0001752724-21-045270.txt : 20210301 0001752724-21-045270.hdr.sgml : 20210301 20210301105615 ACCESSION NUMBER: 0001752724-21-045270 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20201231 FILED AS OF DATE: 20210301 PERIOD START: 20210930 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SEI INSTITUTIONAL INTERNATIONAL TRUST CENTRAL INDEX KEY: 0000835597 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 0228 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-05601 FILM NUMBER: 21695456 BUSINESS ADDRESS: STREET 1: SEI INVESTMENTS ATTN: CAREN ROSCH STREET 2: 1FREEDOM CIRCLE DRIVE CITY: OAKS STATE: PA ZIP: 19456 BUSINESS PHONE: 610 676-3097 MAIL ADDRESS: STREET 1: SEI INVESTMENTS ATTN: CAREN ROSCH STREET 2: 1FREEDOM CIRCLE DRIVE CITY: OAKS STATE: PA ZIP: 19456 FORMER COMPANY: FORMER CONFORMED NAME: SEI INTERNATIONAL TRUST DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: SEI WEALTH MANAGEMENT TRUST DATE OF NAME CHANGE: 19900129 0000835597 S000006418 SIT INTERNATIONAL EQUITY FUND C000017606 SIT INTERNATIONAL EQUITY FUND - CLASS I SEEIX C000017607 SIT INTERNATIONAL EQUITY FUND - CLASS F, effective 1-31-2017 (formerly Class A) SEITX C000147407 Class Y SEFCX NPORT-P 1 primary_doc.xml NPORT-P false 0000835597 XXXXXXXX S000006418 C000017606 C000147407 C000017607 SEI INSTITUTIONAL INTERNATIONAL TRUST 811-05601 0000835597 E8Z427H460ISEID6A824 ONE FREEDOM VALLEY DRIVE OAKS 19456 8003425734 SIT International Equity Fund S000006418 2KJ48EJJQTGC3CGNNK08 2021-09-30 2020-12-31 N 4534315546.20 78088974.81 4456226571.39 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 53023664.51000000 N IG GROUP HOLDINGS PLC 2138003A5Q1M7ANOUD76 IG GROUP HOLDINGS PLC COMMON STOCK N/A 53276.00000000 NS 627753.18000000 0.014087101944 Long EC GB N 1 N N N MultiChoice Group Ltd 254900BVQQ7DFBMSVJ81 MULTICHOICE GROUP LTD COMMON STOCK N/A 112112.00000000 NS 1022756.05000000 0.022951168070 Long EC ZA N 1 N N N ACCENTURE PUBLIC LIMITED COMPANY N/A ACCENTURE PLC-CL A COMMON STOCK G1151C101 97610.00000000 NS USD 25496708.10000000 0.572159150607 Long EC US N 1 N N N Essity Aktiebolag (publ) 549300G8E6YUVJ1DA153 ESSITY AKTIEBOLAG-B COMMON STOCK N/A 203404.00000000 NS 6561061.93000000 0.147233580359 Long EC SE N 2 N N CHICONY ELECTRONICS CO., LTD. 254900JBP5GB5B1IHS51 CHICONY ELECTRONICS CO LTD COMMON STOCK N/A 687000.00000000 NS 2107601.96000000 0.047295664307 Long EC TW N 1 N N N METTLER-TOLEDO INTERNATIONAL INC. 5493000BD5GJNUDIUG10 METTLER-TOLEDO INTERNATIONAL COMMON STOCK 592688105 8868.00000000 NS USD 10106682.24000000 0.226799110819 Long EC US N 1 N N N UMICORE SA 529900F3AIQECS8ZSV61 UMICORE COMMON STOCK N/A 91664.00000000 NS 4413845.99000000 0.099048958110 Long EC BE N 2 N N N FANUC CORPORATION 529900QTSW745LOKW705 FANUC CORP COMMON STOCK N/A 71100.00000000 NS 17546187.48000000 0.393745407665 Long EC JP N 2 N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS GROUP AG-REG COMMON STOCK H42097107 1111514.00000000 NS USD 15705692.82000000 0.352443767577 Long EC US N 1 N N Zurich Insurance Group AG 529900QVNRBND50TXP03 ZURICH INSURANCE GROUP AG COMMON STOCK N/A 40208.00000000 NS 17072985.04000000 0.383126503253 Long EC CH N 2 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 BARCLAYS PLC COMMON STOCK N/A 8113180.00000000 NS 16267172.10000000 0.365043649361 Long EC GB N 1 N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 NOMURA HOLDINGS INC COMMON STOCK N/A 1041400.00000000 NS 5510080.49000000 0.123649020123 Long EC JP N 2 N N N Amadeus IT Group SA 9598004A3FTY3TEHHN09 AMADEUS IT GROUP SA COMMON STOCK N/A 362813.00000000 NS 26557677.90000000 0.595967854742 Long EC ES N 2 N N N NEXT PLC 213800WQD8ECPZP9PH98 NEXT PLC COMMON STOCK N/A 79589.00000000 NS 7709110.04000000 0.172996366241 Long EC GB N 1 N N N Sika AG 549300R3N69ECGYPU434 SIKA AG-REG COMMON STOCK N/A 43647.00000000 NS 11991505.20000000 0.269095500596 Long EC CH N 2 N N N DANONE SA 969500KMUQ2B6CBAF162 DANONE COMMON STOCK N/A 207298.00000000 NS 13665763.02000000 0.306666701099 Long EC FR N 2 N N N Nokia Oyj 549300A0JPRWG1KI7U06 NOKIA OYJ COMMON STOCK N/A 541697.00000000 NS 2096759.02000000 0.047052343196 Long EC FI N 2 N N N Koninklijke Philips N.V. 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N/A 109660.34000000 USD 80520.11000000 GBP 2021-01-04 405.97000000 N N N Siemens Aktiengesellschaft W38RGI023J3WT1HWRP32 SIEMENS AG-REG COMMON STOCK N/A 422440.00000000 NS 61857288.06000000 1.388109133793 Long EC DE N 2 N N N SHOPIFY INC. 549300HGQ43STJLLP808 SHOPIFY INC - CLASS A COMMON STOCK 82509L107 11155.00000000 NS USD 12626902.25000000 0.283354134887 Long EC US N 1 N N N Shiseido Company, Limited 5299008QCD0YDT5OF506 SHISEIDO CO LTD COMMON STOCK N/A 135700.00000000 NS 9382873.70000000 0.210556477541 Long EC JP N 2 N N N IPSEN SA 549300M6SGDPB4Z94P11 IPSEN COMMON STOCK N/A 52876.00000000 NS 4410796.68000000 0.098980530036 Long EC FR N 2 N N N RYOHIN KEIKAKU CO., LTD. 549300PMNF56J66BY371 RYOHIN KEIKAKU CO LTD COMMON STOCK N/A 293800.00000000 NS 6000809.24000000 0.134661223882 Long EC JP N 2 N N N HelloFresh SE 391200ZAF4V6XD2M9G57 HELLOFRESH SE COMMON STOCK N/A 113802.00000000 NS 8821416.84000000 0.197957098874 Long EC DE N 2 N N N NEXANS SA 96950015FU78G84UIV14 NEXANS SA COMMON STOCK N/A 14046.00000000 NS 1023812.81000000 0.022974882304 Long EC FR N 2 N N N WH GROUP LIMITED 254900A4AYEDRWYSE928 WH GROUP LTD COMMON STOCK N/A 2076500.00000000 NS 1740715.90000000 0.039062553757 Long EC HK Y 1 N N N RESMED INC. 529900T3QE5253CCXF22 RESMED INC COMMON STOCK 761152107 66693.00000000 NS USD 14176264.08000000 0.318122605592 Long EC US N 1 N N N JBS S.A. 529900RM0MTMZL9O5050 JBS SA COMMON STOCK N/A 341500.00000000 NS 1555560.05000000 0.034907561926 Long EC BR N 1 N N N LVMH MOET HENNESSY LOUIS VUITTON SE IOG4E947OATN0KJYSD45 LVMH MOET HENNESSY LOUIS VUI COMMON STOCK N/A 26093.00000000 NS 16314494.49000000 0.366105587959 Long EC FR N 2 N N N TORAY INDUSTRIES, INC. 35380099TCYR5FHT0A11 TORAY INDUSTRIES INC COMMON STOCK N/A 164600.00000000 NS 975643.48000000 0.021893937939 Long EC JP N 2 N N N Nomad Foods Limited 5493000ZZ1837DS2SI43 NOMAD FOODS LTD COMMON STOCK G6564A105 399072.00000000 NS USD 10144410.24000000 0.227645746406 Long EC US N 1 N N N The 77 Bank, Ltd. 549300U6CT3EHB9XS980 77 BANK LTD/THE COMMON STOCK N/A 33364.00000000 NS 455449.98000000 0.010220530143 Long EC JP N 2 N N N HONG LEONG FINANCE LIMITED N/A HONG LEONG FINANCE LTD COMMON STOCK N/A 61282.00000000 NS 110819.04000000 0.002486835851 Long EC SG N 1 N N N ASSICURAZIONI GENERALI - SOCIETA PER AZIONI 549300X5UKJVE386ZB61 ASSICURAZIONI GENERALI COMMON STOCK N/A 759410.00000000 NS 13280391.65000000 0.298018770752 Long EC IT N 2 N N N Link Real Estate Investment Trust 529900XUE70U36QX5M62 LINK REIT REIT N/A 293100.00000000 NS 2668720.70000000 0.059887455389 Long EC HK N 1 N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 INTESA SANPAOLO COMMON STOCK N/A 1241561.00000000 NS 2914294.35000000 0.065398253506 Long EC IT N 2 N N N KANSAI PAINT CO.,LTD. 549300ERRV6FTKH9NN70 KANSAI PAINT CO LTD COMMON STOCK N/A 13200.00000000 NS 406686.33000000 0.009126248934 Long EC JP N 2 N N N Murata Manufacturing Co., Ltd. 529900QZG6DL8ZRI7140 MURATA MANUFACTURING CO LTD COMMON STOCK N/A 295200.00000000 NS 26676561.66000000 0.598635667029 Long EC JP N 2 N N N NIPPON TELEGRAPH AND TELEPHONE CORPORATION 353800VHQU5VIXVUA841 NIPPON TELEGRAPH & TELE-ADR DEPOSITARY RECEIPT 654624105 450537.00000000 NS USD 11578800.90000000 0.259834205341 Long EC US N 1 N N N N/A N/A FTSE 100 IDX FUT MAR21 PHYSICAL INDEX FUTURE. N/A 3.00000000 NC 263273.01000000 0.005907980794 N/A DE GB N 1 J.P. MORGAN SECURITIES N/A Long FTSE 100 IDX FUT Mar 2021 N/A N/A 2021-03-22 258033.14000000 GBP 5239.87000000 N N N INDIVIOR PLC 213800V3NCQTY7IED471 INDIVIOR PLC COMMON STOCK N/A 415882.00000000 NS 618513.34000000 0.013879755216 Long EC GB N 1 N N N Randstad N.V. 7245009EAAUUQJ0U4T57 RANDSTAD NV COMMON STOCK N/A 178570.00000000 NS 11533575.29000000 0.258819319557 Long EC NL N 2 N N N Nintendo Co., Ltd. 353800FEEXU6I9M0ZF27 NINTENDO CO LTD COMMON STOCK N/A 39100.00000000 NS 24951824.84000000 0.559931691987 Long EC JP N 2 N N N COMPAGNIE FINANCIERE RICHEMONT SA 549300YIPGJ6UX2QPS51 CIE FINANCIERE RICHEMO-A- WNT ISSUE 2:1 / TERMS 0.01493:1 N/A 389410.00000000 NC 101322.81000000 0.002273735600 N/A DE CH N 2 CIE FINANCIERE RICHEMO-A- WNT N/A Call Purchased COMPAGNIE FINANCIERE RICHEMONT SA Compagnie Financiere Richemont Equity Warrants Exp 23 Nov 2022 0.00000000 67.00000000 CHF 2023-11-27 XXXX 101322.81000000 N N N KINGFISHER PLC 213800KBMEV7I92FY281 KINGFISHER PLC COMMON STOCK N/A 3985635.00000000 NS 14731747.28000000 0.330587932278 Long EC GB N 1 N N N Evolution Gaming Group AB (publ) 549300SUH6ZR1RF6TA88 EVOLUTION GAMING GROUP COMMON STOCK N/A 58799.00000000 NS 6007497.03000000 0.134811301305 Long EC SE Y 2 N N N Schindler Holding AG 5299007DRLI319H7Q933 SCHINDLER HOLDING-PART CERT COMMON STOCK N/A 35592.00000000 NS 9744948.32000000 0.218681616921 Long EC CH N 2 N N N EMS-CHEMIE HOLDING AG 529900G1XFTGSE0DIX60 EMS-CHEMIE HOLDING AG-REG COMMON STOCK N/A 7574.00000000 NS 7364334.35000000 0.165259423685 Long EC CH N 2 N N N KDDI CORPORATION 5299003FU7V4I45FU310 KDDI CORP COMMON STOCK N/A 745300.00000000 NS 22157547.15000000 0.497226673622 Long EC JP N 2 N N N BE Semiconductor Industries N.V. 7245007A1YFLI2GNYX06 BE SEMICONDUCTOR INDUSTRIES COMMON STOCK N/A 11042.00000000 NS 674022.64000000 0.015125412256 Long EC NL N 2 N N N N/A N/A BGP HOLDINGS (DUMMY SEDOL) N/A 198683.00000000 NS 7.66000000 0.000000171894 Long EC AU N 3 N N N TOSHIBA CORPORATION 549300LBHTST91VKHO68 TOSHIBA CORP COMMON STOCK N/A 142000.00000000 NS 3979617.99000000 0.089304660035 Long EC JP N 2 N N N DIASORIN S.P.A. 8156002878BDF0EE4348 DIASORIN SPA COMMON STOCK N/A 4776.00000000 NS 995603.30000000 0.022341846493 Long EC IT N 2 N N N RIO TINTO PLC 213800YOEO5OQ72G2R82 RIO TINTO PLC-SPON ADR DEPOSITARY RECEIPT 767204100 79425.00000000 NS USD 5974348.50000000 0.134067431363 Long EC US N 1 N N N SUZUKI MOTOR CORPORATION 353800D83H0V3ZV1SV24 SUZUKI MOTOR CORP COMMON STOCK N/A 126737.00000000 NS 5878913.74000000 0.131925826611 Long EC JP N 2 N N N ANGLO AMERICAN PLC 549300S9XF92D1X8ME43 ANGLO AMERICAN PLC COMMON STOCK N/A 321958.00000000 NS 10670172.93000000 0.239444129670 Long EC GB N 1 N N N U.S. DOLLARS N/A FX Forward Contract: USD/HKD SETTLE 2021-01-04 N/A 1.00000000 NC USD 135.27000000 0.000003035527 N/A DFE US N 2 BROWN BROTHERS HARRIMAN & CO. N/A 5961564.67000000 HKD 768987.48000000 USD 2021-01-04 135.27000000 N N N NGK SPARK PLUG CO., LTD. 549300RG3XQGTFM4HH31 NGK SPARK PLUG CO LTD COMMON STOCK N/A 47000.00000000 NS 802811.50000000 0.018015500045 Long EC JP N 2 N N N N/A N/A SEI LIQUIDITY FUND N/A 71809346.16800000 NS USD 71830213.12000000 1.611906665185 Long EC US N 2 N N N IPSOS SA 9695002OY2X35E9X8W87 IPSOS COMMON STOCK N/A 18645.00000000 NS 632157.23000000 0.014185931075 Long EC FR N 2 N N N SUMITOMO CHEMICAL COMPANY, LIMITED 353800RSAU9BD8U4DM91 SUMITOMO CHEMICAL CO LTD COMMON STOCK N/A 126100.00000000 NS 510154.70000000 0.011448131997 Long EC JP N 2 N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 ANTOFAGASTA PLC COMMON STOCK N/A 70660.00000000 NS 1391351.77000000 0.031222644264 Long EC GB N 1 N N N JAPAN POST HOLDINGS Co.,Ltd. 5299003D9N4JBS256X18 JAPAN POST HOLDINGS CO LTD COMMON STOCK N/A 313900.00000000 NS 2446113.94000000 0.054892046012 Long EC JP N 2 N N N UNICREDIT, SOCIETA PER AZIONI 549300TRUWO2CD2G5692 UNICREDIT SPA COMMON STOCK N/A 2676728.00000000 NS 25119503.35000000 0.563694483383 Long EC IT N 2 N N N Elanders AB 5493009S961JPI21WN66 ELANDERS AB-B SHS COMMON STOCK N/A 3872.00000000 NS 56342.50000000 0.001264354473 Long EC SE N 2 N N N Swedish Match AB 529900YVXCGNWAUYZG78 SWEDISH MATCH AB COMMON STOCK N/A 229729.00000000 NS 17878826.36000000 0.401209994006 Long EC SE N 2 N N N AEGEAN AIRLINES S.A. 213800VI8OH5EJM18L21 AEGEAN AIRLINES COMMON STOCK N/A 12601.00000000 NS 79693.06000000 0.001788352964 Long EC GR N 2 N N N ROLLS-ROYCE HOLDINGS PLC 213800EC7997ZBLZJH69 ROLLS-ROYCE HOLDINGS PLC COMMON STOCK N/A 21202660.00000000 NS 32243369.31000000 0.723557673593 Long EC GB N 1 N N N Arabian Cement Company SJSC N/A ARABIAN CEMENT COMMON STOCK N/A 55946.00000000 NS 549528.23000000 0.012331694118 Long EC SA N 1 N N N 2020-12-31 SEI INSTITUTIONAL INTERNATIONAL TRUST Peter Rodriguez Peter Rodriguez CFO XXXX NPORT-EX 2 SIT_Schedule_F.htm SCHEDULE F FOR VALIDATION PURPOSES ONLY - [90952.TX]

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

International Equity Fund

    

 

     
Description   Shares    

Market Value

  ($ Thousands)

COMMON STOCK — 96.1%

   

Argentina — 0.6%

   

MercadoLibre Inc *

    14,397       $ 24,118  
   

 

 

 

Australia — 2.8%

   

a2 Milk Co Ltd/The *(A)

    1,403,357       12,399  

Australia & New Zealand Banking Group Ltd

    327,879       5,743  

BlueScope Steel Ltd

    896,249       12,089  

Commonwealth Bank of Australia

    6,879       436  

CSL Ltd

    72,752       15,898  

CSR Ltd

    792,249       3,197  

Deterra Royalties Ltd *

    221,712       821  

Fortescue Metals Group Ltd

    1,597,419       28,881  

Harvey Norman Holdings Ltd

    896,394       3,244  

Iluka Resources Ltd

    221,712       1,110  

Orica Ltd

    33,475       392  

Orora Ltd

    1,270,565       2,647  

OZ Minerals Ltd

    67,708       987  

Rio Tinto Ltd

    221,577       19,463  

South32 Ltd

    7,692,615       14,662  

Westpac Banking Corp

    86,438       1,292  
   

 

 

 

      123,261  
   

 

 

 

Austria — 0.3%

   

BAWAG Group AG

    137,524       6,409  

Verbund AG, Cl A

    68,957       5,860  
   

 

 

 

      12,269  
   

 

 

 

Belgium — 1.2%

   

Ageas SA/NV

    495,494       26,473  

Anheuser-Busch InBev SA/NV

    11,054       774  

Etablissements Franz Colruyt NV

    55,348       3,286  

Groupe Bruxelles Lambert SA

    145,793       14,755  

UCB SA

    39,792       4,121  

Umicore SA

    91,664       4,414  
   

 

 

 

      53,823  
   

 

 

 

Brazil — 0.0%

   

JBS SA

    341,500       1,556  
   

 

 

 

Canada — 1.0%

   

Air Canada, Cl A *

    776,900       13,886  

Canadian Pacific Railway Ltd

    46,789       16,221  

Cascades Inc

    55,100       629  

Nutrien Ltd

    298,990       14,372  
   

 

 

 

      45,108  
   

 

 

 

China — 1.2%

   

Baidu Inc ADR *

    144,326       31,209  

Beijing Capital International Airport Co Ltd, Cl H

    5,718,000       4,771  

China Communications Services Corp Ltd, Cl H

    3,781,584       1,668  

Industrial & Commercial Bank of China Ltd, Cl H

    9,179,000       5,955  
     
Description   Shares    

Market Value

  ($ Thousands)

COMMON STOCK (continued)

   

Tencent Holdings Ltd

    147,200       $ 10,707  
   

 

 

 

      54,310  
   

 

 

 

Denmark — 3.0%

   

Ambu A/S, Cl B (A)

    88,138       3,816  

AP Moller - Maersk A/S, Cl B

    7,007       15,722  

Carlsberg AS, Cl B

    66,338       10,583  

Coloplast A/S, Cl B

    26,001       3,959  

DSV PANALPINA A/S

    75,923       12,752  

Genmab A/S *

    3,801       1,533  

GN Store Nord AS

    15,850       1,273  

H Lundbeck A/S

    132,621       4,561  

Novo Nordisk A/S, Cl B

    401,019       27,884  

Orsted AS

    53,697       11,030  

Pandora A/S *

    95,954       10,800  

ROCKWOOL International A/S, Cl B

    12,048       4,532  

Vestas Wind Systems A/S

    96,331       22,834  
   

 

 

 

      131,279  
   

 

 

 

Finland — 1.1%

   

Kone Oyj, Cl B

    259,784       21,134  

Neste Oyj

    146,007       10,588  

Nokia Oyj *

    541,697       2,097  

Nokia Oyj ADR *(A)

    1,095,554       4,284  

Orion Oyj, Cl B

    243,235       11,185  

Wartsila OYJ Abp, Cl B

    103,643       1,038  
   

 

 

 

      50,326  
   

 

 

 

France — 9.6%

   

Airbus SE *

    147,668       16,252  

Amundi SA *

    4,139       339  

AXA SA

    804,364       19,428  

BioMerieux

    6,431       910  

BNP Paribas SA *

    454,988       24,124  

Bollore SA

    3,144,881       13,055  

Bouygues SA

    242,180       9,979  

Carrefour SA

    1,433,485       24,653  

Cie de Saint-Gobain

    88,633       4,096  

CNP Assurances *

    112,984       1,841  

Credit Agricole SA *

    1,164,377       14,878  

Criteo SA ADR *

    60,571       1,242  

Danone SA

    207,298       13,666  

Edenred

    81,226       4,616  

Engie SA *

    754,325       11,603  

Eurofins Scientific SE *

    17,873       1,505  

Ipsen SA

    52,876       4,411  

IPSOS

    18,645       632  

Kering SA

    1,546       1,125  

L’Oreal SA

    26,153       9,962  

LVMH Moet Hennessy Louis Vuitton SE

    26,093       16,314  

Nexans SA *

    14,046       1,024  

Pernod Ricard SA

    83,554       16,048  

Peugeot SA *(A)

    766,019       21,098  
 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

 

 

1

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

International Equity Fund (Continued)

    

 

     
Description   Shares    

Market Value

  ($ Thousands)

COMMON STOCK (continued)

   

Publicis Groupe SA

    381,789       $ 19,129  

Renault SA *

    31,104       1,371  

Rexel SA *

    485,841       7,682  

Sanofi

    602,686       58,392  

Sartorius Stedim Biotech

    24,891       8,912  

Schneider Electric SE

    67,153       9,764  

Thales SA

    194,128       17,818  

TOTAL SE

    482,094       20,834  

Ubisoft Entertainment SA *

    134,097       13,015  

Valeo SA

    398,154       15,831  

Vinci SA

    112,178       11,193  

Vivendi SA

    308,400       9,967  

Wendel SE

    17,869       2,143  
   

 

 

 

      428,852  
   

 

 

 

Germany — 8.8%

   

adidas AG *

    27,977       10,233  

AIXTRON SE *

    712,253       12,495  

Allianz SE

    94,960       23,347  

BASF SE

    347,454       27,485  

Bayer AG

    360,829       21,360  

Bayerische Motoren Werke AG

    168,822       15,141  

Carl Zeiss Meditec AG

    15,788       2,104  

CECONOMY AG *

    68,485       478  

Continental AG

    68,095       10,142  

Daimler AG

    20,958       1,489  

Dermapharm Holding SE

    10,138       708  

Deutsche Bank AG *

    633,549       7,047  

Deutsche Boerse AG

    56,898       9,711  

Deutsche Post AG

    675,891       34,114  

E.ON SE *

    115,582       1,279  

Fresenius Medical Care AG & Co KGaA

    219,531       18,629  

GEA Group AG

    90,924       3,270  

Hamburger Hafen und Logistik AG

    14,977       346  

Hannover Rueck SE

    1,880       300  

HeidelbergCement AG

    8,885       680  

HelloFresh SE *

    113,802       8,821  

Infineon Technologies AG

    729,576       28,233  

KION Group AG

    141,389       12,367  

Linde PLC

    40,940       10,712  

Merck KGaA

    59,646       10,404  

Puma SE *

    24,334       2,759  

Rheinmetall AG

    42,432       4,527  

RWE AG *

    476,475       20,282  

SAP SE

    229,941       30,541  

Siemens AG

    422,440       61,857  

Siemens Energy AG *

    16,174       595  

Symrise AG, Cl A

    5,142       690  

zooplus AG *

    6,412       1,337  
   

 

 

 

      393,483  
   

 

 

 

Greece — 0.0%

   

Aegean Airlines SA *

    12,601       80  
     
Description   Shares    

Market Value

  ($ Thousands)

COMMON STOCK (continued)

   

National Bank of Greece SA *

    283,537       $ 789  
   

 

 

 

      869  
   

 

 

 

Hong Kong — 2.3%

   

AIA Group Ltd

    1,264,200       15,489  

Chaoda Modern Agriculture Holdings Ltd *

    2,440,000       18  

Hong Kong Exchanges & Clearing Ltd

    371,418       20,358  

Lenovo Group Ltd

    2,622,000       2,475  

Link REIT

    293,100       2,669  

Nine Dragons Paper Holdings Ltd

    1,511,000       2,143  

Sands China Ltd *

    4,157,200       18,256  

SJM Holdings Ltd

    8,483,340       9,486  

Techtronic Industries Co Ltd

    588,000       8,387  

Topsports International Holdings Ltd

    7,838,000       11,726  

WH Group Ltd

    2,076,500       1,741  

Wuxi Biologics Cayman Inc *

    705,098       9,348  
   

 

 

 

      102,096  
   

 

 

 

India — 0.4%

   

HCL Technologies Ltd

    183,525       2,377  

HDFC Bank Ltd ADR *

    216,252       15,626  

Wipro Ltd ADR

    171,291       968  
   

 

 

 

      18,971  
   

 

 

 

Ireland — 1.3%

   

Experian PLC

    355,372       13,490  

ICON PLC *

    146,756       28,615  

Ryanair Holdings PLC ADR *

    129,271       14,217  
   

 

 

 

      56,322  
   

 

 

 

Israel — 0.6%

   

Bank Leumi Le-Israel BM

    1,319,281       7,766  

Bezeq The Israeli Telecommunication Corp Ltd *

    619,676       618  

Check Point Software Technologies Ltd *

    100,467       13,353  

Isracard Ltd

           

Nice Ltd *

    1,267       355  

Nice Ltd ADR *(A)

    17,924       5,082  
   

 

 

 

      27,174  
   

 

 

 

Italy — 2.7%

   

Assicurazioni Generali SpA

    759,410       13,280  

Banca Mediolanum SpA *

    299,871       2,615  

CNH Industrial NV *

    771,345       9,785  

De’ Longhi SpA

    18,173       575  

DiaSorin SpA

    4,776       996  

Enel SpA

    1,422,034       14,441  

EXOR NV

    115,844       9,425  

Ferrari NV

    49,200       11,438  

Fiat Chrysler Automobiles NV *

    371,969       6,697  

FinecoBank Banca Fineco SpA *

    610,866       10,039  

Intesa Sanpaolo SpA *

    1,241,561       2,914  

Mediaset SpA *(A)

    150,576       386  

Pirelli & C SpA *

    1,251,944       6,812  
 

 

 

2

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

International Equity Fund (Continued)

    

 

     
Description   Shares    

Market Value

  ($ Thousands)

COMMON STOCK (continued)

   

Recordati Industria Chimica e Farmaceutica SpA

    86,849       $ 4,827  

UniCredit SpA *

    2,676,728       25,120  

UnipolSai Assicurazioni SpA

    96,751       258  
   

 

 

 

      119,608  
   

 

 

 

Japan — 18.2%

   

77 Bank Ltd/The

    33,364       455  

Advantest Corp

    146,100       11,019  

AEON Financial Service Co Ltd

    109,100       1,312  

Arcland Sakamoto Co Ltd

    22,273       370  

ASKUL Corp

    24,500       915  

Bandai Namco Holdings Inc

    76,600       6,630  

Canon Marketing Japan Inc (A)

    102,900       2,348  

Capcom Co Ltd

    193,300       12,585  

Chugai Pharmaceutical Co Ltd

    132,300       7,070  

CyberAgent Inc

    138,700       9,578  

Dai Nippon Printing Co Ltd

    462,700       8,319  

Daifuku Co Ltd

    12,200       1,509  

Daito Trust Construction Co Ltd

    79,800       7,460  

Daiwa House Industry Co Ltd

    220,400       6,543  

Disco Corp

    2,900       978  

FANUC Corp

    71,100       17,546  

FUJIFILM Holdings Corp

    213,800       11,262  

Fujitsu Ltd

    248,000       35,890  

Glory Ltd

    73,900       1,493  

Hakuhodo DY Holdings Inc

    117,100       1,605  

Hitachi Ltd

    369,567       14,572  

Honda Motor Co Ltd

    103,300       2,900  

Iida Group Holdings Co Ltd

    19,300       390  

ITOCHU Corp

    300,800       8,656  

Itoki Corp

    21,300       69  

Japan Airlines Co Ltd *

    724,500       14,060  

Japan Exchange Group Inc

    364,400       9,312  

Japan Post Holdings Co Ltd

    313,900       2,446  

Japan Post Insurance Co Ltd

    76,300       1,566  

JSR Corp

    16,100       449  

Kansai Paint Co Ltd

    13,200       407  

Kao Corp (A)

    124,200       9,588  

KDDI Corp

    745,300       22,158  

Keyence Corp

    24,500       13,791  

Kokuyo Co Ltd

    167,000       2,261  

Komatsu Ltd

    447,900       12,243  

Konami Holdings Corp

    64,100       3,603  

K’s Holdings Corp

    203,300       2,830  

Kyowa Kirin Co Ltd

    99,100       2,710  

Mabuchi Motor Co Ltd (A)

    389,800       17,006  

Mitsubishi Electric Corp

    634,600       9,577  

Mitsubishi Estate Co Ltd

    556,000       8,917  

Mitsubishi Gas Chemical Co Inc

    73,800       1,697  

Mitsubishi Heavy Industries Ltd

    101,500       3,110  

Mitsubishi Motors Corp *

    459,400       966  
     
Description   Shares    

Market Value

  ($ Thousands)

COMMON STOCK (continued)

   

Mixi Inc

    135,500       $ 3,368  

Mizuno Corp

    41,500       810  

MS&AD Insurance Group Holdings Inc

    719,700       21,929  

Murata Manufacturing Co Ltd

    295,200       26,677  

Nexon Co Ltd

    187,525       5,773  

NGK Spark Plug Co Ltd

    47,000       803  

Nihon Unisys Ltd

    159,700       6,260  

Nikon Corp

    297,200       1,879  

Nintendo Co Ltd

    39,100       24,952  

Nippon Telegraph & Telephone Corp

    585,800       14,970  

Nippon Telegraph & Telephone Corp ADR

    450,537       11,579  

Nitori Holdings Co Ltd

    65,700       13,770  

Nitto Denko Corp

    40,200       3,600  

Nomura Holdings Inc

    1,041,400       5,510  

ORIX Corp

    672,800       10,345  

Otsuka Corp

    162,900       8,594  

Panasonic Corp

    1,587,300       18,327  

PeptiDream Inc *

    180,500       9,173  

Persol Holdings Co Ltd

    151,000       2,726  

Rakuten Inc *

    906,100       8,736  

Recruit Holdings Co Ltd

    246,100       10,334  

Renesas Electronics Corp *

    162,300       1,709  

Rohm Co Ltd

    198,400       19,293  

Ryohin Keikaku Co Ltd

    293,800       6,001  

Sankyo Co Ltd

    133,300       3,607  

Sanwa Holdings Corp

    178,600       2,082  

SBI Holdings Inc/Japan

    340,100       8,072  

Secom Co Ltd

    25,200       2,326  

Seiko Holdings Corp

    14,200       182  

Sekisui House Ltd

    907,600       18,474  

Seven & i Holdings Co Ltd

    494,900       17,552  

Sharp Corp/Japan

    29,700       451  

Shimamura Co Ltd

    40,000       4,202  

Shimano Inc

    2,700       631  

Shin-Etsu Chemical Co Ltd

    58,749       10,285  

Shiseido Co Ltd

    135,700       9,383  

SoftBank Corp

    102,000       1,277  

SoftBank Group Corp

    20,800       1,629  

Sompo Holdings Inc

    142,800       5,776  

Sony Corp ADR

    98,714       9,980  

Subaru Corp

    191,900       3,836  

Sumitomo Chemical Co Ltd

    126,100       510  

Sumitomo Mitsui Financial Group Inc

    399,100       12,315  

Sumitomo Mitsui Trust Holdings Inc

    480,822       14,803  

Suzuki Motor Corp

    126,737       5,879  

Sysmex Corp

    8,400       1,013  

T&D Holdings Inc

    361,600       4,275  

Takeda Pharmaceutical Co Ltd

    1,247,800       45,463  

TDK Corp

    24,500       3,700  

Teijin Ltd

    104,900       1,979  

Terumo Corp

    250,900       10,494  

TIS Inc

    231,900       4,745  
 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

 

 

3

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

International Equity Fund (Continued)

    

 

     
Description   Shares    

Market Value

  ($ Thousands)

COMMON STOCK (continued)

   

Tokyo Electric Power Co Holdings Inc *

    1,117,600       $ 2,946  

Tomy Co Ltd

    133,700       1,179  

Toray Industries Inc

    164,600       976  

Toshiba Corp

    142,000       3,980  

Toyota Industries Corp

    125,878       10,005  

Toyota Motor Corp ADR

    115,231       17,811  

Universal Entertainment *

    317,053       7,334  

Yakult Honsha Co Ltd

    12,600       635  

Yamada Holdings Co Ltd

    415,800       2,212  

YA-MAN Ltd

    45,400       822  

Z Holdings Corp *

    1,470,600       8,892  

ZOZO Inc

    107,700       2,659  
   

 

 

 

      811,661  
   

 

 

 

Malta — 0.0%

   

BGP Holdings *(B)

    198,683        
   

 

 

 

Mexico — 0.5%

   

Arca Continental SAB de CV

    1,778,150       8,492  

Fomento Economico Mexicano SAB de CV ADR

    108,660       8,233  

Grupo Financiero Banorte SAB de CV, Cl O *

    940,583       5,176  
   

 

 

 

      21,901  
   

 

 

 

Netherlands — 6.1%

   

Adyen NV *

    4,162       9,752  

Akzo Nobel NV

    385,023       41,529  

ArcelorMittal SA *

    271,219       6,265  

ASML Holding NV

    21,133       10,378  

ASR Nederland NV

    170,326       6,894  

BE Semiconductor Industries NV

    11,042       674  

ING Groep NV *

    4,635,463       43,592  

James Hardie Industries PLC *

    130,807       3,858  

Koninklijke Ahold Delhaize NV

    1,057,192       29,941  

Koninklijke DSM NV

    61,995       10,739  

Koninklijke Philips NV *

    326,443       17,535  

Koninklijke Vopak NV

    43,888       2,311  

NN Group NV

    201,536       8,739  

PostNL NV *

    1,207,552       4,151  

Prosus NV *

    86,151       9,387  

Randstad NV *

    178,570       11,534  

Royal Dutch Shell PLC ADR, Cl B

    429,732       14,443  

Wolters Kluwer NV

    447,213       37,824  
   

 

 

 

      269,546  
   

 

 

 

New Zealand — 0.2%

   

a2 Milk Co Ltd/The *

    569,604       4,950  

Fisher & Paykel Healthcare Corp Ltd

    206,052       4,892  

Fletcher Building Limited *

    79,636       334  
   

 

 

 

      10,176  
   

 

 

 

Norway — 0.0%

   

Schibsted ASA, Cl B *

    47,944       1,792  
   

 

 

 

     
Description   Shares    

Market Value

  ($ Thousands)

COMMON STOCK (continued)

   

Saudi Arabia — 0.0%

   

Arabian Cement Co/Saudi Arabia

    55,946       $ 549  
   

 

 

 

Singapore — 0.6%

   

City Developments Ltd

    1,883,900       11,361  

DBS Group Holdings Ltd

    467,400       8,855  

Hong Leong Finance Ltd

    61,282       111  

Oversea-Chinese Banking Corp Ltd

    1,022,635       7,784  
   

 

 

 

      28,111  
   

 

 

 

South Africa — 0.1%

   

DataTec Ltd *

    100,188       167  

Investec PLC

    416,323       1,067  

MultiChoice Group

    112,112       1,023  
   

 

 

 

      2,257  
   

 

 

 

South Korea — 2.9%

   

BNK Financial Group Inc

    353,064       1,852  

Hana Financial Group Inc

    39,906       1,276  

Kangwon Land Inc

    490,300       10,618  

KT Corp ADR

    389,057       4,284  

Kumho Petrochemical Co Ltd

    43,702       5,852  

LG Electronics Inc

    112,632       14,053  

Samsung Electronics Co Ltd

    413,728       30,988  

SK Hynix Inc

    360,553       39,550  

SK Telecom Co Ltd ADR

    787,189       19,270  
   

 

 

 

      127,743  
   

 

 

 

Spain — 2.3%

   

Aena SME SA *

    74,407       12,998  

Amadeus IT Group SA, Cl A

    362,813       26,558  

Banco Bilbao Vizcaya Argentaria SA *

    3,650,598       18,124  

Banco Santander SA *

    2,590,049       8,062  

CaixaBank SA

    5,676,624       14,681  

Cia de Distribucion Integral Logista Holdings SA

    57,814       1,128  

Laboratorios Farmaceuticos Rovi SA

    6,543       307  

Mapfre SA

    272,286       533  

Siemens Gamesa Renewable Energy SA

    273,188       11,090  

Unicaja Banco SA *(A)

    11,477,455       10,147  
   

 

 

 

      103,628  
   

 

 

 

Sweden — 3.3%

   

Atlas Copco AB, Cl A

    193,106       9,865  

Axfood AB

    66,076       1,545  

Betsson AB

    131,332       1,183  

Byggmax Group AB *

    148,444       931  

Elanders AB, Cl B *

    3,872       56  

Electrolux AB, Cl B

    559,602       13,046  

Epiroc AB, Cl A

    182,081       3,300  

Essity AB, Cl B (A)

    203,404       6,561  

Evolution Gaming Group AB

    58,799       6,008  

Getinge AB, Cl B

    217,298       5,096  

Husqvarna AB, Cl B

    982,865       12,790  

ICA Gruppen AB

    90,013       4,510  
 

 

 

4

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

International Equity Fund (Continued)

    

 

     
Description   Shares    

Market Value

  ($ Thousands)

COMMON STOCK (continued)

   

Kinnevik AB *

    103,522       $ 5,268  

NCC AB, Cl B

    176,215       3,222  

Sandvik AB *

    435,890       10,734  

SKF AB, Cl B

    171,616       4,468  

Swedish Match AB

    229,729       17,879  

Tele2 AB, Cl B

    33,493       444  

Telefonaktiebolaget LM Ericsson ADR

    218,705       2,614  

Telefonaktiebolaget LM Ericsson, Cl B

    1,218,218       14,528  

Volvo AB, Cl B *

    936,321       22,106  
   

 

 

 

      146,154  
   

 

 

 

Switzerland — 10.2%

   

ABB Ltd

    881,560       25,039  

Adecco Group AG

    420,726       28,275  

Alcon Inc *

    162,203       10,809  

Cie Financiere Richemont SA, Cl A

    298,130       27,032  

Clariant AG *

    136,210       2,908  

Coca-Cola HBC AG *

    452,219       14,694  

Credit Suisse Group AG

    2,121,810       27,785  

dormakaba Holding AG

    2,973       1,693  

EMS-Chemie Holding AG

    7,574       7,364  

Geberit AG

    11,736       7,420  

Julius Baer Group Ltd

    21,444       1,235  

Kuehne + Nagel International AG

    10,985       2,529  

Logitech International SA

    105,440       10,366  

Lonza Group AG

    40,878       26,396  

Nestle SA

    121,958       14,401  

Novartis AG

    632,989       59,969  

Partners Group Holding AG

    8,954       10,684  

Roche Holding AG

    187,035       65,564  

Schindler Holding AG

    35,592       9,745  

Sika AG

    43,647       11,991  

Sonova Holding AG *

    3,121       814  

STMicroelectronics NV

    264,141       10,005  

Straumann Holding AG

    7,808       9,119  

Swatch Group AG/The

    37,796       10,328  

Tecan Group AG

    8,427       4,144  

UBS Group AG (A)

    2,076,708       29,563  

Vifor Pharma AG

    29,978       4,729  

Zurich Insurance Group AG

    40,208       17,073  
   

 

 

 

      451,674  
   

 

 

 

Taiwan — 2.1%

   

Arcadyan Technology Corp

    230,000       768  

Asustek Computer Inc

    516,000       4,600  

Chicony Electronics Co Ltd

    687,000       2,108  

Chipmos Technologies Inc *

    1,894,000       2,316  

Compal Electronics Inc

    5,731,000       4,222  

eGalax_eMPIA Technology Inc

    361,000       768  

Foxconn Technology Co Ltd

    414,000       787  

Gigabyte Technology Co Ltd

    445,000       1,232  

Global Mixed Mode Technology Inc

    91,000       517  

Hon Hai Precision Industry Co Ltd

    3,797,000       12,432  
     
Description   Shares    

Market Value

  ($ Thousands)

COMMON STOCK (continued)

   

Inventec Corp

    910,000     $ 777  

Lite-On Technology Corp

    2,772,000       4,913  

MediaTek Inc

    805,482       21,414  

Micro-Star International Co Ltd

    207,000       976  

Novatek Microelectronics Corp

    141,000       1,852  

Pegatron Corp

    552,000       1,322  

Quanta Computer Inc

    914,000       2,632  

Sanyang Motor Co Ltd

    264,000       335  

Simplo Technology Co Ltd

    278,000       3,463  

Sitronix Technology Corp

    173,000       1,001  

Synnex Technology International Corp

    1,787,000       2,989  

Taiwan Semiconductor Manufacturing Co Ltd ADR

    190,463       20,768  

Topco Scientific Co Ltd

    219,000       931  
   

 

 

 

      93,123  
   

 

 

 

Thailand — 0.0%

   

Krung Thai Bank PCL

    2,398,900       892  
   

 

 

 

Turkey — 0.0%

   

Coca-Cola Icecek AS *

    116,094       1,028  
   

 

 

 

United Kingdom — 8.4%

   

Aggreko PLC

    139,854       1,197  

Anglo American PLC

    321,958       10,670  

Antofagasta PLC

    70,660       1,391  

AstraZeneca PLC

    82,366       8,246  

AstraZeneca PLC ADR

    76,396       3,819  

Aviva PLC

    607,463       2,700  

B&M European Value Retail SA

    166,334       1,174  

Balfour Beatty PLC *

    1,188,220       4,389  

Barclays PLC *

    8,113,180       16,267  

BHP Group PLC

    510,195       13,425  

BP PLC

    4,776,406       16,636  

British American Tobacco PLC

    478,024       17,695  

BT Group PLC, Cl A *

    1,012,782       1,831  

Compass Group PLC *

    443,297       8,259  

Computacenter PLC

    62,379       2,087  

Dialog Semiconductor PLC *

    27,459       1,505  

Entain PLC *

    155,033       2,402  

Evraz PLC

    1,669,026       10,759  

Ferguson PLC

    51,346       6,236  

Ferrexpo PLC

    524,939       2,028  

GlaxoSmithKline PLC

    1,078,838       19,791  

Hays PLC *

    1,779,388       3,478  

IG Group Holdings PLC

    53,276       628  

Inchcape PLC *

    139,243       1,225  

Indivior PLC *

    415,882       619  

International Consolidated Airlines Group
SA *

    2,535,517       5,539  

Investec PLC

    732,515       1,876  

JET2 PLC *

    35,358       691  

Kingfisher PLC *

    3,985,635       14,732  

Legal & General Group PLC

    1,804,792       6,567  
 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

 

 

5

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

International Equity Fund (Continued)

    

 

     
Description   Shares    

Market Value

  ($ Thousands)

COMMON STOCK (continued)

   

London Stock Exchange Group PLC

    62,239       $ 7,664  

M&G PLC

    758,648       2,053  

National Grid PLC

    868,484       10,269  

Next PLC *

    79,589       7,709  

Ninety One PLC

    375,849       1,171  

Pagegroup PLC *

    97,734       598  

Plus500 Ltd

    120,450       2,387  

Prudential PLC

    1,511,808       27,837  

QinetiQ Group PLC

    196,336       858  

Reckitt Benckiser Group PLC

    105,388       9,424  

Rio Tinto PLC

    76,571       5,725  

Rio Tinto PLC ADR

    79,425       5,974  

Rolls-Royce Holdings PLC *

    21,202,660       32,243  

Royal Mail PLC *

    729,803       3,369  

Smith & Nephew PLC

    516,626       10,664  

Tate & Lyle PLC

    201,447       1,857  

Taylor Wimpey PLC *

    9,259,265       20,985  

Tesco PLC

    6,139,580       19,420  

Unilever PLC

    53,035       3,184  

Weir Group PLC/The *

    216,399       5,885  

WH Smith PLC *

    360,726       7,446  
   

 

 

 

      374,584  
   

 

 

 

United States — 4.3%

   

Accenture PLC, Cl A

    97,610       25,497  

Aon PLC, Cl A

    33,506       7,079  

Aptiv PLC *

    78,781       10,264  

ASML Holding NV, Cl G

    30,558       14,904  

Atlassian Corp PLC, Cl A *

    82,027       19,183  

Axis Capital Holdings Ltd

    308,388       15,540  

Flex Ltd *

    664,090       11,940  

IHS Markit Ltd

    107,360       9,644  

Lululemon Athletica Inc *

    35,053       12,200  

Medtronic PLC

    84,901       9,945  

Mettler-Toledo International Inc *

    8,868       10,107  

Nomad Foods Ltd *

    399,072       10,144  

ResMed Inc

    66,693       14,176  

Shopify Inc, Cl A *

    11,155       12,627  

STERIS PLC

    49,145       9,315  
   

 

 

 

      192,565  
   

 

 

 

Total Common Stock (Cost $3,440,906) ($ Thousands)

      4,280,809  
   

 

 

 

PREFERRED STOCK — 2.3%

   

Germany — 1.5%

   

Henkel AG & Co KGaA (C)

    67,643       7,634  

Porsche Automobil Holding SE (C)

    89,398       6,304  

Sartorius AG (C)

    1,305       551  
     
Description   Shares    

Market Value

  ($ Thousands)

PREFERRED STOCK (continued)

   

Volkswagen AG (C)

    264,641       $ 49,647  
   

 

 

 

      64,136  
   

 

 

 

South Korea — 0.8%

   

Hyundai Motor Co (C)

    132,660       10,853  

Samsung Electronics Co Ltd (C)

    381,858       25,983  
   

 

 

 

      36,836  
   

 

 

 

Total Preferred Stock
(Cost $75,020) ($ Thousands)

      100,972  
   

 

 

 

        Number of
Warrants
     

WARRANTS — 0.0%

   

Switzerland — 0.0%

   

Cie Financiere Richemont SA, Expires 11/27/2023 *

    389,410       101  
   

 

 

 

Total Warrant
(Cost $—) ($ Thousands)

      101  
   

 

 

 

    Number of
Rights
     

RIGHTS — 0.0%

   

Taiwan — 0.0%

   

Simplo Technology Co Ltd *

    5,445        

T3EX Global Holdings Corp, Expires 01/15/2021 *

    10,045       4  
   

 

 

 

Total Rights
(Cost $—) ($ Thousands)

      4  
   

 

 

 

    Shares      

AFFILIATED PARTNERSHIP — 1.7%

   

SEI Liquidity Fund, L.P.
0.080% **(D)

    78,085,422       78,107  
   

 

 

 

Total Affiliated Partnership (Cost $78,098) ($ Thousands)

      78,107  
   

 

 

 

Total Investments in Securities — 100.1%
(Cost $3,594,024) ($ Thousands)

      $ 4,459,993  
   

 

 

 

 

 

 

6

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

International Equity Fund (Concluded)

    

 

A list of the open futures contracts held by the Fund at December 31, 2020, is as follows:

 

           
Type of Contract    Number of
Contracts Long
     Expiration
Date
       Notional Amount
(Thousands)
   Value
        (Thousands)
   Unrealized Appreciation
(Depreciation) (Thousands)

Euro STOXX 50

     12        Mar-2021        $ 509        $ 521        $ 7  

FTSE 100 Index

     3        Mar-2021        258        263        (1

Hang Seng Index

     1        Jan-2021        172        176        4  

SPI 200 Index

     1        Mar-2021        126        126        (2

TOPIX Index

     11        Mar-2021        1,867        1,923        39  
        

 

 

 

  

 

 

 

  

 

 

 

           $ 2,932        $ 3,009        $ 47  
        

 

 

 

  

 

 

 

  

 

 

 

 

 

Percentages are based on Net Assets of $4,454,066 ($ Thousands).

*

Non-income producing security.

**

The rate reported is the 7-day effective yield as of December 31, 2020.

 

Investment in Affiliated Security.

 

Real Estate Investment Trust.

Expiration date not available.

(A)

Certain securities or partial positions of certain securities are on loan at December 31, 2020. The total market value of securities on loan at December 31, 2020 was $74,694 ($ 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 December 31, 2020 was $78,107 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

FTSE — Financial Times Stock Exchange

L.P. — Limited Partnership

Ltd. — Limited

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 December 31, 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

    4,277,587       3,222       –^       4,280,809  

Preferred Stock

    100,972                   100,972  

Warrants

          101             101  

Rights

    4                   4  

Affiliated Partnership

          78,107             78,107  
 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total Investments in Securities

    4,378,563       81,430             4,459,993  
 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

       
Other Financial Instruments   Level 1
($)
  Level 2
($)
  Level 3
($)
 

Total

($)

Futures Contracts*

       

Unrealized Appreciation

    50                   50  

Unrealized Depreciation

    (3                 (3
 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total Other Financial Instruments

    47                   47  
 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

^One security with a market value of $0.

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

For the period ended December 31, 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 December 31, 2020 ($ Thousands):

 

                   
Security Description   

Value

9/30/2020

   Purchases
at Cost
   Proceeds
from Sales
   Realized Loss    Change in
Unrealized
Appreciation
   Value
12/31/2020
   Shares    Income    Capital Gains

SEI Liquidity Fund, L.P.

   $94,836    $115,490    $(132,217)    $(3)    $1    $78,107    78,085,422    $146    $—

SEI Daily Income Trust, Government Fund, Cl F

   71,397    53,815    (125,212)                1   
  

 

  

 

  

 

  

 

  

 

  

 

     

 

  

 

Totals

   $166,233    $169,305    $(257,429)    $(3)    $1    $78,107       $147    $—
  

 

  

 

  

 

  

 

  

 

  

 

     

 

  

 

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

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

 

 

7

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Emerging Markets Equity Fund

    

 

     
Description   Shares    

Market Value

  ($ Thousands)

COMMON STOCK — 96.0%

   

Argentina — 0.2%

   

MercadoLibre Inc *

    1,920       $ 3,217  

Ternium SA ADR *

    23,178       674  
   

 

 

 

      3,891  
   

 

 

 

Austria — 0.1%

   

Erste Group Bank AG

    79,974       2,451  
   

 

 

 

Brazil — 4.7%

   

Ambev SA

    549,300       1,655  

Ambev SA ADR

    281,670       862  

Arezzo Industria e Comercio SA

    141,900       1,863  

B3 SA - Brasil Bolsa Balcao

    631,020       7,530  

Banco Bradesco SA ADR *

    548,419       2,885  

Banco do Brasil SA *

    324,913       2,427  

Banco Santander Brasil SA

    393,900       3,400  

Banco Santander Brasil SA ADR (A)

    108,700       939  

BB Seguridade Participacoes SA

    149,093       850  

CCR SA

    525,874       1,364  

Cia de Saneamento do Parana *

    33,820       169  

Cosan Ltd, Cl A

    51,454       948  

Cosan SA

    402,100       5,863  

CPFL Energia SA

    890,355       5,580  

Cyrela Brazil Realty SA Empreendimentos e Participacoes

    512,598       2,909  

Energisa SA

    450,515       4,541  

Engie Brasil Energia SA

    33,100       280  

Gerdau SA ADR

    513,295       2,397  

Hapvida Participacoes e Investimentos SA

    278,758       819  

Hypera SA *

    157,100       1,036  

Lojas Renner SA

    115,100       965  

Magazine Luiza SA

    131,196       630  

Marfrig Global Foods SA *

    970,600       2,711  

Multiplan Empreendimentos Imobiliarios SA *

    116,800       529  

Notre Dame Intermedica Participacoes SA

    74,800       1,128  

Petroleo Brasileiro SA

    21,549       242  

Petroleo Brasileiro SA ADR

    1,233,222       13,849  

Porto Seguro SA

    107,757       1,017  

Qualicorp Consultoria e Corretora de Seguros SA

    132,618       893  

Rumo SA *

    1,287,837       4,770  

SLC Agricola SA

    130,921       692  

TIM SA/Brazil *

    933,900       2,634  

TIM SA/Brazil ADR *

    42,119       586  

TOTVS SA

    225,557       1,247  

Vale SA ADR, Cl B

    616,540       10,333  

WEG SA

    81,666       1,191  

YDUQS Participacoes SA

    125,688       797  
   

 

 

 

      92,531  
   

 

 

 

Canada — 1.0%

   

Endeavour Mining Corp

    57,098       1,327  

First Quantum Minerals Ltd

    775,714       13,913  
     
Description   Shares    

Market Value

  ($ Thousands)

COMMON STOCK (continued)

   

Ivanhoe Mines Ltd, Cl A *

    429,619       $ 2,313  

Parex Resources Inc *

    134,497       1,850  
   

 

 

 

      19,403  
   

 

 

 

Chile — 0.2%

   

Sociedad Quimica y Minera de Chile SA ADR

    68,563       3,366  
   

 

 

 

China — 23.2%

   

360 DigiTech Inc ADR *

    35,350       417  

Agricultural Bank of China Ltd, Cl H

    10,805,000       3,958  

Alibaba Group Holding Ltd *

    921,108       27,631  

Alibaba Group Holding Ltd ADR *

    145,133       33,777  

Anhui Conch Cement Co Ltd, Cl H

    1,071,500       6,709  

ANTA Sports Products Ltd

    68,000       1,078  

Baidu Inc ADR *

    28,357       6,132  

Bank of China Ltd, Cl H

    10,002,000       3,418  

Bilibili Inc ADR *

    14,570       1,249  

BYD Co Ltd, Cl H (A)

    34,370       901  

China Construction Bank Corp, Cl H

    15,673,328       11,906  

China Lesso Group Holdings Ltd

    2,493,959       3,905  

China Life Insurance Co Ltd, Cl H

    1,211,000       2,671  

China Longyuan Power Group Corp Ltd, Cl H

    783,000       785  

China Merchants Bank Co Ltd, Cl H

    1,295,966       8,190  

China National Building Material Co Ltd, Cl H

    1,084,733       1,304  

China National Medicines Corp Ltd, Cl A

    264,900       1,997  

China Petroleum & Chemical Corp ADR

    10,953       489  

China Shenhua Energy Co Ltd, Cl H

    456,000       859  

Chongqing Zhifei Biological Products Co Ltd, Cl A

    226,800       5,130  

CITIC Securities Co Ltd, Cl H

    193,500       436  

Dongfeng Motor Group Co Ltd, Cl H

    2,402,000       2,800  

ENN Energy Holdings Ltd

    357,100       5,241  

Focus Media Information Technology Co Ltd, Cl A

    4,805,841       7,253  

Fosun International Ltd

    843,000       1,324  

Great Wall Motor Co Ltd, Cl H

    465,010       1,595  

Gree Electric Appliances Inc of Zhuhai, Cl A

    438,400       4,152  

Guangzhou R&F Properties Co Ltd

    2,160,800       2,778  

Haier Smart Home Co Ltd, Cl A

    1,195,161       5,338  

Haier Smart Home Co Ltd, Cl H *

    1,197,926       4,341  

Hangzhou Robam Appliances Co Ltd, Cl A

    574,766       3,584  

Huadong Medicine Co Ltd, Cl A

    259,900       1,056  

Huazhu Group Ltd ADR

    88,884       4,002  

Industrial & Commercial Bank of China Ltd, Cl H

    18,549,068       12,033  

JD.com Inc ADR *

    158,013       13,889  

Jiangsu Changshu Rural Commercial Bank Co Ltd, Cl A

    2,929,874       3,306  

Kweichow Moutai Co Ltd, Cl A

    10,000       3,055  

KWG Group Holdings Ltd

    594,303       811  

Longfor Group Holdings Ltd

    221,001       1,294  

Lufax Holding Ltd ADR *

    216,267       3,071  

Momo Inc ADR *

    149,967       2,094  
 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

 

 

1

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Emerging Markets Equity Fund (Continued)

    

 

     
Description   Shares    

Market Value

  ($ Thousands)

COMMON STOCK (continued)

   

NARI Technology Co Ltd, Cl A

    1,289,083       $ 5,237  

NetEase Inc ADR

    153,778       14,727  

New Oriental Education & Technology Group Inc ADR *

    30,184       5,608  

Oppein Home Group Inc, Cl A

    113,254       2,329  

PICC Property & Casualty Co Ltd, Cl H

    2,126,000       1,610  

Pinduoduo Inc ADR *

    52,979       9,413  

Ping An Insurance Group Co of China Ltd, Cl A

    945,100       12,570  

Ping An Insurance Group Co of China Ltd, Cl H

    1,962,574       24,045  

Poly Developments and Holdings Group Co Ltd, Cl A

    1,968,926       4,763  

Sangfor Technologies Inc, Cl A

    123,391       4,679  

Shanghai Yuyuan Tourist Mart Group Co Ltd, Cl A

    2,739,075       3,723  

Shenzhen Kangtai Biological Products Co Ltd, Cl A

    159,400       4,253  

Shenzhen Sunway Communication Co Ltd, Cl A

    342,594       1,880  

Shenzhou International Group Holdings Ltd

    68,100       1,335  

Sichuan Kelun Pharmaceutical Co Ltd, Cl A

    841,598       2,502  

Sinotruk Hong Kong Ltd

    1,279,903       3,268  

Songcheng Performance Development Co Ltd, Cl A

    856,100       2,320  

Suofeiya Home Collection Co Ltd, Cl A

    635,400       2,516  

TAL Education Group ADR *

    11,049       790  

Tencent Holdings Ltd

    982,303       71,451  

Tingyi Cayman Islands Holding Corp

    376,000       642  

Trip.com Group Ltd ADR *

    107,798       3,636  

Tsingtao Brewery Co Ltd, Cl H

    126,000       1,319  

Uni-President China Holdings Ltd

    646,000       657  

Vipshop Holdings Ltd ADR *

    262,668       7,384  

Weichai Power Co Ltd, Cl H

    2,432,000       4,880  

Wuhu Sanqi Interactive Entertainment Network Technology Group Co Ltd, Cl A

    1,806,000       8,625  

WUS Printed Circuit Kunshan Co Ltd, Cl A

    845,700       2,430  

Wuxi Lead Intelligent Equipment Co Ltd, Cl A

    71,400       917  

Xianhe Co Ltd, Cl A

    513,973       1,965  

Yantai Jereh Oilfield Services Group Co Ltd, Cl A

    428,797       2,295  

Yonghui Superstores Co Ltd, Cl A

    2,512,100       2,758  

Yum China Holdings Inc

    39,001       2,227  

Yunnan Baiyao Group Co Ltd, Cl A

    132,100       2,295  

Zai Lab Ltd ADR *

    8,078       1,093  

Zhejiang Expressway Co Ltd, Cl H

    2,754,000       2,326  

Zhejiang Huayou Cobalt Co Ltd, Cl A *

    457,213       5,544  

Zhejiang Juhua Co Ltd, Cl A

    2,288,402       2,838  

Zhejiang Supor Co Ltd, Cl A *

    94,510       1,127  

Zhejiang Weixing New Building Materials Co Ltd, Cl A

    900,386       2,575  
     
Description   Shares    

Market Value

  ($ Thousands)

COMMON STOCK (continued)

   

Zhongsheng Group Holdings Ltd

    1,615,907       $ 11,514  
   

 

 

 

      454,025  
   

 

 

 

Colombia — 0.1%

   

Ecopetrol SA ADR (A)

    73,423       948  

Grupo de Inversiones Suramericana SA

    129,714       959  
   

 

 

 

      1,907  
   

 

 

 

Cyprus — 0.1%

   

TCS Group Holding PLC GDR

    36,366       1,197  
   

 

 

 

Czech Republic — 0.3%

   

Komercni banka as *

    26,745       820  

Moneta Money Bank AS

    1,401,910       4,448  
   

 

 

 

      5,268  
   

 

 

 

Egypt — 0.1%

   

Commercial International Bank Egypt SAE

    413,246       1,555  
   

 

 

 

Germany — 0.2%

   

Delivery Hero SE *

    25,249       3,992  
   

 

 

 

Greece — 0.3%

   

Eurobank Ergasias Services and Holdings SA *

    4,519,558       3,213  

Hellenic Telecommunications Organization SA

    62,188       1,007  

JUMBO SA *

    25,080       434  

OPAP SA

    46,770       630  
   

 

 

 

      5,284  
   

 

 

 

Hong Kong — 10.2%

   

3SBio Inc *

    2,435,500       2,221  

A-Living Smart City Services Co Ltd, Cl H

    1,086,750       4,821  

ASM Pacific Technology Ltd

    279,400       3,686  

AviChina Industry & Technology Co Ltd, Cl H

    1,455,000       1,015  

Beijing Enterprises Holdings Ltd

    924,000       3,015  

Chaoda Modern Agriculture Holdings Ltd *

    2,056,181       15  

China Conch Venture Holdings Ltd

    418,500       2,035  

China Education Group Holdings Ltd

    1,731,000       3,335  

China Gas Holdings Ltd

    1,020,800       4,055  

China High Precision Automation Group
Ltd *

    1,385,624        

China Medical System Holdings Ltd

    2,673,000       2,985  

China Meidong Auto Holdings Ltd

    182,129       740  

China Mengniu Dairy Co Ltd

    235,000       1,418  

China Mobile Ltd

    1,259,109       7,177  

China Overseas Land & Investment Ltd

    641,000       1,394  

China Resources Beer Holdings Co Ltd

    173,465       1,597  

China Resources Cement Holdings Ltd

    1,010,203       1,128  

China Resources Land Ltd

    1,412,000       5,827  

Chinasoft International Ltd

    1,145,478       1,278  

CNOOC Ltd

    3,918,200       3,628  

Country Garden Services Holdings Co Ltd

    1,084,801       7,338  

CSPC Pharmaceutical Group Ltd

    934,400       956  

Dali Foods Group Co Ltd

    2,849,000       1,628  

Far East Horizon Ltd

    705,884       727  
 

 

 

2

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Emerging Markets Equity Fund (Continued)

    

 

     
Description   Shares    

Market Value

  ($ Thousands)

COMMON STOCK (continued)

   

Fuyao Glass Industry Group Co Ltd, Cl H

    148,296       $ 815  

Galaxy Entertainment Group Ltd *

    354,800       2,757  

Geely Automobile Holdings Ltd

    3,057,000       10,448  

GF Securities Co Ltd, Cl H

    669,200       946  

Greentown Management Holdings Co Ltd *

    3,201,113       1,375  

Guangzhou Automobile Group Co Ltd, Cl H

    2,012,000       2,237  

Hengan International Group Co Ltd

    119,000       843  

Hong Kong Exchanges & Clearing Ltd

    131,800       7,224  

Huatai Securities Co Ltd, Cl H

    2,454,000       3,861  

Huazhu Group Ltd *

    13,200       589  

Innovent Biologics Inc *

    126,000       1,333  

JD Health International Inc *

    95,300       1,844  

JD.com Inc, Cl A *

    270,850       11,946  

JW Cayman Therapeutics Co Ltd *

    342,500       1,164  

Kaisa Group Holdings Ltd

    1,557,000       769  

Kingboard Holdings Ltd

    214,500       905  

Kingboard Laminates Holdings Ltd

    1,344,500       2,195  

Kunlun Energy Co Ltd

    6,448,000       5,572  

KWG Living Group Holdings Ltd *

    1        

Lenovo Group Ltd

    1,468,000       1,386  

Li Ning Co Ltd

    701,114       4,819  

Link REIT

    295,016       2,686  

Livzon Pharmaceutical Group Inc, Cl H

    125,072       485  

Logan Group Co Ltd

    3,749,000       6,140  

Lonking Holdings Ltd

    2,166,000       670  

Luye Pharma Group Ltd (A)

    2,205,000       1,027  

Meituan, Cl B *

    287,800       10,935  

Minth Group Ltd

    470,000       2,479  

New Oriental Education & Technology Group Inc *

    17,040       3,059  

Nine Dragons Paper Holdings Ltd

    3,541,929       5,025  

Postal Savings Bank of China Co Ltd, Cl H

    3,913,000       2,210  

Q Technology Group Co Ltd (A)

    603,000       1,022  

Shanghai Pharmaceuticals Holding Co Ltd, Cl H

    1,250,000       2,202  

Shenzhen International Holdings Ltd

    14,524       23  

SITC International Holdings Co Ltd

    387,000       836  

Sunny Optical Technology Group Co Ltd

    184,329       4,034  

Tianneng Power International Ltd (A)

    514,000       1,240  

Topsports International Holdings Ltd

    749,000       1,121  

United Laboratories International Holdings Ltd/The

    668,602       474  

Vinda International Holdings Ltd

    438,000       1,195  

WH Group Ltd

    3,112,500       2,609  

Wuxi Biologics Cayman Inc *

    211,083       2,799  

Xiaomi Corp, Cl B *

    1,455,600       6,233  

Xinjiang Goldwind Science & Technology Co Ltd, Cl H

    307,800       618  

Xinyi Glass Holdings Ltd

    928,000       2,591  

Xinyi Solar Holdings Ltd

    3,622,000       9,459  

Yadea Group Holdings Ltd

    374,000       773  
     
Description   Shares    

Market Value

  ($ Thousands)

COMMON STOCK (continued)

   

Zoomlion Heavy Industry Science and Technology Co Ltd

    1,714,710       $ 2,057  
   

 

 

 

      199,049  
   

 

 

 

Hungary — 0.9%

   

OTP Bank Nyrt *

    143,168       6,463  

Richter Gedeon Nyrt

    411,575       10,333  
   

 

 

 

      16,796  
   

 

 

 

India — 9.3%

   

Adani Green Energy Ltd *

    26,169       377  

Ambuja Cements Ltd

    791,645       2,696  

Apollo Hospitals Enterprise Ltd

    72,837       2,405  

Asian Paints Ltd

    19,961       755  

Aurobindo Pharma Ltd

    66,294       836  

Bajaj Auto Ltd

    101,161       4,768  

Bandhan Bank Ltd *

    157,325       866  

Bharat Electronics Ltd

    542,788       891  

Divi’s Laboratories Ltd

    19,669       1,034  

Dr Reddy’s Laboratories Ltd ADR

    12,218       871  

EPL Ltd

    923,632       3,186  

GMM Pfaudler Ltd

    28,388       1,471  

Godrej Properties Ltd *

    107,072       2,099  

Grasim Industries Ltd

    92,199       1,171  

HCL Technologies Ltd

    734,797       9,515  

HDFC Bank Ltd *

    425,145       8,357  

HDFC Life Insurance Co Ltd *

    110,044       1,019  

Hero MotoCorp Ltd

    97,070       4,132  

Hindalco Industries Ltd

    379,893       1,251  

Housing Development Finance Corp Ltd

    508,634       17,811  

ICICI Bank Ltd *

    1,388,537       10,168  

ICICI Bank Ltd ADR *

    484,794       7,204  

ICICI Lombard General Insurance Co Ltd *

    170,593       3,551  

IndusInd Bank Ltd *

    604,800       7,408  

Infosys Ltd

    378,727       6,509  

Infosys Ltd ADR

    142,764       2,420  

InterGlobe Aviation Ltd *

    69,336       1,635  

Ipca Laboratories Ltd

    36,366       1,089  

JM Financial Ltd

    506,635       586  

Jubilant Foodworks Ltd

    21,720       830  

Larsen & Toubro Ltd

    37,282       657  

LIC Housing Finance Ltd

    194,234       960  

Mahindra & Mahindra Ltd

    330,894       3,263  

Manappuram Finance Ltd

    516,889       1,171  

Max Financial Services Ltd *

    92,694       856  

Motherson Sumi Systems Ltd

    1,301,071       2,942  

Multi Commodity Exchange of India Ltd

    19,320       458  

Muthoot Finance Ltd

    58,943       976  

Oil & Natural Gas Corp Ltd

    691,726       881  

Petronet LNG Ltd

    2,142,857       7,261  

Reliance Industries Ltd

    671,568       18,089  

SBI Cards & Payment Services Ltd

    137,216       1,598  

Spandana Sphoorty Financial Ltd *

    121,478       1,248  
 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

 

 

3

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Emerging Markets Equity Fund (Continued)

    

 

     
Description   Shares    

Market Value

  ($ Thousands)

COMMON STOCK (continued)

   

State Bank of India *

    1,498,432       $ 5,638  

Strides Pharma Science Ltd

    164,295       1,975  

Sun Pharmaceutical Industries Ltd

    126,437       1,025  

Tata Consultancy Services Ltd

    310,926       12,182  

Tata Steel Ltd

    76,009       670  

Tech Mahindra Ltd

    244,942       3,262  

UltraTech Cement Ltd

    69,243       5,011  

United Breweries Ltd

    123,786       2,010  

Vedanta Ltd

    518,151       1,145  

Wipro Ltd

    245,158       1,296  

WNS Holdings Ltd ADR *

    17,029       1,227  
   

 

 

 

      182,712  
   

 

 

 

Indonesia — 1.3%

   

Ace Hardware Indonesia Tbk PT

    21,659,600       2,647  

Astra International Tbk PT

    5,258,700       2,260  

Bank Central Asia Tbk PT

    1,895,567       4,575  

Bank Mandiri Persero Tbk PT

    4,540,700       2,045  

Bank Negara Indonesia Persero Tbk PT

    1,768,400       776  

Bank Rakyat Indonesia Persero Tbk PT

    28,923,665       8,597  

Indofood Sukses Makmur Tbk PT

    4,932,400       2,407  

Telkom Indonesia Persero Tbk PT

    9,100,500       2,144  

United Tractors Tbk PT

    447,300       849  
   

 

 

 

      26,300  
   

 

 

 

Malaysia — 0.5%

   

Dialog Group Bhd

    1        

Fraser & Neave Holdings Bhd

    148,200       1,182  

Frontken Corp Bhd

    1,091,900       964  

Hong Leong Bank Bhd

    174,400       789  

Inari Amertron Bhd

    2,927,275       2,009  

Kossan Rubber Industries

    750,364       839  

Petronas Gas Bhd

    227,100       970  

PPB Group Bhd

    366,900       1,689  

Public Bank Bhd

    140,200       718  

RHB Bank Bhd

    557,900       756  

Telekom Malaysia Bhd

    490,800       660  
   

 

 

 

      10,576  
   

 

 

 

Mexico — 1.6%

   

Alfa SAB de CV, Cl A

    913,169       656  

America Movil SAB de CV ADR, Cl L

    172,825       2,513  

Cemex SAB de CV ADR *

    1,465,193       7,575  

Controladora Nemak SAB de CV *

    913,169       121  

Fomento Economico Mexicano SAB de CV

    477,029       3,613  

Gruma SAB de CV, Cl B

    162,692       1,936  

Grupo Aeroportuario del Sureste SAB de CV, Cl B

    33,950       562  

Grupo Financiero Banorte SAB de CV, Cl O *

    892,100       4,909  

Grupo Mexico SAB de CV, Ser B

    1,474,884       6,247  

Promotora y Operadora de Infraestructura SAB de CV *

    73,400       650  

Qualitas Controladora SAB de CV

    191,603       1,028  
     
Description   Shares    

Market Value

  ($ Thousands)

COMMON STOCK (continued)

   

Wal-Mart de Mexico SAB de CV

    462,200       $ 1,297  
   

 

 

 

      31,107  
   

 

 

 

Netherlands — 0.2%

   

Prosus NV *

    44,700       4,871  
   

 

 

 

Peru — 0.3%

   

Credicorp Ltd

    30,027       4,925  
   

 

 

 

Philippines — 0.0%

   

First Gen Corp

    332,396       195  
   

 

 

 

Poland — 0.9%

   

Allegro.eu SA *

    100,256       2,281  

Cyfrowy Polsat SA

    204,963       1,668  

Dino Polska SA *

    127,209       9,894  

Polski Koncern Naftowy ORLEN SA

    234,258       3,638  

Powszechna Kasa Oszczednosci Bank Polski SA *

    129,150       999  
   

 

 

 

      18,480  
   

 

 

 

Qatar — 0.4%

   

Commercial Bank PSQC/The

    2,281,600       2,757  

Masraf Al Rayan QSC

    782,506       974  

Ooredoo QPSC

    791,816       1,635  

Qatar Gas Transport Co Ltd

    1,069,057       934  

Qatar National Bank QPSC

    279,429       1,368  
   

 

 

 

      7,668  
   

 

 

 

Russia — 3.4%

   

Detsky Mir PJSC

    1,465,592       2,685  

Gazprom PJSC ADR (A)

    151,506       848  

Inter RAO UES PJSC

    9,685,000       696  

LUKOIL PJSC ADR

    273,539       18,694  

Magnit GDR *

    176,294       2,702  

Magnit PJSC GDR

    13,117       231  

Mobile TeleSystems PJSC ADR

    462,644       4,141  

Ozon Holdings PLC ADR *

    32,771       1,357  

Polyus PJSC

    8,007       1,648  

Sberbank of Russia PJSC

    533,262       1,955  

Sberbank of Russia PJSC ADR

    1,236,602       17,935  

X5 Retail Group NV GDR

    62,031       2,241  

Yandex NV, Cl A *

    163,512       11,377  
   

 

 

 

      66,510  
   

 

 

 

Saudi Arabia — 0.6%

   

Advanced Petrochemical Co

    39,986       714  

Al Rajhi Bank

    186,266       3,654  

Arab National Bank

    156,399       838  

Jarir Marketing Co

    22,918       1,059  

Riyad Bank

    353,402       1,903  

SABIC Agri-Nutrients Co

    24,933       536  

Samba Financial Group

    92,414       753  

Saudi Arabian Oil Co

    87,445       816  

Saudi British Bank/The

    106,103       699  
 

 

 

4

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Emerging Markets Equity Fund (Continued)

    

 

     
Description   Shares    

Market Value

  ($ Thousands)

COMMON STOCK (continued)

   

Saudi Telecom Co

    27,365       $ 773  
   

 

 

 

      11,745  
   

 

 

 

South Africa — 3.1%

   

Absa Group Ltd

    148,252       1,210  

AngloGold Ashanti Ltd

    9,999       233  

AngloGold Ashanti Ltd ADR

    130,255       2,946  

Bid Corp Ltd

    160,798       2,879  

Capitec Bank Holdings Ltd *(A)

    36,496       3,560  

Exxaro Resources Ltd

    87,967       832  

FirstRand Ltd

    1,793,173       6,231  

Gold Fields Ltd ADR

    192,692       1,786  

Impala Platinum Holdings Ltd

    97,797       1,344  

Kumba Iron Ore Ltd (A)

    58,685       2,488  

Mr Price Group Ltd

    399,128       4,637  

MTN Group

    139,103       570  

Naspers Ltd, Cl N

    102,345       21,038  

Nedbank Group Ltd

    265,630       2,342  

Old Mutual Ltd

    1,889,945       1,530  

Shoprite Holdings Ltd

    295,346       2,815  

Sibanye Stillwater Ltd

    1,167,633       4,769  
   

 

 

 

      61,210  
   

 

 

 

South Korea — 14.3%

   

Celltrion Healthcare Co Ltd *

    6,133       926  

Celltrion Inc *

    7,968       2,645  

Cheil Worldwide Inc

    49,727       946  

Chong Kun Dang Pharmaceutical Corp

    8,157       1,706  

CJ CheilJedang Corp

    14,596       5,135  

CJ ENM Co Ltd

    71,924       9,274  

CJ Logistics Corp *

    6,037       922  

Com2uSCorp

    23,256       3,420  

Coway Co Ltd *

    112,970       7,560  

DB HiTek Co Ltd

    25,230       1,194  

E-MART Inc

    21,718       3,041  

GS Engineering & Construction Corp

    23,818       832  

Hana Financial Group Inc

    321,226       10,275  

Hankook Tire & Technology Co Ltd

    78,359       2,846  

Hansol Chemical Co Ltd

    5,858       1,063  

Hyundai Glovis Co Ltd

    7,005       1,190  

Hyundai Mobis Co Ltd

    24,657       5,814  

Hyundai Motor Co

    10,141       1,801  

Kakao Corp

    15,048       5,403  

KB Financial Group Inc

    129,839       5,219  

Kia Motors Corp

    98,069       5,653  

Korea Investment Holdings Co Ltd

    10,408       760  

Korea Petrochemical Ind Co Ltd

    11,270       2,397  

Korea Shipbuilding & Offshore Engineering Co Ltd *

    6,016       605  

Korea Zinc Co Ltd

    6,177       2,288  

Kumho Petrochemical Co Ltd

    7,222       967  

LG Chem Ltd

    19,634       14,971  

LG Corp

    13,451       1,082  
     
Description   Shares    

Market Value

  ($ Thousands)

COMMON STOCK (continued)

   

LG Electronics Inc

    23,765       $ 2,965  

LG Household & Health Care Ltd

    573       856  

LS Corp

    9,843       649  

Mando Corp

    48,482       2,637  

Mirae Asset Daewoo Co Ltd

    83,815       732  

NAVER Corp

    21,933       5,920  

NCSoft Corp

    16,124       13,835  

Orion Corp/Republic of Korea

    50,608       5,784  

PI Advanced Materials Co Ltd

    36,432       1,246  

POSCO

    18,363       4,600  

POSCO ADR

    26,185       1,632  

Samsung Biologics Co Ltd *

    6,880       5,252  

Samsung C&T Corp

    10,055       1,281  

Samsung Electro-Mechanics Co Ltd

    32,587       5,355  

Samsung Electronics Co Ltd

    1,244,852       93,239  

Samsung SDI Co Ltd

    7,204       4,178  

Seegene Inc

    3,544       634  

Shinhan Financial Group Co Ltd

    30,500       901  

SK Holdings Co Ltd

    4,828       1,073  

SK Hynix Inc

    203,766       22,352  

SK Telecom Co Ltd

    19,457       4,272  

Yuhan Corp

    13,302       924  
   

 

 

 

      280,252  
   

 

 

 

Switzerland — 0.1%

   

Wizz Air Holdings Plc *

    28,152       1,756  
   

 

 

 

Taiwan — 13.2%

   

Accton Technology Corp

    606,200       6,817  

Airtac International Group

    27,000       865  

ASE Technology Holding Co Ltd

    404,000       1,169  

Asia Cement Corp

    2,288,000       3,518  

ASMedia Technology Inc

    52,000       2,906  

Asustek Computer Inc

    128,886       1,149  

Chailease Holding Co Ltd

    1,730,800       10,349  

Cheng Shin Rubber Industry Co Ltd

    502,000       787  

China Steel Corp

    746,000       657  

Chunghwa Telecom Co Ltd

    955,000       3,705  

CTBC Financial Holding Co Ltd

    5,889,000       4,129  

Delta Electronics Inc

    903,500       8,457  

Fubon Financial Holding Co Ltd

    3,592,000       5,976  

Gigabyte Technology Co Ltd

    280,000       775  

Globalwafers Co Ltd

    192,500       4,850  

Hon Hai Precision Industry Co Ltd

    1,085,000       3,553  

Innolux Corp

    4,978,000       2,498  

Keystone Microtech Corp

    44,000       489  

Kinsus Interconnect Technology Corp

    782,000       2,251  

LandMark Optoelectronics Corp

    263,000       2,644  

Largan Precision Co Ltd

    58,500       6,652  

MediaTek Inc

    320,137       8,511  

Merida Industry Co Ltd

    153,000       1,285  

Micro-Star International Co Ltd

    1,970,000       9,290  

Nien Made Enterprise Co Ltd

    127,000       1,473  
 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

 

 

5

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Emerging Markets Equity Fund (Continued)

    

 

     
Description   Shares    

Market Value

  ($ Thousands)

COMMON STOCK (continued)

   

Novatek Microelectronics Corp

    172,000       $ 2,259  

Parade Technologies Ltd

    77,600       3,066  

Phison Electronics Corp

    59,000       698  

Quanta Computer Inc

    385,000       1,108  

Realtek Semiconductor Corp

    102,379       1,423  

Ruentex Development Co Ltd

    646,500       941  

Silergy Corp

    27,790       2,384  

Simplo Technology Co Ltd

    57,000       710  

Sinbon Electronics Co Ltd

    148,000       1,138  

Sino-American Silicon Products Inc

    306,155       1,934  

Synnex Technology International Corp

    604,000       1,010  

Taishin Financial Holding Co Ltd

    2,619,000       1,235  

Taiwan Cement Corp

    770,156       1,184  

Taiwan Semiconductor Manufacturing Co Ltd

    6,090,952       114,891  

Taiwan Semiconductor Manufacturing Co Ltd ADR

    127,521       13,905  

Tong Hsing Electronic Industries Ltd

    391,313       2,465  

Uni-President Enterprises Corp

    2,103,000       5,052  

United Microelectronics Corp

    1,520,480       2,551  

Vanguard International Semiconductor Corp

    268,000       1,106  

Win Semiconductors Corp

    85,000       1,047  

Wistron Corp

    1,029,718       1,136  

Yageo Corp

    78,000       1,438  

Yuanta Financial Holding Co Ltd

    2,152,927       1,575  
   

 

 

 

      259,011  
   

 

 

 

Thailand — 1.9%

   

Advanced Info Service PCL

    370,300       2,179  

Bangkok Bank PCL

    459,000       1,823  

Bangkok Dusit Medical Services PCL, Cl F

    865,900       603  

Carabao Group PCL NVDR

    198,629       761  

Central Pattana PCL

    703,800       1,125  

Charoen Pokphand Foods PCL NVDR

    1,342,100       1,202  

CP ALL PCL *

    1,065,300       2,076  

Global Power Synergy PCL NVDR

    263,100       649  

Home Product Center PCL

    20,937,454       9,627  

Intouch Holdings PCL NVDR

    528,200       995  

Intouch Holdings PCL, Cl F

    1,040,800       1,961  

Kasikornbank PCL

    214,400       807  

Land & Houses PCL NVDR

    2,725,400       725  

Minor International PCL NVDR *

    451,365       389  

PTT Exploration & Production PCL NVDR

    334,100       1,097  

PTT Global Chemical PCL NVDR

    339,200       666  

PTT PCL

    1,104,700       1,568  

PTT PCL NVDR

    3,628,428       5,155  

Siam Cement PCL

    12,487        

Siam Cement PCL/The

    59,800       755  

Thai Beverage PCL

    4,246,250       2,362  
   

 

 

 

      36,525  
   

 

 

 

Turkey — 0.5%

   

Aselsan Elektronik Sanayi Ve Ticaret AS

    321,920       791  

Eregli Demir ve Celik Fabrikalari TAS

    420,027       844  
     
Description   Shares    

Market Value

  ($ Thousands)

COMMON STOCK (continued)

   

Ford Otomotiv Sanayi AS

    58,066       $ 984  

Haci Omer Sabanci Holding AS

    629,042       970  

Koza Altin Isletmeleri AS *(A)

    69,194       900  

Migros Ticaret AS *(A)

    290,177       1,671  

Turkcell Iletisim Hizmetleri AS

    449,240       973  

Turkiye Sise ve Cam Fabrikalari AS

    1,978,938       1,946  
   

 

 

 

      9,079  
   

 

 

 

United Arab Emirates — 0.3%

   

Aldar Properties PJSC

    2,835,395       2,432  

Emaar Properties PJSC *

    3,009,544       2,892  
   

 

 

 

      5,324  
   

 

 

 

United Kingdom — 1.6%

   

Anglo American PLC

    79,886       2,638  

Antofagasta PLC

    116,315       2,290  

Avast PLC

    179,815       1,321  

Hochschild Mining PLC

    553,497       1,572  

Kaspi.KZ JSC GDR *

    57,195       3,091  

KAZ Minerals PLC

    298,703       2,695  

NAC Kazatomprom JSC GDR

    51,104       920  

Network International Holdings PLC

    536,236       2,394  

Polymetal International PLC

    228,831       5,269  

Polyus PJSC GDR

    38,853       3,999  

Rio Tinto PLC

    55,846       4,176  

Tullow Oil PLC *(A)

    2,543,643       1,029  

VTB Bank PJSC GDR

    603,571       576  
   

 

 

 

      31,970  
   

 

 

 

United States — 0.6%

   

Flex Ltd *

    127,826       2,298  

NIO Inc ADR *

    40,273       1,963  

Pagseguro Digital Ltd, Cl A *

    50,343       2,864  

Southern Copper Corp

    31,307       2,038  

Vasta Platform Ltd, Cl A *

    103,994       1,508  

XPeng Inc ADR *

    25,473       1,091  
   

 

 

 

      11,762  
   

 

 

 

Vietnam — 0.3%

   

Hoa Phat Group JSC

    1,995,494       3,584  

Vincom Retail JSC *

    1,290,245       1,755  
   

 

 

 

      5,339  
   

 

 

 

Total Common Stock
(Cost $1,301,842) ($ Thousands)

      1,878,032  
   

 

 

 

PREFERRED STOCK — 2.2%

   

Brazil — 0.9%

   

Banco Bradesco SA *(B)

    1,951,673       10,160  

Bradespar SA (B)

    89,428       1,097  

Centrais Eletricas Brasileiras SA (B)

    99,600       710  

Cia Energetica de Minas Gerais (B)

           

Cia Paranaense de Energia *(B)

    159,077       2,295  

Itau Unibanco Holding SA (B)

    359,802       2,182  
 

 

 

6

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Emerging Markets Equity Fund (Continued)

    

 

       
Description          Shares    

Market Value

  ($ Thousands)

PREFERRED STOCK (continued)

     

Petroleo Brasileiro SA *(B)

      77,100       $ 421  
     

 

 

 

        16,865  
     

 

 

 

Chile — 0.0%

     

Embotelladora Andina SA (B)

      278,442       717  
     

 

 

 

South Korea — 1.3%

     

Hyundai Motor Co (B)

      41,559       3,421  

LG Chem Ltd (B)

      6,549       2,315  

Samsung Electronics Co Ltd (B)

      286,821       19,517  
     

 

 

 

        25,253  
     

 

 

 

Total Preferred Stock
(Cost $31,527) ($ Thousands)

        42,835  
     

 

 

 

         

    Number of

Warrants

     

WARRANTS — 0.0%

     

Thailand — 0.0%

     

Minor International PCL, Expires 07/31/2023 *

      117,803       30  

Minor International PCL, Expires 09/30/2021 *

      162,947       2  
     

 

 

 

Total Warrants
(Cost $—) ($ Thousands)

        32  
     

 

 

 

          Number of
Rights
     

RIGHTS — 0.0%

     

Hong Kong — 0.0%

     

China Resources Land *

      11,200        

KWG Group Holdings Ltd *

      33,285        

Shimao Group Holdings Ltd *

      3,893       4  
       
Description          Number of
Rights
   

Market Value

  ($ Thousands)

RIGHTS (continued)

     

Taiwan — 0.0%

     

Simplo Technology Co Ltd *

      1,414       $  
     

 

 

 

Total Rights
(Cost $—) ($ Thousands)

        4  
     

 

 

 

          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 — 0.7%

 

 

SEI Liquidity Fund, L.P.
0.080% **(E)

      14,642,577       14,650  
     

 

 

 

Total Affiliated Partnership
(Cost $14,643) ($ Thousands)

        14,650  
     

 

 

 

CASH EQUIVALENT — 1.4%

     

SEI Daily Income Trust, Government Fund, Cl F
0.010%**

      26,424,973       26,425  
     

 

 

 

Total Cash Equivalent
(Cost $26,425) ($ Thousands)

        26,425  
     

 

 

 

Total Investments in Securities — 100.3%
(Cost $1,374,437) ($ Thousands)

 

    $ 1,961,978  
     

 

 

 

 

 

A list of the open futures contracts held by the Fund at December 31, 2020, is as follows:

 

           
Type of Contract    Number of
Contracts Long
     Expiration
Date
     Notional Amount
(Thousands)
   Value
(Thousands)
  

Unrealized

Appreciation (Thousands)

MSCI Emerging Markets

     449        Mar-2021        $ 28,544        $ 28,920        $ 376  
        

 

 

 

  

 

 

 

  

 

 

 

 

 

Percentages are based on Net Assets of $1,956,947 ($ Thousands).

*

Non-income producing security.

**

The rate reported is the 7-day effective yield as of December 31, 2020.

 

Investment in Affiliated Security.

 

Real Estate Investment Trust.

 

Expiration date not available.

(A)

Certain securities or partial positions of certain securities are on loan at December 31, 2020. The total market value of securities on loan at December 31, 2020 was $13,828 ($ 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 December 31, 2020 was $14,650 ($ Thousands).

ADR — American Depositary Receipt

BRL — Brazilian Real

Cl — Class

GDR — Global Depositary Receipt

 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

 

 

7

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Emerging Markets Equity Fund (Concluded)

    

 

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 December 31, 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

    1,874,102       3,930             1,878,032  

Preferred Stock

    42,835                   42,835  

Warrants

          32             32  

Rights

    4                   4  

Debenture Bond

                       

Affiliated Partnership

          14,650             14,650  

Cash Equivalent

    26,425                   26,425  
 

 

 

   

 

 

   

 

 

   

 

 

 
Total Investments in Securities       1,943,366         18,612               1,961,978  
 

 

 

   

 

 

   

 

 

   

 

 

 
       
Other Financial Instruments  

Level 1

($)

    Level 2
($)
   

Level 3

($)

   

Total

($)

 

Futures Contracts*

       

Unrealized Appreciation

    376        –        –        376   
 

 

 

   

 

 

   

 

 

   

 

 

 

Total Other Financial Instruments

    376          –        –        376   
 

 

 

   

 

 

   

 

 

   

 

 

 

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

For the period ended December 31, 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 December 31, 2020 ($ Thousands):

 

                   
Security Description    Value 9/30/2020    Purchases at Cost   

Proceeds from

Sales

   Realized Loss    Change in
Unrealized
Depreciation
   Value
12/31/2020
   Shares    Income    Capital
Gains

SEI Liquidity Fund, L.P.

   $20,023    $34,867    $(40,238)    $(1)    $(1)    $14,650    14,642,577    $45    $—

SEI Daily Income Trust, Government Fund,
Cl F

   27,199    73,277    (74,051)          26,425    26,424,973      
  

 

  

 

  

 

  

 

  

 

  

 

     

 

  

 

Totals

     $47,222      $108,144      $(114,289)      $(1)      $(1)      $41,075         $45    $—
  

 

  

 

  

 

  

 

  

 

  

 

     

 

  

 

 

 

8

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

International Fixed Income Fund

    

 

       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS — 93.9%

     

Australia — 2.9%

     

Australia & New Zealand Banking Group

     

4.500%, 03/19/2024 (A)

  $     200         $ 221  

Australia & New Zealand Banking Group MTN

     

5.000%, 08/16/2023

  AUD     750       649  

3.625%, 07/18/2022

  EUR     300       390  

Australia Government Bond

     

4.750%, 04/21/2027

  AUD     820       798  

4.500%, 04/21/2033

      195       209  

3.750%, 04/21/2037

      1,463       1,505  

3.250%, 04/21/2025

      843       734  

3.000%, 03/21/2047

      2,092       1,988  

2.750%, 04/21/2024

      1,230       1,032  

2.750%, 06/21/2035

      1,243       1,139  

2.750%, 05/21/2041

      609       553  

2.500%, 05/21/2030

      607       535  

2.250%, 05/21/2028

      1,530       1,314  

BHP Billiton Finance

     

4.750%, VAR EUR Swap Annual 5 Yr+4.363%, 04/22/2076

  EUR     101       125  

Commonwealth Bank of Australia MTN

     

3.000%, 05/03/2022

      330       422  

0.375%, 04/11/2024

      455       571  

Glencore Finance Europe MTN

     

1.625%, 01/18/2022

      240       298  

1.500%, 10/15/2026

      120       155  

National Australia Bank

     

5.000%, 03/11/2024

  AUD     750       662  

National Australia Bank MTN

     

2.250%, 06/06/2025

  EUR     206       281  

Westpac Banking MTN

     

1.250%, 01/14/2033

      310       436  

Westpac Banking Corp MTN

     

1.500%, 03/24/2021

      220       270  

0.500%, 05/17/2024

      885       1,116  
     

 

 

 

        15,403  
     

 

 

 

Austria — 1.4%

     

JAB Holdings BV

     

1.000%, 12/20/2027

      400       509  

Republic of Austria Government Bond (A)

     

4.150%, 03/15/2037

      326       682  

3.650%, 04/20/2022

      1,045       1,350  

2.400%, 05/23/2034

      110       184  

2.100%, 09/20/2117

      50       136  

0.850%, 06/30/2120

      9       15  

0.750%, 10/20/2026

      749       991  

0.750%, 03/20/2051

      515       753  

0.000%, 07/15/2024 (B)

      765       959  

0.000%, 02/20/2030 (B)

      810       1,030  
       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

Republic of Austria Government Bond, Ser 97-6

     

6.250%, 07/15/2027

  EUR     525         $ 937  
     

 

 

 

        7,546  
     

 

 

 

Belgium — 2.0%

     

Anheuser-Busch InBev MTN

     

2.250%, 05/24/2029

  GBP     205       309  

2.125%, 12/02/2027

  EUR     410       570  

1.125%, 07/01/2027

      230       301  

Kingdom of Belgium Government Bond

     

4.250%, 03/28/2041 (A)

      470       1,048  

3.750%, 06/22/2045

      259       582  

3.000%, 06/22/2034 (A)

      346       606  

2.600%, 06/22/2024 (A)

      243       332  

1.700%, 06/22/2050 (A)

      246       417  

1.600%, 06/22/2047 (A)

      351       572  

1.000%, 06/22/2026 (A)

      370       494  

1.000%, 06/22/2031 (A)

      490       684  

0.900%, 06/22/2029 (A)

      305       417  

0.800%, 06/22/2025 (A)

      263       343  

0.500%, 10/22/2024 (A)

      267       342  

0.200%, 10/22/2023 (A)

      1,050       1,317  

0.000%, 10/22/2027 (A)(B)

      1,425       1,811  

Kingdom of Belgium Government Bond, Ser 44

     

5.000%, 03/28/2035 (A)

      64       137  
     

 

 

 

        10,282  
     

 

 

 

Brazil — 0.0%

     

Odebrecht Finance

     

7.125%, 06/26/2042 (C)

  $     280       11  

4.375%, 04/25/2025 (C)

      200       8  
     

 

 

 

        19  
     

 

 

 

Canada — 6.7%

     

Bank of Montreal

     

0.750%, 09/21/2022

  EUR     235       294  

Bank of Montreal MTN

     

0.125%, 04/19/2021

      280       343  

Bank of Nova Scotia

     

0.228%, 01/14/2021

      1,500       1,177  

Bank of Nova Scotia MTN

     

0.750%, 09/17/2021

      570       703  

Bell Canada MTN

     

4.700%, 09/11/2023

  CAD     80       69  

Canada Housing Trust No. 1 (A)

     

2.250%, 12/15/2025

      2,235       1,891  

1.750%, 06/15/2022

      2,465       1,977  

Canadian Government Bond

     

5.750%, 06/01/2033

      1,205       1,495  

5.000%, 06/01/2037

      816       1,035  

2.750%, 12/01/2048

      400       431  

2.750%, 12/01/2048

      300       324  
 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

 

 

1

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

International Fixed Income Fund (Continued)

    

 

       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

2.500%, 06/01/2024

  CAD     1,546         $ 1,304  

2.250%, 06/01/2029

      1,314       1,172  

1.500%, 06/01/2026 (D)

      7,545       6,253  

1.000%, 09/01/2022

      525       418  

1.000%, 06/01/2027

      1,375       1,115  

0.750%, 09/01/2021

      655       516  

Canadian Imperial Bank of Commerce

     

0.239%, 07/25/2022 (B)

  EUR     445       549  

Canadian When Issued Government Bond

     

2.000%, 12/01/2051

  CAD     117       109  

Export Development Canada MTN

     

2.400%, 06/07/2021

  AUD     1,259       981  

Husky Energy

     

4.400%, 04/15/2029

  $     205       228  

Ontario Teachers’ Finance Trust

     

0.500%, 05/06/2025

  EUR     1,066       1,347  

Province of Alberta Canada MTN

     

1.000%, 11/15/2021

  GBP     650       895  

Province of Manitoba Canada

     

3.850%, 12/01/2021

  CAD     710       576  

Province of Ontario Canada

     

4.700%, 06/02/2037

      1,355       1,502  

4.650%, 06/02/2041

      540       621  

2.800%, 06/02/2048

      2,200       2,003  

2.600%, 06/02/2025

      1,614       1,375  

2.400%, 06/02/2026

      585       498  

Province of Quebec Canada

     

6.250%, 06/01/2032

      720       847  

3.500%, 12/01/2048

      520       536  

Rogers Communications

     

4.000%, 06/06/2022

      165       136  

Suncor Energy MTN

     

3.100%, 11/26/2021

      900       720  

Toronto-Dominion Bank

     

0.000%, 02/09/2024 (B)

  EUR     490       608  

Toyota Credit Canada MTN

     

2.200%, 02/25/2021

  CAD     1,500       1,181  
     

 

 

 

        35,229  
     

 

 

 

China — 6.5%

     

China Development Bank

     

4.880%, 02/09/2028

  CNY     10,600       1,766  

3.650%, 05/21/2029

      18,120       2,775  

3.480%, 01/08/2029

      23,680       3,586  

3.390%, 07/10/2027

      9,530       1,451  

3.230%, 01/10/2025

      11,360       1,740  

China Government Bond

     

3.810%, 09/14/2050

      32,240       5,000  

3.390%, 03/16/2050

      11,370       1,619  

3.270%, 11/19/2030

      5,630       870  

2.850%, 06/04/2027

      60,030       9,010  

2.680%, 05/21/2030

      9,380       1,376  
       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

2.360%, 07/02/2023

  CNY     18,330         $ 2,770  

1.990%, 04/09/2025

      12,970       1,906  

Prosus

     

3.680%, 01/21/2030 (A)

  $     275       299  

Weibo

     

3.500%, 07/05/2024

      200       209  
     

 

 

 

        34,377  
     

 

 

 

Colombia — 0.6%

     

Colombian TES

     

10.000%, 07/24/2024

  COP     1,833,400       651  

7.750%, 09/18/2030

      2,685,700       921  

7.500%, 08/26/2026

      1,100,600       371  

7.250%, 10/18/2034

      164,600       54  

7.000%, 05/04/2022

      312,500       97  

7.000%, 06/30/2032

      968,800       312  

6.000%, 04/28/2028

      1,690,100       529  

5.750%, 11/03/2027

      176,100       55  
     

 

 

 

        2,990  
     

 

 

 

Czech Republic — 0.2%

     

Czech Republic Government Bond

     

4.700%, 09/12/2022

  CZK     7,470       374  

2.500%, 08/25/2028

      14,630       752  
     

 

 

 

        1,126  
     

 

 

 

Denmark — 0.5%

     

Danske Bank MTN

     

5.875%, VAR EUR Swap Annual 7 Yr+5.471% (E)

  EUR     344       439  

Kingdom of Denmark

     

4.500%, 11/15/2039

  DKK     2,040       642  

1.500%, 11/15/2023

      4,025       702  

Kommunekredit MTN

     

0.125%, 09/26/2040

  EUR     275       334  

Orsted

     

6.250%, VAR EUR Swap Annual 5 Yr+4.750%, 06/26/2099

      210       291  
     

 

 

 

        2,408  
     

 

 

 

Egypt — 0.0%

     

Egypt Government International Bond MTN

     

4.750%, 04/11/2025 (A)

      170       216  
     

 

 

 

Finland — 0.3%

     

Finland Government Bond (A)

     

1.375%, 04/15/2047

      130       218  

0.000%, 09/15/2030 (B)

      409       521  

Government of Finland

     

0.875%, 09/15/2025 (A)

      355       467  

Nordea Kiinnitysluottopankki MTN

     

0.250%, 03/18/2026

      480       610  
     

 

 

 

        1,816  
     

 

 

 

 

 

 

2

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

International Fixed Income Fund (Continued)

    

 

       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

France — 6.8%

     

BNP Paribas MTN

     

3.375%, 01/23/2026

  GBP     490         $ 754  

2.875%, 10/01/2026

  EUR     160       221  

1.250%, 03/19/2025

      375       482  

BNP Paribas Home Loan SFH

     

0.375%, 05/07/2025

      400       507  

BPCE

     

5.150%, 07/21/2024

  $     310       353  

BPCE MTN

     

1.125%, 01/18/2023

  EUR     300       377  

BPCE SFH MTN

     

3.750%, 09/13/2021

      200       252  

Bpifrance Financement

     

0.064%, 11/25/2022 (B)

      600       741  

Caisse Francaise de Financement Local MTN

     

3.000%, 10/02/2028

      100       154  

0.500%, 01/19/2026

      500       640  

Cie de Financement Foncier

     

0.375%, 12/11/2024

      300       379  

Cie de Financement Foncier MTN

     

5.500%, 01/26/2027

  GBP     387       686  

CNP Assurances

     

1.875%, 10/20/2022

  EUR     200       253  

Credit Agricole Home Loan SFH MTN

     

1.250%, 03/24/2031

      300       423  

0.250%, 02/23/2024

      700       877  

Dexia Credit Local MTN

     

0.625%, 02/03/2024

      200       253  

0.500%, 01/17/2025

      300       380  

0.000%, 05/29/2024 (B)

      1,200       1,488  

Electricite de France MTN

     

5.375%, VAR EUR Swap Annual 12 Yr+3.794% (E)

      200       280  

4.000%, 11/12/2025

      350       513  

Elis SA

     

1.000%, 04/03/2025

      100       121  

Engie

     

3.250%, VAR EUR Swap Annual 5 Yr+3.169% (E)

      500       670  

Engie MTN

     

0.875%, 03/27/2024

      300       379  

0.375%, 02/28/2023

      100       124  

French Republic Government Bond OAT

     

5.750%, 10/25/2032

      403       851  

4.500%, 04/25/2041

      334       774  

4.000%, 10/25/2038

      99       208  

4.000%, 04/25/2055 (A)

      195       517  

3.250%, 05/25/2045

      2,061       4,356  

2.750%, 10/25/2027

      242       364  

2.500%, 05/25/2030

      238       372  

1.750%, 05/25/2023

      2,359       3,058  
       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

1.750%, 06/25/2039 (A)

  EUR     60         $ 97  

1.750%, 05/25/2066 (A)

      165       307  

0.750%, 05/25/2028

      279       374  

0.750%, 11/25/2028

      277       373  

0.500%, 05/25/2029

      284       376  

0.000%, 03/25/2025 (B)

      633       797  

0.000%, 05/25/2022 (B)

      868       1,072  

0.000%, 02/25/2023 (B)

      1,182       1,469  

0.000%, 02/25/2026 (B)

      795       1,004  

0.000%, 11/25/2029 (B)

      594       754  

Orange MTN

     

2.500%, 03/01/2023

      500       648  

1.750%, VAR EUAMDB05+2.181% (E)

      400       504  

SNCF Reseau MTN

     

2.000%, 02/05/2048

      300       486  

SNCF Reseau EPIC MTN

     

5.500%, 12/01/2021

  GBP     205       294  

4.250%, 10/07/2026

  EUR     200       310  

2.250%, 12/20/2047

      300       513  

1.125%, 05/19/2027

      300       401  

1.125%, 05/25/2030

      200       272  

Societe Generale

     

4.250%, 04/14/2025 (A)

  $     325       358  

Societe Generale MTN

     

1.125%, 01/23/2025

  EUR     100       127  

Societe Nationale SNCF

     

1.000%, 05/25/2040

      400       524  

SPCM SA

     

2.000%, 02/01/2026

      117       145  

Suez

     

2.875%, VAR EUR Swap Annual 5 Yr+2.504% (E)

      300       384  

TOTAL MTN (E)

     

3.369%, VAR EUR Swap Annual 5 Yr+3.350%

      260       357  

1.750%, VAR EUR Swap Annual 5 Yr+1.765%

      115       144  

Total Capital International MTN

     

4.250%, 11/26/2021

  AUD     640       510  

UNEDIC ASSEO MTN

     

1.250%, 05/25/2033

  EUR     700       995  

WEA Finance LLC

     

2.875%, 01/15/2027 (A)

  $     285       293  
     

 

 

 

        35,695  
     

 

 

 

Germany — 5.5%

     

Allianz

     

2.241%, VAR Euribor 3 Month+2.650%, 07/07/2045

  EUR     600       790  

BMW Finance MTN

     

0.454%, 01/29/2021

  JPY     200,000       1,935  

0.125%, 01/12/2021

  EUR     850       1,040  
 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

 

 

3

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

International Fixed Income Fund (Continued)

    

 

       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

Bundesobligation

     

0.000%, 10/18/2024 (B)

  EUR     1,219         $ 1,535  

Bundesrepublik Deutschland Bundesanleihe

     

4.000%, 01/04/2037

      411       871  

3.250%, 07/04/2042

      1,121       2,468  

2.500%, 08/15/2046

      1,309       2,761  

0.500%, 02/15/2026

      138       180  

0.281%, 08/15/2026 (B)

      1,882       2,400  

0.250%, 02/15/2027

      2,160       2,805  

0.000%, 08/15/2030 (B)

      1,025       1,329  

Cheplapharm Arzneimittel GmbH

     

3.500%, 02/11/2027 (A)

      191       234  

Commerzbank MTN

     

4.000%, VAR EUR Swap Annual 5 Yr+4.350%, 12/05/2030

      200       267  

Daimler International Finance BV MTN

     

0.250%, 11/06/2023

      430       530  

Deutsche Bank NY

     

2.129%, VAR United States Secured Overnight Financing Rate+1.870%, 11/24/2026

  $     415       425  

Deutsche Telekom MTN

     

1.750%, 12/09/2049

  EUR     100       143  

Deutsche Telekom International Finance BV MTN

     

0.625%, 04/03/2023

      225       281  

E.ON MTN

     

3.625% cash/4.375% PIK, 12/18/2023 (B)

      550       676  

IHO Verwaltungs GmbH

     

3.625%, 05/15/2025 (A)

      175       218  

Kreditanstalt fuer Wiederaufbau

     

2.600%, 06/20/2037

  JPY     160,000       2,195  

0.500%, 09/15/2027

  EUR     510       667  

0.125%, 06/07/2023

      1,135       1,415  

Kreditanstalt fuer Wiederaufbau MTN

     

2.800%, 02/17/2021

  AUD     1,230       952  

Landwirtschaftliche Rentenbank MTN

     

0.625%, 05/18/2027

  EUR     225       295  

Merck Financial Services GmbH MTN

     

0.125%, 07/16/2025

      400       496  

Vertical Midco GmbH

     

4.375%, 07/15/2027 (A)

      240       309  

Volkswagen International Finance

     

1.125%, 10/02/2023

      400       505  

Volkswagen Leasing GmbH MTN

     

1.125%, 04/04/2024

      520       656  

WEPA Hygieneprodukte GmbH

     

2.875%, 12/15/2027

      298       369  
     

 

 

 

        28,747  
     

 

 

 

       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

Hungary — 0.2%

     

Hungary Government Bond

     

3.000%, 06/26/2024

  HUF     297,650         $ 1,074  
     

 

 

 

Indonesia — 0.6%

     

Indonesia Government International Bond

     

8.375%, 03/15/2034

  IDR     20,797,000       1,724  

1.450%, 09/18/2026

  EUR     300       385  

Indonesia Treasury Bond

     

7.500%, 06/15/2035

  IDR     2,199,000       174  

7.375%, 05/15/2048

      7,641,000       575  

7.000%, 09/15/2030

      2,246,000       173  

6.500%, 02/15/2031

      2,316,000       172  
     

 

 

 

        3,203  
     

 

 

 

Ireland — 0.5%

     

AerCap Ireland Capital DAC

     

4.500%, 09/15/2023

  $     205       222  

CRH Funding MTN

     

1.875%, 01/09/2024

  EUR     310       401  

Ireland Government Bond

     

5.400%, 03/13/2025

      351       539  

1.500%, 05/15/2050

      250       410  

1.100%, 05/15/2029

      670       925  
     

 

 

 

        2,497  
     

 

 

 

Israel — 0.2%

     

Israel Government Bond

     

5.500%, 01/31/2042

  ILS     276       147  

4.250%, 03/31/2023

      2,521       858  

2.000%, 03/31/2027

      925       316  
     

 

 

 

        1,321  
     

 

 

 

Italy — 5.9%

     

Assicurazioni Generali MTN

     

5.500%, VAR Euribor 3

     

Month+5.350%, 10/27/2047

  EUR     230       346  

Enel

     

3.500%, VAR EUR Swap Annual 5 Yr+3.564%, 05/24/2080

      175       234  

Enel Finance International MTN

     

5.750%, 09/14/2040

  GBP     145       323  

Eni

     

4.250%, 05/09/2029 (A)

  $     515       610  

FCA Bank MTN

     

1.000%, 11/15/2021

  EUR     700       866  

Intesa Sanpaolo MTN

     

5.017%, 06/26/2024 (A)

  $     530       580  

3.625%, 12/05/2022

  EUR     200       264  

Italy Buoni Poliennali Del Tesoro

     

5.000%, 09/01/2040 (A)

      1,393       2,858  

3.850%, 09/01/2049 (A)

      110       213  

3.750%, 05/01/2021 (A)

      386       479  

3.500%, 03/01/2030 (A)

      665       1,037  
 

 

 

4

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

International Fixed Income Fund (Continued)

    

 

       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

3.350%, 03/01/2035 (A)

  EUR     1,493         $ 2,433  

3.100%, 03/01/2040 (A)

      267       436  

3.000%, 08/01/2029

      1,609       2,403  

2.800%, 03/01/2067 (A)

      90       148  

2.700%, 03/01/2047 (A)

      55       87  

2.450%, 09/01/2033 (A)

      552       813  

2.450%, 09/01/2050 (A)

      185       282  

2.000%, 02/01/2028

      512       704  

1.850%, 07/01/2025 (A)

      2,274       3,028  

1.800%, 03/01/2041 (A)

      547       740  

1.700%, 09/01/2051 (A)

      361       470  

1.650%, 12/01/2030 (A)

      1,509       2,048  

1.350%, 04/15/2022

      4,630       5,796  

0.950%, 03/01/2023

      449       565  

0.500%, 02/01/2026

      2,090       2,623  

UniCredit MTN

     

6.572%, 01/14/2022 (A)

  $     350       369  

4.875%, VAR EUAMDB05+4.739%, 02/20/2029

  EUR     220       293  
     

 

 

 

        31,048  
     

 

 

 

Japan — 15.0%

     

Development Bank of Japan

     

2.300%, 03/19/2026

  JPY     220,000       2,380  

Government of Japan 10 Year Bond

     

0.900%, 06/20/2022

      859,850       8,451  

0.400%, 06/20/2025

      64,950       644  

0.100%, 06/20/2026

      74,300       728  

0.100%, 03/20/2027

      71,550       701  

Government of Japan 20 Year Bond

     

1.900%, 09/20/2022

      406,050       4,069  

1.700%, 06/20/2033

      1,207,550       13,945  

1.400%, 09/20/2034

      444,650       5,010  

1.000%, 12/20/2035

      50,000       538  

0.700%, 03/20/2037

      38,450       397  

0.500%, 09/20/2036

      451,400       4,528  

0.200%, 06/20/2036

      169,400       1,627  

Government of Japan 20 Year Bond, Ser 140

     

1.700%, 09/20/2032

      91,350       1,048  

Government of Japan 20 Year Bond, Ser 143

     

1.600%, 03/20/2033

      40,300       460  

Government of Japan 20 Year Bond, Ser 144

     

1.500%, 03/20/2033

      87,200       985  

Government of Japan 30 Year Bond

     

0.800%, 09/20/2047

      549,500       5,632  

0.300%, 06/20/2046

      74,600       682  

Government of Japan 30 Year Bond, Ser 29

     

2.400%, 09/20/2038

      119,300       1,563  

Government of Japan 30 Year Bond, Ser 30

     

2.300%, 03/20/2039

      387,700       5,021  

Government of Japan 30 Year Bond, Ser 33

     

2.000%, 09/20/2040

      212,700       2,684  
       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

Government of Japan 30 Year Bond, Ser 36

     

2.000%, 03/20/2042

  JPY     252,050         $ 3,211  

Government of Japan 30 Year Bond, Ser 37

     

1.900%, 09/20/2042

      166,850       2,100  

Government of Japan 30 Year Bond, Ser 38

     

1.800%, 03/20/2043

      207,550       2,579  

Government of Japan 40 Year Bond

     

0.400%, 03/20/2056

      331,950       2,943  

Government of Japan 40 Year Bond, Ser 6

     

1.900%, 03/20/2053

      38,700       509  

Japan Government Ten Year Bond

     

0.100%, 09/20/2027

      297,250       2,916  

0.100%, 03/20/2029

      35,900       352  

Japan Government Thirty Year Bond

     

0.600%, 09/20/2050

      79,100       757  

Mitsubishi UFJ Financial Group

     

0.339%, 07/19/2024

  EUR     250       310  

Mizuho Financial Group MTN

     

0.956%, 10/16/2024

      385       489  

Mizuho Financial Group Cayman 3

     

4.600%, 03/27/2024 (A)

  $     450       496  

Nissan Motor

     

4.345%, 09/17/2027 (A)

      205       226  

Takeda Pharmaceutical

     

1.125%, 11/21/2022 (A)

  EUR     430       538  

0.750%, 07/09/2027

      125       159  
     

 

 

 

        78,678  
     

 

 

 

Luxembourg — 0.1%

     

Prologis International Funding II

     

2.375%, 11/14/2030

      200       294  

SIG Combibloc PurchaseCo Sarl

     

1.875%, 06/18/2023 (A)

      114       144  
     

 

 

 

        438  
     

 

 

 

Malaysia — 1.3%

     

Malaysia Government Bond

     

4.232%, 06/30/2031

  MYR     635       177  

4.181%, 07/15/2024

      3,360       896  

4.048%, 09/30/2021

      3,380       855  

3.955%, 09/15/2025

      3,440       924  

3.885%, 08/15/2029

      2,032       556  

3.882%, 03/10/2022

      568       145  

3.828%, 07/05/2034

      2,337       618  

3.795%, 09/30/2022

      3,430       882  

3.502%, 05/31/2027

      7,477       1,980  
     

 

 

 

        7,033  
     

 

 

 

Mexico — 2.0%

     

Mexican Bonos

     

8.000%, 11/07/2047

  MXN     15,967       945  

7.750%, 11/23/2034

      4,820       285  

7.750%, 11/13/2042

      25,845       1,494  

7.500%, 06/03/2027

      2,763       158  
 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

 

 

5

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

International Fixed Income Fund (Continued)

    

 

       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

5.750%, 03/05/2026

  MXN     14,711         $ 772  

Mexican Bonos, Ser M

     

6.500%, 06/10/2021

      5,356       271  

Mexican Bonos, Ser M20

     

10.000%, 12/05/2024

      38,190       2,292  

8.500%, 05/31/2029

      8,114       496  

7.750%, 05/29/2031

      25,298       1,492  

Mexican Bonos, Ser M30

     

10.000%, 11/20/2036

      22,113       1,555  

8.500%, 11/18/2038

      3,304       206  

Mexico Government International Bond

     

2.875%, 04/08/2039

  EUR     280       372  
     

 

 

 

        10,338  
     

 

 

 

Netherlands — 2.4%

     

ABN AMRO Bank

     

4.750%, 07/28/2025

  $     305       351  

ABN AMRO Bank MTN

     

1.250%, 01/10/2033

  EUR     300       430  

BNG Bank MTN

     

0.250%, 02/22/2023

      1,260       1,568  

Cooperatieve Rabobank UA

     

3.250%, VAR EUR Swap Annual 5 Yr+3.702% (E)

      200       247  

Cooperatieve Rabobank UA MTN

     

5.250%, 09/14/2027

  GBP     195       334  

4.625%, 05/23/2029

      130       220  

1.250%, 05/31/2032

  EUR     300       428  

Heineken MTN

     

1.000%, 05/04/2026

      335       433  

ING Groep

     

5.750%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.342% (E)

  $     200       217  

Intertrust Group BV

     

3.375%, 11/15/2025 (A)

  EUR     180       225  

Lincoln Financing SARL

     

3.625%, 04/01/2024 (A)

      170       210  

Nederlandse Waterschapsbank MTN

     

1.250%, 05/27/2036

      281       406  

0.625%, 01/18/2027

      225       293  

Netherlands Government Bond (A)

     

4.000%, 01/15/2037

      389       817  

2.500%, 01/15/2033

      550       916  

2.000%, 07/15/2024

      345       463  

0.500%, 07/15/2026

      570       743  

0.500%, 01/15/2040

      382       537  

0.250%, 07/15/2025

      922       1,178  

0.000%, 01/15/2022 (B)

      914       1,126  

0.000%, 07/15/2030 (B)

      865       1,109  

0.000%, 01/15/2052 (B)

      330       415  
       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

Q-Park Holding

     

2.000%, 03/01/2027

  EUR     122         $ 144  
     

 

 

 

        12,810  
     

 

 

 

New Zealand — 0.9%

     

New Zealand Government Bond

     

6.000%, 05/15/2021

  NZD     900       661  

5.500%, 04/15/2023

      1,608       1,295  

3.000%, 04/20/2029

      35       30  

2.750%, 04/15/2025

      1,289       1,020  

2.750%, 04/15/2037

      744       630  

1.750%, 05/15/2041

      111       79  

1.500%, 05/15/2031

      451       341  

New Zealand Local Government Funding Agency Bond

     

4.500%, 04/15/2027

      479       420  
     

 

 

 

        4,476  
     

 

 

 

Norway — 0.7%

     

DNB Bank

     

6.500%, VAR USD Swap Semi 30/360 5 Yr Curr+5.080% (E)

  $     355       371  

Norway Government Bond (A)

     

3.000%, 03/14/2024

  NOK     2,516       318  

2.000%, 05/24/2023

      5,358       650  

2.000%, 04/26/2028

      3,738       472  

1.750%, 02/17/2027

      4,149       513  

1.750%, 09/06/2029

      2,174       272  

1.500%, 02/19/2026

      2,403       292  

1.375%, 08/19/2030

      7,113       863  
     

 

 

 

        3,751  
     

 

 

 

Poland — 0.2%

     

Republic of Poland Government Bond

     

2.750%, 10/25/2029

  PLN     1,493       458  

2.500%, 07/25/2027

      1,860       555  
     

 

 

 

        1,013  
     

 

 

 

Portugal — 0.6%

     

EDP - Energias de Portugal

     

4.496%, VAR EUR Swap Annual 5 Yr+4.287%, 04/30/2079

  EUR     300       403  

Portugal Obrigacoes do Tesouro OT (A)

     

4.100%, 04/15/2037

      277       535  

2.200%, 10/17/2022

      775       998  

1.950%, 06/15/2029

      199       286  

0.700%, 10/15/2027

      735       957  
     

 

 

 

        3,179  
     

 

 

 

Romania — 0.1%

     

Romania Government Bond

     

3.650%, 07/28/2025

  RON     1,540       403  
     

 

 

 

 

 

 

6

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

International Fixed Income Fund (Continued)

    

 

       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

Saudi Arabia — 0.1%

     

SABIC Capital II BV

     

4.000%, 10/10/2023 (A)

  $     345         $ 372  

Saudi Government International Bond MTN

     

2.375%, 10/26/2021 (A)

      275       279  
     

 

 

 

        651  
     

 

 

 

Singapore — 2.5%

     

Singapore Government Bond

     

3.500%, 03/01/2027

  SGD     1,341       1,186  

3.375%, 09/01/2033

      112       108  

3.125%, 09/01/2022

      3,592       2,845  

3.000%, 09/01/2024

      5,560       4,612  

2.875%, 07/01/2029

      1,258       1,113  

2.875%, 09/01/2030

      189       170  

2.750%, 04/01/2042

      114       110  

2.750%, 03/01/2046

      200       202  

2.375%, 07/01/2039

      963       869  

2.250%, 08/01/2036

      412       362  

2.125%, 06/01/2026

      1,259       1,031  

Temasek Financial I MTN

     

2.375%, 01/23/2023 (A)

  $     495       515  
     

 

 

 

        13,123  
     

 

 

 

Slovak Republic — 0.0%

     

Slovakia Government Bond

     

3.375%, 11/15/2024

  EUR     75       106  
     

 

 

 

Slovenia — 0.1%

     

Slovenia Government Bond

     

1.250%, 03/22/2027

      305       411  
     

 

 

 

South Africa — 0.1%

     

Anglo American Capital MTN

     

1.625%, 09/18/2025

      220       286  
     

 

 

 

South Korea — 0.6%

     

Hyundai Capital Services MTN

     

3.500%, 03/30/2022

  AUD     680       538  

Korea Treasury Bond

     

3.000%, 09/10/2024

  KRW     1,206,590       1,183  

2.000%, 03/10/2049

      361,670       344  

1.875%, 06/10/2029

      401,030       374  

1.500%, 12/10/2026

      994,000       917  
     

 

 

 

        3,356  
     

 

 

 

Spain — 4.7%

     

Ayt Cedulas Cajas Global

     

3.750%, 12/14/2022

  EUR     600       793  

Banco Bilbao Vizcaya Argentaria

     

2.250%, 06/12/2024

      200       267  

Banco de Sabadell

     

0.625%, VAR EUSA1+0.970%, 11/07/2025

      400       493  
       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

Banco Santander

     

5.179%, 11/19/2025

  $     400         $ 469  

2.749%, 12/03/2030

      200       206  

1.000%, 03/03/2022

  EUR     400       498  

Bankia

     

1.125%, 11/12/2026

      300       382  

CaixaBank

     

1.250%, 01/11/2027

      500       669  

Gas Natural Fenosa Finance BV MTN

     

1.250%, 04/19/2026

      300       389  

Instituto de Credito Oficial MTN

     

6.000%, 03/08/2021

      180       223  

Naturgy Finance BV

     

4.125%, VAR EUR Swap Annual 8 Yr+3.353% (E)

      200       258  

Spain Government Bond

     

6.000%, 01/31/2029

      104       191  

5.750%, 07/30/2032

      102       205  

4.900%, 07/30/2040 (A)

      28       62  

4.700%, 07/30/2041 (A)

      781       1,711  

3.450%, 07/30/2066 (A)

      192       424  

2.350%, 07/30/2033 (A)

      605       934  

1.950%, 07/30/2030 (A)

      141       204  

1.850%, 07/30/2035 (A)

      135       200  

1.600%, 04/30/2025 (A)

      504       673  

1.500%, 04/30/2027 (A)

      393       537  

1.400%, 04/30/2028 (A)

      1,009       1,380  

1.250%, 10/31/2030 (A)

      1,569       2,145  

1.200%, 10/31/2040 (A)

      1,170       1,585  

1.000%, 10/31/2050 (A)

      392       496  

0.800%, 07/30/2027 (A)

      3,099       4,058  

0.800%, 07/30/2027 (A)

      353       462  

0.600%, 10/31/2029 (A)

      151       196  

0.500%, 04/30/2030 (A)

      251       322  

0.000%, 04/30/2023 (B)

      2,031       2,518  

0.000%, 01/31/2025 (B)

      973       1,214  

Telefonica Europe BV (E)

     

4.375%, VAR EUR Swap Annual 6 Yr+4.107%

      300       398  

3.750%, VAR EUR Swap Annual 5 Yr+3.858%

      100       125  
     

 

 

 

        24,687  
     

 

 

 

Supra-National — 1.7%

     

Asian Development Bank MTN

     

2.350%, 06/21/2027

  JPY     290,000       3,277  

European Financial Stability Facility MTN

     

0.500%, 07/11/2025

  EUR     695       893  

European Investment Bank

     

1.900%, 01/26/2026

  JPY     50,000       535  

European Investment Bank MTN

     

1.250%, 05/12/2025

  SEK     13,180       1,680  
 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

 

 

7

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

International Fixed Income Fund (Continued)

    

 

       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

0.250%, 10/14/2024

  EUR     156         $ 197  

European Stability Mechanism MTN

     

1.000%, 09/23/2025

      570       750  

International Bank for Reconstruction & Development MTN

     

2.800%, 01/13/2021

  AUD     1,230       950  

International Finance MTN

     

2.375%, 07/19/2023

  CAD     1,000       825  
     

 

 

 

        9,107  
     

 

 

 

Sweden — 0.6%

     

Kommunivest I Sverige AB MTN

     

1.000%, 10/02/2024

  SEK     5,830       735  

Skandinaviska Enskilda Banken MTN

     

0.250%, 06/20/2024

  EUR     460       577  

Stadshypotek MTN

     

0.375%, 02/22/2023

      485       605  

Swedbank

     

5.625%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.134% (E)

  $     200       212  

Swedbank Hypotek

     

0.375%, 03/11/2022

  EUR     360       445  

Sweden Government Bond

     

3.500%, 06/01/2022

  SEK     3,040       391  

3.500%, 03/30/2039

      1,205       229  

1.000%, 11/12/2026

      1,725       225  
     

 

 

 

        3,419  
     

 

 

 

Switzerland — 0.8%

     

Credit Suisse MTN

     

0.750%, 09/17/2021

  EUR     220       272  

Credit Suisse Group (E)

     

7.500%, VAR USD Swap Semi 30/360 5 Yr Curr+4.600%

  $     286       312  

7.500%, VAR USD Swap Semi 30/360 5 Yr Curr+4.600% (A)

      200       218  

Credit Suisse Group Funding Guernsey MTN

     

1.250%, 04/14/2022

  EUR     295       367  

Government of Switzerland

     

2.000%, 04/28/2021

  CHF     735       839  

2.000%, 05/25/2022

      75       88  

1.500%, 04/30/2042

      408       645  

1.250%, 06/11/2024

      405       490  

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       233  

UBS MTN

     

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

  EUR     200       246  
       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

UBS Group Funding Switzerland

     

1.750%, 11/16/2022

  EUR     427         $ 542  
     

 

 

 

        4,252  
     

 

 

 

Thailand — 0.5%

     

Thailand Government Bond

     

4.875%, 06/22/2029

  THB     16,455       712  

4.675%, 06/29/2044

      17,119       880  

3.650%, 12/17/2021

      11,020       379  

3.625%, 06/16/2023

      5,375       193  

3.300%, 06/17/2038

      3,522       146  

2.125%, 12/17/2026

      7,336       265  
     

 

 

 

        2,575  
     

 

 

 

Turkey — 0.1%

     

Turkiye Vakiflar Bankasi TAO

     

2.375%, 05/04/2021

  EUR     265       323  
     

 

 

 

United Arab Emirates — 0.1%

     

DP World Crescent MTN

     

4.848%, 09/26/2028

  $     265       308  
     

 

 

 

United Kingdom — 8.2%

     

Barclays Bank MTN

     

10.000%, 05/21/2021

  GBP     180       254  

BAT Capital

     

4.906%, 04/02/2030

  $     105       127  

BAT International Finance MTN

     

2.250%, 09/09/2052

  GBP     100       114  

1.250%, 03/13/2027

  EUR     333       423  

BG Energy Capital MTN

     

2.250%, 11/21/2029

      400       570  

BP Capital Markets (E)

     

4.375%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.036%

  $     470       503  

3.250%, VAR EUR Swap Annual 5 Yr+3.880%

  EUR     110       143  

BP Capital Markets MTN

     

1.117%, 01/25/2024

      165       209  

0.831%, 11/08/2027

      130       166  

Cadent Finance MTN

     

2.750%, 09/22/2046

  GBP     100       158  

2.625%, 09/22/2038

      100       155  

Centrica MTN

     

4.375%, 03/13/2029

      164       279  

CK Hutchison Finance 16 II

     

0.875%, 10/03/2024

  EUR     212       266  

CK Hutchison Group Telecom Finance

     

1.500%, 10/17/2031

      330       434  

CNH Industrial Finance Europe MTN

     

2.875%, 05/17/2023

      220       287  

1.750%, 09/12/2025

      130       169  
 

 

 

8

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

International Fixed Income Fund (Continued)

    

 

       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

CPUK Finance

     

3.588%, 08/28/2025

  GBP     215         $ 316  

DS Smith MTN

     

1.375%, 07/26/2024

  EUR     430       544  

Gatwick Funding MTN

     

5.250%, 01/23/2024

  GBP     250       379  

Heathrow Funding MTN

     

2.750%, 08/09/2049

      160       236  

1.875%, 05/23/2022

  EUR     235       295  

HSBC Holdings

     

6.375%, VAR USD ICE Swap 11:00 NY 5 Yr+4.368% (E)

  $     200       219  

3.000%, VAR BPSW1+1.650%, 07/22/2028

  GBP     167       255  

HSBC Holdings MTN

     

6.000%, 03/29/2040

      70       141  

Imperial Brands Finance

     

0.500%, 07/27/2021

  EUR     150       184  

Nationwide Building Society MTN

     

4.625%, 02/08/2021

      550       676  

Natwest Group

     

2.574%, VAR ICE LIBOR USD 3 Month+2.320% (E)

  $     200       190  

Northumbrian Water Finance

     

6.875%, 02/06/2023

  GBP     190       294  

Rolls-Royce MTN

     

0.875%, 05/09/2024

  EUR     140       161  

Santander UK Group Holdings PLC MTN

     

3.625%, 01/14/2026

  GBP     100       153  

Santander UK PLC MTN

     

4.250%, 04/12/2021

  EUR     350       434  

Severn Trent Utilities Finance MTN

     

3.625%, 01/16/2026

  GBP     175       275  

Sky PLC MTN

     

6.000%, 05/21/2027

      50       91  

2.250%, 11/17/2025

  EUR     275       375  

Standard Chartered

     

1.724%, VAR ICE LIBOR USD 3 Month+
1.510% (A)(E)

  $     500       460  

Tesco MTN

     

5.125%, 04/10/2047

  EUR     80       145  

Thames Water Utilities Finance MTN

     

4.625%, 06/04/2046

  GBP     155       328  

United Kingdom Gilt

     

5.000%, 03/07/2025

      43       71  

4.500%, 12/07/2042

      279       678  

4.250%, 03/07/2036

      56       119  

4.250%, 09/07/2039

      53       119  

4.250%, 12/07/2040

      561       1,285  

4.250%, 12/07/2046

      1,259       3,150  

4.250%, 12/07/2049

      108       283  

3.750%, 07/22/2052

      80       203  
       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

3.500%, 01/22/2045

  GBP     902         $ 1,988  

3.250%, 01/22/2044

      457       961  

2.750%, 09/07/2024

      248       375  

2.500%, 07/22/2065

      1,197       2,806  

2.250%, 09/07/2023

      19       28  

1.750%, 09/07/2022

      654       923  

1.750%, 09/07/2037

      74       120  

1.500%, 07/22/2047

      356       576  

1.250%, 10/22/2041

      79       120  

1.000%, 04/22/2024

      52       74  

0.750%, 07/22/2023

      2,170       3,032  

0.625%, 06/07/2025

      52       73  

0.500%, 10/22/2061

      745       958  

0.125%, 01/31/2023

      4,579       6,284  

0.125%, 01/30/2026

      4,826       6,649  

United Kingdom Gilt - Inflation Linked

     

1.250%, 11/22/2027

      265       481  

United Kingdom Treasury

     

4.750%, 12/07/2038

      51       120  

Western Power Distribution West Midlands PLC

     

3.875%, 10/17/2024

      230       350  

Wm Morrison Supermarkets MTN

     

3.500%, 07/27/2026

      225       351  

Zurich Finance PLC MTN

     

6.625% (E)(F)

      235       351  
     

 

 

 

        42,936  
     

 

 

 

United States — 9.7%

     

AbbVie

     

3.200%, 11/21/2029

  $     245       275  

2.300%, 11/21/2022

      800       829  

Air Lease

     

3.625%, 04/01/2027

      21       22  

Air Lease MTN

     

2.875%, 01/15/2026

      113       120  

Aircastle

     

5.250%, 08/11/2025 (A)

      259       285  

5.000%, 04/01/2023

      4       4  

4.400%, 09/25/2023

      50       53  

4.250%, 06/15/2026

      4       4  

4.125%, 05/01/2024

      22       23  

Alleghany

     

3.625%, 05/15/2030

      336       378  

Altria Group

     

3.125%, 06/15/2031

  EUR     310       452  

American Honda Finance

     

1.950%, 10/18/2024

      159       209  

0.350%, 08/26/2022

      375       463  

American Tower

     

3.550%, 07/15/2027

  $     240       271  

1.300%, 09/15/2025

      535       546  
 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

 

 

9

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

International Fixed Income Fund (Continued)

    

 

       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

AT&T

     

2.875%, VAR EUAMDB05+3.140% (E)

  EUR     200         $ 246  

1.800%, 09/05/2026

      365       486  

1.650%, 02/01/2028

  $     870       888  

1.600%, 05/19/2028

  EUR     390       520  

AutoNation

     

4.750%, 06/01/2030

  $     46       55  

Aviation Capital Group LLC (A)

     

5.500%, 12/15/2024

      80       88  

4.375%, 01/30/2024

      27       28  

3.875%, 05/01/2023

      12       12  

3.500%, 11/01/2027

      8       8  

Axalta Coating Systems LLC

     

3.375%, 02/15/2029 (A)

      210       210  

Bank of America

     

6.500%, VAR ICE LIBOR USD 3 Month+4.174% (E)

      67       76  

Bank of America MTN

     

2.375%, 06/19/2024

  EUR     835       1,107  

Becton Dickinson

     

0.632%, 06/04/2023

  $     200       248  

Berkshire Hathaway

     

0.625%, 01/17/2023

  EUR     265       330  

0.250%, 01/17/2021

      1,200       1,469  

Berkshire Hathaway Finance

     

2.625%, 06/19/2059

  GBP     144       262  

Boardwalk Pipelines

     

4.800%, 05/03/2029

  $     119       136  

Booking Holdings

     

4.625%, 04/13/2030

      80       99  

2.375%, 09/23/2024

      355       469  

Boston Properties LP

     

2.900%, 03/15/2030

      195       210  

Bristol-Myers Squibb

     

0.537%, 11/13/2023

      950       952  

Broadcom

     

5.000%, 04/15/2030

      185       225  

Capital One Financial

     

1.650%, 06/12/2029

  EUR     300       393  

0.800%, 06/12/2024

      291       363  

Carnival

     

1.625%, 02/22/2021

      180       219  

1.000%, 10/28/2029

      316       276  

Carrier Global Corp

     

1.923%, 02/15/2023

  $     290       299  

Catalent Pharma Solutions

     

2.375%, 03/01/2028(A)

  EUR     119       146  

Charles Schwab

     

5.375%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.971% (E)

  $     395       440  

Chubb INA Holdings

     

1.550%, 03/15/2028

  EUR     325       437  
       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

0.875%, 06/15/2027

  EUR     115       $ 148  

0.300%, 12/15/2024

      190       236  

Citigroup

     

4.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.597% (E)

  $     71         73  

2.666%, VAR United States Secured Overnight Financing Rate+1.146%, 01/29/2031

      215       231  

0.457%, 02/18/2021

  JPY     100,000       968  

Citigroup MTN

     

0.750%, 10/26/2023

  EUR     115       144  

Comcast

     

0.750%, 02/20/2032

      180       229  

CyrusOne

     

1.450%, 01/22/2027

      154       191  

Delta Airlines Inc

     

4.500%, 10/20/2025 (A)

  $     125       133  

DH Europe Finance

     

1.200%, 06/30/2027

  EUR     335       438  

DH Europe Finance II

     

1.800%, 09/18/2049

      105       145  

0.450%, 03/18/2028

      154       192  

Discover Bank

     

4.682%, VAR USD Swap Semi 30/360 5 Yr Curr+1.730%, 08/09/2028

  $     400       425  

Dover Corp

     

0.750%, 11/04/2027

  EUR     440       557  

Emerson Electric

     

0.375%, 05/22/2024

      350       436  

Exxon Mobil

     

4.327%, 03/19/2050

  $     200       262  

0.835%, 06/26/2032

  EUR     600       754  

FedEx

     

0.700%, 05/13/2022

      108       134  

Fidelity National Information Services

     

0.625%, 12/03/2025

      185       233  

0.125%, 12/03/2022

      500       615  

Fifth Third Bancorp

     

4.500%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.215% (E)

  $     65       69  

GE Capital UK Funding Unlimited MTN

     

6.250%, 05/05/2038

  GBP     165       336  

5.875%, 01/18/2033

      160       299  

General Motors Financial

     

0.850%, 02/26/2026

  EUR     125       154  

General Motors Financial MTN

     

0.955%, 09/07/2023

      275       343  

General Motors Financial of Canada

     

3.000%, 02/26/2021

  CAD     780       614  
 

 

 

10

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

International Fixed Income Fund (Continued)

    

 

       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

Gilead Sciences Inc

     

0.750%, 09/29/2023

  $     725         $ 727  

Goldman Sachs Group

     

2.625%, 04/25/2021

      425       427  

0.627%, VAR United States Secured Overnight Financing Rate+0.538%, 11/17/2023

      715       718  

Goldman Sachs Group MTN

     

2.125%, 09/30/2024

  EUR     885       1,165  

1.625%, 07/27/2026

      170       225  

Harley-Davidson Financial Services

     

3.875%, 05/19/2023

      110       146  

0.900%, 11/19/2024

      335       416  

Honeywell International Inc

     

0.750%, 03/10/2032

      455       579  

Host Hotels & Resorts

     

3.500%, 09/15/2030

  $     200       211  

Intercontinental Exchange

     

0.700%, 06/15/2023

      535       539  

International Business Machines

     

3.500%, 05/15/2029

      275       318  

2.850%, 05/13/2022

      990       1,025  

International Flavors & Fragrances

     

1.800%, 09/25/2026

  EUR     100       132  

IQVIA

     

2.875%, 06/15/2028 (A)

      180       227  

Johnson Controls International PLC

     

1.375%, 02/25/2025

      395       510  

JPMorgan Chase MTN

     

1.090%, VAR Euribor 3 Month+0.760%, 03/11/2027

      810       1,042  

Lear

     

4.250%, 05/15/2029

  $     35       40  

3.800%, 09/15/2027

      193       217  

3.500%, 05/30/2030

      42       46  

Leidos

     

2.300%, 02/15/2031 (A)

      345       351  

Liberty Mutual Group

     

3.625%, VAR EUR Swap Annual 5 Yr+3.700%, 05/23/2059

  EUR     300       377  

Marriott International

     

4.650%, 12/01/2028

  $     120       139  

MassMutual Global Funding II MTN

     

0.850%, 06/09/2023 (A)

      998       1,010  

Medtronic Global Holdings SCA

     

1.375%, 10/15/2040

  EUR     110       147  

1.125%, 03/07/2027

      400       523  

0.375%, 10/15/2028

      163       205  

0.250%, 07/02/2025

      115       143  

Metropolitan Life Global Funding I MTN

     

1.950%, 01/13/2023 (A)

  $     1,000       1,032  
       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

Moody’s

     

1.750%, 03/09/2027

  EUR     375         $ 505  

Morgan Stanley

     

1.875%, 03/30/2023

      490       627  

Morgan Stanley MTN

     

1.375%, 10/27/2026

      360       473  

0.141%, VAR Euribor 3 Month+0.400%, 05/21/2021

      850       1,042  

National Grid North America MTN

     

1.000%, 07/12/2024

      300       381  

National Oil Well

     

3.600%, 12/01/2029

  $     205       214  

Noble Energy

     

3.250%, 10/15/2029

      205       236  

ONEOK

     

6.350%, 01/15/2031

      89       114  

Philip Morris International

     

1.450%, 08/01/2039

  EUR     115       143  

0.625%, 11/08/2024

      285       357  

Philip Morris International MTN

     

2.875%, 03/03/2026

      170       237  

1.875%, 03/03/2021

      300       368  

Plains All American Pipeline

     

4.500%, 12/15/2026

  $     204       228  

3.550%, 12/15/2029

      79       83  

PNC Financial Services Group

     

2.200%, 11/01/2024

      885       941  

PNC Funding

     

3.300%, 03/08/2022

      150       155  

Principal Life Global Funding II

     

1.250%, 06/23/2025 (A)

      315       322  

Prudential Financial

     

5.875%, VAR ICE LIBOR USD 3 Month+4.175%, 09/15/2042

      199       213  

Ralph Lauren Corp

     

2.950%, 06/15/2030

      390       422  

Ross Stores

     

4.700%, 04/15/2027

      265       313  

Schlumberger Finance France SAS

     

1.000%, 02/18/2026

  EUR     305       393  

Seagate HDD Cayman

     

4.750%, 06/01/2023

  $     6       6  

Simon International Finance SCA

     

1.250%, 05/13/2025

  EUR     134       171  

SLM

     

4.200%, 10/29/2025

  $     165       174  

Starbucks Corp

     

1.300%, 05/07/2022

      350       355  

Sutter Health

     

1.321%, 08/15/2025

      195       198  

Toyota Motor Credit MTN

     

0.625%, 11/21/2024

  EUR     465       586  
 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

 

 

11

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

International Fixed Income Fund (Continued)

    

 

       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

UnitedHealth Group

     

1.250%, 01/15/2026

  $     175         $ 181  

US Bancorp MTN

     

0.850%, 06/07/2024

  EUR     226       286  

Verizon Communications

     

4.016%, 12/03/2029

  $     391       465  

0.875%, 04/08/2027

  EUR     175       225  

Verizon Communications MTN

     

4.750%, 02/17/2034

  GBP     170       328  

4.050%, 02/17/2025

  AUD     680       593  

ViacomCBS

     

3.700%, 06/01/2028

  $     180       206  

Wells Fargo MTN

     

2.125%, 12/20/2023

  GBP     345       492  

2.000%, 04/27/2026

  EUR     210       281  

1.375%, 06/30/2022

  GBP     195       270  

0.500%, 04/26/2024

  EUR     500       620  

Wells Fargo Canada MTN

     

3.040%, 01/29/2021

  CAD     1,500       1,179  

Welltower Inc

     

4.500%, 12/01/2034

  GBP     140       246  

WPC Eurobond BV

     

1.350%, 04/15/2028

  EUR     405       515  
     

 

 

 

        50,771  
     

 

 

 

Total Global Bonds
(Cost $445,704) ($ Thousands)

        493,427  
     

 

 

 

U.S. TREASURY OBLIGATIONS — 5.2%

 

U.S. Treasury Bills

     

0.101%, 02/04/2021 (B)

  $     13,092       13,091  

U.S. Treasury Inflation Protected Securities

     

0.750%, 07/15/2028

      308       358  

U.S. Treasury Notes

     

1.625%, 11/15/2022

      432       444  

1.500%, 08/15/2022

      217       222  

1.375%, 01/31/2021

      11,308       11,318  

0.500%, 03/31/2025

      994       1,003  

0.375%, 03/31/2022

      1,081       1,085  
     

 

 

 

Total U.S. Treasury Obligations
(Cost $27,472) ($ Thousands)

        27,521  
     

 

 

 

MORTGAGE-BACKED SECURITIES — 0.2%

 

Agency Mortgage-Backed Obligation — 0.2%

 

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

     

6.498%, VAR ICE LIBOR USD 1 Month+6.350%, 09/25/2028

      194       205  
       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

MORTGAGE-BACKED SECURITIES (continued)

 

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

     

3.598%, VAR ICE LIBOR USD 1
Month+3.450%, 10/25/2029

  $     470         $ 486  

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

     

5.148%, VAR ICE LIBOR USD 1
Month+5.000%, 11/25/2024

      159       163  

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

     

4.398%, VAR ICE LIBOR USD 1
Month+4.250%, 01/25/2029

      62       65  

FNMA Connecticut Avenue Securities, Ser 2016-C07, Cl 2M2

     

4.498%, VAR ICE LIBOR USD 1 Month+4.350%, 05/25/2029

      86       89  
     

 

 

 

        1,008  
     

 

 

 

Non-Agency Mortgage-Backed Obligation — 0.0%

 

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

     

2.665%, 09/25/2034 (F)

      9       8  

JPMorgan Mortgage Trust, Ser 2004-A5, Cl 3A1

     

2.677%, 12/25/2034 (F)

      25       25  

LSTAR Commercial Mortgage Trust, Ser 2016- 4, Cl A2

     

2.579%, 03/10/2049 (A)

      141       144  
     

 

 

 

        177  
     

 

 

 

Total Mortgage-Backed Securities
(Cost $1,173) ($ Thousands)

 

    1,185  
     

 

 

 

MUNICIPAL BOND — 0.1%

     

New York — 0.1%

     

Port Authority of New York & New Jersey, Ser AAA, RB

     

1.086%, 07/01/2023

      330       335  
     

 

 

 

Total Municipal Bond (Cost $330) ($ Thousands)

        335  
     

 

 

 

Total Investments in Securities — 99.4% (Cost $474,679) ($ Thousands)

 

    $     522,468  
     

 

 

 

 

 

 

12

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

International Fixed Income Fund (Continued)

    

 

A list of the open futures contracts held by the Fund at December 31, 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        Mar-2021      $ 1,061     $ 1,087     $ 1  

Australian 10-Year Bond

     19        Mar-2021        2,110       2,159       3  

Canadian 5-Year Bond

     (19)        Mar-2021        (1,851     (1,905     (3

Canadian 10-Year Bond

     49        Mar-2021        5,599       5,735       24  

Canadian 10-Year Bond

     (27)        Mar-2021        (3,093     (3,160     (5

Euro

     (240)        Mar-2021        (36,438     (36,738     (299

Euro-Bob

     25        Mar-2021        4,077       4,135       5  

Euro-Bob

     (13)        Mar-2021        (2,145     (2,150     2  

Euro-BTP

     5        Mar-2021        921       930       (1

Euro-Bund

     (2)        Mar-2021        (431     (435     (1

Euro-Bund

     7        Mar-2021        1,514       1,521       3  

Euro-Buxl

     13        Mar-2021        3,541       3,583       22  

Euro-Buxl

     (4)        Mar-2021        (1,093     (1,102     (2

Euro-OAT

     48        Mar-2021        9,801       9,859       17  

Euro-Schatz

     (43)        Mar-2021        (5,811     (5,907     2  

Japanese 10-Year Bond

     21        Mar-2021        30,721       30,900       (29

Japanese 10-Year Government Bond E-MINI

     8        Mar-2021        1,168       1,177       (2

Long Gilt 10-Year Bond

     12        Apr-2021        2,171       2,223       17  

Short-Term Euro-BTP

     24        Mar-2021        3,303       3,325       1  

U.S. 2-Year Treasury Note

     20        Apr-2021        4,419       4,420       1  

U.S. 2-Year Treasury Note

     (58)        Apr-2021        (12,803     (12,817     (14

U.S. 5-Year Treasury Note

     (119)        Apr-2021        (14,982     (15,014     (32

U.S. 10-Year Treasury Note

     (35)        Mar-2021        (4,824     (4,833     (9

U.S. 10-Year Treasury Note

     26        Mar-2021        3,584       3,590       6  

U.S. Long Treasury Bond

     4        Mar-2021        694       693       (1

U.S. Ultra Long Treasury Bond

     (20)        Mar-2021        (4,307     (4,271     36  

U.S. Ultra Long Treasury Bond

     7        Mar-2021        1,524       1,495       (29

Ultra 10-Year U.S. Treasury Note

     (48)        Mar-2021        (7,529     (7,505     23  
        

 

 

 

 

 

 

 

 

 

 

 

           $ (19,099     $ (19,005     $ (264
        

 

 

 

 

 

 

 

 

 

 

 

A list of the forward foreign currency contracts held by the Fund at December 31, 2020, is as follows:

 

Counterparty    Settlement Date                Currency to Deliver
(Thousands)
               Currency to Receive
(Thousands)
    

Unrealized
Appreciation
                     (Depreciation)
(Thousands)

ANZ

     01/12/21      AUD      12,131      USD      8,565      $ (797

Bank of America

     01/08/21      ZAR      2,260      USD      148        (5

Bank of America

     01/08/21      GBP      22,376      USD      29,920        (667

Bank of America

     01/12/21      EUR      850      USD      1,031        (9

Bank of America

     01/15/21      USD      427      INR      31,932        9  

Bank of America

     01/21/21      USD      280      TRY      2,217        16  

Bank of America

     01/22/21      RUB      32,852      USD      445        2  

Bank of America

     02/26/21      JPY      82,318      USD      791        (7

Barclays PLC

     01/08/21      SGD      20      USD      15         

Barclays PLC

     01/08/21      USD      30      SGD      40         

Barclays PLC

     01/08/21      USD      34      CHF      30         

Barclays PLC

     01/08/21      USD      49      NZD      70        1  

Barclays PLC

     01/08/21      USD      33      NZD      45         

Barclays PLC

     01/08/21      USD      85      NOK      740        2  

Barclays PLC

     01/08/21      USD      86      AUD      115        2  

Barclays PLC

     01/08/21      GBP      94      USD      127        (2

Barclays PLC

     01/08/21      USD      96      JPY      10,000        1  

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

 

 

13

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

International Fixed Income Fund (Continued)

    

 

Counterparty    Settlement Date                Currency to Deliver
(Thousands)
               Currency to Receive
(Thousands)
    

Unrealized
Appreciation
                     (Depreciation)
(Thousands)

Barclays PLC

     01/08/21      AUD      100      USD      75      $ (2

Barclays PLC

     01/08/21      CHF      100      USD      112        (1

Barclays PLC

     01/08/21      USD      139      SEK      1,160        2  

Barclays PLC

     01/08/21      NZD      145      USD      102        (2

Barclays PLC

     01/08/21      USD      116      CAD      150        1  

Barclays PLC

     01/08/21      USD      39      CAD      50         

Barclays PLC

     01/08/21      NOK      720      USD      82        (2

Barclays PLC

     01/08/21 - 01/27/21      USD      747      CNY      4,925        7  

Barclays PLC

     01/08/21      USD      839      EUR      701        19  

Barclays PLC

     01/08/21      USD      841      GBP      630        20  

Barclays PLC

     01/08/21      CAD      20      USD      16         

Barclays PLC

     01/08/21      CAD      890      USD      694        (4

Barclays PLC

     01/08/21      CNY      959      USD      147        1  

Barclays PLC

     01/08/21      SEK      1,610      USD      193        (3

Barclays PLC

     01/08/21      PLN      3,559      USD      948        (8

Barclays PLC

     01/08/21      JPY      7,000      USD      67         

Barclays PLC

     01/08/21      DKK      7,862      USD      1,261        (32

Barclays PLC

     01/08/21      CZK      25,007      USD      1,142        (23

Barclays PLC

     01/08/21      EUR      12      USD      15         

Barclays PLC

     01/08/21      EUR      66,142      USD      78,985        (1,950

Barclays PLC

     01/15/21      USD      386      IDR      5,723,007        23  

BMO Capital

     01/08/21      USD      648      CAD      830        4  

BMO Capital

     01/08/21      USD      1,215      EUR      1,000        9  

BNP Paribas

     01/07/21      USD      2,496      SGD      3,359        46  

BNP Paribas

     01/08/21      USD      238      NZD      329        (1

BNP Paribas

     01/08/21      USD      321      NOK      2,776        3  

BNP Paribas

     01/08/21      USD      445      AUD      587        8  

BNP Paribas

     01/08/21      USD      611      EUR      497        (3

BNP Paribas

     01/08/21      MYR      8,712      USD      2,137        (30

BNP Paribas

     01/08/21      HUF      314,649      USD      1,039        (22

BNP Paribas

     01/15/21      USD      849      SEK      7,194        27  

BNP Paribas

     01/15/21      NOK      6,683      USD      701        (79

BNP Paribas

     01/15/21      SEK      6,766      USD      787        (37

BNP Paribas

     02/04/21      USD      708      ZAR      10,794        24  

Brown Brothers Harriman

     01/07/21      SGD      563      USD      421        (5

Brown Brothers Harriman

     01/12/21      USD      36      AUD      48        1  

Brown Brothers Harriman

     01/15/21      USD      336      SEK      2,896        17  

Brown Brothers Harriman

     01/21/21      GBP      307      USD      410        (9

Brown Brothers Harriman

     01/21/21      USD      557      GBP      415        11  

Brown Brothers Harriman

     01/29/21      USD      826      CHF      741        13  

Brown Brothers Harriman

     01/29/21      CHF      2,009      USD      2,211        (64

Brown Brothers Harriman

     02/04/21      USD      831      ZAR      12,485        16  

Brown Brothers Harriman

     02/04/21      ZAR      12,934      USD      834        (43

Brown Brothers Harriman

     02/18/21      USD      51      CAD      65         

Brown Brothers Harriman

     02/18/21      CAD      15,574      USD      12,193        (35

Brown Brothers Harriman

     02/25/21      USD      2      MXN      49         

Brown Brothers Harriman

     02/26/21      JPY      43,964      USD      424        (2

Brown Brothers Harriman

     03/24/21      USD      534      PLN      1,965        (6

 

 

14

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

International Fixed Income Fund (Continued)

    

 

Counterparty    Settlement Date                Currency to Deliver
(Thousands)
               Currency to Receive
(Thousands)
    

Unrealized
Appreciation
                     (Depreciation)
(Thousands)

CIBC

     01/08/21      USD      349      GBP      260      $ 7  

Citi

     01/05/21      BRL      10      USD      2         

Citi

     01/14/21      USD      850      COP      2,955,759        14  

Citi

     01/14/21      USD      1,942      CLP      1,458,008        111  

Citi

     01/14/21      CLP      1,059,043      USD      1,391        (100

Citi

     01/14/21      COP      1,461,895      USD      419        (9

Citi

     01/22/21      EUR      20,730      USD      24,542        (831

Citi

     01/27/21      USD      2,846      TWD      80,175        18  

Citi

     01/27/21      TWD      31,634      USD      1,128        (2

Citi

     02/10/21      CNH      88,989      USD      13,578        (88

Citigroup

     01/08/21      USD      219      CAD      285        5  

Citigroup

     01/08/21      USD      219      CHF      195        1  

Citigroup

     01/08/21      AUD      400      USD      295        (14

Citigroup

     01/08/21      USD      584      JPY      60,800        4  

Citigroup

     01/08/21      USD      1,175      EUR      966        7  

Citigroup

     01/08/21 - 01/29/21      CAD      2,610      USD      2,026        (23

Citigroup

     01/08/21      ILS      4,438      USD      1,338        (45

Citigroup

     01/08/21      CNY      12,176      USD      1,849        (13

Citigroup

     01/08/21      JPY      6,288,015      USD      60,523        (386

Commonwealth Bank Of Australia

     01/08/21      EUR      1,203      USD      1,454        (18

Commonwealth Bank Of Australia

     01/08/21      USD      12,683      EUR      10,349        (20

Credit Suisse First Boston

     01/07/21      SGD      1,688      USD      1,235        (42

Deutsche Bank

     01/15/21      USD      2      INR      166         

Deutsche Bank

     03/16/21      EUR      18,401      USD      22,365        (180

Goldman Sachs

     01/07/21      SGD      755      USD      567        (4

Goldman Sachs

     01/07/21      USD      1,228      SGD      1,669        35  

Goldman Sachs

     01/08/21      TRY      5      USD      1         

Goldman Sachs

     01/08/21      USD      862      CAD      1,125        21  

Goldman Sachs

     01/08/21      MXN      50,357      USD      2,500        (27

Goldman Sachs

     01/15/21      USD      24      IDR      353,226        1  

Goldman Sachs

     01/15/21      NOK      15,355      USD      1,671        (122

Goldman Sachs

     01/15/21      IDR      14,550,750      USD      1,027        (12

Goldman Sachs

     02/05/21      GBP      316      USD      432         

Goldman Sachs

     02/05/21      CNY      1,414      USD      217         

HSBC

     01/07/21      USD      1,254      SGD      1,691        26  

HSBC

     01/08/21      USD      146      EUR      120        1  

HSBC

     01/08/21      ZAR      13,618      USD      892        (35

HSBC

     01/15/21      USD      763      SEK      6,587        39  

JPMorgan Chase Bank

     01/07/21      SGD      3,732      USD      2,766        (57

JPMorgan Chase Bank

     01/08/21      CAD      15      USD      12         

JPMorgan Chase Bank

     01/08/21      CAD      85      USD      66         

JPMorgan Chase Bank

     01/08/21      USD      71      SGD      95        1  

JPMorgan Chase Bank

     01/08/21      USD      30      SGD      40         

JPMorgan Chase Bank

     01/08/21      NZD      105      USD      74        (2

JPMorgan Chase Bank

     01/08/21      USD      88      NZD      125        2  

JPMorgan Chase Bank

     01/08/21      USD      43      NZD      60         

JPMorgan Chase Bank

     01/08/21      EUR      41      USD      50        1  

JPMorgan Chase Bank

     01/08/21      EUR      133      USD      161        (2

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

 

 

15

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

International Fixed Income Fund (Continued)

    

 

Counterparty    Settlement Date                Currency to Deliver
(Thousands)
               Currency to Receive
(Thousands)
    

Unrealized
Appreciation
                         (Depreciation)
(Thousands)

JPMorgan Chase Bank

     01/08/21      USD      264      AUD      350      $ 6  

JPMorgan Chase Bank

     01/08/21      USD      294      GBP      220        7  

JPMorgan Chase Bank

     01/08/21      USD      242      CAD      310        1  

JPMorgan Chase Bank

     01/08/21      USD      55      CAD      70         

JPMorgan Chase Bank

     01/08/21      SGD      320      USD      241        (1

JPMorgan Chase Bank

     01/08/21      CHF      35      USD      40         

JPMorgan Chase Bank

     01/08/21      CHF      365      USD      409        (4

JPMorgan Chase Bank

     01/08/21      GBP      59      USD      81         

JPMorgan Chase Bank

     01/08/21      GBP      342      USD      459        (9

JPMorgan Chase Bank

     01/08/21      USD      398      NOK      3,470        8  

JPMorgan Chase Bank

     01/08/21      USD      21      NOK      180         

JPMorgan Chase Bank

     01/08/21      AUD      40      USD      31         

JPMorgan Chase Bank

     01/08/21      AUD      416      USD      314        (7

JPMorgan Chase Bank

     01/08/21      USD      590      CNY      3,886        5  

JPMorgan Chase Bank

     01/08/21      USD      531      SEK      4,470        13  

JPMorgan Chase Bank

     01/08/21      USD      69      SEK      570         

JPMorgan Chase Bank

     01/08/21      USD      972      JPY      100,724        4  

JPMorgan Chase Bank

     01/08/21      RON      1,562      USD      382        (11

JPMorgan Chase Bank

     01/08/21      NOK      1,690      USD      194        (4

JPMorgan Chase Bank

     01/08/21      USD      1,824      CHF      1,620        9  

JPMorgan Chase Bank

     01/08/21      USD      34      CHF      30         

JPMorgan Chase Bank

     01/08/21      SEK      1,350      USD      165        1  

JPMorgan Chase Bank

     01/08/21      SEK      2,080      USD      248        (5

JPMorgan Chase Bank

     01/08/21      USD      5,342      EUR      4,398        39  

JPMorgan Chase Bank

     01/08/21      USD      148      EUR      121         

JPMorgan Chase Bank

     01/08/21      JPY      5,700      USD      55         

JPMorgan Chase Bank

     01/08/21      JPY      19,700      USD      190        (1

JPMorgan Chase Bank

     01/08/21      THB      79,079      USD      2,610        (29

JPMorgan Chase Bank

     01/08/21      CNY      3,790      USD      581        1  

JPMorgan Chase Bank

     01/08/21      CNY      122,470      USD      18,592        (142

JPMorgan Chase Bank

     01/11/21 - 01/20/21      THB      134,214      USD      4,455        (25

JPMorgan Chase Bank

     01/12/21      USD      225      CAD      291        3  

JPMorgan Chase Bank

     01/12/21      USD      718      AUD      972        32  

JPMorgan Chase Bank

     01/12/21      USD      896      NZD      1,280        25  

JPMorgan Chase Bank

     01/12/21      GBP      938      USD      1,248        (33

JPMorgan Chase Bank

     01/12/21      CAD      2,593      USD      1,992        (44

JPMorgan Chase Bank

     01/12/21      USD      2,810      NOK      25,253        140  

JPMorgan Chase Bank

     01/12/21      USD      3,718      GBP      2,779        80  

JPMorgan Chase Bank

     01/12/21      AUD      3,854      USD      2,825        (148

JPMorgan Chase Bank

     01/12/21      NOK      5,498      USD      625        (17

JPMorgan Chase Bank

     01/12/21      CHF      6,809      USD      7,494        (212

JPMorgan Chase Bank

     01/12/21      USD      6,995      SEK      60,021        315  

JPMorgan Chase Bank

     01/12/21      SGD      9,724      USD      7,243        (116

JPMorgan Chase Bank

     01/12/21      SEK      14,459      USD      1,703        (58

JPMorgan Chase Bank

     01/12/21      NZD      14,865      USD      10,371        (331

JPMorgan Chase Bank

     01/12/21      EUR      23,831      USD      28,329        (834

JPMorgan Chase Bank

     01/14/21      USD      710      KRW      800,768        27  

JPMorgan Chase Bank

     01/15/21      USD      26      KRW      29,005         

 

 

16

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

International Fixed Income Fund (Continued)

    

 

Counterparty    Settlement Date                Currency to Deliver
(Thousands)
               Currency to Receive
(Thousands)
    

Unrealized
Appreciation
                         (Depreciation)
(Thousands)

JPMorgan Chase Bank

     01/15/21      USD      852      NOK      7,536      $ 28  

JPMorgan Chase Bank

     01/15/21      USD      853      SEK      7,145        18  

JPMorgan Chase Bank

     01/15/21      INR      9,367      USD      127        (1

JPMorgan Chase Bank

     01/15/21      SEK      19,952      USD      2,267        (164

JPMorgan Chase Bank

     01/15/21      KRW      1,324,605      USD      1,196        (23

JPMorgan Chase Bank

     01/15/21      IDR      5,882,026      USD      412        (7

JPMorgan Chase Bank

     01/19/21      USD      540      COP      1,957,761        33  

JPMorgan Chase Bank

     01/19/21      USD      1,683      RUB      123,160        (21

JPMorgan Chase Bank

     01/19/21      MXN      87,356      USD      4,342        (34

JPMorgan Chase Bank

     01/19/21      JPY      2,184,599      USD      21,085        (81

JPMorgan Chase Bank

     01/20/21      IDR      32,940,144      USD      2,315        (39

JPMorgan Chase Bank

     01/21/21      GBP      760      USD      1,016        (24

JPMorgan Chase Bank

     01/29/21      USD      1,004      CHF      893        8  

JPMorgan Chase Bank

     02/25/21      USD      558      MXN      11,279        5  

Morgan Stanley

     01/05/21 - 02/02/21      USD      1,694      BRL      8,985        35  

Morgan Stanley

     01/05/21      BRL      4,487      USD      855        (9

Morgan Stanley

     01/08/21      USD      31      SGD      41         

Morgan Stanley

     01/08/21      USD      61      CAD      78         

Morgan Stanley

     01/08/21      USD      16      CAD      20         

Morgan Stanley

     01/08/21      USD      50      CHF      45        1  

Morgan Stanley

     01/08/21      USD      34      CHF      30         

Morgan Stanley

     01/08/21      USD      116      NZD      165        3  

Morgan Stanley

     01/08/21      USD      117      GBP      88        3  

Morgan Stanley

     01/08/21      CAD      120      USD      93        (1

Morgan Stanley

     01/08/21      USD      180      SEK      1,526        6  

Morgan Stanley

     01/08/21      USD      15      SEK      120         

Morgan Stanley

     01/08/21      USD      705      AUD      953        30  

Morgan Stanley

     01/08/21      EUR      24      USD      29         

Morgan Stanley

     01/08/21      EUR      801      USD      976        (5

Morgan Stanley

     01/08/21      USD      814      EUR      674        11  

Morgan Stanley

     01/08/21      USD      77      EUR      63         

Morgan Stanley

     01/08/21      USD      2,228      JPY      231,450        14  

Morgan Stanley

     01/08/21 - 01/15/21      USD      2,844      NOK      26,030        196  

Morgan Stanley

     01/08/21      USD      21      NOK      180         

Morgan Stanley

     01/08/21      NZD      20      USD      14         

Morgan Stanley

     01/08/21 - 03/05/21      NZD      3,771      USD      2,669        (47

Morgan Stanley

     01/08/21      CHF      4,177      USD      4,617        (109

Morgan Stanley

     01/08/21      SGD      7,033      USD      5,256        (66

Morgan Stanley

     01/08/21 - 01/21/21      GBP      7,211      USD      9,564        (294

Morgan Stanley

     01/08/21      AUD      7,917      USD      5,845        (264

Morgan Stanley

     01/08/21      NOK      130      USD      15         

Morgan Stanley

     01/08/21 - 01/15/21      NOK      24,785      USD      2,788        (107

Morgan Stanley

     01/08/21      SEK      160      USD      20         

Morgan Stanley

     01/08/21 - 01/15/21      SEK      25,591      USD      2,949        (168

Morgan Stanley

     01/08/21      JPY      3,400      USD      33         

Morgan Stanley

     01/08/21      JPY      164,975      USD      1,582        (16

Morgan Stanley

     01/14/21      USD      0      CLP      78         

Morgan Stanley

     01/14/21      CLP      717,451      USD      946        (64

Morgan Stanley

     02/10/21      USD      644      CNH      4,213        3  

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

 

 

17

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

International Fixed Income Fund (Continued)

    

 

Counterparty    Settlement Date                Currency to Deliver
(Thousands)
               Currency to Receive
(Thousands)
    

Unrealized
Appreciation
                         (Depreciation)
(Thousands)

Morgan Stanley

     03/25/21      MYR      6      USD      2        $  

RBC

     01/14/21      CAD      1,500      USD      1,164        (14

Standard Chartered

     01/08/21      USD      325      EUR      266         

Standard Chartered

     01/08/21 - 03/10/21      EUR      11,205      USD      13,574        (151

Standard Chartered

     01/14/21      USD      806      KRW      898,365        21  

Standard Chartered

     01/15/21      USD      958      INR      71,113        15  

Standard Chartered

     01/15/21      USD      1,838      IDR      26,473,407        52  

Standard Chartered

     01/15/21      INR      41,444      USD      559        (8

Standard Chartered

     01/27/21      TWD      47,377      USD      1,687        (6

State Street

     01/08/21      EUR      178      USD      213        (5

State Street

     01/08/21      USD      606      CAD      783        9  

State Street

     01/08/21      USD      1,794      EUR      1,482        19  

State Street

     01/08/21      CAD      17,352      USD      13,426        (195

State Street

     01/08/21      JPY      114,175      USD      1,094        (12

UBS

     01/12/21      AUD      1,021      USD      748        (40

UBS

     01/14/21      COP      3,207      USD      1         

UBS

     01/14/21      KRW      1,076,786      USD      984        (6

UBS

     01/22/21      USD      1,370      RUB      105,636        56  

UBS

     02/04/21      EUR      14,368      USD      16,753        (838

UBS

     02/05/21      CNY      1,726      USD      265         

UBS

     03/17/21      USD      2,723      EUR      2,229        8  
                 

 

 

 

                    $ (8,863
                 

 

 

 

A list of open OTC swap agreements held by the Fund at December 31, 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)     $ (235     $ (104     $ (131
             

 

 

 

 

 

 

 

 

 

 

 

 

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      $ 60      $      $ 60  

Deutsche Bank

  China 7-Day Reverse Repo Rate   2.755%   Quarterly   09/09/2024   CNY     31,000       40             40  
             

 

 

 

 

 

 

 

 

 

 

 

               $ 100      $      $ 100  
             

 

 

 

 

 

 

 

 

 

 

 

A list of the open centrally cleared swap agreements held by the Fund at December 31, 2020, is as follows:

 

Interest Rate Swaps  
Fund Pays    Fund Receives  

Payment

Frequency

   Termination Date    Currency    Notional
Amount
(Thousands)
     Value
(Thousands)
  Upfront
Payments/
Receipts
(Thousands)
     Net Unrealized
Appreciation
(Depreciation)
(Thousands)

6-MONTH GBP - LIBOR

   5.635%   Semi-Annually    02/28/2025    GBP      1,230        $ 28       $ –          $ 28  

1.6460%

   6-MONTH GBP - LIBOR   Semi-Annually    10/03/2047    GBP      460        (174     –          (174

6-MONTH GBP - LIBOR

   .385%   Semi-Annually    07/20/2050    GBP      900        (45     –          (45
                

 

 

 

 

 

 

    

 

 

 

                   $ (191     $ –          $ (191
                

 

 

 

 

 

 

    

 

 

 

    Percentages are based on Net Assets of $525,555 ($ Thousands).

 

 

18

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

International Fixed Income Fund (Continued)

    

 

(A)

Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On December 31, 2020, the value of these securities amounted to $76,155 ($ Thousands), representing 14.5% of the Net Assets of the Fund.

(B)

Zero coupon security. The rate shown on the Schedule of Investments is the security’s effective yield at the time of purchase.

(C)

Security is in default on interest payment.

(D)

Security, or a portion thereof, has been pledged as collateral on open futures contracts.

(E)

Perpetual security with no stated maturity date.

(F)

Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets.

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

DAC — Designated Activity Company

DKK — Danish Krone

EUR — Euro

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GBP — British Pound Sterling

HUF — Hungarian Forint

ICE— Intercontinental Exchange

IDR — Indonesian Rupiah

ILS — Israeli New Sheckels

INR — Indian Rupee

JPY — Japanese Yen

KRW — Korean Won

LIBOR — London Interbank Offered Rate

LLC — Limited Liability Company

MTN — Medium Term Note

MXN — Mexican Peso

MYR — Malaysian Ringgit

NOK — Norwegian Krone

NZD — New Zealand Dollar

PIK — Payment-in Kind

PLC — Public Limited Company

PLN — Polish Zloty

RB — Revenue Bond

RON — Romanian Leu

RUB — Russian Ruble

SEK — Swedish Krona

Ser — Series

SGD — Singapore Dollar

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 December 31, 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

          493,427             493,427  

U.S. Treasury Obligations

          27,521             27,521  

Mortgage-Backed Securities

          1,185             1,185  

Municipal Bond

          335             335  
 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total Investments in Securities

          522,468             522,468  
 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Other Financial Instruments  

  Level 1  

($)

 

  Level 2  

($)

 

  Level 3  

($)

 

    Total    

($)

Futures Contracts*

       

Unrealized Appreciation

    163                   163  

Unrealized Depreciation

    (427                 (427

Forwards Contracts*

       

Unrealized Appreciation

          1,869             1,869  

Unrealized Depreciation

          (10,732           (10,732

OTC Swaps

       

Credit Default Swaps*

       

Unrealized Depreciation

          (131           (131

Interest Rate Swaps*

       

Unrealized Appreciation

          100             100  

Centrally Cleared Swaps

       

Interest Rate Swaps*

       

Unrealized Appreciation

          28             28  

Unrealized Depreciation

          (219           (219
 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total Other Financial Instruments

    (264     (9,085           (9,349
 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

* Futures contracts, forwards contracts and swap contracts are valued at the net unrealized appreciation (depreciation) on the instrument.

For the period ended December 31, 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.

 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

 

 

19

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

International Fixed Income Fund (Concluded)

    

 

As of December 31, 2020, the International Fixed Income Fund is the seller (“providing protection”) on a total notional amount of $1 million. The notional amounts of the swaps are not recorded in the financial statements. The notional amounts approximate the maximum potential amount of future payments that the Fund could be required to make if the Fund were the seller of protection and a credit event was to occur. Those credit default swaps (“CDS”) for which the Fund is providing protection at the balance sheet date are summarized as follows:

 

WRITTEN CREDIT DERIVATIVE CONTRACTS    SINGLE NAME CREDIT DEFAULT SWAPS     CREDIT DEFAULT SWAP INDEX  
REFERENCE ASSET   

Corporate

Debt

    

Sovereign

Debt

    Asset Backed
Securities
             Corporate
Debt
                     Total  

Fair value of written credit derivatives

     $-        $-       $(235,016)        $-        $(235,016)  

Maximum potential amount of future payments

     -        -       882,000        -        882,000  

Recourse provisions with third parties to recover any amounts paid under the credit derivative (including any purchased credit protection)[1]

     -        -       -        -        -  

Collateral held by the Fund can obtain upon occurrence of triggering event

     -        -       -        -        -  

[1] Potential recoveries would include purchased credit derivatives to the extent they offset written credit derivatives which have an identical underlying, or a netting arrangement or credit support annex with the counterparty. There may be other potential recoveries from recourse provisions where agreements cover multiple derivative arrangements but those amounts have not been included.

 

MAXIMUM POTENTIAL AMOUNT OF FUTURE PAYMENTS BY CONTRACT TERM  
      0-6 MONTHS      6-12 MONTHS      1-5 YEARS      5-10 YEARS      > 10 YEARS      Total  

Current credit spread* on underlying (in basis points)[1]

     $-        $-        $-        $-        $-        $-  

0-100

     -        -        -        -        -        -  

101-200

     -        -        -        -        -        -  

201-300

     -        -        -        -        -        -  

301-400

     -        -        -        -        -        -  

> than 400

     -        -        -        -        882,000        882,000  

Total

     $-        $-        $-        $-        $882,000        $882,000  

[1] If Management uses credit ratings to evaluate the credit risk of an underlying asset, it may use such ratings in its disclosure by replacing credit spreads by credit ratings.

* The credit spread on the underlying asset is generally indicative of the current status of the underlying risk of the Fund having to perform. The spread also reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into a contract. Higher credit spreads with a shorter contract term is indicative of a higher likelihood of performance by the Fund.

 

 

20

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Emerging Markets Debt Fund

    

 

       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS — 95.3%

     

Albania — 0.0%

     

Albania Government International Bond

     

3.500%, 10/09/2025

  EUR     403         $ 523  
     

 

 

 

Angola — 0.9%

     

Angolan Government International Bond

     

9.375%, 05/08/2048

  $     2,800       2,635  

8.250%, 05/09/2028

      1,085       1,038  

Angolan Government International Bond MTN

     

9.125%, 11/26/2049

      811       748  

9.125%, 11/26/2049 (A)(B)

      670       618  

8.000%, 11/26/2029

      1,520       1,426  

8.000%, 11/26/2029 (A)

      1,357       1,273  

Republic of Angola Via Avenir II BV MTN

     

7.867%, VAR ICE LIBOR USD 6 Month+7.500%, 07/01/2023

      4,007       3,583  

4.757%, VAR ICE LIBOR USD 6 Month+4.500%, 12/07/2023

      414       369  

Republic of Angola Via Avenir Issuer II Ireland DAC

     

6.927%, 02/19/2027

      3,049       2,714  
     

 

 

 

        14,404  
     

 

 

 

Argentina — 1.3%

     

Adecoagro

     

6.000%, 09/21/2027 (A)(B)

      663       696  

Argentine Republic Government International Bond

     

0.125%, 2.500%, 07/09/2021, 07/09/2041 (C)

      5,587       2,109  

0.125%, 2.000%, 07/09/2021, 01/09/2038 (C)

      5,491       2,244  

0.125%, 1.125%, 07/09/2021, 07/09/2035 (C)

      1,915       699  

0.125%, 1.125%, 07/09/2021, 07/09/2046 (C)

      4,726       1,732  

1.000%, 07/09/2029

      9,044       3,923  

0.500%, 07/09/2029

  EUR     13       7  

0.125%, 0.500%, 07/09/2021, 07/09/2030 (C)

  $     19,462       7,882  

0.125%, 07/09/2030

  EUR     403       184  

Provincia de Buenos Aires

     

7.875%, 06/15/2027 (D)

  $     350       143  

5.375%, 01/20/2023

  EUR     620       281  

Provincia de Cordoba

     

7.125%, 06/10/2021 (A)

  $     531       353  

Rio Energy

     

6.875%, 02/01/2025 (A)

      1,040       738  
     

 

 

 

        20,991  
     

 

 

 

       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

Armenia — 0.1%

     

Republic of Armenia International Bond

     

3.950%, 09/26/2029

  $     758         $ 766  
     

 

 

 

Azerbaijan — 0.9%

     

Republic of Azerbaijan International Bond

     

5.125%, 09/01/2029

      1,711       1,933  

Southern Gas Corridor CJSC

     

6.875%, 03/24/2026 (A)

      1,437       1,736  

6.875%, 03/24/2026

      4,825       5,830  

State Oil of the Azerbaijan Republic

     

6.950%, 03/18/2030

      2,380       3,055  

State Oil of the Azerbaijan Republic MTN

     

4.750%, 03/13/2023

      500       533  

4.750%, 03/13/2023

      353       377  
     

 

 

 

        13,464  
     

 

 

 

Bahamas — 0.0%

     

Bahamas Government International Bond

     

8.950%, 10/15/2032 (A)

      527       574  
     

 

 

 

Bahrain — 0.7%

     

Bahrain Government International Bond

     

6.750%, 09/20/2029

      200       229  

6.125%, 08/01/2023

      520       559  

5.625%, 09/30/2031 (A)

      1,258       1,330  

5.625%, 09/30/2031

      462       488  

5.450%, 09/16/2032 (A)

      3,568       3,749  

5.450%, 09/16/2032

      620       652  

CBB International Sukuk Programme SPC

     

6.250%, 11/14/2024

      1,170       1,290  

3.950%, 09/16/2027 (A)

      679       701  

Oil and Gas Holding BSCC (A)

     

8.375%, 11/07/2028

      560       660  

7.625%, 11/07/2024

      1,158       1,297  
     

 

 

 

        10,955  
     

 

 

 

Belarus — 0.4%

     

Republic of Belarus International Bond

     

7.625%, 06/29/2027

      1,754       1,929  

6.200%, 02/28/2030

      1,234       1,247  

Republic of Belarus Ministry of Finance

     

6.378%, 02/24/2031

      721       732  

6.378%, 02/24/2031 (A)

      604       613  

5.875%, 02/24/2026

      877       898  

5.875%, 02/24/2026 (A)

      410       420  
     

 

 

 

        5,839  
     

 

 

 

Belize — 0.0%

     

Belize Government International Bond

     

5.000%, 02/20/2038

      1,117       508  
     

 

 

 

 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

 

 

1

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Emerging Markets Debt Fund (Continued)

    

 

       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

Benin — 0.1%

     

Benin Government International Bond

     

5.750%, 03/26/2026 (A)

  EUR     1,376         $ 1,773  
     

 

 

 

Bermuda — 0.3%

     

Bermuda Government International Bond

     

4.854%, 02/06/2024

  $     268       298  

4.750%, 02/15/2029

      1,204       1,466  

3.717%, 01/25/2027

      1,521       1,700  

3.375%, 08/20/2050

      330       356  

2.375%, 08/20/2030 (A)

      360       377  

2.375%, 08/20/2030

      221       232  
     

 

 

 

        4,429  
     

 

 

 

Brazil — 5.6%

     

Brazil Letras do Tesouro Nacional (E)

     

6.283%, 01/01/2024

  BRL     43,000       7,086  

2.575%, 07/01/2021

      28,238       5,381  

Brazil Loan Trust 1

     

5.477%, 07/24/2023 (A)

  $     1,034       1,071  

5.477%, 07/24/2023

      217       224  

Brazil Minas SPE via State of Minas Gerais

     

5.333%, 02/15/2028

      1,745       1,893  

5.333%, 02/15/2028

      1,176       1,276  

5.333%, 02/15/2028 (A)

      179       194  

Brazil Notas do Tesouro Nacional, Serie B

     

6.000%, 05/15/2045

  BRL     818       720  

6.000%, 08/15/2050

      1,670       1,515  

Brazil Notas do Tesouro Nacional, Serie F

     

10.000%, 01/01/2023

      74,942       15,933  

10.000%, 01/01/2025

      32,832       7,307  

10.000%, 01/01/2027

      41,212       9,366  

10.000%, 01/01/2029

      34,338       7,966  

10.000%, 01/01/2031

      6,682       1,564  

Brazilian Government International Bond

     

5.625%, 01/07/2041

  $     360       425  

5.625%, 02/21/2047

      709       846  

5.000%, 01/27/2045

      2,338       2,595  

4.750%, 01/14/2050

      1,119       1,196  

4.625%, 01/13/2028

      618       692  

3.875%, 06/12/2030

      6,516       6,874  

Centrais Eletricas Brasileiras

     

4.625%, 02/04/2030 (A)

      226       240  

CSN Islands XI

     

6.750%, 01/28/2028 (A)

      592       641  

CSN Resources

     

7.625%, 04/17/2026 (A)

      763       820  

Gol Finance

     

7.000%, 01/31/2025 (A)(B)

      998       898  

JBS Investments II GmbH

     

5.750%, 01/15/2028 (A)

      466       499  

Minerva Luxembourg

     

6.500%, 09/20/2026 (A)

      741       778  
       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

MV24 Capital BV

     

6.748%, 06/01/2034 (A)

  $     1,179       $ 1,293  

Nexa Resources

     

5.375%, 05/04/2027 (A)

      2,591       2,879  

Petrobras Global Finance BV

     

6.900%, 03/19/2049

      2,296       2,910  

5.093%, 01/15/2030

      256       286  

Suzano Austria GmbH (A)

     

7.000%, 03/16/2047

      399       532  

6.000%, 01/15/2029

      288       346  

5.000%, 01/15/2030

      494       561  

Vale Overseas Ltd

     

3.750%, 07/08/2030

  BRL     180       200  

Votorantim Cimentos International

     

7.250%, 04/05/2041

  $     536       730  
     

 

 

 

        87,737  
     

 

 

 

Cameroon — 0.1%

     

Republic of Cameroon International Bond

     

9.500%, 11/19/2025 (A)

      1,253       1,391  
     

 

 

 

Cayman Islands — 0.2%

     

Bioceanico Sovereign Certificate Ltd

     

2.471%, 06/05/2034 (E)

      1,983       1,518  

Neon Capital MTN

     

2.015%, 01/06/2028 (E)(F)

  JPY     306,529       2,294  
     

 

 

 

        3,812  
     

 

 

 

Chile — 1.2%

     

Banco de Credito e Inversiones

     

3.500%, 10/12/2027 (A)

  $     1,046       1,157  

Bonos de la Tesoreria de la Republica en pesos

     

6.000%, 01/01/2043

  CLP     1,105,000       2,104  

4.700%, 09/01/2030 (A)

      425,000       700  

2.800%, 10/01/2033 (A)

      990,000       1,357  

Celulosa Arauco y Constitucion

     

5.150%, 01/29/2050 (A)

  $     576       665  

Cencosud

     

4.375%, 07/17/2027 (A)

      1,819       2,039  

Chile Government International Bond

     

3.500%, 01/25/2050

      1,955       2,243  

2.450%, 01/31/2031

      3,509       3,755  

Empresa de Transporte de Pasajeros Metro

     

3.650%, 05/07/2030 (A)

      217       244  

Empresa Nacional del Petroleo

     

3.750%, 08/05/2026 (B)

      749       819  

Geopark

     

6.500%, 09/21/2024 (A)

      492       510  

Nacional del Cobre de Chile

     

5.625%, 10/18/2043

      442       608  

4.375%, 02/05/2049 (A)

      506       616  

3.750%, 01/15/2031 (A)

      234       264  
 

 

 

2

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Emerging Markets Debt Fund (Continued)

    

 

       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

 

 

3.700%,
01/30/2050 (A)

 

$

    1,216         $ 1,338  

3.150%, 01/14/2030

      300       327  

3.150%,
01/14/2030 (A)

      297       324  

3.000%,
09/30/2029 (A)

      442       478  
     

 

 

 

        19,548  
     

 

 

 

China — 3.1%

     

Alibaba Group Holding

     

4.200%, 12/06/2047

      310       390  

Blossom Joy

     

3.100%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+5.799% (G)

      202       202  

Charming Light Investments MTN

     

4.375%, 12/21/2027

      1,341       1,518  

China Government Bond

     

3.390%, 03/16/2050

 

CNY

    8,350       1,189  

3.280%, 12/03/2027

      21,490       3,314  

3.130%, 11/21/2029

      6,500       986  

3.120%, 12/05/2026

      9,040       1,382  

2.850%, 06/04/2027

      41,980       6,301  

2.680%, 05/21/2030

      44,390       6,512  

1.990%, 04/09/2025

      60,830       8,938  

China Government International Bond

     

3.250%, 10/19/2023

 

$

    1,562       1,687  

1.875%, 12/03/2022

      752       774  

0.550%, 10/21/2025 (A)

      1,150       1,150  

0.400%, 10/21/2023 (A)

      2,410       2,418  

China Minmetals (G)

     

4.450%, VAR US Treas Yield Curve Rate T Note Const Mat 3 Yr+6.070%

      640       645  

3.750%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.717%

      2,047       2,079  

Chinalco Capital Holdings

     

4.250%, 04/21/2022 (B)

      740       751  

4.100%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+5.788% (G)

      224       230  

CNAC HK Finbridge

     

5.125%, 03/14/2028

      525       571  

Country Garden Holdings

     

4.800%, 08/06/2030

      407       439  

Dianjian Haiyu

     

4.300% (G)

      204       210  

Dianjian International Finance

     

4.600%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+6.933% (G)

      303       312  

ENN Clean Energy International Investment

     

7.500%, 02/27/2021

      475       476  

Huarong Finance 2017

     

4.500%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+7.773% (G)

      1,378       1,403  
       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

 

 

Leader Goal International Ltd MTN

     

4.250%,
07/19/2169 (F)(G)

 

$

    212         $ 217  

Meituan

     

3.050%, 10/28/2030

      204       212  

Minmetals Bounteous Finance BVI

     

3.375%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+5.209% (G)

      805       815  

Prosus NV

     

3.832%, 02/08/2051 (A)

      1,783       1,750  

Shimao Group Holdings

     

5.600%, 07/15/2026

      400       438  

Sinopec Group Overseas Development 2018

     

2.700%, 05/13/2030

      137       142  

Tencent Holdings LTD MTN

     

3.240%, 06/03/2050 (A)

 

THB

    450       465  

Wanda Properties International

     

7.250%, 01/29/2024

 

$

    400       410  
     

 

 

 

        48,326  
     

 

 

 

Colombia — 5.9%

     

Colombia Government International Bond

     

3.125%, 04/15/2031

      4,790       5,083  

3.000%, 01/30/2030

      2,619       2,745  

Colombian TES

     

10.000%, 07/24/2024

 

COP

    24,024,400       7,107  

7.750%, 09/18/2030

      12,839,000       4,405  

7.500%, 08/26/2026

      32,033,500       10,811  

7.250%, 10/18/2034

      17,328,500       5,662  

7.000%, 05/04/2022

      10,083,500       3,131  

7.000%, 06/30/2032

      11,931,400       3,847  

6.250%, 11/26/2025

      32,016,900       10,252  

6.000%, 04/28/2028

      32,148,200       10,059  

5.750%, 11/03/2027

      34,339,900       10,634  

3.000%, 03/25/2033

      1,507,400       1,306  

Ecopetrol

     

6.875%, 04/29/2030

 

$

    492       635  

Emgesa ESP

     

8.750%, 01/25/2021

 

COP

    870,000       255  

Empresas Publicas de Medellin ESP (A)

     

8.375%, 11/08/2027

      2,351,000       728  

7.625%, 09/10/2024

      3,116,000       958  

Financiera de Desarrollo Territorial Findeter

     

7.875%, 08/12/2024 (A)

      1,127,000       351  

7.875%, 08/12/2024

      884,000       275  

Grupo Aval

     

4.375%, 02/04/2030 (A)

 

$

    812       865  

Republic of Colombia

     

9.850%, 06/28/2027

 

COP

    5,060,000       1,924  

8.125%, 05/21/2024

 

$

    908       1,112  

7.750%, 04/14/2021

 

COP

    3,331,000       986  

7.375%, 09/18/2037

 

$

    749       1,093  

6.125%, 01/18/2041

      2,137       2,864  
 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

 

 

3

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Emerging Markets Debt Fund (Continued)

    

 

       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

5.625%, 02/26/2044

  $     132         $ 171  

5.000%, 06/15/2045

      1,308       1,596  

4.500%, 01/28/2026

      581       658  

4.500%, 03/15/2029

      1,506       1,746  

4.375%, 03/21/2023

  COP     2,871,000       856  

4.000%, 02/26/2024

  $     965       1,044  
     

 

 

 

        93,159  
     

 

 

 

Costa Rica — 0.5%

     

Costa Rica Government International Bond

     

7.158%, 03/12/2045

      4,198       3,878  

7.158%, 03/12/2045

      500       462  

7.158%, 03/12/2045 (A)

      387       357  

7.000%, 04/04/2044

      1,208       1,108  

7.000%, 04/04/2044

      230       211  

6.125%, 02/19/2031

      1,027       958  

Instituto Costarricense de Electricidad

     

6.375%, 05/15/2043

      250       201  
     

 

 

 

        7,175  
     

 

 

 

Croatia — 0.1%

     

Croatia Government International Bond

     

6.375%, 03/24/2021

      1,181       1,196  

1.500%, 06/17/2031

  EUR     650       870  
     

 

 

 

        2,066  
     

 

 

 

Czech Republic — 1.1%

     

Czech Republic Government Bond

     

2.750%, 07/23/2029

  CZK     90,220       4,744  

2.500%, 08/25/2028

      18,330       942  

2.400%, 09/17/2025

      99,550       4,979  

2.000%, 10/13/2033

      8,000       398  

1.200%, 03/13/2031

      45,590       2,097  

1.000%, 06/26/2026

      16,430       768  

0.950%, 05/15/2030

      68,410       3,094  
     

 

 

 

        17,022  
     

 

 

 

Dominican Republic — 1.4%

     

Dominican Republic International Bond

     

11.250%, 02/05/2027

  DOP     14,500       287  

9.750%, 06/05/2026 (A)

      29,200       539  

8.900%, 02/15/2023 (A)

      43,400       768  

7.450%, 04/30/2044 (A)

  $     687       886  

6.850%, 01/27/2045

      2,391       2,914  

6.600%, 01/28/2024

      656       743  

6.500%, 02/15/2048

      2,852       3,366  

6.400%, 06/05/2049

      231       271  

5.950%, 01/25/2027

      259       303  

5.875%, 04/18/2024 (A)

      71       78  

5.875%, 01/30/2060 (A)

      2,565       2,822  

5.875%, 01/30/2060

      2,782       3,060  

5.500%, 01/27/2025

      949       1,069  

4.875%, 09/23/2032 (A)

      2,082       2,306  

4.875%, 09/23/2032

      1,416       1,568  
       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

4.500%, 01/30/2030 (A)

  $     1,556         $ 1,686  
     

 

 

 

        22,666  
     

 

 

 

Ecuador — 0.7%

     

Ecuador Government International Bond

     

8.086%, 07/31/2030 (E)

      973       461  

6.435%, 07/31/2030 (A)(E)

      1,916       908  

0.500%, 5.000%, 07/31/2021,
07/31/2030 (A)(C)

      4,581       2,932  

0.500%, 5.000%, 07/31/2021,
07/31/2030 (B)(C)

      360       230  

0.500%, 1.000%, 07/31/2021,
07/31/2035 (A)(C)

      9,157       4,956  

0.500%, 0.500%, 07/31/2021,
07/31/2040 (A)(C)

      2,297       1,166  
     

 

 

 

        10,653  
     

 

 

 

Egypt — 3.1%

     

Egypt Government Bond

     

14.406%, 07/07/2027

  EGP     17,842       1,144  

14.196%, 07/07/2023

      21,779       1,395  

Egypt Government International Bond

     

18.000%, 11/06/2028

      30,307       2,260  

17.700%, 08/07/2025

      29,457       2,093  

16.300%, 04/09/2024

      15,034       1,013  

16.100%, 05/07/2029

      14,920       1,030  

8.875%, 05/29/2050 (A)

  $     4,946       5,796  

8.700%, 03/01/2049 (A)

      816       940  

8.700%, 03/01/2049

      600       691  

7.903%, 02/21/2048 (A)

      1,061       1,151  

7.625%, 05/29/2032 (A)

      6,606       7,471  

7.625%, 05/29/2032

      363       411  

5.250%, 10/06/2025 (A)

      1,312       1,394  

Egypt Government International Bond MTN

     

8.500%, 01/31/2047

      4,131       4,668  

8.150%, 11/20/2059 (A)

      485       532  

8.150%, 11/20/2059

      277       304  

7.053%, 01/15/2032 (A)

      547       594  

6.375%, 04/11/2031

  EUR     931       1,223  

6.375%, 04/11/2031 (A)

      300       394  

6.125%, 01/31/2022 (A)

  $     385       402  

5.625%, 04/16/2030

  EUR     1,205       1,539  

5.625%, 04/16/2030 (A)

      111       142  

4.750%, 04/11/2025

      457       582  

4.750%, 04/16/2026

      670       851  

Egypt Treasury Bills (E)

     

13.528%, 04/06/2021

  EGP     87,225       5,375  

13.474%, 01/05/2021

      84,700       5,385  
     

 

 

 

        48,780  
     

 

 

 

El Salvador — 0.6%

     

El Salvador Government International Bond

     

9.500%, 07/15/2052

  $     1,452       1,467  

8.250%, 04/10/2032 (A)

      326       319  
 

 

 

4

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Emerging Markets Debt Fund (Continued)

    

 

       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

Republic of El Salvador

     

8.625%, 02/28/2029

  $     315         $ 315  

8.250%, 04/10/2032

      2,753       2,698  

7.750%, 01/24/2023

      2,288       2,257  

7.625%, 02/01/2041

      527       488  

7.125%, 01/20/2050

      640       571  

5.875%, 01/30/2025

      1,366       1,289  
     

 

 

 

        9,404  
     

 

 

 

Ethiopia — 0.0%

     

Federal Democratic Republic of Ethiopia

     

6.625%, 12/11/2024 (A)

      391       397  
     

 

 

 

Gabon — 0.2%

     

Gabon Government International Bond

     

6.625%, 02/06/2031

      603       621  

Gabonese Republic

     

6.375%, 12/12/2024

      1,615       1,680  
     

 

 

 

        2,301  
     

 

 

 

Georgia — 0.0%

     

Republic of Georgia

     

6.875%, 04/12/2021 (A)

      66       67  
     

 

 

 

Ghana — 1.1%

     

Ghana Government International Bond

     

24.750%, 07/19/2021

  GHS            

19.750%, 03/25/2024

      5,311       904  

19.000%, 11/02/2026

      11,055       1,777  

10.750%, 10/14/2030

  $     2,104       2,813  

8.950%, 03/26/2051 (A)

      3,056       3,185  

8.750%, 03/11/2061

      693       713  

8.750%, 03/11/2061 (A)

      658       677  

8.627%, 06/16/2049 (A)

      593       607  

7.875%, 03/26/2027 (A)

      246       270  

7.875%, 03/26/2027

      72       79  

7.875%, 02/11/2035

      1,055       1,084  

7.875%, 02/11/2035 (A)

      870       894  

7.625%, 05/16/2029

      995       1,056  

7.625%, 05/16/2029 (A)

      653       693  

6.375%, 02/11/2027 (A)

      1,867       1,936  

Kosmos Energy

     

7.125%, 04/04/2026 (A)

      182       176  

Republic of Ghana

     

8.125%, 01/18/2026 (A)

      83       93  

Tullow Oil

     

7.000%, 03/01/2025 (A)

      783       521  
     

 

 

 

        17,478  
     

 

 

 

Guatemala — 0.3%

     

Guatemala Government Bond

     

6.125%, 06/01/2050

      962       1,269  

5.375%, 04/24/2032

      1,000       1,219  

4.900%, 06/01/2030

      558       651  
       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

4.500%, 05/03/2026

  $     1,038         $ 1,152  
     

 

 

 

        4,291  
     

 

 

 

Honduras — 0.1%

     

Honduras Government International Bond

     

6.250%, 01/19/2027

      326       377  

5.625%, 06/24/2030 (A)

      736       841  

5.625%, 06/24/2030

      299       342  
     

 

 

 

        1,560  
     

 

 

 

Hong Kong — 0.1%

     

AIA Group

     

3.200%, 09/16/2040 (A)

      200       210  

NWD

     

4.125%, 07/18/2029

      757       784  
     

 

 

 

        994  
     

 

 

 

Hungary — 1.6%

     

Hungary Government Bond

     

6.750%, 10/22/2028

  HUF     489,630       2,253  

6.375%, 03/29/2021

  $     2,228       2,258  

5.500%, 06/24/2025

  HUF     500,750       2,010  

3.250%, 10/22/2031

      806,790       3,013  

3.000%, 06/26/2024

      413,620       1,492  

3.000%, 10/27/2027

      1,192,460       4,403  

3.000%, 08/21/2030

      727,940       2,659  

2.750%, 12/22/2026

      1,072,960       3,890  

2.500%, 10/24/2024

      653,680       2,332  

Hungary Government International Bond

     

1.750%, 06/05/2035

  EUR     265       359  

1.500%, 11/17/2050

      255       316  
     

 

 

 

        24,985  
     

 

 

 

India — 0.2%

     

Adani Electricity Mumbai

     

3.949%, 02/12/2030 (A)

  $     540       572  

Export-Import Bank of India MTN

     

3.250%, 01/15/2030 (A)

      1,060       1,132  

Network i2i

     

5.650%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.277% (A)(G)

      275       292  

Power Finance MTN

     

3.950%, 04/23/2030 (A)

      569       607  

Vedanta Resources

     

6.375%, 07/30/2022

      590       523  

Vedanta Resources Finance II

     

13.875%, 01/21/2024 (A)

      286       302  
     

 

 

 

        3,428  
     

 

 

 

Indonesia — 7.4%

     

Indonesia Asahan Aluminium Persero

     

6.757%, 11/15/2048 (A)

      331       452  

6.757%, 11/15/2048

      257       351  

5.800%, 05/15/2050 (A)

      2,234       2,781  
 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

 

 

5

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Emerging Markets Debt Fund (Continued)

    

 

       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

5.710%, 11/15/2023 (A)

  $     618         $ 683  

5.450%, 05/15/2030 (A)

      205       247  

4.750%, 05/15/2025 (A)

      1,370       1,512  

Indonesia Government International Bond

     

9.000%, 03/15/2029

  IDR     42,750,000       3,630  

8.750%, 05/15/2031

      60,779,000       5,132  

8.500%, 10/12/2035

  $     1,969       3,216  

8.375%, 03/15/2024

  IDR     20,173,000       1,579  

8.375%, 03/15/2034

      131,065,000       10,864  

8.375%, 04/15/2039

      72,056,000       6,052  

8.250%, 05/15/2029

      68,743,000       5,630  

8.250%, 06/15/2032

      12,030,000       985  

8.250%, 05/15/2036

      66,108,000       5,466  

8.125%, 05/15/2024

      76,235,000       5,980  

7.750%, 01/17/2038

  $     1,797       2,821  

7.500%, 08/15/2032

  IDR     26,770,000       2,072  

7.500%, 05/15/2038

      58,662,000       4,551  

7.000%, 05/15/2022

      40,233,000       2,981  

7.000%, 05/15/2027

      63,129,000       4,836  

6.625%, 05/15/2033

      24,323,000       1,775  

6.125%, 05/15/2028

      9,066,000       654  

5.625%, 05/15/2023

      1,885,000       138  

5.250%, 01/08/2047 (A)

  $     170       226  

4.750%, 02/11/2029

      525       636  

4.350%, 01/08/2027 (A)

      206       240  

3.500%, 01/11/2028

      2,300       2,575  

2.850%, 02/14/2030

      1,059       1,143  

1.400%, 10/30/2031

  EUR     695       878  

0.900%, 02/14/2027

      428       531  

Indonesia Government International Bond MTN

     

5.250%, 01/17/2042

  $     2,985       3,860  

5.125%, 01/15/2045

      210       270  

4.625%, 04/15/2043

      1,080       1,301  

3.850%, 07/18/2027

      400       457  

3.750%, 06/14/2028

  EUR     307       454  

Indonesia Treasury Bond

     

7.500%, 06/15/2035

  IDR     25,996,000       2,054  

7.500%, 04/15/2040

      32,127,000       2,538  

7.000%, 09/15/2030

      96,128,000       7,406  

6.500%, 06/15/2025

      52,680,000       3,950  

6.500%, 02/15/2031

      7,038,000       523  

5.500%, 04/15/2026

      35,200,000       2,542  

JPMorgan Chase Bank MTN

     

7.500%, 06/15/2035 (A)

      41,500,000       3,279  

Medco Bell Pte

     

6.375%, 01/30/2027 (A)

  $     466       476  

Pertamina Persero MTN

     

6.450%, 05/30/2044

      529       717  

3.650%, 07/30/2029 (A)

      1,035       1,151  

Perusahaan Listrik Negara

     

1.875%, 11/05/2031 (A)

  EUR     691       828  
       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

Perusahaan Listrik Negara MTN

     

6.150%, 05/21/2048 (A)

  $     657         $ 857  

6.150%, 05/21/2048

      250       326  

4.375%, 02/05/2050 (A)

      265       285  

Perusahaan Penerbit SBSN Indonesia III

     

4.325%, 05/28/2025

      2,135       2,420  
     

 

 

 

        116,311  
     

 

 

 

Iraq — 0.1%

     

Iraq International Bond

     

5.800%, 01/15/2028

      1,405       1,314  
     

 

 

 

Israel — 0.5%

     

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       447  

Leviathan Bond (A)

     

6.750%, 06/30/2030

      394       447  

6.500%, 06/30/2027

      959       1,076  

State of Israel

     

4.500%, 04/03/2120

      4,044       5,348  

3.875%, 07/03/2050

      686       823  
     

 

 

 

        8,141  
     

 

 

 

Ivory Coast — 0.7%

     

Ivory Coast Government International Bond

     

6.875%, 10/17/2040

  EUR     1,169       1,625  

6.625%, 03/22/2048

      1,552       2,100  

6.625%, 03/22/2048

      271       366  

5.875%, 10/17/2031 (A)

      630       851  

5.875%, 10/17/2031

      1,729       2,336  

5.750%, 12/31/2032

  $     1,162       1,172  

5.250%, 03/22/2030

  EUR     299       392  

4.875%, 01/30/2032

      1,353       1,698  
     

 

 

 

        10,540  
     

 

 

 

Jamaica — 0.1%

     

Government of Jamaica

     

7.875%, 07/28/2045

  $     736       1,054  
     

 

 

 

Jordan — 0.2%

     

Jordan Government International Bond

     

7.375%, 10/10/2047 (A)

      228       266  

7.375%, 10/10/2047

      141       164  

5.850%, 07/07/2030 (A)

      1,238       1,364  

4.950%, 07/07/2025 (A)

      1,030       1,092  
     

 

 

 

        2,886  
     

 

 

 

Kazakhstan — 1.3%

     

Development Bank of Kazakhstan

     

4.125%, 12/10/2022

      770       809  

Kazakhstan Government International Bond

     

4.875%, 10/14/2044 (A)

      318       431  
 

 

 

6

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Emerging Markets Debt Fund (Continued)

    

 

       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

Kazakhstan Government International Bond MTN

     

6.500%, 07/21/2045

  $     330         $ 532  

KazMunayGas National JSC

     

6.375%, 10/24/2048 (A)

      1,587       2,279  

5.750%, 04/19/2047 (A)

      2,052       2,750  

5.750%, 04/19/2047

      63       84  

5.375%, 04/24/2030 (A)

      984       1,213  

5.375%, 04/24/2030

      3,328       4,102  

4.750%, 04/24/2025 (A)

      732       834  

3.500%, 04/14/2033 (A)

      2,472       2,701  

KazTransGas JSC

     

4.375%, 09/26/2027 (A)

      932       1,072  

4.375%, 09/26/2027

      799       919  

Tengizchevroil Finance
International (A)

     

3.250%, 08/15/2030

      450       476  

2.625%, 08/15/2025

      1,990       2,070  
     

 

 

 

        20,272  
     

 

 

 

Kenya — 0.3%

     

Kenya Government International Bond

     

8.250%, 02/28/2048

      1,793       2,050  

8.250%, 02/28/2048 (A)

      654       747  

8.000%, 05/22/2032

      368       429  

7.000%, 05/22/2027

      1,394       1,535  
     

 

 

 

        4,761  
     

 

 

 

Kuwait — 0.1%

     

Kuwait International Government Bond

     

3.500%, 03/20/2027

      418       476  

2.750%, 03/20/2022

      645       663  

Meglobal Canada ULC MTN

     

5.875%, 05/18/2030 (A)

      222       276  

NBK Tier 1 Financing 2

     

4.500%, VAR USD Swap Semi 30/360 6 Yr Curr+
2.832% (A)(G)

      513       523  
     

 

 

 

        1,938  
     

 

 

 

Lebanon — 0.2%

     

Lebanon Government International Bond

     

8.250%, 05/17/2034 (D)

      4,532       600  

8.200%, 05/17/2033 (D)

      2,700       352  

6.650%, 04/22/2024 (D)

      2,250       306  

6.000%, 01/27/2023 (D)

      560       75  

Lebanon Government International Bond MTN

     

8.250%, 04/12/2021 (D)

      1,073       149  

7.000%, 03/20/2028 (D)

      1,850       244  

6.850%, 05/25/2029 (D)

      387       52  

6.650%, 02/26/2030 (D)

      1,225       164  

6.600%, 11/27/2026 (D)

      2,201       289  

6.400%, 05/26/2023 (D)

      1,555       208  

6.100%, 10/04/2022 (D)

      1,573       216  
       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

6.100%, 10/04/2022 (D)

  $     569         $ 78  
     

 

 

 

        2,733  
     

 

 

 

Luxembourg — 0.0%

     

Millicom International Cellular

     

6.250%, 03/25/2029 (A)

      449       505  
     

 

 

 

Macau — 0.0%

     

Studio City Finance (A)

     

6.500%, 01/15/2028

      371       397  

6.000%, 07/15/2025

      142       149  
     

 

 

 

        546  
     

 

 

 

Malaysia — 5.6%

     

1MDB Energy

     

5.990%, 05/11/2022

      2,000       2,090  

1MDB Global Investments

     

4.400%, 03/09/2023

      3,000       3,054  

4.400%, 03/09/2023

      7,400       7,533  

Gohl Capital

     

4.250%, 01/24/2027

      850       901  

Malaysia Government Bond

     

5.248%, 09/15/2028

  MYR     1,050       312  

4.935%, 09/30/2043

      2,200       646  

4.921%, 07/06/2048

      1,768       519  

4.893%, 06/08/2038

      800       235  

4.642%, 11/07/2033

      500       142  

4.392%, 04/15/2026

      3,480       956  

4.232%, 06/30/2031

      1,200       335  

4.181%, 07/15/2024

      4,186       1,117  

4.160%, 07/15/2021

      1,920       484  

4.065%, 06/15/2050

      1,019       264  

4.059%, 09/30/2024

      8,576       2,284  

3.955%, 09/15/2025

      27,415       7,368  

3.906%, 07/15/2026

      16,152       4,348  

3.899%, 11/16/2027

      2,500       682  

3.885%, 08/15/2029

      30,830       8,429  

3.882%, 03/10/2022

      4,459       1,135  

3.828%, 07/05/2034

      28,209       7,465  

3.800%, 08/17/2023

      30,074       7,829  

3.795%, 09/30/2022

      3,200       823  

3.757%, 04/20/2023

      13,915       3,601  

3.757%, 05/22/2040

      650       170  

3.733%, 06/15/2028

      12,719       3,443  

3.620%, 11/30/2021

      18,334       4,632  

3.502%, 05/31/2027

      7,185       1,902  

3.480%, 03/15/2023

      5,870       1,509  

3.478%, 06/14/2024

      6,160       1,606  

3.418%, 08/15/2022

      10,450       2,663  

2.632%, 04/15/2031

      3,759       930  

Malaysia Government Investment Issue

     

4.369%, 10/31/2028

      1,200       334  

4.119%, 11/30/2034

      5,564       1,504  
 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

 

 

7

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Emerging Markets Debt Fund (Continued)

    

 

       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

4.070%, 09/30/2026

  MYR     6,500         $ 1,761  

Malaysia Sukuk Global

     

3.179%, 04/27/2026

  $     1,276       1,426  

Petronas Capital MTN

     

4.550%, 04/21/2050 (A)

      563       751  

4.550%, 04/21/2050

      561       749  

3.500%, 04/21/2030 (A)

      2,200       2,525  
     

 

 

 

        88,457  
     

 

 

 

Mauritius — 0.0%

     

Liquid Telecommunications Financing

     

8.500%, 07/13/2022 (A)

      496       506  
     

 

 

 

Mexico — 8.6%

     

America Movil

     

7.125%, 12/09/2024

  MXN     18,110       959  

Axtel

     

6.375%, 11/14/2024 (A)

  $     713       740  

Banco Mercantil del
Norte (A)(G)

     

7.500%, VAR US Treas Yield Curve Rate T Note Const Mat 10 Yr+5.470%

      476       538  

6.750%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.967%

      609       659  

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       1,018  

3.800%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.000%, 08/11/2026

      844       846  

Banco Santander Mexico Institucion de Banca Multiple Grupo Financiero Santand

     

5.375%, 04/17/2025 (A)

      414       476  

Cemex (A)

     

7.375%, 06/05/2027

      572       651  

5.450%, 11/19/2029

      750       825  

Cometa Energia

     

6.375%, 04/24/2035 (A)

      865       1,005  

Comision Federal de Electricidad

     

7.350%, 11/25/2025

  MXN     39,785       1,944  

5.750%, 02/14/2042 (A)

  $     500       594  

4.750%, 02/23/2027 (A)

      458       520  

FEL Energy VI Sarl

     

5.750%, 12/01/2040 (A)

      465       495  

Grupo Televisa

     

6.625%, 01/15/2040

      616       862  

Industrias Penoles

     

5.650%, 09/12/2049 (A)

      359       466  

Mexican Bonos

     

8.000%, 11/07/2047

  MXN     72,028       4,266  

7.750%, 11/23/2034

      20,399       1,206  

7.750%, 11/13/2042

      127,983       7,398  

7.500%, 06/03/2027

      123,067       7,028  
       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

6.500%, 06/09/2022

  MXN     8,698         $ 449  

5.750%, 03/05/2026

      87,650       4,597  

Mexican Bonos, Ser M20

     

10.000%, 12/05/2024

      305,382       18,331  

8.500%, 05/31/2029

      53,765       3,289  

8.000%, 12/07/2023

      3,082       170  

7.750%, 05/29/2031

      147,488       8,697  

Mexican Bonos, Ser M30

     

8.500%, 11/18/2038

      150,711       9,377  

Mexican Udibonos

     

4.500%, 11/22/2035

      9,881       615  

Mexico City Airport Trust

     

5.500%, 07/31/2047 (A)

  $     715       753  

Mexico Government International Bond

     

5.000%, 04/27/2051

      1,632       2,032  

4.750%, 04/27/2032

      1,981       2,384  

3.771%, 05/24/2061

      3,170       3,302  

2.659%, 05/24/2031

      3,208       3,285  

Mexico Government International Bond MTN

     

5.750%, 10/12/2110

      1,706       2,267  

4.750%, 03/08/2044

      386       458  

Minera Mexico

     

4.500%, 01/26/2050 (A)

      627       725  

Petroleos Mexicanos

     

9.500%, 09/15/2027

      169       200  

7.690%, 01/23/2050

      450       454  

7.690%, 01/23/2050 (A)

      5,075       5,117  

7.470%, 11/12/2026

  MXN     175,079       7,308  

7.190%, 09/12/2024

      108,672       4,929  

6.950%, 01/28/2060

  $     418       393  

6.950%, 01/28/2060 (A)

      1,805       1,698  

6.950%, 01/28/2060

      1,752       1,648  

6.875%, 10/16/2025 (A)

      3,098       3,392  

6.840%, 01/23/2030

      3,342       3,498  

6.625%, 06/15/2035

      4,400       4,356  

6.500%, 01/23/2029 (A)

      785       814  

6.500%, 01/23/2029

      423       439  

6.490%, 01/23/2027 (A)

      62       65  

6.350%, 02/12/2048

      678       615  

6.350%, 02/12/2048 (A)

      430       390  

5.950%, 01/28/2031

      1,490       1,486  

5.950%, 01/28/2031 (A)

      1,701       1,697  

5.950%, 01/28/2031

      750       748  

5.625%, 01/23/2046

      253       217  

5.350%, 02/12/2028 (A)

      779       771  

Petroleos Mexicanos MTN

     

6.875%, 08/04/2026

      199       217  

6.750%, 09/21/2047

      553       518  

4.875%, 02/21/2028

  EUR     755       941  
     

 

 

 

        135,138  
     

 

 

 

 

 

 

8

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Emerging Markets Debt Fund (Continued)

    

 

       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

Mongolia — 0.3%

     

Development Bank of Mongolia

     

7.250%, 10/23/2023 (A)

  $     784         $ 841  

Mongolia Government International Bond

     

5.625%, 05/01/2023

      968       1,016  

5.125%, 04/07/2026

      381       408  

Mongolia Government International Bond MTN

     

8.750%, 03/09/2024

      1,951       2,263  

5.125%, 12/05/2022

      500       519  
     

 

 

 

        5,047  
     

 

 

 

Morocco — 0.2%

     

Morocco Government International Bond

     

5.500%, 12/11/2042

      438       546  

4.000%, 12/15/2050 (A)

      1,169       1,205  

3.000%, 12/15/2032 (A)

      933       948  

3.000%, 12/15/2032

      336       341  

2.375%, 12/15/2027 (A)

      745       748  
     

 

 

 

        3,788  
     

 

 

 

Mozambique — 0.2%

     

Mozambique International Bond

     

5.000%, 9.000%, 09/15/2023, 09/15/2031 (A)(C)

      3,120       2,856  
     

 

 

 

Namibia — 0.0%

     

Namibia International Bonds

     

5.250%, 10/29/2025

      379       407  
     

 

 

 

Netherlands — 0.1%

     

Minejesa Capital BV

     

4.625%, 08/10/2030 (A)

      208       224  

VEON Holdings BV

     

3.375%, 11/25/2027 (A)

      549       564  
     

 

 

 

        788  
     

 

 

 

Nigeria — 0.7%

     

IHS Netherlands Holdco

     

8.000%, 09/18/2027 (A)

      299       321  

Nigeria Government International Bond

     

9.248%, 01/21/2049

      322       378  

8.747%, 01/21/2031

      1,719       1,992  

8.747%, 01/21/2031 (A)

      535       620  

7.875%, 02/16/2032

      1,803       1,980  

7.696%, 02/23/2038 (A)

      601       641  

7.696%, 02/23/2038

      3,163       3,373  

7.143%, 02/23/2030

      682       735  

Nigeria Government International Bond MTN

     

6.500%, 11/28/2027 (A)

      929       1,000  

6.500%, 11/28/2027

      130       140  
     

 

 

 

        11,180  
     

 

 

 

       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

Oman — 0.8%

     

Oman Government International Bond

     

7.375%, 10/28/2032 (A)

  $     1,010           $ 1,115  

6.750%, 10/28/2027 (A)

      3,535       3,829  

6.750%, 01/17/2048 (A)

      1,059       1,048  

6.750%, 01/17/2048

      3,765       3,725  

4.750%, 06/15/2026

      900       899  

3.625%, 06/15/2021

      1,326       1,328  
     

 

 

 

        11,944  
     

 

 

 

Pakistan — 0.2%

     

Pakistan Government International Bond

     

8.250%, 09/30/2025

      1,000       1,099  

7.875%, 03/31/2036

      200       206  

6.875%, 12/05/2027

      656       684  

Third Pakistan International Sukuk

     

5.500%, 10/13/2021

      1,201       1,213  
     

 

 

 

        3,202  
     

 

 

 

Panama — 1.2%

     

Aeropuerto Internacional de Tocumen

     

6.000%, 11/18/2048 (A)(B)

      669       799  

5.625%, 05/18/2036

      555       645  

AES Panama Generation Holdings SRL

     

4.375%, 05/31/2030 (A)

      984       1,065  

Banco Nacional de Panama

     

2.500%, 08/11/2030 (A)

      791       791  

Cable Onda

     

4.500%, 01/30/2030 (A)

      208       229  

Empresa de Transmision Electrica

     

5.125%, 05/02/2049 (A)

      635       790  

Panama Government International Bond

     

4.500%, 04/16/2050

      1       1  

2.252%, 09/29/2032

      572       589  

Republic of Panama

     

9.375%, 04/01/2029

      804       1,252  

8.125%, 04/28/2034

      478       698  

4.500%, 04/01/2056

      3,880       4,996  

3.870%, 07/23/2060

      3,026       3,563  

3.750%, 03/16/2025

      1,330       1,471  

3.160%, 01/23/2030

      2,099       2,325  
     

 

 

 

        19,214  
     

 

 

 

Papua New Guinea — 0.2%

     

Papua New Guinea Government International Bond

     

8.375%, 10/04/2028 (A)

      2,882       2,922  

8.375%, 10/04/2028

      306       310  
     

 

 

 

        3,232  
     

 

 

 

Paraguay — 0.2%

     

Banco Continental SAECA

     

2.750%, 12/10/2025 (A)

      530       527  
 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

 

 

9

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Emerging Markets Debt Fund (Continued)

    

 

       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

Paraguay Government International Bond

     

6.100%, 08/11/2044

  $     1,010         $ 1,352  

5.400%, 03/30/2050

      571       722  

4.950%, 04/28/2031

      847       1,024  
     

 

 

 

        3,625  
     

 

 

 

Peru — 2.7%

     

Abengoa Transmision Sur

     

6.875%, 04/30/2043 (A)

      265       355  

Fondo MIVIVIENDA

     

7.000%, 02/14/2024 (A)

  PEN     3,704       1,173  

Inkia Energy

     

5.875%, 11/09/2027 (A)

  $     359       389  

Kallpa Generacion (A)

     

4.875%, 05/24/2026

      192       211  

4.125%, 08/16/2027

      1,197       1,288  

Peru Government Bond

     

5.350%, 08/12/2040

  PEN     708       203  

Peruvian Government International Bond

     

8.200%, 08/12/2026

      15       6  

8.200%, 08/12/2026

      3,397       1,275  

6.950%, 08/12/2031

      22,966       8,255  

6.950%, 08/12/2031

      154       55  

6.900%, 08/12/2037

      7,121       2,428  

6.850%, 02/12/2042

      613       207  

6.550%, 03/14/2037

  $     309       469  

6.350%, 08/12/2028

  PEN     346       122  

6.350%, 08/12/2028 (A)

      1,465       515  

6.350%, 08/12/2028

      1,570       551  

6.350%, 08/12/2028

      5,940       2,086  

6.150%, 08/12/2032

      21,790       7,323  

5.940%, 02/12/2029

      367       127  

5.700%, 08/12/2024 (A)

      4,932       1,594  

5.625%, 11/18/2050

  $     1,359       2,137  

5.400%, 08/12/2034

  PEN     4,002       1,220  

3.230%, 07/28/2121

  $     480       479  

2.783%, 01/23/2031

      3,251       3,565  

2.780%, 12/01/2060

      720       726  

Petroleos del Peru

     

5.625%, 06/19/2047

      1,993       2,439  

5.625%, 06/19/2047 (A)

      366       448  

4.750%, 06/19/2032

      1,843       2,125  

4.750%, 06/19/2032 (A)

      1,201       1,385  
     

 

 

 

        43,156  
     

 

 

 

Philippines — 0.4%

     

Philippine Government International Bond

     

3.900%, 11/26/2022

  PHP     45,000       953  

3.750%, 01/14/2029

  $     982       1,144  

2.950%, 05/05/2045

      530       558  

2.650%, 12/10/2045

      980       993  

2.457%, 05/05/2030

      915       986  
       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

1.648%, 06/10/2031

  $     1,450         $ 1,468  
     

 

 

 

        6,102  
     

 

 

 

Poland — 2.4%

     

Republic of Poland Government Bond

     

5.000%, 03/23/2022

      2,281       2,413  

3.250%, 07/25/2025

  PLN     6,568       1,989  

2.750%, 04/25/2028

      15,785       4,801  

2.750%, 10/25/2029

      33,588       10,290  

2.500%, 07/25/2026

      29,930       8,877  

2.500%, 07/25/2027

      9,645       2,879  

2.250%, 04/25/2022

      7,938       2,193  

1.250%, 10/25/2030

      14,863       4,002  
     

 

 

 

        37,444  
     

 

 

 

Qatar — 1.4%

     

Qatar Government International Bond

     

5.750%, 01/20/2042 (A)

  $     574       858  

5.103%, 04/23/2048 (A)

      782       1,099  

5.103%, 04/23/2048

      567       797  

4.817%, 03/14/2049 (A)

      1,573       2,146  

4.817%, 03/14/2049

      3,537       4,826  

4.400%, 04/16/2050 (A)

      662       863  

4.400%, 04/16/2050

      317       413  

4.000%, 03/14/2029

      1,334       1,581  

4.000%, 03/14/2029 (A)

      2,833       3,357  

3.750%, 04/16/2030  (A)

      4,523       5,323  

3.750%, 04/16/2030

      367       432  

3.400%, 04/16/2025

      654       721  
     

 

 

 

        22,416  
     

 

 

 

Romania — 2.5%

     

Government of Romania

     

5.850%, 04/26/2023

  RON     1,720       464  

Romania Government Bond

     

4.850%, 04/22/2026

      13,320       3,691  

4.750%, 10/11/2034

      870       247  

4.400%, 09/25/2023

      790       208  

4.150%, 01/26/2028

      9,880       2,677  

4.000%, 10/25/2023

      3,430       895  

3.700%, 11/25/2024

      1,740       455  

3.650%, 07/28/2025

      24,885       6,506  

3.650%, 09/24/2031

      5,510       1,432  

3.250%, 06/24/2026

      2,360       606  

Romanian Government International Bond

     

5.125%, 06/15/2048

  $     628       802  

5.000%, 02/12/2029

  RON     8,095       2,332  

4.500%, 06/17/2024

      8,245       2,199  

4.250%, 06/28/2023

      2,730       714  

4.000%, 02/14/2051 (A)

  $     1,742       1,892  

3.000%, 02/14/2031 (A)

      1,224       1,314  

Romanian Government International Bond MTN

     

4.625%, 04/03/2049

  EUR     1,248       2,060  
 

 

 

10

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Emerging Markets Debt Fund (Continued)

    

 

       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

4.625%, 04/03/2049 (A)

  EUR     1,154         $ 1,906  

4.125%, 03/11/2039

      1,639       2,506  

3.875%, 10/29/2035

      530       793  

3.375%, 02/08/2038 (A)

      241       339  

3.375%, 01/28/2050 (A)

      485       681  

3.375%, 01/28/2050

      1,660       2,331  

2.500%, 02/08/2030 (A)

      657       879  

2.124%, 07/16/2031

      158       205  

2.000%, 01/28/2032

      750       962  
     

 

 

 

        39,096  
     

 

 

 

Russia — 5.8%

     

Gazprom OAO Via Gaz Capital (A)

     

5.150%, 02/11/2026

  $     2,673       3,046  

4.950%, 02/06/2028

      640       733  

Gazprom PJSC via Gaz Finance

     

4.599%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.264% (A)(G)

      574       596  

Gtlk Europe Capital DAC

     

4.650%, 03/10/2027

      596       619  

GTLK Europe Capital DAC

     

4.949%, 02/18/2026

      968       1,016  

Rusal Capital DAC

     

5.125%, 02/02/2022

      860       860  

Russian Federal Bond - OFZ

     

8.500%, 09/17/2031

  RUB     176,982       2,871  

8.150%, 02/03/2027

      821,910       12,634  

7.950%, 10/07/2026

      451,825       6,859  

7.700%, 03/23/2033

      345,745       5,266  

7.700%, 03/16/2039

      54,617       843  

7.650%, 04/10/2030

      108,921       1,663  

7.250%, 05/10/2034

      514,569       7,569  

7.100%, 10/16/2024

      139,464       2,022  

7.050%, 01/19/2028

      953,320       13,923  

7.000%, 08/16/2023

      219,831       3,134  

6.900%, 05/23/2029

      295,094       4,285  

6.000%, 10/06/2027

      16,284       224  

Russian Federal Inflation Linked Bond

     

2.500%, 07/17/2030

      179,075       2,443  

Russian Foreign Bond - Eurobond

     

7.500%, 03/31/2030

  $     2       2  

5.875%, 09/16/2043

      3,600       5,193  

5.250%, 06/23/2047

      800       1,107  

5.100%, 03/28/2035

      4,800       6,067  

4.750%, 05/27/2026

      1,600       1,848  

4.375%, 03/21/2029

      4,200       4,898  

SCF Capital Designated Activity

     

5.375%, 06/16/2023 (A)

      529       564  

Vnesheconombank Via VEB Finance

     

6.800%, 11/22/2025

      580       697  
       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

6.800%, 11/22/2025 (A)

  $     150         $ 180  
     

 

 

 

        91,162  
     

 

 

 

Saudi Arabia — 1.7%

     

Acwa Power Management And Investments One

     

5.950%, 12/15/2039 (A)

      1,271       1,518  

Saudi Arabian Oil (A)

     

3.500%, 11/24/2070

      3,963       4,012  

1.625%, 11/24/2025

      1,500       1,537  

1.250%, 11/24/2023

      1,300       1,317  

Saudi Arabian Oil MTN

     

4.250%, 04/16/2039 (A)

      1,597       1,873  

4.250%, 04/16/2039

      2,150       2,521  

Saudi Government International Bond

     

5.250%, 01/16/2050

      680       926  

5.250%, 01/16/2050 (A)

      326       444  

4.375%, 04/16/2029 (A)

      639       759  

Saudi Government International Bond MTN

     

5.000%, 04/17/2049 (A)

      1,013       1,328  

5.000%, 04/17/2049

      803       1,052  

4.500%, 04/17/2030 (A)

      463       559  

4.500%, 10/26/2046

      580       703  

3.250%, 10/26/2026 (A)

      1,884       2,087  

3.250%, 10/22/2030

      1,625       1,792  

3.250%, 10/22/2030 (A)

      4,438       4,894  
     

 

 

 

        27,322  
     

 

 

 

Senegal — 0.1%

     

Senegal Government International Bond

     

6.750%, 03/13/2048

      260       286  

6.250%, 07/30/2024

      677       744  
     

 

 

 

        1,030  
     

 

 

 

Serbia — 0.8%

     

Republic of Serbia

     

7.250%, 09/28/2021

      200       209  

Serbia International Bond

     

3.125%, 05/15/2027

  EUR     320       439  

2.125%, 12/01/2030 (A)

  $     1,683       1,663  

2.125%, 12/01/2030

      517       511  

1.500%, 06/26/2029

  EUR     2,344       2,964  

Serbia Treasury Bonds

     

5.875%, 02/08/2028

  RSD     155,320       1,914  

4.500%, 01/11/2026

      211,800       2,410  

4.500%, 08/20/2032

      199,460       2,269  

3.750%, 01/17/2022

      28,610       305  
     

 

 

 

        12,684  
     

 

 

 

South Africa — 4.3%

     

Eskom Holdings SOC

     

7.125%, 02/11/2025

  $     1,430       1,460  

7.125%, 02/11/2025 (A)

      3,766       3,845  
 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

 

 

11

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Emerging Markets Debt Fund (Continued)

    

 

       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

Eskom Holdings SOC MTN

     

8.450%, 08/10/2028 (A)

  $     471         $ 519  

7.500%, 09/15/2033

  ZAR     35,200       1,785  

6.750%, 08/06/2023

  $     1,556       1,583  

6.750%, 08/06/2023 (A)

      1,329       1,352  

6.350%, 08/10/2028 (A)

      322       355  

Republic of South Africa

     

10.500%, 12/21/2026

  ZAR     105,982       8,537  

9.000%, 01/31/2040

      54,699       3,169  

8.875%, 02/28/2035

      41,899       2,507  

8.750%, 01/31/2044

      105,095       5,859  

8.750%, 02/28/2048

      175,265       9,813  

8.500%, 01/31/2037

      60,523       3,410  

8.250%, 03/31/2032

      47,906       2,936  

8.000%, 01/31/2030

      52,950       3,438  

7.750%, 02/28/2023

      5,181       376  

7.000%, 02/28/2031

      51,041       2,977  

6.500%, 02/28/2041

      16,423       731  

6.300%, 06/22/2048

  $     964       1,029  

6.250%, 03/31/2036

  ZAR     68,414       3,206  

5.875%, 09/16/2025

  $     790       904  

5.750%, 09/30/2049

      4,100       4,107  

5.650%, 09/27/2047

      386       385  

5.000%, 10/12/2046

      357       335  

4.850%, 09/27/2027

      420       454  

4.850%, 09/30/2029

      2,137       2,268  

SASOL Financing USA

     

5.875%, 03/27/2024

      442       469  

Transnet SOC MTN

     

9.500%, 05/13/2021 (A)

  ZAR     6,760       463  
     

 

 

 

        68,272  
     

 

 

 

South Korea — 0.2%

     

Export-Import Bank of Korea MTN

     

8.400%, 11/30/2021

  IDR     2,400,000       1,647  

7.250%, 12/07/2024

      700,000       54  

Korea International Bond

     

1.000%, 09/16/2030

  $     1,213       1,194  
     

 

 

 

        2,895  
     

 

 

 

Spain — 0.1%

     

AI Candelaria Spain SLU

     

7.500%, 12/15/2028 (A)

      975       1,133  
     

 

 

 

Sri Lanka — 0.7%

     

Sri Lanka Government International Bond

     

7.850%, 03/14/2029

      1,598       912  

7.550%, 03/28/2030

      3,079       1,747  

6.850%, 03/14/2024

      512       307  

6.850%, 11/03/2025

      1,339       794  

6.825%, 07/18/2026 (A)

      909       518  

6.825%, 07/18/2026

      500       285  

6.750%, 04/18/2028

      1,624       921  
       
Description         Face Amount
(Thousands)
 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

6.750%, 04/18/2028 (A)

  $     4,437         $ 2,515  

6.350%, 06/28/2024 (A)

      1,294       782  

6.250%, 07/27/2021

      857       737  

6.200%, 05/11/2027

      1,186       670  

5.875%, 07/25/2022 (A)

      308       211  

5.750%, 04/18/2023 (A)

      1,031       654  

5.750%, 04/18/2023

      64       41  
     

 

 

 

        11,094  
     

 

 

 

Supra-National — 0.4%

     

African Export-Import Bank MTN

     

3.994%, 09/21/2029 (A)

      363       388  

Banque Ouest Africaine de Developpement (A)

     

5.000%, 07/27/2027

      865       962  

4.700%, 10/22/2031

      683       738  

European Bank for Reconstruction & Development MTN

     

6.450%, 12/13/2022

  IDR     9,486,000       701  

Inter-American Development Bank MTN

     

7.875%, 03/14/2023

      44,650,000       3,410  

International Bank for Reconstruction & Development MTN

     

7.450%, 08/20/2021

      10,914,700       793  
     

 

 

 

        6,992  
     

 

 

 

Tanzania — 0.0%

     

AngloGold Ashanti Holdings

     

3.750%, 10/01/2030

  $     229       246  
     

 

 

 

Thailand — 2.7%

     

Thailand Government Bond

     

5.670%, 03/13/2028

  THB     3,000       133  

3.775%, 06/25/2032

      210,074       8,850  

3.650%, 06/20/2031

      78,000       3,215  

3.625%, 06/16/2023

      30,000       1,080  

3.400%, 06/17/2036

      216,743       9,016  

3.300%, 06/17/2038

      114,072       4,728  

2.875%, 12/17/2028

      85,796       3,259  

2.875%, 06/17/2046

      3,431       137  

2.400%, 12/17/2023

      88,000       3,104  

2.125%, 12/17/2026

      15,000       541  

1.875%, 06/17/2022

      20,000       682  

1.600%, 12/17/2029

      57,719       1,999  

1.600%, 06/17/2035

      27,023       916  

1.585%, 12/17/2035

      47,515       1,616  

1.450%, 12/17/2024

      85,200       2,943  

1.250%, 03/12/2028

      405       14  

0.950%, 06/17/2025

      31,000       1,051  
     

 

 

 

        43,284  
     

 

 

 

 

 

 

12

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Emerging Markets Debt Fund (Continued)

    

 

       
Description       

Face Amount

(Thousands)

 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

Trinidad & Tobago — 0.1%

     

Trinidad & Tobago Government International Bond

     

4.375%, 01/16/2024

  $     1,287         $ 1,367  
     

 

 

 

Tunisia — 0.2%

     

Banque Centrale de Tunisie

     

8.250%, 09/19/2027

      337       320  

Banque Centrale de Tunisie International Bond

     

6.375%, 07/15/2026

  EUR     1,630       1,811  

5.625%, 02/17/2024

      250       282  
     

 

 

 

        2,413  
     

 

 

 

Turkey — 2.4%

     

Export Credit Bank of Turkey (A)

     

6.125%, 05/03/2024

  $     247       253  

5.375%, 10/24/2023

      1,033       1,041  

5.000%, 09/23/2021

      538       541  

Export Credit Bank of Turkey MTN

     

5.375%, 02/08/2021 (A)

      896       898  

Hazine Mustesarligi Varlik Kiralama

     

5.800%, 02/21/2022 (A)(B)

      2,770       2,824  

QNB Finansbank

     

6.875%, 09/07/2024 (A)

      613       668  

Republic of Turkey

     

4.875%, 04/16/2043

      1,197       1,046  

TC Ziraat Bankasi MTN

     

5.125%, 05/03/2022 (A)

      1,063       1,068  

Turkey Government International Bond

     

16.200%, 06/14/2023

  TRY     11,584       1,631  

12.200%, 01/18/2023

      6,050       789  

11.000%, 03/02/2022

      3,700       477  

10.700%, 08/17/2022

      21,356       2,713  

10.600%, 02/11/2026

      13,916       1,751  

10.500%, 08/11/2027

      10,883       1,336  

7.250%, 12/23/2023

  $     1,376       1,503  

6.875%, 03/17/2036

      2,482       2,701  

6.375%, 10/14/2025

      200       216  

6.350%, 08/10/2024

      294       315  

6.125%, 10/24/2028

      1,455       1,551  

6.000%, 03/25/2027

      597       633  

6.000%, 01/14/2041

      308       303  

5.950%, 01/15/2031

      3,226       3,363  

5.750%, 03/22/2024

      200       210  

5.750%, 05/11/2047

      883       837  

5.125%, 03/25/2022

      2,586       2,648  

5.125%, 02/17/2028

      442       447  

4.875%, 10/09/2026

      1,017       1,028  

3.000%, 08/02/2023

  TRY     11,705       1,598  

Turkiye Garanti Bankasi

     

6.125%, VAR USD Swap Semi 30/360 5 Yr Curr+4.220%, 05/24/2027 (A)

  $     656       645  
       
Description       

Face Amount

(Thousands)

 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

Turkiye Sise ve Cam Fabrikalari

     

6.950%, 03/14/2026 (A)

  $     500         $ 555  

Turkiye Vakiflar Bankasi TAO

     

6.500%, 01/08/2026 (A)

      379       388  

Ulker Biskuvi Sanayi

     

6.950%, 10/30/2025 (A)

      871       941  

Yapi ve Kredi Bankasi MTN

     

5.850%, 06/21/2024 (A)

      429       438  
     

 

 

 

        37,356  
     

 

 

 

Ukraine — 2.2%

     

Government of Ukraine

     

7.750%, 09/01/2023

      376       413  

NAK Naftogaz Ukraine via Kondor Finance

     

7.625%, 11/08/2026 (A)

      990       1,022  

7.125%, 07/19/2024

  EUR     720       916  

Ukraine Government International Bond

     

17.000%, 05/11/2022

  UAH     71,848       2,690  

16.000%, 08/11/2021

      148,624       5,388  

15.840%, 02/26/2025

      66,553       2,596  

15.700%, 01/20/2021 (A)

      48,000       1,697  

9.750%, 11/01/2028

  $     897       1,104  

9.750%, 11/01/2028 (A)

      375       461  

8.994%, 02/01/2024

      1,128       1,276  

7.750%, 09/01/2021

      2,047       2,120  

7.750%, 09/01/2022

      688       736  

7.750%, 09/01/2024 (A)

      245       272  

7.750%, 09/01/2025

      1,058       1,185  

7.750%, 09/01/2026

      2,453       2,766  

7.750%, 09/01/2026 (A)

      45       51  

7.750%, 09/01/2027 (A)

      223       253  

7.750%, 09/01/2027

      1,030       1,168  

7.375%, 09/25/2032

      2,536       2,786  

7.253%, 03/15/2033 (A)

      1,087       1,185  

6.750%, 06/20/2026

  EUR     1,299       1,749  

4.375%, 01/27/2030 (A)

      961       1,123  

3.000%, 05/31/2040 (A)(F)

  $     2,206       2,269  
     

 

 

 

        35,226  
     

 

 

 

United Arab Emirates — 1.4%

     

Abu Dhabi Crude Oil Pipeline

     

4.600%, 11/02/2047 (A)

      3,268       4,059  

4.600%, 11/02/2047

      330       410  

3.650%, 11/02/2029 (A)

      537       619  

Abu Dhabi Government International Bond (A)

     

4.125%, 10/11/2047

      824       1,035  

3.125%, 09/30/2049

      1,436       1,537  

Abu Dhabi Government International Bond MTN

     

3.875%, 04/16/2050

      460       561  

3.125%, 04/16/2030

      300       339  

2.700%, 09/02/2070

      681       635  
 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

 

 

13

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Emerging Markets Debt Fund (Continued)

    

 

       
Description       

Face Amount

(Thousands)

 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

2.500%, 04/16/2025 (A)

  $     1,933         $ 2,065  

DP World MTN (A)

     

6.850%, 07/02/2037

      421       577  

5.625%, 09/25/2048

      1,009       1,285  

4.700%, 09/30/2049

      134       154  

DP World Salaam

     

6.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+5.750% (G)

      200       217  

Emirate of Dubai Government International Bonds MTN

     

5.250%, 01/30/2043

      490       575  

Finance Department Government of Sharjah MTN

     

4.000%, 07/28/2050 (A)

      1,749       1,777  

Galaxy Pipeline Assets Bidco (A)

     

3.250%, 09/30/2040

      1,222       1,289  

2.625%, 03/31/2036

      1,630       1,691  

MDC-GMTN BV MTN

     

4.500%, 11/07/2028 (A)

      1,346       1,615  

MDGH - GMTN BV MTN

     

3.950%, 05/21/2050

      200       239  

3.700%, 11/07/2049 (A)

      711       813  

Sharjah Sukuk Program MTN

     

3.854%, 04/03/2026

      359       390  
     

 

 

 

        21,882  
     

 

 

 

United Kingdom — 0.3%

     

Standard Chartered Bank MTN (A)

     

8.375%, 10/18/2039

  IDR     20,797,000       1,747  

8.250%, 05/18/2029

      40,930,000       3,352  
     

 

 

 

        5,099  
     

 

 

 

United States — 0.3%

     

JPMorgan Chase Bank MTN

     

7.000%, 09/18/2030 (A)(F)

      7,637,000       4,441  
     

 

 

 

Uruguay — 0.7%

     

Republic of Uruguay

     

5.100%, 06/18/2050

  $     535       748  

4.375%, 12/15/2028

  UYU     9,162       248  

Uruguay Government International Bond

     

9.875%, 06/20/2022

      42,797       1,048  

4.975%, 04/20/2055

  $     661       917  

4.375%, 10/27/2027

      2,310       2,732  

4.375%, 01/23/2031

      4,639       5,688  
     

 

 

 

        11,381  
     

 

 

 

Uzbekistan — 0.1%

     

Republic of Uzbekistan Bond MTN

     

5.375%, 02/20/2029

      583       678  

4.750%, 02/20/2024

      232       251  

3.700%, 11/25/2030 (A)

      729       768  
       
Description       

Face Amount

(Thousands)

 

Market Value

    ($ Thousands)

GLOBAL BONDS (continued)

     

3.700%, 11/25/2030

  $     232         $ 244  
     

 

 

 

        1,941  
     

 

 

 

Venezuela — 0.2%

     

Petroleos de Venezuela

     

9.750%, 05/17/2035 (D)

      1,000       34  

9.000%, 11/17/2021 (B)(D)

      4,300       150  

6.000%, 05/16/2024 (D)(H)

      10,192       357  

6.000%, 05/16/2024 (D)

      7,785       272  

6.000%, 11/15/2026 (D)(H)

      13,215       462  

5.500%, 04/12/2037 (D)

      1,740       59  

5.375%, 04/12/2027 (D)

      4,563       160  

Venezuela Government International Bond

     

9.250%, 09/15/2027 (D)

      2,300       213  

9.250%, 05/07/2028 (D)

      2,941       271  

8.250%, 10/13/2024 (D)

      3,304       304  

7.750%, 10/13/2019 (D)

      3,976       366  
     

 

 

 

        2,648  
     

 

 

 

Vietnam — 0.0%

     

Mong Duong Finance Holdings BV

     

5.125%, 05/07/2029 (A)

      684       717  
     

 

 

 

Zambia — 0.1%

     

First Quantum Minerals (A)

     

7.500%, 04/01/2025

      404       421  

6.875%, 03/01/2026

      403       420  

Zambia Government International Bond

     

5.375%, 09/20/2022 (D)

      1,053       544  
     

 

 

 

        1,385  
     

 

 

 

Total Global Bonds (Cost $1,445,258) ($ Thousands)

        1,502,035  
     

 

 

 

U.S. TREASURY OBLIGATION — 0.3%

 

 

U.S. Treasury Bills

     

0.109%, 05/20/2021 (E)

      5,481       5,479  
     

 

 

 

Total U.S. Treasury Obligation (Cost $5,479) ($ Thousands)

        5,479  
     

 

 

 

 

 

 

14

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Emerging Markets Debt Fund (Continued)

    

 

       
Description        Shares   Market Value
    ($ Thousands)

AFFILIATED PARTNERSHIP — 0.8%

 

 

SEI Liquidity Fund, L.P.

     

0.080% **(I)

      12,891,804         $ 12,895  
     

 

 

 

Total Affiliated Partnership
(Cost $12,893) ($ Thousands)

        12,895  
     

 

 

 

Total Investments in Securities — 96.4%
(Cost $1,463,630) ($ Thousands)

      $ 1,520,409  
     

 

 

 

 

 

A list of the open futures contracts held by the Fund at December 31, 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

     (74)        Mar-2021        $ (15,754     $ (16,084     $ (70

Euro-Buxl

     (24)        Mar-2021        (6,420     (6,614     (88

Korea 10-Year Bond

     (14)        Mar-2021        (1,679     (1,673     8  

R186 Bond Future

     1,632        Feb-2021        11,739       13,281       309  

R2030 Bond Future

     362        Feb-2021        2,023       2,349       105  

R2032 Bond Future

     812        Feb-2021        4,369       5,132       283  

R2035 Bond Future

     976        Feb-2021        5,153       6,089       366  

R2037 Bond Future

     676        Feb-2021        3,200       3,812       257  

R2040 Bond Future

     379        Feb-2021        1,828       2,194       163  

R213 Bond Future

     837        Feb-2021        4,319       5,052       260  

U.S. 10-Year Treasury Note

     91        Mar-2021        12,562       12,565       3  

U.S. Long Treasury Bond

     (12)        Mar-2021        (2,097     (2,078     19  

U.S. Ultra Long Treasury Bond

     28        Mar-2021        6,089       5,980       (109
        

 

 

 

 

 

 

 

 

 

 

 

           $ 25,332       $ 30,005       $ 1,506  
        

 

 

 

 

 

 

 

 

 

 

 

A list of the open forward foreign currency contracts held by the Fund at December 31, 2020, is as follows:

 

Counterparty    Settlement Date                Currency to Deliver
(Thousands)
               Currency to Receive
(Thousands)
    

Unrealized

Appreciation
                         (Depreciation)
(Thousands)

Barclays PLC

     02/03/21      USD      5,119      TRY      41,037      $ 352  

Citigroup

     03/22/21      USD      416      EUR      341        2  

Citigroup

     01/05/21 - 03/22/21      USD      970      EUR      790        (3

Citigroup

     01/05/21 - 03/02/21      USD      1,022      BRL      5,491        35  

Citigroup

     03/12/21      USD      1,719      BRL      8,851        (17

Citigroup

     03/22/21      EUR      225      USD      277        2  

Citigroup

     01/05/21 - 03/22/21      EUR      16,963      USD      20,558        (226

Citigroup

     01/11/21      EUR      229      CZK      6,002        (1

Citigroup

     01/11/21      CZK      6,046      EUR      230         

Citigroup

     01/15/21      USD      2,695      KRW      2,941,854        12  

Citigroup

     03/17/21      USD      8,031      KRW      8,729,559        (2

Citigroup

     01/20/21 - 03/17/21      HUF      801,144      EUR      2,252        53  

Citigroup

     01/25/21 - 03/17/21      USD      17,135      CNY      113,093        190  

Citigroup

     01/25/21      USD      3,277      CNY      21,315        (11

Citigroup

     01/27/21 - 05/20/21      EGP      60,061      USD      3,656        (66

Citigroup

     01/28/21 - 02/04/21      USD      3,928      NGN      1,559,130        (73

Citigroup

     01/28/21 - 02/05/21      UAH      322,748      USD      11,027        (3,850

Citigroup

     01/28/21      NGN      547,260      USD      1,289        (67

Citigroup

     01/29/21      USD      2,472      SGD      3,286        14  

Citigroup

     02/03/21 - 03/17/21      USD      6,967      TRY      56,353        442  

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

 

 

15

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Emerging Markets Debt Fund (Continued)

    

 

Counterparty    Settlement Date                Currency to Deliver
(Thousands)
               Currency to Receive
(Thousands)
    

Unrealized

Appreciation
                         (Depreciation)
(Thousands)

Citigroup

     02/05/21 - 03/17/21      USD      2,091      ZAR      33,004      $ 143  

Citigroup

     02/05/21      USD      4,104      MXN      84,391        116  

Citigroup

     03/17/21      USD      966      MXN      19,340        (3

Citigroup

     02/05/21      ZAR      29,257      USD      1,835        (148

Citigroup

     02/05/21 - 03/17/21      MXN      57,389      USD      2,812        (53

Citigroup

     02/24/21      IDR      13,502,073      USD      944        (23

Citigroup

     02/26/21 - 03/05/21      EUR      3,925      PLN      17,494        (108

Citigroup

     03/02/21      BRL      5,635      USD      993        (91

Citigroup

     03/05/21 - 03/08/21      TRY      39,042      USD      4,820        (322

Citigroup

     03/12/21      USD      1,666      INR      124,042        21  

Citigroup

     03/12/21      USD      1,708      PLN      6,273        (22

Citigroup

     03/12/21 - 03/17/21      USD      11,778      CZK      254,954        115  

Citigroup

     03/17/21      EUR      199      HUF      72,453         

Citigroup

     03/17/21      USD      2,306      IDR      32,819,626        41  

Citigroup

     03/17/21      USD      5,275      RUB      392,949        (4

Citigroup

     03/17/21      SGD      15,817      USD      11,834        (138

Citigroup

     03/17/21      RON      19,610      USD      4,848        (70

Citigroup

     03/17/21      PHP      357,250      USD      7,386        (41

Citigroup

     03/17/21      COP      45,871,851      USD      13,244        (157

Citigroup

     03/22/21      JPY      248,714      USD      2,393        (19

Goldman Sachs

     01/05/21      USD      1,089      EUR      896        8  

Goldman Sachs

     01/05/21 - 03/17/21      EUR      7,317      USD      8,816        (146

Goldman Sachs

     01/11/21      EUR      2,204      CZK      58,145        13  

Goldman Sachs

     03/22/21      EUR      1,132      CZK      29,585        (7

Goldman Sachs

     01/11/21      CZK      12,090      EUR      461        1  

Goldman Sachs

     01/20/21      EUR      2,175      HUF      784,919        (13

Goldman Sachs

     01/21/21      EGP      41,916      USD      2,501        (158

Goldman Sachs

     03/02/21      USD      4,366      BRL      23,416        138  

Goldman Sachs

     02/02/21 - 03/02/21      USD      8,612      BRL      44,477        (53

Goldman Sachs

     02/03/21      USD      1,049      IDR      14,873,226        18  

Goldman Sachs

     02/03/21      IDR      15,787,485      USD      1,089        (43

Goldman Sachs

     02/04/21      USD      301      NGN      121,443        (2

Goldman Sachs

     02/05/21 - 03/17/21      USD      13,429      MXN      276,557        364  

Goldman Sachs

     02/05/21      MXN      3,571      USD      179        1  

Goldman Sachs

     02/05/21      MXN      32,163      USD      1,548        (60

Goldman Sachs

     02/18/21      USD      2,258      CNY      14,908        26  

Goldman Sachs

     03/02/21      BRL      15,291      USD      2,951        10  

Goldman Sachs

     03/08/21      USD      663      TRY      5,150        14  

Goldman Sachs

     03/17/21      USD      3,828      THB      114,898        9  

Goldman Sachs

     03/17/21      PEN      4,685      USD      1,300        3  

Goldman Sachs

     03/17/21      USD      18,727      PLN      68,426        (340

Goldman Sachs

     03/17/21      HUF      400,022      EUR      1,125        28  

Goldman Sachs

     03/17/21      COP      26,183,669      USD      7,540        (109

Goldman Sachs

     04/16/21      USD      672      RUB      50,617        5  

Goldman Sachs

     04/16/21      USD      2,493      PEN      8,966        (11

Goldman Sachs

     04/16/21      RUB      213,892      USD      2,876        15  

JPMorgan Chase Bank

     01/05/21      USD      3,406      EUR      2,803        23  

JPMorgan Chase Bank

     01/08/21 - 02/18/21      USD      10,310      CNY      67,837        72  

JPMorgan Chase Bank

     01/12/21 - 01/20/21      PEN      9,680      USD      2,703        26  

JPMorgan Chase Bank

     01/11/21      PEN      1,936      USD      534        (2

 

 

16

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Emerging Markets Debt Fund (Continued)

    

 

Counterparty    Settlement Date                Currency to Deliver
(Thousands)
               Currency to Receive
(Thousands)
   

Unrealized

Appreciation
                         (Depreciation)
(Thousands)

JPMorgan Chase Bank

     01/12/21      USD      4,885      CNY      32,295     $ 57  

JPMorgan Chase Bank

     01/12/21 - 03/17/21      USD      7,124      CLP      5,364,942       430  

JPMorgan Chase Bank

     01/19/21      BRL      1,912      USD      380       12  

JPMorgan Chase Bank

     01/12/21      BRL      23,246      USD      4,355       (120

JPMorgan Chase Bank

     01/12/21 - 01/25/21      IDR      278,583,629      USD      19,565       (332

JPMorgan Chase Bank

     01/19/21      USD      186      PEN      668       (1

JPMorgan Chase Bank

     01/19/21      USD      513      PHP      24,673       1  

JPMorgan Chase Bank

     01/19/21      USD      942      RUB      68,933       (12

JPMorgan Chase Bank

     01/19/21      USD      1,695      THB      50,939       5  

JPMorgan Chase Bank

     01/19/21      USD      6,098      BRL      32,886       233  

JPMorgan Chase Bank

     01/20/21      USD      1,384      BRL      7,059       (25

JPMorgan Chase Bank

     01/19/21      MYR      13,215      USD      3,259       (33

JPMorgan Chase Bank

     01/19/21      CLP      1,915,492      USD      2,620       (77

JPMorgan Chase Bank

     01/20/21      USD      3,451      KRW      3,767,159       16  

JPMorgan Chase Bank

     01/20/21 - 02/17/21      ZAR      163,936      USD      9,823       (1,312

JPMorgan Chase Bank

     01/20/21      RUB      198,112      USD      2,683       10  

JPMorgan Chase Bank

     01/20/21      COP      3,859,180      USD      1,128       (1

JPMorgan Chase Bank

     01/21/21      USD      2,377      KRW      2,594,832       11  

JPMorgan Chase Bank

     03/12/21      USD      1,819      KRW      1,971,690       (5

JPMorgan Chase Bank

     01/26/21      USD      41      IDR      586,785       1  

JPMorgan Chase Bank

     02/02/21      USD      4,389      BRL      23,714       175  

JPMorgan Chase Bank

     02/03/21      EUR      2,911      USD      3,577       12  

JPMorgan Chase Bank

     02/03/21 - 02/24/21      IDR      62,600,984      USD      4,362       (128

JPMorgan Chase Bank

     02/05/21      AUD      3,344      USD      2,367       (214

JPMorgan Chase Bank

     02/05/21 - 02/17/21      USD      6,276      ZAR      98,857       419  

JPMorgan Chase Bank

     02/05/21 - 02/18/21      MXN      124,386      USD      6,032       (182

JPMorgan Chase Bank

     02/18/21      USD      4,859      RON      20,097       187  

JPMorgan Chase Bank

     02/18/21      USD      6,578      PLN      24,956       127  

JPMorgan Chase Bank

     02/18/21 - 03/17/21      USD      10,569      MXN      213,772       82  

JPMorgan Chase Bank

     02/18/21      PLN      1,274      USD      351       9  

JPMorgan Chase Bank

     02/18/21      PLN      14,571      USD      3,849       (66

JPMorgan Chase Bank

     02/24/21      USD      671      IDR      9,562,651       14  

JPMorgan Chase Bank

     02/26/21      USD      689      UAH      19,981       254  

JPMorgan Chase Bank

     03/09/21 - 03/30/21      EUR      5,895      RON      28,927       27  

JPMorgan Chase Bank

     03/15/21      USD      369      THB      11,044       (1

JPMorgan Chase Bank

     03/15/21      THB      26,713      USD      886       (6

JPMorgan Chase Bank

     03/17/21      USD      114      CZK      2,461       2  

JPMorgan Chase Bank

     03/17/21      USD      4,386      HUF      1,283,476       (54

JPMorgan Chase Bank

     03/17/21      USD      8,596      TRY      69,668       532  

JPMorgan Chase Bank

     03/25/21      USD      619      KZT      262,750       (4

JPMorgan Chase Bank

     04/16/21      RUB      50,674      USD      671       (7

Merrill Lynch

     03/02/21      USD      3,138      BRL      16,869       106  

Morgan Stanley

     01/05/21      EUR      790      USD      959       (7

Morgan Stanley

     01/11/21      CZK      43,077      EUR      1,602       (47

Morgan Stanley

     01/20/21      EUR      506      HUF      181,841       (5

Morgan Stanley

     02/05/21      ZAR      55,782      USD      3,457       (325

Morgan Stanley

     02/26/21 - 03/05/21      EUR      4,251      PLN      19,060       (85

Morgan Stanley

     03/02/21      USD      2,400      BRL      13,007       101  

Morgan Stanley

     03/08/21      USD      643      TRY      5,193       41  

Morgan Stanley

     03/17/21      USD      5,832      CLP      4,345,613       292  

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

 

 

17

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Emerging Markets Debt Fund (Continued)

    

 

Counterparty    Settlement Date                Currency to Deliver
(Thousands)
               Currency to Receive
(Thousands)
    

Unrealized

Appreciation
                       (Depreciation)
(Thousands)

Standard Bank

     01/04/21      USD      2,454      SGD      3,286      $ 32  

Standard Bank

     01/05/21      USD      1,293      EUR      1,087        37  

Standard Bank

     01/05/21 - 02/03/21      EUR      15,772      USD      18,919        (380

Standard Bank

     01/28/21 - 02/04/21      NGN      1,133,314      USD      2,680        (118

Standard Bank

     02/05/21      USD      1,194      AUD      1,671        96  

Standard Bank

     02/05/21 - 03/17/21      USD      17,780      ZAR      269,845        438  

Standard Bank

     02/09/21 - 03/17/21      USD      14,979      CNY      99,285        229  

Standard Bank

     02/09/21      TWD      275,852      USD      9,794        (84

Standard Bank

     02/17/21 - 03/03/21      GHS      16,972      USD      2,746        (114

Standard Bank

     03/17/21      USD      658      HUF      194,145        (2

Standard Bank

     03/17/21      USD      3,224      MYR      13,136        60  

Standard Chartered

     01/05/21      BRL      4,216      USD      787        (24

Standard Chartered

     01/05/21      USD      6,121      BRL      33,519        332  

Standard Chartered

     01/05/21      USD      673      BRL      3,456        (8

Standard Chartered

     01/13/21      USD      2,457      INR      181,373        24  

Standard Chartered

     01/19/21 - 02/18/21      USD      5,338      CNY      34,988        20  

Standard Chartered

     02/24/21      IDR      13,147,267      USD      922        (19

Standard Chartered

     03/12/21      USD      1,700      CLP      1,266,028        85  

Standard Chartered

     03/15/21      PHP      17,839      USD      369        (2

Standard Chartered

     03/17/21      EUR      2,055      HUF      742,471        (11

State Street

     01/05/21 - 02/03/21      EUR      7,122      USD      8,457        (260

State Street

     02/05/21      USD      1,194      AUD      1,673        97  

State Street

     02/05/21      USD      2,578      MXN      54,798        163  

State Street

     02/05/21      USD      540      MXN      10,766        (1

State Street

     02/05/21      MXN      12,347      USD      621        3  

State Street

     02/05/21      MXN      6,675      USD      331        (3

State Street

     03/02/21      USD      884      BRL      4,757        31  

State Street

     03/25/21      USD      350      INR      148,597        (2

State Street

     04/16/21      USD      8,352      RUB      629,013        60  
                 

 

 

 

                     $ (3,361
                 

 

 

 

A list of open OTC swap agreements held by the Fund at December 31, 2020, are as follows:

 

Interest Rate Swaps  
Counterparty   Fund Pays   Fund Receives   Payment
Frequency
  Termination
Date
  Currency  

Notional
Amount

(Thousands)

   

Value

(Thousands)

   

Upfront
Payments

(Thousands)

    Net Unrealized
Appreciation
(Depreciation)
(Thousands)
 

Goldman Sachs

  1-DAY BRL - CETIP   12.725%   Annually   01/05/2021   BRL     10,608     $ 776     $     $ 776  

JPMorgan Chase

  1-DAY BRL - CETIP   9.61%   Annually   01/05/2021   BRL     4,626       150             150  

JPMorgan Chase

  1-DAY BRL - CETIP   10.89%   Annually   01/05/2021   BRL     170       7             7  

JPMorgan Chase

  1-DAY BRL - CETIP   10.04%   Annually   01/05/2021   BRL     3,557       129             129  

JPMorgan Chase

  1-DAY BRL - CETIP   9.275%   Annually   01/05/2021   BRL     5,815       171             171  

JPMorgan Chase

  1-DAY BRL - CETIP   8.87%   Annually   01/05/2021   BRL     8,089       213             213  

Goldman Sachs

  28-DAY MXN – TIIE   5.37%   Monthly   03/17/2021   MXN     46,500       4             4  

Goldman Sachs

  3-MONTH MosPrime Rate - RUB   7.515%   Annually   06/10/2021   RUB     1,020,770       375             375  

JPMorgan Chase

  1.3775%   6-MONTH HUF -BUBOR   Semi-Annually   06/17/2021   HUF     654,998       (23           (23

Goldman Sachs

  6-MONTH PLN - WIBOR   2.208%   Annually   11/16/2021   PLN     6,842       37             37  

Citibank

  6-MONTH PLN - WIBOR   2.431%   Annually   12/14/2021   PLN     11,000       67             67  

Goldman Sachs

  3-MONTH MosPrime Rate - RUB   6.29%   Annually   12/14/2021   RUB     535,000       183             183  

Goldman Sachs

  6-MONTH HUF - BUBOR 1-DAY-CLP - Sinacofi Chile   1.265%   Semi-Annually   01/10/2022   HUF     1,537,322       (93           (93

JPMorgan Chase

  Interbank Rate Avg   3.430%   Semi-Annually   05/10/2022   CLP     420,527       27             27  

Goldman Sachs

  28-DAY MXN - TIIE   5.900%   Monthly   09/12/2022   MXN     75,956       103             103  

 

 

18

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Emerging Markets Debt Fund (Continued)

    

 

Counterparty   Fund Pays   Fund Receives   Payment
Frequency
  Termination
Date
  Currency  

Notional
Amount

(Thousands)

 

Value

(Thousands)  

   

Upfront
Payments

(Thousands)  

    Net Unrealized
Appreciation
(Depreciation)
(Thousands)  
 

Goldman Sachs

  6-MONTH HUF - BUBOR   0.8385%   Annually   09/21/2022   HUF   628,335   $ 9       $ –       $ 9    

Goldman Sachs

  1-DAY BRL - CETIP   11.985%   Annually   01/02/2023   BRL   3,000     340         –         340    

Goldman Sachs

  1-DAY BRL - CETIP   10.04%   Annually   01/03/2023   BRL   5,012     444         –         444    

Goldman Sachs

  3-MONTH MosPrime Rate -
RUB
  7.072%   Annually   04/02/2023   RUB   715,570     334         –         334    

Goldman Sachs

  28-DAY MXN - TIIE   6.355%   Monthly   05/21/2025   MXN   23,145     81         –         81    

Citibank

  .953%   3-MONTH MYR - KLIBOR   Quarterly   08/18/2025   MYR   11,000     33         –         33    

JPMorgan Chase

  3-MONTH MYR KLIBOR   2.12%   Quarterly   11/12/2025   MYR   11,200     13         –         13    

Goldman Sachs

  28-DAY MXN - TIIE   6.205%   Monthly   12/08/2025   MXN   16,624     56         –         56    

Goldman Sachs

  28-DAY MXN - TIIE   6.165%   Monthly   03/05/2026   MXN   47,200     157         –         157    

JPMorgan Chase

  28-DAY MXN - TIIE   6.13%   Monthly   06/18/2026   MXN   40,000     132         –         132    

Goldman Sachs

  28-DAY MXN - TIIE   6.381%   Monthly   09/16/2026   MXN   26,000     103         –         103    
             

 

 

   

 

 

   

 

 

 
               $ 3,828        $ –        $ 3,828    
             

 

 

   

 

 

   

 

 

 

 

 
Cross Currency Swaps  
Counterparty    Fund Pays    Fund Receives    Payment
Frequency
   Termination
Date
   Currency    Notional
Amount
(Thousands)
   Value
(Thousands)
   Upfront
Payment
(Thousands)
   Net Unrealized
Appreciation
(Thousands)

JPMorgan Chase

   12.97%    3-MONTH USD LIBOR    Quarterly    04/07/2026    TRY    2,227      $ 33        $        $ 33  
                    

 

 

 

  

 

 

 

  

 

 

 

                       $ 33        $        $ 33  
                    

 

 

 

  

 

 

 

  

 

 

 

A list of open centrally cleared swap agreements held by the Fund at December 31, 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.34.V1

   Buy    1.00%   Quarterly    12/20/2025    10,731      $ 257        $ 684      $ (427
                

 

 

 

  

 

 

 

  

 

 

 

                   $ 257        $ 684      $ (427
                

 

 

 

  

 

 

 

  

 

 

 

 

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        $ (19      $        $ (19

2.969%

  6-MONTH HUF -
BUBOR
  Semi-Annually   02/08/2029   HUF     200,000       (42           (42

28-DAY MXN - TIIE

  7.51%   Monthly   04/20/2027   MXN     8,110       59             59  

28-DAY MXN - TIIE

  7.72%   Monthly   12/03/2026   MXN     8,000       61             61  

D CHINA FIXING REPO

  .775%   Quarterly   12/11/2025   CNY        

RATES(CNRR07)

            19,000       (19           (19

.665%

  D CHINA FIXING REPO   Quarterly   10/26/2025   CNY        
  RATES(CNRR007)           18,000       (4           (4

28-DAY MXN - TIIE

  4.85 FIXED   Monthly   07/25/2025   MXN     6,144       3             3  

D CHINA FIXING REPO RATES

  .605%   Quarterly   07/16/2025   CNY        

(CNRR07)

            45,500       (7           (7

1-DAY-CLP - Sinacofi Chile Interbank

  1.16%   Semi-Annually   06/23/2025   CLP        

Rate Avg

            2,335,691       (27           (27

9925%

  6-MONTH HUF -
BUBOR
  Semi-Annually   06/23/2025   HUF     734,635       1             1  

1-DAY-CLP - Sinacofi Chile Interbank

  .36%   Semi-Annually   06/17/2025   CLP        

Rate Avg

            1,931,133       2             2  

0.644 FIXED

  6-MONTH PLN -
WIBOR
  Semi-Annually   06/09/2025   PLN     11,248       (16           (16

28-DAY MXN - TIIE

  .45% FIXED   Monthly   04/01/2025   MXN     27,064       98             98  

6-MONTH HUF - BUBOR

  .725%   Annually   03/25/2025   HUF     598,334       (21           (21

1-DAY BRL - CETIP

  .455%   Annually   01/02/2025   BRL     3,591       28             28  

1-DAY BRL - CETIP

  6.82%   Annually   01/02/2025   BRL     3,362       26             26  

5.915%

  1-DAY COP-
COLUMBIA IBR
  Quarterly   05/15/2029   COP     3,600,000       (169           (169

1-DAY BRL - CETIP

  .65%   Annually   01/02/2025   BRL     12,389       13             13  

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

 

 

19

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 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)

5.37

  1-DAY COP-COLUMBIA IBR   Quarterly   06/21/2029   COP     1,800,000        $ (62      $      $ (62

6.9225%

  28-DAY MXN - TIIE   Monthly   08/31/2029   MXN     42,602       (259           (259

6-MONTH CZK PRIBOR

  1.38%   Annually   11/13/2030   CZK     62,479       (11           (11

6-MONTH CZK PRIBOR

  .395%   Annually   11/12/2030   CZK     62,500       (9           (9

1-DAY-CLP - Sinacofi Chile Interbank

  .145%   Semi-Annually   08/24/2030   CLP        

Rate Avg

            444,725       (19           (19

.21%

  1-DAY COP-COLUMBIA IBR   Quarterly   07/08/2030   COP     1,318,748       (9           (9

1.00%

  6-MONTH PLN - WIBOR   Semi-Annually   06/12/2030   PLN     8,141       7             7  

.33%

  1-DAY-CLP - Sinacofi Chile   Semi-Annually   06/05/2030   CLP        
  Interbank Rate Avg           830,041       (66           (66

1-DAY COP - COLUMBIA IBR

  5.45%   Quarterly   03/12/2030   COP     1,338,006       (48           (48

1-DAY COP - COLUMBIA IBR

  5.47%   Quarterly   03/11/2030   COP     879,919       (32           (32

1-DAY COP - COLUMBIA IBR

  5.4%   Quarterly   03/11/2030   COP     2,751,828       (96           (96

6-MONTH PLN - WIBOR

  1.75%   Annually   02/26/2030   PLN     11,700       205             205  

1.61%

  6-MONTH HUF - BUBOR   Semi-Annually   01/17/2030   HUF     135,000       (6           (6

1.81%

  6-MONTH CZK - PRIBOR   Semi-Annually   01/17/2030   CZK     10,000       (24           (24

1.805%

  6-MONTH PLN - WIBOR   Semi-Annually   12/17/2029   PLN     11,500       (217           (217

1.4925%

  6-MONTH CZK - PRIBOR   Semi-Annually   11/18/2029   CZK     33,000       34             34  

6.82%

  28-DAY MXN - TIIE   Monthly   09/10/2029   MXN     33,993       (194           (194

3-MONTH ZAR - JIBAR

  8.49%   Quarterly   07/18/2029   ZAR     10,000       11             11  

6-MONTH PLN - WIBOR

  .635%   Semi-Annually   11/24/2030   PLN     10,987       (9           (9

1-DAY BRL - CETIP

  .77 FIXED   Annually   01/02/2025   BRL     4,102       31             31  

1.675%

  6-MONTH CZK - PRIBOR   Semi-Annually   07/17/2024   CZK     21,146       (25           (25

1-DAY BRL - CETIP

  5.25%   Annually   01/02/2023   BRL     11,519       44             44  

D OVERNIGHT BRAZIL INTERBANK

  .43%   Annually   01/02/2023   BRL        

DEPOSIT

            12,558       (13           (13

28-DAY MXN - TIIE

  6.71%   Monthly   07/07/2022   MXN     37,637       69             69  

28-DAY MXN - TIIE

  6.745%   Monthly   06/23/2022   MXN     26,758       48             48  

6-MONTH HUF - BUBOR

  675%   Annually   06/23/2022   HUF     1,807,262       3             3  

1-DAY BRL - CETIP

  .885 FIXED   Annually   01/03/2022   BRL     15,625       1             1  

1-DAY BRL - CETIP

  2.99%   Annually   01/03/2022   BRL     20,697       6             6  

1-DAY BRL - CETIP

  5.89%   Annually   01/03/2022   BRL     27,057       148             148  

1.960%

  1-DAY-CLP - Sinacofi Chile   Semi-Annually   12/12/2021   CLP        
  Interbank Rate Avg           2,569,905       (52           (52

6-MONTH CZK - PRIBOR

  2.135%   Annually   11/18/2021   CZK     155,000       110             110  

6-MONTH PLN - WIBOR

  2.263%   Annually   11/12/2021   PLN     7,000       34             34  

6-MONTH CZK - PRIBOR

  2.07%   Annually   09/30/2021   CZK     121,000       71             71  

6-MONTH CZK - PRIBOR

  2.1%   Annually   09/30/2021   CZK     150,349       88             88  

8.145%

  28-DAY MXN - TIIE   Monthly   01/28/2021   MXN     136,359       (19           (19

8.125%

  28-DAY MXN - TIIE   Monthly   01/28/2021   MXN     60,000       (8           (8

1-DAY BRL - CETIP

  6.61%   Annually   01/02/2023   BRL     4,693       39             39  

6-MONTH HUF - BUBOR

  0.81%   Annually   09/12/2024   HUF     75,000       (1           (1

1-DAY BRL - CETIP

  5.655   Annually   01/02/2023   BRL     2,705       14             14  

1-DAY BRL - CETIP

  .77 FIXED   Annually   01/02/2023   BRL     6,361       56             56  

1.64

  6-MONTH CZK - PRIBOR   Semi-Annually   06/21/2024   CZK     14,000       (16           (16

28-DAY MXN - TIIE

  .47%   Monthly   06/19/2024   MXN     95,833       26             26  

1.7

  6-MONTH CZK - PRIBOR   Semi-Annually   06/18/2024   CZK     140,000       (173           (173

6-MONTH PLN - WIBOR

  .65 FIXED   Annually   03/26/2024   PLN     2,804       7             7  

6-MONTH PLN - WIBOR

  .63 FIXED   Annually   03/26/2024   PLN     3,196       8             8  

1.9865%

  6-MONTH PLN - WIBOR   Semi-Annually   03/25/2024   PLN     14,396       (204           (204

1-DAY BRL - CETIP

  4.835%   Annually   01/02/2024   BRL     21,544       (14           (14

1-DAY BRL CETIP

  5.715%   Annually   01/02/2024   BRL     3,999       14             14  

1-DAY BRL - CETIP

  .5 FIXED   Annually   01/02/2024   BRL     4,808       35             35  

1-DAY BRL- CETIP

  5.9725%   Annually   01/02/2024   BRL     5,677       27             27  

1-DAY BRL - CETIP

  5.56%   Annually   01/02/2024   BRL     18,819       54             54  

1-DAY BRL - CETIP

  .76%   Annually   01/02/2024   BRL     8,953       34             34  

 

 

20

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 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)

28-DAY MXN - TIIE)

  .01%   Monthly   11/22/2023   MXN     148,276       $ 26       $       $ 26  

28-DAY MXN - TIIE

  .55% FIXED   Monthly   04/13/2023   MXN     52,615       72             72  

1-DAY BRL - CETIP

  .23 FIXED   Annually   01/02/2023   BRL     5,579       39             39  

1-DAY BRL - CETIP

  9.255%   Annually   01/02/2023   BRL     2,368       39             39  

6-MONTH PLN WIBOR

  1.709%   Semi-Annually   11/25/2030   PLN     9,013       (16           (16
           

 

 

 

 

 

 

 

 

 

 

 

              $ (235     $       $ (235
           

 

 

 

 

 

 

 

 

 

 

 

 

    

Percentages are based on Net Assets of $1,576,751 ($ Thousands).

 

**

The rate reported is the 7-day effective yield as of December 31, 2020.

 

 

Investment in Affiliated Security.

 

(A)

Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On December 31, 2020, the value of these securities amounted to $303,231 ($ Thousands), representing 19.2% of the Net Assets of the Fund.

 

(B)

Certain securities or partial positions of certain securities are on loan at December 31, 2020. The total market value of securities on loan at December 31, 2020 was $12,732 ($ Thousands).

(C)

Step Bonds – Represents the current rate, the step rate, the step date and the final maturity date.

 

(D)

Security is in default on interest payment.

 

(E)

Zero coupon security. The rate shown on the Schedule of Investments is the security’s effective yield at the time of purchase.

 

(F)

Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets.

(G)

Perpetual security with no stated maturity date.

 

(H)

Securities considered illiquid. The total value of such securities as of December 31, 2020 was $819 ($ Thousands) and represented 0.1% of the Net Assets of the Fund.

 

(I)

This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2020 was $12,895 ($ Thousands).

AUD — Australian Dollar

 

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

IBR — Interbank Rate

ICE — Intercontinental Exchange

IDR — Indonesian Rupiah

INR — Indian Rupee

JIBAR — Johannesburg Interbank Agreed Rate

JPY — Japanese Yen

JSC — Joint-Stock Company

KLIBOR — Kuala Lumpur Interbank Offered Rate

KRW — Korean Won

KZT — Kazakhstani Tenge

LIBOR — London Interbank Offered Rate

L.P. — Limited Partnership

Ltd. — Limited

MTN — Medium Term Note

MXN — Mexican Peso

MYR — Malaysian Ringgit

NGN — Nigerian Naira

PEN — Peruvian Nuevo Sol

PHP — Philippine Peso

PLN — Polish Zloty

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

ULC — Unlimited Liability Company

USD — United States Dollar

UYU — Uruguay Dollar

WIBOR — Warsaw Interbank Offered Rate

VAR — Variable Rate

ZAR — South African Rand

 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020

 

 

21

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Emerging Markets Debt Fund (Concluded)

    

 

The following is a list of the level of inputs used as of December 31, 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

     2,090          1,499,945          –          1,502,035   

U.S. Treasury Obligation

     –          5,479          –          5,479   

Affiliated Partnership

     –          12,895          –          12,895   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Investments in Securities

             2,090                1,518,319                      –                1,520,409   
  

 

 

    

 

 

    

 

 

    

 

 

 
           
         
Other Financial
Instruments
  

Level 1

($)

    

Level 2

($)

    

Level 3

($)

    

Total

($)

 

Futures Contracts*

           

Unrealized Appreciation

     1,773                      1,773   

Unrealized Depreciation

     (267)                      (267)  

Forwards Contracts*

           

Unrealized Appreciation

            7,175               7,175   

Unrealized Depreciation

            (10,536)               (10,536)  
Other Financial Instruments   

Level 1

($)

    

Level 2

($)

    

Level 3

($)

    

Total

($)

 

OTC Swaps

           

Interest Rate Swaps*

           

Unrealized Appreciation

     –                 3,944        –         3,944   

Unrealized Depreciation

     –         (116)        –         (116)  

Cross Currency Swaps*

           

Unrealized Appreciation

     –         33        –         33   

Centrally Cleared Swaps

           

Credit Default Swaps*

           

Unrealized Depreciation

     –         (427)        –         (427)  

Interest Rate Swaps*

           

Unrealized Appreciation

     –         1,691        –         1,691   

Unrealized Depreciation

     –         (1,926)        –         (1,926)  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Other Financial Instruments

             1,506         (162)                    –                 1,344   
  

 

 

    

 

 

    

 

 

    

 

 

 

*Futures contracts, forwards contracts and swaps are valued at the unrealized appreciation (depreciation) on the instrument.

For the period ended December 31, 2020, there were no transfers in or out of Level 3.

 

 

The following is a summary of the transactions with affiliates for the period ended December 31, 2020 ($ Thousands):

 

Security Description    Value 9/30/2020    Purchases at Cost    Proceeds from
Sales
  Realized Gain/
(Loss)
   Change in
Unrealized
Appreciation/
(Depreciation)
  Value
12/31/2020
   Shares    Income    Capital Gains

SEI Liquidity Fund, L.P.

       $15,318            $ 11,583          $(14,005)           $—                  $ (1)                $12,895            12,891,804            $9                $—      
  

 

  

 

  

 

 

 

 

 

  

 

 

 

 

 

 

 

     

 

 

 

  

 

 

 

 

Amount 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.

 

 

 

22

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2020