|
19,009,619 |
|
|
|
11,544 |
|
| Jiangsu Changshu Rural Commercial Bank Co Ltd, Cl A * |
|
|
1,900,074 |
|
|
|
2,020 |
|
| Ping An Insurance Group Co of China Ltd, Cl A |
|
|
77,500 |
|
|
|
783 |
|
| Ping An Insurance Group Co of China Ltd, Cl H |
|
|
2,031,504 |
|
|
|
20,395 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
63,630 |
|
|
|
|
|
|
|
|
|
|
|
|
| Health Care — 1.0% |
|
|
|
|
|
| Chongqing Zhifei Biological Products Co Ltd, Cl A * |
|
|
337,400 |
|
|
|
4,786 |
|
| Sichuan Kelun Pharmaceutical Co Ltd, Cl A |
|
|
522,100 |
|
|
|
1,553 |
|
| Sinopharm Group Co Ltd, Cl H |
|
|
1,710,454 |
|
|
|
4,398 |
|
| Zai Lab Ltd ADR * |
|
|
8,078 |
|
|
|
663 |
|
| Zhejiang NHU Co Ltd, Cl A |
|
|
1,074,369 |
|
|
|
4,447 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,847 |
|
|
|
|
|
|
|
|
|
|
|
|
| Industrials — 1.6% |
|
|
|
|
|
| China Communications Services Corp Ltd, Cl H |
|
|
779,332 |
|
|
|
487 |
|
| China Lesso Group Holdings Ltd |
|
|
2,184,000 |
|
|
|
2,852 |
|
| CRRC Corp Ltd |
|
|
1,814,762 |
|
|
|
769 |
|
| NARI Technology Co Ltd, Cl A |
|
|
1,057,083 |
|
|
|
3,044 |
|
| Shenzhen Inovance Technology Co Ltd, Cl A |
|
|
282,200 |
|
|
|
1,521 |
|
| Sinotruk Hong Kong Ltd |
|
|
1,463,580 |
|
|
|
3,804 |
|
| Zhejiang Expressway Co Ltd, Cl H |
|
|
6,548,000 |
|
|
|
4,649 |
|
| Zhejiang Weixing New Building Materials Co Ltd, Cl A |
|
|
954,285 |
|
|
|
1,574 |
|
| Zhuzhou CRRC Times Electric Co Ltd, Cl H |
|
|
327,400 |
|
|
|
836 |
|
| ZTO Express Cayman Inc ADR |
|
|
149,542 |
|
|
|
5,490 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
25,026 |
|
|
|
|
|
|
|
|
|
|
|
|
| Information Technology — 1.1% |
|
|
|
|
|
| Beijing Sinnet Technology Co Ltd, Cl A |
|
|
1,342,247 |
|
|
|
4,963 |
|
| Beijing Thunisoft Corp Ltd, Cl A |
|
|
345,714 |
|
|
|
1,382 |
|
| Chaozhou Three-Circle Group Co Ltd, Cl A |
|
|
278,926 |
|
|
|
1,095 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
| Kingdee International Software Group Co Ltd |
|
|
506,000 |
|
|
$ |
1,188 |
|
| Sangfor Technologies Inc, Cl A |
|
|
139,691 |
|
|
|
4,073 |
|
| Shenzhen Sunway Communication Co Ltd, Cl A |
|
|
564,590 |
|
|
|
4,246 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16,947 |
|
|
|
|
|
|
|
|
|
|
|
|
| Materials — 0.7% |
|
|
|
|
|
| Anhui Conch Cement Co Ltd, Cl H |
|
|
1,019,963 |
|
|
|
6,874 |
|
| China National Building Material Co Ltd, Cl H |
|
|
1,084,733 |
|
|
|
1,156 |
|
| Huaxin Cement Co Ltd, Cl A * |
|
|
272,500 |
|
|
|
917 |
|
| Zhejiang Huayou Cobalt Co Ltd, Cl A * |
|
|
384,413 |
|
|
|
2,116 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,063 |
|
|
|
|
|
|
|
|
|
|
|
|
| Real Estate — 0.2% |
|
|
|
|
|
| Country Garden Holdings Co Ltd |
|
|
482,000 |
|
|
|
594 |
|
| KWG Group Holdings Ltd |
|
|
1,541,803 |
|
|
|
2,597 |
|
| Longfor Group Holdings Ltd |
|
|
163,697 |
|
|
|
781 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,972 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
403,717 |
|
|
|
|
|
|
|
|
|
|
|
|
| Colombia — 0.2% |
|
|
|
|
|
| Bancolombia SA ADR, Cl R |
|
|
76,005 |
|
|
|
2,000 |
|
| Ecopetrol SA ADR |
|
|
73,423 |
|
|
|
817 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,817 |
|
|
|
|
|
|
|
|
|
|
|
|
| Cyprus — 0.1% |
|
|
|
|
|
| TCS Group Holding PLC GDR |
|
|
76,983 |
|
|
|
1,571 |
|
|
|
|
|
|
|
|
|
|
|
|
| Czech Republic — 0.2% |
|
|
|
|
|
| Moneta Money Bank AS |
|
|
1,201,812 |
|
|
|
2,727 |
|
|
|
|
|
|
|
|
|
|
|
|
| Denmark — 0.1% |
|
|
|
|
|
| Carlsberg A/S ADR, Cl B |
|
|
47,700 |
|
|
|
1,260 |
|
|
|
|
|
|
|
|
|
|
|
|
| Egypt — 0.1% |
|
|
|
|
|
| Commercial International Bank Egypt SAE |
|
|
525,769 |
|
|
|
2,106 |
|
|
|
|
|
|
|
|
|
|
|
|
| Germany — 0.3% |
|
|
|
|
|
| Delivery Hero SE * |
|
|
47,769 |
|
|
|
4,953 |
|
|
|
|
|
|
|
|
|
|
|
|
| Greece — 0.4% |
|
|
|
|
|
| Eurobank Ergasias Services and Holdings SA* |
|
|
5,653,895 |
|
|
|
2,619 |
|
| Hellenic Telecommunications Organization SA |
|
|
62,188 |
|
|
|
841 |
|
| JUMBO SA |
|
|
25,080 |
|
|
|
451 |
|
| OPAP SA |
|
|
214,697 |
|
|
|
2,042 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,953 |
|
|
|
|
|
|
|
|
|
|
|
|
| Hong Kong — 9.6% |
|
|
|
|
|
| 3SBio Inc * |
|
|
2,542,000 |
|
|
|
3,253 |
|
| AIA Group Ltd |
|
|
442,400 |
|
|
|
4,136 |
|
| A-Living Services Co Ltd, Cl H |
|
|
1,424,687 |
|
|
|
7,242 |
|
| ASM Pacific Technology Ltd |
|
|
291,600 |
|
|
|
3,101 |
|
| AviChina Industry & Technology Co Ltd, Cl H |
|
|
1,455,000 |
|
|
|
665 |
|
| BAIC Motor Corp Ltd, Cl H |
|
|
9,312,000 |
|
|
|
4,064 |
|
| Beijing Enterprises Holdings Ltd |
|
|
914,000 |
|
|
|
3,066 |
|
|
|
|
| 2 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
| Beijing Enterprises Water Group Ltd |
|
|
3,576,000 |
|
|
$ |
1,399 |
|
| Chaoda Modern Agriculture Holdings Ltd * |
|
|
2,056,181 |
|
|
|
10 |
|
| China Conch Venture Holdings Ltd |
|
|
359,000 |
|
|
|
1,523 |
|
| China Education Group Holdings Ltd |
|
|
1,150,000 |
|
|
|
1,858 |
|
| China Everbright Bank Co Ltd, Cl H |
|
|
1,181,611 |
|
|
|
446 |
|
| China Gas Holdings Ltd |
|
|
1,358,800 |
|
|
|
4,189 |
|
| China High Precision Automation Group Ltd * |
|
|
1,385,624 |
|
|
|
– |
|
| China Medical System Holdings Ltd |
|
|
2,180,000 |
|
|
|
2,589 |
|
| China Meidong Auto Holdings Ltd |
|
|
284,000 |
|
|
|
702 |
|
| China Mobile Ltd |
|
|
1,286,909 |
|
|
|
8,735 |
|
| China Resources Beer Holdings Co Ltd |
|
|
173,465 |
|
|
|
970 |
|
| China Resources Cement Holdings Ltd |
|
|
1,010,203 |
|
|
|
1,241 |
|
| China Resources Gas Group Ltd |
|
|
129,560 |
|
|
|
633 |
|
| China Resources Land Ltd |
|
|
426,000 |
|
|
|
1,614 |
|
| China State Construction International Holdings Ltd |
|
|
2,607,123 |
|
|
|
1,528 |
|
| China Taiping Insurance Holdings Co Ltd |
|
|
482,400 |
|
|
|
776 |
|
| China Yongda Automobiles Services Holdings Ltd |
|
|
591,500 |
|
|
|
719 |
|
| Chinasoft International Ltd |
|
|
1,530,004 |
|
|
|
844 |
|
| CNOOC Ltd |
|
|
9,879,462 |
|
|
|
10,927 |
|
| Country Garden Services Holdings Co Ltd |
|
|
290,801 |
|
|
|
1,360 |
|
| Far East Horizon Ltd |
|
|
705,884 |
|
|
|
600 |
|
| Galaxy Entertainment Group Ltd |
|
|
112,800 |
|
|
|
768 |
|
| Geely Automobile Holdings Ltd |
|
|
2,930,000 |
|
|
|
4,627 |
|
| Haier Electronics Group Co Ltd |
|
|
1,039,407 |
|
|
|
3,149 |
|
| Hansoh Pharmaceutical Group Co Ltd * |
|
|
150,000 |
|
|
|
713 |
|
| Hong Kong Exchanges & Clearing Ltd |
|
|
136,100 |
|
|
|
5,822 |
|
| Huatai Securities Co Ltd, Cl H |
|
|
2,561,200 |
|
|
|
4,101 |
|
| Innovent Biologics Inc * |
|
|
126,000 |
|
|
|
942 |
|
| JD.com Inc, Cl A * |
|
|
89,250 |
|
|
|
2,669 |
|
| Kaisa Group Holdings Ltd |
|
|
1,557,000 |
|
|
|
593 |
|
| Kingboard Laminates Holdings Ltd |
|
|
1,387,500 |
|
|
|
1,405 |
|
| Kunlun Energy Co Ltd |
|
|
1,260,000 |
|
|
|
824 |
|
| Li Ning Co Ltd |
|
|
923,840 |
|
|
|
2,972 |
|
| Link REIT
‡ |
|
|
390,438 |
|
|
|
3,195 |
|
| Livzon Pharmaceutical Group Inc, Cl H |
|
|
125,072 |
|
|
|
635 |
|
| Logan Group Co Ltd |
|
|
4,104,000 |
|
|
|
7,329 |
|
| Lonking Holdings Ltd |
|
|
2,166,000 |
|
|
|
659 |
|
| Luye Pharma Group Ltd (A) |
|
|
1,261,500 |
|
|
|
777 |
|
| Meituan Dianping, Cl B * |
|
|
402,938 |
|
|
|
8,991 |
|
| Minth Group Ltd |
|
|
762,000 |
|
|
|
2,177 |
|
| Nine Dragons Paper Holdings Ltd |
|
|
717,070 |
|
|
|
653 |
|
| Q Technology Group Co Ltd (A) |
|
|
603,000 |
|
|
|
793 |
|
| Shenzhen International Holdings Ltd |
|
|
382,500 |
|
|
|
613 |
|
| Shimao Group Holdings Ltd |
|
|
221,498 |
|
|
|
941 |
|
| Sino Biopharmaceutical Ltd |
|
|
564,846 |
|
|
|
1,068 |
|
| SJM Holdings Ltd |
|
|
3,235,000 |
|
|
|
3,612 |
|
| Sun Art Retail Group Ltd |
|
|
486,887 |
|
|
|
836 |
|
| Sunac China Holdings Ltd |
|
|
298,909 |
|
|
|
1,257 |
|
| Sunny Optical Technology Group Co Ltd |
|
|
509,000 |
|
|
|
8,178 |
|
| Techtronic Industries Co Ltd |
|
|
193,925 |
|
|
|
1,913 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
| Tianneng Power International
Ltd (A) |
|
|
514,000 |
|
|
$ |
878 |
|
| Times China Holdings Ltd |
|
|
300,371 |
|
|
|
559 |
|
| Topsports International Holdings Ltd |
|
|
763,000 |
|
|
|
977 |
|
| United Laboratories International Holdings Ltd/The (A) |
|
|
668,602 |
|
|
|
581 |
|
| West China Cement Ltd |
|
|
2,948,000 |
|
|
|
542 |
|
| Wuxi Biologics Cayman Inc * |
|
|
70,361 |
|
|
|
1,294 |
|
| Xiabuxiabu Catering Management China Holdings Co Ltd (A) |
|
|
1,246,000 |
|
|
|
1,237 |
|
| Xiaomi Corp, Cl B * |
|
|
567,600 |
|
|
|
945 |
|
| Xinyi Glass Holdings Ltd |
|
|
1,580,000 |
|
|
|
1,937 |
|
| Yihai International Holding Ltd |
|
|
83,000 |
|
|
|
853 |
|
| ZhongAn Online P&C Insurance Co Ltd, Cl H *(A) |
|
|
450,800 |
|
|
|
2,247 |
|
| Zoomlion Heavy Industry Science and Technology Co Ltd |
|
|
1,714,710 |
|
|
|
1,327 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
153,779 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Hungary — 0.6% |
|
|
|
|
|
|
|
|
| OTP Bank Nyrt |
|
|
31,531 |
|
|
|
1,107 |
|
| Richter Gedeon Nyrt |
|
|
376,491 |
|
|
|
7,778 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,885 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| India — 8.1% |
|
|
|
|
|
|
|
|
| Alembic Pharmaceuticals Ltd |
|
|
87,416 |
|
|
|
1,053 |
|
| Ambuja Cements Ltd |
|
|
274,909 |
|
|
|
703 |
|
| Apollo Hospitals Enterprise Ltd |
|
|
112,256 |
|
|
|
2,004 |
|
| Bata India Ltd |
|
|
48,113 |
|
|
|
830 |
|
| Bharti Airtel Ltd * |
|
|
464,176 |
|
|
|
3,448 |
|
| Dr Reddy’s Laboratories Ltd ADR |
|
|
25,380 |
|
|
|
1,345 |
|
| Escorts Ltd |
|
|
211,960 |
|
|
|
2,914 |
|
| HCL Technologies Ltd |
|
|
347,913 |
|
|
|
2,571 |
|
| HDFC Bank Ltd |
|
|
349,461 |
|
|
|
4,912 |
|
| HDFC Bank Ltd ADR |
|
|
71,400 |
|
|
|
3,246 |
|
| Hero MotoCorp Ltd |
|
|
140,953 |
|
|
|
4,743 |
|
| Hindalco Industries Ltd |
|
|
379,893 |
|
|
|
734 |
|
| Hindustan Unilever Ltd |
|
|
80,880 |
|
|
|
2,329 |
|
| Housing Development Finance Corp Ltd |
|
|
420,820 |
|
|
|
9,771 |
|
| ICICI Bank Ltd |
|
|
2,035,902 |
|
|
|
9,555 |
|
| ICICI Bank Ltd ADR |
|
|
483,251 |
|
|
|
4,489 |
|
| ICICI Lombard General Insurance Co Ltd |
|
|
187,287 |
|
|
|
3,134 |
|
| Infosys Ltd |
|
|
463,430 |
|
|
|
4,542 |
|
| Infosys Ltd ADR |
|
|
265,853 |
|
|
|
2,568 |
|
| Ipca Laboratories Ltd |
|
|
36,366 |
|
|
|
807 |
|
| ITC Ltd |
|
|
3,677,230 |
|
|
|
9,479 |
|
| JM Financial Ltd |
|
|
528,780 |
|
|
|
483 |
|
| LIC Housing Finance Ltd |
|
|
194,234 |
|
|
|
677 |
|
| Mahindra & Mahindra Ltd |
|
|
282,139 |
|
|
|
1,903 |
|
| Manappuram Finance Ltd |
|
|
516,889 |
|
|
|
1,034 |
|
| Metropolis Healthcare Ltd |
|
|
66,204 |
|
|
|
1,186 |
|
| Motherson Sumi Systems Ltd |
|
|
1,397,693 |
|
|
|
1,751 |
|
| Mphasis Ltd |
|
|
135,743 |
|
|
|
1,577 |
|
| Multi Commodity Exchange of India Ltd |
|
|
127,988 |
|
|
|
2,165 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
|
3 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
| Muthoot Finance Ltd |
|
|
115,536 |
|
|
$ |
1,644 |
|
| Petronet LNG Ltd |
|
|
257,849 |
|
|
|
878 |
|
| Power Grid Corp of India Ltd |
|
|
367,533 |
|
|
|
850 |
|
| Reliance Industries Ltd |
|
|
739,013 |
|
|
|
16,560 |
|
| SBI Cards & Payment Services Ltd |
|
|
97,142 |
|
|
|
812 |
|
| Shriram Transport Finance Co Ltd |
|
|
194,903 |
|
|
|
1,776 |
|
| Spandana Sphoorty Financial
Ltd * |
|
|
100,930 |
|
|
|
738 |
|
| Tata Consultancy Services Ltd |
|
|
254,430 |
|
|
|
6,992 |
|
| Torrent Pharmaceuticals Ltd |
|
|
25,055 |
|
|
|
789 |
|
| UltraTech Cement Ltd |
|
|
55,843 |
|
|
|
2,872 |
|
| United Breweries Ltd |
|
|
120,102 |
|
|
|
1,648 |
|
| United Spirits Ltd * |
|
|
253,792 |
|
|
|
1,991 |
|
| UPL Ltd * |
|
|
460,510 |
|
|
|
2,596 |
|
| Vedanta Ltd |
|
|
518,151 |
|
|
|
730 |
|
| WNS Holdings Ltd ADR * |
|
|
17,029 |
|
|
|
936 |
|
| Zee Entertainment Enterprises Ltd |
|
|
710,339 |
|
|
|
1,613 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
129,378 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Indonesia — 0.8% |
|
|
|
|
|
|
|
|
| Ace Hardware Indonesia Tbk
PT * |
|
|
15,522,300 |
|
|
|
1,643 |
|
| Astra International Tbk PT |
|
|
2,483,700 |
|
|
|
837 |
|
| Bank Central Asia Tbk PT |
|
|
1,730,867 |
|
|
|
3,456 |
|
| Bank Negara Indonesia Persero Tbk PT |
|
|
1,768,400 |
|
|
|
568 |
|
| Bank Rakyat Indonesia Persero Tbk PT |
|
|
22,389,205 |
|
|
|
4,788 |
|
| Indofood Sukses Makmur Tbk
PT * |
|
|
2,458,477 |
|
|
|
1,124 |
|
| Kalbe Farma Tbk PT |
|
|
8,412,200 |
|
|
|
861 |
|
| Map Aktif Adiperkasa PT * |
|
|
458,200 |
|
|
|
81 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,358 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Malaysia — 0.5% |
|
|
|
|
|
|
|
|
| Dialog Group Bhd |
|
|
832,400 |
|
|
|
704 |
|
| Frontken Corp Bhd |
|
|
1,091,900 |
|
|
|
646 |
|
| Inari Amertron Bhd |
|
|
5,267,575 |
|
|
|
2,105 |
|
| Kossan Rubber Industries |
|
|
561,200 |
|
|
|
1,123 |
|
| MISC Bhd |
|
|
193,347 |
|
|
|
347 |
|
| RHB Bank Bhd |
|
|
2,319,800 |
|
|
|
2,603 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,528 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Mexico — 1.5% |
|
|
|
|
|
|
|
|
| America Movil SAB de CV ADR, Cl L |
|
|
202,443 |
|
|
|
2,569 |
|
| Arca Continental SAB de CV |
|
|
133,800 |
|
|
|
584 |
|
| Fibra Uno Administracion SA de CV |
|
|
401,100 |
|
|
|
316 |
|
| Fomento Economico Mexicano SAB de CV |
|
|
497,929 |
|
|
|
3,074 |
|
| Gruma SAB de CV, Cl B |
|
|
371,696 |
|
|
|
4,008 |
|
| Grupo Aeroportuario del Pacifico SAB de CV, Cl B |
|
|
151,300 |
|
|
|
1,086 |
|
| Grupo Aeroportuario del Sureste SAB de CV ADR * |
|
|
4,203 |
|
|
|
472 |
|
| Grupo Aeroportuario del Sureste SAB de CV, Cl B * |
|
|
34,680 |
|
|
|
386 |
|
| Grupo Financiero Banorte SAB de CV, Cl O * |
|
|
1,562,255 |
|
|
|
5,377 |
|
| Grupo Mexico SAB de CV, Ser B |
|
|
1,273,684 |
|
|
|
2,943 |
|
| Infraestructura Energetica Nova SAB de CV |
|
|
136,200 |
|
|
|
390 |
|
| Orbia Advance Corp SAB de CV |
|
|
536,072 |
|
|
|
788 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
| Promotora y Operadora de Infraestructura SAB de CV * |
|
|
82,200 |
|
|
$ |
591 |
|
| Qualitas Controladora SAB de CV |
|
|
191,603 |
|
|
|
750 |
|
| Wal-Mart de Mexico SAB de CV |
|
|
528,889 |
|
|
|
1,258 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
24,592 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Netherlands — 0.2% |
|
|
|
|
|
|
|
|
| Prosus NV * |
|
|
42,595 |
|
|
|
3,972 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Panama — 0.1% |
|
|
|
|
|
|
|
|
| Copa Holdings SA, Cl A |
|
|
42,498 |
|
|
|
2,149 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Peru — 0.4% |
|
|
|
|
|
|
|
|
| Credicorp Ltd |
|
|
41,807 |
|
|
|
5,588 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Philippines — 0.5% |
|
|
|
|
|
|
|
|
| Ayala Land Inc |
|
|
308,200 |
|
|
|
210 |
|
| BDO Unibank Inc |
|
|
1,345,455 |
|
|
|
2,660 |
|
| First Gen Corp |
|
|
783,754 |
|
|
|
387 |
|
| Globe Telecom Inc |
|
|
38,040 |
|
|
|
1,581 |
|
| International Container Terminal Services Inc |
|
|
698,958 |
|
|
|
1,444 |
|
| Metropolitan Bank & Trust Co |
|
|
2,341,944 |
|
|
|
1,752 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,034 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Poland — 0.8% |
|
|
|
|
|
|
|
|
| Dino Polska SA * |
|
|
150,862 |
|
|
|
7,680 |
|
| Grupa Lotos SA |
|
|
50,448 |
|
|
|
769 |
|
| Polski Koncern Naftowy ORLEN SA |
|
|
31,231 |
|
|
|
496 |
|
| Powszechny Zaklad Ubezpieczen SA |
|
|
474,574 |
|
|
|
3,483 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12,428 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Portugal — 0.1% |
|
|
|
|
|
|
|
|
| Jeronimo Martins SGPS SA |
|
|
53,351 |
|
|
|
934 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Qatar — 0.2% |
|
|
|
|
|
|
|
|
| Commercial Bank PSQC/The |
|
|
420,581 |
|
|
|
439 |
|
| Masraf Al Rayan QSC |
|
|
782,506 |
|
|
|
821 |
|
| Qatar Gas Transport Co Ltd |
|
|
1,069,057 |
|
|
|
765 |
|
| Qatar National Bank QPSC |
|
|
330,342 |
|
|
|
1,579 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,604 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Russia — 3.9% |
|
|
|
|
|
|
|
|
| Detsky Mir PJSC |
|
|
1,276,591 |
|
|
|
1,802 |
|
| Gazprom PJSC |
|
|
708,130 |
|
|
|
1,920 |
|
| Gazprom PJSC ADR |
|
|
218,365 |
|
|
|
1,184 |
|
| LUKOIL PJSC ADR |
|
|
214,323 |
|
|
|
15,938 |
|
| Magnit GDR * |
|
|
87,369 |
|
|
|
987 |
|
| Mail.Ru Group Ltd GDR * |
|
|
155,152 |
|
|
|
3,452 |
|
| MMC Norilsk Nickel PJSC ADR |
|
|
57,450 |
|
|
|
1,513 |
|
| Novatek PJSC GDR |
|
|
751 |
|
|
|
107 |
|
| Sberbank of Russia PJSC |
|
|
556,572 |
|
|
|
1,584 |
|
| Sberbank of Russia PJSC ADR * |
|
|
1,331,586 |
|
|
|
15,105 |
|
| X5 Retail Group NV GDR |
|
|
64,741 |
|
|
|
2,301 |
|
| Yandex NV, Cl A * |
|
|
342,124 |
|
|
|
17,113 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
63,006 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| 4 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
| Saudi Arabia — 0.3% |
|
|
|
|
|
|
|
|
| Al Rajhi Bank |
|
|
140,498 |
|
|
$ |
2,122 |
|
| Arab National Bank |
|
|
85,784 |
|
|
|
435 |
|
| Riyad Bank |
|
|
88,377 |
|
|
|
397 |
|
| Samba Financial Group |
|
|
127,127 |
|
|
|
911 |
|
| Saudi Arabian Fertilizer Co |
|
|
73,780 |
|
|
|
1,467 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,332 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| South Africa — 3.5% |
|
|
|
|
|
|
|
|
| Absa Group Ltd |
|
|
148,252 |
|
|
|
734 |
|
| AngloGold Ashanti Ltd |
|
|
59,215 |
|
|
|
1,728 |
|
| AngloGold Ashanti Ltd ADR (A) |
|
|
235,784 |
|
|
|
6,953 |
|
| Bid Corp Ltd |
|
|
167,828 |
|
|
|
2,743 |
|
| Bidvest Group Ltd/The |
|
|
42,195 |
|
|
|
345 |
|
| Capitec Bank Holdings Ltd |
|
|
91,018 |
|
|
|
4,520 |
|
| FirstRand Ltd |
|
|
2,778,653 |
|
|
|
6,127 |
|
| Gold Fields Ltd ADR |
|
|
87,860 |
|
|
|
826 |
|
| Impala Platinum Holdings Ltd |
|
|
157,107 |
|
|
|
1,055 |
|
| JSE Ltd |
|
|
193,854 |
|
|
|
1,358 |
|
| Kumba Iron Ore Ltd |
|
|
20,143 |
|
|
|
542 |
|
| Mediclinic International PLC |
|
|
190,802 |
|
|
|
631 |
|
| Mr Price Group Ltd |
|
|
508,083 |
|
|
|
4,198 |
|
| MultiChoice Group |
|
|
108,913 |
|
|
|
666 |
|
| Naspers Ltd, Cl N |
|
|
91,227 |
|
|
|
16,695 |
|
| Nedbank Group Ltd |
|
|
86,105 |
|
|
|
506 |
|
| Old Mutual Ltd |
|
|
2,120,785 |
|
|
|
1,476 |
|
| RMB Holdings Ltd |
|
|
724,589 |
|
|
|
69 |
|
| Sanlam Ltd |
|
|
216,409 |
|
|
|
737 |
|
| SPAR Group Ltd/The |
|
|
53,999 |
|
|
|
535 |
|
| Standard Bank Group Ltd |
|
|
596,543 |
|
|
|
3,557 |
|
| Woolworths Holdings Ltd/South Africa |
|
|
352,776 |
|
|
|
674 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
56,675 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| South Korea — 12.6% |
|
|
|
|
|
|
|
|
| BGF retail Co Ltd |
|
|
13,442 |
|
|
|
1,553 |
|
| Celltrion Healthcare Co Ltd * |
|
|
6,013 |
|
|
|
548 |
|
| Celltrion Inc * |
|
|
7,812 |
|
|
|
1,995 |
|
| Chong Kun Dang Pharmaceutical Corp |
|
|
7,769 |
|
|
|
701 |
|
| CJ CheilJedang Corp |
|
|
2,976 |
|
|
|
812 |
|
| CJ ENM Co Ltd |
|
|
84,226 |
|
|
|
7,815 |
|
| Com2uSCorp |
|
|
29,920 |
|
|
|
2,936 |
|
| Coway Co Ltd |
|
|
64,235 |
|
|
|
3,859 |
|
| Daelim Industrial Co Ltd |
|
|
10,636 |
|
|
|
730 |
|
| DB HiTek Co Ltd |
|
|
40,164 |
|
|
|
968 |
|
| DB Insurance Co Ltd |
|
|
22,093 |
|
|
|
787 |
|
| DoubleUGames Co Ltd |
|
|
14,651 |
|
|
|
975 |
|
| Douzone Bizon Co Ltd |
|
|
14,738 |
|
|
|
1,260 |
|
| GS Holdings Corp |
|
|
64,038 |
|
|
|
1,939 |
|
| Hana Financial Group Inc |
|
|
123,087 |
|
|
|
2,801 |
|
| Hite Jinro Co Ltd |
|
|
22,928 |
|
|
|
841 |
|
| Hotel Shilla Co Ltd |
|
|
2,086 |
|
|
|
124 |
|
| Hugel Inc * |
|
|
1,285 |
|
|
|
507 |
|
| Hyundai Department Store Co Ltd |
|
|
14,893 |
|
|
|
701 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
| Hyundai Marine & Fire Insurance Co Ltd |
|
|
24,149 |
|
|
$ |
461 |
|
| Hyundai Motor Co |
|
|
10,141 |
|
|
|
833 |
|
| Iljin Materials Co Ltd |
|
|
40,497 |
|
|
|
1,694 |
|
| Kakao Corp |
|
|
26,603 |
|
|
|
5,970 |
|
| Kangwon Land Inc |
|
|
84,771 |
|
|
|
1,524 |
|
| KB Financial Group Inc |
|
|
65,180 |
|
|
|
1,856 |
|
| Kia Motors Corp |
|
|
104,867 |
|
|
|
2,824 |
|
| Kumho Petrochemical Co Ltd |
|
|
12,870 |
|
|
|
801 |
|
| LG Chem Ltd |
|
|
16,468 |
|
|
|
6,760 |
|
| LG Corp |
|
|
51,996 |
|
|
|
3,076 |
|
| LG Electronics Inc |
|
|
23,765 |
|
|
|
1,258 |
|
| LG Household & Health Care Ltd |
|
|
1,576 |
|
|
|
1,769 |
|
| LG Innotek Co Ltd |
|
|
9,473 |
|
|
|
1,395 |
|
| Meritz Securities Co Ltd |
|
|
237,662 |
|
|
|
603 |
|
| NAVER Corp |
|
|
27,507 |
|
|
|
6,155 |
|
| NCSoft Corp |
|
|
23,194 |
|
|
|
17,211 |
|
| NHN Corp * |
|
|
4,926 |
|
|
|
341 |
|
| NongShim Co Ltd |
|
|
2,775 |
|
|
|
845 |
|
| Orion Corp/Republic of Korea |
|
|
50,608 |
|
|
|
5,644 |
|
| POSCO ADR |
|
|
18,699 |
|
|
|
693 |
|
| Posco International Corp |
|
|
59,658 |
|
|
|
698 |
|
| Samsung Biologics Co Ltd * |
|
|
5,525 |
|
|
|
3,586 |
|
| Samsung C&T Corp |
|
|
10,055 |
|
|
|
979 |
|
| Samsung Electro-Mechanics Co Ltd |
|
|
33,580 |
|
|
|
3,650 |
|
| Samsung Electronics Co Ltd |
|
|
1,525,193 |
|
|
|
67,660 |
|
| Samsung Engineering Co Ltd * |
|
|
67,144 |
|
|
|
690 |
|
| Samsung SDI Co Ltd |
|
|
8,903 |
|
|
|
2,726 |
|
| Shinhan Financial Group Co Ltd |
|
|
30,500 |
|
|
|
735 |
|
| SK Holdings Co Ltd |
|
|
6,394 |
|
|
|
1,561 |
|
| SK Hynix Inc |
|
|
205,670 |
|
|
|
14,666 |
|
| SK Telecom Co Ltd |
|
|
27,007 |
|
|
|
4,760 |
|
| Ssangyong Cement Industrial Co Ltd |
|
|
162,404 |
|
|
|
691 |
|
| WONIK IPS Co Ltd |
|
|
129,705 |
|
|
|
3,887 |
|
| Yuhan Corp |
|
|
20,407 |
|
|
|
862 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
200,716 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Switzerland — 0.1% |
|
|
|
|
|
|
|
|
| Wizz Air Holdings Plc * |
|
|
33,675 |
|
|
|
1,397 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Taiwan — 13.4% |
|
|
|
|
|
|
|
|
| Accton Technology Corp |
|
|
971,200 |
|
|
|
7,533 |
|
| Airtac International Group |
|
|
183,000 |
|
|
|
3,219 |
|
| ASE Technology Holding Co Ltd |
|
|
1,316,372 |
|
|
|
3,035 |
|
| Asia Cement Corp |
|
|
2,374,000 |
|
|
|
3,509 |
|
| ASMedia Technology Inc |
|
|
54,000 |
|
|
|
2,664 |
|
| Asustek Computer Inc |
|
|
165,862 |
|
|
|
1,219 |
|
| Bizlink Holding Inc |
|
|
465,000 |
|
|
|
3,332 |
|
| Casetek Holdings Ltd * |
|
|
226,000 |
|
|
|
506 |
|
| Catcher Technology Co Ltd |
|
|
504,040 |
|
|
|
3,812 |
|
| Cathay Financial Holding Co Ltd |
|
|
989,000 |
|
|
|
1,403 |
|
| Chailease Holding Co Ltd |
|
|
1,655,680 |
|
|
|
7,017 |
|
| Chilisin Electronics Corp |
|
|
418,000 |
|
|
|
1,280 |
|
| Chroma ATE Inc |
|
|
670,000 |
|
|
|
3,465 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
|
5 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
| Chunghwa Telecom Co Ltd |
|
|
245,000 |
|
|
$ |
973 |
|
| Compeq Manufacturing Co Ltd |
|
|
478,000 |
|
|
|
779 |
|
| CTBC Financial Holding Co Ltd |
|
|
6,489,688 |
|
|
|
4,480 |
|
| Delta Electronics Inc |
|
|
526,000 |
|
|
|
2,999 |
|
| Elite Material Co Ltd |
|
|
421,400 |
|
|
|
2,287 |
|
| eMemory Technology Inc |
|
|
118,200 |
|
|
|
1,980 |
|
| Fubon Financial Holding Co Ltd |
|
|
2,822,000 |
|
|
|
4,207 |
|
| Globalwafers Co Ltd |
|
|
232,000 |
|
|
|
3,195 |
|
| Hiwin Technologies Corp |
|
|
615,019 |
|
|
|
6,134 |
|
| Hon Hai Precision Industry Co Ltd |
|
|
479,000 |
|
|
|
1,403 |
|
| Hotai Motor Co Ltd |
|
|
25,000 |
|
|
|
597 |
|
| Kinsus Interconnect Technology Corp |
|
|
365,000 |
|
|
|
876 |
|
| LandMark Optoelectronics Corp |
|
|
201,000 |
|
|
|
1,979 |
|
| Largan Precision Co Ltd |
|
|
17,446 |
|
|
|
2,420 |
|
| Lite-On Technology Corp |
|
|
712,270 |
|
|
|
1,118 |
|
| MediaTek Inc |
|
|
623,137 |
|
|
|
12,292 |
|
| Mega Financial Holding Co Ltd |
|
|
772,177 |
|
|
|
808 |
|
| Merida Industry Co Ltd |
|
|
365,000 |
|
|
|
2,493 |
|
| Micro-Star International Co Ltd |
|
|
1,020,000 |
|
|
|
3,729 |
|
| momo.com Inc |
|
|
29,000 |
|
|
|
707 |
|
| Nien Made Enterprise Co Ltd |
|
|
95,000 |
|
|
|
926 |
|
| Novatek Microelectronics Corp |
|
|
405,000 |
|
|
|
3,143 |
|
| Parade Technologies Ltd |
|
|
173,600 |
|
|
|
5,816 |
|
| Pegatron Corp |
|
|
510,016 |
|
|
|
1,108 |
|
| Powertech Technology Inc |
|
|
896,130 |
|
|
|
3,288 |
|
| Poya International Co Ltd |
|
|
33,000 |
|
|
|
655 |
|
| President Chain Store Corp |
|
|
91,000 |
|
|
|
914 |
|
| Realtek Semiconductor Corp |
|
|
140,000 |
|
|
|
1,430 |
|
| Ruentex Development Co Ltd |
|
|
431,000 |
|
|
|
746 |
|
| Shanghai Commercial & Savings Bank Ltd/ The* |
|
|
309,000 |
|
|
|
477 |
|
| Silergy Corp |
|
|
46,890 |
|
|
|
3,094 |
|
| Silicon Motion Technology Corp ADR |
|
|
79,808 |
|
|
|
3,892 |
|
| Simplo Technology Co Ltd |
|
|
57,000 |
|
|
|
619 |
|
| Sinbon Electronics Co Ltd |
|
|
148,000 |
|
|
|
749 |
|
| Sino-American Silicon Products Inc |
|
|
306,155 |
|
|
|
994 |
|
| SinoPac Financial Holdings Co Ltd |
|
|
2,115,665 |
|
|
|
778 |
|
| Synnex Technology International Corp |
|
|
604,000 |
|
|
|
854 |
|
| Taiwan Cement Corp |
|
|
423,000 |
|
|
|
613 |
|
| Taiwan Cooperative Financial Holding Co Ltd |
|
|
1,278,000 |
|
|
|
897 |
|
| Taiwan Semiconductor Manufacturing Co Ltd |
|
|
5,623,952 |
|
|
|
59,896 |
|
| Taiwan Semiconductor Manufacturing Co Ltd ADR |
|
|
136,052 |
|
|
|
7,724 |
|
| Taiwan Union Technology Corp |
|
|
177,000 |
|
|
|
863 |
|
| Topco Scientific Co Ltd |
|
|
115,000 |
|
|
|
427 |
|
| Tripod Technology Corp |
|
|
203,000 |
|
|
|
905 |
|
| Unimicron Technology Corp |
|
|
532,000 |
|
|
|
907 |
|
| Uni-President Enterprises Corp |
|
|
1,995,000 |
|
|
|
4,816 |
|
| United Integrated Services Co Ltd |
|
|
113,000 |
|
|
|
774 |
|
| United Microelectronics Corp |
|
|
5,157,480 |
|
|
|
2,794 |
|
| Win Semiconductors Corp |
|
|
304,681 |
|
|
|
3,108 |
|
| Wistron Corp |
|
|
1,029,718 |
|
|
|
1,251 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
| COMMON STOCK (continued) |
|
| Yageo Corp |
|
|
91,000 |
|
|
$ |
1,185 |
|
| Yuanta Financial Holding Co Ltd |
|
|
2,070,123 |
|
|
|
1,222 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
214,315 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Thailand — 2.0% |
|
|
|
|
|
|
|
|
| Advanced Info Service PCL |
|
|
598,600 |
|
|
|
3,600 |
|
| Carabao Group PCL |
|
|
189,300 |
|
|
|
641 |
|
| Carabao Group PCL NVDR (A) |
|
|
328,400 |
|
|
|
1,108 |
|
| Charoen Pokphand Foods PCL |
|
|
1,836,600 |
|
|
|
1,886 |
|
| Charoen Pokphand Foods PCL NVDR |
|
|
1,342,100 |
|
|
|
1,381 |
|
| Com7 PCL |
|
|
2,125,600 |
|
|
|
1,962 |
|
| CP ALL PCL |
|
|
1,111,900 |
|
|
|
2,450 |
|
| Home Product Center PCL |
|
|
17,688,254 |
|
|
|
8,861 |
|
| Minor International PCL NVDR (A) |
|
|
2,591,664 |
|
|
|
1,708 |
|
| PTT Exploration & Production PCL NVDR |
|
|
235,200 |
|
|
|
696 |
|
| PTT PCL |
|
|
1,857,300 |
|
|
|
2,288 |
|
| PTT PCL NVDR |
|
|
1,020,900 |
|
|
|
1,250 |
|
| Thai Beverage PCL |
|
|
4,431,850 |
|
|
|
2,161 |
|
| Thanachart Capital PCL NVDR |
|
|
618,700 |
|
|
|
715 |
|
| Tisco Financial Group PCL NVDR |
|
|
335,034 |
|
|
|
755 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
31,462 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Turkey — 0.9% |
|
|
|
|
|
|
|
|
| Aselsan Elektronik Sanayi Ve Ticaret AS |
|
|
160,960 |
|
|
|
767 |
|
| Ford Otomotiv Sanayi AS |
|
|
59,475 |
|
|
|
618 |
|
| Haci Omer Sabanci Holding AS |
|
|
629,042 |
|
|
|
852 |
|
| Koza Altin Isletmeleri AS * |
|
|
69,194 |
|
|
|
847 |
|
| Migros Ticaret AS * |
|
|
302,862 |
|
|
|
1,710 |
|
| Turk Hava Yollari AO *(A) |
|
|
1,099,900 |
|
|
|
2,017 |
|
| Turk Telekomunikasyon AS |
|
|
579,385 |
|
|
|
688 |
|
| Turkcell Iletisim Hizmetleri AS |
|
|
636,269 |
|
|
|
1,529 |
|
| Turkiye Garanti Bankasi AS |
|
|
1,754,163 |
|
|
|
2,176 |
|
| Turkiye Sise ve Cam Fabrikalari AS (A) |
|
|
2,141,623 |
|
|
|
1,742 |
|
| Ulker Biskuvi Sanayi AS * |
|
|
201,675 |
|
|
|
718 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,664 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| United Arab Emirates — 0.3% |
|
|
|
|
|
|
|
|
| Aldar Properties PJSC |
|
|
3,783,298 |
|
|
|
1,839 |
|
| Dubai Islamic Bank PJSC |
|
|
1,048,656 |
|
|
|
1,093 |
|
| Emaar Properties PJSC |
|
|
1,655,948 |
|
|
|
1,237 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,169 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| United Kingdom — 1.1% |
|
|
|
|
|
|
|
|
| Anglo American PLC |
|
|
122,275 |
|
|
|
2,839 |
|
| Halyk Savings Bank of Kazakhstan JSC GDR * |
|
|
66,132 |
|
|
|
821 |
|
| KAZ Minerals PLC |
|
|
633,874 |
|
|
|
3,945 |
|
| NAC Kazatomprom JSC GDR |
|
|
57,894 |
|
|
|
802 |
|
| Network International Holdings PLC |
|
|
149,433 |
|
|
|
818 |
|
| Novatek PJSC GDR |
|
|
8,676 |
|
|
|
1,247 |
|
| Polymetal International PLC |
|
|
167,775 |
|
|
|
3,356 |
|
| Polyus PJSC GDR |
|
|
13,922 |
|
|
|
1,171 |
|
| Rio Tinto PLC |
|
|
39,310 |
|
|
|
2,225 |
|
| Tullow Oil PLC (A) |
|
|
2,838,015 |
|
|
|
1,133 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
18,357 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| 6 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
| United States — 0.7% |
|
|
|
|
|
|
|
|
| Liberty Latin America Ltd, Cl C * |
|
|
97,722 |
|
|
$ |
922 |
|
| Pagseguro Digital Ltd, Cl A * |
|
|
190,095 |
|
|
|
6,718 |
|
| Southern Copper Corp |
|
|
49,467 |
|
|
|
1,967 |
|
| StoneCo Ltd, Cl A * |
|
|
34,508 |
|
|
|
1,338 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,945 |
|
|
|
|
|
|
|
|
|
|
|
|
| Vietnam — 0.2% |
|
|
|
|
|
| Hoa Phat Group JSC * |
|
|
1,883,862 |
|
|
|
2,184 |
|
| Vincom Retail JSC * |
|
|
1,461,675 |
|
|
|
1,561 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,745 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Common Stock
(Cost $1,272,478) ($ Thousands) |
|
|
|
1,523,359 |
|
|
|
|
|
|
|
|
|
|
|
|
| PREFERRED STOCK — 1.0% |
|
|
|
|
|
| Brazil — 0.6% |
|
|
|
|
|
|
|
|
| Banco Bradesco SA (B) |
|
|
330,158 |
|
|
|
1,260 |
|
| Bradespar SA (B) |
|
|
89,428 |
|
|
|
594 |
|
| Centrais Eletricas Brasileiras SA (B) |
|
|
90,100 |
|
|
|
527 |
|
| Cia Energetica de Minas Gerais (B) |
|
|
174,300 |
|
|
|
352 |
|
| Cia Paranaense de Energia (B) |
|
|
51,677 |
|
|
|
576 |
|
| Itau Unibanco Holding SA (B) |
|
|
198,853 |
|
|
|
931 |
|
| Itausa SA (B) |
|
|
553,805 |
|
|
|
974 |
|
| Lojas Americanas SA (B) |
|
|
75,000 |
|
|
|
441 |
|
| Petroleo Brasileiro SA (B) |
|
|
851,612 |
|
|
|
3,378 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,033 |
|
|
|
|
|
|
|
|
|
|
|
|
| Chile — 0.0% |
|
|
|
|
|
| Embotelladora Andina SA (B) |
|
|
278,442 |
|
|
|
682 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| South Korea — 0.4% |
|
|
|
|
|
|
|
|
| LG Household & Health Care Ltd (B) |
|
|
1,262 |
|
|
|
765 |
|
| Samsung Electronics Co Ltd (B) |
|
|
145,731 |
|
|
|
5,683 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,448 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Preferred Stock
(Cost $15,522) ($ Thousands) |
|
|
|
16,163 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
Number of
Rights |
|
|
|
|
| RIGHTS — 0.0% |
|
|
|
|
|
| Taiwan — 0.0% |
|
|
|
|
|
| Simplo Technology Co Ltd
*‡‡ |
|
|
1,414 |
|
|
|
– |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Number of
Rights |
|
Market Value
($ Thousands) |
|
|
|
| RIGHTS (continued) |
|
|
|
|
|
|
|
|
| Thailand — 0.0% |
|
|
|
|
|
|
|
|
| Minor International PCL, Expires 07/26/2020* |
|
|
316,057 |
|
|
$ |
14 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Rights
(Cost $—) ($ Thousands) |
|
|
|
14 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
Number of
Warrants |
|
|
|
|
| WARRANTS — 0.0% |
|
|
|
|
|
| Thailand — 0.0% |
|
|
|
|
|
|
|
|
| Minor International PCL, Expires 09/30/2021 * |
|
|
162,947 |
|
|
|
6 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Warrants
(Cost $—) ($ Thousands) |
|
|
|
6 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
| DEBENTURE BOND — 0.0% |
|
|
|
|
|
| Brazil — 0.0% |
|
|
|
|
|
| Vale, Ser 1997 |
|
|
|
|
|
|
|
|
| 0.000% (C)(D) |
|
BRL |
8 |
|
|
|
– |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Debenture Bond
(Cost $—) ($ Thousands) |
|
|
|
– |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
Shares |
|
|
|
|
| AFFILIATED PARTNERSHIP — 1.4% |
|
|
|
|
|
| SEI Liquidity Fund, L.P. |
|
|
|
|
|
|
|
|
| 0.190% **(E) |
|
|
22,849,787 |
|
|
|
22,865 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Affiliated Partnership (Cost $22,852) ($ Thousands) |
|
|
|
22,865 |
|
|
|
|
|
|
|
|
|
|
|
|
| CASH EQUIVALENT — 1.3% |
|
|
|
|
|
| SEI Daily Income Trust, Government Fund,
Cl F |
|
| 0.030%** |
|
|
20,119,849 |
|
|
|
20,120 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Cash Equivalent
(Cost $20,120) ($ Thousands) |
|
|
|
20,120 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Investments in Securities — 99.0%
(Cost $1,330,972)
($ Thousands) |
|
|
$ |
1,582,527 |
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund
at June 30, 2020, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
| Type of Contract |
|
Number of
Contracts Long |
|
|
Expiration
Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized
Depreciation (Thousands) |
|
| MSCI Emerging Markets |
|
|
491 |
|
|
|
Sep-2020 |
|
|
$ |
24,200 |
|
|
$ |
24,199 |
|
|
$ |
(1 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
|
7 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
Emerging Markets Equity Fund (Concluded)
| |
Percentages are based on Net Assets of $1,598,255 ($ Thousands). |
| * |
Non-income producing security. |
| ** |
The rate reported is the 7-day effective yield as of June 30, 2020.
|
| ‡ |
Real Estate Investment Trust. |
| ‡‡ |
Expiration date not available. |
| (A) |
Certain securities or partial positions of certain securities are on loan at June 30, 2020. The total market value of
securities on loan at June 30, 2020 was $19,006 ($ Thousands). |
| (B) |
There is currently no rate available. |
| (C) |
Perpetual security with no stated maturity date. |
| (D) |
Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest
rates and prepayments on the underlying pool of assets. |
| (E) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities
as of June 30, 2020 was $22,865 ($ Thousands). |
ADR — American Depositary Receipt
BRL — Brazilian Real
Cl — Class
GDR — Global Depositary Receipt
JSC — Joint-Stock Company
L.P. — Limited Partnership
Ltd. — Limited
MSCI —Morgan Stanley Capital International
NVDR — Non-Voting Depositary Receipt
PJSC — Public Joint-Stock Company
PLC — Public Limited Company
REIT — Real Estate investment Trust
Ser — Series
The following is a list of the level of inputs used as of June 30, 2020, 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 |
|
|
1,364,239 |
|
|
|
159,120 |
|
|
|
– |
|
|
|
1,523,359 |
|
| Preferred Stock |
|
|
15,398 |
|
|
|
765 |
|
|
|
– |
|
|
|
16,163 |
|
| Rights |
|
|
14 |
|
|
|
– |
|
|
|
– |
|
|
|
14 |
|
| Warrants |
|
|
– |
|
|
|
6 |
|
|
|
– |
|
|
|
6 |
|
| Debenture Bond |
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| Affiliated Partnership |
|
|
– |
|
|
|
22,865 |
|
|
|
– |
|
|
|
22,865 |
|
| Cash Equivalent |
|
|
20,120 |
|
|
|
– |
|
|
|
– |
|
|
|
20,120 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Total Investments in Securities |
|
|
1,399,771 |
|
|
|
182,756 |
|
|
|
– |
|
|
|
1,582,527 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| Other Financial Instruments |
|
Level 1
($) |
|
Level 2
($) |
|
Level 3
($) |
|
Total
($) |
| Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Unrealized Depreciation |
|
|
(1 |
) |
|
|
– |
|
|
|
– |
|
|
|
(1 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Total Other Financial Instruments |
|
|
(1 |
) |
|
|
– |
|
|
|
– |
|
|
|
(1 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
*Futures contracts are valued at the unrealized depreciation on the instrument.
For the period ended June 30, 2020, there were no transfers in or out of Level 3.
Amounts designated as “—” are $0 or have been rounded to $0.
For
information on the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.
The following is a summary of the transactions with
affiliates for the period ended June 30, 2020 ($ Thousands):
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Security Description |
|
Value
9/30/2019 |
|
Purchases at
Cost |
|
Proceeds from
Sales |
|
Realized Gain |
|
Change in
Unrealized
Appreciation |
|
Value
6/30/20 |
|
Shares |
|
Income |
|
Capital Gains |
| SEI Liquidity Fund, L.P. |
|
$48,638 |
|
$162,734 |
|
$(188,513) |
|
$1 |
|
$5 |
|
$22,865 |
|
22,849,787 |
|
$255 |
|
$— |
| SEI Daily Income Trust, Government Fund, Cl F |
|
29,816 |
|
198,304 |
|
(208,000) |
|
— |
|
— |
|
20,120 |
|
20,119,849 |
|
180 |
|
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Totals |
|
$78,454 |
|
$361,038 |
|
$(396,513) |
|
$1 |
|
$5 |
|
$42,985 |
|
|
|
$435 |
|
$— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 8 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
International Fixed Income Fund
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
| GLOBAL BONDS — 91.7% |
|
|
|
|
|
| Australia — 1.8% |
|
|
|
|
|
|
|
|
| Australia & New Zealand Banking Group |
|
|
|
|
|
|
|
|
| 4.500%, 03/19/2024 (A) |
|
$ |
200 |
|
|
$ |
217 |
|
| Australia & New Zealand Banking Group MTN |
|
|
|
|
|
|
|
|
| 5.000%, 08/16/2023 |
|
AUD |
750 |
|
|
|
583 |
|
| 3.625%, 07/18/2022 |
|
EUR |
300 |
|
|
|
364 |
|
| Australia Government Bond |
|
|
|
|
|
|
|
|
| 4.750%, 04/21/2027 |
|
AUD |
820 |
|
|
|
721 |
|
| 4.500%, 04/21/2033 |
|
|
195 |
|
|
|
191 |
|
| 3.750%, 04/21/2037 |
|
|
393 |
|
|
|
367 |
|
| 3.250%, 04/21/2025 |
|
|
843 |
|
|
|
659 |
|
| 3.000%, 03/21/2047 |
|
|
1,723 |
|
|
|
1,510 |
|
| 2.750%, 04/21/2024 |
|
|
1,230 |
|
|
|
925 |
|
| 2.750%, 05/21/2041 |
|
|
322 |
|
|
|
266 |
|
| BHP Billiton Finance |
|
|
|
|
|
|
|
|
| 4.750%, VAR EUR Swap Annual 5 Yr+4.363%, 04/22/2076 |
|
EUR |
101 |
|
|
|
115 |
|
| Commonwealth Bank of Australia MTN |
|
|
|
|
|
|
|
|
| 3.000%, 05/03/2022 |
|
|
330 |
|
|
|
393 |
|
| 0.375%, 04/11/2024 |
|
|
455 |
|
|
|
522 |
|
| National Australia Bank |
|
|
|
|
|
|
|
|
| 5.000%, 03/11/2024 |
|
AUD |
750 |
|
|
|
594 |
|
| National Australia Bank MTN |
|
|
|
|
|
|
|
|
| 2.250%, 06/06/2025 |
|
EUR |
206 |
|
|
|
259 |
|
| Westpac Banking Corp MTN |
|
|
|
|
|
|
|
|
| 1.500%, 03/24/2021 |
|
|
220 |
|
|
|
251 |
|
| 0.500%, 05/17/2024 |
|
|
885 |
|
|
|
1,021 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,958 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Austria — 1.4% |
|
|
|
|
|
|
|
|
| JAB Holdings BV |
|
|
|
|
|
|
|
|
| 1.000%, 12/20/2027 |
|
|
400 |
|
|
|
436 |
|
| Republic of Austria Government Bond (A) |
|
|
|
|
|
|
|
|
| 4.150%, 03/15/2037 |
|
|
326 |
|
|
|
615 |
|
| 3.650%, 04/20/2022 |
|
|
1,135 |
|
|
|
1,373 |
|
| 2.400%, 05/23/2034 |
|
|
110 |
|
|
|
165 |
|
| 2.100%, 09/20/2117 |
|
|
50 |
|
|
|
110 |
|
| 0.850%, 06/30/2120 |
|
|
40 |
|
|
|
50 |
|
| 0.750%, 10/20/2026 |
|
|
749 |
|
|
|
906 |
|
| 0.750%, 03/20/2051 |
|
|
515 |
|
|
|
649 |
|
| 0.500%, 02/20/2029 |
|
|
885 |
|
|
|
1,062 |
|
| 0.000%, 07/15/2024 (C) |
|
|
765 |
|
|
|
879 |
|
| Republic of Austria Government Bond, Ser 97-6 |
|
|
|
|
|
|
|
|
| 6.250%, 07/15/2027 |
|
|
525 |
|
|
|
869 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,114 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Belgium — 2.4% |
|
|
|
|
|
|
|
|
| Anheuser-Busch InBev MTN |
|
|
|
|
|
|
|
|
| 2.250%, 05/24/2029 |
|
GBP |
205 |
|
|
|
262 |
|
| 1.500%, 03/17/2025 |
|
EUR |
415 |
|
|
|
490 |
|
| 1.125%, 07/01/2027 |
|
|
230 |
|
|
|
264 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
| Anheuser-Busch InBev Finance |
|
|
|
|
|
|
|
|
| 2.600%, 05/15/2024 |
|
CAD |
550 |
|
|
$ |
417 |
|
| KBC Group |
|
|
|
|
|
|
|
|
| 4.250%, VAR EUR Swap Annual 5 Yr+3.594% (E) |
|
EUR |
200 |
|
|
|
214 |
|
| Kingdom of Belgium Government Bond |
|
|
|
|
|
|
|
|
| 4.250%, 03/28/2041 (A) |
|
|
470 |
|
|
|
930 |
|
| 3.750%, 09/28/2020 (A) |
|
|
2,126 |
|
|
|
2,412 |
|
| 3.750%, 06/22/2045 |
|
|
259 |
|
|
|
512 |
|
| 3.000%, 06/22/2034 (A) |
|
|
346 |
|
|
|
546 |
|
| 2.600%, 06/22/2024 (A) |
|
|
243 |
|
|
|
307 |
|
| 1.700%, 06/22/2050 (A) |
|
|
320 |
|
|
|
467 |
|
| 1.600%, 06/22/2047 (A) |
|
|
351 |
|
|
|
496 |
|
| 1.000%, 06/22/2031 (A) |
|
|
490 |
|
|
|
615 |
|
| 0.900%, 06/22/2029 (A) |
|
|
305 |
|
|
|
377 |
|
| 0.800%, 06/22/2025 (A) |
|
|
263 |
|
|
|
315 |
|
| 0.500%, 10/22/2024 (A) |
|
|
1,367 |
|
|
|
1,603 |
|
| 0.200%, 10/22/2023 (A) |
|
|
273 |
|
|
|
315 |
|
| 0.000%, 10/22/2027 (A) (C) |
|
|
1,425 |
|
|
|
1,635 |
|
| Kingdom of Belgium Government Bond, Ser 44 |
|
|
|
|
|
|
|
|
| 5.000%, 03/28/2035 (A) |
|
|
64 |
|
|
|
123 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12,300 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Brazil — 0.2% |
|
|
|
|
|
|
|
|
| Brazil Notas do Tesouro Nacional, Serie B |
|
|
|
|
|
|
|
|
| 6.000%, 08/15/2050 |
|
BRL |
1,203 |
|
|
|
929 |
|
| Odebrecht Finance |
|
|
|
|
|
|
|
|
| 7.125%, 06/26/2042 (B) |
|
$ |
280 |
|
|
|
14 |
|
| 4.375%, 04/25/2025 (B) |
|
|
200 |
|
|
|
12 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
955 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Canada — 6.3% |
|
|
|
|
|
|
|
|
| Bank of Montreal |
|
|
|
|
|
|
|
|
| 0.750%, 09/21/2022 |
|
EUR |
235 |
|
|
|
270 |
|
| Bank of Montreal MTN |
|
|
|
|
|
|
|
|
| 0.125%, 04/19/2021 |
|
|
280 |
|
|
|
316 |
|
| Bank of Nova Scotia MTN |
|
|
|
|
|
|
|
|
| 0.750%, 09/17/2021 |
|
|
570 |
|
|
|
648 |
|
| Bell Canada MTN |
|
|
|
|
|
|
|
|
| 4.700%, 09/11/2023 |
|
CAD |
80 |
|
|
|
65 |
|
| Canada Housing Trust No. 1 (A) |
|
|
|
|
|
|
|
|
| 2.250%, 12/15/2025 |
|
|
2,235 |
|
|
|
1,776 |
|
| 1.750%, 06/15/2022 |
|
|
2,465 |
|
|
|
1,858 |
|
| Canadian Government Bond |
|
|
|
|
|
|
|
|
| 5.750%, 06/01/2033 |
|
|
1,205 |
|
|
|
1,436 |
|
| 5.000%, 06/01/2037 |
|
|
816 |
|
|
|
992 |
|
| 2.750%, 12/01/2048 |
|
|
400 |
|
|
|
422 |
|
| 2.750%, 12/01/2048 |
|
|
300 |
|
|
|
316 |
|
| 2.500%, 06/01/2024 |
|
|
1,761 |
|
|
|
1,402 |
|
| 2.250%, 06/01/2029 |
|
|
3,965 |
|
|
|
3,359 |
|
| 1.500%, 06/01/2026 |
|
|
7,545 |
|
|
|
5,904 |
|
| 1.000%, 09/01/2022 |
|
|
525 |
|
|
|
391 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
|
1 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
| GLOBAL BONDS (continued) |
|
| 1.000%, 06/01/2027 |
|
CAD |
1,375 |
|
|
$ |
1,050 |
|
| 0.750%, 09/01/2021 |
|
|
655 |
|
|
|
484 |
|
| Canadian Imperial Bank of Commerce |
|
|
|
|
|
|
|
|
| 0.239%, 07/25/2022 (C) |
|
EUR |
445 |
|
|
|
503 |
|
| Canadian Natural Resources MTN |
|
|
|
|
|
|
|
|
| 2.890%, 08/14/2020 |
|
CAD |
1,355 |
|
|
|
997 |
|
| Export Development Canada MTN |
|
|
|
|
|
|
|
|
| 2.400%, 06/07/2021 |
|
AUD |
1,259 |
|
|
|
882 |
|
| Husky Energy |
|
|
|
|
|
|
|
|
| 4.400%, 04/15/2029 |
|
$ |
205 |
|
|
|
205 |
|
| Province of Manitoba Canada |
|
|
|
|
|
|
|
|
| 3.850%, 12/01/2021 |
|
CAD |
710 |
|
|
|
547 |
|
| Province of Ontario Canada |
|
|
|
|
|
|
|
|
| 4.700%, 06/02/2037 |
|
|
1,355 |
|
|
|
1,409 |
|
| 4.650%, 06/02/2041 |
|
|
540 |
|
|
|
582 |
|
| 2.800%, 06/02/2048 |
|
|
2,200 |
|
|
|
1,905 |
|
| 2.600%, 06/02/2025 |
|
|
1,614 |
|
|
|
1,287 |
|
| 2.400%, 06/02/2026 |
|
|
585 |
|
|
|
465 |
|
| Province of Ontario Canada MTN |
|
|
|
|
|
|
|
|
| 0.449%, VAR ICE LIBOR GBP 3 Month+0.090%, 11/10/2020 |
|
GBP |
600 |
|
|
|
741 |
|
| Province of Quebec Canada |
|
|
|
|
|
|
|
|
| 6.250%, 06/01/2032 |
|
CAD |
720 |
|
|
|
798 |
|
| 3.500%, 12/01/2048 |
|
|
520 |
|
|
|
510 |
|
| Rogers Communications |
|
|
|
|
|
|
|
|
| 4.000%, 06/06/2022 |
|
|
165 |
|
|
|
128 |
|
| Toronto-Dominion Bank |
|
|
|
|
|
|
|
|
| 0.000%, 02/09/2024 (C) |
|
EUR |
490 |
|
|
|
556 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
32,204 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| China — 4.3% |
|
|
|
|
|
|
|
|
| China Development Bank |
|
|
|
|
|
|
|
|
| 4.880%, 02/09/2028 |
|
CNY |
10,600 |
|
|
|
1,646 |
|
| 3.650%, 05/21/2029 |
|
|
14,350 |
|
|
|
2,065 |
|
| 3.480%, 01/08/2029 |
|
|
23,680 |
|
|
|
3,358 |
|
| China Government Bond |
|
|
|
|
|
|
|
|
| 3.390%, 03/16/2050 |
|
|
23,990 |
|
|
|
3,260 |
|
| 3.250%, 06/06/2026 |
|
|
54,010 |
|
|
|
7,848 |
|
| 3.130%, 11/21/2029 |
|
|
9,740 |
|
|
|
1,405 |
|
| 3.120%, 12/05/2026 |
|
|
13,090 |
|
|
|
1,880 |
|
| Prosus |
|
|
|
|
|
|
|
|
| 3.680%, 01/21/2030 (A) |
|
$ |
275 |
|
|
|
288 |
|
| Weibo |
|
|
|
|
|
|
|
|
| 3.500%, 07/05/2024 |
|
|
200 |
|
|
|
207 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
21,957 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Colombia — 0.5% |
|
|
|
|
|
|
|
|
| Colombian TES |
|
|
|
|
|
|
|
|
| 10.000%, 07/24/2024 |
|
COP |
1,833,400 |
|
|
|
603 |
|
| 7.750%, 09/18/2030 |
|
|
2,685,700 |
|
|
|
786 |
|
| 7.500%, 08/26/2026 |
|
|
1,100,600 |
|
|
|
335 |
|
| 7.250%, 10/18/2034 |
|
|
164,600 |
|
|
|
46 |
|
| 7.000%, 05/04/2022 |
|
|
521,100 |
|
|
|
149 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
| GLOBAL BONDS (continued) |
|
| 7.000%, 06/30/2032 |
|
COP |
968,800 |
|
|
$ |
266 |
|
| 6.000%, 04/28/2028 |
|
|
1,690,100 |
|
|
|
459 |
|
| 5.750%, 11/03/2027 |
|
|
176,100 |
|
|
|
47 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,691 |
|
|
|
|
|
|
|
|
|
|
|
| Czech Republic — 0.2% |
|
| Czech Republic Government Bond |
|
|
|
|
|
|
|
|
| 4.700%, 09/12/2022 |
|
CZK |
7,470 |
|
|
|
347 |
|
| 2.500%, 08/25/2028 |
|
|
14,630 |
|
|
|
703 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,050 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Denmark — 0.4% |
|
|
|
|
|
|
|
|
| Danske Bank |
|
|
|
|
|
|
|
|
| 3.875%, 09/12/2023 (A) |
|
$ |
270 |
|
|
|
286 |
|
| Danske Bank MTN |
|
|
|
|
|
|
|
|
| 5.875%, VAR EUR Swap Annual 7 Yr+5.471% (E) |
|
EUR |
344 |
|
|
|
389 |
|
| Kingdom of Denmark |
|
|
|
|
|
|
|
|
| 4.500%, 11/15/2039 |
|
DKK |
2,040 |
|
|
|
580 |
|
| 1.500%, 11/15/2023 |
|
|
4,025 |
|
|
|
649 |
|
| Orsted |
|
|
|
|
|
|
|
|
| 6.250%, VAR EUR Swap Annual 5 Yr+4.750%, 06/26/2099 |
|
EUR |
210 |
|
|
|
268 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,172 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Egypt — 0.0% |
|
|
|
|
|
|
|
|
| Egypt Government International Bond MTN |
|
|
|
|
|
|
|
|
| 4.750%, 04/11/2025 (A) |
|
|
170 |
|
|
|
185 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Finland — 0.4% |
|
|
|
|
|
|
|
|
| Finland Government Bond (A) |
|
|
|
|
|
|
|
|
| 2.000%, 04/15/2024 |
|
|
482 |
|
|
|
596 |
|
| 1.375%, 04/15/2047 |
|
|
130 |
|
|
|
191 |
|
| 0.500%, 09/15/2029 |
|
|
445 |
|
|
|
535 |
|
| Nordea Kiinnitysluottopankki MTN |
|
|
|
|
|
|
|
|
| 0.250%, 03/18/2026 |
|
|
480 |
|
|
|
555 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,877 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| France — 8.4% |
|
|
|
|
|
|
|
|
| BNP Paribas MTN |
|
|
|
|
|
|
|
|
| 3.375%, 01/23/2026 |
|
GBP |
490 |
|
|
|
660 |
|
| 1.250%, 03/19/2025 |
|
EUR |
174 |
|
|
|
201 |
|
| BNP Paribas Home Loan SFH |
|
|
|
|
|
|
|
|
| 0.375%, 05/07/2025 |
|
|
400 |
|
|
|
464 |
|
| BPCE |
|
|
|
|
|
|
|
|
| 5.150%, 07/21/2024 |
|
$ |
310 |
|
|
|
346 |
|
| BPCE MTN |
|
|
|
|
|
|
|
|
| 1.125%, 01/18/2023 |
|
EUR |
300 |
|
|
|
341 |
|
| BPCE SFH MTN |
|
|
|
|
|
|
|
|
| 3.750%, 09/13/2021 |
|
|
200 |
|
|
|
236 |
|
| Bpifrance Financement |
|
|
|
|
|
|
|
|
| 0.064%, 11/25/2022 (C) |
|
|
600 |
|
|
|
679 |
|
| Caisse Francaise de Financement Local MTN |
|
|
|
|
|
|
|
|
| 3.000%, 10/02/2028 |
|
|
100 |
|
|
|
142 |
|
|
|
|
| 2 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
| GLOBAL BONDS (continued) |
|
| 0.500%, 01/19/2026 |
|
EUR |
500 |
|
|
$ |
586 |
|
| Caisse Nationale de Reassurance Mutuelle Agricole Groupama |
|
|
|
|
|
|
|
|
| 6.000%, 01/23/2027 |
|
|
200 |
|
|
|
269 |
|
| Cie de Financement Foncier |
|
|
|
|
|
|
|
|
| 0.375%, 12/11/2024 |
|
|
300 |
|
|
|
347 |
|
| Cie de Financement Foncier MTN |
|
|
|
|
|
|
|
|
| 5.500%, 01/26/2027 |
|
GBP |
387 |
|
|
|
623 |
|
| CNP Assurances |
|
|
|
|
|
|
|
|
| 1.875%, 10/20/2022 |
|
EUR |
200 |
|
|
|
229 |
|
| Credit Agricole Home Loan SFH MTN |
|
|
|
|
|
|
|
|
| 1.250%, 03/24/2031 |
|
|
300 |
|
|
|
385 |
|
| 0.250%, 02/23/2024 |
|
|
700 |
|
|
|
803 |
|
| Dexia Credit Local MTN |
|
|
|
|
|
|
|
|
| 0.625%, 02/03/2024 |
|
|
200 |
|
|
|
231 |
|
| 0.500%, 01/17/2025 |
|
|
300 |
|
|
|
347 |
|
| 0.000%, 05/29/2024 (C) |
|
|
1,200 |
|
|
|
1,359 |
|
| Electricite de France MTN |
|
|
|
|
|
|
|
|
| 5.375%, VAR EUR Swap Annual 12 Yr+3.794% (E) |
|
|
200 |
|
|
|
242 |
|
| 4.000%, 11/12/2025 |
|
|
350 |
|
|
|
471 |
|
| 2.250%, 04/27/2021 |
|
|
100 |
|
|
|
114 |
|
| Elis SA |
|
|
|
|
|
|
|
|
| 1.000%, 04/03/2025 |
|
|
100 |
|
|
|
102 |
|
| Engie |
|
|
|
|
|
|
|
|
| 3.250%, VAR EUR Swap Annual 5 Yr+3.169% (E) |
|
|
500 |
|
|
|
587 |
|
| Engie MTN |
|
|
|
|
|
|
|
|
| 0.875%, 03/27/2024 |
|
|
300 |
|
|
|
346 |
|
| 0.375%, 02/28/2023 |
|
|
100 |
|
|
|
113 |
|
| Europcar Mobility Group (A) |
|
|
|
|
|
|
|
|
| 4.125%, 11/15/2024 |
|
|
100 |
|
|
|
86 |
|
| 4.000%, 04/30/2026 |
|
|
170 |
|
|
|
143 |
|
| French Republic Government Bond OAT |
|
|
|
|
|
|
|
|
| 5.750%, 10/25/2032 |
|
|
403 |
|
|
|
778 |
|
| 4.500%, 04/25/2041 |
|
|
580 |
|
|
|
1,196 |
|
| 4.000%, 10/25/2038 |
|
|
345 |
|
|
|
649 |
|
| 4.000%, 04/25/2055 |
|
|
195 |
|
|
|
452 |
|
| 3.250%, 05/25/2045 |
|
|
2,061 |
|
|
|
3,828 |
|
| 1.750%, 05/25/2023 |
|
|
2,359 |
|
|
|
2,832 |
|
| 1.750%, 06/25/2039 (A) |
|
|
60 |
|
|
|
86 |
|
| 1.750%, 05/25/2066 (A) |
|
|
165 |
|
|
|
264 |
|
| 0.750%, 05/25/2028 |
|
|
5,205 |
|
|
|
6,342 |
|
| 0.500%, 05/25/2029 |
|
|
1,398 |
|
|
|
1,674 |
|
| 0.000%, 03/25/2025 (C) |
|
|
1,268 |
|
|
|
1,460 |
|
| 0.000%, 02/25/2021 (C) |
|
|
2,055 |
|
|
|
2,317 |
|
| 0.000%, 05/25/2021 (C) |
|
|
1,685 |
|
|
|
1,902 |
|
| 0.000%, 05/25/2022 (C) |
|
|
868 |
|
|
|
986 |
|
| 0.000%, 11/25/2029 (C) |
|
|
1,360 |
|
|
|
1,555 |
|
| Loxam SAS |
|
|
|
|
|
|
|
|
| 3.500%, 04/15/2022 |
|
|
200 |
|
|
|
218 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
| GLOBAL BONDS (continued) |
|
| Orange MTN |
|
|
|
|
|
|
|
|
| 2.500% (E) |
|
EUR |
500 |
|
|
$ |
595 |
|
| 1.750%, VAR EUAMDB05+2.181%, 03/19/2169 |
|
|
400 |
|
|
|
437 |
|
| SNCF Reseau MTN |
|
|
|
|
|
|
|
|
| 2.000%, 02/05/2048 |
|
|
300 |
|
|
|
423 |
|
| SNCF Reseau EPIC MTN |
|
|
|
|
|
|
|
|
| 5.500%, 12/01/2021 |
|
GBP |
205 |
|
|
|
271 |
|
| 4.250%, 10/07/2026 |
|
EUR |
200 |
|
|
|
287 |
|
| 2.250%, 12/20/2047 |
|
|
300 |
|
|
|
446 |
|
| 1.125%, 05/19/2027 |
|
|
300 |
|
|
|
365 |
|
| 1.125%, 05/25/2030 |
|
|
200 |
|
|
|
246 |
|
| Societe Generale |
|
|
|
|
|
|
|
|
| 4.250%, 04/14/2025 (A) |
|
$ |
325 |
|
|
|
344 |
|
| Societe Generale MTN |
|
|
|
|
|
|
|
|
| 1.125%, 01/23/2025 |
|
EUR |
100 |
|
|
|
113 |
|
| Suez |
|
|
|
|
|
|
|
|
| 2.875%, VAR EUR Swap Annual 5 Yr+2.504% (E) |
|
|
300 |
|
|
|
339 |
|
| TOTAL MTN |
|
|
|
|
|
|
|
|
| 3.875%, VAR EUR Swap Annual 5 Yr+3.783% (E) |
|
|
115 |
|
|
|
133 |
|
| 3.369%, VAR EUR Swap Annual 5 Yr+3.350% (E) |
|
|
260 |
|
|
|
310 |
|
| Total Capital International MTN |
|
|
|
|
|
|
|
|
| 4.250%, 11/26/2021 |
|
AUD |
640 |
|
|
|
458 |
|
| UNEDIC ASSEO MTN |
|
|
|
|
|
|
|
|
| 1.250%, 05/25/2033 |
|
EUR |
700 |
|
|
|
890 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
42,648 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Germany — 5.0% |
|
|
|
|
|
|
|
|
| Allianz |
|
|
|
|
|
|
|
|
| 2.241%, VAR Euribor 3 Month+2.650%, 07/07/2045 |
|
|
600 |
|
|
|
701 |
|
| BMW Finance MTN |
|
|
|
|
|
|
|
|
| 0.875%, 11/17/2020 |
|
|
585 |
|
|
|
659 |
|
| 0.454%, 01/29/2021 |
|
JPY |
200,000 |
|
|
|
1,850 |
|
| Bundesobligation |
|
|
|
|
|
|
|
|
| 0.000%, 10/13/2023 (C) |
|
EUR |
2,816 |
|
|
|
3,239 |
|
| Bundesrepublik Deutschland Bundesanleihe |
|
|
|
|
|
|
|
|
| 4.000%, 01/04/2037 |
|
|
411 |
|
|
|
795 |
|
| 3.250%, 07/04/2042 |
|
|
1,121 |
|
|
|
2,219 |
|
| 2.500%, 08/15/2046 |
|
|
931 |
|
|
|
1,753 |
|
| 0.500%, 02/15/2026 |
|
|
138 |
|
|
|
166 |
|
| 0.250%, 02/15/2027 |
|
|
2,160 |
|
|
|
2,577 |
|
| 0.281%, 08/15/2026 (C) |
|
|
1,882 |
|
|
|
2,204 |
|
| Bundesrepublik Deutschland Bundesanleihe, Ser 03 |
|
|
|
|
|
|
|
|
| 4.750%, 07/04/2034 |
|
|
95 |
|
|
|
185 |
|
| Cheplapharm Arzneimittel GmbH |
|
|
|
|
|
|
|
|
| 3.500%, 02/11/2027 (A) |
|
|
191 |
|
|
|
208 |
|
| Daimler International Finance BV MTN |
|
|
|
|
|
|
|
|
| 0.250%, 11/06/2023 |
|
|
430 |
|
|
|
470 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
|
3 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
| GLOBAL BONDS (continued) |
|
| Deutsche Telekom International Finance BV MTN |
|
|
|
|
|
|
|
|
| 0.625%, 04/03/2023 |
|
EUR |
330 |
|
|
$ |
375 |
|
| IHO Verwaltungs GmbH |
|
|
|
|
|
|
|
|
| 3.625%, 05/15/2025 (A) |
|
|
175 |
|
|
|
195 |
|
| Kreditanstalt fuer Wiederaufbau |
|
|
|
|
|
|
|
|
| 2.600%, 06/20/2037 |
|
JPY |
160,000 |
|
|
|
2,116 |
|
| 0.500%, 09/15/2027 |
|
EUR |
510 |
|
|
|
610 |
|
| 0.125%, 06/07/2023 |
|
|
1,135 |
|
|
|
1,301 |
|
| Kreditanstalt fuer Wiederaufbau MTN |
|
|
|
|
|
|
|
|
| 2.800%, 02/17/2021 |
|
AUD |
1,230 |
|
|
|
860 |
|
| 1.125%, 09/15/2032 |
|
EUR |
500 |
|
|
|
647 |
|
| 1.125%, 05/09/2033 |
|
|
220 |
|
|
|
286 |
|
| Landwirtschaftliche Rentenbank MTN |
|
|
|
|
|
|
|
|
| 0.625%, 05/18/2027 |
|
|
225 |
|
|
|
270 |
|
| Volkswagen Bank GmbH MTN |
|
|
|
|
|
|
|
|
| 0.625%, 09/08/2021 |
|
|
200 |
|
|
|
224 |
|
| Volkswagen International Finance |
|
|
|
|
|
|
|
|
| 1.125%, 10/02/2023 |
|
|
400 |
|
|
|
449 |
|
| Volkswagen Leasing GmbH MTN |
|
|
|
|
|
|
|
|
| 1.125%, 04/04/2024 |
|
|
520 |
|
|
|
581 |
|
| WEPA Hygieneprodukte GmbH |
|
|
|
|
|
|
|
|
| 2.875%, 12/15/2027 |
|
|
298 |
|
|
|
327 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
25,267 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Hungary — 0.2% |
|
|
|
|
|
|
|
|
| Hungary Government Bond |
|
|
|
|
|
|
|
|
| 3.000%, 06/26/2024 |
|
HUF |
297,650 |
|
|
|
1,013 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Indonesia — 0.4% |
|
|
|
|
|
|
|
|
| Indonesia Government International Bond |
|
|
|
|
|
|
|
|
| 8.375%, 03/15/2034 |
|
IDR |
1,407,000 |
|
|
|
1,575 |
|
| 1.450%, 09/18/2026 |
|
EUR |
300 |
|
|
|
333 |
|
| Indonesia Government International Bond MTN |
|
|
|
|
|
|
|
|
| 2.150%, 07/18/2024 (A) |
|
|
200 |
|
|
|
231 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,139 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Ireland — 0.6% |
|
|
|
|
|
|
|
|
| AerCap Ireland Capital DAC |
|
|
|
|
|
|
|
|
| 6.500%, 07/15/2025 |
|
$ |
200 |
|
|
|
210 |
|
| 4.500%, 09/15/2023 |
|
|
205 |
|
|
|
205 |
|
| AIB Group MTN |
|
|
|
|
|
|
|
|
| 4.263%, VAR ICE LIBOR USD 3 Month+1.874%, 04/10/2025 (A) |
|
|
450 |
|
|
|
479 |
|
| Allied Irish Banks MTN |
|
|
|
|
|
|
|
|
| 4.125%, VAR EUR Swap Annual 5 Yr+3.950%, 11/26/2025 |
|
EUR |
177 |
|
|
|
199 |
|
| CRH Funding MTN |
|
|
|
|
|
|
|
|
| 1.875%, 01/09/2024 |
|
|
310 |
|
|
|
365 |
|
| Ireland Government Bond |
|
|
|
|
|
|
|
|
| 5.400%, 03/13/2025 |
|
|
351 |
|
|
|
503 |
|
| 1.500%, 05/15/2050 |
|
|
250 |
|
|
|
346 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
| GLOBAL BONDS (continued) |
|
| 1.100%, 05/15/2029 |
|
EUR |
670 |
|
|
$ |
833 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,140 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Israel — 0.3% |
|
|
|
|
|
|
|
|
| Israel Government Bond |
|
|
|
|
|
|
|
|
| 5.500%, 01/31/2042 |
|
ILS |
276 |
|
|
|
142 |
|
| 4.250%, 03/31/2023 |
|
|
2,521 |
|
|
|
810 |
|
| 2.000%, 03/31/2027 |
|
|
925 |
|
|
|
295 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,247 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Italy — 6.0% |
|
|
|
|
|
|
|
|
| Assicurazioni Generali MTN |
|
|
|
|
|
|
|
|
| 5.500%, VAR Euribor 3 Month+5.350%, 10/27/2047 |
|
EUR |
230 |
|
|
|
294 |
|
| Enel |
|
|
|
|
|
|
|
|
| 3.500%, VAR EUR Swap Annual 5 Yr+3.564%, 05/24/2080 |
|
|
175 |
|
|
|
203 |
|
| Enel Finance International MTN |
|
|
|
|
|
|
|
|
| 5.750%, 09/14/2040 |
|
GBP |
145 |
|
|
|
276 |
|
| 5.625%, 08/14/2024 |
|
|
160 |
|
|
|
233 |
|
| Eni |
|
|
|
|
|
|
|
|
| 4.250%, 05/09/2029 (A) |
|
$ |
515 |
|
|
|
557 |
|
| Intesa Sanpaolo MTN |
|
|
|
|
|
|
|
|
| 5.017%, 06/26/2024 (A) |
|
|
530 |
|
|
|
543 |
|
| 3.625%, 12/05/2022 |
|
EUR |
200 |
|
|
|
246 |
|
| Italy Buoni Poliennali Del Tesoro |
|
|
|
|
|
|
|
|
| 5.000%, 09/01/2040 (A) |
|
|
1,393 |
|
|
|
2,346 |
|
| 3.750%, 05/01/2021 (A) |
|
|
386 |
|
|
|
447 |
|
| 3.500%, 03/01/2030 (A) |
|
|
665 |
|
|
|
901 |
|
| 3.350%, 03/01/2035 (A) |
|
|
1,493 |
|
|
|
2,043 |
|
| 3.100%, 03/01/2040 (A) |
|
|
975 |
|
|
|
1,303 |
|
| 3.000%, 08/01/2029 |
|
|
1,609 |
|
|
|
2,092 |
|
| 2.800%, 03/01/2067 (A) |
|
|
90 |
|
|
|
112 |
|
| 2.700%, 03/01/2047 (A) |
|
|
55 |
|
|
|
69 |
|
| 2.450%, 09/01/2033 (A) |
|
|
552 |
|
|
|
687 |
|
| 2.450%, 09/01/2050 (A) |
|
|
1,155 |
|
|
|
1,362 |
|
| 2.000%, 02/01/2028 |
|
|
894 |
|
|
|
1,075 |
|
| 1.850%, 07/01/2025 (A) |
|
|
4,585 |
|
|
|
5,435 |
|
| 1.650%, 12/01/2030 (A) |
|
|
1,509 |
|
|
|
1,749 |
|
| 1.350%, 04/15/2022 |
|
|
4,630 |
|
|
|
5,317 |
|
| 0.950%, 03/01/2023 |
|
|
2,479 |
|
|
|
2,838 |
|
| UniCredit MTN |
|
|
|
|
|
|
|
|
| 6.572%, 01/14/2022 (A) |
|
$ |
350 |
|
|
|
370 |
|
| 4.875%, VAR EUAMDB05+4.739%, 02/20/2029 |
|
EUR |
220 |
|
|
|
255 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
30,753 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Japan — 15.8% |
|
|
|
|
|
|
|
|
| Development Bank of Japan |
|
|
|
|
|
|
|
|
| 2.300%, 03/19/2026 |
|
JPY |
220,000 |
|
|
|
2,292 |
|
| 1.050%, 06/20/2023 |
|
|
87,000 |
|
|
|
824 |
|
| Government of Japan 2 Year Bond |
|
|
|
|
|
|
|
|
| 0.100%, 01/01/2022 |
|
|
26,950 |
|
|
|
251 |
|
|
|
|
| 4 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
| Government of Japan 10 Year Bond |
|
|
|
|
|
|
|
|
| 0.900%, 06/20/2022 |
|
JPY |
859,850 |
|
|
$ |
8,133 |
|
| 0.100%, 06/20/2026 |
|
|
74,300 |
|
|
|
697 |
|
| 0.100%, 03/20/2027 |
|
|
71,550 |
|
|
|
672 |
|
| 0.100%, 06/20/2027 |
|
|
125,400 |
|
|
|
1,178 |
|
| 0.100%, 03/20/2030 |
|
|
140,900 |
|
|
|
1,315 |
|
| Government of Japan 20 Year Bond |
|
|
|
|
|
|
|
|
| 1.900%, 09/20/2022 |
|
|
406,050 |
|
|
|
3,935 |
|
| 1.700%, 06/20/2033 |
|
|
1,207,550 |
|
|
|
13,374 |
|
| 1.400%, 09/20/2034 |
|
|
444,650 |
|
|
|
4,793 |
|
| 1.000%, 12/20/2035 |
|
|
50,000 |
|
|
|
514 |
|
| 0.700%, 03/20/2037 |
|
|
38,450 |
|
|
|
378 |
|
| 0.500%, 09/20/2036 |
|
|
451,400 |
|
|
|
4,311 |
|
| 0.200%, 06/20/2036 |
|
|
169,400 |
|
|
|
1,547 |
|
| Government of Japan 20 Year Bond, Ser 106 |
|
|
|
|
|
|
|
|
| 2.200%, 09/20/2028 |
|
|
14,550 |
|
|
|
160 |
|
| Government of Japan 20 Year Bond, Ser 128 |
|
|
|
|
|
|
|
|
| 1.900%, 06/20/2031 |
|
|
17,150 |
|
|
|
190 |
|
| Government of Japan 20 Year Bond, Ser 140 |
|
|
|
|
|
|
|
|
| 1.700%, 09/20/2032 |
|
|
527,900 |
|
|
|
5,811 |
|
| Government of Japan 20 Year Bond, Ser 143 |
|
|
|
|
|
|
|
|
| 1.600%, 03/20/2033 |
|
|
58,550 |
|
|
|
640 |
|
| Government of Japan 20 Year Bond, Ser 144 |
|
|
|
|
|
|
|
|
| 1.500%, 03/20/2033 |
|
|
149,750 |
|
|
|
1,621 |
|
| Government of Japan 30 Year Bond |
|
|
|
|
|
|
|
|
| 0.800%, 09/20/2047 |
|
|
549,500 |
|
|
|
5,414 |
|
| 0.300%, 06/20/2046 |
|
|
119,100 |
|
|
|
1,042 |
|
| Government of Japan 30 Year Bond, Ser 29 |
|
|
|
|
|
|
|
|
| 2.400%, 09/20/2038 |
|
|
119,300 |
|
|
|
1,499 |
|
| Government of Japan 30 Year Bond, Ser 30 |
|
|
|
|
|
|
|
|
| 2.300%, 03/20/2039 |
|
|
387,700 |
|
|
|
4,826 |
|
| Government of Japan 30 Year Bond, Ser 33 |
|
|
|
|
|
|
|
|
| 2.000%, 09/20/2040 |
|
|
212,700 |
|
|
|
2,570 |
|
| Government of Japan 30 Year Bond, Ser 36 |
|
|
|
|
|
|
|
|
| 2.000%, 03/20/2042 |
|
|
252,050 |
|
|
|
3,083 |
|
| Government of Japan 30 Year Bond, Ser 37 |
|
|
|
|
|
|
|
|
| 1.900%, 09/20/2042 |
|
|
166,850 |
|
|
|
2,015 |
|
| Government of Japan 30 Year Bond, Ser 38 |
|
|
|
|
|
|
|
|
| 1.800%, 03/20/2043 |
|
|
207,550 |
|
|
|
2,474 |
|
| Government of Japan 40 Year Bond |
|
|
|
|
|
|
|
|
| 0.400%, 03/20/2056 |
|
|
328,900 |
|
|
|
2,839 |
|
| Government of Japan 40 Year Bond, Ser 6 |
|
|
|
|
|
|
|
|
| 1.900%, 03/20/2053 |
|
|
38,700 |
|
|
|
497 |
|
| Mitsubishi UFJ Financial Group |
|
|
|
|
|
|
|
|
| 0.339%, 07/19/2024 |
|
EUR |
250 |
|
|
|
278 |
|
| Mizuho Financial Group MTN |
|
|
|
|
|
|
|
|
| 0.956%, 10/16/2024 |
|
|
385 |
|
|
|
438 |
|
| Mizuho Financial Group Cayman 3 |
|
|
|
|
|
|
|
|
| 4.600%, 03/27/2024 (A) |
|
$ |
450 |
|
|
|
490 |
|
| Takeda Pharmaceutical |
|
|
|
|
|
|
|
|
| 1.125%, 11/21/2022 (A) |
|
EUR |
430 |
|
|
|
491 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
| 0.750%, 07/09/2027 |
|
EUR |
125 |
|
|
$ |
140 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
80,732 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Luxembourg — 0.1% |
|
|
|
|
|
|
|
|
| Prologis International Funding II |
|
|
|
|
|
|
|
|
| 2.375%, 11/14/2030 |
|
|
410 |
|
|
|
520 |
|
| SIG Combibloc PurchaseCo Sarl |
|
|
|
|
|
|
|
|
| 1.875%, 06/18/2023 (A) |
|
|
114 |
|
|
|
130 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
650 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Malaysia — 1.2% |
|
|
|
|
|
|
|
|
| Malaysia Government Bond |
|
|
|
|
|
|
|
|
| 4.181%, 07/15/2024 |
|
MYR |
3,360 |
|
|
|
837 |
|
| 4.048%, 09/30/2021 |
|
|
3,380 |
|
|
|
808 |
|
| 3.955%, 09/15/2025 |
|
|
3,440 |
|
|
|
860 |
|
| 3.885%, 08/15/2029 |
|
|
2,032 |
|
|
|
511 |
|
| 3.882%, 03/10/2022 |
|
|
568 |
|
|
|
136 |
|
| 3.828%, 07/05/2034 |
|
|
1,675 |
|
|
|
412 |
|
| 3.795%, 09/30/2022 |
|
|
3,430 |
|
|
|
828 |
|
| 3.502%, 05/31/2027 |
|
|
6,800 |
|
|
|
1,664 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,056 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Mexico — 2.1% |
|
|
|
|
|
|
|
|
| Alfa |
|
|
|
|
|
|
|
|
| 5.250%, 03/25/2024 (A) |
|
$ |
205 |
|
|
|
218 |
|
| Mexican Bonos |
|
|
|
|
|
|
|
|
| 8.000%, 11/07/2047 |
|
MXN |
18,935 |
|
|
|
918 |
|
| 7.750%, 11/23/2034 |
|
|
4,820 |
|
|
|
237 |
|
| 7.750%, 11/13/2042 |
|
|
25,845 |
|
|
|
1,222 |
|
| 7.500%, 06/03/2027 |
|
|
2,763 |
|
|
|
133 |
|
| 6.500%, 06/09/2022 |
|
|
4,063 |
|
|
|
182 |
|
| 5.750%, 03/05/2026 |
|
|
14,711 |
|
|
|
654 |
|
| Mexican Bonos, Ser M |
|
|
|
|
|
|
|
|
| 6.500%, 06/10/2021 |
|
|
5,356 |
|
|
|
235 |
|
| Mexican Bonos, Ser M20 |
|
|
|
|
|
|
|
|
| 10.000%, 12/05/2024 |
|
|
46,790 |
|
|
|
2,436 |
|
| 8.500%, 05/31/2029 |
|
|
33,938 |
|
|
|
1,738 |
|
| 7.750%, 05/29/2031 |
|
|
25,298 |
|
|
|
1,237 |
|
| Mexican Bonos, Ser M30 |
|
|
|
|
|
|
|
|
| 10.000%, 11/20/2036 |
|
|
22,113 |
|
|
|
1,293 |
|
| 8.500%, 11/18/2038 |
|
|
3,304 |
|
|
|
170 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,673 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Netherlands — 2.7% |
|
|
|
|
|
|
|
|
| ABN AMRO Bank |
|
|
|
|
|
|
|
|
| 4.750%, 07/28/2025 |
|
$ |
305 |
|
|
|
336 |
|
| ABN AMRO Bank MTN |
|
|
|
|
|
|
|
|
| 1.250%, 01/10/2033 |
|
EUR |
300 |
|
|
|
391 |
|
| Akzo Nobel Sweden Finance MTN |
|
|
|
|
|
|
|
|
| 2.625%, 07/27/2022 |
|
|
340 |
|
|
|
402 |
|
| BNG Bank MTN |
|
|
|
|
|
|
|
|
| 0.500%, 04/16/2025 |
|
|
225 |
|
|
|
262 |
|
| 0.250%, 02/22/2023 |
|
|
1,505 |
|
|
|
1,718 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
|
5 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
| Cooperatieve Rabobank UA |
|
|
|
|
|
|
|
|
| 3.750%, 07/21/2026 |
|
$ |
250 |
|
|
$ |
275 |
|
| 3.250%, VAR EUR Swap Annual 5 Yr+3.702% (E) |
|
EUR |
200 |
|
|
|
206 |
|
| Cooperatieve Rabobank UA MTN |
|
|
|
|
|
|
|
|
| 5.250%, 09/14/2027 |
|
GBP |
195 |
|
|
|
290 |
|
| 4.625%, 05/23/2029 |
|
|
130 |
|
|
|
190 |
|
| 1.250%, 05/31/2032 |
|
EUR |
300 |
|
|
|
389 |
|
| Heineken MTN |
|
|
|
|
|
|
|
|
| 1.000%, 05/04/2026 |
|
|
335 |
|
|
|
388 |
|
| ING Groep |
|
|
|
|
|
|
|
|
| 5.750%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.342% (E) |
|
$ |
200 |
|
|
|
199 |
|
| Intertrust Group BV |
|
|
|
|
|
|
|
|
| 3.375%, 11/15/2025 (A) |
|
EUR |
180 |
|
|
|
201 |
|
| Lincoln Financing SARL |
|
|
|
|
|
|
|
|
| 3.625%, 04/01/2024 (A) |
|
|
170 |
|
|
|
174 |
|
| Nederlandse Waterschapsbank MTN |
|
|
|
|
|
|
|
|
| 1.250%, 05/27/2036 |
|
|
281 |
|
|
|
368 |
|
| 0.625%, 01/18/2027 |
|
|
225 |
|
|
|
267 |
|
| Netherlands Government Bond (A) |
|
|
|
|
|
|
|
|
| 4.000%, 01/15/2037 |
|
|
389 |
|
|
|
738 |
|
| 2.750%, 01/15/2047 |
|
|
190 |
|
|
|
369 |
|
| 2.500%, 01/15/2033 |
|
|
550 |
|
|
|
833 |
|
| 2.000%, 07/15/2024 |
|
|
345 |
|
|
|
429 |
|
| 0.500%, 07/15/2026 |
|
|
570 |
|
|
|
681 |
|
| 0.500%, 01/15/2040 |
|
|
804 |
|
|
|
999 |
|
| 0.250%, 07/15/2025 |
|
|
922 |
|
|
|
1,081 |
|
| 0.000%, 01/15/2022 (C) |
|
|
914 |
|
|
|
1,036 |
|
| 0.000%, 07/15/2030 (C) |
|
|
865 |
|
|
|
1,002 |
|
| NXP BV |
|
|
|
|
|
|
|
|
| 3.150%, 05/01/2027 (A) |
|
$ |
455 |
|
|
|
482 |
|
| Q-Park Holding |
|
|
|
|
|
|
|
|
| 2.000%, 03/01/2027 |
|
EUR |
122 |
|
|
|
127 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,833 |
|
|
|
|
|
|
|
|
|
|
|
|
| New Zealand — 0.8% |
|
|
|
|
|
| New Zealand Government Bond |
|
|
|
|
|
|
|
|
| 6.000%, 05/15/2021 |
|
NZD |
971 |
|
|
|
656 |
|
| 5.500%, 04/15/2023 |
|
|
1,608 |
|
|
|
1,184 |
|
| 3.000%, 04/20/2029 |
|
|
873 |
|
|
|
667 |
|
| 2.750%, 04/15/2025 |
|
|
1,289 |
|
|
|
920 |
|
| 1.500%, 05/15/2031 |
|
|
451 |
|
|
|
307 |
|
| New Zealand Local Government Funding Agency Bond |
|
|
|
|
|
|
|
|
| 4.500%, 04/15/2027 |
|
|
479 |
|
|
|
379 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,113 |
|
|
|
|
|
|
|
|
|
|
|
|
| Norway — 0.7% |
|
|
|
|
|
| DNB Bank |
|
|
|
|
|
|
|
|
| 6.500%, VAR USD Swap Semi 30/360 5 Yr Curr+5.080% (E) |
|
$ |
355 |
|
|
|
364 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
| Equinor MTN |
|
|
|
|
|
|
|
|
| 5.625%, 03/11/2021 |
|
EUR |
216 |
|
|
$ |
252 |
|
| 2.000%, 09/10/2020 |
|
|
285 |
|
|
|
322 |
|
| Norway Government Bond (A) |
|
|
|
|
|
|
|
|
| 3.000%, 03/14/2024 |
|
NOK |
2,516 |
|
|
|
287 |
|
| 2.000%, 05/24/2023 |
|
|
5,738 |
|
|
|
625 |
|
| 2.000%, 04/26/2028 |
|
|
3,738 |
|
|
|
431 |
|
| 1.750%, 02/17/2027 |
|
|
4,149 |
|
|
|
466 |
|
| 1.750%, 09/06/2029 |
|
|
2,174 |
|
|
|
249 |
|
| 1.500%, 02/19/2026 |
|
|
2,403 |
|
|
|
265 |
|
| 1.375%, 08/19/2030 |
|
|
1,510 |
|
|
|
168 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,429 |
|
|
|
|
|
|
|
|
|
|
|
|
| Poland — 0.2% |
|
|
|
|
|
| Republic of Poland Government Bond |
|
|
|
|
|
|
|
|
| 2.750%, 10/25/2029 |
|
PLN |
1,493 |
|
|
|
424 |
|
| 2.500%, 07/25/2027 |
|
|
1,860 |
|
|
|
513 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
937 |
|
|
|
|
|
|
|
|
|
|
|
|
| Portugal — 0.6% |
|
|
|
|
|
| EDP - Energias de Portugal |
|
|
|
|
|
|
|
|
| 4.496%, VAR EUR Swap Annual 5 Yr+4.287%, 04/30/2079 |
|
EUR |
300 |
|
|
|
358 |
|
| EDP Finance MTN |
|
|
|
|
|
|
|
|
| 2.000%, 04/22/2025 |
|
|
260 |
|
|
|
313 |
|
| Portugal Obrigacoes do Tesouro OT (A) |
|
|
|
|
|
|
|
|
| 4.100%, 04/15/2037 |
|
|
277 |
|
|
|
462 |
|
| 2.200%, 10/17/2022 |
|
|
775 |
|
|
|
924 |
|
| 1.950%, 06/15/2029 |
|
|
199 |
|
|
|
255 |
|
| 0.700%, 10/15/2027 |
|
|
735 |
|
|
|
856 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,168 |
|
|
|
|
|
|
|
|
|
|
|
|
| Qatar — 0.1% |
|
|
|
|
|
| Qatar Government International Bond |
|
|
|
|
|
|
|
|
| 3.400%, 04/16/2025 (A) |
|
$ |
385 |
|
|
|
419 |
|
|
|
|
|
|
|
|
|
|
|
|
| Saudi Arabia — 0.1% |
|
|
|
|
|
| SABIC Capital II BV |
|
|
|
|
|
|
|
|
| 4.000%, 10/10/2023 (A) |
|
|
345 |
|
|
|
367 |
|
| Saudi Government International Bond MTN |
|
|
|
|
|
|
|
|
| 2.375%, 10/26/2021 (A) |
|
|
275 |
|
|
|
279 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
646 |
|
|
|
|
|
|
|
|
|
|
|
|
| Singapore — 2.5% |
|
|
|
|
|
| Singapore Government Bond |
|
|
|
|
|
|
|
|
| 3.500%, 03/01/2027 |
|
SGD |
1,341 |
|
|
|
1,135 |
|
| 3.375%, 09/01/2033 |
|
|
112 |
|
|
|
102 |
|
| 3.125%, 09/01/2022 |
|
|
2,088 |
|
|
|
1,588 |
|
| 3.000%, 09/01/2024 |
|
|
5,560 |
|
|
|
4,403 |
|
| 2.875%, 07/01/2029 |
|
|
1,258 |
|
|
|
1,054 |
|
| 2.750%, 04/01/2042 |
|
|
114 |
|
|
|
104 |
|
| 2.750%, 03/01/2046 |
|
|
200 |
|
|
|
187 |
|
| 2.375%, 07/01/2039 |
|
|
1,171 |
|
|
|
995 |
|
| 2.250%, 08/01/2036 |
|
|
412 |
|
|
|
338 |
|
|
|
|
| 6 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
| 2.125%, 06/01/2026 |
|
SGD |
1,259 |
|
|
$ |
981 |
|
| 2.000%, 07/01/2020 |
|
|
1,609 |
|
|
|
1,153 |
|
| 1.250%, 10/01/2021 |
|
|
150 |
|
|
|
109 |
|
| Temasek Financial I MTN |
|
|
|
|
|
|
|
|
| 2.375%, 01/23/2023 (A) |
|
$ |
495 |
|
|
|
516 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12,665 |
|
|
|
|
|
|
|
|
|
|
|
|
| Slovak Republic — 0.0% |
|
|
|
|
|
| Slovakia Government Bond |
|
|
|
|
|
|
|
|
| 3.375%, 11/15/2024 |
|
EUR |
75 |
|
|
|
98 |
|
|
|
|
|
|
|
|
|
|
|
|
| Slovenia — 0.1% |
|
|
|
|
|
| Slovenia Government Bond |
|
|
|
|
|
|
|
|
| 1.250%, 03/22/2027 |
|
|
305 |
|
|
|
372 |
|
|
|
|
|
|
|
|
|
|
|
|
| South Africa — 0.1% |
|
|
|
|
|
| Anglo American Capital MTN |
|
|
|
|
|
|
|
|
| 1.625%, 09/18/2025 |
|
|
220 |
|
|
|
247 |
|
|
|
|
|
|
|
|
|
|
|
|
| South Korea — 0.6% |
|
|
|
|
|
| Hyundai Capital Services MTN |
|
|
|
|
|
|
|
|
| 3.500%, 03/30/2022 |
|
AUD |
680 |
|
|
|
471 |
|
| Korea Treasury Bond |
|
|
|
|
|
|
|
|
| 3.000%, 09/10/2024 |
|
KRW |
1,254,790 |
|
|
|
1,126 |
|
| 2.000%, 03/10/2049 |
|
|
361,670 |
|
|
|
327 |
|
| 1.875%, 06/10/2029 |
|
|
401,030 |
|
|
|
348 |
|
| 1.500%, 12/10/2026 |
|
|
994,000 |
|
|
|
838 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,110 |
|
|
|
|
|
|
|
|
|
|
|
|
| Spain — 4.4% |
|
|
|
|
|
| Arena Luxembourg Finance |
|
|
|
|
|
|
|
|
| 1.875%, 02/01/2028 |
|
EUR |
175 |
|
|
|
179 |
|
| Ayt Cedulas Cajas Global |
|
|
|
|
|
|
|
|
| 3.750%, 12/14/2022 |
|
|
600 |
|
|
|
739 |
|
| Banco Bilbao Vizcaya Argentaria |
|
|
|
|
|
|
|
|
| 5.875%, VAR EUR Swap Annual 5 Yr+5.660% (E) |
|
|
200 |
|
|
|
218 |
|
| 2.250%, 06/12/2024 |
|
|
200 |
|
|
|
247 |
|
| Banco Santander |
|
|
|
|
|
|
|
|
| 5.250%, VAR EUR Swap Annual 5 Yr+4.999% (E) |
|
|
200 |
|
|
|
212 |
|
| 5.179%, 11/19/2025 |
|
$ |
400 |
|
|
|
450 |
|
| 1.000%, 03/03/2022 |
|
EUR |
400 |
|
|
|
459 |
|
| Bankia MTN |
|
|
|
|
|
|
|
|
| 3.750%, VAR EUR Swap Annual 5 Yr+3.624%, 02/15/2029 |
|
|
200 |
|
|
|
222 |
|
| CaixaBank |
|
|
|
|
|
|
|
|
| 1.250%, 01/11/2027 |
|
|
500 |
|
|
|
612 |
|
| Gas Natural Fenosa Finance BV MTN |
|
|
|
|
|
|
|
|
| 1.250%, 04/19/2026 |
|
|
300 |
|
|
|
351 |
|
| Instituto de Credito Oficial MTN |
|
|
|
|
|
|
|
|
| 6.000%, 03/08/2021 |
|
|
180 |
|
|
|
211 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
| Spain Government Bond |
|
|
|
|
|
|
|
|
| 6.000%, 01/31/2029 |
|
EUR |
104 |
|
|
$ |
173 |
|
| 5.750%, 07/30/2032 |
|
|
102 |
|
|
|
184 |
|
| 4.900%, 07/30/2040 (A) |
|
|
28 |
|
|
|
54 |
|
| 4.700%, 07/30/2041 (A) |
|
|
781 |
|
|
|
1,484 |
|
| 3.450%, 07/30/2066 (A) |
|
|
240 |
|
|
|
443 |
|
| 2.350%, 07/30/2033 (A) |
|
|
705 |
|
|
|
959 |
|
| 1.950%, 07/30/2030 (A) |
|
|
141 |
|
|
|
182 |
|
| 1.850%, 07/30/2035 (A) |
|
|
135 |
|
|
|
174 |
|
| 1.600%, 04/30/2025 (A) |
|
|
572 |
|
|
|
696 |
|
| 1.500%, 04/30/2027 (A) |
|
|
393 |
|
|
|
484 |
|
| 1.400%, 04/30/2028 (A) |
|
|
1,009 |
|
|
|
1,238 |
|
| 1.250%, 10/31/2030 (A) |
|
|
1,465 |
|
|
|
1,775 |
|
| 1.200%, 10/31/2040 (A) |
|
|
1,170 |
|
|
|
1,347 |
|
| 1.000%, 10/31/2050 (A) |
|
|
621 |
|
|
|
651 |
|
| 0.800%, 07/30/2027 (A) |
|
|
3,965 |
|
|
|
4,655 |
|
| 0.600%, 10/31/2029 (A) |
|
|
151 |
|
|
|
173 |
|
| 0.500%, 04/30/2030 (A) |
|
|
251 |
|
|
|
284 |
|
| 0.050%, 10/31/2021 |
|
|
852 |
|
|
|
963 |
|
| 0.000%, 04/30/2023 (C) |
|
|
1,452 |
|
|
|
1,645 |
|
| 0.000%, 01/31/2025 (C) |
|
|
557 |
|
|
|
629 |
|
| Telefonica Europe BV |
|
|
|
|
|
|
|
|
| 4.375%, VAR EUR Swap Annual 6 Yr+4.107% (E) |
|
|
300 |
|
|
|
347 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
22,440 |
|
|
|
|
|
|
|
|
|
|
|
|
| Supra-National — 2.8% |
|
|
|
|
|
| Asian Development Bank MTN |
|
|
|
|
|
|
|
|
| 2.350%, 06/21/2027 |
|
JPY |
290,000 |
|
|
|
3,151 |
|
| European Financial Stability Facility MTN |
|
|
|
|
|
|
|
|
| 0.500%, 07/11/2025 |
|
EUR |
695 |
|
|
|
820 |
|
| European Investment Bank |
|
|
|
|
|
|
|
|
| 1.900%, 01/26/2026 |
|
JPY |
397,500 |
|
|
|
4,097 |
|
| European Investment Bank MTN |
|
|
|
|
|
|
|
|
| 1.250%, 05/12/2025 |
|
SEK |
13,180 |
|
|
|
1,481 |
|
| 1.000%, 03/14/2031 |
|
EUR |
405 |
|
|
|
516 |
|
| 0.250%, 10/14/2024 |
|
|
156 |
|
|
|
181 |
|
| 0.250%, 09/14/2029 |
|
|
745 |
|
|
|
887 |
|
| European Stability Mechanism MTN |
|
|
|
|
|
|
|
|
| 1.000%, 09/23/2025 |
|
|
570 |
|
|
|
689 |
|
| European Union MTN |
|
|
|
|
|
|
|
|
| 2.875%, 04/04/2028 |
|
|
575 |
|
|
|
806 |
|
| International Bank for Reconstruction & Development MTN |
|
|
|
|
|
|
|
|
| 2.800%, 01/13/2021 |
|
AUD |
1,230 |
|
|
|
858 |
|
| International Finance MTN |
|
|
|
|
|
|
|
|
| 2.375%, 07/19/2023 |
|
CAD |
1,000 |
|
|
|
773 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14,259 |
|
|
|
|
|
|
|
|
|
|
|
|
| Sweden — 0.7% |
|
|
|
|
|
| Kommunivest I Sverige AB MTN |
|
|
|
|
|
|
|
|
| 1.000%, 10/02/2024 |
|
SEK |
5,830 |
|
|
|
647 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
|
7 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
| Skandinaviska Enskilda Banken MTN |
|
|
|
|
|
|
|
|
| 0.250%, 06/20/2024 |
|
EUR |
460 |
|
|
$ |
528 |
|
| Stadshypotek MTN |
|
|
|
|
|
|
|
|
| 0.375%, 02/22/2023 |
|
|
485 |
|
|
|
555 |
|
| Swedbank |
|
|
|
|
|
|
|
|
| 5.625%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.134% (E) |
|
$ |
200 |
|
|
|
202 |
|
| Swedbank Hypotek |
|
|
|
|
|
|
|
|
| 0.375%, 03/11/2022 |
|
EUR |
360 |
|
|
|
409 |
|
| Sweden Government Bond |
|
|
|
|
|
|
|
|
| 3.500%, 06/01/2022 |
|
SEK |
3,040 |
|
|
|
351 |
|
| 3.500%, 03/30/2039 |
|
|
1,205 |
|
|
|
202 |
|
| 1.000%, 11/12/2026 |
|
|
1,725 |
|
|
|
200 |
|
| Vattenfall |
|
|
|
|
|
|
|
|
| 3.000%, VAR EUR Swap Annual 5 Yr+2.511%, 03/19/2077 |
|
EUR |
175 |
|
|
|
202 |
|
| Vattenfall MTN |
|
|
|
|
|
|
|
|
| 6.250%, 03/17/2021 |
|
|
213 |
|
|
|
250 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,546 |
|
|
|
|
|
|
|
|
|
|
|
|
| Switzerland — 0.8% |
|
|
|
|
|
| Credit Suisse MTN |
|
|
|
|
|
|
|
|
| 0.750%, 09/17/2021 |
|
|
220 |
|
|
|
250 |
|
| Credit Suisse Group |
|
|
|
|
|
|
|
|
| 7.500%, VAR USD Swap Semi 30/360 5 Yr Curr+4.600% (E) |
|
$ |
286 |
|
|
|
297 |
|
| 7.500%, VAR USD Swap Semi 30/360 5 Yr Curr+4.600%
(A)(E) |
|
|
200 |
|
|
|
208 |
|
| Credit Suisse Group Funding Guernsey MTN |
|
|
|
|
|
|
|
|
| 1.250%, 04/14/2022 |
|
EUR |
295 |
|
|
|
337 |
|
| Government of Switzerland |
|
|
|
|
|
|
|
|
| 2.000%, 04/28/2021 |
|
CHF |
735 |
|
|
|
793 |
|
| 2.000%, 05/25/2022 |
|
|
75 |
|
|
|
83 |
|
| 1.500%, 04/30/2042 |
|
|
408 |
|
|
|
598 |
|
| 1.250%, 06/11/2024 |
|
|
405 |
|
|
|
460 |
|
| Swiss Re Finance Luxembourg |
|
|
|
|
|
|
|
|
| 5.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.582%, 04/02/2049 (A) |
|
$ |
200 |
|
|
|
224 |
|
| UBS MTN |
|
|
|
|
|
|
|
|
| 4.750%, VAR EUR Swap Annual 5 Yr+3.400%, 02/12/2026 |
|
EUR |
200 |
|
|
|
229 |
|
| UBS Group |
|
|
|
|
|
|
|
|
| 6.875%, VAR USD Swap Semi 30/360 5 Yr Curr+4.590% (E) |
|
$ |
200 |
|
|
|
210 |
|
| UBS Group Funding Switzerland |
|
|
|
|
|
|
|
|
| 1.750%, 11/16/2022 |
|
EUR |
427 |
|
|
|
495 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,184 |
|
|
|
|
|
|
|
|
|
|
|
|
| Thailand — 0.5% |
|
|
|
|
|
| Thailand Government Bond |
|
|
|
|
|
|
|
|
| 4.875%, 06/22/2029 |
|
THB |
16,455 |
|
|
|
692 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
| 4.675%, 06/29/2044 |
|
THB |
20,805 |
|
|
$ |
1,017 |
|
| 3.650%, 12/17/2021 |
|
|
11,020 |
|
|
|
373 |
|
| 3.625%, 06/16/2023 |
|
|
5,375 |
|
|
|
190 |
|
| 3.300%, 06/17/2038 |
|
|
3,522 |
|
|
|
142 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,414 |
|
|
|
|
|
|
|
|
|
|
|
|
| Turkey — 0.1% |
|
|
|
|
|
| Turkiye Vakiflar Bankasi TAO |
|
|
|
|
|
|
|
|
| 2.375%, 05/04/2021 |
|
EUR |
265 |
|
|
|
294 |
|
|
|
|
|
|
|
|
|
|
|
|
| United Arab Emirates — 0.1% |
|
|
|
|
|
| Abu Dhabi Government International Bond MTN |
|
|
|
|
|
|
|
|
| 2.500%, 04/16/2025 (A) |
|
$ |
255 |
|
|
|
268 |
|
| DP World Crescent MTN |
|
|
|
|
|
|
|
|
| 4.848%, 09/26/2028 |
|
|
265 |
|
|
|
279 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
547 |
|
|
|
|
|
|
|
|
|
|
|
|
| United Kingdom — 7.3% |
|
|
|
|
|
| Barclays Bank MTN |
|
|
|
|
|
|
|
|
| 10.000%, 05/21/2021 |
|
GBP |
180 |
|
|
|
238 |
|
| BAT International Finance MTN |
|
|
|
|
|
|
|
|
| 1.250%, 03/13/2027 |
|
EUR |
333 |
|
|
|
369 |
|
| BG Energy Capital MTN |
|
|
|
|
|
|
|
|
| 2.250%, 11/21/2029 |
|
|
400 |
|
|
|
507 |
|
| BP Capital Markets |
|
|
|
|
|
|
|
|
| 4.375%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.036% (E) |
|
$ |
470 |
|
|
|
477 |
|
| BP Capital Markets MTN |
|
|
|
|
|
|
|
|
| 1.117%, 01/25/2024 |
|
EUR |
165 |
|
|
|
190 |
|
| 0.831%, 11/08/2027 |
|
|
130 |
|
|
|
144 |
|
| Centrica MTN |
|
|
|
|
|
|
|
|
| 4.375%, 03/13/2029 |
|
GBP |
164 |
|
|
|
238 |
|
| 4.250%, 09/12/2044 |
|
|
100 |
|
|
|
152 |
|
| CK Hutchison Finance 16 II |
|
|
|
|
|
|
|
|
| 0.875%, 10/03/2024 |
|
EUR |
212 |
|
|
|
237 |
|
| CNH Industrial Finance Europe MTN |
|
|
|
|
|
|
|
|
| 2.875%, 05/17/2023 |
|
|
220 |
|
|
|
259 |
|
| 1.750%, 09/12/2025 |
|
|
130 |
|
|
|
147 |
|
| Coca-Cola European Partners |
|
|
|
|
|
|
|
|
| 2.375%, 05/07/2025 |
|
|
400 |
|
|
|
491 |
|
| DS Smith MTN |
|
|
|
|
|
|
|
|
| 1.375%, 07/26/2024 |
|
|
430 |
|
|
|
486 |
|
| Gatwick Funding MTN |
|
|
|
|
|
|
|
|
| 5.250%, 01/23/2024 |
|
GBP |
250 |
|
|
|
336 |
|
| GlaxoSmithKline Capital |
|
|
|
|
|
|
|
|
| 0.000%, 09/12/2020 (C) |
|
EUR |
595 |
|
|
|
668 |
|
| Heathrow Funding MTN |
|
|
|
|
|
|
|
|
| 2.750%, 08/09/2049 |
|
GBP |
160 |
|
|
|
197 |
|
| 1.875%, 05/23/2022 |
|
EUR |
235 |
|
|
|
268 |
|
| HSBC Holdings |
|
|
|
|
|
|
|
|
| 4.041%, VAR ICE LIBOR USD 3 Month+1.546%, 03/13/2028 |
|
$ |
255 |
|
|
|
282 |
|
|
|
|
| 8 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
| 3.000%, VAR BPSW1+1.650%, 07/22/2028 |
|
GBP |
167 |
|
|
$ |
218 |
|
| HSBC Holdings MTN |
|
|
|
|
|
|
|
|
| 6.000%, 03/29/2040 |
|
|
145 |
|
|
|
228 |
|
| Imperial Brands Finance |
|
|
|
|
|
|
|
|
| 0.500%, 07/27/2021 |
|
EUR |
150 |
|
|
|
168 |
|
| Nationwide Building Society MTN |
|
|
|
|
|
|
|
|
| 4.625%, 02/08/2021 |
|
|
550 |
|
|
|
636 |
|
| 0.500%, 02/23/2024 |
|
|
225 |
|
|
|
259 |
|
| Northumbrian Water Finance |
|
|
|
|
|
|
|
|
| 6.875%, 02/06/2023 |
|
GBP |
190 |
|
|
|
270 |
|
| Rolls-Royce MTN |
|
|
|
|
|
|
|
|
| 0.875%, 05/09/2024 |
|
EUR |
140 |
|
|
|
142 |
|
| Royal Bank of Scotland Group |
|
|
|
|
|
|
|
|
| 2.628%, VAR ICE LIBOR USD 3 Month+2.320% (E) |
|
$ |
200 |
|
|
|
182 |
|
| Santander UK Group Holdings PLC MTN |
|
|
|
|
|
|
|
|
| 3.625%, 01/14/2026 |
|
GBP |
100 |
|
|
|
134 |
|
| Santander UK PLC MTN |
|
|
|
|
|
|
|
|
| 4.250%, 04/12/2021 |
|
EUR |
350 |
|
|
|
407 |
|
| Severn Trent Utilities Finance MTN |
|
|
|
|
|
|
|
|
| 3.625%, 01/16/2026 |
|
GBP |
175 |
|
|
|
246 |
|
| Sky PLC MTN |
|
|
|
|
|
|
|
|
| 6.000%, 05/21/2027 |
|
|
50 |
|
|
|
82 |
|
| 2.500%, 09/15/2026 |
|
EUR |
205 |
|
|
|
259 |
|
| 2.250%, 11/17/2025 |
|
|
275 |
|
|
|
339 |
|
| Standard Chartered |
|
|
|
|
|
|
|
|
| 2.270%, VAR ICE LIBOR USD 3 Month+1.510% (A)(E) |
|
$ |
500 |
|
|
|
402 |
|
| Thames Water Utilities Finance MTN |
|
|
|
|
|
|
|
|
| 4.625%, 06/04/2046 |
|
GBP |
155 |
|
|
|
279 |
|
| United Kingdom Gilt |
|
|
|
|
|
|
|
|
| 5.000%, 03/07/2025 |
|
|
109 |
|
|
|
167 |
|
| 4.500%, 12/07/2042 |
|
|
230 |
|
|
|
516 |
|
| 4.250%, 12/07/2040 |
|
|
349 |
|
|
|
735 |
|
| 4.250%, 12/07/2046 |
|
|
1,372 |
|
|
|
3,182 |
|
| 4.250%, 12/07/2049 |
|
|
108 |
|
|
|
263 |
|
| 4.000%, 03/07/2022 |
|
|
126 |
|
|
|
166 |
|
| 3.750%, 07/22/2052 |
|
|
80 |
|
|
|
189 |
|
| 3.500%, 01/22/2045 |
|
|
848 |
|
|
|
1,727 |
|
| 3.250%, 01/22/2044 |
|
|
400 |
|
|
|
776 |
|
| 2.750%, 09/07/2024 |
|
|
321 |
|
|
|
443 |
|
| 2.500%, 07/22/2065 |
|
|
1,717 |
|
|
|
3,762 |
|
| 2.250%, 09/07/2023 |
|
|
127 |
|
|
|
169 |
|
| 1.750%, 09/07/2022 |
|
|
785 |
|
|
|
1,009 |
|
| 1.750%, 01/22/2049 |
|
|
1,535 |
|
|
|
2,447 |
|
| 1.500%, 07/22/2047 |
|
|
386 |
|
|
|
579 |
|
| 1.000%, 04/22/2024 |
|
|
131 |
|
|
|
168 |
|
| 0.875%, 10/22/2029 |
|
|
4,279 |
|
|
|
5,655 |
|
| 0.750%, 07/22/2023 |
|
|
2,303 |
|
|
|
2,917 |
|
| 0.625%, 06/07/2025 |
|
|
577 |
|
|
|
737 |
|
| 0.500%, 07/22/2022 |
|
|
135 |
|
|
|
169 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
| 0.125%, 01/31/2023 |
|
GBP |
136 |
|
|
$ |
169 |
|
| United Kingdom Gilt - Inflation Linked |
|
|
|
|
|
|
|
|
| 1.250%, 11/22/2027 |
|
|
264 |
|
|
|
437 |
|
| Western Power Distribution West Midlands PLC |
|
|
|
|
|
|
|
|
| 5.750%, 04/16/2032 |
|
|
100 |
|
|
|
178 |
|
| 3.875%, 10/17/2024 |
|
|
230 |
|
|
|
315 |
|
| Wm Morrison Supermarkets MTN |
|
|
|
|
|
|
|
|
| 3.500%, 07/27/2026 |
|
|
225 |
|
|
|
311 |
|
| Zurich Finance PLC MTN |
|
|
|
|
|
|
|
|
| 6.625%, 10/30/2049 (D) |
|
|
235 |
|
|
|
313 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
37,436 |
|
|
|
|
|
|
|
|
|
|
|
|
| United States — 8.5% |
|
|
|
|
|
| AbbVie (A) |
|
|
|
|
|
|
|
|
| 2.625%, 11/15/2028 |
|
EUR |
100 |
|
|
|
127 |
|
| 2.300%, 11/21/2022 |
|
$ |
800 |
|
|
|
827 |
|
| Alleghany |
|
|
|
|
|
|
|
|
| 3.625%, 05/15/2030 |
|
|
336 |
|
|
|
357 |
|
| Altria Group |
|
|
|
|
|
|
|
|
| 3.125%, 06/15/2031 |
|
EUR |
208 |
|
|
|
254 |
|
| 2.200%, 06/15/2027 |
|
|
191 |
|
|
|
225 |
|
| American Honda Finance |
|
|
|
|
|
|
|
|
| 1.950%, 10/18/2024 |
|
|
159 |
|
|
|
188 |
|
| 0.350%, 08/26/2022 |
|
|
375 |
|
|
|
419 |
|
| American Tower |
|
|
|
|
|
|
|
|
| 1.300%, 09/15/2025 |
|
$ |
535 |
|
|
|
537 |
|
| AT&T |
|
|
|
|
|
|
|
|
| 2.875%, VAR EUAMDB05+3.140% (E) |
|
EUR |
200 |
|
|
|
213 |
|
| 1.800%, 09/05/2026 |
|
|
365 |
|
|
|
428 |
|
| 0.800%, 03/04/2030 |
|
|
310 |
|
|
|
332 |
|
| AutoNation |
|
|
|
|
|
|
|
|
| 4.750%, 06/01/2030 |
|
$ |
172 |
|
|
|
186 |
|
| Bank of America |
|
|
|
|
|
|
|
|
| 6.500%, VAR ICE LIBOR USD 3 Month+4.174% (E) |
|
|
67 |
|
|
|
72 |
|
| Bank of America MTN |
|
|
|
|
|
|
|
|
| 2.375%, 06/19/2024 |
|
EUR |
835 |
|
|
|
1,008 |
|
| Bank of New York Mellon |
|
|
|
|
|
|
|
|
| 4.700% (D)(E) |
|
$ |
107 |
|
|
|
111 |
|
| Baxter International MTN |
|
|
|
|
|
|
|
|
| 0.400%, 05/15/2024 |
|
EUR |
405 |
|
|
|
458 |
|
| Becton Dickinson |
|
|
|
|
|
|
|
|
| 0.632%, 06/04/2023 |
|
$ |
200 |
|
|
|
223 |
|
| Berkshire Hathaway |
|
|
|
|
|
|
|
|
| 0.625%, 01/17/2023 |
|
EUR |
265 |
|
|
|
302 |
|
| Berkshire Hathaway Finance |
|
|
|
|
|
|
|
|
| 2.625%, 06/19/2059 |
|
GBP |
144 |
|
|
|
221 |
|
| Boardwalk Pipelines |
|
|
|
|
|
|
|
|
| 4.800%, 05/03/2029 |
|
$ |
119 |
|
|
|
127 |
|
| Booking Holdings |
|
|
|
|
|
|
|
|
| 4.100%, 04/13/2025 |
|
|
80 |
|
|
|
90 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
|
9 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| 2.375%, 09/23/2024 |
|
$ |
355 |
|
|
$ |
423 |
|
| Broadcom |
|
|
|
|
|
|
|
|
| 4.250%, 04/15/2026 (A) |
|
|
195 |
|
|
|
217 |
|
| Capital One Financial |
|
|
|
|
|
|
|
|
| 3.800%, 01/31/2028 |
|
|
130 |
|
|
|
145 |
|
| 1.650%, 06/12/2029 |
|
EUR |
300 |
|
|
|
337 |
|
| 0.800%, 06/12/2024 |
|
|
291 |
|
|
|
318 |
|
| Carnival |
|
|
|
|
|
|
|
|
| 1.625%, 02/22/2021 |
|
|
180 |
|
|
|
184 |
|
| 1.000%, 10/28/2029 |
|
|
316 |
|
|
|
182 |
|
| Carrier Global Corp |
|
|
|
|
|
|
|
|
| 1.923%, 02/15/2023 (A) |
|
$ |
290 |
|
|
|
296 |
|
| Catalent Pharma Solutions |
|
|
|
|
|
|
|
|
| 2.375%, 03/01/2028 (A) |
|
EUR |
119 |
|
|
|
126 |
|
| Centene |
|
|
|
|
|
|
|
|
| 4.250%, 12/15/2027 |
|
$ |
63 |
|
|
|
65 |
|
| Charles Schwab |
|
|
|
|
|
|
|
|
| 5.375%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.971% (E) |
|
|
395 |
|
|
|
422 |
|
| Chubb INA Holdings |
|
|
|
|
|
|
|
|
| 1.550%, 03/15/2028 |
|
EUR |
325 |
|
|
|
384 |
|
| 0.875%, 06/15/2027 |
|
|
115 |
|
|
|
130 |
|
| 0.300%, 12/15/2024 |
|
|
190 |
|
|
|
211 |
|
| Citigroup |
|
|
|
|
|
|
|
|
| 2.040%, 09/16/2020 |
|
JPY |
200,000 |
|
|
|
1,860 |
|
| 1.750%, 10/23/2026 |
|
GBP |
200 |
|
|
|
251 |
|
| 0.457%, 02/18/2021 |
|
JPY |
100,000 |
|
|
|
927 |
|
| Citigroup MTN |
|
|
|
|
|
|
|
|
| 1.500%, VAR Euribor 3 Month+1.074%, 07/24/2026 |
|
EUR |
105 |
|
|
|
122 |
|
| 0.750%, 10/26/2023 |
|
|
365 |
|
|
|
415 |
|
| Clean Harbors |
|
|
|
|
|
|
|
|
| 4.875%, 07/15/2027 (A) |
|
$ |
124 |
|
|
|
127 |
|
| Comcast |
|
|
|
|
|
|
|
|
| 0.750%, 02/20/2032 |
|
EUR |
180 |
|
|
|
196 |
|
| CyrusOne |
|
|
|
|
|
|
|
|
| 1.450%, 01/22/2027 |
|
|
154 |
|
|
|
166 |
|
| DH Europe Finance |
|
|
|
|
|
|
|
|
| 1.700%, 01/04/2022 |
|
|
150 |
|
|
|
172 |
|
| 1.200%, 06/30/2027 |
|
|
335 |
|
|
|
389 |
|
| DH Europe Finance II |
|
|
|
|
|
|
|
|
| 0.450%, 03/18/2028 |
|
$ |
154 |
|
|
|
169 |
|
| Digital Euro Finco |
|
|
|
|
|
|
|
|
| 2.625%, 04/15/2024 |
|
EUR |
175 |
|
|
|
210 |
|
| Dover Corp |
|
|
|
|
|
|
|
|
| 0.750%, 11/04/2027 |
|
|
440 |
|
|
|
473 |
|
| Ebay Inc. |
|
|
|
|
|
|
|
|
| 2.700%, 03/11/2030 |
|
$ |
150 |
|
|
|
159 |
|
| EOG Resources |
|
|
|
|
|
|
|
|
| 4.375%, 04/15/2030 |
|
|
115 |
|
|
|
137 |
|
| Exxon Mobil |
|
|
|
|
|
|
|
|
| 4.327%, 03/19/2050 |
|
|
200 |
|
|
|
249 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| 0.835%, 06/26/2032 |
|
EUR |
600 |
|
|
$ |
663 |
|
| FedEx |
|
|
|
|
|
|
|
|
| 0.700%, 05/13/2022 |
|
|
108 |
|
|
|
122 |
|
| Fidelity National Information Services |
|
|
|
|
|
|
|
|
| 0.625%, 12/03/2025 |
|
|
185 |
|
|
|
206 |
|
| Ford Motor Credit |
|
|
|
|
|
|
|
|
| 3.157%, 08/04/2020 |
|
$ |
700 |
|
|
|
696 |
|
| Ford Motor Credit MTN |
|
|
|
|
|
|
|
|
| 3.021%, 03/06/2024 |
|
EUR |
170 |
|
|
|
182 |
|
| GE Capital UK Funding Unlimited MTN |
|
|
|
|
|
|
|
|
| 6.250%, 05/05/2038 |
|
GBP |
165 |
|
|
|
260 |
|
| 5.875%, 11/04/2020 |
|
|
500 |
|
|
|
626 |
|
| 5.875%, 01/18/2033 |
|
|
160 |
|
|
|
238 |
|
| General Electric |
|
|
|
|
|
|
|
|
| 0.875%, 05/17/2025 |
|
EUR |
180 |
|
|
|
195 |
|
| General Motors Financial MTN |
|
|
|
|
|
|
|
|
| 0.955%, 09/07/2023 |
|
|
540 |
|
|
|
579 |
|
| Goldman Sachs Group |
|
|
|
|
|
|
|
|
| 2.625%, 04/25/2021 |
|
$ |
425 |
|
|
|
432 |
|
| Goldman Sachs Group MTN |
|
|
|
|
|
|
|
|
| 2.000%, 07/27/2023 |
|
EUR |
900 |
|
|
|
1,053 |
|
| 1.625%, 07/27/2026 |
|
|
170 |
|
|
|
199 |
|
| Harley-Davidson Financial Services |
|
|
|
|
|
|
|
|
| 0.900%, 11/19/2024 |
|
|
335 |
|
|
|
353 |
|
| Infor |
|
|
|
|
|
|
|
|
| 1.750%, 07/15/2025 (A) |
|
$ |
122 |
|
|
|
122 |
|
| International Business Machines |
|
|
|
|
|
|
|
|
| 2.850%, 05/13/2022 |
|
|
990 |
|
|
|
1,036 |
|
| International Business Machines MTN |
|
|
|
|
|
|
|
|
| 0.875%, 01/31/2025 |
|
EUR |
593 |
|
|
|
682 |
|
| International Game Technology PLC |
|
|
|
|
|
|
|
|
| 3.500%, 07/15/2024 |
|
|
170 |
|
|
|
185 |
|
| IQVIA |
|
|
|
|
|
|
|
|
| 2.875%, 06/15/2028 (A) |
|
|
180 |
|
|
|
201 |
|
| Johnson Controls International PLC |
|
|
|
|
|
|
|
|
| 1.375%, 02/25/2025 |
|
|
395 |
|
|
|
454 |
|
| JPMorgan Chase MTN |
|
|
|
|
|
|
|
|
| 1.090%, VAR Euribor 3 Month+0.760%, 03/11/2027 |
|
|
810 |
|
|
|
928 |
|
| Lear |
|
|
|
|
|
|
|
|
| 3.800%, 09/15/2027 |
|
$ |
193 |
|
|
|
196 |
|
| 3.500%, 05/30/2030 |
|
|
81 |
|
|
|
81 |
|
| Liberty Mutual Group |
|
|
|
|
|
|
|
|
| 3.625%, VAR EUR Swap Annual 5 Yr+3.700%, 05/23/2059 |
|
EUR |
300 |
|
|
|
324 |
|
| Marriott International |
|
|
|
|
|
|
|
|
| 4.650%, 12/01/2028 |
|
$ |
120 |
|
|
|
124 |
|
| MassMutual Global Funding II MTN |
|
|
|
|
|
|
|
|
| 0.850%, 06/09/2023 (A) |
|
|
998 |
|
|
|
1,002 |
|
| Mastercard |
|
|
|
|
|
|
|
|
| 1.100%, 12/01/2022 |
|
EUR |
445 |
|
|
|
511 |
|
|
|
|
| 10 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| McKesson |
|
|
|
|
|
|
|
|
| 0.625%, 08/17/2021 |
|
EUR |
355 |
|
|
$ |
399 |
|
| Medtronic Global Holdings SCA |
|
|
|
|
|
|
|
|
| 1.125%, 03/07/2027 |
|
|
400 |
|
|
|
469 |
|
| 0.250%, 07/02/2025 |
|
|
115 |
|
|
|
128 |
|
| Metropolitan Life Global Funding I MTN |
|
|
|
|
|
|
|
|
| 1.950%, 01/13/2023 (A) |
|
$ |
1,000 |
|
|
|
1,035 |
|
| Molson Coors International |
|
|
|
|
|
|
|
|
| 2.750%, 09/18/2020 |
|
CAD |
1,105 |
|
|
|
813 |
|
| Moody’s |
|
|
|
|
|
|
|
|
| 1.750%, 03/09/2027 |
|
EUR |
265 |
|
|
|
321 |
|
| Morgan Stanley |
|
|
|
|
|
|
|
|
| 1.875%, 03/30/2023 |
|
|
490 |
|
|
|
571 |
|
| Morgan Stanley MTN |
|
|
|
|
|
|
|
|
| 1.375%, 10/27/2026 |
|
|
360 |
|
|
|
422 |
|
| 0.141%, VAR Euribor 3 Month+0.400%, 05/21/2021 |
|
|
850 |
|
|
|
956 |
|
| National Grid North America MTN |
|
|
|
|
|
|
|
|
| 1.000%, 07/12/2024 |
|
|
300 |
|
|
|
346 |
|
| National Oil Well |
|
|
|
|
|
|
|
|
| 3.600%, 12/01/2029 |
|
$ |
205 |
|
|
|
201 |
|
| Noble Energy |
|
|
|
|
|
|
|
|
| 3.250%, 10/15/2029 |
|
|
205 |
|
|
|
186 |
|
| ONEOK |
|
|
|
|
|
|
|
|
| 5.850%, 01/15/2026 |
|
|
228 |
|
|
|
260 |
|
| Philip Morris International |
|
|
|
|
|
|
|
|
| 0.625%, 11/08/2024 |
|
EUR |
285 |
|
|
|
321 |
|
| Philip Morris International MTN |
|
|
|
|
|
|
|
|
| 2.875%, 03/03/2026 |
|
|
170 |
|
|
|
212 |
|
| 1.875%, 03/03/2021 |
|
|
300 |
|
|
|
341 |
|
| Plains All American Pipeline |
|
|
|
|
|
|
|
|
| 4.500%, 12/15/2026 |
|
$ |
71 |
|
|
|
74 |
|
| 3.550%, 12/15/2029 |
|
|
174 |
|
|
|
170 |
|
| PNC Financial Services Group |
|
|
|
|
|
|
|
|
| 2.200%, 11/01/2024 |
|
|
885 |
|
|
|
938 |
|
| PNC Funding |
|
|
|
|
|
|
|
|
| 3.300%, 03/08/2022 |
|
|
150 |
|
|
|
156 |
|
| Principal Life Global Funding II |
|
|
|
|
|
|
|
|
| 1.250%, 06/23/2025 (A) |
|
|
315 |
|
|
|
316 |
|
| Prologis |
|
|
|
|
|
|
|
|
| 0.375%, 02/06/2028 |
|
EUR |
300 |
|
|
|
330 |
|
| 0.250%, 09/10/2027 |
|
$ |
161 |
|
|
|
177 |
|
| Prologis MTN |
|
|
|
|
|
|
|
|
| 3.000%, 01/18/2022 |
|
EUR |
115 |
|
|
|
134 |
|
| Prudential Financial |
|
|
|
|
|
|
|
|
| 5.875%, VAR ICE LIBOR USD 3 Month+4.175%, 09/15/2042 |
|
$ |
199 |
|
|
|
212 |
|
| Ross Stores |
|
|
|
|
|
|
|
|
| 4.800%, 04/15/2030 |
|
|
150 |
|
|
|
180 |
|
| Schlumberger Finance France SAS |
|
|
|
|
|
|
|
|
| 1.000%, 02/18/2026 |
|
EUR |
305 |
|
|
|
347 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| Seagate HDD Cayman |
|
|
|
|
|
|
|
|
| 4.750%, 06/01/2023 |
|
$ |
6 |
|
|
$ |
6 |
|
| Southern Power |
|
|
|
|
|
|
|
|
| 0.856%, VAR ICE LIBOR USD 3 Month+0.550%, 12/20/2020 |
|
|
400 |
|
|
|
400 |
|
| Starbucks Corp |
|
|
|
|
|
|
|
|
| 1.300%, 05/07/2022 |
|
|
350 |
|
|
|
355 |
|
| Toyota Motor Credit MTN |
|
|
|
|
|
|
|
|
| 1.800%, 07/23/2020 |
|
EUR |
115 |
|
|
|
129 |
|
| 0.625%, 11/21/2024 |
|
|
465 |
|
|
|
528 |
|
| UnitedHealth Group |
|
|
|
|
|
|
|
|
| 1.250%, 01/15/2026 |
|
$ |
175 |
|
|
|
178 |
|
| US Bancorp MTN |
|
|
|
|
|
|
|
|
| 0.850%, 06/07/2024 |
|
EUR |
226 |
|
|
|
257 |
|
| Verizon Communications |
|
|
|
|
|
|
|
|
| 4.016%, 12/03/2029 |
|
$ |
391 |
|
|
|
466 |
|
| 0.875%, 04/08/2027 |
|
EUR |
175 |
|
|
|
199 |
|
| Verizon Communications MTN |
|
|
|
|
|
|
|
|
| 4.750%, 02/17/2034 |
|
GBP |
170 |
|
|
|
285 |
|
| 4.050%, 02/17/2025 |
|
AUD |
680 |
|
|
|
518 |
|
| ViacomCBS |
|
|
|
|
|
|
|
|
| 3.700%, 06/01/2028 |
|
$ |
180 |
|
|
|
196 |
|
| Walt Disney |
|
|
|
|
|
|
|
|
| 2.650%, 01/13/2031 |
|
|
240 |
|
|
|
254 |
|
| Wells Fargo MTN |
|
|
|
|
|
|
|
|
| 2.125%, 12/20/2023 |
|
GBP |
345 |
|
|
|
437 |
|
| 2.000%, 04/27/2026 |
|
EUR |
210 |
|
|
|
252 |
|
| 1.375%, 06/30/2022 |
|
GBP |
195 |
|
|
|
242 |
|
| WPC Eurobond BV |
|
|
|
|
|
|
|
|
| 1.350%, 04/15/2028 |
|
EUR |
405 |
|
|
|
447 |
|
| ZF North America Capital |
|
|
|
|
|
|
|
|
| 2.750%, 04/27/2023 |
|
|
200 |
|
|
|
223 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
43,204 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Global Bonds
(Cost $453,449) ($ Thousands) |
|
|
|
467,142 |
|
|
|
|
|
|
|
|
|
|
|
|
| U.S. TREASURY OBLIGATIONS — 5.4% |
|
|
|
|
|
| U.S. Treasury Bills |
|
|
|
|
|
|
|
|
| 0.082%, 07/02/2020 (C) |
|
$ |
26,191 |
|
|
|
26,191 |
|
| U.S. Treasury Inflation Protected Securities |
|
|
|
|
|
|
|
|
| 0.750%, 07/15/2028 |
|
|
303 |
|
|
|
342 |
|
| U.S. Treasury Notes |
|
|
|
|
|
|
|
|
| 2.625%, 12/15/2021 |
|
|
220 |
|
|
|
228 |
|
| 1.625%, 11/15/2022 |
|
|
432 |
|
|
|
447 |
|
| 1.500%, 08/15/2022 |
|
|
437 |
|
|
|
449 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total U.S. Treasury Obligations
(Cost $27,622) ($ Thousands) |
|
|
|
27,657 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
|
11 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
| MORTGAGE-BACKED SECURITIES — 0.3% |
|
| Agency Mortgage-Backed Obligation — 0.2% |
|
| FHLMC Structured Agency Credit Risk Debt Notes,
Ser 2015-DNA1, Cl M2 |
|
|
|
|
|
|
|
|
| 2.035%, VAR ICE LIBOR USD 1 Month+1.850%, 10/25/2027 |
|
$ |
104 |
|
|
$ |
104 |
|
| FHLMC Structured Agency Credit Risk Debt Notes,
Ser 2016-HQA1, Cl M3 |
|
|
|
|
|
|
|
|
| 6.535%, VAR ICE LIBOR USD 1 Month+6.350%, 09/25/2028 |
|
|
212 |
|
|
|
223 |
|
| FHLMC Structured Agency Credit Risk Debt Notes,
Ser 2017-DNA1, Cl M1 |
|
|
|
|
|
|
|
|
| 1.385%, VAR ICE LIBOR USD 1 Month+1.200%, 07/25/2029 |
|
|
23 |
|
|
|
23 |
|
| FHLMC Structured Agency Credit Risk Debt Notes,
Ser 2017-DNA2, Cl M2 |
|
|
|
|
|
|
|
|
| 3.635%, VAR ICE LIBOR USD 1 Month+3.450%, 10/25/2029 |
|
|
470 |
|
|
|
476 |
|
| FNMA Connecticut Avenue Securities, Ser 2014-C04,
Cl 2M2 |
|
|
|
|
|
|
|
|
| 5.185%, VAR ICE LIBOR USD 1 Month+5.000%, 11/25/2024 |
|
|
229 |
|
|
|
236 |
|
| FNMA Connecticut Avenue Securities, Ser 2016-C04,
Cl 1M2 |
|
|
|
|
|
|
|
|
| 4.435%, VAR ICE LIBOR USD 1 Month+4.250%, 01/25/2029 |
|
|
78 |
|
|
|
81 |
|
| FNMA Connecticut Avenue Securities, Ser 2016-C07,
Cl 2M2 |
|
|
|
|
|
|
|
|
| 4.535%, VAR ICE LIBOR USD 1 Month+4.350%, 05/25/2029 |
|
|
102 |
|
|
|
105 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,248 |
|
|
|
|
|
|
|
|
|
|
|
| Non-Agency Mortgage-Backed Obligation —
0.1% |
|
| Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-6,
Cl 3A |
|
|
9 |
|
|
|
8 |
|
| 4.606%, 09/25/2034 (D) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
| MORTGAGE-BACKED SECURITIES (continued) |
|
| COMM Mortgage Trust,
Ser 2014-CCRE14, Cl A3 |
|
|
|
|
|
|
|
|
| 3.955%, 02/10/2047 |
|
$ |
70 |
|
|
$ |
75 |
|
| JPMorgan Mortgage Trust, Ser 2004-A5, Cl 3A1 |
|
|
|
|
|
|
|
|
| 3.456%, 12/25/2034 (D) |
|
|
29 |
|
|
|
28 |
|
| LSTAR Commercial Mortgage Trust, Ser 2016- 4, Cl A2 |
|
|
159 |
|
|
|
161 |
|
| 2.579%, 03/10/2049 (A) |
|
|
|
|
|
|
|
|
| Wells Fargo Commercial Mortgage Trust, Ser 2015-C28,
Cl A3 |
|
|
|
|
|
|
|
|
| 3.290%, 05/15/2048 |
|
|
108 |
|
|
|
115 |
|
| Wells Fargo Commercial Mortgage Trust, Ser 2015-C30,
Cl A3 |
|
|
|
|
|
|
|
|
| 3.411%, 09/15/2058 |
|
|
75 |
|
|
|
81 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
468 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Mortgage-Backed Securities (Cost $1,711) ($ Thousands) |
|
|
|
1,716 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| COMMERCIAL PAPER — 0.2% |
|
|
|
|
|
|
|
|
| AT&T |
|
|
|
|
|
|
|
|
| 2.013%, 08/13/2020 |
|
|
900 |
|
|
|
900 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Commercial Paper
(Cost $898) ($ Thousands) |
|
|
|
900 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Investments in Securities — 97.6% (Cost $483,680) ($ Thousands) |
|
|
$ |
497,415 |
|
|
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund
at June 30, 2020, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Type of Contract |
|
Number of
Contracts Long
(Short) |
|
|
Expiration
Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation) (Thousands) |
|
| Australian 3-Year Bond |
|
|
12 |
|
|
|
Sep-2020 |
|
|
$ |
969 |
|
|
$ |
967 |
|
|
$ |
– |
|
| Australian 10-Year Bond |
|
|
13 |
|
|
|
Sep-2020 |
|
|
|
1,324 |
|
|
|
1,332 |
|
|
|
– |
|
| Australian 10-Year Bond |
|
|
(14 |
) |
|
|
Sep-2020 |
|
|
|
(1,421 |
) |
|
|
(1,434 |
) |
|
|
(4 |
) |
| Canadian 5-Year Bond |
|
|
(21 |
) |
|
|
Sep-2020 |
|
|
|
(1,934 |
) |
|
|
(1,966 |
) |
|
|
(4 |
) |
| Canadian 10-Year Bond |
|
|
29 |
|
|
|
Sep-2020 |
|
|
|
3,239 |
|
|
|
3,275 |
|
|
|
(7 |
) |
| Canadian 10-Year Bond |
|
|
(40 |
) |
|
|
Sep-2020 |
|
|
|
(4,389 |
) |
|
|
(4,517 |
) |
|
|
(9 |
) |
| Euro |
|
|
(240 |
) |
|
|
Sep-2020 |
|
|
|
(33,978 |
) |
|
|
(33,760 |
) |
|
|
217 |
|
| Euro-Bob |
|
|
40 |
|
|
|
Sep-2020 |
|
|
|
6,055 |
|
|
|
6,064 |
|
|
|
(1 |
) |
| Euro-Bob |
|
|
21 |
|
|
|
Sep-2020 |
|
|
|
3,158 |
|
|
|
3,184 |
|
|
|
12 |
|
| Euro-BTP |
|
|
4 |
|
|
|
Sep-2020 |
|
|
|
640 |
|
|
|
646 |
|
|
|
14 |
|
| Euro-Bund |
|
|
10 |
|
|
|
Sep-2020 |
|
|
|
1,971 |
|
|
|
1,983 |
|
|
|
31 |
|
| Euro-Bund |
|
|
9 |
|
|
|
Sep-2020 |
|
|
|
1,777 |
|
|
|
1,784 |
|
|
|
6 |
|
| Euro-Buxl |
|
|
22 |
|
|
|
Sep-2020 |
|
|
|
5,296 |
|
|
|
5,435 |
|
|
|
193 |
|
|
|
|
| 12 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Type of Contract |
|
Number of
Contracts Long
(Short) |
|
|
Expiration
Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation) (Thousands) |
|
| Euro-Buxl |
|
|
(19 |
) |
|
|
Sep-2020 |
|
|
$ |
(4,528 |
) |
|
$ |
(4,694 |
) |
|
$ |
(208 |
) |
| Euro-OAT |
|
|
1 |
|
|
|
Sep-2020 |
|
|
|
188 |
|
|
|
188 |
|
|
|
– |
|
| Euro-OAT |
|
|
(3 |
) |
|
|
Sep-2020 |
|
|
|
(556 |
) |
|
|
(565 |
) |
|
|
(8 |
) |
| Euro-Schatz |
|
|
53 |
|
|
|
Sep-2020 |
|
|
|
6,733 |
|
|
|
6,675 |
|
|
|
10 |
|
| Japanese 10-Year Bond |
|
|
22 |
|
|
|
Sep-2020 |
|
|
|
31,347 |
|
|
|
30,986 |
|
|
|
– |
|
| Japanese 10-Year Government Bond
E-MINI |
|
|
(5 |
) |
|
|
Sep-2020 |
|
|
|
(709 |
) |
|
|
(704 |
) |
|
|
1 |
|
| Long Gilt 10-Year Bond |
|
|
3 |
|
|
|
Oct-2020 |
|
|
|
511 |
|
|
|
510 |
|
|
|
1 |
|
| Long Gilt 10-Year Bond |
|
|
3 |
|
|
|
Oct-2020 |
|
|
|
509 |
|
|
|
510 |
|
|
|
1 |
|
| U.S. 2-Year Treasury Note |
|
|
(75 |
) |
|
|
Oct-2020 |
|
|
|
(16,561 |
) |
|
|
(16,562 |
) |
|
|
(1 |
) |
| U.S. 2-Year Treasury Note |
|
|
17 |
|
|
|
Oct-2020 |
|
|
|
3,752 |
|
|
|
3,754 |
|
|
|
2 |
|
| U.S. 5-Year Treasury Note |
|
|
(39 |
) |
|
|
Oct-2020 |
|
|
|
(4,895 |
) |
|
|
(4,904 |
) |
|
|
(9 |
) |
| U.S. 5-Year Treasury Note |
|
|
(35 |
) |
|
|
Oct-2020 |
|
|
|
(4,391 |
) |
|
|
(4,401 |
) |
|
|
(10 |
) |
| U.S. 10-Year Treasury Note |
|
|
65 |
|
|
|
Sep-2020 |
|
|
|
9,028 |
|
|
|
9,047 |
|
|
|
19 |
|
| U.S. 10-Year Treasury Note |
|
|
36 |
|
|
|
Sep-2020 |
|
|
|
4,997 |
|
|
|
5,010 |
|
|
|
14 |
|
| U.S. Ultra Long Treasury Bond |
|
|
12 |
|
|
|
Sep-2020 |
|
|
|
2,613 |
|
|
|
2,618 |
|
|
|
5 |
|
| U.S. Ultra Long Treasury Bond |
|
|
9 |
|
|
|
Sep-2020 |
|
|
|
1,978 |
|
|
|
1,963 |
|
|
|
(15 |
) |
| Ultra 10-Year U.S. Treasury Note |
|
|
(16 |
) |
|
|
Sep-2020 |
|
|
|
(2,505 |
) |
|
|
(2,520 |
) |
|
|
(15 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
10,218 |
|
|
$ |
9,904 |
|
|
$ |
235 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the forward foreign currency contracts held by the Fund at June 30, 2020, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Counterparty |
|
Settlement Date |
|
|
|
|
|
Currency to Deliver
(Thousands) |
|
|
|
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
| ANZ |
|
|
08/27/20 |
|
|
|
USD |
|
|
|
2,527 |
|
|
|
SGD |
|
|
|
3,577 |
|
|
$ |
39 |
|
| Bank of America |
|
|
07/02/20 |
|
|
|
USD |
|
|
|
117 |
|
|
|
EUR |
|
|
|
104 |
|
|
|
— |
|
| Bank of America |
|
|
07/02/20 |
|
|
|
USD |
|
|
|
136 |
|
|
|
JPY |
|
|
|
14,589 |
|
|
|
(1 |
) |
| Bank of America |
|
|
07/02/20 |
|
|
|
GBP |
|
|
|
706 |
|
|
|
USD |
|
|
|
870 |
|
|
|
(2 |
) |
| Bank of America |
|
|
07/14/20 |
|
|
|
USD |
|
|
|
2,354 |
|
|
|
RUB |
|
|
|
171,492 |
|
|
|
49 |
|
| Bank of America |
|
|
08/05/20 |
|
|
|
USD |
|
|
|
129 |
|
|
|
NOK |
|
|
|
1,248 |
|
|
|
— |
|
| Bank of America |
|
|
08/05/20 |
|
|
|
NOK |
|
|
|
4,375 |
|
|
|
USD |
|
|
|
453 |
|
|
|
(1 |
) |
| Bank of America |
|
|
08/13/20 |
|
|
|
KRW |
|
|
|
1,315,008 |
|
|
|
USD |
|
|
|
1,093 |
|
|
|
(4 |
) |
| Bank of America |
|
|
09/15/20 |
|
|
|
EUR |
|
|
|
18,944 |
|
|
|
USD |
|
|
|
21,549 |
|
|
|
239 |
|
| Barclays PLC |
|
|
07/02/20 |
|
|
|
SGD |
|
|
|
21 |
|
|
|
USD |
|
|
|
15 |
|
|
|
— |
|
| Barclays PLC |
|
|
07/02/20 |
|
|
|
USD |
|
|
|
88 |
|
|
|
GBP |
|
|
|
70 |
|
|
|
(1 |
) |
| Barclays PLC |
|
|
07/02/20 |
|
|
|
CHF |
|
|
|
89 |
|
|
|
USD |
|
|
|
93 |
|
|
|
(1 |
) |
| Barclays PLC |
|
|
07/02/20 |
|
|
|
USD |
|
|
|
80 |
|
|
|
AUD |
|
|
|
117 |
|
|
|
— |
|
| Barclays PLC |
|
|
07/02/20 |
|
|
|
USD |
|
|
|
31 |
|
|
|
AUD |
|
|
|
45 |
|
|
|
— |
|
| Barclays PLC |
|
|
07/02/20 |
|
|
|
NZD |
|
|
|
70 |
|
|
|
USD |
|
|
|
45 |
|
|
|
— |
|
| Barclays PLC |
|
|
07/02/20 |
|
|
|
NZD |
|
|
|
100 |
|
|
|
USD |
|
|
|
63 |
|
|
|
(1 |
) |
| Barclays PLC |
|
|
07/02/20 |
|
|
|
USD |
|
|
|
203 |
|
|
|
NOK |
|
|
|
1,926 |
|
|
|
(3 |
) |
| Barclays PLC |
|
|
07/02/20 |
|
|
|
USD |
|
|
|
65 |
|
|
|
CHF |
|
|
|
62 |
|
|
|
1 |
|
| Barclays PLC |
|
|
07/02/20 |
|
|
|
USD |
|
|
|
155 |
|
|
|
CHF |
|
|
|
146 |
|
|
|
(1 |
) |
| Barclays PLC |
|
|
07/02/20 |
|
|
|
USD |
|
|
|
100 |
|
|
|
SEK |
|
|
|
937 |
|
|
|
1 |
|
| Barclays PLC |
|
|
07/02/20 |
|
|
|
USD |
|
|
|
174 |
|
|
|
SEK |
|
|
|
1,613 |
|
|
|
(1 |
) |
| Barclays PLC |
|
|
07/02/20 |
|
|
|
USD |
|
|
|
66 |
|
|
|
NZD |
|
|
|
103 |
|
|
|
— |
|
| Barclays PLC |
|
|
07/02/20 |
|
|
|
USD |
|
|
|
221 |
|
|
|
NZD |
|
|
|
339 |
|
|
|
(2 |
) |
| Barclays PLC |
|
|
07/02/20 |
|
|
|
USD |
|
|
|
31 |
|
|
|
CAD |
|
|
|
43 |
|
|
|
— |
|
| Barclays PLC |
|
|
07/02/20 |
|
|
|
USD |
|
|
|
327 |
|
|
|
CAD |
|
|
|
443 |
|
|
|
(2 |
) |
| Barclays PLC |
|
|
07/02/20 |
|
|
|
GBP |
|
|
|
384 |
|
|
|
USD |
|
|
|
483 |
|
|
|
9 |
|
| Barclays PLC |
|
|
07/02/20 |
|
|
|
GBP |
|
|
|
147 |
|
|
|
USD |
|
|
|
181 |
|
|
|
— |
|
| Barclays PLC |
|
|
07/02/20 - 08/05/20 |
|
|
|
USD |
|
|
|
1,133 |
|
|
|
EUR |
|
|
|
1,013 |
|
|
|
5 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
|
13 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Counterparty |
|
Settlement Date |
|
|
|
|
|
Currency to Deliver
(Thousands) |
|
|
|
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
| Barclays PLC |
|
|
07/02/20 |
|
|
|
USD |
|
|
|
212 |
|
|
|
EUR |
|
|
|
188 |
|
|
$ |
(1 |
) |
| Barclays PLC |
|
|
07/02/20 |
|
|
|
CAD |
|
|
|
1,412 |
|
|
|
USD |
|
|
|
1,041 |
|
|
|
4 |
|
| Barclays PLC |
|
|
07/02/20 |
|
|
|
SEK |
|
|
|
1,454 |
|
|
|
USD |
|
|
|
157 |
|
|
|
1 |
|
| Barclays PLC |
|
|
07/02/20 - 08/05/20 |
|
|
|
SEK |
|
|
|
1,176 |
|
|
|
USD |
|
|
|
126 |
|
|
|
— |
|
| Barclays PLC |
|
|
07/02/20 |
|
|
|
AUD |
|
|
|
177 |
|
|
|
USD |
|
|
|
123 |
|
|
|
1 |
|
| Barclays PLC |
|
|
07/02/20 |
|
|
|
AUD |
|
|
|
6,526 |
|
|
|
USD |
|
|
|
4,440 |
|
|
|
(53 |
) |
| Barclays PLC |
|
|
07/02/20 |
|
|
|
USD |
|
|
|
14 |
|
|
|
JPY |
|
|
|
1,559 |
|
|
|
— |
|
| Barclays PLC |
|
|
07/02/20 |
|
|
|
USD |
|
|
|
8,435 |
|
|
|
JPY |
|
|
|
906,689 |
|
|
|
(31 |
) |
| Barclays PLC |
|
|
07/02/20 |
|
|
|
NOK |
|
|
|
457 |
|
|
|
USD |
|
|
|
49 |
|
|
|
1 |
|
| Barclays PLC |
|
|
07/02/20 - 07/15/20 |
|
|
|
NOK |
|
|
|
13,964 |
|
|
|
USD |
|
|
|
1,372 |
|
|
|
(76 |
) |
| Barclays PLC |
|
|
07/02/20 |
|
|
|
EUR |
|
|
|
313 |
|
|
|
USD |
|
|
|
354 |
|
|
|
3 |
|
| Barclays PLC |
|
|
07/02/20 - 08/05/20 |
|
|
|
EUR |
|
|
|
54,698 |
|
|
|
USD |
|
|
|
60,984 |
|
|
|
(489 |
) |
| Barclays PLC |
|
|
07/02/20 |
|
|
|
THB |
|
|
|
76,749 |
|
|
|
USD |
|
|
|
2,409 |
|
|
|
(74 |
) |
| Barclays PLC |
|
|
07/02/20 |
|
|
|
JPY |
|
|
|
3,654,820 |
|
|
|
USD |
|
|
|
34,001 |
|
|
|
124 |
|
| Barclays PLC |
|
|
07/02/20 |
|
|
|
JPY |
|
|
|
117,548 |
|
|
|
USD |
|
|
|
1,083 |
|
|
|
(7 |
) |
| Barclays PLC |
|
|
07/23/20 |
|
|
|
USD |
|
|
|
431 |
|
|
|
IDR |
|
|
|
6,215,845 |
|
|
|
(2 |
) |
| Barclays PLC |
|
|
07/23/20 |
|
|
|
USD |
|
|
|
384 |
|
|
|
INR |
|
|
|
30,108 |
|
|
|
14 |
|
| Barclays PLC |
|
|
07/23/20 |
|
|
|
USD |
|
|
|
500 |
|
|
|
INR |
|
|
|
37,716 |
|
|
|
(1 |
) |
| Barclays PLC |
|
|
07/23/20 |
|
|
|
INR |
|
|
|
49,174 |
|
|
|
USD |
|
|
|
643 |
|
|
|
(7 |
) |
| Barclays PLC |
|
|
07/23/20 |
|
|
|
IDR |
|
|
|
19,332,340 |
|
|
|
USD |
|
|
|
1,327 |
|
|
|
(8 |
) |
| Barclays PLC |
|
|
08/05/20 |
|
|
|
USD |
|
|
|
121 |
|
|
|
CNY |
|
|
|
856 |
|
|
|
— |
|
| Barclays PLC |
|
|
08/05/20 |
|
|
|
PLN |
|
|
|
3,559 |
|
|
|
USD |
|
|
|
897 |
|
|
|
(4 |
) |
| Barclays PLC |
|
|
08/13/20 |
|
|
|
USD |
|
|
|
281 |
|
|
|
MYR |
|
|
|
1,166 |
|
|
|
(8 |
) |
| Barclays PLC |
|
|
08/13/20 |
|
|
|
USD |
|
|
|
1,063 |
|
|
|
KRW |
|
|
|
1,308,908 |
|
|
|
29 |
|
| Barclays PLC |
|
|
08/20/20 |
|
|
|
USD |
|
|
|
1,100 |
|
|
|
TWD |
|
|
|
32,305 |
|
|
|
7 |
|
| Barclays PLC |
|
|
08/20/20 |
|
|
|
TWD |
|
|
|
24,884 |
|
|
|
USD |
|
|
|
836 |
|
|
|
(17 |
) |
| BMO Capital |
|
|
07/02/20 |
|
|
|
USD |
|
|
|
1,402 |
|
|
|
EUR |
|
|
|
1,236 |
|
|
|
(14 |
) |
| BMO Capital |
|
|
07/02/20 |
|
|
|
CAD |
|
|
|
20,297 |
|
|
|
USD |
|
|
|
15,001 |
|
|
|
99 |
|
| BMO Capital |
|
|
08/05/20 |
|
|
|
CAD |
|
|
|
20,059 |
|
|
|
USD |
|
|
|
14,682 |
|
|
|
(50 |
) |
| BNP Paribas |
|
|
07/02/20 |
|
|
|
USD |
|
|
|
794 |
|
|
|
GBP |
|
|
|
623 |
|
|
|
(25 |
) |
| BNP Paribas |
|
|
07/02/20 |
|
|
|
USD |
|
|
|
1,271 |
|
|
|
BRL |
|
|
|
6,845 |
|
|
|
(24 |
) |
| BNP Paribas |
|
|
07/02/20 |
|
|
|
USD |
|
|
|
221 |
|
|
|
EUR |
|
|
|
198 |
|
|
|
1 |
|
| BNP Paribas |
|
|
07/02/20 |
|
|
|
USD |
|
|
|
2,272 |
|
|
|
EUR |
|
|
|
2,012 |
|
|
|
(12 |
) |
| BNP Paribas |
|
|
07/02/20 |
|
|
|
PLN |
|
|
|
3,560 |
|
|
|
USD |
|
|
|
889 |
|
|
|
(11 |
) |
| BNP Paribas |
|
|
07/02/20 - 08/05/20 |
|
|
|
NZD |
|
|
|
3,707 |
|
|
|
USD |
|
|
|
2,367 |
|
|
|
(19 |
) |
| BNP Paribas |
|
|
07/02/20 |
|
|
|
USD |
|
|
|
8,818 |
|
|
|
JPY |
|
|
|
945,260 |
|
|
|
(56 |
) |
| BNP Paribas |
|
|
07/02/20 - 08/05/20 |
|
|
|
MYR |
|
|
|
17,424 |
|
|
|
USD |
|
|
|
4,047 |
|
|
|
(20 |
) |
| BNP Paribas |
|
|
07/02/20 |
|
|
|
HUF |
|
|
|
76,500 |
|
|
|
USD |
|
|
|
244 |
|
|
|
1 |
|
| BNP Paribas |
|
|
07/02/20 |
|
|
|
JPY |
|
|
|
3,651,713 |
|
|
|
USD |
|
|
|
34,071 |
|
|
|
223 |
|
| BNP Paribas |
|
|
07/17/20 |
|
|
|
GBP |
|
|
|
703 |
|
|
|
USD |
|
|
|
870 |
|
|
|
2 |
|
| BNP Paribas |
|
|
07/17/20 |
|
|
|
ZAR |
|
|
|
17,868 |
|
|
|
USD |
|
|
|
1,031 |
|
|
|
5 |
|
| BNP Paribas |
|
|
07/23/20 |
|
|
|
USD |
|
|
|
931 |
|
|
|
IDR |
|
|
|
13,268,398 |
|
|
|
(15 |
) |
| BNP Paribas |
|
|
07/29/20 |
|
|
|
USD |
|
|
|
1,218 |
|
|
|
PLN |
|
|
|
4,851 |
|
|
|
10 |
|
| BNP Paribas |
|
|
08/13/20 |
|
|
|
AUD |
|
|
|
9,270 |
|
|
|
USD |
|
|
|
6,463 |
|
|
|
82 |
|
| BNP Paribas |
|
|
08/05/20 |
|
|
|
AUD |
|
|
|
5,722 |
|
|
|
USD |
|
|
|
3,924 |
|
|
|
(15 |
) |
| BNP Paribas |
|
|
08/06/20 |
|
|
|
USD |
|
|
|
1,696 |
|
|
|
CAD |
|
|
|
2,271 |
|
|
|
(28 |
) |
| BNP Paribas |
|
|
08/06/20 |
|
|
|
CAD |
|
|
|
1,765 |
|
|
|
USD |
|
|
|
1,266 |
|
|
|
(30 |
) |
| BNP Paribas |
|
|
08/13/20 |
|
|
|
USD |
|
|
|
1,080 |
|
|
|
CNH |
|
|
|
7,664 |
|
|
|
2 |
|
| BNP Paribas |
|
|
08/27/20 |
|
|
|
USD |
|
|
|
1,085 |
|
|
|
SGD |
|
|
|
1,512 |
|
|
|
(1 |
) |
|
|
|
| 14 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Counterparty |
|
Settlement Date |
|
|
|
|
|
Currency to Deliver
(Thousands) |
|
|
|
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
| Brown Brothers Harriman |
|
|
07/17/20 |
|
|
|
USD |
|
|
|
339 |
|
|
|
ZAR |
|
|
|
6,274 |
|
|
$ |
21 |
|
| Brown Brothers Harriman |
|
|
07/17/20 |
|
|
|
USD |
|
|
|
206 |
|
|
|
GBP |
|
|
|
167 |
|
|
|
— |
|
| Brown Brothers Harriman |
|
|
07/17/20 |
|
|
|
USD |
|
|
|
293 |
|
|
|
GBP |
|
|
|
234 |
|
|
|
(4 |
) |
| Brown Brothers Harriman |
|
|
07/17/20 |
|
|
|
ZAR |
|
|
|
6,271 |
|
|
|
USD |
|
|
|
341 |
|
|
|
(19 |
) |
| Brown Brothers Harriman |
|
|
08/06/20 |
|
|
|
USD |
|
|
|
110 |
|
|
|
CAD |
|
|
|
149 |
|
|
|
(1 |
) |
| Brown Brothers Harriman |
|
|
08/06/20 |
|
|
|
NZD |
|
|
|
781 |
|
|
|
USD |
|
|
|
500 |
|
|
|
(3 |
) |
| Brown Brothers Harriman |
|
|
08/06/20 |
|
|
|
EUR |
|
|
|
1,229 |
|
|
|
USD |
|
|
|
1,389 |
|
|
|
7 |
|
| Brown Brothers Harriman |
|
|
08/06/20 |
|
|
|
USD |
|
|
|
1,478 |
|
|
|
EUR |
|
|
|
1,303 |
|
|
|
(13 |
) |
| Brown Brothers Harriman |
|
|
08/07/20 |
|
|
|
USD |
|
|
|
937 |
|
|
|
JPY |
|
|
|
100,882 |
|
|
|
(1 |
) |
| Brown Brothers Harriman |
|
|
08/13/20 |
|
|
|
CNY |
|
|
|
62,808 |
|
|
|
USD |
|
|
|
8,859 |
|
|
|
(12 |
) |
| Brown Brothers Harriman |
|
|
08/28/20 |
|
|
|
USD |
|
|
|
1,200 |
|
|
|
CHF |
|
|
|
1,160 |
|
|
|
27 |
|
| Citi |
|
|
07/02/20 |
|
|
|
USD |
|
|
|
1,359 |
|
|
|
BRL |
|
|
|
7,208 |
|
|
|
(46 |
) |
| Citi |
|
|
07/02/20 |
|
|
|
BRL |
|
|
|
6,829 |
|
|
|
USD |
|
|
|
1,284 |
|
|
|
40 |
|
| Citi |
|
|
07/15/20 |
|
|
|
USD |
|
|
|
2,365 |
|
|
|
NOK |
|
|
|
23,169 |
|
|
|
37 |
|
| Citi |
|
|
07/15/20 |
|
|
|
USD |
|
|
|
2,559 |
|
|
|
CLP |
|
|
|
1,964,811 |
|
|
|
(164 |
) |
| Citi |
|
|
07/15/20 |
|
|
|
SEK |
|
|
|
31,529 |
|
|
|
USD |
|
|
|
3,227 |
|
|
|
(159 |
) |
| Citi |
|
|
07/15/20 |
|
|
|
CLP |
|
|
|
2,518,833 |
|
|
|
USD |
|
|
|
3,064 |
|
|
|
(7 |
) |
| Citi |
|
|
07/15/20 |
|
|
|
COP |
|
|
|
7,859,809 |
|
|
|
USD |
|
|
|
2,009 |
|
|
|
(91 |
) |
| Citi |
|
|
07/17/20 |
|
|
|
GBP |
|
|
|
9,265 |
|
|
|
USD |
|
|
|
11,332 |
|
|
|
(116 |
) |
| Citi |
|
|
07/29/20 |
|
|
|
PLN |
|
|
|
8,492 |
|
|
|
USD |
|
|
|
2,020 |
|
|
|
(127 |
) |
| Citi |
|
|
08/06/20 |
|
|
|
EUR |
|
|
|
1,477 |
|
|
|
USD |
|
|
|
1,672 |
|
|
|
12 |
|
| Citi |
|
|
08/07/20 |
|
|
|
MXN |
|
|
|
29,274 |
|
|
|
USD |
|
|
|
1,276 |
|
|
|
16 |
|
| Citi |
|
|
08/20/20 |
|
|
|
TWD |
|
|
|
47,448 |
|
|
|
USD |
|
|
|
1,597 |
|
|
|
(30 |
) |
| Citi |
|
|
08/28/20 |
|
|
|
CHF |
|
|
|
1,163 |
|
|
|
USD |
|
|
|
1,213 |
|
|
|
(17 |
) |
| Citigroup |
|
|
07/02/20 |
|
|
|
CAD |
|
|
|
20 |
|
|
|
USD |
|
|
|
15 |
|
|
|
— |
|
| Citigroup |
|
|
07/02/20 |
|
|
|
USD |
|
|
|
144 |
|
|
|
CAD |
|
|
|
195 |
|
|
|
(1 |
) |
| Citigroup |
|
|
07/02/20 |
|
|
|
USD |
|
|
|
212 |
|
|
|
CNY |
|
|
|
1,496 |
|
|
|
— |
|
| Citigroup |
|
|
07/02/20 |
|
|
|
USD |
|
|
|
29 |
|
|
|
SEK |
|
|
|
274 |
|
|
|
— |
|
| Citigroup |
|
|
07/02/20 |
|
|
|
USD |
|
|
|
218 |
|
|
|
SEK |
|
|
|
2,020 |
|
|
|
(1 |
) |
| Citigroup |
|
|
07/02/20 |
|
|
|
USD |
|
|
|
142 |
|
|
|
GBP |
|
|
|
115 |
|
|
|
— |
|
| Citigroup |
|
|
07/02/20 - 08/05/20 |
|
|
|
USD |
|
|
|
571 |
|
|
|
GBP |
|
|
|
460 |
|
|
|
(3 |
) |
| Citigroup |
|
|
07/02/20 |
|
|
|
NOK |
|
|
|
2,211 |
|
|
|
USD |
|
|
|
233 |
|
|
|
3 |
|
| Citigroup |
|
|
07/02/20 |
|
|
|
MXN |
|
|
|
45,692 |
|
|
|
USD |
|
|
|
2,061 |
|
|
|
83 |
|
| Citigroup |
|
|
07/02/20 |
|
|
|
EUR |
|
|
|
1,618 |
|
|
|
USD |
|
|
|
1,839 |
|
|
|
22 |
|
| Citigroup |
|
|
07/02/20 |
|
|
|
EUR |
|
|
|
83,117 |
|
|
|
USD |
|
|
|
92,537 |
|
|
|
(816 |
) |
| Citigroup |
|
|
08/05/20 |
|
|
|
USD |
|
|
|
289 |
|
|
|
EUR |
|
|
|
258 |
|
|
|
1 |
|
| Citigroup |
|
|
08/05/20 |
|
|
|
USD |
|
|
|
522 |
|
|
|
JPY |
|
|
|
56,300 |
|
|
|
— |
|
| Citigroup |
|
|
08/05/20 |
|
|
|
ILS |
|
|
|
4,438 |
|
|
|
USD |
|
|
|
1,293 |
|
|
|
9 |
|
| Citigroup |
|
|
08/05/20 |
|
|
|
CNY |
|
|
|
5,058 |
|
|
|
USD |
|
|
|
714 |
|
|
|
— |
|
| Credit Suisse First Boston |
|
|
07/02/20 |
|
|
|
USD |
|
|
|
595 |
|
|
|
EUR |
|
|
|
530 |
|
|
|
1 |
|
| Credit Suisse First Boston |
|
|
07/15/20 |
|
|
|
NOK |
|
|
|
10,724 |
|
|
|
USD |
|
|
|
1,050 |
|
|
|
(62 |
) |
| Credit Suisse First Boston |
|
|
07/17/20 |
|
|
|
USD |
|
|
|
1,077 |
|
|
|
ZAR |
|
|
|
17,911 |
|
|
|
(48 |
) |
| Credit Suisse First Boston |
|
|
07/29/20 |
|
|
|
USD |
|
|
|
2,089 |
|
|
|
PLN |
|
|
|
8,433 |
|
|
|
43 |
|
| Credit Suisse First Boston |
|
|
08/27/20 |
|
|
|
SGD |
|
|
|
3,598 |
|
|
|
USD |
|
|
|
2,534 |
|
|
|
(46 |
) |
| Credit Suisse First Boston |
|
|
08/28/20 |
|
|
|
CHF |
|
|
|
1,146 |
|
|
|
USD |
|
|
|
1,214 |
|
|
|
2 |
|
| Deutsche Bank |
|
|
07/23/20 |
|
|
|
USD |
|
|
|
836 |
|
|
|
INR |
|
|
|
63,163 |
|
|
|
(1 |
) |
| Goldman Sachs |
|
|
07/02/20 |
|
|
|
USD |
|
|
|
171 |
|
|
|
EUR |
|
|
|
151 |
|
|
|
(1 |
) |
| Goldman Sachs |
|
|
07/02/20 - 08/05/20 |
|
|
|
USD |
|
|
|
285 |
|
|
|
ZAR |
|
|
|
4,960 |
|
|
|
— |
|
| Goldman Sachs |
|
|
07/02/20 |
|
|
|
TRY |
|
|
|
2,018 |
|
|
|
USD |
|
|
|
298 |
|
|
|
4 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
|
15 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver
(Thousands) |
|
|
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized
Appreciation
(Depreciation)
(Thousands) |
| Goldman Sachs |
|
|
07/02/20 - 08/05/20 |
|
|
TRY |
|
|
14,281 |
|
|
USD |
|
|
2,068 |
|
|
$ |
(4 |
) |
| Goldman Sachs |
|
|
07/02/20 |
|
|
ZAR |
|
|
7,852 |
|
|
USD |
|
|
457 |
|
|
|
5 |
|
| Goldman Sachs |
|
|
07/02/20 |
|
|
ZAR |
|
|
17,682 |
|
|
USD |
|
|
1,006 |
|
|
|
(12 |
) |
| Goldman Sachs |
|
|
07/14/20 |
|
|
RUB |
|
|
81,454 |
|
|
USD |
|
|
1,178 |
|
|
|
36 |
|
| Goldman Sachs |
|
|
08/05/20 |
|
|
EUR |
|
|
90 |
|
|
USD |
|
|
101 |
|
|
|
— |
|
| Goldman Sachs |
|
|
08/06/20 |
|
|
CAD |
|
|
16,006 |
|
|
USD |
|
|
11,541 |
|
|
|
(213 |
) |
| Goldman Sachs |
|
|
08/07/20 |
|
|
USD |
|
|
1,316 |
|
|
MXN |
|
|
29,455 |
|
|
|
(48 |
) |
| Goldman Sachs |
|
|
08/13/20 |
|
|
MYR |
|
|
1,173 |
|
|
USD |
|
|
286 |
|
|
|
12 |
|
| HSBC |
|
|
07/02/20 |
|
|
USD |
|
|
1,102 |
|
|
GBP |
|
|
883 |
|
|
|
(11 |
) |
| HSBC |
|
|
07/02/20 |
|
|
GBP |
|
|
1,500 |
|
|
USD |
|
|
1,873 |
|
|
|
20 |
|
| HSBC |
|
|
08/06/20 |
|
|
NZD |
|
|
1,349 |
|
|
USD |
|
|
857 |
|
|
|
(11 |
) |
| HSBC |
|
|
08/20/20 |
|
|
USD |
|
|
1,386 |
|
|
TWD |
|
|
40,457 |
|
|
|
1 |
|
| JPMorgan Chase Bank |
|
|
07/02/20 |
|
|
USD |
|
|
— |
|
|
PLN |
|
|
1 |
|
|
|
— |
|
| JPMorgan Chase Bank |
|
|
07/02/20 |
|
|
USD |
|
|
5 |
|
|
HUF |
|
|
1,542 |
|
|
|
— |
|
| JPMorgan Chase Bank |
|
|
07/02/20 |
|
|
USD |
|
|
39 |
|
|
MXN |
|
|
882 |
|
|
|
(1 |
) |
| JPMorgan Chase Bank |
|
|
07/02/20 |
|
|
USD |
|
|
285 |
|
|
ZAR |
|
|
4,960 |
|
|
|
1 |
|
| JPMorgan Chase Bank |
|
|
07/02/20 |
|
|
USD |
|
|
322 |
|
|
CAD |
|
|
435 |
|
|
|
(2 |
) |
| JPMorgan Chase Bank |
|
|
07/02/20 |
|
|
USD |
|
|
239 |
|
|
NZD |
|
|
374 |
|
|
|
2 |
|
| JPMorgan Chase Bank |
|
|
07/02/20 |
|
|
USD |
|
|
172 |
|
|
NZD |
|
|
265 |
|
|
|
(1 |
) |
| JPMorgan Chase Bank |
|
|
07/02/20 |
|
|
USD |
|
|
107 |
|
|
AUD |
|
|
156 |
|
|
|
— |
|
| JPMorgan Chase Bank |
|
|
07/02/20 |
|
|
USD |
|
|
306 |
|
|
AUD |
|
|
441 |
|
|
|
(3 |
) |
| JPMorgan Chase Bank |
|
|
07/02/20 |
|
|
USD |
|
|
140 |
|
|
SEK |
|
|
1,308 |
|
|
|
1 |
|
| JPMorgan Chase Bank |
|
|
07/02/20 |
|
|
USD |
|
|
443 |
|
|
SEK |
|
|
4,111 |
|
|
|
(2 |
) |
| JPMorgan Chase Bank |
|
|
07/02/20 |
|
|
NZD |
|
|
355 |
|
|
USD |
|
|
230 |
|
|
|
2 |
|
| JPMorgan Chase Bank |
|
|
07/02/20 |
|
|
NZD |
|
|
247 |
|
|
USD |
|
|
158 |
|
|
|
(1 |
) |
| JPMorgan Chase Bank |
|
|
07/02/20 |
|
|
AUD |
|
|
285 |
|
|
USD |
|
|
197 |
|
|
|
1 |
|
| JPMorgan Chase Bank |
|
|
07/02/20 - 08/05/20 |
|
|
AUD |
|
|
370 |
|
|
USD |
|
|
254 |
|
|
|
(1 |
) |
| JPMorgan Chase Bank |
|
|
07/02/20 - 08/05/20 |
|
|
USD |
|
|
117 |
|
|
NOK |
|
|
1,134 |
|
|
|
1 |
|
| JPMorgan Chase Bank |
|
|
07/02/20 |
|
|
USD |
|
|
559 |
|
|
NOK |
|
|
5,243 |
|
|
|
(15 |
) |
| JPMorgan Chase Bank |
|
|
07/02/20 |
|
|
SEK |
|
|
456 |
|
|
USD |
|
|
49 |
|
|
|
1 |
|
| JPMorgan Chase Bank |
|
|
07/02/20 |
|
|
SEK |
|
|
246 |
|
|
USD |
|
|
26 |
|
|
|
— |
|
| JPMorgan Chase Bank |
|
|
07/02/20 |
|
|
CAD |
|
|
432 |
|
|
USD |
|
|
320 |
|
|
|
3 |
|
| JPMorgan Chase Bank |
|
|
07/02/20 - 08/05/20 |
|
|
CAD |
|
|
362 |
|
|
USD |
|
|
265 |
|
|
|
(1 |
) |
| JPMorgan Chase Bank |
|
|
07/02/20 |
|
|
TRY |
|
|
971 |
|
|
USD |
|
|
141 |
|
|
|
(1 |
) |
| JPMorgan Chase Bank |
|
|
07/02/20 |
|
|
USD |
|
|
964 |
|
|
JPY |
|
|
104,980 |
|
|
|
9 |
|
| JPMorgan Chase Bank |
|
|
07/02/20 |
|
|
USD |
|
|
591 |
|
|
JPY |
|
|
63,318 |
|
|
|
(4 |
) |
| JPMorgan Chase Bank |
|
|
07/02/20 - 08/05/20 |
|
|
EUR |
|
|
2,023 |
|
|
USD |
|
|
2,290 |
|
|
|
18 |
|
| JPMorgan Chase Bank |
|
|
07/02/20 - 08/05/20 |
|
|
EUR |
|
|
78 |
|
|
USD |
|
|
87 |
|
|
|
— |
|
| JPMorgan Chase Bank |
|
|
07/02/20 |
|
|
USD |
|
|
2,353 |
|
|
CHF |
|
|
2,259 |
|
|
|
31 |
|
| JPMorgan Chase Bank |
|
|
07/02/20 |
|
|
USD |
|
|
189 |
|
|
CHF |
|
|
177 |
|
|
|
(2 |
) |
| JPMorgan Chase Bank |
|
|
07/02/20 |
|
|
NOK |
|
|
1,845 |
|
|
USD |
|
|
195 |
|
|
|
4 |
|
| JPMorgan Chase Bank |
|
|
07/02/20 |
|
|
NOK |
|
|
1,093 |
|
|
USD |
|
|
112 |
|
|
|
(1 |
) |
| JPMorgan Chase Bank |
|
|
07/02/20 - 08/05/20 |
|
|
USD |
|
|
678 |
|
|
GBP |
|
|
549 |
|
|
|
1 |
|
| JPMorgan Chase Bank |
|
|
07/02/20 - 08/05/20 |
|
|
USD |
|
|
3,745 |
|
|
GBP |
|
|
3,018 |
|
|
|
(15 |
) |
| JPMorgan Chase Bank |
|
|
07/02/20 - 08/05/20 |
|
|
CHF |
|
|
213 |
|
|
USD |
|
|
226 |
|
|
|
1 |
|
| JPMorgan Chase Bank |
|
|
07/02/20 - 08/05/20 |
|
|
CHF |
|
|
4,369 |
|
|
USD |
|
|
4,549 |
|
|
|
(62 |
) |
| JPMorgan Chase Bank |
|
|
07/02/20 - 08/05/20 |
|
|
GBP |
|
|
254 |
|
|
USD |
|
|
318 |
|
|
|
4 |
|
| JPMorgan Chase Bank |
|
|
07/02/20 |
|
|
GBP |
|
|
11,138 |
|
|
USD |
|
|
13,697 |
|
|
|
(66 |
) |
| JPMorgan Chase Bank |
|
|
07/02/20 - 08/05/20 |
|
|
USD |
|
|
1,467 |
|
|
EUR |
|
|
1,308 |
|
|
|
3 |
|
| JPMorgan Chase Bank |
|
|
07/02/20 - 08/05/20 |
|
|
USD |
|
|
11,088 |
|
|
EUR |
|
|
9,789 |
|
|
|
(94 |
) |
|
|
|
| 16 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver
(Thousands) |
|
|
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized
Appreciation
(Depreciation)
(Thousands) |
| JPMorgan Chase Bank |
|
|
07/02/20 |
|
|
CZK |
|
|
25,007 |
|
|
USD |
|
|
1,030 |
|
|
$ |
(24 |
) |
| JPMorgan Chase Bank |
|
|
07/02/20 - 08/05/20 |
|
|
JPY |
|
|
35,585 |
|
|
USD |
|
|
332 |
|
|
|
3 |
|
| JPMorgan Chase Bank |
|
|
07/02/20 |
|
|
JPY |
|
|
52,733 |
|
|
USD |
|
|
484 |
|
|
|
(5 |
) |
| JPMorgan Chase Bank |
|
|
07/02/20 - 08/05/20 |
|
|
CNY |
|
|
204,205 |
|
|
USD |
|
|
28,622 |
|
|
|
(239 |
) |
| JPMorgan Chase Bank |
|
|
07/06/20 |
|
|
USD |
|
|
437 |
|
|
CLP |
|
|
352,133 |
|
|
|
(8 |
) |
| JPMorgan Chase Bank |
|
|
07/06/20 |
|
|
CLP |
|
|
352,133 |
|
|
USD |
|
|
446 |
|
|
|
16 |
|
| JPMorgan Chase Bank |
|
|
07/15/20 |
|
|
USD |
|
|
1,793 |
|
|
RUB |
|
|
123,160 |
|
|
|
(67 |
) |
| JPMorgan Chase Bank |
|
|
07/17/20 |
|
|
GBP |
|
|
1,155 |
|
|
USD |
|
|
1,430 |
|
|
|
2 |
|
| JPMorgan Chase Bank |
|
|
07/20/20 - 07/21/20 |
|
|
THB |
|
|
134,214 |
|
|
USD |
|
|
4,336 |
|
|
|
(7 |
) |
| JPMorgan Chase Bank |
|
|
07/22/20 |
|
|
NZD |
|
|
15,036 |
|
|
USD |
|
|
9,769 |
|
|
|
92 |
|
| JPMorgan Chase Bank |
|
|
07/22/20 |
|
|
IDR |
|
|
13,454,589 |
|
|
USD |
|
|
943 |
|
|
|
13 |
|
| JPMorgan Chase Bank |
|
|
07/23/20 |
|
|
USD |
|
|
629 |
|
|
IDR |
|
|
10,071,137 |
|
|
|
67 |
|
| JPMorgan Chase Bank |
|
|
07/27/20 |
|
|
AUD |
|
|
24 |
|
|
USD |
|
|
17 |
|
|
|
— |
|
| JPMorgan Chase Bank |
|
|
07/27/20 |
|
|
USD |
|
|
828 |
|
|
PLN |
|
|
3,255 |
|
|
|
(5 |
) |
| JPMorgan Chase Bank |
|
|
07/27/20 |
|
|
CAD |
|
|
2,593 |
|
|
USD |
|
|
1,910 |
|
|
|
6 |
|
| JPMorgan Chase Bank |
|
|
07/27/20 |
|
|
USD |
|
|
3,877 |
|
|
GBP |
|
|
3,119 |
|
|
|
(23 |
) |
| JPMorgan Chase Bank |
|
|
07/27/20 |
|
|
USD |
|
|
5,570 |
|
|
NOK |
|
|
53,376 |
|
|
|
(36 |
) |
| JPMorgan Chase Bank |
|
|
07/27/20 |
|
|
USD |
|
|
6,391 |
|
|
SEK |
|
|
60,021 |
|
|
|
55 |
|
| JPMorgan Chase Bank |
|
|
07/27/20 |
|
|
CHF |
|
|
6,809 |
|
|
USD |
|
|
7,177 |
|
|
|
(17 |
) |
| JPMorgan Chase Bank |
|
|
07/27/20 |
|
|
SGD |
|
|
10,007 |
|
|
USD |
|
|
7,174 |
|
|
|
(1 |
) |
| JPMorgan Chase Bank |
|
|
07/27/20 |
|
|
EUR |
|
|
23,762 |
|
|
USD |
|
|
26,690 |
|
|
|
(11 |
) |
| JPMorgan Chase Bank |
|
|
07/29/20 |
|
|
USD |
|
|
68 |
|
|
BRL |
|
|
354 |
|
|
|
(4 |
) |
| JPMorgan Chase Bank |
|
|
07/29/20 |
|
|
MXN |
|
|
55,692 |
|
|
USD |
|
|
2,486 |
|
|
|
85 |
|
| JPMorgan Chase Bank |
|
|
07/29/20 |
|
|
KRW |
|
|
1,083,156 |
|
|
USD |
|
|
896 |
|
|
|
(7 |
) |
| JPMorgan Chase Bank |
|
|
07/29/20 |
|
|
JPY |
|
|
3,131,943 |
|
|
USD |
|
|
29,251 |
|
|
|
206 |
|
| JPMorgan Chase Bank |
|
|
07/30/20 |
|
|
USD |
|
|
319 |
|
|
COP |
|
|
1,189,125 |
|
|
|
(2 |
) |
| JPMorgan Chase Bank |
|
|
08/05/20 |
|
|
USD |
|
|
42 |
|
|
SGD |
|
|
58 |
|
|
|
— |
|
| JPMorgan Chase Bank |
|
|
08/05/20 |
|
|
SGD |
|
|
6,747 |
|
|
USD |
|
|
4,849 |
|
|
|
11 |
|
| JPMorgan Chase Bank |
|
|
08/05/20 |
|
|
ZAR |
|
|
13,134 |
|
|
USD |
|
|
761 |
|
|
|
8 |
|
| Morgan Stanley |
|
|
07/02/20 |
|
|
USD |
|
|
114 |
|
|
NZD |
|
|
179 |
|
|
|
1 |
|
| Morgan Stanley |
|
|
07/02/20 |
|
|
USD |
|
|
80 |
|
|
NZD |
|
|
123 |
|
|
|
(1 |
) |
| Morgan Stanley |
|
|
07/02/20 |
|
|
USD |
|
|
84 |
|
|
CAD |
|
|
116 |
|
|
|
1 |
|
| Morgan Stanley |
|
|
07/02/20 |
|
|
USD |
|
|
120 |
|
|
CAD |
|
|
162 |
|
|
|
(1 |
) |
| Morgan Stanley |
|
|
08/05/20 |
|
|
USD |
|
|
59 |
|
|
GBP |
|
|
48 |
|
|
|
— |
|
| Morgan Stanley |
|
|
07/02/20 - 08/05/20 |
|
|
USD |
|
|
173 |
|
|
GBP |
|
|
139 |
|
|
|
(2 |
) |
| Morgan Stanley |
|
|
07/02/20 |
|
|
USD |
|
|
312 |
|
|
NOK |
|
|
2,907 |
|
|
|
(11 |
) |
| Morgan Stanley |
|
|
07/02/20 |
|
|
AUD |
|
|
62 |
|
|
USD |
|
|
43 |
|
|
|
1 |
|
| Morgan Stanley |
|
|
07/02/20 - 08/05/20 |
|
|
AUD |
|
|
323 |
|
|
USD |
|
|
221 |
|
|
|
(2 |
) |
| Morgan Stanley |
|
|
07/02/20 - 08/05/20 |
|
|
USD |
|
|
310 |
|
|
CHF |
|
|
296 |
|
|
|
2 |
|
| Morgan Stanley |
|
|
07/02/20 |
|
|
USD |
|
|
79 |
|
|
CHF |
|
|
75 |
|
|
|
— |
|
| Morgan Stanley |
|
|
07/02/20 |
|
|
NZD |
|
|
286 |
|
|
USD |
|
|
185 |
|
|
|
1 |
|
| Morgan Stanley |
|
|
07/02/20 |
|
|
NZD |
|
|
248 |
|
|
USD |
|
|
158 |
|
|
|
(1 |
) |
| Morgan Stanley |
|
|
07/02/20 - 08/05/20 |
|
|
USD |
|
|
170 |
|
|
AUD |
|
|
248 |
|
|
|
1 |
|
| Morgan Stanley |
|
|
07/02/20 |
|
|
USD |
|
|
636 |
|
|
AUD |
|
|
915 |
|
|
|
(6 |
) |
| Morgan Stanley |
|
|
07/02/20 |
|
|
TRY |
|
|
971 |
|
|
USD |
|
|
141 |
|
|
|
(1 |
) |
| Morgan Stanley |
|
|
07/02/20 |
|
|
USD |
|
|
46 |
|
|
JPY |
|
|
4,969 |
|
|
|
— |
|
| Morgan Stanley |
|
|
07/02/20 - 08/05/20 |
|
|
USD |
|
|
1,093 |
|
|
JPY |
|
|
116,921 |
|
|
|
(9 |
) |
| Morgan Stanley |
|
|
07/02/20 |
|
|
CAD |
|
|
160 |
|
|
USD |
|
|
118 |
|
|
|
1 |
|
| Morgan Stanley |
|
|
07/02/20 - 08/06/20 |
|
|
CAD |
|
|
1,146 |
|
|
USD |
|
|
839 |
|
|
|
(2 |
) |
| Morgan Stanley |
|
|
07/02/20 - 07/15/20 |
|
|
USD |
|
|
1,391 |
|
|
SEK |
|
|
12,969 |
|
|
|
2 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
|
17 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver
(Thousands) |
|
|
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized
Appreciation
(Depreciation)
(Thousands) |
| Morgan Stanley |
|
|
07/02/20 |
|
|
USD |
|
|
130 |
|
|
SEK |
|
|
1,206 |
|
|
$ |
(1 |
) |
| Morgan Stanley |
|
|
07/02/20 |
|
|
GBP |
|
|
742 |
|
|
USD |
|
|
942 |
|
|
|
25 |
|
| Morgan Stanley |
|
|
07/02/20 - 07/17/20 |
|
|
GBP |
|
|
1,482 |
|
|
USD |
|
|
1,830 |
|
|
|
(2 |
) |
| Morgan Stanley |
|
|
07/02/20 |
|
|
CHF |
|
|
112 |
|
|
USD |
|
|
119 |
|
|
|
1 |
|
| Morgan Stanley |
|
|
07/02/20 - 08/05/20 |
|
|
CHF |
|
|
2,319 |
|
|
USD |
|
|
2,441 |
|
|
|
(9 |
) |
| Morgan Stanley |
|
|
07/02/20 |
|
|
ILS |
|
|
4,438 |
|
|
USD |
|
|
1,265 |
|
|
|
(17 |
) |
| Morgan Stanley |
|
|
07/02/20 |
|
|
USD |
|
|
1,130 |
|
|
EUR |
|
|
1,008 |
|
|
|
2 |
|
| Morgan Stanley |
|
|
07/02/20 |
|
|
USD |
|
|
4,830 |
|
|
EUR |
|
|
4,276 |
|
|
|
(28 |
) |
| Morgan Stanley |
|
|
07/02/20 |
|
|
NOK |
|
|
1,235 |
|
|
USD |
|
|
130 |
|
|
|
2 |
|
| Morgan Stanley |
|
|
07/02/20 - 08/05/20 |
|
|
NOK |
|
|
6,163 |
|
|
USD |
|
|
634 |
|
|
|
(5 |
) |
| Morgan Stanley |
|
|
07/02/20 - 08/05/20 |
|
|
DKK |
|
|
15,724 |
|
|
USD |
|
|
2,360 |
|
|
|
(11 |
) |
| Morgan Stanley |
|
|
07/02/20 |
|
|
SEK |
|
|
300 |
|
|
USD |
|
|
33 |
|
|
|
— |
|
| Morgan Stanley |
|
|
07/02/20 - 08/05/20 |
|
|
SEK |
|
|
29,475 |
|
|
USD |
|
|
3,137 |
|
|
|
(27 |
) |
| Morgan Stanley |
|
|
07/02/20 - 09/10/20 |
|
|
EUR |
|
|
13,474 |
|
|
USD |
|
|
15,260 |
|
|
|
109 |
|
| Morgan Stanley |
|
|
07/02/20 - 08/06/20 |
|
|
EUR |
|
|
57,563 |
|
|
USD |
|
|
63,892 |
|
|
|
(794 |
) |
| Morgan Stanley |
|
|
07/02/20 - 08/05/20 |
|
|
JPY |
|
|
7,035,767 |
|
|
USD |
|
|
65,808 |
|
|
|
554 |
|
| Morgan Stanley |
|
|
07/02/20 - 08/07/20 |
|
|
JPY |
|
|
1,842,836 |
|
|
USD |
|
|
16,919 |
|
|
|
(165 |
) |
| Morgan Stanley |
|
|
07/14/20 |
|
|
USD |
|
|
659 |
|
|
RUB |
|
|
49,208 |
|
|
|
31 |
|
| Morgan Stanley |
|
|
07/14/20 |
|
|
RUB |
|
|
44,533 |
|
|
USD |
|
|
637 |
|
|
|
13 |
|
| Morgan Stanley |
|
|
07/28/20 |
|
|
USD |
|
|
655 |
|
|
TRY |
|
|
4,517 |
|
|
|
— |
|
| Morgan Stanley |
|
|
08/04/20 |
|
|
USD |
|
|
1,327 |
|
|
BRL |
|
|
7,224 |
|
|
|
(14 |
) |
| Morgan Stanley |
|
|
08/05/20 |
|
|
CZK |
|
|
25,007 |
|
|
USD |
|
|
1,050 |
|
|
|
(5 |
) |
| Morgan Stanley |
|
|
08/05/20 |
|
|
HUF |
|
|
74,958 |
|
|
USD |
|
|
237 |
|
|
|
— |
|
| RBC |
|
|
08/05/20 |
|
|
USD |
|
|
663 |
|
|
JPY |
|
|
71,398 |
|
|
|
(1 |
) |
| RBS |
|
|
07/15/20 |
|
|
USD |
|
|
1,414 |
|
|
COP |
|
|
5,316,018 |
|
|
|
6 |
|
| Standard Chartered |
|
|
07/02/20 |
|
|
USD |
|
|
56 |
|
|
SGD |
|
|
79 |
|
|
|
1 |
|
| Standard Chartered |
|
|
07/02/20 |
|
|
USD |
|
|
171 |
|
|
AUD |
|
|
245 |
|
|
|
(2 |
) |
| Standard Chartered |
|
|
07/02/20 |
|
|
SGD |
|
|
6,747 |
|
|
USD |
|
|
4,775 |
|
|
|
(61 |
) |
| Standard Chartered |
|
|
07/23/20 |
|
|
INR |
|
|
29,681 |
|
|
USD |
|
|
391 |
|
|
|
(2 |
) |
| Standard Chartered |
|
|
07/23/20 |
|
|
IDR |
|
|
9,963,413 |
|
|
USD |
|
|
618 |
|
|
|
(71 |
) |
| Standard Chartered |
|
|
08/05/20 |
|
|
USD |
|
|
375 |
|
|
EUR |
|
|
334 |
|
|
|
— |
|
| Standard Chartered |
|
|
08/05/20 |
|
|
THB |
|
|
76,749 |
|
|
USD |
|
|
2,485 |
|
|
|
1 |
|
| Standard Chartered |
|
|
08/05/20 |
|
|
HUF |
|
|
239,691 |
|
|
USD |
|
|
761 |
|
|
|
1 |
|
| Standard Chartered |
|
|
08/20/20 |
|
|
USD |
|
|
1,341 |
|
|
TWD |
|
|
39,508 |
|
|
|
13 |
|
| State Street |
|
|
07/02/20 |
|
|
GBP |
|
|
198 |
|
|
USD |
|
|
244 |
|
|
|
(1 |
) |
| State Street |
|
|
07/02/20 |
|
|
AUD |
|
|
218 |
|
|
USD |
|
|
145 |
|
|
|
(5 |
) |
| State Street |
|
|
07/02/20 |
|
|
USD |
|
|
361 |
|
|
CHF |
|
|
345 |
|
|
|
3 |
|
| State Street |
|
|
08/05/20 |
|
|
USD |
|
|
211 |
|
|
GBP |
|
|
171 |
|
|
|
1 |
|
| State Street |
|
|
07/02/20 |
|
|
USD |
|
|
362 |
|
|
GBP |
|
|
291 |
|
|
|
(2 |
) |
| State Street |
|
|
07/02/20 |
|
|
USD |
|
|
872 |
|
|
CAD |
|
|
1,200 |
|
|
|
8 |
|
| State Street |
|
|
07/02/20 - 08/05/20 |
|
|
EUR |
|
|
3,120 |
|
|
USD |
|
|
3,524 |
|
|
|
19 |
|
| State Street |
|
|
07/02/20 - 08/05/20 |
|
|
USD |
|
|
6,930 |
|
|
EUR |
|
|
6,172 |
|
|
|
5 |
|
| State Street |
|
|
07/02/20 |
|
|
JPY |
|
|
61,681 |
|
|
USD |
|
|
566 |
|
|
|
(6 |
) |
| State Street |
|
|
08/05/20 |
|
|
USD |
|
|
329 |
|
|
CNY |
|
|
2,332 |
|
|
|
— |
|
| State Street |
|
|
08/05/20 |
|
|
MXN |
|
|
49,920 |
|
|
USD |
|
|
2,150 |
|
|
|
(1 |
) |
| TD Securities |
|
|
07/02/20 |
|
|
USD |
|
|
632 |
|
|
JPY |
|
|
67,518 |
|
|
|
(6 |
) |
| TD Securities |
|
|
07/02/20 - 08/05/20 |
|
|
GBP |
|
|
31,223 |
|
|
USD |
|
|
38,716 |
|
|
|
137 |
|
| UBS |
|
|
07/02/20 |
|
|
EUR |
|
|
73 |
|
|
USD |
|
|
82 |
|
|
|
— |
|
| UBS |
|
|
07/02/20 |
|
|
USD |
|
|
260 |
|
|
CNY |
|
|
1,869 |
|
|
|
4 |
|
| UBS |
|
|
07/02/20 |
|
|
USD |
|
|
447 |
|
|
JPY |
|
|
48,369 |
|
|
|
2 |
|
|
|
|
| 18 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver
(Thousands) |
|
|
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized
Appreciation
(Depreciation)
(Thousands) |
| UBS |
|
|
07/02/20 |
|
|
MXN |
|
|
5,110 |
|
|
USD |
|
|
230 |
|
|
$ |
9 |
|
| UBS |
|
|
08/06/20 |
|
|
USD |
|
|
806 |
|
|
EUR |
|
|
713 |
|
|
|
(5 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(2,253 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of open OTC swap agreements held by the Fund at June 30, 2020, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Credit Default Swap |
|
| Counterparty |
|
Reference Entity/ Obligation |
|
Buy/Sell
Protection |
|
(Pays)/Receives
Rate |
|
Payment
Frequency |
|
Termination
Date |
|
Notional
Amount
(Thousands) |
|
Value
(Thousands) |
|
|
Upfront
Payments/
Receipts
(Thousands) |
|
Net Unrealized
(Depreciation)
(Thousands) |
| Goldman Sachs |
|
CMBX.NA.BBB.6 |
|
Sell |
|
3.00% |
|
Monthly |
|
05/11/2063 |
|
$(882) |
|
$ |
(276 |
) |
|
$ |
(106) |
|
|
$ |
(170 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Interest Rate Swaps |
|
| Counterparty |
|
Fund Pays |
|
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination
Date |
|
|
Currency |
|
|
Notional
Amount
(Thousands) |
|
|
Value
(Thousands) |
|
Upfront
Payments
(Thousands) |
|
Net Unrealized
Appreciation
(Thousands) |
| Deutsche Bank |
|
|
China 7-Day Reverse
Repo Rate |
|
|
|
2.985% |
|
|
|
Quarterly |
|
|
|
06/03/2024 |
|
|
|
CNY |
|
|
|
23,220 |
|
|
$ |
101 |
|
|
$ |
– |
|
|
$ |
101 |
|
| Deutsche Bank |
|
|
China 7-Day Reverse
Repo Rate |
|
|
|
2.755% |
|
|
|
Quarterly |
|
|
|
09/09/2024 |
|
|
|
CNY |
|
|
|
31,000 |
|
|
|
28 |
|
|
|
– |
|
|
|
28 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
129 |
|
|
$ |
– |
|
|
$ |
129 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open centrally cleared swap agreements held by the Fund at June 30, 2020, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Credit Default Swaps |
|
Reference Entity/
Obligation |
|
Buy/Sell
Protection |
|
|
(Pays)/
Receives Rate |
|
|
Payment
Frequency |
|
|
Termination
Date |
|
|
Notional
Amount
(Thousands) |
|
|
Value
(Thousands) |
|
Upfront Payments/
Receipts
(Thousands) |
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
| CDX.NAHYS33V8.5Y |
|
|
Buy |
|
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
12/20/2024 |
|
|
|
76 |
|
|
$ |
– |
|
|
$ |
(2 |
) |
|
$ |
2 |
|
| CDX.NAHYS33V8.5Y.555067 |
|
|
Buy |
|
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
12/20/2024 |
|
|
|
37 |
|
|
|
– |
|
|
|
(1 |
) |
|
|
1 |
|
| CDX.NAHYS33V8.5Y.558246 |
|
|
Buy |
|
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
12/20/2024 |
|
|
|
27 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| CDX.NAHYS33V8.FY.556984 |
|
|
Buy |
|
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
12/20/2024 |
|
|
|
76 |
|
|
|
– |
|
|
|
(1 |
) |
|
|
1 |
|
| CDX.NAHYS34V5.5Y |
|
|
Sell |
|
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
06/20/2025 |
|
|
|
(169 |
) |
|
|
(1 |
) |
|
|
2 |
|
|
|
(3 |
) |
| ITRAXX EUROPE SERIES |
|
|
Sell |
|
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2024 |
|
|
|
(2,400 |
) |
|
|
28 |
|
|
|
32 |
|
|
|
(4 |
) |
| ITRAXX EUROPE SERIES |
|
|
Sell |
|
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
12/20/2024 |
|
|
|
(1,006 |
) |
|
|
(20 |
) |
|
|
43 |
|
|
|
(63 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
7 |
|
|
$ |
73 |
|
|
$ |
(66 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Interest Rate Swaps |
|
| Fund Pays |
|
Fund Receives |
|
Payment
Frequency |
|
Termination
Date |
|
Currency |
|
Notional
Amount
(Thousands) |
|
|
Value
(Thousands) |
|
Upfront
Payments/
Receipts
(Thousands) |
|
Net
Unrealized
Appreciation
(Depreciation)
(Thousands) |
| 1.6460% |
|
6-MONTH GBP - LIBOR |
|
Semi-Annual |
|
10/03/2047 |
|
GBP |
|
|
460 |
|
|
$ |
(187 |
) |
|
$ |
– |
|
|
$ |
(187 |
) |
| CHINA 7-DAY REVERSE REPO RATE |
|
5.635% |
|
Semi-Annual |
|
02/28/2025 |
|
GBP |
|
|
1,230 |
|
|
|
24 |
|
|
|
– |
|
|
|
24 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(163 |
) |
|
$ |
– |
|
|
$ |
(163 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Percentages are based on Net Assets of $509,741 ($ Thousands). |
| (A) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in
transactions exempt from registration normally to qualified institutions. On June 30, 2020, the value of these securities amounted to $78,023 ($ Thousands), representing 15.3% of the Net Assets of the Fund. |
| (B) |
Security is in default on interest payment. |
| (C) |
Zero coupon security. The rate shown on the Schedule of Investments is the security’s effective yield at the time of
purchase. |
| (D) |
Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest
rates and prepayments on the underlying pool of assets. |
| (E) |
Perpetual security with no stated maturity date.
|
AUD — Australian Dollar
BRL —
Brazilian Real
CAD — Canadian Dollar
CHF — Swiss Franc
Cl — Class
CLP — Chilean Peso
CNH — Chinese Yuan Offshore
CNY — Chinese Yuan Onshore
COP — Colombian Peso
CZK — Czech Koruna
DKK — Danish Krone
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
|
19 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
International Fixed Income Fund (Continued)
EUR — Euro
FHLMC — Federal
Home Loan Mortgage Corporation
FNMA — Federal National Mortgage Association
GBP — British Pound Sterling
HUF — Hungarian Forint
ICE— Intercontinental Exchange
IDR — Indonesian Rupiah
INR — Indian Rupee
ILS — Israeli New Sheckels
JPY — Japanese Yen
KRW — Korean Won
LIBOR — London Interbank Offered Rate
MTN — Medium Term Note
MXN — Mexican Peso
MYR — Malaysian Ringgit
NOK — Norwegian Krone
NZD — New Zealand Dollar
PLC — Public Limited Company
PLN — Polish Zloty
RUB — Russian Ruble
SGD — Singapore Dollar
SEK — Swedish Krona
Ser — Series
THB — Thai Bhat
TRY — Turkish Lira
TWD — Taiwan Dollar
USD — U.S. Dollar
VAR — Variable Rate
ZAR — South African Rand
The following is a list of the level of inputs used as of June 30, 2020, in valuing the Fund’s investments and
other financial instruments carried at value ($ Thousands):
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
| Global Bonds |
|
|
– |
|
|
|
467,142 |
|
|
|
– |
|
|
|
467,142 |
|
| U.S. Treasury Obligations |
|
|
– |
|
|
|
27,657 |
|
|
|
– |
|
|
|
27,657 |
|
| Mortgage-Backed Securities |
|
|
– |
|
|
|
1,716 |
|
|
|
– |
|
|
|
1,716 |
|
| Commercial Paper |
|
|
– |
|
|
|
900 |
|
|
|
– |
|
|
|
900 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Total Investments in Securities |
|
|
– |
|
|
|
497,415 |
|
|
|
– |
|
|
|
497,415 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other Financial
Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
| Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Unrealized Appreciation |
|
|
526 |
|
|
|
– |
|
|
|
– |
|
|
|
526 |
|
| Unrealized Depreciation |
|
|
(291 |
) |
|
|
– |
|
|
|
– |
|
|
|
(291 |
) |
| Forwards Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Unrealized Appreciation |
|
|
– |
|
|
|
2,958 |
|
|
|
– |
|
|
|
2,958 |
|
| Unrealized Depreciation |
|
|
– |
|
|
|
(5,211 |
) |
|
|
– |
|
|
|
(5,211 |
) |
| Centrally Cleared Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Credit Default Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Unrealized Appreciation |
|
|
– |
|
|
|
4 |
|
|
|
– |
|
|
|
4 |
|
| Unrealized Depreciation |
|
|
– |
|
|
|
(70 |
) |
|
|
– |
|
|
|
(70 |
) |
| Interest Rate Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Unrealized Appreciation |
|
|
– |
|
|
|
24 |
|
|
|
– |
|
|
|
24 |
|
| Unrealized Depreciation |
|
|
– |
|
|
|
(187 |
) |
|
|
– |
|
|
|
(187 |
) |
| OTC Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Credit Default Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Unrealized Depreciation |
|
|
– |
|
|
|
(170 |
) |
|
|
– |
|
|
|
(170 |
) |
| Interest Rate Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Unrealized Appreciation |
|
|
– |
|
|
|
129 |
|
|
|
– |
|
|
|
129 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Total Other Financial Instruments |
|
|
235 |
|
|
|
(2,253 |
) |
|
|
– |
|
|
|
(2,288 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
* Futures contracts, forwards contracts and swap contracts are valued at the net unrealized appreciation (depreciation) on the instrument.
For the period ended June 30, 2020, there were no transfers in or out of Level 3.
Amounts designated as “—” are $0 or have been rounded to $0.
For
information on the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.
|
|
|
| 20 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
International Fixed Income Fund (Concluded)
As of June 30, 2020, the International Fixed Income Fund is the seller (“providing protection”) on a total notional amount of $2.0 million. The
notional amounts of the swaps are not recorded in the financial statements. The notional amounts approximate the maximum potential amount of future payments that the Fund could be required to make if the Fund were the seller of protection and a
credit event was to occur. Those credit default swaps (“CDS”) for which the Fund is providing protection at the balance sheet date are summarized as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| WRITTEN CREDIT DERIVATIVE CONTRACTS |
|
SINGLE NAME CREDIT DEFAULT SWAPS |
|
|
CREDIT DEFAULT SWAP INDEX |
|
|
|
|
| REFERENCE ASSET |
|
Corporate
Debt |
|
|
Sovereign
Debt |
|
|
Asset Backed
Securities |
|
|
Corporate
Debt |
|
|
Total |
|
| Fair value of written credit derivatives |
|
|
$- |
|
|
|
$- |
|
|
|
$(275,250) |
|
|
|
$6,260 |
|
|
|
$(268,990) |
|
| Maximum potential amount of future payments |
|
|
- |
|
|
|
- |
|
|
|
882,000 |
|
|
|
3,574,860 |
|
|
|
4,456,860 |
|
| Recourse provisions with third parties to recover any amounts paid under the credit derivative (including any
purchased credit protection)[1] |
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
| Collateral held by the Fund can obtain upon occurrence of triggering event |
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
[1] Potential recoveries would include purchased credit derivatives to the extent they offset written credit derivatives which have an
identical underlying, or a netting arrangement or credit support annex with the counterparty. There may be other potential recoveries from recourse provisions where agreements cover multiple derivative arrangements but those amounts have not been
included.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| MAXIMUM POTENTIAL AMOUNT OF FUTURE PAYMENTS BY CONTRACT TERM |
|
| |
|
0-6 MONTHS |
|
|
6-12 MONTHS |
|
|
1-5 YEARS |
|
|
5-10 YEARS |
|
|
> 10 YEARS |
|
|
Total |
|
| Current credit spread* on underlying (in basis points)[1] |
|
|
$- |
|
|
|
$- |
|
|
|
$- |
|
|
|
$- |
|
|
|
$- |
|
|
|
$- |
|
| 0-100 |
|
|
- |
|
|
|
- |
|
|
|
2,400,000 |
|
|
|
- |
|
|
|
- |
|
|
|
2,400,000 |
|
| 101-200 |
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
| 201-300 |
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
| 301-400 |
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
| > than 400 |
|
|
- |
|
|
|
- |
|
|
|
1,174,860 |
|
|
|
- |
|
|
|
882,000 |
|
|
|
2,056,860 |
|
| Total |
|
|
$- |
|
|
|
$- |
|
|
|
$3,574,860 |
|
|
|
$- |
|
|
|
$882,000 |
|
|
|
$4,456,860 |
|
[1] If Management uses credit ratings to evaluate the credit risk of an underlying asset, it may use such ratings in its disclosure by
replacing credit spreads by credit ratings.
* The credit spread on the underlying asset is generally indicative of the current status of the
underlying risk of the Fund having to perform. The spread also reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into a contract. Higher credit spreads with a shorter contract term is
indicative of a higher likelihood of performance by the Fund.
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
|
21 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
Emerging Markets Debt Fund
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS — 95.7% |
|
|
|
|
|
|
|
|
|
|
|
| Albania — 0.0% |
|
|
|
|
|
|
|
|
| Albania Government International Bond |
|
|
|
|
|
|
|
|
| 3.500%, 10/09/2025 |
|
EUR |
403 |
|
|
$ |
457 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Angola — 1.2% |
|
|
|
|
|
|
|
|
| Angolan Government International Bond |
|
|
|
|
|
|
|
|
| 9.500%, 11/12/2025 |
|
$ |
2,476 |
|
|
|
2,219 |
|
| 9.375%, 05/08/2048 |
|
|
3,852 |
|
|
|
3,121 |
|
| 8.250%, 05/09/2028 |
|
|
2,601 |
|
|
|
2,133 |
|
| Angolan Government International Bond MTN |
|
|
|
|
|
|
|
|
| 9.125%, 11/26/2049 |
|
|
1,061 |
|
|
|
857 |
|
| 9.125%, 11/26/2049 (A) |
|
|
3,449 |
|
|
|
2,787 |
|
| 8.000%, 11/26/2029 (A) |
|
|
2,753 |
|
|
|
2,257 |
|
| 8.000%, 11/26/2029 |
|
|
817 |
|
|
|
670 |
|
| Republic of Angola Via Avenir II BV MTN |
|
|
|
|
|
|
|
|
| 7.869%, VAR ICE LIBOR USD 6 Month+7.500%, 07/01/2023 |
|
|
4,281 |
|
|
|
3,173 |
|
| 4.981%, VAR ICE LIBOR USD 6 Month+4.500%, 12/07/2023 |
|
|
552 |
|
|
|
494 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
17,711 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Argentina — 1.7% |
|
|
|
|
|
|
|
|
| Adecoagro |
|
|
|
|
|
|
|
|
| 6.000%, 09/21/2027 (A)(B) |
|
|
892 |
|
|
|
837 |
|
| Argentine Republic Government International Bond |
|
|
|
|
|
|
|
|
| 7.820%, 12/31/2033 (C) |
|
EUR |
2,191 |
|
|
|
1,022 |
|
| 7.820%, 12/31/2033 (C) |
|
|
16,966 |
|
|
|
7,979 |
|
| 7.500%, 04/22/2026 (C) |
|
$ |
4,194 |
|
|
|
1,686 |
|
| 7.125%, 06/28/2117 (C) |
|
|
1,392 |
|
|
|
537 |
|
| 6.875%, 04/22/2021 (C) |
|
|
3,218 |
|
|
|
1,336 |
|
| 6.875%, 01/26/2027 (C) |
|
|
1,264 |
|
|
|
504 |
|
| 6.875%, 01/11/2048 (C) |
|
|
2,515 |
|
|
|
973 |
|
| 6.625%, 07/06/2028 (C) |
|
|
1,605 |
|
|
|
634 |
|
| 5.875%, 01/11/2028 (C) |
|
|
1,014 |
|
|
|
403 |
|
| 5.625%, 01/26/2022 (C) |
|
|
1,539 |
|
|
|
634 |
|
| 3.370%, 5.250%, 03/31/2029, 12/31/2038 (C)(D) |
|
|
1,000 |
|
|
|
390 |
|
| 5.250%, 01/15/2028 (C) |
|
EUR |
1,820 |
|
|
|
747 |
|
| 5.000%, 01/15/2027 (C) |
|
|
553 |
|
|
|
228 |
|
| 4.625%, 01/11/2023 (C) |
|
$ |
2,443 |
|
|
|
1,014 |
|
| 4.500%, 09/30/2020 (C) |
|
|
1,507 |
|
|
|
763 |
|
| 3.380%, 4.470%, 03/31/2029, 12/31/2038 (C)(D) |
|
EUR |
7,800 |
|
|
|
3,262 |
|
| 3.375%, 01/15/2023 (C) |
|
|
680 |
|
|
|
289 |
|
| Provincia de Buenos Aires |
|
|
|
|
|
|
|
|
| 7.875%, 06/15/2027 (C) |
|
$ |
350 |
|
|
|
143 |
|
| 5.375%, 01/20/2023 (C) |
|
EUR |
620 |
|
|
|
272 |
|
| Provincia de Cordoba |
|
|
|
|
|
|
|
|
| 7.125%, 06/10/2021 (A) (C) |
|
$ |
531 |
|
|
|
326 |
|
| Rio Energy |
|
|
|
|
|
|
|
|
| 6.875%, 02/01/2025 (A) (C) |
|
|
1,040 |
|
|
|
653 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
| YPF MTN (E) |
|
|
|
|
|
|
|
|
| 32.229%, VAR 30-35d Argentina BADLAR Private Banks+4.000%,
07/07/2020 (C) |
|
$ |
368 |
|
|
$ |
74 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
24,706 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Armenia — 0.0% |
|
|
|
|
|
|
|
|
| Republic of Armenia International Bond |
|
|
|
|
|
|
|
|
| 3.950%, 09/26/2029 |
|
|
758 |
|
|
|
731 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Azerbaijan — 1.1% |
|
|
|
|
|
|
|
|
| Republic of Azerbaijan International Bond |
|
|
|
|
|
|
|
|
| 5.125%, 09/01/2029 |
|
|
1,711 |
|
|
|
1,793 |
|
| 4.750%, 03/18/2024 |
|
|
400 |
|
|
|
426 |
|
| Southern Gas Corridor CJSC |
|
|
|
|
|
|
|
|
| 6.875%, 03/24/2026 (A) |
|
|
1,437 |
|
|
|
1,652 |
|
| 6.875%, 03/24/2026 |
|
|
5,005 |
|
|
|
5,755 |
|
| State Oil of the Azerbaijan Republic |
|
|
|
|
|
|
|
|
| 6.950%, 03/18/2030 |
|
|
2,110 |
|
|
|
2,485 |
|
| 6.950%, 03/18/2030 |
|
|
200 |
|
|
|
235 |
|
| State Oil of the Azerbaijan Republic MTN |
|
|
|
|
|
|
|
|
| 4.750%, 03/13/2023 |
|
|
1,300 |
|
|
|
1,350 |
|
| 4.750%, 03/13/2023 |
|
|
2,353 |
|
|
|
2,443 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16,139 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Bahrain — 0.5% |
|
|
|
|
|
|
|
|
| Bahrain Government International Bond |
|
|
|
|
|
|
|
|
| 7.000%, 10/12/2028 |
|
|
788 |
|
|
|
877 |
|
| 6.750%, 09/20/2029 |
|
|
200 |
|
|
|
219 |
|
| 6.125%, 08/01/2023 |
|
|
520 |
|
|
|
550 |
|
| 5.625%, 09/30/2031 (A) |
|
|
1,826 |
|
|
|
1,844 |
|
| 5.625%, 09/30/2031 |
|
|
200 |
|
|
|
202 |
|
| CBB International Sukuk Programme SPC |
|
|
|
|
|
|
|
|
| 6.250%, 11/14/2024 (A) |
|
|
1,377 |
|
|
|
1,460 |
|
| Oil and Gas Holding BSCC |
|
|
|
|
|
|
|
|
| 8.375%, 11/07/2028 (A) |
|
|
560 |
|
|
|
616 |
|
| 8.375%, 11/07/2028 |
|
|
547 |
|
|
|
602 |
|
| 7.625%, 11/07/2024 (A) |
|
|
1,158 |
|
|
|
1,252 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,622 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Belarus — 0.4% |
|
|
|
|
|
|
|
|
| Republic of Belarus International Bond |
|
|
|
|
|
|
|
|
| 7.625%, 06/29/2027 |
|
|
1,000 |
|
|
|
1,029 |
|
| 6.200%, 02/28/2030 |
|
|
358 |
|
|
|
342 |
|
| Republic of Belarus Ministry of Finance |
|
|
|
|
|
|
|
|
| 6.378%, 02/24/2031 |
|
|
721 |
|
|
|
695 |
|
| 6.378%, 02/24/2031 (A) |
|
|
2,790 |
|
|
|
2,689 |
|
| 5.875%, 02/24/2026 |
|
|
476 |
|
|
|
461 |
|
| 5.875%, 02/24/2026 (A) |
|
|
410 |
|
|
|
397 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,613 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
|
1 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| Belize — 0.0% |
|
|
|
|
|
|
|
|
| Belize Government International Bond |
|
|
|
|
|
|
|
|
| 4.938%, 02/20/2034 |
|
$ |
1,117 |
|
|
$ |
452 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Benin — 0.1% |
|
|
|
|
|
|
|
|
| Benin Government International Bond |
|
|
|
|
|
|
|
|
| 5.750%, 03/26/2026 (A) |
|
EUR |
1,688 |
|
|
|
1,753 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Bermuda — 0.3% |
|
|
|
|
|
|
|
|
| Bermuda Government International Bond |
|
|
|
|
|
|
|
|
| 4.854%, 02/06/2024 |
|
$ |
868 |
|
|
|
948 |
|
| 4.750%, 02/15/2029 |
|
|
1,204 |
|
|
|
1,356 |
|
| 3.717%, 01/25/2027 |
|
|
1,521 |
|
|
|
1,612 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,916 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Brazil — 5.2% |
|
|
|
|
|
|
|
|
| Brazil Letras do Tesouro Nacional (F) |
|
|
|
|
|
|
|
|
| 11.065%, 07/01/2021 |
|
BRL |
5,000 |
|
|
|
890 |
|
| 10.726%, 01/01/2022 |
|
|
8,000 |
|
|
|
1,394 |
|
| Brazil Loan Trust 1 |
|
|
|
|
|
|
|
|
| 5.477%, 07/24/2023 (A) |
|
$ |
1,230 |
|
|
|
1,236 |
|
| 5.477%, 07/24/2023 |
|
|
217 |
|
|
|
218 |
|
| Brazil Minas SPE via State of Minas Gerais |
|
|
|
|
|
|
|
|
| 5.333%, 02/15/2028 |
|
|
1,745 |
|
|
|
1,756 |
|
| 5.333%, 02/15/2028 |
|
|
1,176 |
|
|
|
1,183 |
|
| 5.333%, 02/15/2028 (A) |
|
|
202 |
|
|
|
203 |
|
| Brazil Notas do Tesouro Nacional, Serie F |
|
|
|
|
|
|
|
|
| 10.000%, 01/01/2031 |
|
BRL |
7,428 |
|
|
|
1,641 |
|
| Brazil Notas do Tesouro Nacional, Serie B |
|
|
|
|
|
|
|
|
| 6.000%, 05/15/2045 |
|
|
562 |
|
|
|
426 |
|
| 6.000%, 08/15/2050 |
|
|
1,435 |
|
|
|
1,108 |
|
| Brazil Notas do Tesouro Nacional, Serie F |
|
|
|
|
|
|
|
|
| 10.000%, 01/01/2021 |
|
|
1,510 |
|
|
|
285 |
|
| 10.000%, 01/01/2023 |
|
|
77,185 |
|
|
|
15,972 |
|
| 10.000%, 01/01/2025 |
|
|
32,832 |
|
|
|
7,007 |
|
| 10.000%, 01/01/2027 |
|
|
41,212 |
|
|
|
8,913 |
|
| 10.000%, 01/01/2029 |
|
|
37,729 |
|
|
|
8,267 |
|
| Brazilian Government International Bond |
|
|
|
|
|
|
|
|
| 5.625%, 01/07/2041 |
|
$ |
360 |
|
|
|
373 |
|
| 5.625%, 02/21/2047 |
|
|
1,876 |
|
|
|
1,951 |
|
| 5.000%, 01/27/2045 |
|
|
2,078 |
|
|
|
1,995 |
|
| 4.625%, 01/13/2028 |
|
|
812 |
|
|
|
849 |
|
| 3.875%, 06/12/2030 |
|
|
5,696 |
|
|
|
5,493 |
|
| 2.875%, 06/06/2025 |
|
|
993 |
|
|
|
981 |
|
| Centrais Eletricas Brasileiras |
|
|
|
|
|
|
|
|
| 4.625%, 02/04/2030 (A) |
|
|
226 |
|
|
|
216 |
|
| CSN Islands XI |
|
|
|
|
|
|
|
|
| 6.750%, 01/28/2028 (A) |
|
|
592 |
|
|
|
507 |
|
| CSN Resources (A) |
|
|
|
|
|
|
|
|
| 7.625%, 02/13/2023 |
|
|
694 |
|
|
|
645 |
|
| 7.625%, 04/17/2026 |
|
|
763 |
|
|
|
662 |
|
| Gol Finance |
|
|
|
|
|
|
|
|
| 7.000%, 01/31/2025 (A)(B) |
|
|
998 |
|
|
|
559 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
| GLOBAL BONDS (continued) |
|
| JBS Investments II GmbH |
|
|
|
|
|
|
|
|
| 5.750%, 01/15/2028 (A) |
|
$ |
466 |
|
|
$ |
461 |
|
| Minerva Luxembourg |
|
|
|
|
|
|
|
|
| 6.500%, 09/20/2026 (A) |
|
|
741 |
|
|
|
747 |
|
| MV24 Capital BV |
|
|
|
|
|
|
|
|
| 6.748%, 06/01/2034 (A) |
|
|
1,215 |
|
|
|
1,154 |
|
| Nexa Resources |
|
|
|
|
|
|
|
|
| 5.375%, 05/04/2027 (A) |
|
|
2,891 |
|
|
|
2,797 |
|
| Petrobras Global Finance |
|
|
|
|
|
|
|
|
| BV 6.900%, 03/19/2049 |
|
|
2,296 |
|
|
|
2,416 |
|
| 6.750%, 06/03/2050 |
|
|
596 |
|
|
|
613 |
|
| 5.999%, 01/27/2028 |
|
|
437 |
|
|
|
458 |
|
| 5.600%, 01/03/2031 |
|
|
827 |
|
|
|
831 |
|
| 5.093%, 01/15/2030 |
|
|
256 |
|
|
|
255 |
|
| Suzano Austria GmbH (A) |
|
|
|
|
|
|
|
|
| 7.000%, 03/16/2047 |
|
|
399 |
|
|
|
438 |
|
| 6.000%, 01/15/2029 |
|
|
688 |
|
|
|
742 |
|
| 5.000%, 01/15/2030 |
|
|
494 |
|
|
|
500 |
|
| Votorantim Cimentos International |
|
|
|
|
|
|
|
|
| 7.250%, 04/05/2041 |
|
|
536 |
|
|
|
613 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
76,755 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Cameroon — 0.0% |
|
|
|
|
|
|
|
|
| Republic of Cameroon International Bond |
|
|
|
|
|
|
|
|
| 9.500%, 11/19/2025 (A) |
|
|
324 |
|
|
|
324 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Cayman Islands — 0.3% |
|
|
|
|
|
|
|
|
| Bioceanico Sovereign Certificate Ltd |
|
|
|
|
|
|
|
|
| 2.505%, 06/05/2034 (F) |
|
|
2,028 |
|
|
|
1,425 |
|
| Neon Capital MTN |
|
|
|
|
|
|
|
|
| 2.015%, 01/06/2028 (F)(G) |
|
JPY |
326,989 |
|
|
|
2,267 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,692 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Chile — 1.9% |
|
|
|
|
|
|
|
|
| Banco de Credito e Inversiones |
|
|
|
|
|
|
|
|
| 3.500%, 10/12/2027 (A) |
|
$ |
1,046 |
|
|
|
1,100 |
|
| Bonos de la Tesoreria de la Republica en pesos |
|
|
|
|
|
|
|
|
| 6.000%, 01/01/2043 |
|
CLP |
1,515,000 |
|
|
|
2,725 |
|
| 4.700%, 09/01/2030 (A) |
|
|
815,000 |
|
|
|
1,195 |
|
| Cencosud |
|
|
|
|
|
|
|
|
| 4.375%, 07/17/2027 (A) |
|
$ |
1,819 |
|
|
|
1,850 |
|
| Chile Government International Bond |
|
|
|
|
|
|
|
|
| 3.860%, 06/21/2047 |
|
|
2,939 |
|
|
|
3,478 |
|
| 3.500%, 01/25/2050 |
|
|
1,694 |
|
|
|
1,906 |
|
| 2.550%, 01/27/2032 |
|
|
1,777 |
|
|
|
1,850 |
|
| 2.450%, 01/31/2031 |
|
|
3,190 |
|
|
|
3,305 |
|
| Empresa de Transporte de Pasajeros Metro |
|
|
|
|
|
|
|
|
| 3.650%, 05/07/2030 (A) |
|
|
217 |
|
|
|
234 |
|
| Empresa Electrica Angamos |
|
|
|
|
|
|
|
|
| 4.875%, 05/25/2029 (A) |
|
|
2 |
|
|
|
3 |
|
| Empresa Nacional del Petroleo |
|
|
|
|
|
|
|
|
| 3.750%, 08/05/2026 (B) |
|
|
1,031 |
|
|
|
1,064 |
|
|
|
|
| 2 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| Geopark |
|
|
|
|
|
|
|
|
| 6.500%, 09/21/2024 (A) |
|
$ |
492 |
|
|
$ |
452 |
|
| Nacional del Cobre de Chile |
|
|
|
|
|
|
|
|
| 5.625%, 10/18/2043 |
|
|
442 |
|
|
|
574 |
|
| 4.500%, 09/16/2025 (A) |
|
|
2,281 |
|
|
|
2,555 |
|
| 4.375%, 02/05/2049 (A)(B) |
|
|
506 |
|
|
|
576 |
|
| 3.750%, 01/15/2031 (A) |
|
|
234 |
|
|
|
255 |
|
| 3.700%, 01/30/2050 (A) |
|
|
1,216 |
|
|
|
1,243 |
|
| 3.625%, 08/01/2027 (A)(B) |
|
|
368 |
|
|
|
394 |
|
| 3.625%, 08/01/2027 (B) |
|
|
353 |
|
|
|
378 |
|
| 3.150%, 01/14/2030 (A) |
|
|
897 |
|
|
|
933 |
|
| 3.150%, 01/14/2030 |
|
|
300 |
|
|
|
312 |
|
| 3.000%, 09/30/2029 (A) |
|
|
1,006 |
|
|
|
1,040 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
27,422 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| China — 1.9% |
|
|
|
|
|
|
|
|
| Alibaba Group Holding |
|
|
|
|
|
|
|
|
| 4.200%, 12/06/2047 |
|
|
310 |
|
|
|
382 |
|
| Charming Light Investments MTN |
|
|
|
|
|
|
|
|
| 4.375%, 12/21/2027 |
|
|
1,341 |
|
|
|
1,507 |
|
| China Government Bond |
|
|
|
|
|
|
|
|
| 3.390%, 03/16/2050 |
|
CNY |
8,350 |
|
|
|
1,135 |
|
| 3.130%, 11/21/2029 |
|
|
6,500 |
|
|
|
938 |
|
| 3.120%, 12/05/2026 |
|
|
9,040 |
|
|
|
1,298 |
|
| 2.940%, 10/17/2024 |
|
|
10,330 |
|
|
|
1,485 |
|
| 2.680%, 05/21/2030 |
|
|
10,160 |
|
|
|
1,416 |
|
| 1.990%, 04/09/2025 |
|
|
33,270 |
|
|
|
4,586 |
|
| China Government International Bond (B) |
|
|
|
|
|
|
|
|
| 3.250%, 10/19/2023 |
|
$ |
1,762 |
|
|
|
1,904 |
|
| 1.875%, 12/03/2022 |
|
|
752 |
|
|
|
771 |
|
| China Minmetals |
|
|
|
|
|
|
|
|
| 4.450%, VAR US Treas Yield Curve Rate T Note Const Mat 3 Yr+6.070%, 11/13/2168 |
|
|
640 |
|
|
|
646 |
|
| 3.750%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.717%, 05/13/2169 |
|
|
2,047 |
|
|
|
2,062 |
|
| Chinalco Capital Holdings |
|
|
|
|
|
|
|
|
| 4.250%, 04/21/2022 (B) |
|
|
740 |
|
|
|
745 |
|
| 4.100%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+5.788%, 03/11/2169 |
|
|
224 |
|
|
|
225 |
|
| CNAC HK Finbridge |
|
|
|
|
|
|
|
|
| 5.125%, 03/14/2028 |
|
|
780 |
|
|
|
903 |
|
| 3.375%, 06/19/2024 |
|
|
292 |
|
|
|
303 |
|
| Dianjian Haiyu |
|
|
|
|
|
|
|
|
| 4.300%, 12/20/2168 |
|
|
204 |
|
|
|
206 |
|
| Dianjian International Finance |
|
|
|
|
|
|
|
|
| 4.600%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+6.933%, 07/19/2168 |
|
|
303 |
|
|
|
308 |
|
| ENN Clean Energy International Investment |
|
|
|
|
|
|
|
|
| 7.500%, 02/27/2021 |
|
|
475 |
|
|
|
479 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| Huarong Finance 2017 |
|
|
|
|
|
|
|
|
| 4.500%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+7.773%, 07/24/2168 |
|
$ |
1,378 |
|
|
$ |
1,385 |
|
| Leader Goal International Ltd MTN |
|
|
|
|
|
|
|
|
| 4.250%, 07/19/2168 (G) |
|
|
212 |
|
|
|
213 |
|
| Minmetals Bounteous Finance BVI |
|
|
|
|
|
|
|
|
| 3.375%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+5.209%, 09/03/2168 |
|
|
805 |
|
|
|
805 |
|
| Sinopec Group Overseas Development 2018 |
|
|
|
|
|
|
|
|
| 2.700%, 05/13/2030 (A) |
|
|
835 |
|
|
|
858 |
|
| 2.500%, 08/08/2024 |
|
|
3,010 |
|
|
|
3,120 |
|
| Tencent Holdings LTD MTN |
|
|
|
|
|
|
|
|
| 3.240%, 06/03/2050 (A) |
|
THB |
450 |
|
|
|
451 |
|
| Wanda Properties International |
|
|
|
|
|
|
|
|
| 7.250%, 01/29/2024 |
|
$ |
400 |
|
|
|
376 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
28,507 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Colombia — 5.4% |
|
|
|
|
|
|
|
|
| Colombia Government International Bond |
|
|
|
|
|
|
|
|
| 3.125%, 04/15/2031 |
|
|
2,279 |
|
|
|
2,262 |
|
| 3.000%, 01/30/2030 |
|
|
3,679 |
|
|
|
3,644 |
|
| Colombian TES |
|
|
|
|
|
|
|
|
| 10.000%, 07/24/2024 |
|
COP |
8,980,700 |
|
|
|
6,246 |
|
| 7.750%, 09/18/2030 |
|
|
4,787,100 |
|
|
|
4,331 |
|
| 7.500%, 08/26/2026 |
|
|
2,033,500 |
|
|
|
9,749 |
|
| 7.250%, 10/18/2034 |
|
|
9,872,900 |
|
|
|
2,745 |
|
| 7.000%, 05/04/2022 |
|
|
7,602,900 |
|
|
|
2,173 |
|
| 7.000%, 06/30/2032 |
|
|
9,154,500 |
|
|
|
2,510 |
|
| 6.250%, 11/26/2025 |
|
|
2,448,500 |
|
|
|
9,400 |
|
| 6.000%, 04/28/2028 |
|
|
9,179,900 |
|
|
|
10,638 |
|
| 5.750%, 11/03/2027 |
|
|
259,700 |
|
|
|
2,759 |
|
| 4.750%, 04/04/2035 |
|
|
1,170,600 |
|
|
|
997 |
|
| 2.250%, 04/18/2029 |
|
|
805,600 |
|
|
|
555 |
|
| Ecopetrol |
|
|
|
|
|
|
|
|
| 6.875%, 04/29/2030 |
|
$ |
3,269 |
|
|
|
3,747 |
|
| 5.875%, 09/18/2023 |
|
|
537 |
|
|
|
575 |
|
| 5.875%, 05/28/2045 |
|
|
420 |
|
|
|
441 |
|
| Emgesa ESP |
|
|
|
|
|
|
|
|
| 8.750%, 01/25/2021 |
|
COP |
870,000 |
|
|
|
237 |
|
| Empresas Publicas de Medellin ESP (A) |
|
|
|
|
|
|
|
|
| 8.375%, 11/08/2027 |
|
|
1,760,000 |
|
|
|
492 |
|
| 7.625%, 09/10/2024 |
|
|
3,116,000 |
|
|
|
863 |
|
| Financiera de Desarrollo Territorial Findeter |
|
|
|
|
|
|
|
|
| 7.875%, 08/12/2024 (A) |
|
|
1,127,000 |
|
|
|
319 |
|
| 7.875%, 08/12/2024 |
|
|
884,000 |
|
|
|
251 |
|
| Grupo Aval |
|
|
|
|
|
|
|
|
| 4.375%, 02/04/2030 (A) |
|
$ |
812 |
|
|
|
772 |
|
| Republic of Colombia |
|
|
|
|
|
|
|
|
| 9.850%, 06/28/2027 |
|
COP |
5,060,000 |
|
|
|
1,704 |
|
| 8.125%, 05/21/2024 |
|
$ |
908 |
|
|
|
1,092 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
|
3 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
| GLOBAL BONDS (continued) |
|
| 7.750%, 04/14/2021 |
|
COP |
3,331,000 |
|
|
$ |
914 |
|
| 7.375%, 09/18/2037 |
|
$ |
749 |
|
|
|
1,026 |
|
| 6.125%, 01/18/2041 |
|
|
1,584 |
|
|
|
1,978 |
|
| 5.625%, 02/26/2044 |
|
|
132 |
|
|
|
158 |
|
| 5.200%, 05/15/2049 |
|
|
531 |
|
|
|
623 |
|
| 5.000%, 06/15/2045 |
|
|
2,792 |
|
|
|
3,162 |
|
| 4.500%, 01/28/2026 |
|
|
581 |
|
|
|
629 |
|
| 4.375%, 03/21/2023 |
|
COP |
2,871,000 |
|
|
|
769 |
|
| 4.125%, 05/15/2051 |
|
$ |
755 |
|
|
|
759 |
|
| 4.000%, 02/26/2024 |
|
|
965 |
|
|
|
1,017 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
79,537 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Costa Rica — 0.6% |
|
|
|
|
|
|
|
|
| Costa Rica Government International Bond |
|
|
|
|
|
|
|
|
| 7.158%, 03/12/2045 |
|
|
2,576 |
|
|
|
2,144 |
|
| 7.158%, 03/12/2045 (A) |
|
|
1,295 |
|
|
|
1,078 |
|
| 7.158%, 03/12/2045 |
|
|
912 |
|
|
|
759 |
|
| 7.000%, 04/04/2044 |
|
|
1,208 |
|
|
|
992 |
|
| 7.000%, 04/04/2044 |
|
|
230 |
|
|
|
189 |
|
| 6.125%, 02/19/2031 |
|
|
2,984 |
|
|
|
2,577 |
|
| 4.375%, 04/30/2025 |
|
|
662 |
|
|
|
592 |
|
| 4.250%, 01/26/2023 |
|
|
670 |
|
|
|
634 |
|
| Instituto Costarricense de Electricidad |
|
|
|
|
|
|
|
|
| 6.375%, 05/15/2043 |
|
|
250 |
|
|
|
185 |
|
| Republic of Costa Rica |
|
|
|
|
|
|
|
|
| 5.625%, 04/30/2043 (A) |
|
|
450 |
|
|
|
336 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,486 |
|
|
|
|
|
|
|
|
|
|
| Croatia — 0.2% |
|
|
|
|
|
|
|
|
| Croatia Government International Bond |
|
|
|
|
|
|
|
|
| 6.625%, 07/14/2020 |
|
|
467 |
|
|
|
468 |
|
| 6.375%, 03/24/2021 |
|
|
633 |
|
|
|
655 |
|
| 2.750%, 01/27/2030 |
|
EUR |
839 |
|
|
|
1,058 |
|
| 1.500%, 06/17/2031 |
|
|
650 |
|
|
|
728 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,909 |
|
|
|
|
|
|
|
|
|
|
| Czech Republic — 1.6% |
|
|
|
|
|
|
|
|
| Czech Republic Government Bond |
|
|
|
|
|
|
|
|
| 4.200%, 12/04/2036 |
|
CZK |
16,120 |
|
|
|
994 |
|
| 2.750%, 07/23/2029 |
|
|
124,520 |
|
|
|
6,179 |
|
| 2.500%, 08/25/2028 |
|
|
41,920 |
|
|
|
2,015 |
|
| 2.400%, 09/17/2025 |
|
|
99,550 |
|
|
|
4,587 |
|
| 2.000%, 10/13/2033 |
|
|
44,060 |
|
|
|
2,104 |
|
| 1.200%, 03/13/2031 |
|
|
35,380 |
|
|
|
1,536 |
|
| 1.000%, 06/26/2026 |
|
|
16,430 |
|
|
|
708 |
|
| 0.950%, 05/15/2030 |
|
|
122,330 |
|
|
|
5,218 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
23,341 |
|
|
|
|
|
|
|
|
|
|
| Dominican Republic — 1.3% |
|
| Dominican Republic International Bond |
|
|
|
|
|
|
|
|
| 11.250%, 02/05/2027 |
|
DOP |
14,500 |
|
|
|
248 |
|
| 8.900%, 02/15/2023 (A) |
|
|
43,400 |
|
|
|
684 |
|
| 7.450%, 04/30/2044 |
|
$ |
782 |
|
|
|
803 |
|
| 7.450%, 04/30/2044 (A) |
|
|
687 |
|
|
|
706 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
| GLOBAL BONDS (continued) |
|
| 6.850%, 01/27/2045 |
|
$ |
2,391 |
|
|
$ |
2,286 |
|
| 6.850%, 01/27/2045 (A) |
|
|
479 |
|
|
|
458 |
|
| 6.600%, 01/28/2024 |
|
|
656 |
|
|
|
688 |
|
| 6.500%, 02/15/2048 |
|
|
3,120 |
|
|
|
2,874 |
|
| 6.400%, 06/05/2049 |
|
|
1,974 |
|
|
|
1,801 |
|
| 6.000%, 07/19/2028 |
|
|
246 |
|
|
|
247 |
|
| 5.950%, 01/25/2027 |
|
|
638 |
|
|
|
642 |
|
| 5.875%, 04/18/2024 (A) |
|
|
71 |
|
|
|
73 |
|
| 5.875%, 01/30/2060 |
|
|
1,790 |
|
|
|
1,532 |
|
| 5.875%, 01/30/2060 (A) |
|
|
2,066 |
|
|
|
1,768 |
|
| 5.500%, 01/27/2025 |
|
|
949 |
|
|
|
960 |
|
| 4.500%, 01/30/2030 (A) |
|
|
3,240 |
|
|
|
2,931 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
18,701 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Ecuador — 0.7% |
|
|
|
|
|
|
|
|
| Ecuador Government International Bond |
|
|
|
|
|
|
|
|
| 10.750%, 03/28/2022 (C) |
|
|
3,023 |
|
|
|
1,466 |
|
| 10.650%, 10.750%, 07/31/2020,
01/31/2029 (A)(C)(D) |
|
|
3,066 |
|
|
|
1,262 |
|
| 10.650%, 10.750%, 07/31/2020,
01/31/2029 (C)(D) |
|
|
976 |
|
|
|
402 |
|
| 10.650%, 10.750%, 07/31/2020,
01/31/2029 (A)(C)(D) |
|
|
94 |
|
|
|
39 |
|
| 9.650%, 12/13/2026 (A) (C) |
|
|
206 |
|
|
|
88 |
|
| 9.625%, 06/02/2027 (C) |
|
|
777 |
|
|
|
331 |
|
| 9.625%, 06/02/2027 (A) (C) |
|
|
700 |
|
|
|
298 |
|
| 9.500%, 03/27/2030 (C) |
|
|
3,384 |
|
|
|
1,438 |
|
| 9.500%, 03/27/2030 (A)(C) |
|
|
988 |
|
|
|
420 |
|
| 8.875%, 10/23/2027 (A) (C) |
|
|
2,029 |
|
|
|
852 |
|
| 8.875%, 10/23/2027 (B)(C) |
|
|
6,435 |
|
|
|
2,703 |
|
| 7.950%, 06/20/2024 (C) |
|
|
515 |
|
|
|
252 |
|
| 7.775%, 7.875%, 07/23/2020, 01/23/2028 (C)(D) |
|
|
3,536 |
|
|
|
1,450 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,001 |
|
|
|
|
|
|
|
|
|
|
| Egypt — 2.2% |
|
|
|
|
|
|
|
|
| Egypt Government International Bond |
|
|
|
|
|
|
|
|
| 18.000%, 11/06/2028 |
|
EGP |
30,307 |
|
|
|
2,228 |
|
| 17.700%, 08/07/2025 |
|
|
29,457 |
|
|
|
2,058 |
|
| 16.300%, 04/09/2024 |
|
|
15,034 |
|
|
|
991 |
|
| 16.100%, 05/07/2029 |
|
|
14,920 |
|
|
|
1,016 |
|
| 8.875%, 05/29/2050 (A) |
|
$ |
2,200 |
|
|
|
2,171 |
|
| 8.700%, 03/01/2049 |
|
|
600 |
|
|
|
587 |
|
| 8.700%, 03/01/2049 (A) |
|
|
529 |
|
|
|
518 |
|
| 7.903%, 02/21/2048 (A) |
|
|
421 |
|
|
|
388 |
|
| 7.625%, 05/29/2032 (A) |
|
|
6,795 |
|
|
|
6,623 |
|
| 7.625%, 05/29/2032 |
|
|
446 |
|
|
|
435 |
|
| 5.577%, 02/21/2023 (A) |
|
|
378 |
|
|
|
386 |
|
| Egypt Government International Bond MTN |
|
|
|
|
|
|
|
|
| 8.500%, 01/31/2047 |
|
|
4,131 |
|
|
|
4,028 |
|
| 8.150%, 11/20/2059 (A) |
|
|
485 |
|
|
|
450 |
|
| 8.150%, 11/20/2059 |
|
|
277 |
|
|
|
257 |
|
| 7.053%, 01/15/2032 |
|
|
1,621 |
|
|
|
1,536 |
|
|
|
|
| 4 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| 7.053%, 01/15/2032 (A) |
|
$ |
547 |
|
|
$ |
518 |
|
| 6.375%, 04/11/2031 |
|
EUR |
1,230 |
|
|
|
1,274 |
|
| 6.375%, 04/11/2031 (A) |
|
|
503 |
|
|
|
521 |
|
| 6.125%, 01/31/2022 (A) |
|
$ |
865 |
|
|
|
886 |
|
| 5.625%, 04/16/2030 (A) |
|
EUR |
1,010 |
|
|
|
1,021 |
|
| 5.625%, 04/16/2030 |
|
|
3,322 |
|
|
|
3,358 |
|
| 4.750%, 04/11/2025 |
|
|
457 |
|
|
|
497 |
|
| 4.750%, 04/16/2026 |
|
|
670 |
|
|
|
712 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
32,459 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| El Salvador — 0.6% |
|
|
|
|
|
|
|
|
| El Salvador Government International Bond |
|
|
|
|
|
|
|
|
| 8.250%, 04/10/2032 (A) |
|
$ |
326 |
|
|
|
297 |
|
| Republic of El Salvador |
|
|
|
|
|
|
|
|
| 8.625%, 02/28/2029 |
|
|
734 |
|
|
|
701 |
|
| 8.250%, 04/10/2032 |
|
|
3,032 |
|
|
|
2,767 |
|
| 7.750%, 01/24/2023 |
|
|
2,488 |
|
|
|
2,323 |
|
| 7.650%, 06/15/2035 |
|
|
499 |
|
|
|
433 |
|
| 7.625%, 02/01/2041 |
|
|
327 |
|
|
|
277 |
|
| 7.125%, 01/20/2050 |
|
|
813 |
|
|
|
659 |
|
| 5.875%, 01/30/2025 |
|
|
1,589 |
|
|
|
1,394 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,851 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Gabon — 0.3% |
|
|
|
|
|
|
|
|
| Gabon Government International Bond |
|
|
|
|
|
|
|
|
| 6.625%, 02/06/2031 |
|
|
603 |
|
|
|
537 |
|
| 6.625%, 02/06/2031 (A) |
|
|
536 |
|
|
|
478 |
|
| Gabonese Republic |
|
|
|
|
|
|
|
|
| 6.950%, 06/16/2025 (A) |
|
|
1,725 |
|
|
|
1,616 |
|
| 6.375%, 12/12/2024 |
|
|
1,247 |
|
|
|
1,179 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,810 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Georgia — 0.0% |
|
|
|
|
|
|
|
|
| Republic of Georgia |
|
|
|
|
|
|
|
|
| 6.875%, 04/12/2021 (A) |
|
|
66 |
|
|
|
67 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Ghana — 1.4% |
|
|
|
|
|
|
|
|
| Ghana Government International Bond |
|
|
|
|
|
|
|
|
| 24.750%, 07/19/2021 |
|
GHS |
– |
|
|
|
– |
|
| 19.750%, 03/25/2024 |
|
|
5,311 |
|
|
|
927 |
|
| 19.000%, 11/02/2026 |
|
|
11,055 |
|
|
|
1,753 |
|
| 10.750%, 10/14/2030 |
|
$ |
4,097 |
|
|
|
4,906 |
|
| 8.950%, 03/26/2051 (A) |
|
|
2,294 |
|
|
|
2,095 |
|
| 8.750%, 03/11/2061 (A) |
|
|
343 |
|
|
|
310 |
|
| 8.750%, 03/11/2061 |
|
|
233 |
|
|
|
210 |
|
| 8.627%, 06/16/2049 (A) |
|
|
593 |
|
|
|
535 |
|
| 8.125%, 03/26/2032 (A) |
|
|
1,163 |
|
|
|
1,092 |
|
| 7.875%, 03/26/2027 (A) |
|
|
1,357 |
|
|
|
1,341 |
|
| 7.875%, 03/26/2027 |
|
|
72 |
|
|
|
71 |
|
| 7.875%, 02/11/2035 (A) |
|
|
1,897 |
|
|
|
1,717 |
|
| 7.875%, 02/11/2035 |
|
|
1,055 |
|
|
|
955 |
|
| 7.625%, 05/16/2029 |
|
|
658 |
|
|
|
619 |
|
| 7.625%, 05/16/2029 (A) |
|
|
653 |
|
|
|
615 |
|
| 6.375%, 02/11/2027 (A) |
|
|
2,568 |
|
|
|
2,398 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| Kosmos Energy |
|
|
|
|
|
|
|
|
| 7.125%, 04/04/2026 (A) |
|
$ |
190 |
|
|
$ |
167 |
|
| Republic of Ghana |
|
|
|
|
|
|
|
|
| 8.125%, 01/18/2026 (A) |
|
|
83 |
|
|
|
84 |
|
| Tullow Oil |
|
|
|
|
|
|
|
|
| 7.000%, 03/01/2025 (A) |
|
|
800 |
|
|
|
502 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
20,297 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Guatemala — 0.1% |
|
|
|
|
|
|
|
|
| Comunicaciones Celulares Via Comcel Trust |
|
|
|
|
|
|
|
|
| 6.875%, 02/06/2024 (A) |
|
|
390 |
|
|
|
399 |
|
| Guatemala Government Bond |
|
|
|
|
|
|
|
|
| 6.125%, 06/01/2050 |
|
|
204 |
|
|
|
236 |
|
| 4.900%, 06/01/2030 |
|
|
1,292 |
|
|
|
1,380 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,015 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Honduras — 0.1% |
|
|
|
|
|
|
|
|
| Honduras Government International Bond |
|
|
|
|
|
|
|
|
| 6.250%, 01/19/2027 |
|
|
326 |
|
|
|
347 |
|
| 5.625%, 06/24/2030 (A) |
|
|
736 |
|
|
|
749 |
|
| 5.625%, 06/24/2030 |
|
|
299 |
|
|
|
304 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,400 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Hong Kong — 0.1% |
|
|
|
|
|
|
|
|
| NWD |
|
|
|
|
|
|
|
|
| 4.125%, 07/18/2029 |
|
|
757 |
|
|
|
746 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Hungary — 1.3% |
|
|
|
|
|
|
|
|
| Hungary Government Bond |
|
|
|
|
|
|
|
|
| 6.750%, 10/22/2028 |
|
HUF |
489,630 |
|
|
|
2,136 |
|
| 6.375%, 03/29/2021 |
|
$ |
2,228 |
|
|
|
2,317 |
|
| 5.500%, 06/24/2025 |
|
HUF |
500,750 |
|
|
|
1,909 |
|
| 5.375%, 03/25/2024 |
|
$ |
1 |
|
|
|
1 |
|
| 3.000%, 06/26/2024 |
|
HUF |
413,620 |
|
|
|
1,407 |
|
| 3.000%, 10/27/2027 |
|
|
1,192,460 |
|
|
|
4,116 |
|
| 3.000%, 08/21/2030 |
|
|
438,920 |
|
|
|
1,498 |
|
| 2.750%, 12/22/2026 |
|
|
1,072,960 |
|
|
|
3,654 |
|
| 2.500%, 10/24/2024 |
|
|
653,680 |
|
|
|
2,185 |
|
| Hungary Government International Bond |
|
|
|
|
|
|
|
|
| 1.750%, 06/05/2035 |
|
EUR |
265 |
|
|
|
293 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19,516 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| India — 0.2% |
|
|
|
|
|
|
|
|
| Adani Electricity Mumbai |
|
|
|
|
|
|
|
|
| 3.949%, 02/12/2030 (A) |
|
$ |
540 |
|
|
|
502 |
|
| Export-Import Bank of India MTN |
|
|
|
|
|
|
|
|
| 3.250%, 01/15/2030 (A) |
|
|
1,060 |
|
|
|
1,047 |
|
| Network i2i |
|
|
|
|
|
|
|
|
| 5.650%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.277%, 04/15/2169 (A) |
|
|
324 |
|
|
|
313 |
|
| Power Finance MTN |
|
|
|
|
|
|
|
|
| 3.950%, 04/23/2030 (A) |
|
|
569 |
|
|
|
539 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
|
5 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| Vedanta Resources |
|
|
|
|
|
|
|
|
| 8.250%, 06/07/2021 |
|
$ |
820 |
|
|
$ |
715 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,116 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Indonesia — 7.0% |
|
|
|
|
|
|
|
|
| Indonesia Asahan Aluminium Persero |
|
|
|
|
|
|
|
|
| 6.757%, 11/15/2048 (A) |
|
|
331 |
|
|
|
402 |
|
| 6.757%, 11/15/2048 |
|
|
257 |
|
|
|
312 |
|
| 5.800%, 05/15/2050 (A) |
|
|
1,727 |
|
|
|
1,930 |
|
| 5.710%, 11/15/2023 (A) |
|
|
618 |
|
|
|
669 |
|
| 5.450%, 05/15/2030 (A) |
|
|
1,051 |
|
|
|
1,172 |
|
| 4.750%, 05/15/2025 (A) |
|
|
1,370 |
|
|
|
1,462 |
|
| Indonesia Government International Bond |
|
|
|
|
|
|
|
|
| 9.000%, 03/15/2029 |
|
IDR |
2,750,000 |
|
|
|
3,313 |
|
| 8.750%, 05/15/2031 |
|
|
779,000 |
|
|
|
4,616 |
|
| 8.500%, 10/12/2035 |
|
$ |
1,969 |
|
|
|
3,059 |
|
| 8.375%, 03/15/2024 |
|
IDR |
173,000 |
|
|
|
1,498 |
|
| 8.375%, 03/15/2034 |
|
|
2,065,000 |
|
|
|
10,453 |
|
| 8.375%, 04/15/2039 |
|
|
3,070,000 |
|
|
|
6,106 |
|
| 8.250%, 05/15/2029 |
|
|
5,484,000 |
|
|
|
4,879 |
|
| 8.250%, 06/15/2032 |
|
|
2,030,000 |
|
|
|
875 |
|
| 8.250%, 05/15/2036 |
|
|
2,516,000 |
|
|
|
5,263 |
|
| 8.125%, 05/15/2024 |
|
|
6,235,000 |
|
|
|
5,636 |
|
| 7.750%, 01/17/2038 |
|
$ |
1,797 |
|
|
|
2,708 |
|
| 7.500%, 08/15/2032 |
|
IDR |
6,770,000 |
|
|
|
1,844 |
|
| 7.500%, 05/15/2038 |
|
|
8,662,000 |
|
|
|
4,020 |
|
| 7.000%, 05/15/2022 |
|
|
233,000 |
|
|
|
2,901 |
|
| 7.000%, 05/15/2027 |
|
|
3,129,000 |
|
|
|
4,419 |
|
| 6.625%, 05/15/2033 |
|
|
4,323,000 |
|
|
|
1,554 |
|
| 6.125%, 05/15/2028 |
|
|
9,066,000 |
|
|
|
594 |
|
| 5.625%, 05/15/2023 |
|
|
3,267,000 |
|
|
|
226 |
|
| 5.250%, 01/08/2047 (A) |
|
$ |
170 |
|
|
|
213 |
|
| 4.750%, 02/11/2029 |
|
|
985 |
|
|
|
1,141 |
|
| 4.350%, 01/08/2027 |
|
|
450 |
|
|
|
499 |
|
| 4.350%, 01/08/2027 (A) |
|
|
206 |
|
|
|
229 |
|
| 4.100%, 04/24/2028 |
|
|
450 |
|
|
|
498 |
|
| 3.500%, 01/11/2028 |
|
|
2,300 |
|
|
|
2,445 |
|
| 1.400%, 10/30/2031 |
|
EUR |
300 |
|
|
|
318 |
|
| 0.900%, 02/14/2027 |
|
|
428 |
|
|
|
455 |
|
| Indonesia Government International Bond MTN |
|
|
|
|
|
|
|
|
| 5.250%, 01/17/2042 |
|
$ |
2,680 |
|
|
|
3,317 |
|
| 5.125%, 01/15/2045 |
|
|
410 |
|
|
|
502 |
|
| 4.625%, 04/15/2043 |
|
|
1,564 |
|
|
|
1,791 |
|
| 4.125%, 01/15/2025 |
|
|
826 |
|
|
|
897 |
|
| 3.850%, 07/18/2027 |
|
|
400 |
|
|
|
433 |
|
| Indonesia Treasury Bond |
|
|
|
|
|
|
|
|
| 7.500%, 06/15/2035 |
|
IDR |
1,796,000 |
|
|
|
2,198 |
|
| 7.500%, 04/15/2040 |
|
|
4,771,000 |
|
|
|
329 |
|
| 7.000%, 09/15/2030 |
|
|
92,000 |
|
|
|
4,138 |
|
| 6.500%, 06/15/2025 |
|
|
2,680,000 |
|
|
|
3,675 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| JPMorgan Chase Bank MTN |
|
|
|
|
|
|
|
|
| 7.500%, 06/15/2035 (A) |
|
IDR |
1,500,000 |
|
|
$ |
2,868 |
|
| Medco Bell Pte |
|
|
|
|
|
|
|
|
| 6.375%, 01/30/2027 (A) |
|
$ |
466 |
|
|
|
397 |
|
| Pertamina Persero MTN |
|
|
|
|
|
|
|
|
| 6.450%, 05/30/2044 |
|
|
789 |
|
|
|
1,006 |
|
| 4.700%, 07/30/2049 (A) |
|
|
244 |
|
|
|
263 |
|
| 3.650%, 07/30/2029 (A)(B) |
|
|
1,035 |
|
|
|
1,077 |
|
| Perusahaan Listrik Negara |
|
|
|
|
|
|
|
|
| 1.875%, 11/05/2031 (A) |
|
EUR |
691 |
|
|
|
713 |
|
| Perusahaan Listrik Negara MTN |
|
|
|
|
|
|
|
|
| 6.150%, 05/21/2048 (A) |
|
$ |
657 |
|
|
|
816 |
|
| 6.150%, 05/21/2048 |
|
|
250 |
|
|
|
311 |
|
| 4.375%, 02/05/2050 (A) |
|
|
265 |
|
|
|
271 |
|
| Perusahaan Penerbit SBSN Indonesia III |
|
|
|
|
|
|
|
|
| 4.325%, 05/28/2025 |
|
|
2,135 |
|
|
|
2,339 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
103,050 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Iraq — 0.1% |
|
|
|
|
|
|
|
|
| Iraq International Bond |
|
|
|
|
|
|
|
|
| 5.800%, 01/15/2028 |
|
|
879 |
|
|
|
791 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Israel — 0.6% |
|
|
|
|
|
|
|
|
| Bank Leumi Le-Israel |
|
|
|
|
|
|
|
|
| 3.275%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+1.631%, 01/29/2031 (A) |
|
|
431 |
|
|
|
418 |
|
| State of Israel |
|
|
|
|
|
|
|
|
| 4.500%, 04/03/2120 |
|
|
1,840 |
|
|
|
2,374 |
|
| 3.875%, 07/03/2050 |
|
|
3,774 |
|
|
|
4,477 |
|
| 2.750%, 07/03/2030 |
|
|
1,196 |
|
|
|
1,316 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,585 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Ivory Coast — 0.7% |
|
|
|
|
|
|
|
|
| Ivory Coast Government International Bond |
|
|
|
|
|
|
|
|
| 6.875%, 10/17/2040 |
|
EUR |
1,515 |
|
|
|
1,587 |
|
| 6.625%, 03/22/2048 |
|
|
1,552 |
|
|
|
1,576 |
|
| 6.625%, 03/22/2048 |
|
|
271 |
|
|
|
275 |
|
| 5.875%, 10/17/2031 |
|
|
1,729 |
|
|
|
1,821 |
|
| 5.875%, 10/17/2031 (A) |
|
|
1,403 |
|
|
|
1,477 |
|
| 5.750%, 12/31/2032 |
|
$ |
1,317 |
|
|
|
1,292 |
|
| 5.750%, 12/31/2032 |
|
|
490 |
|
|
|
481 |
|
| 5.250%, 03/22/2030 |
|
EUR |
855 |
|
|
|
892 |
|
| 5.125%, 06/15/2025 |
|
|
371 |
|
|
|
418 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,819 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Jamaica — 0.2% |
|
|
|
|
|
|
|
|
| Government of Jamaica |
|
|
|
|
|
|
|
|
| 7.875%, 07/28/2045 |
|
$ |
2,228 |
|
|
|
2,722 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Jordan — 0.2% |
|
|
|
|
|
|
|
|
| Jordan Government International Bond |
|
|
|
|
|
|
|
|
| 7.375%, 10/10/2047 |
|
|
693 |
|
|
|
712 |
|
| 7.375%, 10/10/2047 (A) |
|
|
428 |
|
|
|
440 |
|
|
|
|
| 6 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| 5.850%, 07/07/2030 |
|
$ |
1,140 |
|
|
$ |
1,140 |
|
| 4.950%, 07/07/2025 (A) |
|
|
1,230 |
|
|
|
1,230 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,522 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Kazakhstan — 1.5% |
|
|
|
|
|
|
|
|
| Development Bank of Kazakhstan |
|
|
|
|
|
|
|
|
| 4.125%, 12/10/2022 |
|
|
770 |
|
|
|
799 |
|
| Kazakhstan Government International Bond |
|
|
|
|
|
|
|
|
| 4.875%, 10/14/2044 |
|
|
764 |
|
|
|
968 |
|
| Kazakhstan Government International Bond MTN |
|
|
|
|
|
|
|
|
| 6.500%, 07/21/2045 |
|
|
330 |
|
|
|
488 |
|
| KazMunayGas National JSC |
|
|
|
|
|
|
|
|
| 6.375%, 10/24/2048 (A) |
|
|
2,522 |
|
|
|
3,172 |
|
| 5.750%, 04/19/2047 (A) |
|
|
3,012 |
|
|
|
3,507 |
|
| 5.750%, 04/19/2047 |
|
|
63 |
|
|
|
73 |
|
| 5.375%, 04/24/2030 (A) |
|
|
1,834 |
|
|
|
2,075 |
|
| 5.375%, 04/24/2030 |
|
|
3,678 |
|
|
|
4,161 |
|
| 4.750%, 04/24/2025 (A) |
|
|
732 |
|
|
|
787 |
|
| 3.875%, 04/19/2022 |
|
|
2,377 |
|
|
|
2,428 |
|
| KazTransGas JSC |
|
|
|
|
|
|
|
|
| 4.375%, 09/26/2027 (A) |
|
|
932 |
|
|
|
998 |
|
| 4.375%, 09/26/2027 |
|
|
2,251 |
|
|
|
2,409 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
21,865 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Kenya — 0.5% |
|
|
|
|
|
|
|
|
| Kenya Government International Bond |
|
|
|
|
|
|
|
|
| 8.250%, 02/28/2048 |
|
|
1,793 |
|
|
|
1,764 |
|
| 8.250%, 02/28/2048 (A) |
|
|
654 |
|
|
|
644 |
|
| 8.000%, 05/22/2032 |
|
|
2,122 |
|
|
|
2,090 |
|
| 7.250%, 02/28/2028 |
|
|
559 |
|
|
|
551 |
|
| 7.000%, 05/22/2027 |
|
|
1,594 |
|
|
|
1,570 |
|
| 7.000%, 05/22/2027 (A) |
|
|
671 |
|
|
|
661 |
|
| 6.875%, 06/24/2024 |
|
|
473 |
|
|
|
480 |
|
| 6.875%, 06/24/2024 (A) |
|
|
289 |
|
|
|
293 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,053 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Kuwait — 0.1% |
|
|
|
|
|
|
|
|
| Kuwait International Government Bond |
|
|
|
|
|
|
|
|
| 3.500%, 03/20/2027 |
|
|
418 |
|
|
|
466 |
|
| 2.750%, 03/20/2022 |
|
|
645 |
|
|
|
665 |
|
| Meglobal Canada ULC MTN |
|
|
|
|
|
|
|
|
| 5.875%, 05/18/2030 (A) |
|
|
222 |
|
|
|
250 |
|
| NBK Tier 1 Financing 2 |
|
|
|
|
|
|
|
|
| 4.500%, VAR USD Swap Semi 30/360
6 Yr Curr+2.832%, 05/27/2169 (A) |
|
|
513 |
|
|
|
486 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,867 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Lebanon — 0.2% |
|
|
|
|
|
|
|
|
| Lebanon Government International Bond |
|
|
|
|
|
|
|
|
| 8.250%, 05/17/2034 (C) |
|
|
4,532 |
|
|
|
725 |
|
| 8.200%, 05/17/2033 (C) |
|
|
2,700 |
|
|
|
432 |
|
| 6.650%, 04/22/2024 (C) |
|
|
2,250 |
|
|
|
384 |
|
| 6.000%, 01/27/2023 (C) |
|
|
560 |
|
|
|
97 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| Lebanon Government International Bond MTN |
|
|
|
|
|
|
|
|
| 8.250%, 04/12/2021 (C) |
|
$ |
1,073 |
|
|
$ |
196 |
|
| 7.000%, 03/20/2028 (C) |
|
|
2,432 |
|
|
|
389 |
|
| 6.850%, 05/25/2029 (C) |
|
|
387 |
|
|
|
65 |
|
| 6.650%, 02/26/2030 (C) |
|
|
1,225 |
|
|
|
205 |
|
| 6.600%, 11/27/2026 (C) |
|
|
2,201 |
|
|
|
372 |
|
| 6.400%, 05/26/2023 (C) |
|
|
1,555 |
|
|
|
265 |
|
| 6.100%, 10/04/2022 (C) |
|
|
1,573 |
|
|
|
280 |
|
| 6.100%, 10/04/2022 (C) |
|
|
569 |
|
|
|
101 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,511 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Luxembourg — 0.0% |
|
|
|
|
|
|
|
|
| Millicom International Cellular |
|
|
|
|
|
|
|
|
| 6.250%, 03/25/2029 (A) |
|
|
449 |
|
|
|
479 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Malaysia — 5.4% |
|
|
|
|
|
|
|
|
| 1MDB Energy |
|
|
|
|
|
|
|
|
| 5.990%, 05/11/2022 |
|
|
2,000 |
|
|
|
2,075 |
|
| 1MDB Global Investments |
|
|
|
|
|
|
|
|
| 4.400%, 03/09/2023 |
|
|
2,000 |
|
|
|
1,891 |
|
| 4.400%, 03/09/2023 |
|
|
7,400 |
|
|
|
6,996 |
|
| Malaysia Government Bond |
|
|
|
|
|
|
|
|
| 5.248%, 09/15/2028 |
|
MYR |
1,050 |
|
|
|
286 |
|
| 4.935%, 09/30/2043 |
|
|
2,200 |
|
|
|
588 |
|
| 4.921%, 07/06/2048 |
|
|
1,768 |
|
|
|
474 |
|
| 4.893%, 06/08/2038 |
|
|
800 |
|
|
|
218 |
|
| 4.642%, 11/07/2033 |
|
|
500 |
|
|
|
133 |
|
| 4.392%, 04/15/2026 |
|
|
3,480 |
|
|
|
884 |
|
| 4.232%, 06/30/2031 |
|
|
1,200 |
|
|
|
306 |
|
| 4.181%, 07/15/2024 |
|
|
4,186 |
|
|
|
1,042 |
|
| 4.160%, 07/15/2021 |
|
|
1,920 |
|
|
|
458 |
|
| 4.059%, 09/30/2024 |
|
|
8,576 |
|
|
|
2,130 |
|
| 3.955%, 09/15/2025 |
|
|
36,283 |
|
|
|
9,069 |
|
| 3.906%, 07/15/2026 |
|
|
16,152 |
|
|
|
4,021 |
|
| 3.899%, 11/16/2027 |
|
|
2,500 |
|
|
|
625 |
|
| 3.885%, 08/15/2029 |
|
|
29,633 |
|
|
|
7,458 |
|
| 3.882%, 03/10/2022 |
|
|
5,848 |
|
|
|
1,404 |
|
| 3.828%, 07/05/2034 |
|
|
120 |
|
|
|
30 |
|
| 3.800%, 08/17/2023 |
|
|
30,074 |
|
|
|
7,325 |
|
| 3.795%, 09/30/2022 |
|
|
3,200 |
|
|
|
773 |
|
| 3.757%, 04/20/2023 |
|
|
13,915 |
|
|
|
3,378 |
|
| 3.757%, 05/22/2040 |
|
|
1,500 |
|
|
|
356 |
|
| 3.733%, 06/15/2028 |
|
|
12,719 |
|
|
|
3,138 |
|
| 3.659%, 10/15/2020 |
|
|
36,600 |
|
|
|
8,582 |
|
| 3.620%, 11/30/2021 |
|
|
18,334 |
|
|
|
4,371 |
|
| 3.502%, 05/31/2027 |
|
|
2,450 |
|
|
|
600 |
|
| 3.480%, 03/15/2023 |
|
|
2,858 |
|
|
|
688 |
|
| 3.478%, 06/14/2024 |
|
|
6,160 |
|
|
|
1,493 |
|
| 3.418%, 08/15/2022 |
|
|
10,450 |
|
|
|
2,499 |
|
| Malaysia Government Investment Issue |
|
|
|
|
|
|
|
|
| 4.369%, 10/31/2028 |
|
|
1,200 |
|
|
|
310 |
|
| 4.070%, 09/30/2026 |
|
|
6,500 |
|
|
|
1,636 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
|
7 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
| GLOBAL BONDS (continued) |
|
| Malaysia Sukuk Global |
|
|
|
|
|
|
|
|
| 3.179%, 04/27/2026 |
|
$ |
1,777 |
|
|
$ |
1,935 |
|
| Petronas Capital MTN (A) |
|
|
|
|
|
|
|
|
| 4.550%, 04/21/2050 |
|
|
563 |
|
|
|
713 |
|
| 3.500%, 04/21/2030 |
|
|
2,200 |
|
|
|
2,444 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
80,329 |
|
|
|
|
|
|
|
|
|
|
|
| Mauritius — 0.1% |
|
| Liquid Telecommunications Financing |
|
|
|
|
|
|
|
|
| 8.500%, 07/13/2022 (A) |
|
|
836 |
|
|
|
824 |
|
|
|
|
|
|
|
|
|
|
|
| Mexico — 8.4% |
|
| America Movil |
|
|
|
|
|
|
|
|
| 7.125%, 12/09/2024 |
|
MXN |
18,110 |
|
|
|
812 |
|
| Axtel |
|
|
|
|
|
|
|
|
| 6.375%, 11/14/2024 (A) |
|
$ |
713 |
|
|
|
740 |
|
| Banco Mercantil del Norte (A) |
|
|
|
|
|
|
|
|
| 7.500%, VAR US Treas Yield Curve Rate T Note Const Mat 10 Yr+5.470%, 09/27/2168 |
|
|
476 |
|
|
|
448 |
|
| 6.750%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.967%, 09/27/2168 |
|
|
609 |
|
|
|
576 |
|
| Banco Nacional de Comercio Exterior SNC |
|
|
|
|
|
|
|
|
| 3.800%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.000%, 08/11/2026 (A) |
|
|
1,015 |
|
|
|
990 |
|
| 3.800%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.000%, 08/11/2026 |
|
|
844 |
|
|
|
823 |
|
| Banco Santander Mexico Institucion de Banca Multiple Grupo Financiero Santand |
|
|
|
|
|
|
|
|
| 5.375%, 04/17/2025 (A) |
|
|
414 |
|
|
|
453 |
|
| Cemex (A) |
|
|
|
|
|
|
|
|
| 7.375%, 06/05/2027 |
|
|
572 |
|
|
|
581 |
|
| 5.450%, 11/19/2029 |
|
|
750 |
|
|
|
693 |
|
| Cometa Energia |
|
|
|
|
|
|
|
|
| 6.375%, 04/24/2035 (A) |
|
|
675 |
|
|
|
702 |
|
| Comision Federal de Electricidad |
|
|
|
|
|
|
|
|
| 7.350%, 11/25/2025 |
|
MXN |
39,785 |
|
|
|
1,624 |
|
| 5.750%, 02/14/2042 (A) |
|
$ |
500 |
|
|
|
530 |
|
| 4.750%, 02/23/2027 (A) |
|
|
458 |
|
|
|
481 |
|
| Industrias Penoles |
|
|
|
|
|
|
|
|
| 5.650%, 09/12/2049 (A) |
|
|
359 |
|
|
|
391 |
|
| Mexican Bonos |
|
|
|
|
|
|
|
|
| 8.000%, 11/07/2047 |
|
MXN |
60,700 |
|
|
|
2,943 |
|
| 7.750%, 11/23/2034 |
|
|
39,185 |
|
|
|
1,925 |
|
| 7.750%, 11/13/2042 |
|
|
94,898 |
|
|
|
4,486 |
|
| 7.500%, 06/03/2027 |
|
|
185,618 |
|
|
|
8,947 |
|
| 6.500%, 06/09/2022 |
|
|
12,008 |
|
|
|
537 |
|
| 5.750%, 03/05/2026 |
|
|
87,650 |
|
|
|
3,894 |
|
| Mexican Bonos, Ser M20 |
|
|
|
|
|
|
|
|
| 10.000%, 12/05/2024 |
|
|
305,382 |
|
|
|
15,901 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
|
| GLOBAL BONDS (continued) |
|
| 8.500%, 05/31/2029 |
|
MXN |
55,069 |
|
|
$ |
2,821 |
|
| 8.000%, 12/07/2023 |
|
|
19,699 |
|
|
|
939 |
|
| 7.750%, 05/29/2031 |
|
|
123,383 |
|
|
|
6,034 |
|
| Mexican Bonos, Ser M30 |
|
|
|
|
|
|
|
|
| 8.500%, 11/18/2038 |
|
|
86,861 |
|
|
|
4,460 |
|
| Mexican Udibonos |
|
|
|
|
|
|
|
|
| 4.000%, 11/15/2040 |
|
|
37,716 |
|
|
|
1,858 |
|
| 4.000%, 11/03/2050 |
|
|
40,013 |
|
|
|
2,035 |
|
| Mexico City Airport Trust |
|
|
|
|
|
|
|
|
| 5.500%, 07/31/2047 (A) |
|
$ |
715 |
|
|
|
633 |
|
| Mexico Government International Bond |
|
|
|
|
|
|
|
|
| 5.000%, 04/27/2051 |
|
|
928 |
|
|
|
1,000 |
|
| 4.750%, 04/27/2032 |
|
|
7,369 |
|
|
|
8,124 |
|
| 4.500%, 04/22/2029 |
|
|
2,486 |
|
|
|
2,701 |
|
| 4.500%, 01/31/2050 |
|
|
893 |
|
|
|
921 |
|
| Mexico Government International Bond MTN |
|
|
|
|
|
|
|
|
| 5.750%, 10/12/2110 |
|
|
1,906 |
|
|
|
2,116 |
|
| 4.750%, 03/08/2044 |
|
|
386 |
|
|
|
409 |
|
| Minera Mexico |
|
|
|
|
|
|
|
|
| 4.500%, 01/26/2050 (A) |
|
|
627 |
|
|
|
625 |
|
| Petroleos Mexicanos |
|
|
|
|
|
|
|
|
| 9.500%, 09/15/2027 |
|
|
169 |
|
|
|
171 |
|
| 7.690%, 01/23/2050 |
|
|
114 |
|
|
|
95 |
|
| 7.690%, 01/23/2050 (A) |
|
|
7,985 |
|
|
|
6,664 |
|
| 7.470%, 11/12/2026 |
|
MXN |
175,079 |
|
|
|
5,924 |
|
| 7.190%, 09/12/2024 |
|
|
108,672 |
|
|
|
3,987 |
|
| 6.950%, 01/28/2060 |
|
$ |
3,107 |
|
|
|
2,388 |
|
| 6.950%, 01/28/2060 (A) |
|
|
3,398 |
|
|
|
2,612 |
|
| 6.840%, 01/23/2030 (A) |
|
|
1,768 |
|
|
|
1,556 |
|
| 6.840%, 01/23/2030 |
|
|
3,342 |
|
|
|
2,942 |
|
| 6.625%, 06/15/2035 |
|
|
4,400 |
|
|
|
3,580 |
|
| 6.500%, 01/23/2029 (A) |
|
|
785 |
|
|
|
685 |
|
| 6.500%, 01/23/2029 |
|
|
1,055 |
|
|
|
920 |
|
| 6.490%, 01/23/2027 (A) |
|
|
62 |
|
|
|
57 |
|
| 6.350%, 02/12/2048 |
|
|
678 |
|
|
|
504 |
|
| 6.350%, 02/12/2048 (A) |
|
|
430 |
|
|
|
319 |
|
| 5.950%, 01/28/2031 |
|
|
1,490 |
|
|
|
1,229 |
|
| 5.950%, 01/28/2031 (A) |
|
|
2,188 |
|
|
|
1,805 |
|
| 5.625%, 01/23/2046 |
|
|
253 |
|
|
|
180 |
|
| 5.350%, 02/12/2028 (A) |
|
|
1,079 |
|
|
|
906 |
|
| 4.500%, 01/23/2026 |
|
|
1,273 |
|
|
|
1,111 |
|
| Petroleos Mexicanos MTN |
|
|
|
|
|
|
|
|
| 6.875%, 08/04/2026 |
|
|
415 |
|
|
|
392 |
|
| 6.750%, 09/21/2047 |
|
|
553 |
|
|
|
425 |
|
| 4.875%, 02/21/2028 |
|
EUR |
755 |
|
|
|
733 |
|
| United Mexican States MTN |
|
|
|
|
|
|
|
|
| 6.050%, 01/11/2040 |
|
$ |
1,116 |
|
|
|
1,361 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
123,699 |
|
|
|
|
|
|
|
|
|
|
|
| Mongolia — 0.4% |
|
| Development Bank of Mongolia |
|
|
|
|
|
|
|
|
| 7.250%, 10/23/2023 (A) |
|
|
784 |
|
|
|
753 |
|
|
|
|
| 8 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| Mongolia Government International Bond |
|
|
|
|
|
|
|
|
| 5.625%, 05/01/2023 |
|
$ |
2,087 |
|
|
$ |
2,084 |
|
| Mongolia Government International Bond MTN |
|
|
|
|
|
|
|
|
| 8.750%, 03/09/2024 |
|
|
1,951 |
|
|
|
2,088 |
|
| 5.125%, 12/05/2022 |
|
|
500 |
|
|
|
495 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,420 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Morocco — 0.0% |
|
|
|
|
|
|
|
|
| Morocco Government International Bond |
|
|
|
|
|
|
|
|
| 1.500%, 11/27/2031 |
|
EUR |
611 |
|
|
|
637 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Mozambique — 0.2% |
|
|
|
|
|
|
|
|
| Mozambique International Bond |
|
|
|
|
|
|
|
|
| 5.000%, 09/15/2031 (A) |
|
$ |
3,120 |
|
|
|
2,645 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Namibia — 0.0% |
|
|
|
|
|
|
|
|
| Namibia International Bonds |
|
|
|
|
|
|
|
|
| 5.250%, 10/29/2025 |
|
|
379 |
|
|
|
384 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Netherlands — 0.0% |
|
|
|
|
|
|
|
|
| Minejesa Capital BV |
|
|
|
|
|
|
|
|
| 5.625%, 08/10/2037 (A) |
|
|
96 |
|
|
|
98 |
|
|
|
|
|
|
|
|
|
|
| Nigeria — 0.9% |
|
|
|
|
|
|
|
|
| IHS Netherlands Holdco |
|
|
|
|
|
|
|
|
| 8.000%, 09/18/2027 (A) |
|
|
510 |
|
|
|
514 |
|
| Nigeria Government International Bond |
|
|
|
|
|
|
|
|
| 9.248%, 01/21/2049 |
|
|
322 |
|
|
|
325 |
|
| 8.747%, 01/21/2031 |
|
|
1,719 |
|
|
|
1,715 |
|
| 8.747%, 01/21/2031 (A) |
|
|
1,582 |
|
|
|
1,578 |
|
| 7.875%, 02/16/2032 |
|
|
1,803 |
|
|
|
1,695 |
|
| 7.875%, 02/16/2032 (A) |
|
|
588 |
|
|
|
553 |
|
| 7.696%, 02/23/2038 |
|
|
3,863 |
|
|
|
3,515 |
|
| 7.696%, 02/23/2038 (A) |
|
|
601 |
|
|
|
547 |
|
| 7.143%, 02/23/2030 |
|
|
682 |
|
|
|
635 |
|
| Nigeria Government International Bond MTN |
|
|
|
|
|
|
|
|
| 6.500%, 11/28/2027 (A)(B) |
|
|
2,480 |
|
|
|
2,351 |
|
| 6.500%, 11/28/2027 |
|
|
530 |
|
|
|
503 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,931 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Oman — 0.8% |
|
|
|
|
|
|
|
|
| Oman Government International Bond |
|
|
|
|
|
|
|
|
| 6.750%, 01/17/2048 (A) |
|
|
1,334 |
|
|
|
1,151 |
|
| 6.750%, 01/17/2048 |
|
|
8,049 |
|
|
|
6,942 |
|
| 5.625%, 01/17/2028 (A) |
|
|
366 |
|
|
|
341 |
|
| 4.750%, 06/15/2026 |
|
|
900 |
|
|
|
831 |
|
| 3.625%, 06/15/2021 |
|
|
1,326 |
|
|
|
1,316 |
|
| Oman Government International Bond MTN |
|
|
|
|
|
|
|
|
| 4.875%, 02/01/2025 (A) |
|
|
1,117 |
|
|
|
1,079 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,660 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
|
| Pakistan — 0.4% |
|
|
|
|
|
|
|
|
| Pakistan Government International Bond |
|
|
|
|
|
|
|
|
| 8.250%, 09/30/2025 (B) |
|
$ |
1,000 |
|
|
$ |
1,037 |
|
| 8.250%, 09/30/2025 (A) |
|
|
714 |
|
|
|
740 |
|
| 7.875%, 03/31/2036 |
|
|
200 |
|
|
|
193 |
|
| 6.875%, 12/05/2027 |
|
|
1,314 |
|
|
|
1,293 |
|
| 6.875%, 12/05/2027 (A) |
|
|
796 |
|
|
|
783 |
|
| Third Pakistan International Sukuk |
|
|
|
|
|
|
|
|
| 5.500%, 10/13/2021 |
|
|
1,201 |
|
|
|
1,169 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,215 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Panama — 0.8% |
|
|
|
|
|
|
|
|
| Aeropuerto Internacional de Tocumen |
|
|
|
|
|
|
|
|
| 6.000%, 11/18/2048 (A) |
|
|
672 |
|
|
|
736 |
|
| 5.625%, 05/18/2036 |
|
|
555 |
|
|
|
595 |
|
| Cable Onda |
|
|
|
|
|
|
|
|
| 4.500%, 01/30/2030 (A) |
|
|
208 |
|
|
|
211 |
|
| Empresa de Transmision Electrica |
|
|
|
|
|
|
|
|
| 5.125%, 05/02/2049 (A) |
|
|
635 |
|
|
|
743 |
|
| Republic of Panama |
|
|
|
|
|
|
|
|
| 9.375%, 04/01/2029 |
|
|
1,004 |
|
|
|
1,524 |
|
| 8.125%, 04/28/2034 |
|
|
478 |
|
|
|
688 |
|
| 4.500%, 04/01/2056 |
|
|
3,599 |
|
|
|
4,404 |
|
| 3.750%, 03/16/2025 |
|
|
1,165 |
|
|
|
1,260 |
|
| 3.160%, 01/23/2030 |
|
|
2,099 |
|
|
|
2,255 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12,416 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Papua New Guinea — 0.3% |
|
|
|
|
|
|
|
|
| Papua New Guinea Government International Bond |
|
|
|
|
|
|
|
|
| 8.375%, 10/04/2028 |
|
|
531 |
|
|
|
510 |
|
| 8.375%, 10/04/2028 (A) |
|
|
3,374 |
|
|
|
3,239 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,749 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Paraguay — 0.2% |
|
|
|
|
|
|
|
|
| Paraguay Government International Bond |
|
|
|
|
|
|
|
|
| 6.100%, 08/11/2044 |
|
|
1,010 |
|
|
|
1,242 |
|
| 5.400%, 03/30/2050 |
|
|
571 |
|
|
|
661 |
|
| 4.950%, 04/28/2031 |
|
|
847 |
|
|
|
945 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,848 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Peru — 3.2% |
|
|
|
|
|
|
|
|
| Abengoa Transmision Sur |
|
|
|
|
|
|
|
|
| 6.875%, 04/30/2043 (A) |
|
|
267 |
|
|
|
344 |
|
| Fondo MIVIVIENDA |
|
|
|
|
|
|
|
|
| 7.000%, 02/14/2024 (A) |
|
PEN |
3,704 |
|
|
|
1,162 |
|
| Inkia Energy |
|
|
|
|
|
|
|
|
| 5.875%, 11/09/2027 (A) |
|
$ |
359 |
|
|
|
354 |
|
| Kallpa Generacion |
|
|
|
|
|
|
|
|
| 4.125%, 08/16/2027 (A) |
|
|
723 |
|
|
|
737 |
|
| Peru Government Bond |
|
|
|
|
|
|
|
|
| 5.350%, 08/12/2040 (A) |
|
PEN |
708 |
|
|
|
201 |
|
| Peruvian Government International Bond |
|
|
|
|
|
|
|
|
| 8.200%, 08/12/2026 |
|
|
7,759 |
|
|
|
2,837 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
|
9 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| 8.200%, 08/12/2026 |
|
PEN |
3,397 |
|
|
$ |
1,242 |
|
| 6.950%, 08/12/2031 |
|
|
27,176 |
|
|
|
9,356 |
|
| 6.950%, 08/12/2031 |
|
|
154 |
|
|
|
53 |
|
| 6.900%, 08/12/2037 |
|
|
2,480 |
|
|
|
843 |
|
| 6.900%, 08/12/2037 |
|
|
7,121 |
|
|
|
2,419 |
|
| 6.850%, 02/12/2042 |
|
|
613 |
|
|
|
204 |
|
| 6.550%, 03/14/2037 |
|
$ |
309 |
|
|
|
470 |
|
| 6.350%, 08/12/2028 |
|
PEN |
1,570 |
|
|
|
526 |
|
| 6.350%, 08/12/2028 |
|
|
346 |
|
|
|
116 |
|
| 6.350%, 08/12/2028 (A) |
|
|
1,465 |
|
|
|
491 |
|
| 6.350%, 08/12/2028 |
|
|
5,940 |
|
|
|
1,990 |
|
| 6.150%, 08/12/2032 (A) |
|
|
21,790 |
|
|
|
7,042 |
|
| 5.940%, 02/12/2029 (A) |
|
|
367 |
|
|
|
120 |
|
| 5.700%, 08/12/2024 (A) |
|
|
4,932 |
|
|
|
1,621 |
|
| 5.400%, 08/12/2034 (A) |
|
|
4,002 |
|
|
|
1,193 |
|
| 5.350%, 08/12/2040 |
|
|
7,330 |
|
|
|
2,081 |
|
| 2.844%, 06/20/2030 |
|
$ |
1,661 |
|
|
|
1,781 |
|
| 2.783%, 01/23/2031 |
|
|
1,840 |
|
|
|
1,962 |
|
| 2.392%, 01/23/2026 |
|
|
1,475 |
|
|
|
1,534 |
|
| Petroleos del Peru |
|
|
|
|
|
|
|
|
| 5.625%, 06/19/2047 |
|
|
1,993 |
|
|
|
2,333 |
|
| 5.625%, 06/19/2047 (A) |
|
|
366 |
|
|
|
428 |
|
| 4.750%, 06/19/2032 |
|
|
1,843 |
|
|
|
2,046 |
|
| 4.750%, 06/19/2032 (A) |
|
|
1,201 |
|
|
|
1,333 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
46,819 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Philippines — 0.4% |
|
|
|
|
|
|
|
|
| Philippine Government International Bond |
|
|
|
|
|
|
|
|
| 4.000%, 01/15/2021 |
|
|
157 |
|
|
|
159 |
|
| 3.900%, 11/26/2022 |
|
PHP |
45,000 |
|
|
|
912 |
|
| 3.750%, 01/14/2029 |
|
$ |
2,772 |
|
|
|
3,164 |
|
| 2.457%, 05/05/2030 |
|
|
1,490 |
|
|
|
1,561 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,796 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Poland — 3.0% |
|
|
|
|
|
|
|
|
| Republic of Poland Government Bond |
|
|
|
|
|
|
|
|
| 5.000%, 03/23/2022 |
|
|
2,784 |
|
|
|
2,986 |
|
| 3.250%, 07/25/2025 |
|
PLN |
10,346 |
|
|
|
2,941 |
|
| 2.750%, 04/25/2028 |
|
|
21,486 |
|
|
|
6,029 |
|
| 2.750%, 10/25/2029 |
|
|
25,298 |
|
|
|
7,189 |
|
| 2.500%, 01/25/2023 |
|
|
16,804 |
|
|
|
4,498 |
|
| 2.500%, 04/25/2024 |
|
|
6,060 |
|
|
|
1,652 |
|
| 2.500%, 07/25/2026 |
|
|
26,843 |
|
|
|
7,399 |
|
| 2.500%, 07/25/2027 |
|
|
16,396 |
|
|
|
4,522 |
|
| 2.250%, 04/25/2022 |
|
|
13,055 |
|
|
|
3,430 |
|
| 2.000%, 04/25/2021 |
|
|
912 |
|
|
|
234 |
|
| 1.750%, 07/25/2021 |
|
|
5,000 |
|
|
|
1,287 |
|
| 1.555%, 07/25/2020 (F) |
|
|
10,140 |
|
|
|
2,563 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
44,730 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Qatar — 1.3% |
|
|
|
|
|
|
|
|
| Qatar Government International Bond |
|
|
|
|
|
|
|
|
| 5.750%, 01/20/2042 (A) |
|
$ |
574 |
|
|
|
823 |
|
| 5.103%, 04/23/2048 (A) |
|
|
694 |
|
|
|
943 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
| 5.103%, 04/23/2048 |
|
$ |
676 |
|
|
$ |
919 |
|
| 4.817%, 03/14/2049 |
|
|
3,737 |
|
|
|
4,911 |
|
| 4.817%, 03/14/2049 (A) |
|
|
573 |
|
|
|
753 |
|
| 4.400%, 04/16/2050 |
|
|
400 |
|
|
|
495 |
|
| 4.000%, 03/14/2029 |
|
|
781 |
|
|
|
898 |
|
| 4.000%, 03/14/2029 (A) |
|
|
2,833 |
|
|
|
3,258 |
|
| 3.750%, 04/16/2030 |
|
|
800 |
|
|
|
911 |
|
| 3.750%, 04/16/2030 (A) |
|
|
4,027 |
|
|
|
4,586 |
|
| 3.400%, 04/16/2025 |
|
|
854 |
|
|
|
929 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19,426 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Romania — 1.4% |
|
|
|
|
|
|
|
|
| Government of Romania |
|
|
|
|
|
|
|
|
| 5.850%, 04/26/2023 |
|
RON |
7,190 |
|
|
|
1,772 |
|
| Government of Romania MTN |
|
|
|
|
|
|
|
|
| 6.125%, 01/22/2044 |
|
$ |
370 |
|
|
|
485 |
|
| Romania Government Bond |
|
|
|
|
|
|
|
|
| 4.850%, 04/22/2026 |
|
RON |
7,895 |
|
|
|
1,932 |
|
| 4.400%, 09/25/2023 |
|
|
790 |
|
|
|
188 |
|
| Romanian Government International Bond |
|
|
|
|
|
|
|
|
| 5.125%, 06/15/2048 |
|
$ |
838 |
|
|
|
989 |
|
| 5.000%, 02/12/2029 |
|
RON |
8,095 |
|
|
|
2,017 |
|
| 4.500%, 06/17/2024 |
|
|
8,245 |
|
|
|
1,975 |
|
| 4.250%, 06/28/2023 |
|
|
2,730 |
|
|
|
646 |
|
| 4.000%, 10/27/2021 |
|
|
10,545 |
|
|
|
2,470 |
|
| 3.624%, 05/26/2030 (A) |
|
EUR |
417 |
|
|
|
505 |
|
| Romanian Government International Bond MTN |
|
|
|
|
|
|
|
|
| 4.625%, 04/03/2049 |
|
|
278 |
|
|
|
357 |
|
| 4.125%, 03/11/2039 |
|
|
1,908 |
|
|
|
2,361 |
|
| 3.875%, 10/29/2035 |
|
|
330 |
|
|
|
399 |
|
| 3.375%, 02/08/2038 |
|
|
973 |
|
|
|
1,112 |
|
| 3.375%, 01/28/2050 |
|
|
1,660 |
|
|
|
1,806 |
|
| 2.124%, 07/16/2031 |
|
|
158 |
|
|
|
169 |
|
| 2.000%, 01/28/2032 |
|
|
950 |
|
|
|
994 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
20,177 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Russia — 6.1% |
|
|
|
|
|
|
|
|
| Gazprom OAO Via Gaz Capital |
|
|
|
|
|
|
|
|
| 5.150%, 02/11/2026 (A) |
|
$ |
2,673 |
|
|
|
2,967 |
|
| Gtlk Europe Capital DAC |
|
|
|
|
|
|
|
|
| 4.650%, 03/10/2027 |
|
|
596 |
|
|
|
586 |
|
| GTLK Europe Capital DAC |
|
|
|
|
|
|
|
|
| 4.949%, 02/18/2026 |
|
|
968 |
|
|
|
981 |
|
| GTLK Europe DAC |
|
|
|
|
|
|
|
|
| 5.950%, 07/19/2021 |
|
|
470 |
|
|
|
481 |
|
| Rusal Capital DAC |
|
|
|
|
|
|
|
|
| 5.125%, 02/02/2022 |
|
|
860 |
|
|
|
864 |
|
| Russian Federal Bond - OFZ |
|
|
|
|
|
|
|
|
| 8.500%, 09/17/2031 |
|
RUB |
176,982 |
|
|
|
3,001 |
|
| 8.150%, 02/03/2027 |
|
|
827,610 |
|
|
|
13,386 |
|
| 7.950%, 10/07/2026 |
|
|
743,883 |
|
|
|
11,866 |
|
| 7.750%, 09/16/2026 |
|
|
68,909 |
|
|
|
1,090 |
|
|
|
|
| 10 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
| 7.700%, 03/23/2033 |
|
RUB |
370,970 |
|
|
$ |
5,957 |
|
| 7.700%, 03/16/2039 |
|
|
54,617 |
|
|
|
898 |
|
| 7.650%, 04/10/2030 |
|
|
66,443 |
|
|
|
1,057 |
|
| 7.250%, 05/10/2034 |
|
|
329,847 |
|
|
|
5,138 |
|
| 7.100%, 10/16/2024 |
|
|
132,767 |
|
|
|
2,013 |
|
| 7.050%, 01/19/2028 |
|
|
953,320 |
|
|
|
14,594 |
|
| 7.000%, 08/16/2023 |
|
|
321,552 |
|
|
|
4,807 |
|
| 6.900%, 05/23/2029 |
|
|
334,404 |
|
|
|
5,076 |
|
| 6.000%, 10/06/2027 |
|
|
16,284 |
|
|
|
235 |
|
| Russian Foreign Bond - Eurobond |
|
|
|
|
|
|
|
|
| 7.500%, 03/31/2030 |
|
$ |
2 |
|
|
|
2 |
|
| 5.875%, 09/16/2043 |
|
|
3,000 |
|
|
|
4,213 |
|
| 5.250%, 06/23/2047 |
|
|
1,000 |
|
|
|
1,320 |
|
| 4.750%, 05/27/2026 |
|
|
1,600 |
|
|
|
1,822 |
|
| 4.375%, 03/21/2029 |
|
|
4,800 |
|
|
|
5,454 |
|
| SCF Capital Designated Activity |
|
|
|
|
|
|
|
|
| 5.375%, 06/16/2023 (A) |
|
|
729 |
|
|
|
778 |
|
| Vnesheconombank Via VEB Finance |
|
|
|
|
|
|
|
|
| 6.902%, 07/09/2020 |
|
|
1,310 |
|
|
|
1,311 |
|
| 6.800%, 11/22/2025 |
|
|
580 |
|
|
|
691 |
|
| 6.800%, 11/22/2025 (A) |
|
|
150 |
|
|
|
179 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
90,767 |
|
|
|
|
|
|
|
|
|
|
| Saudi Arabia — 1.3% |
|
|
|
|
|
|
|
|
| Acwa Power Management And Investments One |
|
|
|
|
|
|
|
|
| 5.950%, 12/15/2039 (A) |
|
|
1,742 |
|
|
|
1,876 |
|
| Saudi Arabian Oil MTN |
|
|
|
|
|
|
|
|
| 4.250%, 04/16/2039 (A) |
|
|
2,330 |
|
|
|
2,592 |
|
| 4.250%, 04/16/2039 |
|
|
2,150 |
|
|
|
2,392 |
|
| 2.875%, 04/16/2024 |
|
|
660 |
|
|
|
686 |
|
| Saudi Government International Bond |
|
|
|
|
|
|
|
|
| 5.250%, 01/16/2050 (A) |
|
|
326 |
|
|
|
419 |
|
| Saudi Government International Bond MTN |
|
|
|
|
|
|
|
|
| 5.000%, 04/17/2049 (A) |
|
|
1,013 |
|
|
|
1,252 |
|
| 5.000%, 04/17/2049 |
|
|
803 |
|
|
|
992 |
|
| 4.500%, 10/26/2046 |
|
|
580 |
|
|
|
666 |
|
| 4.500%, 10/26/2046 (A) |
|
|
220 |
|
|
|
253 |
|
| 4.500%, 04/22/2060 (A) |
|
|
2,246 |
|
|
|
2,582 |
|
| 3.250%, 10/22/2030 (A) |
|
|
3,329 |
|
|
|
3,569 |
|
| 2.750%, 02/03/2032 |
|
|
946 |
|
|
|
971 |
|
| 2.750%, 02/03/2032 (A) |
|
|
927 |
|
|
|
951 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19,201 |
|
|
|
|
|
|
|
|
|
|
| Senegal — 0.1% |
|
|
|
|
|
|
|
|
| Senegal Government International Bond |
|
|
|
|
|
|
|
|
| 6.750%, 03/13/2048 |
|
|
460 |
|
|
|
444 |
|
| 6.250%, 07/30/2024 |
|
|
877 |
|
|
|
918 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,362 |
|
|
|
|
|
|
|
|
|
|
| Serbia — 0.8% |
|
|
|
|
|
|
|
|
| Republic of Serbia |
|
|
|
|
|
|
|
|
| 7.250%, 09/28/2021 |
|
|
437 |
|
|
|
465 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
| Serbia International Bond |
|
|
|
|
|
|
|
|
| 1.500%, 06/26/2029 |
|
EUR |
3,454 |
|
|
$ |
3,633 |
|
| Serbia Treasury Bonds |
|
|
|
|
|
|
|
|
| 5.875%, 02/08/2028 |
|
RSD |
203,510 |
|
|
|
2,309 |
|
| 4.500%, 01/11/2026 |
|
|
211,800 |
|
|
|
2,199 |
|
| 4.500%, 08/20/2032 |
|
|
177,880 |
|
|
|
1,822 |
|
| 3.750%, 01/17/2022 |
|
|
159,400 |
|
|
|
1,563 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,991 |
|
|
|
|
|
|
|
|
|
|
| South Africa — 4.6% |
|
|
|
|
|
|
|
|
| Eskom Holdings SOC |
|
|
|
|
|
|
|
|
| 7.125%, 02/11/2025 (A) |
|
$ |
2,085 |
|
|
|
1,930 |
|
| 7.125%, 02/11/2025 |
|
|
1,430 |
|
|
|
1,323 |
|
| 5.750%, 01/26/2021 (A) |
|
|
1,681 |
|
|
|
1,599 |
|
| 5.750%, 01/26/2021 |
|
|
665 |
|
|
|
633 |
|
| Eskom Holdings SOC MTN |
|
|
|
|
|
|
|
|
| 8.450%, 08/10/2028 (A)(B) |
|
|
471 |
|
|
|
439 |
|
| 7.500%, 09/15/2033 |
|
ZAR |
35,200 |
|
|
|
1,461 |
|
| 6.750%, 08/06/2023 |
|
$ |
1,556 |
|
|
|
1,472 |
|
| 6.750%, 08/06/2023 (A) |
|
|
1,329 |
|
|
|
1,257 |
|
| 6.350%, 08/10/2028 (A) |
|
|
322 |
|
|
|
322 |
|
| Republic of South Africa |
|
|
|
|
|
|
|
|
| 10.500%, 12/21/2026 |
|
ZAR |
245,044 |
|
|
|
16,086 |
|
| 9.000%, 01/31/2040 |
|
|
83,611 |
|
|
|
3,977 |
|
| 8.875%, 02/28/2035 |
|
|
56,143 |
|
|
|
2,779 |
|
| 8.750%, 01/31/2044 |
|
|
85,589 |
|
|
|
3,883 |
|
| 8.750%, 02/28/2048 |
|
|
156,051 |
|
|
|
7,071 |
|
| 8.500%, 01/31/2037 |
|
|
114,313 |
|
|
|
5,318 |
|
| 8.000%, 01/31/2030 |
|
|
63,249 |
|
|
|
3,363 |
|
| 7.000%, 02/28/2031 |
|
|
51,041 |
|
|
|
2,415 |
|
| 6.500%, 02/28/2041 |
|
|
16,423 |
|
|
|
601 |
|
| 6.300%, 06/22/2048 |
|
$ |
964 |
|
|
|
904 |
|
| 6.250%, 03/31/2036 |
|
ZAR |
68,414 |
|
|
|
2,615 |
|
| 5.875%, 09/16/2025 |
|
$ |
790 |
|
|
|
837 |
|
| 5.750%, 09/30/2049 |
|
|
4,237 |
|
|
|
3,676 |
|
| 5.650%, 09/27/2047 |
|
|
386 |
|
|
|
335 |
|
| 5.000%, 10/12/2046 |
|
|
357 |
|
|
|
292 |
|
| 4.875%, 04/14/2026 |
|
|
300 |
|
|
|
300 |
|
| 4.850%, 09/27/2027 |
|
|
420 |
|
|
|
411 |
|
| 4.850%, 09/30/2029 |
|
|
1,475 |
|
|
|
1,395 |
|
| SASOL Financing USA |
|
|
|
|
|
|
|
|
| 5.875%, 03/27/2024 |
|
|
442 |
|
|
|
393 |
|
| Transnet SOC MTN |
|
|
|
|
|
|
|
|
| 9.500%, 05/13/2021 (A) |
|
ZAR |
6,760 |
|
|
|
395 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
67,482 |
|
|
|
|
|
|
|
|
|
|
| South Korea — 0.2% |
|
|
|
|
|
|
|
|
| Export-Import Bank of Korea MTN |
|
|
|
|
|
|
|
|
| 8.400%, 11/30/2021 |
|
IDR |
2,400,000 |
|
|
|
1,572 |
|
| 7.250%, 12/07/2024 |
|
|
700,000 |
|
|
|
47 |
|
| Korea International Bond |
|
|
|
|
|
|
|
|
| 2.500%, 06/19/2029 |
|
$ |
583 |
|
|
|
638 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
|
11 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
| 2.000%, 06/19/2024 |
|
$ |
1,026 |
|
|
$ |
1,069 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,326 |
|
|
|
|
|
|
|
|
|
|
|
|
| Spain — 0.1% |
|
|
|
|
|
| AI Candelaria Spain SLU |
|
|
|
|
|
|
|
|
| 7.500%, 12/15/2028 (A) |
|
|
975 |
|
|
|
985 |
|
|
|
|
|
|
|
|
|
|
|
|
| Sri Lanka — 0.9% |
|
|
|
|
|
| Sri Lanka Government International Bond |
|
|
|
|
|
|
|
|
| 7.850%, 03/14/2029 |
|
|
1,598 |
|
|
|
1,041 |
|
| 7.550%, 03/28/2030 |
|
|
1,689 |
|
|
|
1,094 |
|
| 6.850%, 03/14/2024 |
|
|
512 |
|
|
|
356 |
|
| 6.850%, 11/03/2025 |
|
|
1,339 |
|
|
|
890 |
|
| 6.825%, 07/18/2026 (A) |
|
|
1,584 |
|
|
|
1,038 |
|
| 6.825%, 07/18/2026 |
|
|
500 |
|
|
|
327 |
|
| 6.750%, 04/18/2028 (A) |
|
|
5,224 |
|
|
|
3,383 |
|
| 6.750%, 04/18/2028 |
|
|
1,052 |
|
|
|
681 |
|
| 6.350%, 06/28/2024 (A) |
|
|
1,294 |
|
|
|
893 |
|
| 6.250%, 07/27/2021 |
|
|
1,834 |
|
|
|
1,568 |
|
| 6.200%, 05/11/2027 |
|
|
1,262 |
|
|
|
817 |
|
| 5.875%, 07/25/2022 (A) |
|
|
308 |
|
|
|
237 |
|
| 5.750%, 04/18/2023 |
|
|
1,302 |
|
|
|
911 |
|
| 5.750%, 04/18/2023 (A) |
|
|
1,031 |
|
|
|
722 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,958 |
|
|
|
|
|
|
|
|
|
|
|
|
| Supra-National — 0.5% |
|
|
|
|
|
| African Export-Import Bank MTN |
|
|
|
|
|
|
|
|
| 3.994%, 09/21/2029 (A) |
|
|
363 |
|
|
|
357 |
|
| Banque Ouest Africaine de Developpement (A) |
|
|
|
|
|
|
|
|
| 5.000%, 07/27/2027 |
|
|
865 |
|
|
|
900 |
|
| 4.700%, 10/22/2031 |
|
|
683 |
|
|
|
687 |
|
| European Bank for Reconstruction & Development MTN |
|
|
|
|
|
|
|
|
| 6.450%, 12/13/2022 |
|
|
9,486,000 |
|
|
|
653 |
|
| European Investment Bank MTN |
|
|
|
|
|
|
|
|
| 8.500%, 09/17/2024 |
|
ZAR |
9,200 |
|
|
|
602 |
|
| Inter-American Development Bank MTN |
|
|
|
|
|
|
|
|
| 7.875%, 03/14/2023 |
|
IDR |
880,000 |
|
|
|
3,603 |
|
| International Bank for Reconstruction & Development MTN |
|
|
|
|
|
|
|
|
| 7.450%, 08/20/2021 |
|
|
914,700 |
|
|
|
763 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,565 |
|
|
|
|
|
|
|
|
|
|
|
|
| Thailand — 2.7% |
|
|
|
|
|
| Thailand Government Bond |
|
|
|
|
|
|
|
|
| 5.670%, 03/13/2028 |
|
THB |
3,000 |
|
|
|
130 |
|
| 3.775%, 06/25/2032 |
|
|
210,074 |
|
|
|
8,472 |
|
| 3.650%, 06/20/2031 |
|
|
84,500 |
|
|
|
3,337 |
|
| 3.625%, 06/16/2023 |
|
|
55,000 |
|
|
|
1,939 |
|
| 3.400%, 06/17/2036 |
|
|
212,056 |
|
|
|
8,564 |
|
| 3.300%, 06/17/2038 |
|
|
62,930 |
|
|
|
2,528 |
|
| 2.875%, 12/17/2028 |
|
|
104,796 |
|
|
|
3,846 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
| 2.875%, 06/17/2046 |
|
THB |
3,431 |
|
|
$ |
130 |
|
| 2.400%, 12/17/2023 |
|
|
88,000 |
|
|
|
3,021 |
|
| 2.125%, 12/17/2026 |
|
|
38,176 |
|
|
|
1,322 |
|
| 1.875%, 06/17/2022 |
|
|
20,000 |
|
|
|
665 |
|
| 1.600%, 12/17/2029 |
|
|
46,631 |
|
|
|
1,562 |
|
| 1.600%, 06/17/2035 |
|
|
27,023 |
|
|
|
879 |
|
| 1.450%, 12/17/2024 |
|
|
85,200 |
|
|
|
2,839 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
39,234 |
|
|
|
|
|
|
|
|
|
|
| Trinidad & Tobago — 0.2% |
|
|
|
|
|
|
|
|
| Trinidad & Tobago Government International Bond |
|
|
|
|
|
|
|
|
| 4.500%, 06/26/2030 (A) |
|
$ |
1,265 |
|
|
|
1,241 |
|
| 4.375%, 01/16/2024 |
|
|
1,287 |
|
|
|
1,300 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,541 |
|
|
|
|
|
|
|
|
|
|
| Tunisia — 0.4% |
|
|
|
|
|
|
|
|
| Banque Centrale de Tunisie |
|
|
|
|
|
|
|
|
| 8.250%, 09/19/2027 |
|
|
337 |
|
|
|
306 |
|
| Banque Centrale de Tunisie International Bond |
|
|
|
|
|
|
|
|
| 6.375%, 07/15/2026 |
|
EUR |
2,170 |
|
|
|
2,175 |
|
| 5.750%, 01/30/2025 |
|
$ |
646 |
|
|
|
598 |
|
| 5.625%, 02/17/2024 |
|
EUR |
2,080 |
|
|
|
2,144 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,223 |
|
|
|
|
|
|
|
|
|
|
| Turkey — 2.5% |
|
|
|
|
|
|
|
|
| Export Credit Bank of Turkey (A) |
|
|
|
|
|
|
|
|
| 6.125%, 05/03/2024 |
|
$ |
247 |
|
|
|
240 |
|
| 5.375%, 10/24/2023 |
|
|
1,033 |
|
|
|
996 |
|
| 5.000%, 09/23/2021 |
|
|
538 |
|
|
|
539 |
|
| Export Credit Bank of Turkey MTN |
|
|
|
|
|
|
|
|
| 5.375%, 02/08/2021 (A) |
|
|
896 |
|
|
|
899 |
|
| Hazine Mustesarligi Varlik Kiralama |
|
|
|
|
|
|
|
|
| 5.800%, 02/21/2022 (A) |
|
|
2,770 |
|
|
|
2,802 |
|
| QNB Finansbank |
|
|
|
|
|
|
|
|
| 6.875%, 09/07/2024 (A) |
|
|
613 |
|
|
|
625 |
|
| Republic of Turkey |
|
|
|
|
|
|
|
|
| 4.875%, 04/16/2043 |
|
|
6,327 |
|
|
|
4,877 |
|
| TC Ziraat Bankasi MTN (A) |
|
|
|
|
|
|
|
|
| 5.125%, 05/03/2022 |
|
|
1,063 |
|
|
|
1,040 |
|
| 4.750%, 04/29/2021 |
|
|
561 |
|
|
|
561 |
|
| Turkey Government International Bond |
|
|
|
|
|
|
|
|
| 16.200%, 06/14/2023 |
|
TRY |
11,584 |
|
|
|
1,960 |
|
| 12.200%, 01/18/2023 |
|
|
6,050 |
|
|
|
935 |
|
| 11.000%, 03/02/2022 |
|
|
28,809 |
|
|
|
4,320 |
|
| 10.700%, 08/17/2022 |
|
|
21,356 |
|
|
|
3,203 |
|
| 8.500%, 09/14/2022 |
|
|
3,864 |
|
|
|
556 |
|
| 7.625%, 04/26/2029 |
|
$ |
347 |
|
|
|
365 |
|
| 7.250%, 12/23/2023 |
|
|
1,717 |
|
|
|
1,785 |
|
| 6.875%, 03/17/2036 |
|
|
1,757 |
|
|
|
1,708 |
|
| 6.125%, 10/24/2028 |
|
|
605 |
|
|
|
586 |
|
| 6.000%, 01/14/2041 |
|
|
308 |
|
|
|
265 |
|
| 5.750%, 03/22/2024 |
|
|
683 |
|
|
|
677 |
|
|
|
|
| 12 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
| 5.750%, 05/11/2047 |
|
$ |
1,506 |
|
|
$ |
1,226 |
|
| 5.600%, 11/14/2024 |
|
|
870 |
|
|
|
855 |
|
| 5.250%, 03/13/2030 |
|
|
1,876 |
|
|
|
1,679 |
|
| 5.125%, 02/17/2028 |
|
|
242 |
|
|
|
222 |
|
| 4.875%, 10/09/2026 (B) |
|
|
1,017 |
|
|
|
942 |
|
| 4.250%, 04/14/2026 |
|
|
338 |
|
|
|
308 |
|
| 3.000%, 08/02/2023 |
|
TRY |
10,913 |
|
|
|
1,688 |
|
| Turkiye Garanti Bankasi |
|
|
|
|
|
|
|
|
| 6.125%, VAR USD Swap Semi 30/360 5 Yr Curr+4.220%, 05/24/2027 (A) |
|
$ |
656 |
|
|
|
612 |
|
| Turkiye Sise ve Cam Fabrikalari |
|
|
|
|
|
|
|
|
| 6.950%, 03/14/2026 |
|
|
500 |
|
|
|
515 |
|
| Yapi ve Kredi Bankasi MTN |
|
|
|
|
|
|
|
|
| 5.850%, 06/21/2024 (A) |
|
|
429 |
|
|
|
413 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
37,399 |
|
|
|
|
|
|
|
|
|
|
|
|
| Ukraine — 2.8% |
|
|
|
|
|
| Government of Ukraine |
|
|
|
|
|
|
|
|
| 7.750%, 09/01/2023 |
|
|
376 |
|
|
|
394 |
|
| Metinvest BV |
|
|
|
|
|
|
|
|
| 7.750%, 10/17/2029 (A) |
|
|
619 |
|
|
|
577 |
|
| NAK Naftogaz Ukraine via Kondor Finance |
|
|
|
|
|
|
|
|
| 7.625%, 11/08/2026 (A) |
|
|
990 |
|
|
|
960 |
|
| 7.125%, 07/19/2024 |
|
EUR |
720 |
|
|
|
788 |
|
| Ukraine Government International Bond |
|
|
|
|
|
|
|
|
| 17.000%, 05/11/2022 |
|
UAH |
71,848 |
|
|
|
2,945 |
|
| 16.000%, 08/11/2021 |
|
|
148,624 |
|
|
|
5,884 |
|
| 15.840%, 02/26/2025 |
|
|
66,553 |
|
|
|
2,861 |
|
| 15.700%, 01/20/2021 (A) |
|
|
48,000 |
|
|
|
1,865 |
|
| 9.750%, 11/01/2028 |
|
$ |
3,117 |
|
|
|
3,550 |
|
| 8.994%, 02/01/2024 |
|
|
1,384 |
|
|
|
1,485 |
|
| 8.994%, 02/01/2024 (A) |
|
|
155 |
|
|
|
166 |
|
| 7.750%, 09/01/2020 |
|
|
656 |
|
|
|
656 |
|
| 7.750%, 09/01/2021 |
|
|
1,448 |
|
|
|
1,491 |
|
| 7.750%, 09/01/2022 |
|
|
1,030 |
|
|
|
1,071 |
|
| 7.750%, 09/01/2023 (A) |
|
|
266 |
|
|
|
278 |
|
| 7.750%, 09/01/2024 (A) |
|
|
245 |
|
|
|
255 |
|
| 7.750%, 09/01/2025 |
|
|
200 |
|
|
|
208 |
|
| 7.750%, 09/01/2025 (A) |
|
|
1,116 |
|
|
|
1,163 |
|
| 7.750%, 09/01/2026 |
|
|
3,669 |
|
|
|
3,817 |
|
| 7.750%, 09/01/2026 (A) |
|
|
45 |
|
|
|
47 |
|
| 7.750%, 09/01/2027 (A) |
|
|
223 |
|
|
|
231 |
|
| 7.750%, 09/01/2027 |
|
|
1,030 |
|
|
|
1,069 |
|
| 7.375%, 09/25/2032 |
|
|
3,344 |
|
|
|
3,356 |
|
| 6.750%, 06/20/2026 (A) |
|
EUR |
351 |
|
|
|
400 |
|
| 6.750%, 06/20/2026 |
|
|
1,299 |
|
|
|
1,481 |
|
| 4.375%, 01/27/2030 (A) |
|
|
961 |
|
|
|
925 |
|
| 3.000%, 05/31/2040 (A)(G) |
|
$ |
2,206 |
|
|
|
2,030 |
|
| 0.000%, 05/31/2040 (G) |
|
|
866 |
|
|
|
797 |
|
| Ukreximbank Via Biz Finance |
|
|
|
|
|
|
|
|
| 9.625%, 04/27/2022 (A) |
|
|
713 |
|
|
|
723 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
41,473 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
| United Arab Emirates — 1.7% |
|
|
|
|
|
|
|
|
| Abu Dhabi Crude Oil Pipeline |
|
|
|
|
|
|
|
|
| 4.600%, 11/02/2047 (A) |
|
$ |
3,268 |
|
|
$ |
3,861 |
|
| 4.600%, 11/02/2047 |
|
|
330 |
|
|
|
390 |
|
| 3.650%, 11/02/2029 (A) |
|
|
1,994 |
|
|
|
2,223 |
|
| Abu Dhabi Government International Bond |
|
|
|
|
|
|
|
|
| 4.125%, 10/11/2047 (A) |
|
|
824 |
|
|
|
1,004 |
|
| 3.125%, 09/30/2049 |
|
|
693 |
|
|
|
722 |
|
| 3.125%, 09/30/2049 (A) |
|
|
3,256 |
|
|
|
3,390 |
|
| Abu Dhabi Government International Bond MTN |
|
|
|
|
|
|
|
|
| 3.875%, 04/16/2050 (A) |
|
|
1,499 |
|
|
|
1,770 |
|
| 3.875%, 04/16/2050 |
|
|
460 |
|
|
|
543 |
|
| 3.125%, 04/16/2030 (A) |
|
|
1,413 |
|
|
|
1,554 |
|
| 3.125%, 04/16/2030 |
|
|
980 |
|
|
|
1,077 |
|
| 2.500%, 04/16/2025 (A) |
|
|
3,135 |
|
|
|
3,294 |
|
| DP World MTN (A) |
|
|
|
|
|
|
|
|
| 6.850%, 07/02/2037 |
|
|
432 |
|
|
|
525 |
|
| 5.625%, 09/25/2048 |
|
|
1,711 |
|
|
|
1,865 |
|
| 4.700%, 09/30/2049 |
|
|
282 |
|
|
|
276 |
|
| Emirate of Dubai Government International Bonds MTN |
|
|
|
|
|
|
|
|
| 5.250%, 01/30/2043 |
|
|
490 |
|
|
|
545 |
|
| MDC-GMTN BV MTN |
|
|
|
|
|
|
|
|
| 4.500%, 11/07/2028 (A) |
|
|
1,346 |
|
|
|
1,575 |
|
| MDGH - GMTN BV MTN |
|
|
|
|
|
|
|
|
| 3.700%, 11/07/2049 (A) |
|
|
711 |
|
|
|
751 |
|
| Sharjah Sukuk Program MTN |
|
|
|
|
|
|
|
|
| 3.854%, 04/03/2026 |
|
|
359 |
|
|
|
379 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
25,744 |
|
|
|
|
|
|
|
|
|
|
|
|
| United Kingdom — 0.3% |
|
|
|
|
|
| Standard Chartered Bank MTN (A) |
|
|
|
|
|
|
|
|
| 8.375%, 10/18/2039 |
|
IDR |
797,000 |
|
|
|
1,529 |
|
| 8.250%, 05/18/2029 |
|
|
930,000 |
|
|
|
3,049 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,578 |
|
|
|
|
|
|
|
|
|
|
|
|
| United States — 0.3% |
|
|
|
|
|
| JPMorgan Chase Bank MTN |
|
|
|
|
|
|
|
|
| 7.000%, 09/18/2030 (A)(G) |
|
|
7,028,000 |
|
|
|
4,616 |
|
|
|
|
|
|
|
|
|
|
|
|
| Uruguay — 0.9% |
|
|
|
|
|
| Republic of Uruguay |
|
|
|
|
|
|
|
|
| 5.100%, 06/18/2050 |
|
$ |
961 |
|
|
|
1,240 |
|
| Uruguay Government International Bond |
|
|
|
|
|
|
|
|
| 9.875%, 06/20/2022 |
|
UYU |
42,797 |
|
|
|
1,008 |
|
| 8.500%, 03/15/2028 |
|
|
8,397 |
|
|
|
180 |
|
| 4.975%, 04/20/2055 |
|
$ |
961 |
|
|
|
1,231 |
|
| 4.375%, 10/27/2027 |
|
|
3,061 |
|
|
|
3,497 |
|
| 4.375%, 01/23/2031 |
|
|
5,394 |
|
|
|
6,305 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,461 |
|
|
|
|
|
|
|
|
|
|
|
|
| Uzbekistan — 0.1% |
|
|
|
|
|
| Republic of Uzbekistan Bond MTN |
|
|
|
|
|
|
|
|
| 5.375%, 02/20/2029 |
|
|
983 |
|
|
|
1,072 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
|
13 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| 4.750%, 02/20/2024 |
|
$ |
632 |
|
|
$ |
665 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,737 |
|
|
|
|
|
|
|
|
|
|
| Venezuela — 0.1% |
|
|
|
|
|
|
|
|
| Petroleos de Venezuela |
|
|
|
|
|
|
|
|
| 9.750%, 05/17/2035 (C) |
|
|
1,000 |
|
|
|
25 |
|
| 9.000%, 11/17/2021 (B)(C) |
|
|
4,300 |
|
|
|
103 |
|
| 6.000%, 05/16/2024 (C) |
|
|
10,192 |
|
|
|
245 |
|
| 6.000%, 05/16/2024 (C) |
|
|
7,785 |
|
|
|
187 |
|
| 6.000%, 11/15/2026 (C) |
|
|
13,215 |
|
|
|
317 |
|
| 5.500%, 04/12/2037 (C) |
|
|
1,740 |
|
|
|
42 |
|
| 5.375%, 04/12/2027 (C) |
|
|
4,563 |
|
|
|
109 |
|
| Venezuela Government International Bond |
|
|
|
|
|
|
|
|
| 9.250%, 09/15/2027 (C) |
|
|
2,300 |
|
|
|
132 |
|
| 9.250%, 05/07/2028 (C) |
|
|
2,941 |
|
|
|
169 |
|
| 8.250%, 10/13/2024 (C) |
|
|
3,304 |
|
|
|
190 |
|
| 7.750%, 10/13/2019 (C) |
|
|
3,976 |
|
|
|
239 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,758 |
|
|
|
|
|
|
|
|
|
|
| Vietnam — 0.0% |
|
|
|
|
|
|
|
|
| Mong Duong Finance Holdings BV |
|
|
|
|
|
|
|
|
| 5.125%, 05/07/2029 (A) |
|
|
692 |
|
|
|
694 |
|
|
|
|
|
|
|
|
|
|
| Zambia — 0.1% |
|
|
|
|
|
|
|
|
| First Quantum Minerals (A) |
|
|
|
|
|
|
|
|
| 7.500%, 04/01/2025 |
|
|
412 |
|
|
|
395 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| 6.875%, 03/01/2026 |
|
$ |
411 |
|
|
$ |
389 |
|
| Zambia Government International Bond |
|
|
|
|
|
|
|
|
| 5.375%, 09/20/2022 |
|
|
1,053 |
|
|
|
552 |
|
| 5.375%, 09/20/2022 (A) |
|
|
794 |
|
|
|
416 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,752 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Global Bonds
(Cost $1,474,533) ($ Thousands) |
|
|
|
1,414,966 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| AFFILIATED PARTNERSHIP — 1.2% |
|
|
|
|
|
|
|
|
| SEI Liquidity Fund, L.P. |
|
|
|
|
|
|
|
|
| 0.190% **(H) |
|
|
17,412,386 |
|
|
|
17,421 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Affiliated Partnership
(Cost $17,413) ($ Thousands) |
|
|
|
17,421 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Investments in Securities — 96.9%
(Cost $1,491,966)
($ Thousands) |
|
|
$ |
1,432,387 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
Contracts |
|
|
|
|
|
| PURCHASED OPTION* — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
| Total Purchased Option(I)
(Cost $279) ($ Thousands) |
|
|
26,834,317 |
|
|
$ |
10 |
|
|
|
|
|
|
|
|
|
|
A list of the purchased option contracts held by the
Fund at June 30, 2020, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Description |
|
Number of Contracts |
|
|
Notional Amount
(Thousands)^ |
|
|
Exercise Price |
|
Expiration Date |
|
Value
(Thousands) |
| PURCHASED OPTION — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Call Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| September 2020, USD Call HKD Put* |
|
|
26,834,317 |
|
|
$ |
279 |
|
|
|
$7.85 |
|
|
|
9/19/2020 |
|
|
$ |
10 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Total Purchased Option |
|
|
|
|
|
$ |
279 |
|
|
|
|
|
|
|
|
|
|
$ |
10 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
^Represents cost.
A list of the open futures
contracts held by the Fund at June 30, 2020, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Type of Contract |
|
Number of
Contracts Long
(Short) |
|
|
Expiration
Date |
|
|
Notional Amount
(Thousands) |
|
Value
(Thousands) |
|
Unrealized Appreciation
(Depreciation) (Thousands) |
| Euro-Bund |
|
|
(75) |
|
|
|
Sep-2020 |
|
|
$ |
(14,670 |
) |
|
$ |
(14,869 |
) |
|
$ |
(146 |
) |
| Euro-Buxl |
|
|
(17) |
|
|
|
Sep-2020 |
|
|
|
(4,086 |
) |
|
|
(4,200 |
) |
|
|
(99 |
) |
| R023 Bond Future |
|
|
579 |
|
|
|
Aug-2020 |
|
|
|
3,278 |
|
|
|
3,657 |
|
|
|
79 |
|
| R186 Bond Future |
|
|
1,003 |
|
|
|
Aug-2020 |
|
|
|
5,716 |
|
|
|
6,639 |
|
|
|
381 |
|
| R2032 Bond Future |
|
|
506 |
|
|
|
Aug-2020 |
|
|
|
2,275 |
|
|
|
2,611 |
|
|
|
123 |
|
| R2035 Bond Future |
|
|
937 |
|
|
|
Aug-2020 |
|
|
|
4,269 |
|
|
|
4,816 |
|
|
|
154 |
|
| R2037 Bond Future |
|
|
423 |
|
|
|
Aug-2020 |
|
|
|
1,749 |
|
|
|
1,958 |
|
|
|
50 |
|
| R2040 Bond Future |
|
|
383 |
|
|
|
Aug-2020 |
|
|
|
2 |
|
|
|
2 |
|
|
|
– |
|
| R208 Bond Future |
|
|
114 |
|
|
|
Aug-2020 |
|
|
|
628 |
|
|
|
686 |
|
|
|
1 |
|
| R213 Bond Future |
|
|
811 |
|
|
|
Aug-2020 |
|
|
|
3,412 |
|
|
|
3,972 |
|
|
|
238 |
|
| U.S. 10-Year Treasury Note |
|
|
(18) |
|
|
|
Sep-2020 |
|
|
|
(2,491 |
) |
|
|
(2,505 |
) |
|
|
(14 |
) |
| U.S. Long Treasury Bond |
|
|
(21) |
|
|
|
Sep-2020 |
|
|
|
(3,735 |
) |
|
|
(3,750 |
) |
|
|
(15 |
) |
|
|
|
| 14 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Type of Contract |
|
Number of
Contracts
Long (Short) |
|
|
Expiration
Date |
|
|
Notional Amount
(Thousands) |
|
Value
(Thousands) |
|
Unrealized Appreciation
(Depreciation) (Thousands) |
| U.S. Ultra Long Treasury Bond |
|
|
52 |
|
|
|
Sep-2020 |
|
|
$ |
11,363 |
|
|
$ |
11,344 |
|
|
$ |
(19 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
7,710 |
|
|
$ |
10,361 |
|
|
$ |
733 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open forward foreign currency contracts held by the Fund at June 30, 2020, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver
(Thousands) |
|
|
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized
Appreciation
(Depreciation)
(Thousands) |
| Barclays PLC |
|
|
09/16/20 |
|
|
TWD |
|
|
201,097 |
|
|
USD |
|
|
6,868 |
|
|
$ |
(48 |
) |
| Citigroup |
|
|
07/02/20 |
|
|
USD |
|
|
1,115 |
|
|
BRL |
|
|
5,820 |
|
|
|
(55 |
) |
| Citigroup |
|
|
07/02/20 - 09/21/20 |
|
|
PHP |
|
|
492,523 |
|
|
USD |
|
|
9,795 |
|
|
|
(72 |
) |
| Citigroup |
|
|
07/03/20 - 09/17/20 |
|
|
USD |
|
|
5,122 |
|
|
EUR |
|
|
4,565 |
|
|
|
7 |
|
| Citigroup |
|
|
07/03/20 - 07/07/20 |
|
|
USD |
|
|
6,041 |
|
|
EUR |
|
|
5,358 |
|
|
|
(22 |
) |
| Citigroup |
|
|
07/03/20 - 09/16/20 |
|
|
EUR |
|
|
15,165 |
|
|
USD |
|
|
17,194 |
|
|
|
145 |
|
| Citigroup |
|
|
07/03/20 - 07/07/20 |
|
|
EUR |
|
|
22,287 |
|
|
USD |
|
|
24,566 |
|
|
|
(467 |
) |
| Citigroup |
|
|
07/06/20 - 09/15/20 |
|
|
EUR |
|
|
3,407 |
|
|
RON |
|
|
16,601 |
|
|
|
8 |
|
| Citigroup |
|
|
07/13/20 - 09/04/20 |
|
|
KRW |
|
|
3,165,498 |
|
|
USD |
|
|
2,640 |
|
|
|
5 |
|
| Citigroup |
|
|
07/15/20 - 07/21/20 |
|
|
HUF |
|
|
2,147,609 |
|
|
EUR |
|
|
6,105 |
|
|
|
53 |
|
| Citigroup |
|
|
07/21/20 |
|
|
HUF |
|
|
74,088 |
|
|
EUR |
|
|
209 |
|
|
|
– |
|
| Citigroup |
|
|
07/21/20 |
|
|
EUR |
|
|
500 |
|
|
CZK |
|
|
13,523 |
|
|
|
8 |
|
| Citigroup |
|
|
07/21/20 |
|
|
EUR |
|
|
4,168 |
|
|
HUF |
|
|
1,456,960 |
|
|
|
(66 |
) |
| Citigroup |
|
|
07/22/20 - 01/27/21 |
|
|
EGP |
|
|
79,341 |
|
|
USD |
|
|
4,735 |
|
|
|
(91 |
) |
| Citigroup |
|
|
07/28/20 |
|
|
USD |
|
|
492 |
|
|
PLN |
|
|
1,947 |
|
|
|
– |
|
| Citigroup |
|
|
07/28/20 |
|
|
USD |
|
|
790 |
|
|
KRW |
|
|
963,030 |
|
|
|
13 |
|
| Citigroup |
|
|
07/28/20 -09/16/20 |
|
|
USD |
|
|
7,034 |
|
|
ZAR |
|
|
123,519 |
|
|
|
29 |
|
| Citigroup |
|
|
08/07/20 |
|
|
USD |
|
|
1,198 |
|
|
ZAR |
|
|
20,314 |
|
|
|
(33 |
) |
| Citigroup |
|
|
08/04/20 |
|
|
USD |
|
|
6,782 |
|
|
BRL |
|
|
35,299 |
|
|
|
(362 |
) |
| Citigroup |
|
|
08/04/20 - 09/02/20 |
|
|
BRL |
|
|
19,663 |
|
|
USD |
|
|
3,783 |
|
|
|
209 |
|
| Citigroup |
|
|
09/02/20 |
|
|
BRL |
|
|
12,761 |
|
|
USD |
|
|
2,318 |
|
|
|
(1 |
) |
| Citigroup |
|
|
08/06/20 |
|
|
USD |
|
|
1,024 |
|
|
MXN |
|
|
24,695 |
|
|
|
40 |
|
| Citigroup |
|
|
09/17/20 |
|
|
USD |
|
|
18,528 |
|
|
MXN |
|
|
422,775 |
|
|
|
(412 |
) |
| Citigroup |
|
|
08/06/20 |
|
|
MXN |
|
|
25,710 |
|
|
USD |
|
|
1,152 |
|
|
|
45 |
|
| Citigroup |
|
|
08/07/20 |
|
|
USD |
|
|
379 |
|
|
RUB |
|
|
27,083 |
|
|
|
– |
|
| Citigroup |
|
|
08/07/20 |
|
|
USD |
|
|
6,931 |
|
|
RUB |
|
|
476,766 |
|
|
|
(266 |
) |
| Citigroup |
|
|
08/07/20 |
|
|
ZAR |
|
|
18,305 |
|
|
USD |
|
|
1,067 |
|
|
|
17 |
|
| Citigroup |
|
|
08/07/20 |
|
|
ZAR |
|
|
26,567 |
|
|
USD |
|
|
1,516 |
|
|
|
(7 |
) |
| Citigroup |
|
|
08/21/20 |
|
|
PLN |
|
|
11,543 |
|
|
EUR |
|
|
2,576 |
|
|
|
(24 |
) |
| Citigroup |
|
|
08/26/20 |
|
|
UGX |
|
|
5,687,700 |
|
|
USD |
|
|
1,431 |
|
|
|
(77 |
) |
| Citigroup |
|
|
08/28/20 |
|
|
JPY |
|
|
247,453 |
|
|
USD |
|
|
2,317 |
|
|
|
21 |
|
| Citigroup |
|
|
08/31/20 - 09/16/20 |
|
|
USD |
|
|
6,283 |
|
|
CNY |
|
|
44,861 |
|
|
|
46 |
|
| Citigroup |
|
|
09/16/20 |
|
|
USD |
|
|
186 |
|
|
RON |
|
|
794 |
|
|
|
(2 |
) |
| Citigroup |
|
|
09/16/20 |
|
|
PLN |
|
|
3,724 |
|
|
USD |
|
|
942 |
|
|
|
– |
|
| Citigroup |
|
|
09/16/20 |
|
|
TRY |
|
|
4,503 |
|
|
USD |
|
|
636 |
|
|
|
(8 |
) |
| Citigroup |
|
|
09/16/20 |
|
|
USD |
|
|
1,489 |
|
|
CZK |
|
|
35,291 |
|
|
|
1 |
|
| Citigroup |
|
|
09/16/20 |
|
|
USD |
|
|
7,001 |
|
|
CZK |
|
|
164,804 |
|
|
|
(46 |
) |
| Citigroup |
|
|
09/16/20 |
|
|
PEN |
|
|
42,044 |
|
|
USD |
|
|
12,185 |
|
|
|
298 |
|
| Citigroup |
|
|
09/16/20 |
|
|
TWD |
|
|
244,965 |
|
|
USD |
|
|
8,392 |
|
|
|
(33 |
) |
| Citigroup |
|
|
09/16/20 |
|
|
CLP |
|
|
562,652 |
|
|
USD |
|
|
687 |
|
|
|
– |
|
| Citigroup |
|
|
09/16/20 - 09/18/20 |
|
|
INR |
|
|
717,288 |
|
|
USD |
|
|
9,361 |
|
|
|
(64 |
) |
| Citigroup |
|
|
09/16/20 |
|
|
HUF |
|
|
1,692,563 |
|
|
USD |
|
|
5,510 |
|
|
|
147 |
|
| Citigroup |
|
|
09/18/20 |
|
|
EUR |
|
|
448 |
|
|
PLN |
|
|
2,006 |
|
|
|
4 |
|
| Citigroup |
|
|
12/07/20 |
|
|
USD |
|
|
338 |
|
|
UYU |
|
|
13,787 |
|
|
|
(24 |
) |
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
|
15 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver
(Thousands) |
|
|
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized
Appreciation
(Depreciation)
(Thousands) |
| Goldman Sachs |
|
|
07/02/20 |
|
|
USD |
|
|
2,321 |
|
|
PHP |
|
|
116,959 |
|
|
$ |
26 |
|
| Goldman Sachs |
|
|
07/02/20 - 09/02/20 |
|
|
USD |
|
|
14,447 |
|
|
BRL |
|
|
75,529 |
|
|
|
(705 |
) |
| Goldman Sachs |
|
|
07/06/20 |
|
|
USD |
|
|
699 |
|
|
EUR |
|
|
622 |
|
|
|
– |
|
| Goldman Sachs |
|
|
07/03/20 |
|
|
USD |
|
|
961 |
|
|
EUR |
|
|
853 |
|
|
|
(2 |
) |
| Goldman Sachs |
|
|
07/03/20 |
|
|
EUR |
|
|
4,181 |
|
|
USD |
|
|
4,720 |
|
|
|
25 |
|
| Goldman Sachs |
|
|
07/03/20 |
|
|
EUR |
|
|
840 |
|
|
USD |
|
|
926 |
|
|
|
(17 |
) |
| Goldman Sachs |
|
|
07/06/20 |
|
|
EUR |
|
|
1,612 |
|
|
RON |
|
|
7,807 |
|
|
|
1 |
|
| Goldman Sachs |
|
|
07/09/20 - 09/16/20 |
|
|
USD |
|
|
6,692 |
|
|
KRW |
|
|
8,006,081 |
|
|
|
(18 |
) |
| Goldman Sachs |
|
|
07/15/20 |
|
|
EUR |
|
|
2,014 |
|
|
HUF |
|
|
718,245 |
|
|
|
13 |
|
| Goldman Sachs |
|
|
07/21/20 |
|
|
EUR |
|
|
2,024 |
|
|
CZK |
|
|
55,649 |
|
|
|
73 |
|
| Goldman Sachs |
|
|
07/21/20 |
|
|
CZK |
|
|
114,186 |
|
|
EUR |
|
|
4,203 |
|
|
|
(93 |
) |
| Goldman Sachs |
|
|
07/29/20 |
|
|
NGN |
|
|
1,094,519 |
|
|
USD |
|
|
2,834 |
|
|
|
30 |
|
| Goldman Sachs |
|
|
08/05/20 |
|
|
USD |
|
|
2,381 |
|
|
TRY |
|
|
16,268 |
|
|
|
(26 |
) |
| Goldman Sachs |
|
|
08/05/20 |
|
|
TRY |
|
|
16,742 |
|
|
USD |
|
|
2,445 |
|
|
|
21 |
|
| Goldman Sachs |
|
|
08/05/20 - 08/10/20 |
|
|
TRY |
|
|
36,128 |
|
|
USD |
|
|
4,928 |
|
|
|
(299 |
) |
| Goldman Sachs |
|
|
08/06/20 |
|
|
USD |
|
|
1,086 |
|
|
MXN |
|
|
26,841 |
|
|
|
70 |
|
| Goldman Sachs |
|
|
08/06/20 |
|
|
USD |
|
|
1,825 |
|
|
MXN |
|
|
42,169 |
|
|
|
(8 |
) |
| Goldman Sachs |
|
|
08/06/20 |
|
|
MXN |
|
|
4,558 |
|
|
USD |
|
|
186 |
|
|
|
(10 |
) |
| Goldman Sachs |
|
|
08/07/20 - 09/16/20 |
|
|
ZAR |
|
|
47,504 |
|
|
USD |
|
|
2,797 |
|
|
|
75 |
|
| Goldman Sachs |
|
|
08/07/20 |
|
|
ZAR |
|
|
82,141 |
|
|
USD |
|
|
4,695 |
|
|
|
(16 |
) |
| Goldman Sachs |
|
|
08/10/20 - 09/16/20 |
|
|
USD |
|
|
5,483 |
|
|
CZK |
|
|
128,973 |
|
|
|
(40 |
) |
| Goldman Sachs |
|
|
08/10/20 |
|
|
CZK |
|
|
28,409 |
|
|
USD |
|
|
1,189 |
|
|
|
(9 |
) |
| Goldman Sachs |
|
|
08/21/20 |
|
|
EUR |
|
|
1,729 |
|
|
PLN |
|
|
7,829 |
|
|
|
36 |
|
| Goldman Sachs |
|
|
08/31/20 - 09/16/20 |
|
|
USD |
|
|
24,287 |
|
|
CNY |
|
|
172,863 |
|
|
|
87 |
|
| Goldman Sachs |
|
|
09/02/20 - 10/02/20 |
|
|
BRL |
|
|
14,640 |
|
|
USD |
|
|
2,730 |
|
|
|
71 |
|
| Goldman Sachs |
|
|
09/11/20 - 09/16/20 |
|
|
USD |
|
|
12,837 |
|
|
THB |
|
|
396,618 |
|
|
|
(4 |
) |
| Goldman Sachs |
|
|
09/16/20 |
|
|
USD |
|
|
1,167 |
|
|
PEN |
|
|
4,106 |
|
|
|
(6 |
) |
| Goldman Sachs |
|
|
09/16/20 |
|
|
USD |
|
|
1,424 |
|
|
ZAR |
|
|
24,150 |
|
|
|
(45 |
) |
| Goldman Sachs |
|
|
09/16/20 |
|
|
USD |
|
|
7,308 |
|
|
PLN |
|
|
28,732 |
|
|
|
(40 |
) |
| Goldman Sachs |
|
|
09/16/20 |
|
|
USD |
|
|
10,461 |
|
|
CLP |
|
|
8,181,715 |
|
|
|
(472 |
) |
| Goldman Sachs |
|
|
09/16/20 |
|
|
PEN |
|
|
13,156 |
|
|
USD |
|
|
3,815 |
|
|
|
96 |
|
| Goldman Sachs |
|
|
09/16/20 |
|
|
SGD |
|
|
15,816 |
|
|
USD |
|
|
11,394 |
|
|
|
51 |
|
| Goldman Sachs |
|
|
09/16/20 |
|
|
COP |
|
|
40,794,695 |
|
|
USD |
|
|
10,829 |
|
|
|
(21 |
) |
| Goldman Sachs |
|
|
11/19/20 |
|
|
EGP |
|
|
22,636 |
|
|
USD |
|
|
1,360 |
|
|
|
3 |
|
| JPMorgan Chase Bank |
|
|
07/02/20 - 09/02/20 |
|
|
USD |
|
|
1,733 |
|
|
BRL |
|
|
9,416 |
|
|
|
(19 |
) |
| JPMorgan Chase Bank |
|
|
07/02/20 |
|
|
BRL |
|
|
6,680 |
|
|
USD |
|
|
1,259 |
|
|
|
43 |
|
| JPMorgan Chase Bank |
|
|
08/28/20 |
|
|
USD |
|
|
27 |
|
|
EUR |
|
|
24 |
|
|
|
– |
|
| JPMorgan Chase Bank |
|
|
07/03/20 |
|
|
USD |
|
|
1,193 |
|
|
EUR |
|
|
1,052 |
|
|
|
(12 |
) |
| JPMorgan Chase Bank |
|
|
07/03/20 |
|
|
AUD |
|
|
1,680 |
|
|
USD |
|
|
1,105 |
|
|
|
(51 |
) |
| JPMorgan Chase Bank |
|
|
07/03/20 - 08/28/20 |
|
|
EUR |
|
|
22,406 |
|
|
USD |
|
|
25,232 |
|
|
|
40 |
|
| JPMorgan Chase Bank |
|
|
07/03/20 |
|
|
EUR |
|
|
2,181 |
|
|
USD |
|
|
2,425 |
|
|
|
(25 |
) |
| JPMorgan Chase Bank |
|
|
07/09/20 |
|
|
KRW |
|
|
2,893,800 |
|
|
USD |
|
|
2,394 |
|
|
|
(13 |
) |
| JPMorgan Chase Bank |
|
|
07/13/20 |
|
|
USD |
|
|
2,428 |
|
|
IDR |
|
|
34,488,809 |
|
|
|
(31 |
) |
| JPMorgan Chase Bank |
|
|
07/15/20 |
|
|
USD |
|
|
494 |
|
|
PHP |
|
|
24,673 |
|
|
|
2 |
|
| JPMorgan Chase Bank |
|
|
07/15/20 - 07/27/20 |
|
|
USD |
|
|
2,541 |
|
|
IDR |
|
|
35,793,753 |
|
|
|
(57 |
) |
| JPMorgan Chase Bank |
|
|
07/15/20 - 07/20/20 |
|
|
USD |
|
|
3,909 |
|
|
KRW |
|
|
4,712,187 |
|
|
|
15 |
|
| JPMorgan Chase Bank |
|
|
07/15/20 - 07/22/20 |
|
|
USD |
|
|
8,194 |
|
|
CLP |
|
|
6,436,490 |
|
|
|
(346 |
) |
| JPMorgan Chase Bank |
|
|
07/15/20 - 09/02/20 |
|
|
BRL |
|
|
22,100 |
|
|
USD |
|
|
4,298 |
|
|
|
279 |
|
| JPMorgan Chase Bank |
|
|
07/15/20 - 07/20/20 |
|
|
RUB |
|
|
233,607 |
|
|
USD |
|
|
3,366 |
|
|
|
94 |
|
| JPMorgan Chase Bank |
|
|
07/15/20 |
|
|
CLP |
|
|
1,637,212 |
|
|
USD |
|
|
2,081 |
|
|
|
85 |
|
|
|
|
| 16 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver
(Thousands) |
|
|
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized
Appreciation
(Depreciation)
(Thousands) |
| JPMorgan Chase Bank |
|
|
07/15/20 - 07/20/20 |
|
|
KRW |
|
|
4,712,187 |
|
|
USD |
|
|
3,909 |
|
|
$ |
(16 |
) |
| JPMorgan Chase Bank |
|
|
07/16/20 |
|
|
USD |
|
|
1,318 |
|
|
PEN |
|
|
4,540 |
|
|
|
(34 |
) |
| JPMorgan Chase Bank |
|
|
07/16/20 - 07/22/20 |
|
|
PEN |
|
|
15,488 |
|
|
USD |
|
|
4,468 |
|
|
|
87 |
|
| JPMorgan Chase Bank |
|
|
07/16/20 |
|
|
COP |
|
|
12,368,701 |
|
|
USD |
|
|
3,380 |
|
|
|
75 |
|
| JPMorgan Chase Bank |
|
|
07/20/20 - 07/27/20 |
|
|
IDR |
|
|
206,964,165 |
|
|
USD |
|
|
14,373 |
|
|
|
78 |
|
| JPMorgan Chase Bank |
|
|
07/16/20 |
|
|
IDR |
|
|
35,095,877 |
|
|
USD |
|
|
2,424 |
|
|
|
(11 |
) |
| JPMorgan Chase Bank |
|
|
07/20/20 |
|
|
USD |
|
|
1,174 |
|
|
MYR |
|
|
5,029 |
|
|
|
– |
|
| JPMorgan Chase Bank |
|
|
07/20/20 |
|
|
USD |
|
|
3,781 |
|
|
TRY |
|
|
26,108 |
|
|
|
12 |
|
| JPMorgan Chase Bank |
|
|
07/20/20 - 07/29/20 |
|
|
USD |
|
|
7,818 |
|
|
BRL |
|
|
40,266 |
|
|
|
(492 |
) |
| JPMorgan Chase Bank |
|
|
07/21/20 |
|
|
EUR |
|
|
3,910 |
|
|
HUF |
|
|
1,375,433 |
|
|
|
(34 |
) |
| JPMorgan Chase Bank |
|
|
07/21/20 |
|
|
CZK |
|
|
20,704 |
|
|
EUR |
|
|
770 |
|
|
|
(9 |
) |
| JPMorgan Chase Bank |
|
|
07/21/20 |
|
|
HUF |
|
|
708,625 |
|
|
EUR |
|
|
2,022 |
|
|
|
26 |
|
| JPMorgan Chase Bank |
|
|
07/22/20 - 08/19/20 |
|
|
USD |
|
|
5,384 |
|
|
ZAR |
|
|
100,802 |
|
|
|
393 |
|
| JPMorgan Chase Bank |
|
|
08/19/20 |
|
|
ZAR |
|
|
1,103 |
|
|
USD |
|
|
63 |
|
|
|
– |
|
| JPMorgan Chase Bank |
|
|
07/22/20 |
|
|
ZAR |
|
|
145,800 |
|
|
USD |
|
|
7,699 |
|
|
|
(675 |
) |
| JPMorgan Chase Bank |
|
|
07/27/20 |
|
|
SGD |
|
|
3,046 |
|
|
USD |
|
|
2,134 |
|
|
|
(50 |
) |
| JPMorgan Chase Bank |
|
|
07/28/20 |
|
|
USD |
|
|
1,971 |
|
|
PLN |
|
|
7,778 |
|
|
|
(4 |
) |
| JPMorgan Chase Bank |
|
|
07/28/20 - 08/20/20 |
|
|
USD |
|
|
4,678 |
|
|
MXN |
|
|
104,651 |
|
|
|
(168 |
) |
| JPMorgan Chase Bank |
|
|
08/05/20 |
|
|
USD |
|
|
504 |
|
|
EUR |
|
|
449 |
|
|
|
1 |
|
| JPMorgan Chase Bank |
|
|
08/05/20 |
|
|
USD |
|
|
1,236 |
|
|
EUR |
|
|
1,095 |
|
|
|
(6 |
) |
| JPMorgan Chase Bank |
|
|
08/05/20 |
|
|
EUR |
|
|
11,988 |
|
|
USD |
|
|
13,124 |
|
|
|
(349 |
) |
| JPMorgan Chase Bank |
|
|
08/06/20 - 08/20/20 |
|
|
MXN |
|
|
38,900 |
|
|
USD |
|
|
1,749 |
|
|
|
74 |
|
| JPMorgan Chase Bank |
|
|
08/20/20 |
|
|
MXN |
|
|
4,173 |
|
|
USD |
|
|
169 |
|
|
|
(10 |
) |
| JPMorgan Chase Bank |
|
|
08/07/20 |
|
|
RUB |
|
|
89,801 |
|
|
USD |
|
|
1,288 |
|
|
|
32 |
|
| JPMorgan Chase Bank |
|
|
08/10/20 |
|
|
EUR |
|
|
545 |
|
|
CZK |
|
|
14,586 |
|
|
|
3 |
|
| JPMorgan Chase Bank |
|
|
08/13/20 |
|
|
TRY |
|
|
21,144 |
|
|
USD |
|
|
2,783 |
|
|
|
(271 |
) |
| JPMorgan Chase Bank |
|
|
08/20/20 |
|
|
USD |
|
|
2,181 |
|
|
PLN |
|
|
9,231 |
|
|
|
154 |
|
| JPMorgan Chase Bank |
|
|
08/20/20 |
|
|
USD |
|
|
1,701 |
|
|
PLN |
|
|
6,675 |
|
|
|
(12 |
) |
| JPMorgan Chase Bank |
|
|
08/20/20 |
|
|
USD |
|
|
4,090 |
|
|
RON |
|
|
18,495 |
|
|
|
192 |
|
| JPMorgan Chase Bank |
|
|
08/20/20 |
|
|
USD |
|
|
887 |
|
|
RON |
|
|
3,799 |
|
|
|
(8 |
) |
| JPMorgan Chase Bank |
|
|
08/20/20 |
|
|
RON |
|
|
5,609 |
|
|
USD |
|
|
1,265 |
|
|
|
(34 |
) |
| JPMorgan Chase Bank |
|
|
08/21/20 |
|
|
EUR |
|
|
7,088 |
|
|
PLN |
|
|
32,279 |
|
|
|
196 |
|
| JPMorgan Chase Bank |
|
|
08/21/20 |
|
|
PLN |
|
|
9,348 |
|
|
EUR |
|
|
2,112 |
|
|
|
10 |
|
| JPMorgan Chase Bank |
|
|
08/21/20 |
|
|
PLN |
|
|
13,874 |
|
|
EUR |
|
|
3,116 |
|
|
|
(7 |
) |
| JPMorgan Chase Bank |
|
|
08/26/20 - 09/03/20 |
|
|
USD |
|
|
2,291 |
|
|
INR |
|
|
175,058 |
|
|
|
13 |
|
| JPMorgan Chase Bank |
|
|
08/26/20 |
|
|
INR |
|
|
173,540 |
|
|
USD |
|
|
2,262 |
|
|
|
(24 |
) |
| JPMorgan Chase Bank |
|
|
08/27/20 |
|
|
USD |
|
|
631 |
|
|
UAH |
|
|
16,250 |
|
|
|
135 |
|
| JPMorgan Chase Bank |
|
|
09/11/20 |
|
|
USD |
|
|
896 |
|
|
THB |
|
|
27,734 |
|
|
|
2 |
|
| JPMorgan Chase Bank |
|
|
09/11/20 |
|
|
THB |
|
|
16,443 |
|
|
USD |
|
|
533 |
|
|
|
1 |
|
| JPMorgan Chase Bank |
|
|
09/16/20 |
|
|
USD |
|
|
2,022 |
|
|
PEN |
|
|
7,126 |
|
|
|
(7 |
) |
| JPMorgan Chase Bank |
|
|
09/16/20 |
|
|
COP |
|
|
4,496,733 |
|
|
USD |
|
|
1,201 |
|
|
|
5 |
|
| JPMorgan Chase Bank |
|
|
09/17/20 |
|
|
USD |
|
|
105 |
|
|
CZK |
|
|
2,461 |
|
|
|
(1 |
) |
| JPMorgan Chase Bank |
|
|
09/17/20 |
|
|
USD |
|
|
4,233 |
|
|
HUF |
|
|
1,283,476 |
|
|
|
(166 |
) |
| JPMorgan Chase Bank |
|
|
10/19/20 |
|
|
USD |
|
|
208 |
|
|
UYU |
|
|
7,800 |
|
|
|
(28 |
) |
| Merrill Lynch |
|
|
09/02/20 |
|
|
USD |
|
|
5,884 |
|
|
BRL |
|
|
30,760 |
|
|
|
(295 |
) |
| Merrill Lynch |
|
|
09/16/20 |
|
|
USD |
|
|
242 |
|
|
RUB |
|
|
16,828 |
|
|
|
(8 |
) |
| Morgan Stanley |
|
|
09/18/20 |
|
|
PLN |
|
|
3,045 |
|
|
EUR |
|
|
682 |
|
|
|
(3 |
) |
| Standard Bank |
|
|
07/03/20 |
|
|
USD |
|
|
1,141 |
|
|
AUD |
|
|
1,680 |
|
|
|
16 |
|
| Standard Bank |
|
|
08/05/20 |
|
|
EUR |
|
|
775 |
|
|
USD |
|
|
876 |
|
|
|
5 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
|
17 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver
(Thousands) |
|
|
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized
Appreciation
(Depreciation)
(Thousands) |
| Standard Bank |
|
|
07/03/20 |
|
|
EUR |
|
|
524 |
|
|
USD |
|
|
586 |
|
|
$ |
(3 |
) |
| Standard Bank |
|
|
07/03/20 - 09/16/20 |
|
|
USD |
|
|
14,424 |
|
|
EUR |
|
|
13,114 |
|
|
|
307 |
|
| Standard Bank |
|
|
07/03/20 - 09/16/20 |
|
|
USD |
|
|
2,946 |
|
|
EUR |
|
|
2,612 |
|
|
|
(12 |
) |
| Standard Bank |
|
|
07/28/20 - 09/16/20 |
|
|
USD |
|
|
11,951 |
|
|
ZAR |
|
|
205,149 |
|
|
|
(222 |
) |
| Standard Bank |
|
|
07/28/20 |
|
|
ZAR |
|
|
33,781 |
|
|
USD |
|
|
1,945 |
|
|
|
6 |
|
| Standard Bank |
|
|
08/03/20 - 11/02/20 |
|
|
NGN |
|
|
953,157 |
|
|
USD |
|
|
2,088 |
|
|
|
(297 |
) |
| Standard Bank |
|
|
08/06/20 |
|
|
MXN |
|
|
21,550 |
|
|
USD |
|
|
955 |
|
|
|
26 |
|
| Standard Bank |
|
|
09/02/20 |
|
|
USD |
|
|
4,108 |
|
|
BRL |
|
|
21,981 |
|
|
|
(114 |
) |
| Standard Bank |
|
|
09/09/20 - 09/23/20 |
|
|
UGX |
|
|
7,513,879 |
|
|
USD |
|
|
1,847 |
|
|
|
(138 |
) |
| Standard Bank |
|
|
09/16/20 |
|
|
USD |
|
|
3,576 |
|
|
IDR |
|
|
51,784,696 |
|
|
|
(53 |
) |
| Standard Bank |
|
|
09/16/20 |
|
|
TWD |
|
|
23,141 |
|
|
USD |
|
|
780 |
|
|
|
(15 |
) |
| Standard Bank |
|
|
09/16/20 |
|
|
IDR |
|
|
14,353,108 |
|
|
USD |
|
|
975 |
|
|
|
(2 |
) |
| Standard Bank |
|
|
09/17/20 |
|
|
USD |
|
|
685 |
|
|
MXN |
|
|
15,560 |
|
|
|
(18 |
) |
| Standard Chartered |
|
|
07/02/20 -10/02/20 |
|
|
USD |
|
|
11,538 |
|
|
BRL |
|
|
60,561 |
|
|
|
(538 |
) |
| Standard Chartered |
|
|
07/02/20 - 09/02/20 |
|
|
BRL |
|
|
54,227 |
|
|
USD |
|
|
10,293 |
|
|
|
420 |
|
| Standard Chartered |
|
|
07/06/20 |
|
|
USD |
|
|
2,329 |
|
|
IDR |
|
|
33,706,955 |
|
|
|
25 |
|
| Standard Chartered |
|
|
07/10/20 |
|
|
USD |
|
|
2,408 |
|
|
IDR |
|
|
33,820,221 |
|
|
|
(53 |
) |
| Standard Chartered |
|
|
07/06/20 - 09/03/20 |
|
|
IDR |
|
|
73,404,095 |
|
|
USD |
|
|
5,125 |
|
|
|
71 |
|
| Standard Chartered |
|
|
07/13/20 |
|
|
USD |
|
|
2,405 |
|
|
MYR |
|
|
10,244 |
|
|
|
(15 |
) |
| Standard Chartered |
|
|
07/28/20 |
|
|
USD |
|
|
2,375 |
|
|
KRW |
|
|
2,923,975 |
|
|
|
63 |
|
| Standard Chartered |
|
|
07/13/20 |
|
|
USD |
|
|
2,445 |
|
|
KRW |
|
|
2,904,208 |
|
|
|
(27 |
) |
| Standard Chartered |
|
|
07/21/20 |
|
|
CZK |
|
|
18,403 |
|
|
EUR |
|
|
667 |
|
|
|
(26 |
) |
| Standard Chartered |
|
|
07/27/20 - 08/07/20 |
|
|
USD |
|
|
3,349 |
|
|
RUB |
|
|
235,617 |
|
|
|
(53 |
) |
| Standard Chartered |
|
|
07/28/20 - 09/18/20 |
|
|
USD |
|
|
6,851 |
|
|
INR |
|
|
523,249 |
|
|
|
42 |
|
| Standard Chartered |
|
|
08/21/20 |
|
|
MYR |
|
|
4,085 |
|
|
USD |
|
|
961 |
|
|
|
7 |
|
| Standard Chartered |
|
|
08/21/20 - 09/28/20 |
|
|
MYR |
|
|
40,543 |
|
|
USD |
|
|
9,449 |
|
|
|
(21 |
) |
| Standard Chartered |
|
|
09/16/20 |
|
|
COP |
|
|
1,147,302 |
|
|
USD |
|
|
317 |
|
|
|
11 |
|
| State Street |
|
|
07/03/20 |
|
|
EUR |
|
|
470 |
|
|
USD |
|
|
528 |
|
|
|
– |
|
| State Street |
|
|
07/03/20 - 08/05/20 |
|
|
EUR |
|
|
1,824 |
|
|
USD |
|
|
2,019 |
|
|
|
(30 |
) |
| State Street |
|
|
07/03/20 - 08/05/20 |
|
|
USD |
|
|
3,917 |
|
|
EUR |
|
|
3,446 |
|
|
|
(46 |
) |
| State Street |
|
|
07/15/20 |
|
|
EUR |
|
|
2,006 |
|
|
HUF |
|
|
716,802 |
|
|
|
18 |
|
| State Street |
|
|
08/06/20 |
|
|
USD |
|
|
2,453 |
|
|
MXN |
|
|
54,233 |
|
|
|
(117 |
) |
| State Street |
|
|
08/06/20 |
|
|
MXN |
|
|
39,132 |
|
|
USD |
|
|
1,729 |
|
|
|
43 |
|
| State Street |
|
|
08/06/20 |
|
|
MXN |
|
|
17,903 |
|
|
USD |
|
|
734 |
|
|
|
(37 |
) |
| State Street |
|
|
08/07/20 |
|
|
USD |
|
|
2,689 |
|
|
ZAR |
|
|
46,765 |
|
|
|
(8 |
) |
| State Street |
|
|
08/07/20 |
|
|
ZAR |
|
|
56,316 |
|
|
USD |
|
|
3,248 |
|
|
|
18 |
|
| State Street |
|
|
08/21/20 |
|
|
EUR |
|
|
2,101 |
|
|
PLN |
|
|
9,237 |
|
|
|
(26 |
) |
| State Street |
|
|
09/18/20 |
|
|
USD |
|
|
2,351 |
|
|
PLN |
|
|
9,202 |
|
|
|
(23 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(4,282 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of open OTC swap agreements held by the Fund at June 30, 2020, are as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Cross Currency Swaps |
|
| Counterparty |
|
Fund Pays |
|
|
Fund Receives |
|
|
Payment
Frequency |
|
|
Termination
Date |
|
|
Currency |
|
|
Notional
Amount
(Thousands) |
|
|
Value
(Thousands) |
|
Upfront
Payment
(Thousands) |
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
| JPMorgan Chase |
|
|
3-MONTH USD - LIBOR |
|
|
|
12.90% |
|
|
|
Quarterly |
|
|
|
10/07/2025 |
|
|
|
TRY |
|
|
|
3,070 |
|
|
$ |
(82 |
) |
|
$ |
– |
|
|
$ |
(82 |
) |
| JPMorgan Chase |
|
|
3-MONTH USD - LIBOR |
|
|
|
11.065% |
|
|
|
Quarterly |
|
|
|
12/07/2025 |
|
|
|
TRY |
|
|
|
2,351 |
|
|
|
49 |
|
|
|
– |
|
|
|
49 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(33 |
) |
|
$ |
– |
|
|
$ |
(33 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 18 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Interest Rate Swaps |
|
| Counterparty |
|
Fund Pays |
|
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination
Date |
|
|
Currency |
|
|
Notional
Amount
(Thousands) |
|
|
Value
(Thousands) |
|
Upfront
Payments
(Thousands) |
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
| Goldman Sachs |
|
|
1-DAY BRL -CETIP |
|
|
|
12.725% |
|
|
|
Annually |
|
|
|
01/04/2021 |
|
|
|
BRL |
|
|
|
10,608 |
|
|
$ |
721 |
|
|
$ |
– |
|
|
$ |
721 |
|
| JPMorgan Chase |
|
|
1-DAY BRL -
CETIP |
|
|
|
9.61% |
|
|
|
Annually |
|
|
|
01/04/2021 |
|
|
|
BRL |
|
|
|
4,626 |
|
|
|
139 |
|
|
|
– |
|
|
|
139 |
|
| JPMorgan Chase |
|
|
1-DAY BRL -
CETIP |
|
|
|
10.89% |
|
|
|
Annually |
|
|
|
01/04/2021 |
|
|
|
BRL |
|
|
|
170 |
|
|
|
6 |
|
|
|
– |
|
|
|
6 |
|
| JPMorgan Chase |
|
|
1-DAY BRL -
CETIP |
|
|
|
10.04% |
|
|
|
Annually |
|
|
|
01/04/2021 |
|
|
|
BRL |
|
|
|
3,557 |
|
|
|
120 |
|
|
|
– |
|
|
|
120 |
|
| JPMorgan Chase |
|
|
1-DAY BRL -
CETIP |
|
|
|
9.275% |
|
|
|
Annually |
|
|
|
01/04/2021 |
|
|
|
BRL |
|
|
|
5,815 |
|
|
|
159 |
|
|
|
– |
|
|
|
159 |
|
| JPMorgan Chase |
|
|
1-DAY BRL -
CETIP |
|
|
|
8.87% |
|
|
|
Annually |
|
|
|
01/04/2021 |
|
|
|
BRL |
|
|
|
8,089 |
|
|
|
197 |
|
|
|
– |
|
|
|
197 |
|
| Goldman Sachs |
|
|
28-DAY MXN - TIIE |
|
|
|
5.37% |
|
|
|
Monthly |
|
|
|
03/17/2021 |
|
|
|
MXN |
|
|
|
46,500 |
|
|
|
11 |
|
|
|
– |
|
|
|
11 |
|
| Goldman Sachs |
|
|
3-MONTH
MOSCOW PRIME
OFFERED RATE -
RUB |
|
|
|
7.515% |
|
|
|
Annually |
|
|
|
06/10/2021 |
|
|
|
RUB |
|
|
|
1,020,770 |
|
|
|
292 |
|
|
|
– |
|
|
|
292 |
|
| JPMorgan Chase |
|
|
1.3775% |
|
|
|
6-MONTH
HUF -
BUBOR |
|
|
|
Semi-Annually |
|
|
|
06/17/2021 |
|
|
|
HUF |
|
|
|
654,998 |
|
|
|
(13 |
) |
|
|
– |
|
|
|
(13 |
) |
| Goldman Sachs |
|
|
6-MONTH PLN -
WIBOR |
|
|
|
2.208% |
|
|
|
Annually |
|
|
|
11/16/2021 |
|
|
|
PLN |
|
|
|
6,842 |
|
|
|
68 |
|
|
|
– |
|
|
|
68 |
|
| Citigroup |
|
|
6-MONTH PLN -
WIBOR |
|
|
|
2.431% |
|
|
|
Annually |
|
|
|
12/14/2021 |
|
|
|
PLN |
|
|
|
11,000 |
|
|
|
125 |
|
|
|
– |
|
|
|
125 |
|
|
|
|
3-MONTH
MOSCOW PRIME |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Goldman Sachs |
|
|
OFFERED RATE -
RUB |
|
|
|
6.29% |
|
|
|
Annually |
|
|
|
12/14/2021 |
|
|
|
RUB |
|
|
|
535,000 |
|
|
|
122 |
|
|
|
– |
|
|
|
122 |
|
| Goldman Sachs |
|
|
6-MONTH HUF -
BUBOR |
|
|
|
1.265% |
|
|
|
Semi-Annually |
|
|
|
01/10/2022 |
|
|
|
HUF |
|
|
|
1,537,322 |
|
|
|
(77 |
) |
|
|
– |
|
|
|
(77 |
) |
| JPMorgan Chase |
|
|
1-DAY-CLP -
SINACOFI CHILE
INTERBANK RATE
AVG |
|
|
|
3.430% |
|
|
|
Semi-Annually |
|
|
|
05/10/2022 |
|
|
|
CLP |
|
|
|
420,527 |
|
|
|
31 |
|
|
|
– |
|
|
|
31 |
|
| Goldman Sachs |
|
|
28-DAY MXN - TIIE |
|
|
|
5.900% |
|
|
|
Monthly |
|
|
|
09/12/2022 |
|
|
|
MXN |
|
|
|
75,956 |
|
|
|
103 |
|
|
|
– |
|
|
|
103 |
|
| Goldman Sachs |
|
|
6-MONTH HUF -
BUBOR |
|
|
|
0.8385% |
|
|
|
Annually |
|
|
|
09/21/2022 |
|
|
|
HUF |
|
|
|
1,390,000 |
|
|
|
52 |
|
|
|
– |
|
|
|
52 |
|
| Goldman Sachs |
|
|
1-DAY BRL -
CETIP |
|
|
|
11.985% |
|
|
|
Annually |
|
|
|
01/02/2023 |
|
|
|
BRL |
|
|
|
3,000 |
|
|
|
309 |
|
|
|
– |
|
|
|
309 |
|
| Goldman Sachs |
|
|
1-DAY BRL -
CETIP |
|
|
|
10.04% |
|
|
|
Annually |
|
|
|
01/03/2023 |
|
|
|
BRL |
|
|
|
5,012 |
|
|
|
402 |
|
|
|
– |
|
|
|
402 |
|
| Goldman Sachs |
|
|
3-MONTH
MOSCOW PRIME
OFFERED RATE -
RUB |
|
|
|
7.072% |
|
|
|
Annually |
|
|
|
04/02/2023 |
|
|
|
RUB |
|
|
|
715,570 |
|
|
|
410 |
|
|
|
– |
|
|
|
410 |
|
| Goldman Sachs |
|
|
China 7-Day
Reverse Repo
Rate |
|
|
|
2.77% |
|
|
|
Quarterly |
|
|
|
07/05/2024 |
|
|
|
CNY |
|
|
|
7,557 |
|
|
|
8 |
|
|
|
– |
|
|
|
8 |
|
| Goldman Sachs |
|
|
7D CNY CNRR007 |
|
|
|
2.894% |
|
|
|
Quarterly |
|
|
|
10/14/2024 |
|
|
|
CNY |
|
|
|
12,730 |
|
|
|
34 |
|
|
|
– |
|
|
|
34 |
|
| Goldman Sachs |
|
|
28-DAY MXN - TIIE |
|
|
|
6.355% |
|
|
|
Monthly |
|
|
|
05/21/2025 |
|
|
|
MXN |
|
|
|
23,145 |
|
|
|
69 |
|
|
|
– |
|
|
|
69 |
|
| Goldman Sachs |
|
|
28-DAY MXN - TIIE |
|
|
|
6.205% |
|
|
|
Monthly |
|
|
|
12/08/2025 |
|
|
|
MXN |
|
|
|
16,624 |
|
|
|
45 |
|
|
|
– |
|
|
|
45 |
|
| Goldman Sachs |
|
|
28-DAY MXN - TIIE |
|
|
|
6.165% |
|
|
|
Monthly |
|
|
|
03/05/2026 |
|
|
|
MXN |
|
|
|
47,200 |
|
|
|
124 |
|
|
|
– |
|
|
|
124 |
|
| JPMorgan Chase |
|
|
28-DAY MXN - TIIE |
|
|
|
6.13% |
|
|
|
Monthly |
|
|
|
06/18/2026 |
|
|
|
MXN |
|
|
|
40,000 |
|
|
|
100 |
|
|
|
– |
|
|
|
100 |
|
| Goldman Sachs |
|
|
28-DAY MXN - TIIE |
|
|
|
6.381% |
|
|
|
Monthly |
|
|
|
09/16/2026 |
|
|
|
MXN |
|
|
|
26,000 |
|
|
|
80 |
|
|
|
– |
|
|
|
80 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
3,637 |
|
|
$ |
– |
|
|
$ |
3,637 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of open centrally cleared swap agreements held by the Fund at June 30, 2020, are as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Credit Default Swap |
|
| Reference Entity/ Obligation |
|
Buy/Sell
Protection |
|
|
(Pays)/
Receives Rate |
|
|
Payment
Frequency |
|
|
Termination Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
Upfront Payments/
Receipts
(Thousands) |
|
Net Unrealized
Depreciation
(Thousands) |
| CDX.EM.33.V1 |
|
|
Buy |
|
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2025 |
|
|
|
11,767 |
|
|
$ |
524 |
|
|
$ |
678 |
|
|
$ |
(154 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
524 |
|
|
$ |
678 |
|
|
$ |
(154 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Interest Rate Swaps |
|
| Fund Pays |
|
Fund Receives |
|
|
Payment
Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional
Amount
(Thousands) |
|
|
Value
(Thousands) |
|
Upfront
Payments/
Receipts
(Thousands) |
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
| 8.09% |
|
|
28-DAY MXN -TIIE |
|
|
|
Monthly |
|
|
|
01/28/2021 |
|
|
|
MXN |
|
|
|
133,260 |
|
|
$ |
(114 |
) |
|
$ |
– |
|
|
$ |
(114 |
) |
| 1-DAY BRL - CETIP |
|
|
.37 FIXED |
|
|
|
Annually |
|
|
|
01/04/2027 |
|
|
|
BRL |
|
|
|
2,330 |
|
|
|
18 |
|
|
|
– |
|
|
|
18 |
|
| 28-DAY MXN - TIIE |
|
|
7.72% |
|
|
|
Monthly |
|
|
|
12/03/2026 |
|
|
|
MXN |
|
|
|
8,000 |
|
|
|
51 |
|
|
|
– |
|
|
|
51 |
|
| 28-DAY MXN - TIIE |
|
|
4,85% FIXED |
|
|
|
Monthly |
|
|
|
07/25/2025 |
|
|
|
MXN |
|
|
|
6,144 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| 1-DAY0CLP-SINACOFI CHILE |
|
|
1.16% |
|
|
|
Semi-Annually |
|
|
|
06/23/2025 |
|
|
|
CLP |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| INTERBANK RATE AVG |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,335,691 |
|
|
|
(2 |
) |
|
|
– |
|
|
|
(2 |
) |
| 6-MONTH HUF - BUBOR |
|
|
9925% |
|
|
|
Semi-Annually |
|
|
|
06/23/2025 |
|
|
|
HUF |
|
|
|
734,635 |
|
|
|
(29 |
) |
|
|
– |
|
|
|
(29 |
) |
| 1-DAY-CLP-SINACOFI CHILE |
|
|
.355% |
|
|
|
Semi-Annually |
|
|
|
06/19/2025 |
|
|
|
CLP |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| INTERBANK RATE AVG |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,901,167 |
|
|
|
21 |
|
|
|
– |
|
|
|
21 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
|
19 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Fund Pays |
|
Fund Receives |
|
Payment
Frequency |
|
Termination
Date |
|
Currency |
|
Notional
Amount
(Thousands) |
|
|
Value
(Thousands) |
|
Upfront
Payments/
Receipts
(Thousands) |
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
| 1-DAY-CLP-SINACOFI CHILE |
|
.36% |
|
Semi-Annually |
|
06/17/2025 |
|
CLP |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| INTERBANK RATE AVG |
|
|
|
|
|
|
|
|
|
|
1,931,133 |
|
|
$ |
22 |
|
|
$ |
– |
|
|
$ |
22 |
|
| 0.644 FIXED |
|
6-MONTH PLN -
WIBOR |
|
Semi-Annually |
|
06/09/2025 |
|
PLN |
|
|
11,248 |
|
|
|
(20 |
) |
|
|
– |
|
|
|
(20 |
) |
| STANDARD CHARTERED BANK |
|
1.84% |
|
Quarterly |
|
05/26/2025 |
|
CNY |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| LONDON |
|
|
|
|
|
|
|
|
|
|
17,000 |
|
|
|
(49 |
) |
|
|
– |
|
|
|
(49 |
) |
| 28-DAY MXN - TIIE |
|
6.45% FIXED |
|
Monthly |
|
04/01/2025 |
|
MXN |
|
|
27,064 |
|
|
|
85 |
|
|
|
– |
|
|
|
85 |
|
| .725% |
|
6-MONTH HUF
- BUBOR |
|
Annually |
|
03/25/2025 |
|
HUF |
|
|
598,334 |
|
|
|
(3 |
) |
|
|
– |
|
|
|
(3 |
) |
| .62 FIXED |
|
28-DAY MXN -
TIIE |
|
Monthly |
|
03/21/2025 |
|
MXN |
|
|
19,328 |
|
|
|
66 |
|
|
|
– |
|
|
|
66 |
|
| 5.0975% |
|
INR - MIBOR |
|
Semi-Annually |
|
02/26/2025 |
|
INR |
|
|
270,915 |
|
|
|
(161 |
) |
|
|
– |
|
|
|
(161 |
) |
| 5.08125% |
|
INR - MIBOR |
|
Semi-Annually |
|
02/25/2025 |
|
INR |
|
|
541,829 |
|
|
|
(317 |
) |
|
|
– |
|
|
|
(317 |
) |
| 1-DAY BRL - CETIP |
|
6.455% |
|
Annually |
|
01/02/2025 |
|
BRL |
|
|
3,591 |
|
|
|
29 |
|
|
|
– |
|
|
|
29 |
|
| 28-DAY MXN - TIIE |
|
7.51% |
|
Monthly |
|
04/20/2027 |
|
MXN |
|
|
8,110 |
|
|
|
48 |
|
|
|
– |
|
|
|
48 |
|
| 1-DAY BRL CETIP |
|
6.82% |
|
Annually |
|
01/02/2025 |
|
BRL |
|
|
3,362 |
|
|
|
27 |
|
|
|
– |
|
|
|
27 |
|
| 2.969% |
|
6-MONTH HUF
- BUBOR |
|
Semi-Annually |
|
02/08/2029 |
|
HUF |
|
|
200,000 |
|
|
|
(44 |
) |
|
|
– |
|
|
|
(44 |
) |
| 5.37 |
|
1-DAY COP -
COLUMBIA IBR |
|
Quarterly |
|
06/21/2029 |
|
COP |
|
|
1,800,000 |
|
|
|
(44 |
) |
|
|
– |
|
|
|
(44 |
) |
| 6-MONTH PLN - WIBOR |
|
1.0% |
|
Semi-Annually |
|
06/12/2030 |
|
PLN |
|
|
8,141 |
|
|
|
(32 |
) |
|
|
– |
|
|
|
(32 |
) |
| .84 FIXED |
|
6-MONTH CZK -
PRIBOR |
|
Semi-Annually |
|
06/09/2030 |
|
CZK |
|
|
29,359 |
|
|
|
(25 |
) |
|
|
– |
|
|
|
(25 |
) |
| .78 FIXED |
|
6-MONTH CZK -
PRIBOR |
|
Semi-Annually |
|
06/09/2030 |
|
CZK |
|
|
29,379 |
|
|
|
(17 |
) |
|
|
– |
|
|
|
(17 |
) |
|
1-DAY-CLP – SINACOFI
CHILE |
|
.33% |
|
Semi-Annually |
|
06/05/2030 |
|
CLP |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| INTERBANK RATE AVG |
|
|
|
|
|
|
|
|
|
|
830,041 |
|
|
|
(96 |
) |
|
|
– |
|
|
|
(96 |
) |
| 1-DAY COP - COLUMBIA IBR |
|
5.45% |
|
Quarterly |
|
03/12/2030 |
|
COP |
|
|
1,338,006 |
|
|
|
(33 |
) |
|
|
– |
|
|
|
(33 |
) |
| 1-DAY COP - COLUMBIA IBR |
|
5.47% |
|
Quarterly |
|
03/11/2030 |
|
COP |
|
|
879,919 |
|
|
|
(22 |
) |
|
|
– |
|
|
|
(22 |
) |
| 1-DAY COP - COLUMBIA IBR |
|
5.4% |
|
Quarterly |
|
03/11/2030 |
|
COP |
|
|
2,751,828 |
|
|
|
(65 |
) |
|
|
– |
|
|
|
(65 |
) |
| 6-MONTH PLN - WIBOR |
|
1.75% |
|
Annually |
|
02/26/2030 |
|
PLN |
|
|
11,700 |
|
|
|
249 |
|
|
|
– |
|
|
|
249 |
|
| 1.61% |
|
6-MONTH HUF
- BUBOR |
|
Semi-Annually |
|
01/17/2030 |
|
HUF |
|
|
135,000 |
|
|
|
(13 |
) |
|
|
– |
|
|
|
(13 |
) |
| 1.81% |
|
6-MONTH CZK -
PRIBOR |
|
Semi-Annually |
|
01/17/2030 |
|
CZK |
|
|
10,000 |
|
|
|
(48 |
) |
|
|
– |
|
|
|
(48 |
) |
| 1.805% |
|
6-MONTH PLN -
WIBOR |
|
Semi-Annually |
|
12/17/2029 |
|
PLN |
|
|
11,500 |
|
|
|
(264 |
) |
|
|
– |
|
|
|
(264 |
) |
| 1.4925% |
|
6-MONTH CZK -
PRIBOR |
|
Semi-Annually |
|
11/18/2029 |
|
CZK |
|
|
33,000 |
|
|
|
115 |
|
|
|
– |
|
|
|
115 |
|
| 6.82% |
|
28-DAY MXN -
TIIE |
|
Monthly |
|
09/10/2029 |
|
MXN |
|
|
33,993 |
|
|
|
(140 |
) |
|
|
– |
|
|
|
(140 |
) |
| 6.9225% |
|
28-DAY MXN -
TIIE |
|
Monthly |
|
08/31/2029 |
|
MXN |
|
|
42,602 |
|
|
|
(189 |
) |
|
|
– |
|
|
|
(189 |
) |
| 3-MONTH ZAR - JIBAR |
|
8.49% |
|
Quarterly |
|
07/18/2029 |
|
ZAR |
|
|
10,000 |
|
|
|
(9 |
) |
|
|
– |
|
|
|
(9 |
) |
| 5.915% |
|
1-DAY COP -
COLUMBIA IBR |
|
Quarterly |
|
05/15/2029 |
|
COP |
|
|
3,600,000 |
|
|
|
(123 |
) |
|
|
– |
|
|
|
(123 |
) |
| 1-DAY BRL - CETIP |
|
.65% |
|
Annually |
|
01/02/2025 |
|
BRL |
|
|
12,389 |
|
|
|
10 |
|
|
|
– |
|
|
|
10 |
|
| 1-DAY BRL - CETIP |
|
.77 FIXED |
|
Annually |
|
01/02/2025 |
|
BRL |
|
|
4,102 |
|
|
|
32 |
|
|
|
– |
|
|
|
32 |
|
| 6-MONTH HUF - BUBOR |
|
0.81% |
|
Annually |
|
09/12/2024 |
|
HUF |
|
|
75,000 |
|
|
|
1 |
|
|
|
– |
|
|
|
1 |
|
| 6-MONTH HUF - BUBOR |
|
.645& |
|
Annually |
|
06/25/2022 |
|
HUF |
|
|
1,811,931 |
|
|
|
(1 |
) |
|
|
– |
|
|
|
(1 |
) |
| 28-DAY MXN - TIIE |
|
6.745% |
|
Monthly |
|
06/23/2022 |
|
MXN |
|
|
26,758 |
|
|
|
52 |
|
|
|
– |
|
|
|
52 |
|
| 6-MONTH HUF - BUBOR |
|
675% |
|
Annually |
|
06/23/2022 |
|
HUF |
|
|
1,807,262 |
|
|
|
31 |
|
|
|
– |
|
|
|
31 |
|
| 1-DAY BRL - CETIP |
|
2.99% |
|
Annually |
|
01/03/2022 |
|
BRL |
|
|
20,697 |
|
|
|
5 |
|
|
|
– |
|
|
|
5 |
|
| 1-DAY BRL - CETIP |
|
5.89% |
|
Annually |
|
01/03/2022 |
|
BRL |
|
|
27,057 |
|
|
|
203 |
|
|
|
– |
|
|
|
203 |
|
| 1.960% |
|
1-DAY-CLP -
SINACOFI
CHILE |
|
Semi-Annually |
|
12/12/2021 |
|
CLP |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
INTERBANK
RATE AVG |
|
|
|
|
|
|
|
|
2,569,905 |
|
|
|
(71 |
) |
|
|
– |
|
|
|
(71 |
) |
| 1-DAY COP - COLUMBIA IBR |
|
4.81% |
|
Annually |
|
11/19/2021 |
|
COP |
|
|
29,005,671 |
|
|
|
200 |
|
|
|
– |
|
|
|
200 |
|
| 6-MONTH CZK - PRIBOR |
|
2.135% |
|
Annually |
|
11/18/2021 |
|
CZK |
|
|
155,000 |
|
|
|
168 |
|
|
|
– |
|
|
|
168 |
|
| 1-DAY COP - COLUMBIA IBR |
|
4.9% |
|
Annually |
|
11/18/2021 |
|
COP |
|
|
26,994,329 |
|
|
|
192 |
|
|
|
– |
|
|
|
192 |
|
| 6-MONTH PLN - WIBOR |
|
2.263% |
|
Annually |
|
11/12/2021 |
|
PLN |
|
|
7,000 |
|
|
|
46 |
|
|
|
– |
|
|
|
46 |
|
| 6-MONTH CZK - PRIBOR |
|
2.225% |
|
Annually |
|
11/11/2021 |
|
CZK |
|
|
40,000 |
|
|
|
41 |
|
|
|
– |
|
|
|
41 |
|
| 6-MONTH CZK - PRIBOR |
|
2.07% |
|
Annually |
|
09/30/2021 |
|
CZK |
|
|
121,000 |
|
|
|
105 |
|
|
|
– |
|
|
|
105 |
|
| 6-MONTH CZK - PRIBOR |
|
2.1% |
|
Annually |
|
09/30/2021 |
|
CZK |
|
|
150,349 |
|
|
|
130 |
|
|
|
– |
|
|
|
130 |
|
| 8.145% |
|
28-DAY MXN -
TIIE |
|
Monthly |
|
01/28/2021 |
|
MXN |
|
|
136,359 |
|
|
|
(118 |
) |
|
|
– |
|
|
|
(118 |
) |
| 8.125% |
|
28-DAY MXN -
TIIE |
|
Monthly |
|
01/28/2021 |
|
MXN |
|
|
60,000 |
|
|
|
(52 |
) |
|
|
– |
|
|
|
(52 |
) |
| 28-DAY MXN - TIIE |
|
6.71% |
|
Monthly |
|
07/07/2022 |
|
MXN |
|
|
37,637 |
|
|
|
73 |
|
|
|
– |
|
|
|
73 |
|
| 1-DAY BRL - CETIP |
|
6.475% |
|
Annually |
|
01/02/2023 |
|
BRL |
|
|
16,116 |
|
|
|
158 |
|
|
|
– |
|
|
|
158 |
|
| 1-DAY BRL - CETIP |
|
5.25% |
|
Annually |
|
01/02/2023 |
|
BRL |
|
|
11,519 |
|
|
|
59 |
|
|
|
– |
|
|
|
59 |
|
| 1-DAY BRL - CETIP |
|
6.61% |
|
Annually |
|
01/02/2023 |
|
BRL |
|
|
4,693 |
|
|
|
48 |
|
|
|
– |
|
|
|
48 |
|
| 1.675% |
|
6-MONTH CZK -
PRIBOR |
|
Semi-Annually |
|
07/17/2024 |
|
CZK |
|
|
21,146 |
|
|
|
(45 |
) |
|
|
– |
|
|
|
(45 |
) |
|
|
|
| 20 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Fund Pays |
|
Fund Receives |
|
|
Payment
Frequency |
|
|
Termination
Date |
|
|
Currency |
|
|
Notional
Amount
(Thousands) |
|
|
Value
(Thousands) |
|
Upfront
Payments/
Receipts
(Thousands) |
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
| 1.64 |
|
|
6-MONTH CZK - PRIBOR |
|
|
|
Semi-Annually |
|
|
|
06/21/2024 |
|
|
|
CZK |
|
|
|
14,000 |
|
|
$ |
(29 |
) |
|
$ |
– |
|
|
$ |
(29 |
) |
| 28-DAY MXN - TIIE |
|
|
.47% |
|
|
|
Monthly |
|
|
|
06/19/2024 |
|
|
|
MXN |
|
|
|
95,833 |
|
|
|
9 |
|
|
|
– |
|
|
|
9 |
|
| 1.7 |
|
|
6-MONTH CZK - PRIBOR |
|
|
|
Semi-Annually |
|
|
|
06/18/2024 |
|
|
|
CZK |
|
|
|
140,000 |
|
|
|
(306 |
) |
|
|
– |
|
|
|
(306 |
) |
| .65 FIXED |
|
|
6-MONTH PLN - WIBOR |
|
|
|
Annually |
|
|
|
03/26/2024 |
|
|
|
PLN |
|
|
|
2,804 |
|
|
|
5 |
|
|
|
– |
|
|
|
5 |
|
| .63 FIXED |
|
|
6-MONTH PLN - WIBOR |
|
|
|
Annually |
|
|
|
03/26/2024 |
|
|
|
PLN |
|
|
|
3,196 |
|
|
|
5 |
|
|
|
– |
|
|
|
5 |
|
| 1.9865% |
|
|
6-MONTH PLN - WIBOR |
|
|
|
Semi-Annually |
|
|
|
03/25/2024 |
|
|
|
PLN |
|
|
|
14,396 |
|
|
|
(206 |
) |
|
|
– |
|
|
|
(206 |
) |
| .26% |
|
|
3-MONTH ZAR - JIBAR |
|
|
|
Quarterly |
|
|
|
06/12/2030 |
|
|
|
ZAR |
|
|
|
46,513 |
|
|
|
(60 |
) |
|
|
– |
|
|
|
(60 |
) |
| .5 FIXED |
|
|
1-DAY BRL - CETIP |
|
|
|
Annually |
|
|
|
01/02/2024 |
|
|
|
BRL |
|
|
|
4,808 |
|
|
|
40 |
|
|
|
– |
|
|
|
40 |
|
| 1-DAY BRL - CETIP |
|
|
5.76% |
|
|
|
Annually |
|
|
|
01/02/2024 |
|
|
|
BRL |
|
|
|
8,953 |
|
|
|
40 |
|
|
|
– |
|
|
|
40 |
|
| 28-DAY MXN - TIIE |
|
|
.55% FIXED |
|
|
|
Monthly |
|
|
|
04/13/2023 |
|
|
|
MXN |
|
|
|
52,615 |
|
|
|
65 |
|
|
|
– |
|
|
|
65 |
|
| .23 FIXED |
|
|
1-DAY BRL - CETIP |
|
|
|
Annually |
|
|
|
01/02/2023 |
|
|
|
BRL |
|
|
|
5,579 |
|
|
|
49 |
|
|
|
– |
|
|
|
49 |
|
| .77 FIXED |
|
|
1-DAY BRL - CETIP |
|
|
|
Annually |
|
|
|
01/02/2023 |
|
|
|
BRL |
|
|
|
6,361 |
|
|
|
69 |
|
|
|
– |
|
|
|
69 |
|
| 1-DAY BRL - CETIP |
|
|
9.255% |
|
|
|
Annually |
|
|
|
01/02/2023 |
|
|
|
BRL |
|
|
|
2,368 |
|
|
|
47 |
|
|
|
– |
|
|
|
47 |
|
| 1-DAY BRL - CETIP |
|
|
11.475% |
|
|
|
Annually |
|
|
|
01/02/2023 |
|
|
|
BRL |
|
|
|
3,524 |
|
|
|
96 |
|
|
|
– |
|
|
|
96 |
|
| 1-DAY BRL - CETIP |
|
|
5.655 |
|
|
|
Annually |
|
|
|
01/02/2023 |
|
|
|
BRL |
|
|
|
2,705 |
|
|
|
18 |
|
|
|
– |
|
|
|
18 |
|
| 5.56% |
|
|
1-DAY BRL - CETIP |
|
|
|
Annually |
|
|
|
01/02/2024 |
|
|
|
BRL |
|
|
|
18,819 |
|
|
|
65 |
|
|
|
– |
|
|
|
65 |
|
| GOLDMAN SACHS INTERNATIONAL |
|
|
6.845% |
|
|
|
Quarterly |
|
|
|
06/26/2030 |
|
|
|
ZAR |
|
|
|
46,513 |
|
|
|
(27 |
) |
|
|
– |
|
|
|
(27 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
19 |
|
|
$ |
– |
|
|
$ |
19 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Percentages are based on Net Assets of $1,477,635 ($ Thousands). |
| * |
Non-income producing security. |
| ** |
The rate reported is the 7-day effective yield as of June 30, 2020.
|
| (A) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in
transactions exempt from registration normally to qualified institutions. On June 30, 2020, the value of these securities amounted to $271,746 ($ Thousands), representing 18.4% of the Net Assets of the Fund. |
| (B) |
Certain securities or partial positions of certain securities are on loan at June 30, 2020. The total market value of
securities on loan at June 30, 2020 was $13,899 ($ Thousands). |
| (C) |
Security is in default on interest payment. |
| (D) |
Step Bonds – Represents the current rate, the step rate, the step date and the final maturity date.
|
| (E) |
Level 3 security in accordance with fair value hierarchy. |
| (F) |
Zero coupon security. The rate shown on the Schedule of Investments is the security’s effective yield at the time of
purchase. |
| (G) |
Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest
rates and prepayments on the underlying pool of assets. |
| (H) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities
as of June 30, 2020 was $17,421 ($ Thousands). |
| (I) |
Refer to table below for details on Options Contracts. |
AUD — Australian Dollar
BADLAR — Buenos Aires Deposits of Large Amount Rate
BRL — Brazilian Real
BUBOR — Budapest Interbank Offered Rate
CETIP — Central of Custody and Financial Settlement of Securities
CLP —
Chilean Peso
CNY — Chinese Yuan Onshore
COP — Colombian Peso
CZK — Czech Koruna
DAC — Designated Activity Company
DOP — Dominican Peso
EGP — Egyptian Pound
EUR — Euro
GHS — Ghanaian Cedi
HUF — Hungarian Forint
ICE — Intercontinental Exchange
IDR — Indonesian Rupiah
INR — Indian Rupee
JIBAR —
Johannesburg Interbank Agreed Rate
JPY — Japanese Yen
JSC — Joint-Stock
Company
KRW — Korean Won
LIBOR — London Interbank Offered Rate
L.P. — Limited Partnership
Ltd. — Limited
MTN — Medium Term Note
MXN — Mexican Peso
MYR — Malaysian Ringgit
NGN — Nigerian Naira
PEN — Peruvian Nuevo Sol
PHP — Philippine Peso
PLN — Polish Zloty
PLC — Public Limited Company
PRIBOR — Prague Interbank Offered Rate
RON — Romanian Leu
RSD — Serbian Dinar
RUB — Russian Ruble
Ser — Series
SGD — Singapore Dollar
THB — Thai Bhat
TIIE — Interbank Equilibrium Interest Rate
TRY — Turkish Lira
TWD — Taiwan Dollar
UAH — Ukrainian Hryvnia
UGX — Ugandan Shilling
USD — United States Dollar
UYU — Uruguay Dollar
WIBOR — Warsaw Interbank Offered Rate
VAR — Variable Rate
ZAR — South African Rand
The following is a list of the level of inputs used as
of June 30, 2020, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
|
21 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Investments in
Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($)(1) |
|
|
Total
($) |
|
| Global Bonds |
|
|
– |
|
|
|
1,414,892 |
|
|
|
74 |
|
|
|
1,414,966 |
|
| Affiliated Partnership |
|
|
– |
|
|
|
17,421 |
|
|
|
– |
|
|
|
17,421 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Total Investments in Securities |
|
|
– |
|
|
|
1,432,313 |
|
|
|
74 |
|
|
|
1,432,387 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
Other Financial
Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
| Purchased Options |
|
|
– |
|
|
|
10 |
|
|
|
– |
|
|
|
10 |
|
| Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Unrealized Appreciation |
|
|
1,026 |
|
|
|
– |
|
|
|
– |
|
|
|
1,026 |
|
| Unrealized Depreciation |
|
|
(293 |
) |
|
|
– |
|
|
|
– |
|
|
|
(293 |
) |
| Forwards Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Unrealized Appreciation |
|
|
– |
|
|
|
4,899 |
|
|
|
– |
|
|
|
4,899 |
|
| Unrealized Depreciation |
|
|
– |
|
|
|
(9,181 |
) |
|
|
– |
|
|
|
(9,181 |
) |
| Centrally Cleared Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Credit Default Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Unrealized Depreciation |
|
|
– |
|
|
|
(154 |
) |
|
|
– |
|
|
|
(154 |
) |
| Interest Rate Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
| Unrealized Appreciation |
|
|
– |
|
|
|
2,793 |
|
|
|
– |
|
|
|
2,793 |
|
| Unrealized Depreciation |
|
|
– |
|
|
|
(2,774 |
) |
|
|
– |
|
|
|
(2,774 |
) |
| OTC Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Cross Currency Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Unrealized Appreciation |
|
|
– |
|
|
|
49 |
|
|
|
– |
|
|
|
49 |
|
| Unrealized Depreciation |
|
|
– |
|
|
|
(82 |
) |
|
|
– |
|
|
|
(82 |
) |
| Interest Rate Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Unrealized Appreciation |
|
|
– |
|
|
|
3,727 |
|
|
|
– |
|
|
|
3,727 |
|
| Unrealized Depreciation |
|
|
– |
|
|
|
(90 |
) |
|
|
– |
|
|
|
(90 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Total Other Financial Instruments |
|
|
733 |
|
|
|
(803 |
) |
|
|
– |
|
|
|
(70 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(1) A reconciliation of Level 3 investments is presented when the Fund has significant amount of Level 3 investments at the beginning
and/or end of the period in relation to net assets. Management has concluded that Level 3 investments are not material in relation to net assets.
*Futures
contracts, forwards contracts and swaps are valued at the unrealized appreciation (depreciation) on the instrument.
For the period ended June 30, 2020, there
were no transfers in or out of Level 3.
For information on the Fund’s policy regarding
valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.
The
following is a summary of the transactions with affiliates for the period ended June 30, 2020 ($ Thousands):
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Security Description |
|
Value 9/30/2019 |
|
|
Purchases at Cost |
|
|
Proceeds from
Sales |
|
|
Realized Gain/
(Loss) |
|
|
Change in
Unrealized
Appreciation/
(Depreciation) |
|
|
Value 6/30/2020 |
|
|
Shares |
|
|
Income |
|
|
Capital Gains |
|
| SEI Liquidity Fund, L.P. |
|
$ |
87,228 |
|
|
$ |
220,225 |
|
|
$ |
(290,048 |
) |
|
$ |
6 |
|
|
$ |
10 |
|
|
$ |
17,421 |
|
|
|
17,412,386 |
|
|
$ |
162 |
|
|
$ |
– |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amount designated as “-” are $0 or have been rounded to $0.
|
|
|
| 22 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2020
Emerging Markets Debt Fund (Concluded)
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2020 |
|
23 |