0001752724-21-045271.txt : 20210301 0001752724-21-045271.hdr.sgml : 20210301 20210301105617 ACCESSION NUMBER: 0001752724-21-045271 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: 21695457 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 S000006420 SIT EMERGING MARKETS EQUITY FUND C000017609 SIT EMERGING MARKETS EQUITY FUND - CLASS F, effective 1-31-2017 (formerly Class A) SIEMX C000147409 Class Y SEQFX NPORT-P 1 primary_doc.xml NPORT-P false 0000835597 XXXXXXXX S000006420 C000017609 C000147409 SEI INSTITUTIONAL INTERNATIONAL TRUST 811-05601 0000835597 E8Z427H460ISEID6A824 ONE FREEDOM VALLEY DRIVE OAKS 19456 8003425734 SIT Emerging Markets Equity Fund S000006420 24RJPIO3CUAJ3NZPFZ11 2021-09-30 2020-12-31 N 1986085543.00 26434221.92 1959651321.08 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 13647871.56000000 N Wus Printed Circuit Kunshan Co Ltd N/A WUS PRINTED CIRCUIT KUNSHA-A COMMON STOCK N/A 845700.00000000 NS 2429845.41000000 0.123993762760 Long EC CN N 1 N N N Erste Group Bank AG PQOH26KWDF7CG10L6792 ERSTE GROUP BANK AG COMMON STOCK N/A 79974.00000000 NS 2451175.96000000 0.125082249767 Long EC AT N 2 N N N MAX FINANCIAL SERVICES LIMITED N/A MAX FINANCIAL SERVICES LTD COMMON STOCK N/A 92694.00000000 NS 856373.69000000 0.043700309375 Long EC IN N 1 N N N SAMSUNG ELECTRONICS CO,.LTD 9884007ER46L6N7EI764 Samsung Electronics Co Ltd PREFERRED STOCK N/A 286821.00000000 NS 19516600.52000000 0.995922096449 Long EP KR N 2 N N N SILERGY CORP. 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COMMON STOCK N/A 115100.00000000 NS 964817.30000000 0.049234131073 Long EC BR N 1 N N N CHINA RESOURCES LAND LIMITED 5299001HL0TU7X15HK51 CHINA RESOURCES LAND LTD COMMON STOCK N/A 1412000.00000000 NS 5827298.70000000 0.297364058458 Long EC HK N 1 N N N TAL EDUCATION GROUP 5493003PJZS0EC085V72 TAL EDUCATION GROUP- ADR DEPOSITARY RECEIPT 874080104 11049.00000000 NS USD 790113.99000000 0.040319110930 Long EC US N 1 N N N Capitec Bank Holdings Limited N/A CAPITEC BANK HOLDINGS LTD COMMON STOCK N/A 36496.00000000 NS 3559594.55000000 0.181644280883 Long EC ZA N 1 N N Ooredoo Q.P.S.C. 549300D3EIDZJB62TR20 OOREDOO QPSC COMMON STOCK N/A 791816.00000000 NS 1635390.37000000 0.083453130279 Long EC QA N 1 N N N POLSKI KONCERN NAFTOWY ORLEN SPOLKA AKCYJNA 259400VVMM70CQREJT74 POLSKI KONCERN NAFTOWY ORLEN COMMON STOCK N/A 234258.00000000 NS 3638214.30000000 0.185656206329 Long EC PL N 2 N N N China Shenhua Energy Company Limited 529900N9JOX4C108MA40 CHINA SHENHUA ENERGY CO-H COMMON STOCK N/A 456000.00000000 NS 858618.62000000 0.043814867000 Long EC HK N 1 N N N BEIJING ENTERPRISES HOLDINGS LIMITED 529900896ODARUEY2V26 BEIJING ENTERPRISES HLDGS COMMON STOCK N/A 924000.00000000 NS 3014915.17000000 0.153849571991 Long EC HK N 1 N N N KB Financial Group Inc. 529900TKE4MXG3Q6GW86 KB FINANCIAL GROUP INC COMMON STOCK N/A 129839.00000000 NS 5219065.36000000 0.266326223642 Long EC KR N 2 N N N Intouch Holdings Public Company Limited 529900UDPDZWDBCCDO79 INTOUCH HOLDINGS PCL-NVDR DEPOSITARY RECEIPT N/A 528200.00000000 NS 995187.05000000 0.050783883811 Long EC TH N 2 N N N Synnex Technology International Corp. 529900GMBJ3R4A2WBC71 SYNNEX TECHNOLOGY INTL CORP COMMON STOCK N/A 604000.00000000 NS 1010321.02000000 0.051556162524 Long EC TW N 1 N N N Yantai Jereh Oilfield Services Group Co., Ltd. 300300QPHWK638H2EU20 YANTAI JEREH OILFIELD-A COMMON STOCK N/A 428797.00000000 NS 2294855.35000000 0.117105289360 Long EC CN N 1 N N N HONG KONG DOLLAR N/A FX Forward Contract: HKD/USD SETTLE 2021-01-05 N/A 1.00000000 NC -28.80000000 -0.00000146964 N/A DFE HK N 2 GOLDMAN, SACHS & CO. N/A 84727.35000000 USD 656736.11000000 HKD 2021-01-05 -28.80000000 N N N Accton Technology Corp. 529900M1YRZ0GWMDF920 ACCTON TECHNOLOGY CORP COMMON STOCK N/A 606200.00000000 NS 6817538.61000000 0.347895492257 Long EC TW N 1 N N N HUNGARIAN FORINT N/A FX Forward Contract: HUF/USD SETTLE 2021-01-05 N/A 1.00000000 NC 99.03000000 0.000005053450 N/A DFE HU N 2 GOLDMAN, SACHS & CO. N/A 77071.63000000 USD 22874332.61000000 HUF 2021-01-05 99.03000000 N N N HON HAI PRECISION INDUSTRY CO., LTD. 30030004CM3GSZXX7O56 HON HAI PRECISION INDUSTRY COMMON STOCK N/A 1085000.00000000 NS 3552566.02000000 0.181285618609 Long EC TW N 1 N N N LARGAN Precision Co Ltd N/A LARGAN PRECISION CO LTD COMMON STOCK N/A 58500.00000000 NS 6651985.91000000 0.339447423041 Long EC TW N 1 N N N Jarir Marketing Company SJSC N/A JARIR MARKETING CO COMMON STOCK N/A 22918.00000000 NS 1059276.36000000 0.054054328369 Long EC SA N 1 N N N CHINA MEIDONG AUTO HOLDINGS LIMITED 875500GUQWEG1PXVMG17 CHINA MEIDONG AUTO HOLDINGS COMMON STOCK N/A 182129.00000000 NS 739898.70000000 0.037756650483 Long EC HK N 1 N N N Qualitas Controladora S.A.B. de C.V. N/A QUALITAS CONTROLADORA SAB CV COMMON STOCK N/A 191603.00000000 NS 1027850.98000000 0.052450707375 Long EC MX N 1 N N N ALFA, S.A.B. de C.V. 549300ZCGJ6T8YDJ4M34 ALFA S.A.B.-A COMMON STOCK N/A 913169.00000000 NS 656273.62000000 0.033489305619 Long EC MX N 1 N N N Hansol Chemical Co., Ltd N/A HANSOL CHEMICAL CO LTD COMMON STOCK N/A 5858.00000000 NS 1063500.03000000 0.054269860079 Long EC KR N 2 N N N AGRICULTURAL BANK OF CHINA LIMITED 549300E7TSGLCOVSY746 AGRICULTURAL BANK OF CHINA-H COMMON STOCK N/A 10805000.00000000 NS 3957543.67000000 0.201951420001 Long EC HK N 1 N N N PT Indofood Sukses Makmur Tbk 529900E61EV2GTYWZ485 INDOFOOD SUKSES MAKMUR TBK P COMMON STOCK N/A 4932400.00000000 NS 2406683.41000000 0.122811817802 Long EC ID N 2 N N N WH GROUP LIMITED 254900A4AYEDRWYSE928 WH GROUP LTD COMMON STOCK N/A 3112500.00000000 NS 2609187.69000000 0.133145507158 Long EC HK Y 1 N N N YUNNAN BAIYAO GROUP CO., LTD N/A YUNNAN BAIYAO GROUP CO LTD-A COMMON STOCK N/A 132100.00000000 NS 2294651.21000000 0.117094872200 Long EC CN N 1 N N N U.S. DOLLARS N/A FX Forward Contract: USD/HKD SETTLE 2021-01-05 N/A 1.00000000 NC USD -3.18000000 -0.00000016227 N/A DFE US N 2 BROWN BROTHERS HARRIMAN & CO. N/A 2640761.12000000 HKD 340572.95000000 USD 2021-01-05 -3.18000000 N N N Divi's Laboratories Ltd 335800C1DHFG1C9T1M03 DIVI'S LABORATORIES LTD COMMON STOCK N/A 19669.00000000 NS 1034198.94000000 0.052774640512 Long EC IN N 1 N N N JW Cayman Therapeutics Co Ltd N/A JW CAYMAN THERAPEUTICS CO LT COMMON STOCK N/A 342500.00000000 NS 1163921.79000000 0.059394330893 Long EC HK Y 1 N N N MARFRIG GLOBAL FOODS S.A. 391200219USWMOBN3F92 MARFRIG GLOBAL FOODS SA COMMON STOCK N/A 970600.00000000 NS 2711371.53000000 0.138359896009 Long EC BR N 1 N N N Hapvida Participacoes e Investimentos S/A N/A HAPVIDA PARTICIPACOES E INVE COMMON STOCK N/A 278758.00000000 NS 818960.97000000 0.041791157497 Long EC BR Y 1 N N N INFOSYS LIMITED 335800TYLGG93MM7PR89 INFOSYS LTD COMMON STOCK N/A 378727.00000000 NS 6509123.30000000 0.332157217459 Long EC IN N 1 N N N Gold Fields Limited 5299003KXIBJQYCBBD72 GOLD FIELDS LTD-SPONS ADR DEPOSITARY RECEIPT 38059T106 192692.00000000 NS USD 1786254.84000000 0.091151666665 Long EC US N 1 N N N FIRST QUANTUM MINERALS LTD. 549300I7UVBGWRYMYZ18 FIRST QUANTUM MINERALS LTD COMMON STOCK 335934105 775714.00000000 NS 13912923.78000000 0.709969351707 Long EC CA N 1 N N N KIA MOTORS CORPORATION 988400V8MJK9N7OI5X76 KIA MOTORS CORP COMMON STOCK N/A 98069.00000000 NS 5653362.98000000 0.288488208039 Long EC KR N 2 N N N BHARAT ELECTRONICS LIMITED 335800HS8AOTM9W1F335 BHARAT ELECTRONICS LTD COMMON STOCK Y0881Q141 542788.00000000 NS 891058.55000000 0.045470259959 Long EC IN N 1 N N N SK hynix Inc. 988400XAIK6XISWQV045 SK HYNIX INC COMMON STOCK N/A 203766.00000000 NS 22351649.37000000 1.140593182550 Long EC KR N 2 N N N A Living Smart City Services Co Ltd 3003007MSHCO6ZTTSZ09 A-Living Smart City Services Co., Ltd. COMMON STOCK N/A 1086750.00000000 NS 4821372.61000000 0.246032166954 Long EC HK Y 1 N N N Thai Beverage Public Company Limited 529900VZFHQZ684D8L07 THAI BEVERAGE PCL COMMON STOCK N/A 4246250.00000000 NS 2361437.41000000 0.120502937670 Long EC SG N 1 N N N Cheil Worldwide Inc N/A CHEIL WORLDWIDE INC COMMON STOCK N/A 49727.00000000 NS 946111.33000000 0.048279575035 Long EC KR N 2 N N N MERIDA INDUSTRY CO., LTD. N/A MERIDA INDUSTRY CO LTD COMMON STOCK N/A 153000.00000000 NS 1285073.67000000 0.065576649079 Long EC TW N 2 N N N VEDANTA LIMITED 335800XDKX9KB5EMCO07 VEDANTA LTD COMMON STOCK Y7673N111 518151.00000000 NS 1144552.25000000 0.058405913219 Long EC IN N 1 N N N POWSZECHNA KASA OSZCZEDNOSCI BANK POLSKI SPOLKA AKCYJNA P4GTT6GF1W40CVIMFR43 PKO BANK POLSKI SA COMMON STOCK N/A 129150.00000000 NS 999044.80000000 0.050980742811 Long EC PL N 2 N N N Intouch Holdings Public Company Limited 529900UDPDZWDBCCDO79 INTOUCH HOLDINGS PCL-F COMMON STOCK N/A 1040800.00000000 NS 1961110.94000000 0.100074483603 Long EC TH N 2 N N N COSAN S.A. N/A COSAN SA COMMON STOCK N/A 402100.00000000 NS 5862506.83000000 0.299160711241 Long EC BR N 1 N N N Taishin Financial Holding Co., Ltd. N/A TAISHIN FINANCIAL HOLDING COMMON STOCK N/A 2619000.00000000 NS 1235025.62000000 0.063022722803 Long EC TW N 1 N N N Central Pattana Public Company Limited N/A CENTRAL PATTANA PUB CO LTD COMMON STOCK N/A 703800.00000000 NS 1125183.43000000 0.057417532287 Long EC TH N 2 N N N VINDA INTERNATIONAL HOLDINGS LIMITED 529900NPG649VG0P5U39 VINDA INTERNATIONAL HOLDINGS COMMON STOCK N/A 438000.00000000 NS 1194722.62000000 0.060966081422 Long EC HK N 1 N N N HONG KONG DOLLAR N/A FX Forward Contract: HKD/USD SETTLE 2021-01-05 N/A 1.00000000 NC -82.38000000 -0.00000420380 N/A DFE HK N 2 GOLDMAN, SACHS & CO. N/A 242364.09000000 USD 1878605.28000000 HKD 2021-01-05 -82.38000000 N N N Banco Bradesco S.A. 549300CTUU1RFXHQJE44 Banco Bradesco SA PREFERRED STOCK N/A 1951673.00000000 NS 10159966.66000000 0.518457878231 Long EP BR N 2 N N N Sichuan Kelun Pharmaceutical Co., Ltd. 30030014Z0J8J835FO94 SICHUAN KELUN PHARMACEUTIC-A COMMON STOCK N/A 841598.00000000 NS 2501707.26000000 0.127660836042 Long EC CN N 1 N N N ICICI BANK LIMITED R7RX8ER1V4666J8D1I38 ICICI BANK LTD-SPON ADR DEPOSITARY RECEIPT 45104G104 484794.00000000 NS USD 7204038.84000000 0.367618400401 Long EC US 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