FOR VALIDATION PURPOSES ONLY - [90952.TX]
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2020
International Equity Fund
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Description |
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Shares |
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Market Value
($ Thousands) |
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COMMON STOCK 96.1% |
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Argentina 0.6% |
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MercadoLibre Inc * |
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14,397 |
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$ |
24,118 |
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Australia 2.8% |
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a2 Milk Co Ltd/The *(A) |
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1,403,357 |
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12,399 |
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Australia & New Zealand Banking Group Ltd |
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327,879 |
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5,743 |
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BlueScope Steel Ltd |
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896,249 |
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12,089 |
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Commonwealth Bank of Australia |
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6,879 |
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436 |
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CSL Ltd |
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72,752 |
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15,898 |
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CSR Ltd |
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792,249 |
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3,197 |
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Deterra Royalties Ltd * |
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221,712 |
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821 |
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Fortescue Metals Group Ltd |
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1,597,419 |
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28,881 |
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Harvey Norman Holdings Ltd |
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896,394 |
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3,244 |
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Iluka Resources Ltd |
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221,712 |
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1,110 |
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Orica Ltd |
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33,475 |
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392 |
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Orora Ltd |
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1,270,565 |
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2,647 |
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OZ Minerals Ltd |
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67,708 |
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|
987 |
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Rio Tinto Ltd |
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221,577 |
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19,463 |
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South32 Ltd |
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7,692,615 |
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14,662 |
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Westpac Banking Corp |
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86,438 |
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1,292 |
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123,261 |
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Austria 0.3% |
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BAWAG Group AG |
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137,524 |
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6,409 |
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Verbund AG, Cl A |
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68,957 |
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5,860 |
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12,269 |
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Belgium 1.2% |
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Ageas SA/NV |
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495,494 |
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26,473 |
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Anheuser-Busch InBev SA/NV |
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11,054 |
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774 |
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Etablissements Franz Colruyt NV |
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55,348 |
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3,286 |
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Groupe Bruxelles Lambert SA |
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145,793 |
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14,755 |
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UCB SA |
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39,792 |
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4,121 |
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Umicore SA |
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91,664 |
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4,414 |
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53,823 |
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Brazil 0.0% |
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JBS SA |
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341,500 |
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1,556 |
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Canada 1.0% |
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Air Canada, Cl A * |
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776,900 |
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13,886 |
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Canadian Pacific Railway Ltd |
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46,789 |
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16,221 |
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Cascades Inc |
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55,100 |
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629 |
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Nutrien Ltd |
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298,990 |
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14,372 |
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45,108 |
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China 1.2% |
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Baidu Inc ADR * |
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144,326 |
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31,209 |
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Beijing Capital International Airport Co Ltd, Cl H |
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5,718,000 |
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4,771 |
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China Communications Services Corp Ltd, Cl H |
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3,781,584 |
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1,668 |
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Industrial & Commercial Bank of China Ltd, Cl H |
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9,179,000 |
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5,955 |
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Description |
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Shares |
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Market Value
($ Thousands) |
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COMMON STOCK (continued) |
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Tencent Holdings Ltd |
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147,200 |
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$ |
10,707 |
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54,310 |
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Denmark 3.0% |
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Ambu A/S, Cl B (A) |
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88,138 |
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3,816 |
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AP Moller - Maersk A/S, Cl B |
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7,007 |
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15,722 |
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Carlsberg AS, Cl B |
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66,338 |
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10,583 |
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Coloplast A/S, Cl B |
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26,001 |
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3,959 |
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DSV PANALPINA A/S |
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75,923 |
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12,752 |
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Genmab A/S * |
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3,801 |
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1,533 |
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GN Store Nord AS |
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15,850 |
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1,273 |
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H Lundbeck A/S |
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132,621 |
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4,561 |
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Novo Nordisk A/S, Cl B |
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401,019 |
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27,884 |
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Orsted AS |
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53,697 |
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11,030 |
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Pandora A/S * |
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95,954 |
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10,800 |
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ROCKWOOL International A/S, Cl B |
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12,048 |
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4,532 |
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Vestas Wind Systems A/S |
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96,331 |
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22,834 |
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131,279 |
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Finland 1.1% |
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Kone Oyj, Cl B |
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259,784 |
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21,134 |
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Neste Oyj |
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146,007 |
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10,588 |
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Nokia Oyj * |
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541,697 |
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2,097 |
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Nokia Oyj ADR *(A) |
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1,095,554 |
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4,284 |
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Orion Oyj, Cl B |
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243,235 |
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11,185 |
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Wartsila OYJ Abp, Cl B |
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103,643 |
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1,038 |
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50,326 |
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France 9.6% |
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Airbus SE * |
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147,668 |
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16,252 |
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Amundi SA * |
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4,139 |
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|
339 |
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AXA SA |
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804,364 |
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19,428 |
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BioMerieux |
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6,431 |
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|
910 |
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BNP Paribas SA * |
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454,988 |
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24,124 |
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Bollore SA |
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3,144,881 |
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13,055 |
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Bouygues SA |
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242,180 |
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9,979 |
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Carrefour SA |
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1,433,485 |
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24,653 |
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Cie de Saint-Gobain |
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88,633 |
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4,096 |
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CNP Assurances * |
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112,984 |
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1,841 |
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Credit Agricole SA * |
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1,164,377 |
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14,878 |
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Criteo SA ADR * |
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60,571 |
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1,242 |
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Danone SA |
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207,298 |
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13,666 |
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Edenred |
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81,226 |
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4,616 |
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Engie SA * |
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754,325 |
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11,603 |
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Eurofins Scientific SE * |
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17,873 |
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1,505 |
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Ipsen SA |
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52,876 |
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4,411 |
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IPSOS |
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18,645 |
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|
632 |
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Kering SA |
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1,546 |
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1,125 |
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LOreal SA |
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26,153 |
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9,962 |
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LVMH Moet Hennessy Louis Vuitton SE |
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26,093 |
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16,314 |
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Nexans SA * |
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14,046 |
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1,024 |
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Pernod Ricard SA |
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83,554 |
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16,048 |
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Peugeot SA *(A) |
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766,019 |
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21,098 |
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SEI Institutional International Trust /
Quarterly Report / December 31, 2020 |
|
1 |
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2020
International Equity Fund (Continued)
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Description |
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Shares |
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Market Value
($ Thousands) |
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|
COMMON STOCK (continued) |
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Publicis Groupe SA |
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381,789 |
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$ |
19,129 |
|
Renault SA * |
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31,104 |
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|
1,371 |
|
Rexel SA * |
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485,841 |
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7,682 |
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Sanofi |
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602,686 |
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58,392 |
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Sartorius Stedim Biotech |
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24,891 |
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8,912 |
|
Schneider Electric SE |
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|
67,153 |
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9,764 |
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Thales SA |
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194,128 |
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17,818 |
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TOTAL SE |
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482,094 |
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20,834 |
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Ubisoft Entertainment SA * |
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|
134,097 |
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|
13,015 |
|
Valeo SA |
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398,154 |
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|
15,831 |
|
Vinci SA |
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112,178 |
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|
11,193 |
|
Vivendi SA |
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|
308,400 |
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|
9,967 |
|
Wendel SE |
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17,869 |
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|
2,143 |
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428,852 |
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Germany 8.8% |
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adidas AG * |
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27,977 |
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|
10,233 |
|
AIXTRON SE * |
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|
712,253 |
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|
12,495 |
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Allianz SE |
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|
94,960 |
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|
23,347 |
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BASF SE |
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347,454 |
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27,485 |
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Bayer AG |
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360,829 |
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21,360 |
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Bayerische Motoren Werke AG |
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168,822 |
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15,141 |
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Carl Zeiss Meditec AG |
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|
15,788 |
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2,104 |
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CECONOMY AG * |
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|
68,485 |
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|
478 |
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Continental AG |
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|
68,095 |
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|
|
10,142 |
|
Daimler AG |
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|
20,958 |
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|
1,489 |
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Dermapharm Holding SE |
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|
10,138 |
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|
|
708 |
|
Deutsche Bank AG * |
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633,549 |
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|
7,047 |
|
Deutsche Boerse AG |
|
|
56,898 |
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|
|
9,711 |
|
Deutsche Post AG |
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|
675,891 |
|
|
|
34,114 |
|
E.ON SE * |
|
|
115,582 |
|
|
|
1,279 |
|
Fresenius Medical Care AG & Co KGaA |
|
|
219,531 |
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|
18,629 |
|
GEA Group AG |
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|
90,924 |
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|
|
3,270 |
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Hamburger Hafen und Logistik AG |
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|
14,977 |
|
|
|
346 |
|
Hannover Rueck SE |
|
|
1,880 |
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|
|
300 |
|
HeidelbergCement AG |
|
|
8,885 |
|
|
|
680 |
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HelloFresh SE * |
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|
113,802 |
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|
|
8,821 |
|
Infineon Technologies AG |
|
|
729,576 |
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|
28,233 |
|
KION Group AG |
|
|
141,389 |
|
|
|
12,367 |
|
Linde PLC |
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|
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 |
|
|
|
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|
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|
|
Greece 0.0% |
|
|
|
|
|
|
|
|
Aegean Airlines SA * |
|
|
12,601 |
|
|
|
80 |
|
|
|
|
|
|
|
|
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|
|
|
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 |
|
Ks 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 Funds 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 $0.
*Futures
contracts are valued at the unrealized appreciation (depreciation) on the instrument.
For the period ended December 31, 2020, there were transfers in or out of
Level 3.
For information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most
recent semi-annual and annual financial statements.
The following is a summary of the transactions with affiliates for the period ended December 31, 2020 ($ 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 |
|
Divis Laboratories Ltd |
|
|
19,669 |
|
|
|
1,034 |
|
Dr Reddys 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 Funds 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 $0.
For
information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial statements.
The following is a summary of the transactions with
affiliates for the period ended December 31, 2020 ($ 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) |
|
|
|
|
|
|
|
|
|
|
Moodys |
|
|
|
|
|
|
|
|
|
|
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 securitys 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 Funds 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 Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds 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 securitys 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 Funds 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 Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent
semi-annual and annual financial statements.
|
|
|
22 |
|
SEI Institutional
International Trust / Quarterly Report / December 31, 2020 |