FOR VALIDATION PURPOSES ONLY - [187512.TX]
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
International Equity Fund
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
|
| COMMON STOCK — 96.5% |
|
|
|
|
|
|
|
|
| Argentina — 0.2% |
|
|
|
|
|
|
|
|
| MercadoLibre Inc * |
|
|
6,171 |
|
|
$ |
9,613 |
|
|
|
|
|
|
|
|
|
|
| Australia — 2.4% |
|
|
|
|
|
|
|
|
| Australia & New Zealand Banking Group Ltd |
|
|
382,365 |
|
|
|
8,081 |
|
| BlueScope Steel Ltd |
|
|
896,249 |
|
|
|
14,776 |
|
| CSL Ltd |
|
|
50,065 |
|
|
|
10,719 |
|
| CSR Ltd |
|
|
792,249 |
|
|
|
3,426 |
|
| Fortescue Metals Group Ltd |
|
|
1,702,688 |
|
|
|
29,835 |
|
| James Hardie Industries PLC ADR * |
|
|
9,012 |
|
|
|
308 |
|
| Orora Ltd |
|
|
1,270,565 |
|
|
|
3,176 |
|
| Rio Tinto Ltd |
|
|
191,479 |
|
|
|
18,205 |
|
| South32 Ltd |
|
|
7,692,615 |
|
|
|
16,922 |
|
| Westpac Banking Corp |
|
|
447,956 |
|
|
|
8,680 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
114,128 |
|
|
|
|
|
|
|
|
|
|
| Austria — 0.3% |
|
|
|
|
|
|
|
|
| ANDRITZ AG |
|
|
72,724 |
|
|
|
4,086 |
|
| OMV AG |
|
|
63,838 |
|
|
|
3,631 |
|
| Verbund AG, Cl A |
|
|
58,369 |
|
|
|
5,375 |
|
| voestalpine AG |
|
|
21,087 |
|
|
|
859 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,951 |
|
|
|
|
|
|
|
|
|
|
| Belgium — 0.2% |
|
|
|
|
|
|
|
|
| Etablissements Franz Colruyt NV |
|
|
83,113 |
|
|
|
4,648 |
|
| Groupe Bruxelles Lambert SA |
|
|
37,508 |
|
|
|
4,197 |
|
| Umicore SA |
|
|
27,872 |
|
|
|
1,702 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,547 |
|
|
|
|
|
|
|
|
|
|
| Brazil — 0.1% |
|
|
|
|
|
|
|
|
| Magazine Luiza SA * |
|
|
1,301,100 |
|
|
|
5,484 |
|
|
|
|
|
|
|
|
|
|
| Canada — 1.8% |
|
|
|
|
|
|
|
|
| Air Canada, Cl A * |
|
|
781,200 |
|
|
|
16,087 |
|
| Alimentation Couche-Tard Inc, Cl B |
|
|
40,800 |
|
|
|
1,501 |
|
| Birchcliff Energy Ltd |
|
|
139,860 |
|
|
|
587 |
|
| BRP Inc |
|
|
17,900 |
|
|
|
1,402 |
|
| Canadian Natural Resources Ltd |
|
|
78,800 |
|
|
|
2,864 |
|
| Canadian Pacific Railway Ltd |
|
|
160,990 |
|
|
|
12,382 |
|
| Canfor Corp * |
|
|
120,381 |
|
|
|
2,757 |
|
| Cascades Inc |
|
|
149,184 |
|
|
|
1,838 |
|
| CI Financial Corp |
|
|
146,500 |
|
|
|
2,691 |
|
| Empire Co Ltd, Cl A |
|
|
125,100 |
|
|
|
3,950 |
|
| goeasy Ltd |
|
|
2,600 |
|
|
|
333 |
|
| Intertape Polymer Group Inc |
|
|
98,500 |
|
|
|
2,286 |
|
| Magna International Inc, Cl A |
|
|
203,209 |
|
|
|
18,834 |
|
| Onex Corp |
|
|
125,094 |
|
|
|
9,093 |
|
| Russel Metals Inc |
|
|
31,084 |
|
|
|
850 |
|
| Stella-Jones Inc |
|
|
58,300 |
|
|
|
2,101 |
|
| Tourmaline Oil Corp |
|
|
52,800 |
|
|
|
1,511 |
|
| Transcontinental Inc, Cl A |
|
|
54,873 |
|
|
|
1,032 |
|
| Viemed Healthcare Inc * |
|
|
48,900 |
|
|
|
351 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
82,450 |
|
|
|
|
|
|
|
|
|
|
| China — 0.8% |
|
|
|
|
|
|
|
|
| Beijing Capital International Airport Co Ltd, Cl H * |
|
|
7,930,000 |
|
|
|
5,259 |
|
| Shenzhou International Group Holdings Ltd |
|
|
293,500 |
|
|
|
7,411 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
| Tencent Holdings Ltd |
|
|
105,300 |
|
|
$ |
7,919 |
|
| Vipshop Holdings Ltd ADR * |
|
|
862,459 |
|
|
|
17,318 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
37,907 |
|
|
|
|
|
|
|
|
|
|
| Denmark — 2.8% |
|
|
|
|
|
|
|
|
| Ambu A/S, Cl B |
|
|
150,825 |
|
|
|
5,799 |
|
| AP Moller - Maersk A/S, Cl B |
|
|
6,827 |
|
|
|
19,625 |
|
| Carlsberg AS, Cl B |
|
|
31,574 |
|
|
|
5,886 |
|
| Danske Bank A/S |
|
|
32,164 |
|
|
|
566 |
|
| DSV PANALPINA A/S |
|
|
75,205 |
|
|
|
17,540 |
|
| GN Store Nord AS |
|
|
45,662 |
|
|
|
3,989 |
|
| H Lundbeck A/S |
|
|
91,125 |
|
|
|
2,899 |
|
| Jyske Bank A/S * |
|
|
48,296 |
|
|
|
2,337 |
|
| Novo Nordisk A/S, Cl B |
|
|
468,381 |
|
|
|
39,245 |
|
| Orsted AS |
|
|
67,697 |
|
|
|
9,501 |
|
| Pandora A/S * |
|
|
82,175 |
|
|
|
11,047 |
|
| ROCKWOOL International A/S, Cl B |
|
|
3,026 |
|
|
|
1,473 |
|
| Royal Unibrew A/S |
|
|
5,526 |
|
|
|
704 |
|
| Vestas Wind Systems A/S |
|
|
263,222 |
|
|
|
10,276 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
130,887 |
|
|
|
|
|
|
|
|
|
|
| Finland — 0.9% |
|
|
|
|
|
|
|
|
| Fortum Oyj |
|
|
52,402 |
|
|
|
1,445 |
|
| Kesko Oyj, Cl B |
|
|
135,892 |
|
|
|
5,020 |
|
| Kone Oyj, Cl B |
|
|
183,717 |
|
|
|
14,990 |
|
| Neste Oyj |
|
|
146,007 |
|
|
|
8,942 |
|
| Orion Oyj, Cl B |
|
|
248,353 |
|
|
|
10,676 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
41,073 |
|
|
|
|
|
|
|
|
|
|
| France — 12.7% |
|
|
|
|
|
|
|
|
| Air Liquide SA |
|
|
138,660 |
|
|
|
24,281 |
|
| Airbus SE * |
|
|
157,473 |
|
|
|
20,251 |
|
| Alstom SA |
|
|
196,633 |
|
|
|
9,931 |
|
| AXA SA |
|
|
1,453,489 |
|
|
|
36,861 |
|
| BioMerieux |
|
|
23,803 |
|
|
|
2,766 |
|
| BNP Paribas SA |
|
|
196,837 |
|
|
|
12,342 |
|
| Bollore SA |
|
|
3,938,473 |
|
|
|
21,111 |
|
| Carrefour SA |
|
|
1,575,024 |
|
|
|
30,978 |
|
| Cie Generale des Etablissements Michelin SCA, Cl B |
|
|
13,356 |
|
|
|
2,130 |
|
| Credit Agricole SA |
|
|
1,886,417 |
|
|
|
26,429 |
|
| Criteo SA ADR * |
|
|
60,571 |
|
|
|
2,740 |
|
| Danone SA |
|
|
585,348 |
|
|
|
41,213 |
|
| Engie SA |
|
|
1,660,201 |
|
|
|
22,748 |
|
| Eurazeo SE |
|
|
21,824 |
|
|
|
1,902 |
|
| Eurofins Scientific SE |
|
|
155,736 |
|
|
|
17,804 |
|
| Ipsen SA |
|
|
62,682 |
|
|
|
6,521 |
|
| IPSOS |
|
|
18,645 |
|
|
|
786 |
|
| L’Oreal SA |
|
|
20,274 |
|
|
|
9,035 |
|
| LVMH Moet Hennessy Louis Vuitton SE |
|
|
17,957 |
|
|
|
14,083 |
|
| Orange SA |
|
|
1,091,000 |
|
|
|
12,440 |
|
| Orpea SA |
|
|
4,250 |
|
|
|
541 |
|
| Pernod Ricard SA |
|
|
81,055 |
|
|
|
17,994 |
|
| Publicis Groupe SA |
|
|
505,882 |
|
|
|
32,360 |
|
| Rexel SA * |
|
|
312,272 |
|
|
|
6,532 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
|
1 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
| Sanofi |
|
|
558,824 |
|
|
$ |
58,557 |
|
| Sartorius Stedim Biotech |
|
|
43,901 |
|
|
|
20,768 |
|
| Schneider Electric SE |
|
|
59,545 |
|
|
|
9,369 |
|
| Societe Generale SA |
|
|
470,748 |
|
|
|
13,878 |
|
| Sodexo SA * |
|
|
166,500 |
|
|
|
15,540 |
|
| Stellantis NV * |
|
|
1,473,319 |
|
|
|
28,899 |
|
| Thales SA |
|
|
206,297 |
|
|
|
21,049 |
|
| TotalEnergies SE (A) |
|
|
559,336 |
|
|
|
25,309 |
|
| Ubisoft Entertainment SA * |
|
|
84,601 |
|
|
|
5,923 |
|
| Valeo |
|
|
132,447 |
|
|
|
3,985 |
|
| Vinci SA |
|
|
104,076 |
|
|
|
11,107 |
|
| Vivendi SE (A) |
|
|
238,120 |
|
|
|
8,000 |
|
| Wendel SE |
|
|
30,167 |
|
|
|
4,057 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
600,220 |
|
|
|
|
|
|
|
|
|
|
| Germany — 8.7% |
|
|
|
|
|
|
|
|
| adidas AG |
|
|
70,282 |
|
|
|
26,163 |
|
| Aroundtown SA (A) |
|
|
202,832 |
|
|
|
1,583 |
|
| BASF SE |
|
|
314,067 |
|
|
|
24,746 |
|
| Bayer AG |
|
|
161,717 |
|
|
|
9,821 |
|
| Bayerische Motoren Werke AG |
|
|
188,917 |
|
|
|
20,009 |
|
| BioNTech SE ADR * |
|
|
33,200 |
|
|
|
7,433 |
|
| Carl Zeiss Meditec AG |
|
|
50,735 |
|
|
|
9,804 |
|
| Continental AG * |
|
|
61,690 |
|
|
|
9,070 |
|
| Daimler AG |
|
|
346,949 |
|
|
|
30,982 |
|
| Deutsche Bank AG * |
|
|
1,092,915 |
|
|
|
14,239 |
|
| Deutsche Boerse AG |
|
|
56,709 |
|
|
|
9,899 |
|
| Deutsche Post AG |
|
|
416,701 |
|
|
|
28,345 |
|
| Fresenius Medical Care AG & Co KGaA |
|
|
323,050 |
|
|
|
26,833 |
|
| GEA Group AG |
|
|
88,914 |
|
|
|
3,602 |
|
| Hamburger Hafen und Logistik AG |
|
|
14,977 |
|
|
|
377 |
|
| HeidelbergCement AG |
|
|
40,133 |
|
|
|
3,443 |
|
| Infineon Technologies AG |
|
|
373,982 |
|
|
|
14,999 |
|
| KION Group AG |
|
|
208,559 |
|
|
|
22,230 |
|
| Linde PLC |
|
|
33,762 |
|
|
|
9,743 |
|
| Merck KGaA |
|
|
111,197 |
|
|
|
21,323 |
|
| Rheinmetall AG |
|
|
42,432 |
|
|
|
4,192 |
|
| RWE AG |
|
|
659,504 |
|
|
|
23,901 |
|
| SAP SE |
|
|
331,362 |
|
|
|
46,700 |
|
| Siemens AG |
|
|
254,197 |
|
|
|
40,280 |
|
| zooplus AG * |
|
|
5,648 |
|
|
|
1,830 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
411,547 |
|
|
|
|
|
|
|
|
|
|
| Hong Kong — 1.9% |
|
|
|
|
|
|
|
|
| AIA Group Ltd |
|
|
870,000 |
|
|
|
10,811 |
|
| ASM Pacific Technology Ltd |
|
|
49,000 |
|
|
|
664 |
|
| Chaoda Modern Agriculture Holdings Ltd * |
|
|
2,440,000 |
|
|
|
16 |
|
| Chow Tai Fook Jewellery Group Ltd |
|
|
991,400 |
|
|
|
2,265 |
|
| CK Asset Holdings Ltd |
|
|
83,500 |
|
|
|
576 |
|
| Hong Kong & China Gas Co Ltd |
|
|
671,650 |
|
|
|
1,043 |
|
| Hong Kong Exchanges & Clearing Ltd |
|
|
303,994 |
|
|
|
18,116 |
|
| Link REIT ‡ |
|
|
93,300 |
|
|
|
904 |
|
| Sands China Ltd * |
|
|
2,329,200 |
|
|
|
9,808 |
|
| SJM Holdings Ltd * |
|
|
21,616,340 |
|
|
|
23,604 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
| Techtronic Industries Co Ltd |
|
|
502,500 |
|
|
$ |
8,774 |
|
| WH Group Ltd |
|
|
5,599,000 |
|
|
|
5,032 |
|
| Wuxi Biologics Cayman Inc * |
|
|
522,598 |
|
|
|
9,576 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
91,189 |
|
|
|
|
|
|
|
|
|
|
| India — 0.2% |
|
|
|
|
|
|
|
|
| HDFC Bank Ltd ADR |
|
|
118,035 |
|
|
|
8,631 |
|
|
|
|
|
|
|
|
|
|
| Indonesia — 0.1% |
|
|
|
|
|
|
|
|
| Bank Mandiri Persero Tbk PT |
|
|
12,636,900 |
|
|
|
5,142 |
|
|
|
|
|
|
|
|
|
|
| Ireland — 1.0% |
|
|
|
|
|
|
|
|
| Experian PLC |
|
|
244,554 |
|
|
|
9,412 |
|
| ICON PLC * |
|
|
132,510 |
|
|
|
27,391 |
|
| Ryanair Holdings PLC ADR * |
|
|
101,817 |
|
|
|
11,018 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
47,821 |
|
|
|
|
|
|
|
|
|
|
| Israel — 1.0% |
|
|
|
|
|
|
|
|
| Bank Hapoalim BM * |
|
|
1,575,374 |
|
|
|
12,647 |
|
| Bank Leumi Le-Israel BM * |
|
|
2,466,490 |
|
|
|
18,742 |
|
| Bezeq The Israeli Telecommunication Corp Ltd* |
|
|
619,676 |
|
|
|
675 |
|
| Check Point Software Technologies Ltd * |
|
|
53,327 |
|
|
|
6,193 |
|
| FIBI Holdings Ltd * |
|
|
17,608 |
|
|
|
659 |
|
| First International Bank Of Israel Ltd/The * |
|
|
50,557 |
|
|
|
1,620 |
|
| Isracard Ltd * |
|
|
– |
|
|
|
– |
|
| Israel Discount Bank Ltd, Cl A * |
|
|
273,744 |
|
|
|
1,304 |
|
| Mizrahi Tefahot Bank Ltd * |
|
|
82,408 |
|
|
|
2,539 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
44,379 |
|
|
|
|
|
|
|
|
|
|
| Italy — 3.0% |
|
|
|
|
|
|
|
|
| Assicurazioni Generali SpA |
|
|
397,365 |
|
|
|
7,966 |
|
| Azimut Holding SpA |
|
|
89,617 |
|
|
|
2,177 |
|
| Banca Mediolanum SpA |
|
|
299,871 |
|
|
|
2,917 |
|
| Buzzi Unicem SpA |
|
|
48,769 |
|
|
|
1,294 |
|
| CNH Industrial NV |
|
|
1,388,131 |
|
|
|
22,923 |
|
| De’ Longhi SpA |
|
|
14,333 |
|
|
|
624 |
|
| DiaSorin SpA |
|
|
20,052 |
|
|
|
3,793 |
|
| Enel SpA |
|
|
2,648,911 |
|
|
|
24,603 |
|
| Eni SpA |
|
|
60,733 |
|
|
|
740 |
|
| EXOR NV |
|
|
42,748 |
|
|
|
3,425 |
|
| Ferrari NV |
|
|
40,094 |
|
|
|
8,273 |
|
| FinecoBank Banca Fineco SpA * |
|
|
570,224 |
|
|
|
9,941 |
|
| La Doria SpA |
|
|
11,734 |
|
|
|
265 |
|
| Mediaset SpA *(A) |
|
|
360,579 |
|
|
|
1,302 |
|
| Moncler SpA |
|
|
82,186 |
|
|
|
5,561 |
|
| Nexi SpA * |
|
|
302,567 |
|
|
|
6,642 |
|
| Stellantis NV * |
|
|
179,252 |
|
|
|
3,519 |
|
| Tenaris SA |
|
|
445,121 |
|
|
|
4,852 |
|
| UniCredit SpA |
|
|
2,596,478 |
|
|
|
30,638 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
141,455 |
|
|
|
|
|
|
|
|
|
|
| Japan — 16.6% |
|
|
|
|
|
|
|
|
| 77 Bank Ltd/The |
|
|
67,964 |
|
|
|
746 |
|
| Advantest Corp |
|
|
160,800 |
|
|
|
14,502 |
|
| AEON Financial Service Co Ltd |
|
|
188,200 |
|
|
|
2,220 |
|
| Ajinomoto Co Inc |
|
|
129,700 |
|
|
|
3,370 |
|
| Asahi Group Holdings Ltd |
|
|
205,800 |
|
|
|
9,625 |
|
|
|
|
| 2 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
| Asahi Kasei Corp |
|
|
63,800 |
|
|
$ |
702 |
|
| ASKUL Corp |
|
|
101,000 |
|
|
|
1,576 |
|
| Bridgestone Corp |
|
|
556,900 |
|
|
|
25,364 |
|
| Brother Industries Ltd |
|
|
62,600 |
|
|
|
1,250 |
|
| Canon Inc (A) |
|
|
129,500 |
|
|
|
2,932 |
|
| Canon Marketing Japan Inc |
|
|
92,900 |
|
|
|
2,162 |
|
| Capcom Co Ltd |
|
|
371,000 |
|
|
|
10,864 |
|
| Credit Saison Co Ltd |
|
|
39,200 |
|
|
|
478 |
|
| CyberAgent Inc |
|
|
474,500 |
|
|
|
10,196 |
|
| Dai-ichi Life Holdings Inc |
|
|
32,900 |
|
|
|
603 |
|
| Daito Trust Construction Co Ltd |
|
|
78,800 |
|
|
|
8,626 |
|
| Daiwa House Industry Co Ltd |
|
|
252,500 |
|
|
|
7,587 |
|
| Daiwa Securities Group Inc |
|
|
108,300 |
|
|
|
595 |
|
| DeNA Co Ltd * |
|
|
14,900 |
|
|
|
317 |
|
| Denso Corp |
|
|
139,800 |
|
|
|
9,546 |
|
| Disco Corp |
|
|
17,300 |
|
|
|
5,292 |
|
| FANUC Corp |
|
|
77,600 |
|
|
|
18,734 |
|
| Fujitsu Ltd |
|
|
224,005 |
|
|
|
41,980 |
|
| Glory Ltd |
|
|
84,500 |
|
|
|
1,753 |
|
| GungHo Online Entertainment Inc * |
|
|
48,700 |
|
|
|
970 |
|
| H.U. Group Holdings Inc |
|
|
30,700 |
|
|
|
792 |
|
| Hakuhodo DY Holdings Inc |
|
|
117,100 |
|
|
|
1,819 |
|
| Hitachi Ltd |
|
|
414,367 |
|
|
|
23,748 |
|
| Iida Group Holdings Co Ltd |
|
|
92,600 |
|
|
|
2,386 |
|
| Isuzu Motors Ltd |
|
|
55,700 |
|
|
|
736 |
|
| ITOCHU Corp |
|
|
245,400 |
|
|
|
7,075 |
|
| Japan Exchange Group Inc |
|
|
412,542 |
|
|
|
9,181 |
|
| Japan Post Holdings Co Ltd |
|
|
46,800 |
|
|
|
384 |
|
| Japan Tobacco Inc (A) |
|
|
95,400 |
|
|
|
1,804 |
|
| Kao Corp |
|
|
268,700 |
|
|
|
16,547 |
|
| KDDI Corp |
|
|
435,900 |
|
|
|
13,608 |
|
| Keyence Corp |
|
|
16,800 |
|
|
|
8,487 |
|
| Kirin Holdings Co Ltd |
|
|
240,000 |
|
|
|
4,684 |
|
| Kokuyo Co Ltd |
|
|
221,300 |
|
|
|
3,459 |
|
| Konami Holdings Corp |
|
|
11,700 |
|
|
|
703 |
|
| Konica Minolta Inc |
|
|
129,100 |
|
|
|
714 |
|
| K’s Holdings Corp |
|
|
252,100 |
|
|
|
2,901 |
|
| Lasertec Corp |
|
|
52,800 |
|
|
|
10,271 |
|
| Lawson Inc |
|
|
162,900 |
|
|
|
7,544 |
|
| Mazda Motor Corp |
|
|
207,900 |
|
|
|
1,956 |
|
| Mitsubishi Chemical Holdings Corp |
|
|
125,900 |
|
|
|
1,059 |
|
| Mitsubishi Electric Corp |
|
|
1,083,600 |
|
|
|
15,743 |
|
| Mitsubishi Estate Co Ltd |
|
|
4,900 |
|
|
|
79 |
|
| Mitsubishi Heavy Industries Ltd |
|
|
66,600 |
|
|
|
1,962 |
|
| Mixi Inc |
|
|
114,700 |
|
|
|
3,028 |
|
| Mizuno Corp |
|
|
41,500 |
|
|
|
883 |
|
| MS&AD Insurance Group Holdings Inc |
|
|
120,000 |
|
|
|
3,468 |
|
| Murata Manufacturing Co Ltd |
|
|
313,700 |
|
|
|
23,973 |
|
| Nihon Kohden Corp |
|
|
11,400 |
|
|
|
326 |
|
| Nihon Unisys Ltd |
|
|
148,700 |
|
|
|
4,475 |
|
| Nikon Corp |
|
|
513,800 |
|
|
|
5,486 |
|
| Nintendo Co Ltd |
|
|
39,100 |
|
|
|
22,765 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
| Nippon Steel Corp |
|
|
69,200 |
|
|
$ |
1,168 |
|
| Nippon Telegraph & Telephone Corp |
|
|
556,200 |
|
|
|
14,505 |
|
| Nitori Holdings Co Ltd |
|
|
33,800 |
|
|
|
5,987 |
|
| Nitto Denko Corp |
|
|
61,600 |
|
|
|
4,601 |
|
| Nomura Holdings Inc |
|
|
2,015,100 |
|
|
|
10,309 |
|
| Okuwa Co Ltd |
|
|
63,100 |
|
|
|
618 |
|
| ORIX Corp |
|
|
546,266 |
|
|
|
9,226 |
|
| Otsuka Corp |
|
|
83,300 |
|
|
|
4,376 |
|
| Panasonic Corp |
|
|
1,735,500 |
|
|
|
20,101 |
|
| PeptiDream Inc * |
|
|
193,600 |
|
|
|
9,506 |
|
| Persol Holdings Co Ltd |
|
|
112,300 |
|
|
|
2,221 |
|
| Rakuten Group Inc * |
|
|
790,058 |
|
|
|
8,926 |
|
| Recruit Holdings Co Ltd |
|
|
183,993 |
|
|
|
9,068 |
|
| Rinnai Corp |
|
|
5,600 |
|
|
|
533 |
|
| Rohto Pharmaceutical Co Ltd |
|
|
15,300 |
|
|
|
412 |
|
| Ryohin Keikaku Co Ltd |
|
|
945,200 |
|
|
|
19,842 |
|
| Sankyo Co Ltd |
|
|
141,700 |
|
|
|
3,622 |
|
| Sanwa Holdings Corp |
|
|
178,600 |
|
|
|
2,195 |
|
| SBI Holdings Inc/Japan (A) |
|
|
390,931 |
|
|
|
9,256 |
|
| Secom Co Ltd |
|
|
63,000 |
|
|
|
4,793 |
|
| Seiko Epson Corp |
|
|
16,100 |
|
|
|
283 |
|
| Sekisui House Ltd |
|
|
135,300 |
|
|
|
2,778 |
|
| Seven & i Holdings Co Ltd |
|
|
435,900 |
|
|
|
20,803 |
|
| Sharp Corp/Japan * |
|
|
175,900 |
|
|
|
2,905 |
|
| Shimamura Co Ltd |
|
|
57,900 |
|
|
|
5,561 |
|
| Shin-Etsu Chemical Co Ltd |
|
|
90,249 |
|
|
|
15,108 |
|
| Shiseido Co Ltd |
|
|
78,700 |
|
|
|
5,794 |
|
| SoftBank Group Corp |
|
|
52,200 |
|
|
|
3,657 |
|
| Sompo Holdings Inc |
|
|
245,000 |
|
|
|
9,064 |
|
| Sony Group Corp |
|
|
92,300 |
|
|
|
8,994 |
|
| Sony Group Corp ADR |
|
|
239,616 |
|
|
|
23,295 |
|
| Sumitomo Chemical Co Ltd |
|
|
126,100 |
|
|
|
669 |
|
| Sumitomo Dainippon Pharma Co Ltd |
|
|
101,000 |
|
|
|
2,118 |
|
| Sumitomo Forestry Co Ltd |
|
|
40,300 |
|
|
|
739 |
|
| Sumitomo Mitsui Financial Group Inc |
|
|
1,161,200 |
|
|
|
40,070 |
|
| Sumitomo Rubber Industries Ltd |
|
|
204,900 |
|
|
|
2,830 |
|
| Sysmex Corp |
|
|
62,000 |
|
|
|
7,374 |
|
| T&D Holdings Inc |
|
|
579,500 |
|
|
|
7,498 |
|
| Takeda Pharmaceutical Co Ltd |
|
|
810,500 |
|
|
|
27,158 |
|
| TDK Corp |
|
|
12,600 |
|
|
|
1,531 |
|
| Teijin Ltd |
|
|
168,500 |
|
|
|
2,570 |
|
| TIS Inc |
|
|
160,400 |
|
|
|
4,100 |
|
| Tokyo Electron Ltd |
|
|
35,353 |
|
|
|
15,315 |
|
| Tokyo Seimitsu Co Ltd |
|
|
10,600 |
|
|
|
480 |
|
| Tomy Co Ltd |
|
|
133,700 |
|
|
|
1,147 |
|
| Toshiba Corp |
|
|
130,600 |
|
|
|
5,654 |
|
| Toyo Suisan Kaisha Ltd |
|
|
8,700 |
|
|
|
335 |
|
| Toyota Industries Corp |
|
|
174,678 |
|
|
|
15,124 |
|
| Universal Entertainment * |
|
|
396,253 |
|
|
|
8,797 |
|
| Yamada Holdings Co Ltd |
|
|
1,013,900 |
|
|
|
4,686 |
|
| Yamaha Motor Co Ltd |
|
|
68,600 |
|
|
|
1,867 |
|
| Yamazaki Baking Co Ltd |
|
|
44,100 |
|
|
|
622 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
|
3 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
| Z Holdings Corp |
|
|
2,012,019 |
|
|
$ |
10,094 |
|
| ZOZO Inc |
|
|
60,900 |
|
|
|
2,071 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
786,392 |
|
|
|
|
|
|
|
|
|
|
| Jordan — 0.1% |
|
|
|
|
|
|
|
|
| Hikma Pharmaceuticals PLC |
|
|
120,861 |
|
|
|
4,084 |
|
|
|
|
|
|
|
|
|
|
| Malta — 0.0% |
|
|
|
|
|
|
|
|
| BGP Holdings *(B) |
|
|
198,683 |
|
|
|
– |
|
|
|
|
|
|
|
|
|
|
| Mexico — 0.9% |
|
|
|
|
|
|
|
|
| Arca Continental SAB de CV |
|
|
2,744,250 |
|
|
|
15,900 |
|
| Fomento Economico Mexicano SAB de CV ADR |
|
|
281,505 |
|
|
|
23,790 |
|
| Grupo Financiero Banorte SAB de CV, Cl O |
|
|
665,083 |
|
|
|
4,288 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
43,978 |
|
|
|
|
|
|
|
|
|
|
| Netherlands — 5.8% |
|
|
|
|
|
|
|
|
| Adyen NV * |
|
|
2,864 |
|
|
|
6,998 |
|
| Akzo Nobel NV |
|
|
424,527 |
|
|
|
52,459 |
|
| ArcelorMittal SA |
|
|
450,708 |
|
|
|
13,817 |
|
| ASM International NV |
|
|
5,695 |
|
|
|
1,871 |
|
| ASML Holding NV |
|
|
68,124 |
|
|
|
46,809 |
|
| ASR Nederland NV |
|
|
160,858 |
|
|
|
6,217 |
|
| BE Semiconductor Industries NV |
|
|
19,785 |
|
|
|
1,679 |
|
| ING Groep NV |
|
|
758,790 |
|
|
|
10,024 |
|
| James Hardie Industries PLC * |
|
|
128,283 |
|
|
|
4,360 |
|
| Koninklijke Ahold Delhaize NV |
|
|
1,529,539 |
|
|
|
45,474 |
|
| Koninklijke DSM NV |
|
|
51,437 |
|
|
|
9,601 |
|
| Koninklijke Philips NV |
|
|
249,506 |
|
|
|
12,365 |
|
| PostNL NV |
|
|
1,207,552 |
|
|
|
6,547 |
|
| Prosus NV |
|
|
93,488 |
|
|
|
9,143 |
|
| Randstad NV |
|
|
209,833 |
|
|
|
16,050 |
|
| RELX PLC |
|
|
266,755 |
|
|
|
7,112 |
|
| Wolters Kluwer NV |
|
|
249,527 |
|
|
|
25,070 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
275,596 |
|
|
|
|
|
|
|
|
|
|
| New Zealand — 0.0% |
|
|
|
|
|
|
|
|
| Fisher & Paykel Healthcare Corp Ltd |
|
|
23,275 |
|
|
|
506 |
|
| Fletcher Building Ltd |
|
|
79,636 |
|
|
|
421 |
|
| Mainfreight Ltd |
|
|
5,727 |
|
|
|
308 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,235 |
|
|
|
|
|
|
|
|
|
|
| Norway — 0.0% |
|
|
|
|
|
|
|
|
| Norsk Hydro ASA |
|
|
82,251 |
|
|
|
525 |
|
|
|
|
|
|
|
|
|
|
| Peru — 0.1% |
|
|
|
|
|
|
|
|
| Credicorp Ltd * |
|
|
37,750 |
|
|
|
4,572 |
|
|
|
|
|
|
|
|
|
|
| Poland — 0.0% |
|
|
|
|
|
|
|
|
| Polskie Gornictwo Naftowe i Gazownictwo SA |
|
|
178,350 |
|
|
|
313 |
|
|
|
|
|
|
|
|
|
|
| Saudi Arabia — 0.5% |
|
|
|
|
|
|
|
|
| Bank AlBilad * |
|
|
80,939 |
|
|
|
792 |
|
| Rabigh Refining & Petrochemical Co * |
|
|
428,522 |
|
|
|
2,685 |
|
| Saudi Basic Industries Corp |
|
|
552,353 |
|
|
|
17,938 |
|
| Saudi Industrial Investment Group |
|
|
105,734 |
|
|
|
987 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
| Saudi Kayan Petrochemical Co * |
|
|
474,940 |
|
|
$ |
2,287 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
24,689 |
|
|
|
|
|
|
|
|
|
|
| Singapore — 0.3% |
|
|
|
|
|
|
|
|
| DBS Group Holdings Ltd |
|
|
372,800 |
|
|
|
8,268 |
|
| Golden Agri-Resources |
|
|
2,198,400 |
|
|
|
376 |
|
| Oversea-Chinese Banking Corp Ltd |
|
|
301,900 |
|
|
|
2,684 |
|
| Wilmar International Ltd |
|
|
190,300 |
|
|
|
637 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,965 |
|
|
|
|
|
|
|
|
|
|
| South Africa — 0.1% |
|
|
|
|
|
|
|
|
| DataTec Ltd |
|
|
100,188 |
|
|
|
193 |
|
| Investec PLC (A) |
|
|
416,323 |
|
|
|
1,665 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,858 |
|
|
|
|
|
|
|
|
|
|
| South Korea — 2.9% |
|
|
|
|
|
|
|
|
| AMOREPACIFIC Group |
|
|
7,012 |
|
|
|
399 |
|
| BNK Financial Group Inc |
|
|
691,155 |
|
|
|
4,744 |
|
| Hana Financial Group Inc |
|
|
90,133 |
|
|
|
3,686 |
|
| Kangwon Land Inc * |
|
|
761,631 |
|
|
|
18,193 |
|
| Kolon Industries Inc |
|
|
15,690 |
|
|
|
1,126 |
|
| KT Corp ADR |
|
|
100,388 |
|
|
|
1,400 |
|
| LG Electronics Inc |
|
|
112,632 |
|
|
|
16,352 |
|
| Samsung Electronics Co Ltd |
|
|
491,920 |
|
|
|
35,251 |
|
| SK Hynix Inc |
|
|
296,195 |
|
|
|
33,535 |
|
| SK Telecom Co Ltd |
|
|
84,160 |
|
|
|
23,914 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
138,600 |
|
|
|
|
|
|
|
|
|
|
| Spain — 2.6% |
|
|
|
|
|
|
|
|
| Aena SME SA * |
|
|
91,663 |
|
|
|
15,034 |
|
| Amadeus IT Group SA, Cl A * |
|
|
710,221 |
|
|
|
49,962 |
|
| Banco Bilbao Vizcaya Argentaria SA * |
|
|
2,186,318 |
|
|
|
13,555 |
|
| Banco Santander SA * |
|
|
3,590,728 |
|
|
|
13,710 |
|
| CaixaBank SA (A) |
|
|
4,548,883 |
|
|
|
13,993 |
|
| Cia de Distribucion Integral Logista Holdings SA |
|
|
57,814 |
|
|
|
1,189 |
|
| Laboratorios Farmaceuticos Rovi SA |
|
|
9,269 |
|
|
|
642 |
|
| Repsol SA (A) |
|
|
116,492 |
|
|
|
1,458 |
|
| Siemens Gamesa Renewable Energy SA * |
|
|
353,645 |
|
|
|
11,810 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
121,353 |
|
|
|
|
|
|
|
|
|
|
| Sweden — 3.8% |
|
|
|
|
|
|
|
|
| Atlas Copco AB, Cl A |
|
|
132,888 |
|
|
|
8,142 |
|
| Atlas Copco AB, Cl B |
|
|
12,342 |
|
|
|
649 |
|
| Axfood AB |
|
|
66,076 |
|
|
|
1,829 |
|
| Betsson AB, Cl B |
|
|
131,332 |
|
|
|
1,072 |
|
| Byggmax Group AB |
|
|
122,242 |
|
|
|
1,109 |
|
| Electrolux AB, Cl B |
|
|
559,602 |
|
|
|
15,527 |
|
| Epiroc AB, Cl A |
|
|
324,180 |
|
|
|
7,392 |
|
| Essity AB, Cl B |
|
|
580,634 |
|
|
|
19,268 |
|
| Evolution AB |
|
|
93,976 |
|
|
|
14,861 |
|
| Getinge AB, Cl B |
|
|
217,298 |
|
|
|
8,202 |
|
| H & M Hennes & Mauritz AB, Cl B * |
|
|
485,580 |
|
|
|
11,526 |
|
| Hexagon AB, Cl B |
|
|
229,850 |
|
|
|
3,408 |
|
| Husqvarna AB, Cl B |
|
|
921,233 |
|
|
|
12,248 |
|
| Kinnevik AB *(A) |
|
|
237,795 |
|
|
|
9,526 |
|
| Lundin Energy AB |
|
|
19,853 |
|
|
|
703 |
|
|
|
|
| 4 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
| Nordnet AB publ |
|
|
44,319 |
|
|
$ |
749 |
|
| Sandvik AB |
|
|
155,780 |
|
|
|
3,982 |
|
| Securitas AB, Cl B (A) |
|
|
1,247,440 |
|
|
|
19,706 |
|
| Svenska Cellulosa AB SCA, Cl B |
|
|
115,990 |
|
|
|
1,902 |
|
| Svenska Handelsbanken AB, Cl A |
|
|
114,247 |
|
|
|
1,290 |
|
| Swedish Match AB |
|
|
2,710,138 |
|
|
|
23,127 |
|
| Telefonaktiebolaget LM Ericsson, Cl B |
|
|
1,035,474 |
|
|
|
13,023 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
179,241 |
|
|
|
|
|
|
|
|
|
|
| Switzerland — 9.9% |
|
|
|
|
|
|
|
|
| ABB Ltd |
|
|
575,613 |
|
|
|
19,547 |
|
| Adecco Group AG |
|
|
173,578 |
|
|
|
11,804 |
|
| Alcon Inc |
|
|
111,622 |
|
|
|
7,823 |
|
| Cie Financiere Richemont SA, Cl A |
|
|
192,878 |
|
|
|
23,360 |
|
| Coca-Cola HBC AG * |
|
|
809,049 |
|
|
|
29,216 |
|
| Credit Suisse Group AG |
|
|
1,036,239 |
|
|
|
10,865 |
|
| dormakaba Holding AG |
|
|
2,973 |
|
|
|
2,028 |
|
| Geberit AG |
|
|
11,736 |
|
|
|
8,811 |
|
| Julius Baer Group Ltd |
|
|
23,487 |
|
|
|
1,534 |
|
| Kuehne + Nagel International AG |
|
|
56,478 |
|
|
|
19,344 |
|
| Logitech International SA |
|
|
140,308 |
|
|
|
17,016 |
|
| Lonza Group AG |
|
|
25,044 |
|
|
|
17,768 |
|
| Nestle SA |
|
|
310,985 |
|
|
|
38,764 |
|
| Novartis AG |
|
|
345,079 |
|
|
|
31,479 |
|
| Partners Group Holding AG |
|
|
827 |
|
|
|
1,254 |
|
| Roche Holding AG |
|
|
231,136 |
|
|
|
87,156 |
|
| Schindler Holding AG |
|
|
29,462 |
|
|
|
9,020 |
|
| SFS Group AG |
|
|
2,834 |
|
|
|
408 |
|
| Sika AG |
|
|
30,036 |
|
|
|
9,830 |
|
| Sonova Holding AG |
|
|
46,176 |
|
|
|
17,384 |
|
| STMicroelectronics NV |
|
|
264,141 |
|
|
|
9,587 |
|
| Swatch Group AG/The |
|
|
181,415 |
|
|
|
62,294 |
|
| Tecan Group AG |
|
|
11,170 |
|
|
|
5,539 |
|
| UBS Group AG |
|
|
290,578 |
|
|
|
4,451 |
|
| Vifor Pharma AG |
|
|
34,188 |
|
|
|
4,429 |
|
| Zurich Insurance Group AG |
|
|
45,577 |
|
|
|
18,303 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
469,014 |
|
|
|
|
|
|
|
|
|
|
| Taiwan — 1.6% |
|
|
|
|
|
|
|
|
| Asustek Computer Inc |
|
|
933,000 |
|
|
|
12,440 |
|
| Compal Electronics Inc |
|
|
5,264,000 |
|
|
|
4,223 |
|
| Evergreen Marine Corp Taiwan Ltd |
|
|
2,308,000 |
|
|
|
16,319 |
|
| Gigabyte Technology Co Ltd |
|
|
445,000 |
|
|
|
1,717 |
|
| Global Mixed Mode Technology Inc |
|
|
91,000 |
|
|
|
767 |
|
| Hon Hai Precision Industry Co Ltd |
|
|
2,300,000 |
|
|
|
9,245 |
|
| Lite-On Technology Corp |
|
|
1,773,000 |
|
|
|
3,665 |
|
| MediaTek Inc |
|
|
267,987 |
|
|
|
9,253 |
|
| Novatek Microelectronics Corp |
|
|
233,000 |
|
|
|
4,173 |
|
| Sitronix Technology Corp |
|
|
173,000 |
|
|
|
1,943 |
|
| T3EX Global Holdings Corp |
|
|
1 |
|
|
|
– |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
|
|
|
| Taiwan Semiconductor Manufacturing Co Ltd ADR |
|
|
109,312 |
|
|
$ |
13,135 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
76,880 |
|
|
|
|
|
|
|
|
|
|
| United Kingdom — 10.2% |
|
|
|
|
|
|
|
|
| Abrdn Plc |
|
|
136,761 |
|
|
|
512 |
|
| Anglo American PLC |
|
|
589,833 |
|
|
|
23,406 |
|
| Ashtead Group PLC |
|
|
130,320 |
|
|
|
9,657 |
|
| AstraZeneca PLC |
|
|
81,246 |
|
|
|
9,745 |
|
| Aviva PLC |
|
|
527,765 |
|
|
|
2,959 |
|
| B&M European Value Retail SA (A) |
|
|
1,255,693 |
|
|
|
9,943 |
|
| Balfour Beatty PLC |
|
|
1,188,220 |
|
|
|
5,033 |
|
| Barclays PLC |
|
|
18,168,203 |
|
|
|
42,948 |
|
| BP PLC |
|
|
10,454,871 |
|
|
|
45,495 |
|
| BP PLC ADR |
|
|
572,022 |
|
|
|
15,113 |
|
| British American Tobacco PLC |
|
|
421,108 |
|
|
|
16,289 |
|
| Compass Group PLC * |
|
|
636,312 |
|
|
|
13,379 |
|
| Computacenter PLC |
|
|
62,379 |
|
|
|
2,216 |
|
| Diageo PLC |
|
|
715,720 |
|
|
|
34,220 |
|
| Evraz PLC |
|
|
1,669,026 |
|
|
|
13,650 |
|
| Ferguson PLC |
|
|
60,781 |
|
|
|
8,438 |
|
| Ferrexpo PLC |
|
|
524,939 |
|
|
|
3,102 |
|
| Glencore PLC * |
|
|
2,591,162 |
|
|
|
11,077 |
|
| Hays PLC * |
|
|
1,779,388 |
|
|
|
3,899 |
|
| IG Group Holdings PLC |
|
|
186,542 |
|
|
|
2,183 |
|
| Imperial Brands PLC |
|
|
39,076 |
|
|
|
841 |
|
| Indivior PLC * |
|
|
204,652 |
|
|
|
437 |
|
| Investec PLC |
|
|
732,515 |
|
|
|
2,917 |
|
| Kingfisher PLC |
|
|
2,307,405 |
|
|
|
11,619 |
|
| Land Securities Group PLC
‡ |
|
|
511,152 |
|
|
|
4,769 |
|
| Legal & General Group PLC |
|
|
1,129,142 |
|
|
|
4,018 |
|
| London Stock Exchange Group PLC |
|
|
26,628 |
|
|
|
2,932 |
|
| M&G PLC |
|
|
555,976 |
|
|
|
1,758 |
|
| Next PLC * |
|
|
68,244 |
|
|
|
7,406 |
|
| Ninety One PLC |
|
|
375,849 |
|
|
|
1,148 |
|
| Pagegroup PLC * |
|
|
97,734 |
|
|
|
755 |
|
| Plus500 Ltd |
|
|
133,218 |
|
|
|
2,457 |
|
| Prudential PLC |
|
|
2,224,443 |
|
|
|
42,207 |
|
| QinetiQ Group PLC |
|
|
196,336 |
|
|
|
932 |
|
| Reckitt Benckiser Group PLC |
|
|
54,094 |
|
|
|
4,780 |
|
| RELX PLC |
|
|
267,686 |
|
|
|
7,096 |
|
| Rio Tinto PLC |
|
|
95,018 |
|
|
|
7,809 |
|
| Rio Tinto PLC ADR |
|
|
79,425 |
|
|
|
6,663 |
|
| Rolls-Royce Holdings PLC * |
|
|
22,725,130 |
|
|
|
31,054 |
|
| Royal Mail PLC |
|
|
729,803 |
|
|
|
5,821 |
|
| Schroders PLC |
|
|
23,720 |
|
|
|
1,151 |
|
| Smith & Nephew PLC |
|
|
748,879 |
|
|
|
16,165 |
|
| THG PLC * |
|
|
629,490 |
|
|
|
5,305 |
|
| Thungela Resources Ltd *(A) |
|
|
36,946 |
|
|
|
102 |
|
| Unilever PLC |
|
|
352,816 |
|
|
|
20,619 |
|
| Vodafone Group PLC |
|
|
356,692 |
|
|
|
598 |
|
| Weir Group PLC/The * |
|
|
362,977 |
|
|
|
9,281 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
|
5 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
International Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
| WH Smith PLC * |
|
|
411,967 |
|
|
$ |
9,154 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
483,058 |
|
|
|
|
|
|
|
|
|
|
|
|
| United States — 3.0% |
|
|
|
|
|
| Accenture PLC, Cl A |
|
|
64,639 |
|
|
|
19,055 |
|
| Aon PLC, Cl A |
|
|
23,058 |
|
|
|
5,505 |
|
| Aptiv PLC * |
|
|
59,138 |
|
|
|
9,304 |
|
| ASML Holding NV, Cl G |
|
|
16,507 |
|
|
|
11,404 |
|
| Atlassian Corp PLC, Cl A * |
|
|
46,013 |
|
|
|
11,819 |
|
| Coca-Cola Europacific Partners PLC |
|
|
35,363 |
|
|
|
2,098 |
|
| EPAM Systems Inc * |
|
|
14,327 |
|
|
|
7,320 |
|
| IHS Markit Ltd |
|
|
87,290 |
|
|
|
9,834 |
|
| Inmode Ltd * |
|
|
12,047 |
|
|
|
1,141 |
|
| Lululemon Athletica Inc * |
|
|
24,122 |
|
|
|
8,804 |
|
| Mettler-Toledo International Inc * |
|
|
6,102 |
|
|
|
8,453 |
|
| Nomad Foods Ltd * |
|
|
575,916 |
|
|
|
16,281 |
|
| ResMed Inc |
|
|
45,895 |
|
|
|
11,314 |
|
| Shopify Inc, Cl A * |
|
|
7,677 |
|
|
|
11,216 |
|
| STERIS PLC |
|
|
33,820 |
|
|
|
6,977 |
|
| ZIM Integrated Shipping Services Ltd * |
|
|
42,791 |
|
|
|
1,923 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
142,448 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Common Stock
(Cost $3,731,950) ($ Thousands) |
|
|
|
4,562,225 |
|
|
|
|
|
|
|
|
|
|
|
|
| PREFERRED STOCK — 0.3% |
|
|
|
|
|
| Germany — 0.3% |
|
|
|
|
|
| Henkel AG & Co KGaA (C) |
|
|
20,571 |
|
|
|
2,172 |
|
| Porsche Automobil Holding SE (C) |
|
|
30,705 |
|
|
|
3,290 |
|
| Sartorius AG (C) |
|
|
8,924 |
|
|
|
4,646 |
|
| Schaeffler AG (C) |
|
|
106,067 |
|
|
|
979 |
|
| Volkswagen AG (C) |
|
|
8,619 |
|
|
|
2,159 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Preferred Stock
(Cost $12,639) ($ Thousands) |
|
|
|
13,246 |
|
|
|
|
|
|
|
|
|
|
|
|
| EXCHANGE TRADED FUND — 0.2% |
|
|
|
|
|
| United States — 0.2% |
|
|
|
|
|
| iShares Trust iShares ESG Aware MSCI EAFE ETF |
|
|
116,170 |
|
|
|
9,181 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Exchange Traded Fund
(Cost $9,038) ($ Thousands) |
|
|
|
9,181 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
| CONVERTIBLE BONDS — 0.0% |
|
|
|
|
|
| Credit Suisse Group Guernsey VII CV to 115.607 |
|
|
|
|
|
|
|
|
| 3.000%, 11/12/2021 |
|
CHF |
381 |
|
|
|
462 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
| CONVERTIBLE BONDS (continued) |
|
|
|
|
|
| Credit Suisse Group Guernsey VII CV to 23,121.387 |
|
|
|
|
|
|
|
|
| 3.000%, 11/12/2021 (D) |
|
CHF |
2,200 |
|
|
$ |
2,662 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Convertible Bonds
(Cost $2,819) ($ Thousands) |
|
|
|
3,124 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
Number of
Rights |
|
|
|
|
| RIGHTS — 0.0% |
|
|
|
|
|
| Taiwan — 0.0% |
|
|
|
|
|
| Simplo Technology Co Ltd
*‡‡ |
|
|
5,445 |
|
|
|
– |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Rights
(Cost $—) ($ Thousands) |
|
|
|
– |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
Shares |
|
|
|
|
| AFFILIATED PARTNERSHIP — 1.9% |
|
|
|
|
|
| SEI Liquidity Fund, L.P.
0.030%
**†(E) |
|
|
88,522,120 |
|
|
|
88,552 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Affiliated Partnership
(Cost $88,541) ($ Thousands) |
|
|
|
88,552 |
|
|
|
|
|
|
|
|
|
|
|
|
| CASH EQUIVALENT — 1.3% |
|
|
|
|
|
| SEI Daily Income Trust, Government Fund, Cl F |
|
|
|
|
|
|
|
|
|
0.010%**† |
|
|
61,708,659 |
|
|
|
61,709 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Cash Equivalent
(Cost $61,709) ($ Thousands) |
|
|
|
61,709 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Investments in Securities — 100.2%
(Cost $3,906,696)
($ Thousands) |
|
|
$ |
4,738,037 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| 6 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
International Equity Fund (Concluded)
A list of the open futures contracts held by the Fund at June 30, 2021, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
| Type of Contract |
|
Number of
Contracts |
|
|
Expiration
Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized
Depreciation
(Thousands) |
|
| Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Euro STOXX 50 |
|
|
523 |
|
|
|
Sep-2021 |
|
|
$ |
26,122 |
|
|
$ |
25,153 |
|
|
$ |
(412) |
|
| FTSE 100 Index |
|
|
97 |
|
|
|
Sep-2021 |
|
|
|
9,700 |
|
|
|
9,354 |
|
|
|
(144) |
|
| Hang Seng Index |
|
|
23 |
|
|
|
Aug-2021 |
|
|
|
4,280 |
|
|
|
4,240 |
|
|
|
(38) |
|
| SPI 200 Index |
|
|
50 |
|
|
|
Sep-2021 |
|
|
|
6,993 |
|
|
|
6,778 |
|
|
|
(39) |
|
| TOPIX Index |
|
|
112 |
|
|
|
Sep-2021 |
|
|
|
20,057 |
|
|
|
19,607 |
|
|
|
(157) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
67,152 |
|
|
$ |
65,132 |
|
|
|
$ (790) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Percentages are based on Net Assets of $4,727,792 ($ Thousands). |
| * |
Non-income producing security. |
| ** |
The rate reported is the 7-day effective yield as of June 30, 2021.
|
| † |
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 June 30, 2021. The total market value of
securities on loan at June 30, 2021 was $76,250 ($ Thousands). |
| (B) |
Level 3 security in accordance with fair value hierarchy. |
| (C) |
No interest rate available. |
| (D) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in
transactions exempt from registration normally to qualified institutions. On June 30, 2021, the value of these securities amounted to $2,662 ($ Thousands), representing 0.1% of the Net Assets of the Fund. |
| (E) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities
as of June 30, 2021 was $88,552 ($ Thousands). |
ADR — American Depositary Receipt
CHF — Swiss Franc
Cl — Class
CV — Convertible
EAFE — Europe, Australasia and Far East
ESG — Environmental, Science and Governance
ETF — Exchange-Traded Fund
FTSE — Financial Times Stock Exchange
L.P. — Limited Partnership
Ltd. — Limited
MSCI — Morgan Stanley Capital International
PLC — Public Limited Company
REIT — Real Estate investment Trust
SPI — Share Price Index
TOPIX—Tokyo Price Index
The following is a list of the level of inputs used as of June 30, 2021, in valuing the Fund’s investments and
other financial instruments carried at value ($ Thousands):
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Investments in
Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
| Common Stock |
|
|
4,562,225 |
|
|
|
– |
|
|
|
–^ |
|
|
|
4,562,225 |
|
| Preferred Stock |
|
|
13,246 |
|
|
|
– |
|
|
|
– |
|
|
|
13,246 |
|
| Exchange Traded Fund |
|
|
9,181 |
|
|
|
– |
|
|
|
– |
|
|
|
9,181 |
|
| Convertible Bonds |
|
|
– |
|
|
|
3,124 |
|
|
|
– |
|
|
|
3,124 |
|
| Rights |
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| Affiliated Partnership |
|
|
– |
|
|
|
88,552 |
|
|
|
– |
|
|
|
88,552 |
|
| Cash Equivalent |
|
|
61,709 |
|
|
|
– |
|
|
|
– |
|
|
|
61,709 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Total Investments in Securities |
|
|
4,646,361 |
|
|
|
91,676 |
|
|
|
– |
|
|
|
4,738,037 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
Other Financial
Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
| Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Unrealized Depreciation |
|
|
(790) |
|
|
|
– |
|
|
|
– |
|
|
|
(790) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Total Other Financial Instruments |
|
|
(790) |
|
|
|
– |
|
|
|
– |
|
|
|
(790) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
^One security with a market value of $0.
*Futures contracts are valued at the unrealized depreciation on the instrument.
For
the period ended June 30, 2021, there were transfers in or out of Level 3.
For information on the Fund’s policy regarding valuation of investments and
other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.
The following is a summary of the transactions with affiliates for the period ended June 30, 2021 ($
Thousands):
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Security Description |
|
Value 9/30/2020 |
|
Purchases at
Cost |
|
Proceeds from
Sales |
|
Realized Loss |
|
Change in
Unrealized
Appreciation |
|
Value 6/30/2021 |
|
Shares |
|
Income |
|
Capital Gains |
| SEI Liquidity Fund, L.P. |
|
$ 94,836 |
|
$ 551,481 |
|
$ (557,764) |
|
$(3) |
|
$ 2 |
|
$ 88,552 |
|
88,522,120 |
|
$ 528 |
|
$— |
| SEI Daily Income Trust, Government Fund, Cl F |
|
71,397 |
|
232,846 |
|
(242,534) |
|
— |
|
— |
|
61,709 |
|
61,708,659 |
|
4 |
|
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Totals |
|
$ 166,233 |
|
$ 784,327 |
|
$ (800,298) |
|
$(3) |
|
$ 2 |
|
$ 150,261 |
|
|
|
$ 532 |
|
$— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amounts designated as “—“ are $0 or have been rounded to $0.
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
|
7 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
Emerging Markets Equity Fund
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
| COMMON STOCK — 95.7% |
|
|
|
|
|
|
|
|
| Argentina — 0.1% |
|
|
|
|
|
|
|
|
| Ternium SA ADR |
|
|
23,178 |
|
|
$ |
891 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Austria — 0.1% |
|
|
|
|
|
|
|
|
| Erste Group Bank AG |
|
|
74,686 |
|
|
|
2,740 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Brazil — 4.0% |
|
|
|
|
|
|
|
|
| Ambev SA |
|
|
429,100 |
|
|
|
1,459 |
|
| Ambev SA ADR |
|
|
620,074 |
|
|
|
2,133 |
|
| Arezzo Industria e Comercio SA |
|
|
158,900 |
|
|
|
2,997 |
|
| B2W Cia Digital * |
|
|
120,600 |
|
|
|
1,598 |
|
| B3 SA - Brasil Bolsa Balcao |
|
|
1,519,826 |
|
|
|
5,073 |
|
| Banco Bradesco SA ADR * |
|
|
1,152,183 |
|
|
|
5,911 |
|
| Banco do Brasil SA |
|
|
772,328 |
|
|
|
4,944 |
|
| Banco Santander Brasil SA |
|
|
233,600 |
|
|
|
1,891 |
|
| Banco Santander Brasil SA ADR |
|
|
108,700 |
|
|
|
891 |
|
| CCR SA |
|
|
288,300 |
|
|
|
772 |
|
| Cia de Saneamento Basico do Estado de Sao Paulo ADR * |
|
|
161,260 |
|
|
|
1,193 |
|
| Cia Energetica de Minas Gerais ADR |
|
|
408,628 |
|
|
|
973 |
|
| Cosan SA |
|
|
1,063,200 |
|
|
|
5,054 |
|
| CPFL Energia SA |
|
|
487,000 |
|
|
|
2,607 |
|
| CSN Mineracao SA |
|
|
3,923,102 |
|
|
|
7,154 |
|
| Diagnosticos da America SA * |
|
|
133,700 |
|
|
|
1,633 |
|
| Energisa SA |
|
|
385,364 |
|
|
|
3,560 |
|
| Gerdau SA ADR |
|
|
595,901 |
|
|
|
3,516 |
|
| Hapvida Participacoes e Investimentos SA |
|
|
278,758 |
|
|
|
858 |
|
| JBS SA |
|
|
199,967 |
|
|
|
1,163 |
|
| Magazine Luiza SA * |
|
|
162,635 |
|
|
|
686 |
|
| Multiplan Empreendimentos Imobiliarios SA* |
|
|
218,700 |
|
|
|
1,024 |
|
| Natura & Co Holding SA * |
|
|
94,039 |
|
|
|
1,059 |
|
| Petrobras Distribuidora SA |
|
|
315,421 |
|
|
|
1,675 |
|
| Petroleo Brasileiro SA |
|
|
21,549 |
|
|
|
264 |
|
| Petroleo Brasileiro SA ADR |
|
|
660,265 |
|
|
|
8,075 |
|
| Porto Seguro SA |
|
|
107,757 |
|
|
|
1,148 |
|
| Rumo SA * |
|
|
1,287,837 |
|
|
|
4,928 |
|
| SLC Agricola SA |
|
|
130,921 |
|
|
|
1,331 |
|
| TIM SA/Brazil * |
|
|
304,100 |
|
|
|
699 |
|
| TIM SA/Brazil ADR * |
|
|
42,119 |
|
|
|
485 |
|
| Ultrapar Participacoes SA |
|
|
162,300 |
|
|
|
595 |
|
| Vale SA ADR, Cl B |
|
|
228,963 |
|
|
|
5,223 |
|
| WEG SA |
|
|
101,100 |
|
|
|
678 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
83,250 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Canada — 1.3% |
|
|
|
|
|
|
|
|
| Autohome Inc ADR |
|
|
51,617 |
|
|
|
3,302 |
|
| Endeavour Mining PLC |
|
|
57,098 |
|
|
|
1,227 |
|
| First Quantum Minerals Ltd |
|
|
622,121 |
|
|
|
14,353 |
|
| Ivanhoe Mines Ltd, Cl A * |
|
|
506,197 |
|
|
|
3,659 |
|
| Pan American Silver Corp |
|
|
55,579 |
|
|
|
1,588 |
|
| Parex Resources Inc * |
|
|
145,350 |
|
|
|
2,430 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
26,559 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Chile — 0.4% |
|
|
|
|
|
|
|
|
| Banco de Chile |
|
|
7,169,086 |
|
|
|
714 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
| Banco Santander Chile ADR |
|
|
38,859 |
|
|
$ |
772 |
|
| CAP SA |
|
|
41,742 |
|
|
|
722 |
|
| Falabella SA |
|
|
690,711 |
|
|
|
3,101 |
|
| Sociedad Quimica y Minera de Chile SA ADR |
|
|
66,402 |
|
|
|
3,143 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,452 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| China — 21.9% |
|
|
|
|
|
|
|
|
| 360 DigiTech Inc ADR * |
|
|
28,193 |
|
|
|
1,180 |
|
| AAC Technologies Holdings Inc |
|
|
377,500 |
|
|
|
2,824 |
|
| Agile Group Holdings Ltd |
|
|
1,328,000 |
|
|
|
1,720 |
|
| Agricultural Bank of China Ltd, Cl H |
|
|
10,350,000 |
|
|
|
3,598 |
|
| Alibaba Group Holding Ltd * |
|
|
1,020,208 |
|
|
|
28,902 |
|
| Alibaba Group Holding Ltd ADR * |
|
|
150,815 |
|
|
|
34,202 |
|
| Angang Steel Co Ltd, Cl H |
|
|
1,340,000 |
|
|
|
849 |
|
| Anhui Conch Cement Co Ltd, Cl H |
|
|
804,500 |
|
|
|
4,268 |
|
| ANTA Sports Products Ltd |
|
|
68,000 |
|
|
|
1,601 |
|
| Baidu Inc ADR * |
|
|
31,962 |
|
|
|
6,517 |
|
| Bank of China Ltd, Cl H |
|
|
16,357,000 |
|
|
|
5,877 |
|
| Bank of Communications Co Ltd, Cl H |
|
|
2,166,000 |
|
|
|
1,456 |
|
| Baoshan Iron & Steel Co Ltd, Cl A |
|
|
100 |
|
|
|
– |
|
| Beijing Sinnet Technology Co Ltd, Cl A |
|
|
1,339,495 |
|
|
|
2,984 |
|
| Bilibili Inc ADR * |
|
|
39,056 |
|
|
|
4,759 |
|
| Bosideng International Holdings Ltd |
|
|
5,094,816 |
|
|
|
3,641 |
|
| BYD Co Ltd, Cl H |
|
|
52,370 |
|
|
|
1,566 |
|
| China CITIC Bank Corp Ltd, Cl H |
|
|
2,543,000 |
|
|
|
1,205 |
|
| China Construction Bank Corp, Cl H |
|
|
14,581,328 |
|
|
|
11,472 |
|
| China Lesso Group Holdings Ltd |
|
|
2,212,959 |
|
|
|
5,460 |
|
| China Longyuan Power Group Corp Ltd, Cl H |
|
|
2,801,238 |
|
|
|
4,826 |
|
| China Merchants Bank Co Ltd, Cl H |
|
|
996,267 |
|
|
|
8,499 |
|
| China National Building Material Co Ltd, Cl H |
|
|
1,084,733 |
|
|
|
1,274 |
|
| China Petroleum & Chemical Corp ADR |
|
|
31,609 |
|
|
|
1,612 |
|
| China Shenhua Energy Co Ltd, Cl H |
|
|
673,500 |
|
|
|
1,320 |
|
| Chongqing Zhifei Biological Products Co Ltd, Cl A |
|
|
64,300 |
|
|
|
1,862 |
|
| COSCO SHIPPING Holdings Co Ltd,
Cl H *(A) |
|
|
642,500 |
|
|
|
1,618 |
|
| Dongfeng Motor Group Co Ltd, Cl H |
|
|
3,090,647 |
|
|
|
2,778 |
|
| ENN Energy Holdings Ltd |
|
|
369,700 |
|
|
|
7,036 |
|
| Fangda Carbon New Material Co Ltd, Cl A |
|
|
1,126,181 |
|
|
|
1,296 |
|
| Fujian Green Pine Co Ltd, Cl A |
|
|
1,332,300 |
|
|
|
4,346 |
|
| Ginlong Technologies Co Ltd, Cl A |
|
|
41,820 |
|
|
|
1,169 |
|
| Haier Smart Home Co Ltd, Cl A |
|
|
1,116,561 |
|
|
|
4,482 |
|
| Haier Smart Home Co Ltd, Cl H |
|
|
778,158 |
|
|
|
2,716 |
|
| Haitian International Holdings Ltd |
|
|
227,000 |
|
|
|
761 |
|
| Hangzhou Robam Appliances Co Ltd, Cl A |
|
|
364,266 |
|
|
|
2,624 |
|
| Huadong Medicine Co Ltd, Cl A |
|
|
164,000 |
|
|
|
1,164 |
|
| Huazhu Group Ltd ADR * |
|
|
101,533 |
|
|
|
5,362 |
|
| Industrial & Commercial Bank of China Ltd, Cl H |
|
|
17,223,068 |
|
|
|
10,113 |
|
| iQIYI Inc ADR * |
|
|
236,600 |
|
|
|
3,686 |
|
| JD.com Inc ADR * |
|
|
96,214 |
|
|
|
7,679 |
|
| Jiangsu Changshu Rural Commercial Bank Co Ltd, Cl A |
|
|
4,056,174 |
|
|
|
3,888 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
|
1 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
| Kweichow Moutai Co Ltd, Cl A |
|
|
9,400 |
|
|
$ |
2,994 |
|
| KWG Group Holdings Ltd |
|
|
3,325,803 |
|
|
|
4,454 |
|
| Longfor Group Holdings Ltd |
|
|
110,365 |
|
|
|
618 |
|
| LONGi Green Energy Technology Co Ltd, Cl A |
|
|
189,800 |
|
|
|
2,612 |
|
| Lufax Holding Ltd ADR *(A) |
|
|
351,542 |
|
|
|
3,972 |
|
| Luxshare Precision Industry Co Ltd, Cl A |
|
|
225,400 |
|
|
|
1,605 |
|
| Momo Inc ADR * |
|
|
107,192 |
|
|
|
1,641 |
|
| NARI Technology Co Ltd, Cl A |
|
|
934,199 |
|
|
|
3,363 |
|
| NetEase Inc ADR |
|
|
139,585 |
|
|
|
16,087 |
|
| New Oriental Education & Technology Group Inc ADR * |
|
|
75,900 |
|
|
|
622 |
|
| NIO Inc ADR * |
|
|
58,872 |
|
|
|
3,132 |
|
| Oppein Home Group Inc, Cl A |
|
|
74,854 |
|
|
|
1,645 |
|
| PetroChina Co Ltd, Cl H |
|
|
3,856,000 |
|
|
|
1,877 |
|
| PICC Property & Casualty Co Ltd, Cl H |
|
|
4,446,000 |
|
|
|
3,893 |
|
| Pinduoduo Inc ADR * |
|
|
18,919 |
|
|
|
2,403 |
|
| Ping An Insurance Group Co of China Ltd, Cl A |
|
|
1,089,600 |
|
|
|
10,839 |
|
| Ping An Insurance Group Co of China Ltd, Cl H |
|
|
1,855,875 |
|
|
|
18,174 |
|
| Poly Developments and Holdings Group Co Ltd, Cl A |
|
|
1,925,926 |
|
|
|
3,585 |
|
| Sangfor Technologies Inc, Cl A |
|
|
123,391 |
|
|
|
4,954 |
|
| Shenzhen Kangtai Biological Products Co Ltd, Cl A |
|
|
159,400 |
|
|
|
3,684 |
|
| Shenzhou International Group Holdings Ltd |
|
|
46,086 |
|
|
|
1,164 |
|
| Sichuan Kelun Pharmaceutical Co Ltd, Cl A |
|
|
802,898 |
|
|
|
2,482 |
|
| Sinopec Engineering Group Co Ltd, Cl H |
|
|
1,508,462 |
|
|
|
977 |
|
| Sinopharm Group Co Ltd, Cl H |
|
|
623,200 |
|
|
|
1,854 |
|
| Sinotrans Ltd, Cl H |
|
|
1,734,907 |
|
|
|
722 |
|
| Sinotruk Hong Kong Ltd |
|
|
1,260,403 |
|
|
|
2,701 |
|
| Songcheng Performance Development Co Ltd, Cl A |
|
|
1,138,900 |
|
|
|
2,962 |
|
| Suofeiya Home Collection Co Ltd, Cl A |
|
|
179,000 |
|
|
|
671 |
|
| Tencent Holdings Ltd |
|
|
958,936 |
|
|
|
72,113 |
|
| Tingyi Cayman Islands Holding Corp |
|
|
498,000 |
|
|
|
994 |
|
| Trip.com Group Ltd ADR * |
|
|
102,331 |
|
|
|
3,629 |
|
| Tsingtao Brewery Co Ltd, Cl H |
|
|
273,000 |
|
|
|
2,939 |
|
| Tuya Inc ADR * |
|
|
27,026 |
|
|
|
662 |
|
| Uni-President China Holdings Ltd |
|
|
3,053,000 |
|
|
|
3,369 |
|
| Vipshop Holdings Ltd ADR * |
|
|
227,127 |
|
|
|
4,561 |
|
| Want Want China Holdings Ltd |
|
|
1,170,000 |
|
|
|
829 |
|
| Weichai Power Co Ltd, Cl H |
|
|
1,647,000 |
|
|
|
3,661 |
|
| Wingtech Technology Co Ltd, Cl A |
|
|
290,300 |
|
|
|
4,343 |
|
| Wuhu Sanqi Interactive Entertainment Network Technology Group Co Ltd, Cl A |
|
|
1,146,600 |
|
|
|
4,257 |
|
| WUS Printed Circuit Kunshan Co Ltd, Cl A |
|
|
1,506,800 |
|
|
|
3,605 |
|
| Wuxi Lead Intelligent Equipment Co Ltd, Cl A |
|
|
253,560 |
|
|
|
2,366 |
|
| Xianhe Co Ltd, Cl A |
|
|
717,973 |
|
|
|
4,223 |
|
| Xtep International Holdings Ltd (A) |
|
|
1,845,000 |
|
|
|
3,478 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
| Yantai Jereh Oilfield Services Group Co Ltd, Cl A |
|
|
367,297 |
|
|
$ |
2,543 |
|
| Yanzhou Coal Mining Co Ltd, Cl H |
|
|
832,000 |
|
|
|
1,119 |
|
| Yifeng Pharmacy Chain Co Ltd, Cl A |
|
|
452,600 |
|
|
|
3,931 |
|
| Yuan Longping High-tech Agriculture Co Ltd, Cl A * |
|
|
1,218,200 |
|
|
|
3,021 |
|
| Yum China Holdings Inc |
|
|
11,405 |
|
|
|
756 |
|
| Yunnan Baiyao Group Co Ltd, Cl A |
|
|
122,000 |
|
|
|
2,183 |
|
| Zai Lab Ltd ADR * |
|
|
4,164 |
|
|
|
737 |
|
| Zhejiang Expressway Co Ltd, Cl H |
|
|
3,236,000 |
|
|
|
2,879 |
|
| Zhejiang Juhua Co Ltd, Cl A |
|
|
1,804,102 |
|
|
|
2,464 |
|
| Zhejiang Weixing New Building Materials Co Ltd, Cl A |
|
|
414,986 |
|
|
|
1,329 |
|
| Zhongsheng Group Holdings Ltd |
|
|
976,500 |
|
|
|
8,123 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
453,993 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Colombia — 0.1% |
|
|
|
|
|
|
|
|
| Ecopetrol SA ADR |
|
|
76,184 |
|
|
|
1,114 |
|
| Grupo de Inversiones Suramericana SA |
|
|
295,617 |
|
|
|
1,464 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,578 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Czech Republic — 0.1% |
|
|
|
|
|
|
|
|
| CEZ AS |
|
|
62,110 |
|
|
|
1,842 |
|
| Moneta Money Bank AS |
|
|
223,429 |
|
|
|
849 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,691 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Germany — 0.2% |
|
|
|
|
|
|
|
|
| Delivery Hero SE * |
|
|
34,409 |
|
|
|
4,546 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Greece — 0.3% |
|
|
|
|
|
|
|
|
| Alpha Services and Holdings SA * |
|
|
1,540,516 |
|
|
|
1,970 |
|
| Eurobank Ergasias Services and Holdings SA* |
|
|
3,052,267 |
|
|
|
3,077 |
|
| Hellenic Telecommunications Organization SA |
|
|
62,188 |
|
|
|
1,043 |
|
| OPAP SA |
|
|
44,843 |
|
|
|
676 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,766 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Hong Kong — 10.3% |
|
|
|
|
|
|
|
|
| Akeso Inc * |
|
|
185,000 |
|
|
|
1,492 |
|
| Alibaba Health Information Technology Ltd* |
|
|
726,000 |
|
|
|
1,610 |
|
| A-Living Smart City Services Co Ltd, Cl H |
|
|
1,647,750 |
|
|
|
8,201 |
|
| ASM Pacific Technology Ltd |
|
|
242,200 |
|
|
|
3,281 |
|
| Beijing Enterprises Holdings Ltd |
|
|
783,500 |
|
|
|
2,780 |
|
| Bilibili Inc, Cl Z * |
|
|
36,060 |
|
|
|
4,439 |
|
| Chaoda Modern Agriculture Holdings Ltd * |
|
|
2,056,181 |
|
|
|
14 |
|
| China Cinda Asset Management Co Ltd, Cl H |
|
|
3,753,000 |
|
|
|
715 |
|
| China Education Group Holdings Ltd |
|
|
718,000 |
|
|
|
1,601 |
|
| China Everbright Bank Co Ltd, Cl H |
|
|
8,364,470 |
|
|
|
3,414 |
|
| China Gas Holdings Ltd |
|
|
518,400 |
|
|
|
1,582 |
|
| China High Precision Automation Group Ltd* |
|
|
1,385,624 |
|
|
|
– |
|
| China Hongqiao Group Ltd |
|
|
841,000 |
|
|
|
1,139 |
|
| China Medical System Holdings Ltd |
|
|
2,690,443 |
|
|
|
7,085 |
|
| China Meidong Auto Holdings Ltd |
|
|
548,000 |
|
|
|
2,988 |
|
| China Merchants Port Holdings Co Ltd |
|
|
1,546,000 |
|
|
|
2,258 |
|
|
|
|
| 2 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
| China Resources Land Ltd |
|
|
2,066,000 |
|
|
$ |
8,367 |
|
| China Resources Pharmaceutical Group Ltd |
|
|
1,481,000 |
|
|
|
923 |
|
| China Southern Airlines Co Ltd, Cl H * |
|
|
3,990,000 |
|
|
|
2,476 |
|
| China Yongda Automobiles Services Holdings Ltd |
|
|
512,000 |
|
|
|
916 |
|
| China Yuhua Education Corp Ltd |
|
|
2,838,000 |
|
|
|
2,569 |
|
| Chinasoft International Ltd |
|
|
628,074 |
|
|
|
1,145 |
|
| CITIC Ltd |
|
|
1,172,000 |
|
|
|
1,263 |
|
| Country Garden Services Holdings Co Ltd |
|
|
865,461 |
|
|
|
9,350 |
|
| CSPC Pharmaceutical Group Ltd |
|
|
1,408,400 |
|
|
|
2,038 |
|
| Dali Foods Group Co Ltd |
|
|
494,344 |
|
|
|
295 |
|
| Far East Horizon Ltd |
|
|
705,884 |
|
|
|
738 |
|
| Fuyao Glass Industry Group Co Ltd, Cl H |
|
|
114,000 |
|
|
|
803 |
|
| Galaxy Entertainment Group Ltd * |
|
|
814,800 |
|
|
|
6,521 |
|
| Geely Automobile Holdings Ltd |
|
|
2,752,000 |
|
|
|
8,664 |
|
| GF Securities Co Ltd, Cl H |
|
|
241,013 |
|
|
|
312 |
|
| Greentown Management Holdings Co Ltd |
|
|
3,201,113 |
|
|
|
2,222 |
|
| Guangzhou Automobile Group Co Ltd, Cl H |
|
|
2,990,000 |
|
|
|
2,684 |
|
| Hisense Home Appliances Group Co Ltd, Cl H |
|
|
85,463 |
|
|
|
118 |
|
| Hong Kong Exchanges & Clearing Ltd |
|
|
110,200 |
|
|
|
6,567 |
|
| Hopson Development Holdings Ltd |
|
|
507,900 |
|
|
|
2,328 |
|
| Huazhu Group Ltd * |
|
|
132,000 |
|
|
|
708 |
|
| Innovent Biologics Inc * |
|
|
64,656 |
|
|
|
754 |
|
| JD.com Inc, Cl A * |
|
|
258,900 |
|
|
|
10,182 |
|
| Kingboard Holdings Ltd |
|
|
296,500 |
|
|
|
1,646 |
|
| Kingboard Laminates Holdings Ltd |
|
|
2,602,000 |
|
|
|
5,837 |
|
| Kuaishou Technology, Cl B *(A) |
|
|
48,700 |
|
|
|
1,222 |
|
| Kunlun Energy Co Ltd |
|
|
7,574,000 |
|
|
|
6,983 |
|
| Lenovo Group Ltd |
|
|
4,064,659 |
|
|
|
4,674 |
|
| Li Ning Co Ltd |
|
|
534,894 |
|
|
|
6,530 |
|
| Lonking Holdings Ltd |
|
|
2,166,000 |
|
|
|
700 |
|
| Meituan, Cl B * |
|
|
541,800 |
|
|
|
22,353 |
|
| Nine Dragons Paper Holdings Ltd |
|
|
1,712,000 |
|
|
|
2,196 |
|
| Postal Savings Bank of China Co Ltd, Cl H |
|
|
4,433,000 |
|
|
|
2,985 |
|
| Q Technology Group Co Ltd |
|
|
463,585 |
|
|
|
950 |
|
| Sands China Ltd * |
|
|
389,600 |
|
|
|
1,641 |
|
| Shandong Weigao Group Medical Polymer Co Ltd, Cl H |
|
|
260,000 |
|
|
|
607 |
|
| Shanghai Pharmaceuticals Holding Co Ltd, Cl H |
|
|
2,090,609 |
|
|
|
4,566 |
|
| Shenzhen International Holdings Ltd |
|
|
14,524 |
|
|
|
20 |
|
| SITC International Holdings Co Ltd |
|
|
387,000 |
|
|
|
1,617 |
|
| Sunny Optical Technology Group Co Ltd |
|
|
133,302 |
|
|
|
4,212 |
|
| Tianneng Power International Ltd (A) |
|
|
514,000 |
|
|
|
899 |
|
| Topsports International Holdings Ltd |
|
|
705,000 |
|
|
|
1,155 |
|
| Vinda International Holdings Ltd (A) |
|
|
343,000 |
|
|
|
1,056 |
|
| WH Group Ltd |
|
|
5,772,000 |
|
|
|
5,188 |
|
| Wuxi Biologics Cayman Inc * |
|
|
182,726 |
|
|
|
3,348 |
|
| Xiaomi Corp, Cl B * |
|
|
887,951 |
|
|
|
3,087 |
|
| Xinyi Glass Holdings Ltd |
|
|
654,000 |
|
|
|
2,665 |
|
| Xinyi Solar Holdings Ltd |
|
|
4,474,000 |
|
|
|
9,656 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
| Yadea Group Holdings Ltd |
|
|
520,000 |
|
|
$ |
1,118 |
|
| Yuexiu Property Co Ltd |
|
|
712,026 |
|
|
|
759 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
212,212 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Hungary — 1.1% |
|
|
|
|
|
|
|
|
| MOL Hungarian Oil & Gas PLC * |
|
|
100,460 |
|
|
|
800 |
|
| OTP Bank Nyrt * |
|
|
192,699 |
|
|
|
10,387 |
|
| Richter Gedeon Nyrt |
|
|
415,572 |
|
|
|
11,077 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
22,264 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| India — 9.9% |
|
|
|
|
|
|
|
|
| ACC Ltd |
|
|
37,370 |
|
|
|
1,013 |
|
| Adani Green Energy Ltd * |
|
|
44,251 |
|
|
|
670 |
|
| Ambuja Cements Ltd |
|
|
793,709 |
|
|
|
3,638 |
|
| Apollo Hospitals Enterprise Ltd |
|
|
63,975 |
|
|
|
3,116 |
|
| AU Small Finance Bank Ltd * |
|
|
131,378 |
|
|
|
1,831 |
|
| Aurobindo Pharma Ltd |
|
|
83,856 |
|
|
|
1,089 |
|
| Axis Bank Ltd * |
|
|
79,815 |
|
|
|
803 |
|
| Bajaj Auto Ltd |
|
|
33,363 |
|
|
|
1,855 |
|
| Bharat Electronics Ltd |
|
|
542,788 |
|
|
|
1,300 |
|
| Cipla Ltd/India |
|
|
84,040 |
|
|
|
1,099 |
|
| Container Corp Of India Ltd |
|
|
308,793 |
|
|
|
2,901 |
|
| Divi’s Laboratories Ltd |
|
|
13,524 |
|
|
|
802 |
|
| EPL Ltd |
|
|
881,676 |
|
|
|
3,321 |
|
| GAIL India Ltd |
|
|
364,186 |
|
|
|
733 |
|
| GMM Pfaudler Ltd |
|
|
25,956 |
|
|
|
1,635 |
|
| HCL Technologies Ltd |
|
|
782,650 |
|
|
|
10,356 |
|
| HDFC Bank Ltd |
|
|
349,148 |
|
|
|
7,036 |
|
| HDFC Life Insurance Co Ltd |
|
|
72,493 |
|
|
|
669 |
|
| Hero MotoCorp Ltd |
|
|
108,709 |
|
|
|
4,245 |
|
| Hindalco Industries Ltd |
|
|
149,015 |
|
|
|
746 |
|
| Hindustan Petroleum Corp Ltd |
|
|
283,134 |
|
|
|
1,117 |
|
| Hindustan Unilever Ltd |
|
|
63,683 |
|
|
|
2,117 |
|
| Housing Development Finance Corp Ltd |
|
|
551,934 |
|
|
|
18,380 |
|
| ICICI Bank Ltd |
|
|
1,109,675 |
|
|
|
9,419 |
|
| ICICI Bank Ltd ADR * |
|
|
496,921 |
|
|
|
8,497 |
|
| ICICI Lombard General Insurance Co Ltd |
|
|
125,647 |
|
|
|
2,649 |
|
| Indus Towers Ltd |
|
|
158,583 |
|
|
|
509 |
|
| IndusInd Bank Ltd |
|
|
333,047 |
|
|
|
4,554 |
|
| Infosys Ltd |
|
|
278,599 |
|
|
|
5,925 |
|
| Infosys Ltd ADR |
|
|
533,407 |
|
|
|
11,303 |
|
| InterGlobe Aviation Ltd * |
|
|
128,386 |
|
|
|
2,966 |
|
| IRB Infrastructure Developers Ltd |
|
|
925,902 |
|
|
|
2,010 |
|
| ITC Ltd |
|
|
396,601 |
|
|
|
1,082 |
|
| JM Financial Ltd |
|
|
394,379 |
|
|
|
470 |
|
| Jubilant Foodworks Ltd |
|
|
21,720 |
|
|
|
900 |
|
| LIC Housing Finance Ltd |
|
|
194,234 |
|
|
|
1,228 |
|
| Mahindra & Mahindra Ltd |
|
|
188,695 |
|
|
|
1,974 |
|
| Manappuram Finance Ltd |
|
|
516,889 |
|
|
|
1,173 |
|
| Maruti Suzuki India Ltd |
|
|
14,705 |
|
|
|
1,487 |
|
| Motherson Sumi Systems Ltd |
|
|
547,703 |
|
|
|
1,784 |
|
| Oil & Natural Gas Corp Ltd |
|
|
1,027,423 |
|
|
|
1,627 |
|
| Petronet LNG Ltd |
|
|
2,166,737 |
|
|
|
6,582 |
|
| Power Grid Corp of India Ltd |
|
|
343,635 |
|
|
|
1,074 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
|
3 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
| Reliance Industries Ltd |
|
|
790,364 |
|
|
$ |
20,431 |
|
| SBI Cards & Payment Services Ltd * |
|
|
289,851 |
|
|
|
3,784 |
|
| Spandana Sphoorty Financial Ltd * |
|
|
115,304 |
|
|
|
1,025 |
|
| State Bank of India |
|
|
1,162,456 |
|
|
|
6,556 |
|
| Sun Pharmaceutical Industries Ltd |
|
|
127,076 |
|
|
|
1,155 |
|
| Tata Consultancy Services Ltd |
|
|
276,844 |
|
|
|
12,461 |
|
| Tech Mahindra Ltd |
|
|
48,422 |
|
|
|
714 |
|
| Torrent Power Ltd |
|
|
566,161 |
|
|
|
3,504 |
|
| TVS Motor Co Ltd |
|
|
309,777 |
|
|
|
2,586 |
|
| UltraTech Cement Ltd |
|
|
45,165 |
|
|
|
4,117 |
|
| United Breweries Ltd |
|
|
118,474 |
|
|
|
2,305 |
|
| UPL Ltd |
|
|
250,506 |
|
|
|
2,672 |
|
| Vedanta Ltd |
|
|
599,974 |
|
|
|
2,122 |
|
| Wipro Ltd |
|
|
237,287 |
|
|
|
1,742 |
|
| WNS Holdings Ltd ADR * |
|
|
17,029 |
|
|
|
1,360 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
204,219 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Indonesia — 0.8% |
|
|
|
|
|
|
|
|
| Astra International Tbk PT |
|
|
7,034,900 |
|
|
|
2,397 |
|
| Bank Central Asia Tbk PT |
|
|
1,663,873 |
|
|
|
3,457 |
|
| Bank Mandiri Persero Tbk PT |
|
|
2,115,387 |
|
|
|
861 |
|
| Bank Rakyat Indonesia Persero Tbk PT |
|
|
24,427,449 |
|
|
|
6,637 |
|
| Indofood Sukses Makmur Tbk PT |
|
|
4,569,500 |
|
|
|
1,946 |
|
| Sarana Menara Nusantara Tbk PT |
|
|
6,321,155 |
|
|
|
540 |
|
| Telkom Indonesia Persero Tbk PT |
|
|
5,535,800 |
|
|
|
1,203 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
17,041 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Jordan — 0.1% |
|
|
|
|
|
|
|
|
| Hikma Pharmaceuticals PLC |
|
|
60,530 |
|
|
|
2,045 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Kuwait — 0.0% |
|
|
|
|
|
|
|
|
| National Bank of Kuwait SAKP |
|
|
234,875 |
|
|
|
662 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Malaysia — 0.2% |
|
|
|
|
|
|
|
|
| Frontken Corp Bhd |
|
|
1,061,103 |
|
|
|
733 |
|
| Genting Bhd |
|
|
657,900 |
|
|
|
781 |
|
| Kossan Rubber Industries |
|
|
750,364 |
|
|
|
582 |
|
| Public Bank Bhd |
|
|
701,000 |
|
|
|
694 |
|
| Telekom Malaysia Bhd |
|
|
451,805 |
|
|
|
661 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,451 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Mexico — 1.8% |
|
|
|
|
|
|
|
|
| Alfa SAB de CV, Cl A |
|
|
3,821,251 |
|
|
|
2,864 |
|
| America Movil SAB de CV ADR, Cl L |
|
|
103,692 |
|
|
|
1,555 |
|
| Cemex SAB de CV ADR * |
|
|
1,251,935 |
|
|
|
10,516 |
|
| Coca-Cola Femsa SAB de CV |
|
|
281,063 |
|
|
|
1,489 |
|
| Fomento Economico Mexicano SAB de CV |
|
|
435,861 |
|
|
|
3,691 |
|
| Grupo Bimbo SAB de CV, Ser A |
|
|
58,416 |
|
|
|
129 |
|
| Grupo Financiero Banorte SAB de CV, Cl O |
|
|
1,331,400 |
|
|
|
8,584 |
|
| Grupo Mexico SAB de CV, Ser B |
|
|
771,259 |
|
|
|
3,640 |
|
| Kimberly-Clark de Mexico SAB de CV, Cl A |
|
|
453,870 |
|
|
|
807 |
|
| Megacable Holdings SAB de CV |
|
|
295,238 |
|
|
|
1,050 |
|
| Qualitas Controladora SAB de CV |
|
|
191,603 |
|
|
|
898 |
|
| Wal-Mart de Mexico SAB de CV |
|
|
492,300 |
|
|
|
1,610 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
36,833 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Netherlands — 0.3% |
|
|
|
|
|
|
|
|
| InPost SA * |
|
|
133,140 |
|
|
|
2,672 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
| Prosus NV |
|
|
33,466 |
|
|
$ |
3,273 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,945 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Norway — 0.1% |
|
|
|
|
|
|
|
|
| Yara International ASA |
|
|
41,436 |
|
|
|
2,182 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Peru — 0.1% |
|
|
|
|
|
|
|
|
| Credicorp Ltd * |
|
|
15,131 |
|
|
|
1,833 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Philippines — 0.1% |
|
|
|
|
|
|
|
|
| Globe Telecom Inc |
|
|
22,335 |
|
|
|
842 |
|
| Monde Nissin Corp * |
|
|
4,899,100 |
|
|
|
1,658 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,500 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Poland — 1.1% |
|
|
|
|
|
|
|
|
| Allegro.eu SA * |
|
|
167,449 |
|
|
|
2,886 |
|
| Bank Polska Kasa Opieki SA |
|
|
45,168 |
|
|
|
1,104 |
|
| Cyfrowy Polsat SA |
|
|
94,327 |
|
|
|
742 |
|
| Dino Polska SA * |
|
|
99,082 |
|
|
|
7,285 |
|
| PGE Polska Grupa Energetyczna SA * |
|
|
565,725 |
|
|
|
1,398 |
|
| Polski Koncern Naftowy ORLEN SA |
|
|
130,323 |
|
|
|
2,628 |
|
| Polskie Gornictwo Naftowe i Gazownictwo SA |
|
|
557,169 |
|
|
|
976 |
|
| Powszechna Kasa Oszczednosci Bank Polski SA * |
|
|
191,537 |
|
|
|
1,903 |
|
| Powszechny Zaklad Ubezpieczen SA |
|
|
281,789 |
|
|
|
2,717 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
21,639 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Qatar — 0.1% |
|
|
|
|
|
|
|
|
| Commercial Bank PSQC/The |
|
|
450,763 |
|
|
|
652 |
|
| Industries Qatar QSC |
|
|
181,359 |
|
|
|
660 |
|
| Ooredoo QPSC |
|
|
343,423 |
|
|
|
688 |
|
| Qatar Gas Transport Co Ltd |
|
|
1,069,057 |
|
|
|
881 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,881 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Russia — 3.8% |
|
|
|
|
|
|
|
|
| Alrosa PJSC |
|
|
530,920 |
|
|
|
977 |
|
| Detsky Mir PJSC |
|
|
1,383,557 |
|
|
|
2,864 |
|
| Gazprom PJSC |
|
|
772,433 |
|
|
|
2,975 |
|
| Gazprom PJSC ADR |
|
|
557,429 |
|
|
|
4,259 |
|
| Inter RAO UES PJSC |
|
|
9,685,000 |
|
|
|
621 |
|
| LUKOIL PJSC ADR |
|
|
257,439 |
|
|
|
23,701 |
|
| Magnit GDR * |
|
|
142,579 |
|
|
|
2,074 |
|
| Magnit PJSC GDR |
|
|
13,117 |
|
|
|
190 |
|
| MMC Norilsk Nickel PJSC ADR |
|
|
21,267 |
|
|
|
721 |
|
| Mobile TeleSystems PJSC ADR |
|
|
576,648 |
|
|
|
5,340 |
|
| Polyus PJSC |
|
|
10,604 |
|
|
|
2,056 |
|
| Rosneft Oil Co PJSC |
|
|
453,810 |
|
|
|
3,547 |
|
| Sberbank of Russia PJSC |
|
|
500,471 |
|
|
|
2,094 |
|
| Sberbank of Russia PJSC ADR |
|
|
882,512 |
|
|
|
14,724 |
|
| Surgutneftegas PJSC ADR (A) |
|
|
426,112 |
|
|
|
2,118 |
|
| X5 Retail Group NV GDR |
|
|
61,014 |
|
|
|
2,139 |
|
| Yandex NV, Cl A * |
|
|
128,327 |
|
|
|
9,079 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
79,479 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Saudi Arabia — 1.0% |
|
|
|
|
|
|
|
|
| Al Rajhi Bank |
|
|
129,492 |
|
|
|
3,833 |
|
| Dr Sulaiman Al Habib Medical Services Group Co |
|
|
20,504 |
|
|
|
893 |
|
|
|
|
| 4 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
| Najran Cement Co |
|
|
140,369 |
|
|
$ |
904 |
|
| Riyad Bank |
|
|
371,261 |
|
|
|
2,623 |
|
| Sahara International Petrochemical Co |
|
|
137,842 |
|
|
|
1,127 |
|
| Saudi Basic Industries Corp |
|
|
75,727 |
|
|
|
2,459 |
|
| Saudi Industrial Investment Group |
|
|
153,420 |
|
|
|
1,432 |
|
| Saudi National Bank/The |
|
|
350,154 |
|
|
|
5,378 |
|
| Saudi Telecom Co |
|
|
55,549 |
|
|
|
1,949 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
20,598 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Singapore — 0.0% |
|
|
|
|
|
|
|
|
| Yangzijiang Shipbuilding Holdings Ltd |
|
|
741,483 |
|
|
|
778 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| South Africa — 3.9% |
|
|
|
|
|
|
|
|
| Absa Group Ltd * |
|
|
148,252 |
|
|
|
1,409 |
|
| African Rainbow Minerals Ltd |
|
|
42,322 |
|
|
|
757 |
|
| Bid Corp Ltd * |
|
|
192,608 |
|
|
|
4,176 |
|
| Capitec Bank Holdings Ltd |
|
|
34,264 |
|
|
|
4,047 |
|
| Cie Financiere Richemont SA |
|
|
114,053 |
|
|
|
1,387 |
|
| Exxaro Resources Ltd |
|
|
87,967 |
|
|
|
1,038 |
|
| FirstRand Ltd |
|
|
1,777,428 |
|
|
|
6,671 |
|
| Gold Fields Ltd |
|
|
73,411 |
|
|
|
660 |
|
| Gold Fields Ltd ADR |
|
|
576,544 |
|
|
|
5,131 |
|
| Impala Platinum Holdings Ltd |
|
|
97,797 |
|
|
|
1,613 |
|
| Kumba Iron Ore Ltd |
|
|
85,935 |
|
|
|
3,855 |
|
| Mr Price Group Ltd |
|
|
374,306 |
|
|
|
5,519 |
|
| MTN Group * |
|
|
225,329 |
|
|
|
1,629 |
|
| Naspers Ltd, Cl N |
|
|
96,376 |
|
|
|
20,237 |
|
| Nedbank Group Ltd * |
|
|
397,454 |
|
|
|
4,756 |
|
| Old Mutual Ltd |
|
|
1,769,511 |
|
|
|
1,673 |
|
| Sasol Ltd * |
|
|
72,896 |
|
|
|
1,113 |
|
| Shoprite Holdings Ltd |
|
|
355,015 |
|
|
|
3,865 |
|
| Sibanye Stillwater Ltd |
|
|
1,948,658 |
|
|
|
8,142 |
|
| SPAR Group Ltd/The |
|
|
51,118 |
|
|
|
648 |
|
| Thungela Resources Ltd * |
|
|
6,761 |
|
|
|
18 |
|
| Vodacom Group Ltd (A) |
|
|
152,991 |
|
|
|
1,380 |
|
| Woolworths Holdings Ltd/South Africa * |
|
|
327,499 |
|
|
|
1,236 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
80,960 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| South Korea — 13.6% |
|
|
|
|
|
|
|
|
| Amorepacific Corp |
|
|
5,009 |
|
|
|
1,121 |
|
| BGF retail Co Ltd |
|
|
2,824 |
|
|
|
450 |
|
| Celltrion Healthcare Co Ltd * |
|
|
– |
|
|
|
– |
|
| Cheil Worldwide Inc |
|
|
128,186 |
|
|
|
2,863 |
|
| CJ CheilJedang Corp |
|
|
16,531 |
|
|
|
6,767 |
|
| CJ ENM Co Ltd |
|
|
48,067 |
|
|
|
7,798 |
|
| CJ Logistics Corp * |
|
|
1,164 |
|
|
|
183 |
|
| Coway Co Ltd |
|
|
72,615 |
|
|
|
5,075 |
|
| Daewoo Engineering & Construction Co Ltd * |
|
|
145,572 |
|
|
|
1,028 |
|
| DB HiTek Co Ltd |
|
|
15,206 |
|
|
|
843 |
|
| DB Insurance Co Ltd |
|
|
27,627 |
|
|
|
1,344 |
|
| Doosan Bobcat Inc * |
|
|
27,797 |
|
|
|
1,185 |
|
| E-MART Inc |
|
|
6,871 |
|
|
|
976 |
|
| Fila Holdings Corp |
|
|
67,196 |
|
|
|
3,473 |
|
| GS Engineering & Construction Corp |
|
|
23,818 |
|
|
|
907 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
| GS Holdings Corp |
|
|
68,292 |
|
|
$ |
2,805 |
|
| Hana Financial Group Inc |
|
|
356,818 |
|
|
|
14,591 |
|
| Hankook Tire & Technology Co Ltd |
|
|
68,926 |
|
|
|
3,164 |
|
| Hyosung TNC Corp |
|
|
1,925 |
|
|
|
1,538 |
|
| Hyundai Engineering & Construction Co Ltd |
|
|
24,991 |
|
|
|
1,294 |
|
| Hyundai Glovis Co Ltd |
|
|
7,005 |
|
|
|
1,300 |
|
| Hyundai Marine & Fire Insurance Co Ltd |
|
|
28,700 |
|
|
|
650 |
|
| Hyundai Mobis Co Ltd |
|
|
28,675 |
|
|
|
7,435 |
|
| Hyundai Motor Co |
|
|
4,855 |
|
|
|
1,033 |
|
| Kakao Corp |
|
|
51,928 |
|
|
|
7,516 |
|
| KB Financial Group Inc |
|
|
104,787 |
|
|
|
5,192 |
|
| Kia Corp |
|
|
73,717 |
|
|
|
5,865 |
|
| Korea Gas Corp * |
|
|
24,162 |
|
|
|
792 |
|
| Korea Investment Holdings Co Ltd |
|
|
13,803 |
|
|
|
1,262 |
|
| Korea Petrochemical Ind Co Ltd |
|
|
12,886 |
|
|
|
2,723 |
|
| Korea Shipbuilding & Offshore Engineering Co Ltd * |
|
|
11,047 |
|
|
|
1,314 |
|
| Kumho Petrochemical Co Ltd (A) |
|
|
5,806 |
|
|
|
1,129 |
|
| LG Chem Ltd |
|
|
14,075 |
|
|
|
10,623 |
|
| LG Electronics Inc |
|
|
44,261 |
|
|
|
6,426 |
|
| LG Innotek Co Ltd |
|
|
4,185 |
|
|
|
829 |
|
| Lotte Chemical Corp |
|
|
4,177 |
|
|
|
974 |
|
| Lotte Shopping Co Ltd |
|
|
9,270 |
|
|
|
951 |
|
| Mando Corp * |
|
|
43,007 |
|
|
|
2,540 |
|
| NAVER Corp |
|
|
25,249 |
|
|
|
9,361 |
|
| NCSoft Corp |
|
|
18,253 |
|
|
|
13,291 |
|
| NICE Information Service Co Ltd |
|
|
33,434 |
|
|
|
745 |
|
| Orion Corp/Republic of Korea |
|
|
31,147 |
|
|
|
3,277 |
|
| Pan Ocean Co Ltd |
|
|
385,134 |
|
|
|
2,921 |
|
| PI Advanced Materials Co Ltd |
|
|
51,704 |
|
|
|
2,525 |
|
| POSCO |
|
|
13,652 |
|
|
|
4,219 |
|
| POSCO ADR |
|
|
37,440 |
|
|
|
2,874 |
|
| Posco International Corp |
|
|
47,262 |
|
|
|
978 |
|
| Samsung Biologics Co Ltd * |
|
|
5,316 |
|
|
|
3,970 |
|
| Samsung Electro-Mechanics Co Ltd |
|
|
28,895 |
|
|
|
4,541 |
|
| Samsung Electronics Co Ltd |
|
|
1,152,985 |
|
|
|
82,623 |
|
| Samsung Engineering Co Ltd * |
|
|
56,801 |
|
|
|
1,205 |
|
| Samsung SDI Co Ltd |
|
|
1,297 |
|
|
|
804 |
|
| Shinhan Financial Group Co Ltd |
|
|
30,500 |
|
|
|
1,099 |
|
| SK Hynix Inc |
|
|
183,811 |
|
|
|
20,811 |
|
| SK IE Technology Co Ltd * |
|
|
5,200 |
|
|
|
845 |
|
| SK Innovation Co Ltd * |
|
|
2,894 |
|
|
|
759 |
|
| SK Telecom Co Ltd |
|
|
18,233 |
|
|
|
5,181 |
|
| SK Telecom Co Ltd ADR |
|
|
21,617 |
|
|
|
679 |
|
| S-Oil Corp * |
|
|
12,929 |
|
|
|
1,177 |
|
| Soulbrain Co Ltd/New (A) |
|
|
8,951 |
|
|
|
2,613 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
282,457 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Switzerland — 0.1% |
|
|
|
|
|
|
|
|
| Wizz Air Holdings Plc * |
|
|
20,750 |
|
|
|
1,338 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Taiwan — 14.3% |
|
|
|
|
|
|
|
|
| Accton Technology Corp |
|
|
176,200 |
|
|
|
2,090 |
|
| Acer Inc |
|
|
882,000 |
|
|
|
927 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
|
5 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
| ASE Technology Holding Co Ltd |
|
|
193,552 |
|
|
$ |
778 |
|
| Asia Cement Corp |
|
|
1,371,000 |
|
|
|
2,495 |
|
| Asustek Computer Inc |
|
|
91,067 |
|
|
|
1,214 |
|
| AU Optronics Corp |
|
|
688,000 |
|
|
|
559 |
|
| Cathay Financial Holding Co Ltd |
|
|
937,000 |
|
|
|
1,813 |
|
| Chailease Holding Co Ltd |
|
|
977,670 |
|
|
|
7,106 |
|
| Cheng Shin Rubber Industry Co Ltd |
|
|
662,000 |
|
|
|
1,111 |
|
| Chicony Electronics Co Ltd |
|
|
244,000 |
|
|
|
704 |
|
| China Steel Corp |
|
|
373,000 |
|
|
|
530 |
|
| Chunghwa Telecom Co Ltd |
|
|
907,000 |
|
|
|
3,711 |
|
| CTBC Financial Holding Co Ltd |
|
|
9,224,000 |
|
|
|
7,515 |
|
| Delta Electronics Inc |
|
|
683,000 |
|
|
|
7,427 |
|
| Eclat Textile Co Ltd |
|
|
35,000 |
|
|
|
824 |
|
| Evergreen Marine Corp Taiwan Ltd |
|
|
520,000 |
|
|
|
3,677 |
|
| Formosa Chemicals & Fibre Corp |
|
|
635,000 |
|
|
|
1,930 |
|
| Formosa Plastics Corp |
|
|
216,000 |
|
|
|
798 |
|
| Formosa Sumco Technology Corp |
|
|
404,000 |
|
|
|
2,740 |
|
| Fubon Financial Holding Co Ltd |
|
|
3,948,477 |
|
|
|
10,473 |
|
| General Interface Solution Holding Ltd |
|
|
155,000 |
|
|
|
687 |
|
| Gigabyte Technology Co Ltd |
|
|
247,000 |
|
|
|
953 |
|
| Hon Hai Precision Industry Co Ltd |
|
|
989,000 |
|
|
|
3,976 |
|
| Innolux Corp |
|
|
715,000 |
|
|
|
533 |
|
| Keystone Microtech Corp |
|
|
166,000 |
|
|
|
2,163 |
|
| LandMark Optoelectronics Corp |
|
|
241,000 |
|
|
|
2,292 |
|
| Largan Precision Co Ltd |
|
|
41,000 |
|
|
|
4,562 |
|
| Lite-On Technology Corp |
|
|
684,000 |
|
|
|
1,414 |
|
| MediaTek Inc |
|
|
412,001 |
|
|
|
14,225 |
|
| Mega Financial Holding Co Ltd |
|
|
615,000 |
|
|
|
725 |
|
| Merida Industry Co Ltd |
|
|
207,000 |
|
|
|
2,325 |
|
| Micro-Star International Co Ltd |
|
|
1,279,000 |
|
|
|
7,230 |
|
| Nan Ya Plastics Corp |
|
|
640,000 |
|
|
|
1,911 |
|
| Nien Made Enterprise Co Ltd |
|
|
159,000 |
|
|
|
2,360 |
|
| Novatek Microelectronics Corp |
|
|
33,000 |
|
|
|
591 |
|
| Parade Technologies Ltd |
|
|
34,600 |
|
|
|
1,720 |
|
| Phison Electronics Corp |
|
|
59,000 |
|
|
|
1,016 |
|
| Pou Chen |
|
|
707,000 |
|
|
|
997 |
|
| Powertech Technology Inc |
|
|
378,250 |
|
|
|
1,459 |
|
| Quanta Computer Inc |
|
|
543,000 |
|
|
|
1,705 |
|
| Realtek Semiconductor Corp |
|
|
67,053 |
|
|
|
1,215 |
|
| RichWave Technology Corp |
|
|
223,000 |
|
|
|
3,878 |
|
| Silergy Corp |
|
|
13,790 |
|
|
|
1,876 |
|
| Silicon Motion Technology Corp ADR |
|
|
14,166 |
|
|
|
908 |
|
| Simplo Technology Co Ltd |
|
|
41,000 |
|
|
|
528 |
|
| SinoPac Financial Holdings Co Ltd |
|
|
2,082,000 |
|
|
|
1,027 |
|
| T3EX Global Holdings Corp |
|
|
215,000 |
|
|
|
2,010 |
|
| Taishin Financial Holding Co Ltd |
|
|
2,039,000 |
|
|
|
1,116 |
|
| Taiwan Cement Corp |
|
|
3,378,000 |
|
|
|
6,183 |
|
| Taiwan Paiho Ltd |
|
|
815,000 |
|
|
|
2,984 |
|
| Taiwan Semiconductor Manufacturing Co Ltd |
|
|
5,624,278 |
|
|
|
120,106 |
|
| Taiwan Semiconductor Manufacturing Co Ltd ADR |
|
|
111,793 |
|
|
|
13,433 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
| Tong Hsing Electronic Industries Ltd |
|
|
470,313 |
|
|
$ |
3,587 |
|
| Unimicron Technology Corp |
|
|
738,000 |
|
|
|
3,417 |
|
| Uni-President Enterprises Corp |
|
|
2,662,000 |
|
|
|
6,994 |
|
| United Microelectronics Corp |
|
|
2,188,272 |
|
|
|
4,170 |
|
| Wiwynn Corp |
|
|
186,000 |
|
|
|
6,656 |
|
| WPG Holdings Ltd |
|
|
817,250 |
|
|
|
1,499 |
|
| Yang Ming Marine Transport Corp * |
|
|
323,000 |
|
|
|
2,116 |
|
| Yuanta Financial Holding Co Ltd |
|
|
1,509,627 |
|
|
|
1,455 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
296,424 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Thailand — 1.4% |
|
|
|
|
|
|
|
|
| Bangkok Dusit Medical Services PCL NVDR |
|
|
1,308,816 |
|
|
|
939 |
|
| Central Pattana PCL |
|
|
1,351,800 |
|
|
|
2,214 |
|
| Charoen Pokphand Foods PCL NVDR (A) |
|
|
1,342,100 |
|
|
|
1,110 |
|
| Chularat Hospital PCL NVDR |
|
|
7,040,338 |
|
|
|
874 |
|
| Home Product Center PCL |
|
|
16,815,554 |
|
|
|
7,555 |
|
| Kasikornbank NVDR |
|
|
230,200 |
|
|
|
847 |
|
| Ngern Tid Lor PCL * |
|
|
2,414,900 |
|
|
|
3,127 |
|
| PTT Exploration & Production PCL NVDR |
|
|
334,100 |
|
|
|
1,220 |
|
| PTT PCL NVDR |
|
|
3,252,641 |
|
|
|
3,983 |
|
| Siam Cement PCL/The |
|
|
158,300 |
|
|
|
2,134 |
|
| Thai Beverage PCL |
|
|
3,986,450 |
|
|
|
2,002 |
|
| Thai Union Group PCL, Cl F |
|
|
3,286,900 |
|
|
|
2,031 |
|
| Tisco Financial Group PCL NVDR |
|
|
283,400 |
|
|
|
783 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
28,819 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Turkey — 0.4% |
|
|
|
|
|
|
|
|
| Akbank TAS |
|
|
2,194,963 |
|
|
|
1,334 |
|
| Eregli Demir ve Celik Fabrikalari TAS |
|
|
386,070 |
|
|
|
800 |
|
| Haci Omer Sabanci Holding AS |
|
|
629,042 |
|
|
|
644 |
|
| KOC Holding AS |
|
|
300,637 |
|
|
|
634 |
|
| Turk Telekomunikasyon AS |
|
|
642,472 |
|
|
|
491 |
|
| Turkcell Iletisim Hizmetleri AS |
|
|
873,689 |
|
|
|
1,619 |
|
| Turkiye Sise ve Cam Fabrikalari AS |
|
|
2,624,104 |
|
|
|
2,308 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,830 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| United Arab Emirates — 0.5% |
|
|
|
|
|
|
|
|
| Aldar Properties PJSC |
|
|
1,132,702 |
|
|
|
1,178 |
|
| Emaar Properties PJSC |
|
|
5,451,838 |
|
|
|
6,175 |
|
| Emirates NBD Bank PJSC |
|
|
314,840 |
|
|
|
1,136 |
|
| First Abu Dhabi Bank PJSC |
|
|
335,295 |
|
|
|
1,524 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,013 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| United Kingdom — 1.3% |
|
|
|
|
|
|
|
|
| Anglo American PLC |
|
|
54,501 |
|
|
|
2,173 |
|
| Antofagasta PLC |
|
|
115,555 |
|
|
|
2,291 |
|
| Fix Price Group Ltd GDR * |
|
|
365,888 |
|
|
|
3,202 |
|
| Hochschild Mining PLC |
|
|
648,159 |
|
|
|
1,374 |
|
| Kaspi.KZ JSC GDR |
|
|
55,755 |
|
|
|
5,299 |
|
| NAC Kazatomprom JSC GDR |
|
|
51,104 |
|
|
|
1,482 |
|
| Network International Holdings PLC * |
|
|
513,058 |
|
|
|
2,592 |
|
| Polymetal International PLC |
|
|
115,324 |
|
|
|
2,477 |
|
| Polyus PJSC GDR |
|
|
9,560 |
|
|
|
927 |
|
| Rio Tinto PLC |
|
|
33,852 |
|
|
|
2,782 |
|
|
|
|
| 6 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
Emerging Markets Equity Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
| COMMON STOCK (continued) |
|
|
|
|
|
| Tullow Oil PLC *(A) |
|
|
2,904,993 |
|
|
$ |
2,386 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
26,985 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| United States — 0.6% |
|
|
|
|
|
|
|
|
| DiDi Global Inc ADR * |
|
|
28,629 |
|
|
|
401 |
|
| Flex Ltd * |
|
|
38,255 |
|
|
|
684 |
|
| Full Truck Alliance Co Ltd ADR * |
|
|
37,495 |
|
|
|
764 |
|
| Pagseguro Digital Ltd, Cl A * |
|
|
74,398 |
|
|
|
4,160 |
|
| Southern Copper Corp |
|
|
24,900 |
|
|
|
1,602 |
|
| Star Bulk Carriers Corp |
|
|
74,416 |
|
|
|
1,708 |
|
| Vasta Platform Ltd, Cl A * |
|
|
98,815 |
|
|
|
802 |
|
| XPeng Inc ADR * |
|
|
31,335 |
|
|
|
1,392 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,513 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Vietnam — 0.3% |
|
|
|
|
|
|
|
|
| Hoa Phat Group JSC |
|
|
1,556,922 |
|
|
|
3,484 |
|
| Vincom Retail JSC * |
|
|
2,413,945 |
|
|
|
3,330 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,814 |
|
|
|
|
|
|
|
|
|
|
| Total Common Stock
(Cost $1,412,796) ($ Thousands) |
|
|
|
|
|
|
1,982,181 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| PREFERRED STOCK — 2.3% |
|
|
|
|
|
|
|
|
|
|
|
| Brazil — 0.8% |
|
|
|
|
|
|
|
|
| Banco Bradesco SA *(B) |
|
|
2,053,582 |
|
|
|
10,534 |
|
| Cia Energetica de Minas Gerais (B) |
|
|
850,400 |
|
|
|
2,057 |
|
| Cia Paranaense de Energia (B) |
|
|
516,770 |
|
|
|
608 |
|
| Itau Unibanco Holding SA (B) |
|
|
265,983 |
|
|
|
1,581 |
|
| Petroleo Brasileiro SA (B) |
|
|
308,100 |
|
|
|
1,807 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16,587 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Chile — 0.1% |
|
|
|
|
|
|
|
|
| Sociedad Quimica y Minera de Chile SA, Cl B (B) |
|
|
57,056 |
|
|
|
2,711 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| South Korea — 1.4% |
|
|
|
|
|
|
|
|
| Hyundai Motor Co (B) |
|
|
50,326 |
|
|
|
5,150 |
|
| LG Chem Ltd (B) |
|
|
8,499 |
|
|
|
2,894 |
|
| LG Electronics *(B) |
|
|
20,313 |
|
|
|
1,420 |
|
| Samsung Electronics Co Ltd (B) |
|
|
299,551 |
|
|
|
19,604 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
29,068 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Preferred Stock
(Cost $37,636) ($ Thousands) |
|
|
|
48,366 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
Number of
Rights |
|
|
|
|
| RIGHTS — 0.0% |
|
|
|
|
|
| Hong Kong — 0.0% |
|
|
|
|
|
| Shimao Group Holdings Ltd
*‡‡ |
|
|
3,893 |
|
|
|
1 |
|
|
|
|
| Taiwan — 0.0% |
|
|
|
|
|
|
|
|
| Simplo Technology Co Ltd
*‡‡ |
|
|
1,414 |
|
|
|
– |
|
|
|
|
|
|
|
|
|
|
| Total Rights
(Cost $—) ($ Thousands) |
|
|
|
1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Number of
Warrants |
|
Market Value
($ Thousands) |
|
|
| WARRANTS — 0.0% |
|
|
|
|
|
| Thailand — 0.0% |
|
|
|
|
|
|
|
|
| Minor International PCL, Expires 07/31/2023 * |
|
|
1 |
|
|
$ |
– |
|
| RS PCL, Expires 12/31/2024 * |
|
|
186,420 |
|
|
|
– |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Warrants
(Cost $—) ($ Thousands) |
|
|
|
– |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
| DEBENTURE BOND — 0.0% |
|
|
|
|
|
| Brazil — 0.0% |
|
|
|
|
|
| Vale, Ser 1997 |
|
|
|
|
|
|
|
|
| 0.000% (C)(D) |
|
BRL |
8 |
|
|
|
– |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Debenture Bond
(Cost $—) ($ Thousands) |
|
|
|
– |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
Shares |
|
|
|
|
| AFFILIATED PARTNERSHIP — 1.0% |
|
|
|
|
|
| SEI Liquidity Fund, L.P. |
|
|
|
|
|
|
|
|
| 0.030%
**†(E) |
|
|
19,580,436 |
|
|
|
19,588 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Affiliated Partnership
(Cost $19,583) ($ Thousands) |
|
|
|
19,588 |
|
|
|
|
|
|
|
|
|
|
|
|
| CASH EQUIVALENT — 0.6% |
|
|
|
|
|
| SEI Daily Income Trust, Government Fund,
Cl F 0.010%**† |
|
|
12,344,025 |
|
|
|
12,344 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Cash Equivalent
(Cost $12,344) ($ Thousands) |
|
|
|
12,344 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Investments in Securities — 99.6%
(Cost $1,482,359)
($ Thousands) |
|
|
$ |
2,062,480 |
|
|
|
|
|
|
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
|
7 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
Emerging Markets Equity Fund (Concluded)
A list of the open futures contracts held by the Fund at June 30, 2021, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
| Type of Contract |
|
Number of
Contracts |
|
|
Expiration
Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Thousands) |
|
| Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| MSCI Emerging Markets |
|
|
198 |
|
|
|
Sep-2021 |
|
|
$ |
13,520 |
|
|
$ |
13,524 |
|
|
$ |
4 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Percentages are based on Net Assets of $2,070,860 ($ Thousands). |
| * |
Non-income producing security. |
| ** |
The rate reported is the 7-day effective yield as of June 30, 2021.
|
| † |
Investment in Affiliated Security. |
| ‡‡ |
Expiration date not available. |
| (A) |
Certain securities or partial positions of certain securities are on loan at June 30, 2021. The total market value of
securities on loan at June 30, 2021 was $17,199 ($ Thousands). |
| (B) |
No interest rate available. |
| (C) |
Perpetual security with no stated maturity date. |
| (D) |
Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest
rates and prepayments on the underlying pool of assets. |
| (E) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities
as of June 30, 2021 was $19,588 ($ Thousands). |
ADR — American Depositary Receipt
BRL — Brazilian Real
Cl — Class
GDR — Global Depositary Receipt
JSC — Joint-Stock Company
L.P. — Limited Partnership
Ltd. — Limited
MSCI —Morgan Stanley Capital International
NVDR — Non-Voting Depositary Receipt
PJSC — Public Joint-Stock Company
PLC — Public Limited Company
Ser — Series
The following is a list of the level of inputs used as of June 30, 2021, in valuing the Fund’s investments and
other financial instruments carried at value ($ Thousands):
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Investments in Securities |
|
Level 1
($) |
|
Level 2
($) |
|
Level 3
($) |
|
Total
($) |
| Common Stock |
|
|
1,972,183 |
|
|
|
9,998 |
|
|
|
– |
|
|
|
1,982,181 |
|
| Preferred Stock |
|
|
48,366 |
|
|
|
– |
|
|
|
– |
|
|
|
48,366 |
|
| Rights |
|
|
1 |
|
|
|
– |
|
|
|
– |
|
|
|
1 |
|
| Warrants |
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| Debenture Bond |
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| Affiliated Partnership |
|
|
– |
|
|
|
19,588 |
|
|
|
– |
|
|
|
19,588 |
|
| Cash Equivalent |
|
|
12,344 |
|
|
|
– |
|
|
|
– |
|
|
|
12,344 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Total Investments in Securities |
|
|
2,032,894 |
|
|
|
29,586 |
|
|
|
– |
|
|
|
2,062,480 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| Other Financial Instruments |
|
Level 1
($) |
|
Level 2
($) |
|
Level 3
($) |
|
Total
($) |
| Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Unrealized Appreciation |
|
|
4 |
|
|
|
– |
|
|
|
– |
|
|
|
4 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Total Other Financial Instruments |
|
|
4 |
|
|
|
– |
|
|
|
– |
|
|
|
4 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
*Futures contracts are valued at the unrealized appreciation on the instrument.
For the period ended June 30, 2021, there were no transfers in or out of Level 3.
Amounts designated as “—” are $0 or have been rounded to $0.
For
information on the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.
The following is a summary of the transactions with
affiliates for the period ended June 30, 2021 ($ Thousands):
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Security Description |
|
Value
9/30/2020 |
|
Purchases at
Cost |
|
Proceeds from
Sales |
|
Realized Gain/
(Loss) |
|
Change in
Unrealized
Depreciation |
|
Value
6/30/2021 |
|
Shares |
|
Income |
|
Capital Gains |
| SEI Liquidity Fund, L.P. |
|
$20,023 |
|
$121,529 |
|
$(121,963) |
|
$2 |
|
$(3) |
|
$19,588 |
|
19,580,436 |
|
$209 |
|
$— |
| SEI Daily Income Trust, Government Fund, Cl F |
|
27,199 |
|
160,725 |
|
(175,580) |
|
— |
|
— |
|
12,344 |
|
12,344,025 |
|
1 |
|
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Totals |
|
$47,222 |
|
$282,254 |
|
$(297,543) |
|
$2 |
|
$(3) |
|
$31,932 |
|
|
|
$210 |
|
$— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 8 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
International Fixed Income Fund
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
| GLOBAL BONDS — 89.1% |
|
|
|
|
|
| Australia — 2.6% |
|
|
|
|
|
|
|
|
| Australia & New Zealand Banking Group MTN |
|
|
|
|
|
|
|
|
| 5.000%, 08/16/2023 |
|
AUD |
750 |
|
|
$ |
617 |
|
| 3.625%, 07/18/2022 |
|
EUR |
300 |
|
|
|
371 |
|
| Australia Government Bond |
|
|
|
|
|
|
|
|
| 4.750%, 04/21/2027 |
|
AUD |
820 |
|
|
|
749 |
|
| 4.500%, 04/21/2033 |
|
|
195 |
|
|
|
192 |
|
| 3.750%, 04/21/2037 |
|
|
1,463 |
|
|
|
1,374 |
|
| 3.250%, 04/21/2025 |
|
|
843 |
|
|
|
697 |
|
| 3.000%, 03/21/2047 |
|
|
2,513 |
|
|
|
2,159 |
|
| 2.750%, 04/21/2024 |
|
|
1,230 |
|
|
|
992 |
|
| 2.750%, 06/21/2035 |
|
|
1,243 |
|
|
|
1,044 |
|
| 2.750%, 05/21/2041 |
|
|
829 |
|
|
|
684 |
|
| 2.500%, 05/21/2030 |
|
|
923 |
|
|
|
758 |
|
| 2.250%, 05/21/2028 |
|
|
33 |
|
|
|
27 |
|
| 1.750%, 06/21/2051 |
|
|
1,345 |
|
|
|
892 |
|
| Commonwealth Bank of Australia MTN |
|
|
|
|
|
|
|
|
| 3.000%, 05/03/2022 |
|
EUR |
330 |
|
|
|
403 |
|
| 0.375%, 04/11/2024 |
|
|
455 |
|
|
|
551 |
|
| Glencore Finance Europe MTN |
|
|
|
|
|
|
|
|
| 1.500%, 10/15/2026 |
|
|
120 |
|
|
|
149 |
|
| National Australia Bank |
|
|
|
|
|
|
|
|
| 5.000%, 03/11/2024 |
|
AUD |
750 |
|
|
|
628 |
|
| National Australia Bank MTN |
|
|
|
|
|
|
|
|
| 2.250%, 06/06/2025 |
|
EUR |
206 |
|
|
|
269 |
|
| Westpac Banking MTN |
|
|
|
|
|
|
|
|
| 1.250%, 01/14/2033 |
|
|
310 |
|
|
|
406 |
|
| Westpac Banking Corp MTN |
|
|
|
|
|
|
|
|
| 0.500%, 05/17/2024 |
|
|
885 |
|
|
|
1,075 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14,037 |
|
|
|
|
|
|
|
|
|
|
| Austria — 1.3% |
|
|
|
|
|
|
|
|
| JAB Holdings BV |
|
|
|
|
|
|
|
|
| 1.000%, 12/20/2027 |
|
|
400 |
|
|
|
485 |
|
| Raiffeisen Bank International |
|
|
|
|
|
|
|
|
| 2.875%, VAR EUAMDB05+3.150%, 06/18/2032 |
|
|
400 |
|
|
|
518 |
|
| Republic of Austria Government Bond (A) |
|
|
|
|
|
|
|
|
| 4.150%, 03/15/2037 |
|
|
326 |
|
|
|
618 |
|
| 2.400%, 05/23/2034 |
|
|
110 |
|
|
|
167 |
|
| 2.100%, 09/20/2117 |
|
|
50 |
|
|
|
98 |
|
| 0.850%, 06/30/2120 |
|
|
9 |
|
|
|
10 |
|
| 0.750%, 10/20/2026 |
|
|
1,614 |
|
|
|
2,033 |
|
| 0.750%, 03/20/2051 |
|
|
515 |
|
|
|
630 |
|
| 0.023%, 02/20/2031 (B) |
|
|
730 |
|
|
|
866 |
|
| 0.000%, 04/20/2025 (B) |
|
|
647 |
|
|
|
783 |
|
| Republic of Austria Government Bond,
Ser 97-6 |
|
|
|
|
|
|
|
|
| 6.250%, 07/15/2027 |
|
|
525 |
|
|
|
875 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,083 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
| Belgium — 1.7% |
|
|
|
|
|
|
|
|
| Ageas |
|
|
|
|
|
|
|
|
| 1.875%, VAR Euribor 3 Month+3.100%, 11/24/2051 |
|
EUR |
200 |
|
|
$ |
239 |
|
| Anheuser-Busch InBev MTN |
|
|
|
|
|
|
|
|
| 2.250%, 05/24/2029 |
|
GBP |
205 |
|
|
|
297 |
|
| 1.150%, 01/22/2027 |
|
EUR |
230 |
|
|
|
288 |
|
| Kingdom of Belgium Government Bond |
|
|
|
|
|
|
|
|
| 4.250%, 03/28/2041 (A) |
|
|
470 |
|
|
|
936 |
|
| 3.750%, 06/22/2045 |
|
|
259 |
|
|
|
510 |
|
| 3.000%, 06/22/2034 (A) |
|
|
346 |
|
|
|
554 |
|
| 2.600%, 06/22/2024 (A) |
|
|
243 |
|
|
|
316 |
|
| 1.700%, 06/22/2050 (A) |
|
|
321 |
|
|
|
460 |
|
| 1.600%, 06/22/2047 (A) |
|
|
351 |
|
|
|
491 |
|
| 1.000%, 06/22/2026 (A) |
|
|
370 |
|
|
|
471 |
|
| 1.000%, 06/22/2031 (A) |
|
|
490 |
|
|
|
638 |
|
| 0.900%, 06/22/2029 (A) |
|
|
832 |
|
|
|
1,069 |
|
| 0.800%, 06/22/2025 (A) |
|
|
263 |
|
|
|
329 |
|
| 0.500%, 10/22/2024 (A) |
|
|
267 |
|
|
|
328 |
|
| 0.200%, 10/22/2023 (A) |
|
|
695 |
|
|
|
840 |
|
| 0.000%, 10/22/2027 (A)(B) |
|
|
1,133 |
|
|
|
1,371 |
|
| Kingdom of Belgium Government Bond, Ser 44 |
|
|
|
|
|
|
|
|
| 5.000%, 03/28/2035 (A) |
|
|
64 |
|
|
|
124 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,261 |
|
|
|
|
|
|
|
|
|
|
| Brazil — 0.0% |
|
|
|
|
|
|
|
|
| OEC Finance |
|
|
|
|
|
|
|
|
| 2.135%, 12/26/2046 (B) |
|
$ |
152 |
|
|
|
16 |
|
| 8.376%, 10/25/2029 (B) |
|
|
103 |
|
|
|
11 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
27 |
|
|
|
|
|
|
|
|
|
|
| Canada — 7.2% |
|
|
|
|
|
|
|
|
| 1011778 BC ULC |
|
|
|
|
|
|
|
|
| 3.875%, 01/15/2028 (A) |
|
|
143 |
|
|
|
145 |
|
| Bank of Montreal |
|
|
|
|
|
|
|
|
| 0.750%, 09/21/2022 |
|
EUR |
235 |
|
|
|
283 |
|
| Bell Canada MTN |
|
|
|
|
|
|
|
|
| 4.700%, 09/11/2023 |
|
CAD |
80 |
|
|
|
69 |
|
| Canada Housing Trust No. 1 (A) |
|
|
|
|
|
|
|
|
| 2.250%, 12/15/2025 |
|
|
2,235 |
|
|
|
1,893 |
|
| 1.750%, 06/15/2022 |
|
|
2,465 |
|
|
|
2,019 |
|
| Canadian Government Bond |
|
|
|
|
|
|
|
|
| 5.750%, 06/01/2033 |
|
|
1,205 |
|
|
|
1,418 |
|
| 2.750%, 12/01/2048 |
|
|
400 |
|
|
|
388 |
|
| 2.750%, 12/01/2048 |
|
|
300 |
|
|
|
291 |
|
| 2.500%, 06/01/2024 |
|
|
1,397 |
|
|
|
1,188 |
|
| 2.250%, 06/01/2029 |
|
|
1,314 |
|
|
|
1,142 |
|
| 1.500%, 06/01/2026 |
|
|
7,545 |
|
|
|
6,244 |
|
| 1.500%, 06/01/2031 |
|
|
268 |
|
|
|
218 |
|
| 1.000%, 09/01/2022 |
|
|
525 |
|
|
|
427 |
|
| 1.000%, 06/01/2027 |
|
|
1,375 |
|
|
|
1,105 |
|
| 0.500%, 09/01/2025 |
|
|
1,874 |
|
|
|
1,490 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
|
1 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
| GLOBAL BONDS (continued) |
|
| Canadian Imperial Bank of Commerce |
|
|
|
|
|
|
|
|
| 0.239%, 07/25/2022 (B) |
|
EUR |
445 |
|
|
$ |
530 |
|
| Canadian When Issued Government Bond |
|
|
|
|
|
|
|
|
| 2.000%, 12/01/2051 |
|
CAD |
514 |
|
|
|
430 |
|
| Cenovus Energy |
|
|
|
|
|
|
|
|
| 4.400%, 04/15/2029 |
|
$ |
146 |
|
|
|
165 |
|
| CPPIB Capital MTN |
|
|
|
|
|
|
|
|
| 0.250%, 04/06/2027 |
|
EUR |
1,765 |
|
|
|
2,140 |
|
| Government of Canada |
|
|
|
|
|
|
|
|
| 3.500%, 12/01/2045 |
|
CAD |
158 |
|
|
|
171 |
|
| Ontario Teachers’ Finance Trust |
|
|
|
|
|
|
|
|
| 2.000%, 04/16/2031 (A) |
|
$ |
1,914 |
|
|
|
1,939 |
|
| 0.500%, 05/06/2025 |
|
EUR |
1,066 |
|
|
|
1,300 |
|
| Province of Alberta Canada MTN |
|
|
|
|
|
|
|
|
| 1.000%, 11/15/2021 |
|
GBP |
650 |
|
|
|
900 |
|
| Province of British Columbia Canada |
|
|
|
|
|
|
|
|
| 2.950%, 12/18/2028 |
|
CAD |
1,653 |
|
|
|
1,455 |
|
| Province of Ontario Canada |
|
|
|
|
|
|
|
|
| 4.700%, 06/02/2037 |
|
|
1,355 |
|
|
|
1,432 |
|
| 4.650%, 06/02/2041 |
|
|
540 |
|
|
|
584 |
|
| 2.800%, 06/02/2048 |
|
|
2,200 |
|
|
|
1,842 |
|
| 2.600%, 06/02/2025 |
|
|
1,614 |
|
|
|
1,378 |
|
| 2.400%, 06/02/2026 |
|
|
585 |
|
|
|
497 |
|
| Province of Ontario Canada MTN |
|
|
|
|
|
|
|
|
| 0.250%, 12/15/2026 |
|
GBP |
2,337 |
|
|
|
3,135 |
|
| Province of Quebec Canada |
|
|
|
|
|
|
|
|
| 6.250%, 06/01/2032 |
|
CAD |
720 |
|
|
|
817 |
|
| 3.500%, 12/01/2048 |
|
|
520 |
|
|
|
496 |
|
| Province of Quebec Canada MTN |
|
|
|
|
|
|
|
|
| 3.700%, 05/20/2026 |
|
AUD |
568 |
|
|
|
475 |
|
| Rogers Communications |
|
|
|
|
|
|
|
|
| 4.000%, 06/06/2022 |
|
CAD |
165 |
|
|
|
137 |
|
| Toronto-Dominion Bank |
|
|
|
|
|
|
|
|
| 0.000%, 02/09/2024 (B) |
|
EUR |
490 |
|
|
|
587 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
38,730 |
|
|
|
|
|
|
|
|
|
|
|
| Cayman Islands — 0.0% |
|
| Odebrecht Holdco Finance Ltd |
|
|
|
|
|
|
|
|
| 2.041%, 09/10/2058 (B) |
|
$ |
311 |
|
|
|
3 |
|
|
|
|
|
|
|
|
|
|
|
| China — 8.1% |
|
| China Development Bank |
|
|
|
|
|
|
|
|
| 4.880%, 02/09/2028 |
|
CNY |
10,600 |
|
|
|
1,778 |
|
| 3.700%, 10/20/2030 |
|
|
16,750 |
|
|
|
2,626 |
|
| 3.650%, 05/21/2029 |
|
|
18,120 |
|
|
|
2,831 |
|
| 3.480%, 01/08/2029 |
|
|
23,680 |
|
|
|
3,660 |
|
| 3.390%, 07/10/2027 |
|
|
9,530 |
|
|
|
1,474 |
|
| 3.230%, 01/10/2025 |
|
|
11,360 |
|
|
|
1,764 |
|
| China Government Bond |
|
|
|
|
|
|
|
|
| 3.810%, 09/14/2050 |
|
|
53,310 |
|
|
|
8,461 |
|
| 3.280%, 12/03/2027 |
|
|
55,350 |
|
|
|
8,686 |
|
| 3.270%, 11/19/2030 |
|
|
22,180 |
|
|
|
3,479 |
|
| 3.020%, 10/22/2025 |
|
|
100 |
|
|
|
16 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
| GLOBAL BONDS (continued) |
|
| 2.880%, 11/05/2023 |
|
CNY |
15,680 |
|
|
$ |
2,435 |
|
| 2.850%, 06/04/2027 |
|
|
12,510 |
|
|
|
1,915 |
|
| 2.680%, 05/21/2030 |
|
|
9,380 |
|
|
|
1,397 |
|
| 1.990%, 04/09/2025 |
|
|
12,970 |
|
|
|
1,941 |
|
| Prosus NV |
|
|
|
|
|
|
|
|
| 2.031%, 08/03/2032 |
|
EUR |
245 |
|
|
|
299 |
|
| Sinopec Group Overseas Development 2018 |
|
|
|
|
|
|
|
|
| 2.700%, 05/13/2030 |
|
$ |
280 |
|
|
|
289 |
|
| Tencent Holdings Ltd MTN |
|
|
|
|
|
|
|
|
| 2.390%, 06/03/2030 |
|
|
285 |
|
|
|
284 |
|
| Weibo |
|
|
|
|
|
|
|
|
| 3.500%, 07/05/2024 |
|
|
200 |
|
|
|
211 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
43,546 |
|
|
|
|
|
|
|
|
|
|
|
| Colombia — 0.5% |
|
| Colombian TES |
|
|
|
|
|
|
|
|
| 10.000%, 07/24/2024 |
|
COP |
1,833,400 |
|
|
|
560 |
|
| 7.750%, 09/18/2030 |
|
|
3,567,200 |
|
|
|
995 |
|
| 7.500%, 08/26/2026 |
|
|
1,100,600 |
|
|
|
312 |
|
| 7.250%, 10/18/2034 |
|
|
313,200 |
|
|
|
82 |
|
| 7.000%, 06/30/2032 |
|
|
1,115,400 |
|
|
|
291 |
|
| 6.000%, 04/28/2028 |
|
|
1,690,100 |
|
|
|
435 |
|
| 5.750%, 11/03/2027 |
|
|
176,100 |
|
|
|
45 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,720 |
|
|
|
|
|
|
|
|
|
|
|
| Czech Republic — 0.2% |
|
| Czech Republic Government Bond |
|
|
|
|
|
|
|
|
| 4.700%, 09/12/2022 |
|
CZK |
7,470 |
|
|
|
365 |
|
| 2.500%, 08/25/2028 |
|
|
14,630 |
|
|
|
712 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,077 |
|
|
|
|
|
|
|
|
|
|
|
| Denmark — 0.4% |
|
| Danske Bank MTN |
|
|
|
|
|
|
|
|
| 5.875%, VAR EUR Swap Annual 7 Yr+5.471% (C) |
|
EUR |
344 |
|
|
|
422 |
|
| Denmark Government Bond |
|
|
|
|
|
|
|
|
| 0.000%, 11/15/2031 (A)(B) |
|
DKK |
2,049 |
|
|
|
324 |
|
| Kingdom of Denmark |
|
|
|
|
|
|
|
|
| 4.500%, 11/15/2039 |
|
|
2,040 |
|
|
|
572 |
|
| Kommunekredit MTN |
|
|
|
|
|
|
|
|
| 0.125%, 09/26/2040 |
|
EUR |
275 |
|
|
|
297 |
|
| Orsted |
|
|
|
|
|
|
|
|
| 6.250%, VAR EUR Swap Annual 5 Yr+4.750%, 06/26/2099 |
|
|
210 |
|
|
|
278 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,893 |
|
|
|
|
|
|
|
|
|
|
|
| Egypt — 0.0% |
|
| Egypt Government International Bond MTN |
|
|
|
|
|
|
|
|
| 4.750%, 04/11/2025 (A) |
|
|
170 |
|
|
|
210 |
|
|
|
|
|
|
|
|
|
|
|
| Finland — 0.4% |
|
| Finland Government Bond (A) |
|
|
|
|
|
|
|
|
| 0.875%, 09/15/2025 |
|
|
355 |
|
|
|
447 |
|
| 0.125%, 04/15/2052 |
|
|
135 |
|
|
|
140 |
|
|
|
|
| 2 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
| GLOBAL BONDS (continued) |
|
| 0.000%, 09/15/2030 (B) |
|
EUR |
680 |
|
|
$ |
812 |
|
| Nordea Bank Abp MTN |
|
|
|
|
|
|
|
|
| 6.125%, VAR USD Swap Semi 30/360 5 Yr Curr+3.388% (C) |
|
$ |
200 |
|
|
|
220 |
|
| Nordea Kiinnitysluottopankki MTN |
|
|
|
|
|
|
|
|
| 0.250%, 03/18/2026 |
|
EUR |
480 |
|
|
|
584 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,203 |
|
|
|
|
|
|
|
|
|
|
| France — 7.9% |
|
|
|
|
|
|
|
|
| BNP Paribas |
|
|
|
|
|
|
|
|
| 6.750%, VAR USD Swap Semi 30/360 5 Yr Curr+4.916% (C) |
|
$ |
340 |
|
|
|
352 |
|
| BNP Paribas MTN |
|
|
|
|
|
|
|
|
| 3.375%, 01/23/2026 |
|
GBP |
490 |
|
|
|
739 |
|
| 1.250%, 03/19/2025 |
|
EUR |
375 |
|
|
|
464 |
|
| 0.500%, VAR Euribor 3 Month+0.730%, 02/19/2028 |
|
|
200 |
|
|
|
237 |
|
| BNP Paribas Home Loan SFH |
|
|
|
|
|
|
|
|
| 0.375%, 05/07/2025 |
|
|
400 |
|
|
|
487 |
|
| BPCE |
|
|
|
|
|
|
|
|
| 1.000%, 01/20/2026 (A) |
|
$ |
950 |
|
|
|
937 |
|
| BPCE MTN |
|
|
|
|
|
|
|
|
| 2.000%, 06/05/2025 |
|
AUD |
440 |
|
|
|
340 |
|
| 1.125%, 01/18/2023 |
|
EUR |
300 |
|
|
|
363 |
|
| Bpifrance |
|
|
|
|
|
|
|
|
| 0.064%, 11/25/2022 (B) |
|
|
600 |
|
|
|
717 |
|
| Caisse Francaise de Financement Local MTN |
|
|
|
|
|
|
|
|
| 3.000%, 10/02/2028 |
|
|
100 |
|
|
|
145 |
|
| 0.500%, 01/19/2026 |
|
|
500 |
|
|
|
614 |
|
| Cie de Financement Foncier |
|
|
|
|
|
|
|
|
| 0.375%, 12/11/2024 |
|
|
300 |
|
|
|
365 |
|
| Cie de Financement Foncier MTN |
|
|
|
|
|
|
|
|
| 5.500%, 01/26/2027 |
|
GBP |
387 |
|
|
|
669 |
|
| CNP Assurances MTN |
|
|
|
|
|
|
|
|
| 2.500%, VAR Euribor 3 Month+3.650%, 06/30/2051 |
|
EUR |
200 |
|
|
|
254 |
|
| Credit Agricole |
|
|
|
|
|
|
|
|
| 7.875%, VAR USD Swap Semi 30/360 5 Yr Curr+4.898% (C) |
|
$ |
200 |
|
|
|
226 |
|
| Credit Agricole Assurances |
|
|
|
|
|
|
|
|
| 4.750%, VAR EUR Swap Annual 5 Yr+5.350%, 09/27/2048 |
|
EUR |
200 |
|
|
|
290 |
|
| Credit Agricole Home Loan SFH MTN |
|
|
|
|
|
|
|
|
| 1.250%, 03/24/2031 |
|
|
300 |
|
|
|
396 |
|
| 0.250%, 02/23/2024 |
|
|
700 |
|
|
|
845 |
|
| Dexia Credit Local MTN |
|
|
|
|
|
|
|
|
| 0.625%, 02/03/2024 |
|
|
200 |
|
|
|
244 |
|
| 0.500%, 01/17/2025 |
|
|
300 |
|
|
|
365 |
|
| 0.000%, 05/29/2024 (B) |
|
|
1,200 |
|
|
|
1,438 |
|
| Electricite de France |
|
|
|
|
|
|
|
|
| 5.625%, VAR USD Swap Semi 30/360 10 Yr Curr+3.041% (A)(C) |
|
$ |
200 |
|
|
|
215 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
| GLOBAL BONDS (continued) |
|
| Electricite de France MTN |
|
|
|
|
|
|
|
|
| 5.375%, VAR EUR Swap Annual 12 Yr+3.794% (C) |
|
EUR |
200 |
|
|
$ |
266 |
|
| 4.000%, 11/12/2025 |
|
|
350 |
|
|
|
488 |
|
| Elis SA |
|
|
|
|
|
|
|
|
| 1.000%, 04/03/2025 |
|
|
100 |
|
|
|
118 |
|
| Engie MTN |
|
|
|
|
|
|
|
|
| 0.875%, 03/27/2024 |
|
|
300 |
|
|
|
365 |
|
| French Republic Government Bond OAT |
|
|
|
|
|
|
|
|
| 5.750%, 10/25/2032 |
|
|
181 |
|
|
|
350 |
|
| 4.500%, 04/25/2041 |
|
|
369 |
|
|
|
759 |
|
| 4.000%, 10/25/2038 |
|
|
99 |
|
|
|
186 |
|
| 4.000%, 04/25/2055 (A) |
|
|
139 |
|
|
|
312 |
|
| 2.750%, 10/25/2027 |
|
|
242 |
|
|
|
343 |
|
| 2.500%, 05/25/2030 |
|
|
238 |
|
|
|
346 |
|
| 1.750%, 05/25/2023 |
|
|
2,359 |
|
|
|
2,925 |
|
| 1.750%, 06/25/2039 (A) |
|
|
60 |
|
|
|
86 |
|
| 1.500%, 05/25/2050 (A) |
|
|
1,380 |
|
|
|
1,901 |
|
| 0.750%, 05/25/2028 |
|
|
279 |
|
|
|
353 |
|
| 0.500%, 05/25/2029 |
|
|
213 |
|
|
|
265 |
|
| 0.500%, 06/25/2044 (A) |
|
|
1,380 |
|
|
|
1,563 |
|
| 0.000%, 03/25/2025 (B) |
|
|
1,456 |
|
|
|
1,761 |
|
| 0.000%, 02/25/2023 (B) |
|
|
1,007 |
|
|
|
1,207 |
|
| 0.000%, 02/25/2024 (B) |
|
|
1,040 |
|
|
|
1,253 |
|
| 0.000%, 02/25/2026 (B) |
|
|
1,284 |
|
|
|
1,554 |
|
| 0.000%, 11/25/2029 (B) |
|
|
7,548 |
|
|
|
9,001 |
|
| 0.000%, 11/25/2030 (B) |
|
|
270 |
|
|
|
319 |
|
| SNCF Reseau MTN |
|
|
|
|
|
|
|
|
| 2.000%, 02/05/2048 |
|
|
300 |
|
|
|
420 |
|
| SNCF Reseau EPIC MTN |
|
|
|
|
|
|
|
|
| 5.500%, 12/01/2021 |
|
GBP |
205 |
|
|
|
289 |
|
| 4.250%, 10/07/2026 |
|
EUR |
200 |
|
|
|
292 |
|
| 2.250%, 12/20/2047 |
|
|
300 |
|
|
|
445 |
|
| 1.125%, 05/19/2027 |
|
|
300 |
|
|
|
381 |
|
| 1.125%, 05/25/2030 |
|
|
200 |
|
|
|
256 |
|
| Societe Generale |
|
|
|
|
|
|
|
|
| 4.250%, 04/14/2025 (A) |
|
$ |
325 |
|
|
|
353 |
|
| Societe Generale MTN |
|
|
|
|
|
|
|
|
| 1.125%, 01/23/2025 |
|
EUR |
100 |
|
|
|
123 |
|
| Societe Nationale SNCF |
|
|
|
|
|
|
|
|
| 1.000%, 05/25/2040 |
|
|
700 |
|
|
|
822 |
|
| Societe Nationale SNCF MTN |
|
|
|
|
|
|
|
|
| 0.625%, 04/17/2030 |
|
|
100 |
|
|
|
122 |
|
| SPCM SA |
|
|
|
|
|
|
|
|
| 2.000%, 02/01/2026 (A) |
|
|
117 |
|
|
|
141 |
|
| Suez |
|
|
|
|
|
|
|
|
| 2.875%, VAR EUR Swap Annual 5 Yr+2.504% (C) |
|
|
300 |
|
|
|
375 |
|
| TotalEnergies MTN (C) |
|
|
|
|
|
|
|
|
| 3.369%, VAR EUR Swap Annual 5 Yr+3.350% |
|
|
260 |
|
|
|
342 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
|
3 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
| GLOBAL BONDS (continued) |
|
| 1.750%, VAR EUR Swap Annual 5 Yr+1.765% |
|
EUR |
115 |
|
|
$ |
140 |
|
| TotalEnergies Capital International MTN |
|
|
|
|
|
|
|
|
| 4.250%, 11/26/2021 |
|
AUD |
640 |
|
|
|
488 |
|
| UNEDIC ASSEO MTN |
|
|
|
|
|
|
|
|
| 1.250%, 05/25/2033 |
|
EUR |
700 |
|
|
|
922 |
|
| Westfield America Management |
|
|
|
|
|
|
|
|
| 2.625%, 03/30/2029 |
|
GBP |
155 |
|
|
|
218 |
|
| 2.125%, 03/30/2025 |
|
|
210 |
|
|
|
297 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
42,849 |
|
|
|
|
|
|
|
|
|
|
|
| Germany — 4.0% |
|
| ADLER Group |
|
|
|
|
|
|
|
|
| 3.250%, 08/05/2025 |
|
EUR |
200 |
|
|
|
245 |
|
| Bundesrepublik Deutschland Bundesanleihe |
|
|
|
|
|
|
|
|
| 4.000%, 01/04/2037 |
|
|
411 |
|
|
|
794 |
|
| 3.250%, 07/04/2042 |
|
|
954 |
|
|
|
1,874 |
|
| 1.250%, 08/15/2048 |
|
|
1,424 |
|
|
|
2,130 |
|
| 0.500%, 02/15/2026 |
|
|
138 |
|
|
|
172 |
|
| 0.000%, 08/15/2030 (B) |
|
|
3,413 |
|
|
|
4,178 |
|
| 0.000%, 05/15/2035 (B) |
|
|
671 |
|
|
|
797 |
|
| Cheplapharm Arzneimittel GmbH |
|
|
|
|
|
|
|
|
| 3.500%, 02/11/2027 (A) |
|
|
191 |
|
|
|
229 |
|
| Daimler International Finance BV MTN |
|
|
|
|
|
|
|
|
| 0.250%, 11/06/2023 |
|
|
430 |
|
|
|
514 |
|
| Deutsche Bank MTN |
|
|
|
|
|
|
|
|
| 1.000%, VAR Euribor 3 Month+1.600%, 11/19/2025 |
|
|
400 |
|
|
|
484 |
|
| Deutsche Bank NY |
|
|
|
|
|
|
|
|
| 2.129%, VAR United States Secured Overnight Financing Rate+1.870%, 11/24/2026 |
|
$ |
415 |
|
|
|
421 |
|
| Deutsche Telekom MTN |
|
|
|
|
|
|
|
|
| 1.750%, 12/09/2049 |
|
EUR |
100 |
|
|
|
123 |
|
| Deutsche Telekom International Finance |
|
|
|
|
|
|
|
|
| BV MTN |
|
|
|
|
|
|
|
|
| 0.625%, 04/03/2023 |
|
|
225 |
|
|
|
271 |
|
| E.ON MTN |
|
|
|
|
|
|
|
|
| 0.000%, 12/18/2023 (B) |
|
|
550 |
|
|
|
655 |
|
| HeidelbergCement Finance Luxembourg |
|
|
|
|
|
|
|
|
| MTN |
|
|
|
|
|
|
|
|
| 1.625%, 04/07/2026 |
|
|
400 |
|
|
|
506 |
|
| HOCHTIEF MTN |
|
|
|
|
|
|
|
|
| 1.750%, 07/03/2025 |
|
|
400 |
|
|
|
502 |
|
| IHO Verwaltungs GmbH |
|
|
|
|
|
|
|
|
| 3.625%, 05/15/2025 (A) |
|
|
175 |
|
|
|
211 |
|
| Kreditanstalt fuer Wiederaufbau |
|
|
|
|
|
|
|
|
| 2.600%, 06/20/2037 |
|
JPY |
160,000 |
|
|
|
2,013 |
|
| 0.500%, 09/15/2027 |
|
EUR |
510 |
|
|
|
634 |
|
| 0.125%, 06/07/2023 |
|
|
1,020 |
|
|
|
1,226 |
|
| Landwirtschaftliche Rentenbank MTN |
|
|
|
|
|
|
|
|
| 0.625%, 05/18/2027 |
|
|
225 |
|
|
|
281 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
| GLOBAL BONDS (continued) |
|
| Merck Financial Services GmbH MTN |
|
|
|
|
|
|
|
|
| 0.125%, 07/16/2025 |
|
EUR |
400 |
|
|
$ |
479 |
|
| Siemens Financieringsmaatschappij |
|
|
|
|
|
|
|
|
| 1.200%, 03/11/2026 (A) |
|
$ |
775 |
|
|
|
775 |
|
| TK Elevator Midco GmbH |
|
|
|
|
|
|
|
|
| 4.375%, 07/15/2027 (A) |
|
EUR |
240 |
|
|
|
297 |
|
| Volkswagen International Finance |
|
|
|
|
|
|
|
|
| 3.875%, VAR EUR Swap Annual 9 Yr+3.958% (C) |
|
|
300 |
|
|
|
395 |
|
| 1.125%, 10/02/2023 |
|
|
400 |
|
|
|
487 |
|
| Volkswagen Leasing GmbH MTN |
|
|
|
|
|
|
|
|
| 1.125%, 04/04/2024 |
|
|
520 |
|
|
|
636 |
|
| WEPA Hygieneprodukte GmbH |
|
|
|
|
|
|
|
|
| 2.875%, 12/15/2027 |
|
|
298 |
|
|
|
349 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
21,678 |
|
|
|
|
|
|
|
|
|
|
|
| Hungary — 0.2% |
|
| Hungary Government Bond |
|
|
|
|
|
|
|
|
| 3.000%, 06/26/2024 |
|
HUF |
297,650 |
|
|
|
1,045 |
|
|
|
|
|
|
|
|
|
|
|
| Indonesia — 0.7% |
|
| Indonesia Treasury Bond |
|
|
|
|
|
|
|
|
| 8.750%, 05/15/2031 |
|
IDR |
3,212,000 |
|
|
|
255 |
|
| 8.375%, 03/15/2034 |
|
|
20,797,000 |
|
|
|
1,586 |
|
| 7.500%, 06/15/2035 |
|
|
2,199,000 |
|
|
|
157 |
|
| 7.375%, 05/15/2048 |
|
|
7,641,000 |
|
|
|
540 |
|
| 7.000%, 09/15/2030 |
|
|
2,246,000 |
|
|
|
160 |
|
| 6.500%, 06/15/2025 |
|
|
3,917,000 |
|
|
|
283 |
|
| 6.500%, 02/15/2031 |
|
|
7,809,000 |
|
|
|
534 |
|
| 5.500%, 04/15/2026 |
|
|
1,557,000 |
|
|
|
108 |
|
| 1.450%, 09/18/2026 |
|
EUR |
300 |
|
|
|
370 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,993 |
|
|
|
|
|
|
|
|
|
|
|
| Ireland — 0.8% |
|
| AerCap Ireland Capital DAC |
|
|
|
|
|
|
|
|
| 4.500%, 09/15/2023 |
|
$ |
205 |
|
|
|
220 |
|
| CRH Funding MTN |
|
|
|
|
|
|
|
|
| 1.875%, 01/09/2024 |
|
EUR |
310 |
|
|
|
385 |
|
| Ireland Government Bond |
|
|
|
|
|
|
|
|
| 5.400%, 03/13/2025 |
|
|
351 |
|
|
|
507 |
|
| 1.500%, 05/15/2050 |
|
|
250 |
|
|
|
344 |
|
| 1.100%, 05/15/2029 |
|
|
670 |
|
|
|
868 |
|
| 0.177%, 10/18/2031 (B) |
|
|
1,194 |
|
|
|
1,392 |
|
| Smurfit Kappa Acquisitions ULC |
|
|
|
|
|
|
|
|
| 2.875%, 01/15/2026 |
|
|
265 |
|
|
|
348 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,064 |
|
|
|
|
|
|
|
|
|
|
|
| Israel — 0.2% |
|
| Israel Government Bond |
|
|
|
|
|
|
|
|
| 5.500%, 01/31/2042 |
|
ILS |
675 |
|
|
|
327 |
|
| 2.000%, 03/31/2027 |
|
|
925 |
|
|
|
306 |
|
|
|
|
| 4 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
| GLOBAL BONDS (continued) |
|
| Israel Government Bond - Fixed |
|
|
|
|
|
|
|
|
| 1.000%, 03/31/2030 |
|
ILS |
593 |
|
|
$ |
181 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
814 |
|
|
|
|
|
|
|
|
|
|
| Italy — 5.0% |
|
|
|
|
|
|
|
|
| Assicurazioni Generali MTN |
|
|
|
|
|
|
|
|
| 5.500%, VAR Euribor 3 Month+5.350%, 10/27/2047 |
|
EUR |
230 |
|
|
|
336 |
|
| Enel Finance International MTN |
|
|
|
|
|
|
|
|
| 5.750%, 09/14/2040 |
|
GBP |
145 |
|
|
|
302 |
|
| Eni |
|
|
|
|
|
|
|
|
| 3.375%, VAR EUR Swap Annual 5 Yr+3.641% (C) |
|
EUR |
135 |
|
|
|
170 |
|
| FCA Bank MTN |
|
|
|
|
|
|
|
|
| 1.000%, 11/15/2021 |
|
|
700 |
|
|
|
834 |
|
| Intesa Sanpaolo MTN |
|
|
|
|
|
|
|
|
| 3.625%, 12/05/2022 |
|
|
200 |
|
|
|
251 |
|
| 2.125%, 05/26/2025 |
|
|
330 |
|
|
|
420 |
|
| 0.750%, 12/04/2024 |
|
|
350 |
|
|
|
425 |
|
| Italy Buoni Poliennali Del Tesoro |
|
|
|
|
|
|
|
|
| 5.000%, 09/01/2040 (A) |
|
|
1,285 |
|
|
|
2,418 |
|
| 3.850%, 09/01/2049 (A) |
|
|
393 |
|
|
|
679 |
|
| 3.500%, 03/01/2030 (A) |
|
|
211 |
|
|
|
311 |
|
| 3.100%, 03/01/2040 (A) |
|
|
122 |
|
|
|
183 |
|
| 3.000%, 08/01/2029 |
|
|
1,609 |
|
|
|
2,275 |
|
| 2.700%, 03/01/2047 (A) |
|
|
55 |
|
|
|
78 |
|
| 2.450%, 09/01/2033 (A) |
|
|
98 |
|
|
|
135 |
|
| 2.150%, 03/01/2072 (A) |
|
|
241 |
|
|
|
279 |
|
| 2.000%, 02/01/2028 |
|
|
381 |
|
|
|
500 |
|
| 1.850%, 07/01/2025 (A) |
|
|
2,274 |
|
|
|
2,899 |
|
| 1.800%, 03/01/2041 (A) |
|
|
247 |
|
|
|
306 |
|
| 1.700%, 09/01/2051 (A) |
|
|
191 |
|
|
|
219 |
|
| 1.500%, 04/30/2045 (A) |
|
|
412 |
|
|
|
474 |
|
| 0.950%, 03/01/2023 |
|
|
3,272 |
|
|
|
3,967 |
|
| 0.950%, 12/01/2031 (A) |
|
|
1,650 |
|
|
|
1,973 |
|
| 0.950%, 03/01/2037 (A) |
|
|
1,549 |
|
|
|
1,749 |
|
| 0.149%, 04/01/2026 (B) |
|
|
2,535 |
|
|
|
2,993 |
|
| 0.000%, 04/15/2024 (B) |
|
|
1,429 |
|
|
|
1,704 |
|
| Societa Cattolica Di Assicurazione SPA |
|
|
|
|
|
|
|
|
| 4.250%, VAR Euribor 3 Month+4.455%, 12/14/2047 |
|
|
200 |
|
|
|
267 |
|
| UniCredit MTN |
|
|
|
|
|
|
|
|
| 4.875%, VAR EUAMDB05+4.739%, 02/20/2029 |
|
|
220 |
|
|
|
284 |
|
| 1.250%, VAR Euribor 3 Month+1.600%, 06/16/2026 |
|
|
460 |
|
|
|
564 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
26,995 |
|
|
|
|
|
|
|
|
|
|
| Japan — 12.4% |
|
|
|
|
|
|
|
|
| Development Bank of Japan |
|
|
|
|
|
|
|
|
| 2.300%, 03/19/2026 |
|
JPY |
130,000 |
|
|
|
1,294 |
|
| Development Bank of Japan MTN |
|
|
|
|
|
|
|
|
| 0.875%, 10/10/2025 |
|
EUR |
1,145 |
|
|
|
1,415 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
| GLOBAL BONDS (continued) |
|
| Government of Japan 10 Year Bond |
|
|
|
|
|
|
|
|
| 0.400%, 06/20/2025 |
|
JPY |
64,950 |
|
|
$ |
597 |
|
| 0.100%, 06/20/2026 |
|
|
74,300 |
|
|
|
676 |
|
| 0.100%, 03/20/2027 |
|
|
71,550 |
|
|
|
652 |
|
| Government of Japan 20 Year Bond |
|
|
|
|
|
|
|
|
| 1.900%, 09/20/2022 |
|
|
406,050 |
|
|
|
3,748 |
|
| 1.700%, 06/20/2033 |
|
|
1,166,750 |
|
|
|
12,447 |
|
| 1.400%, 09/20/2034 |
|
|
444,650 |
|
|
|
4,633 |
|
| 1.000%, 12/20/2035 |
|
|
50,000 |
|
|
|
499 |
|
| 0.700%, 03/20/2037 |
|
|
38,450 |
|
|
|
368 |
|
| 0.500%, 09/20/2036 |
|
|
451,400 |
|
|
|
4,204 |
|
| 0.200%, 06/20/2036 |
|
|
169,400 |
|
|
|
1,513 |
|
| Government of Japan 20 Year Bond, Ser 140 |
|
|
|
|
|
|
|
|
| 1.700%, 09/20/2032 |
|
|
33,600 |
|
|
|
356 |
|
| Government of Japan 20 Year Bond, Ser 143 |
|
|
|
|
|
|
|
|
| 1.600%, 03/20/2033 |
|
|
40,300 |
|
|
|
425 |
|
| Government of Japan 20 Year Bond, Ser 144 |
|
|
|
|
|
|
|
|
| 1.500%, 03/20/2033 |
|
|
87,200 |
|
|
|
910 |
|
| Government of Japan 30 Year Bond |
|
|
|
|
|
|
|
|
| 0.800%, 09/20/2047 |
|
|
709,500 |
|
|
|
6,684 |
|
| 0.300%, 06/20/2046 |
|
|
74,600 |
|
|
|
629 |
|
| Government of Japan 30 Year Bond, Ser 29 |
|
|
|
|
|
|
|
|
| 2.400%, 09/20/2038 |
|
|
119,300 |
|
|
|
1,440 |
|
| Government of Japan 30 Year Bond, Ser 30 |
|
|
|
|
|
|
|
|
| 2.300%, 03/20/2039 |
|
|
387,700 |
|
|
|
4,625 |
|
| Government of Japan 30 Year Bond, Ser 33 |
|
|
|
|
|
|
|
|
| 2.000%, 09/20/2040 |
|
|
212,700 |
|
|
|
2,468 |
|
| Government of Japan 30 Year Bond, Ser 36 |
|
|
|
|
|
|
|
|
| 2.000%, 03/20/2042 |
|
|
252,050 |
|
|
|
2,951 |
|
| Government of Japan 30 Year Bond, Ser 37 |
|
|
|
|
|
|
|
|
| 1.900%, 09/20/2042 |
|
|
166,850 |
|
|
|
1,930 |
|
| Government of Japan 30 Year Bond, Ser 38 |
|
|
|
|
|
|
|
|
| 1.800%, 03/20/2043 |
|
|
207,550 |
|
|
|
2,369 |
|
| Government of Japan 40 Year Bond |
|
|
|
|
|
|
|
|
| 0.400%, 03/20/2056 |
|
|
331,950 |
|
|
|
2,687 |
|
| Government of Japan 40 Year Bond, Ser 6 |
|
|
|
|
|
|
|
|
| 1.900%, 03/20/2053 |
|
|
38,700 |
|
|
|
466 |
|
| Japan Finance Organization for Municipalities MTN |
|
|
|
|
|
|
|
|
| 0.050%, 02/12/2027 |
|
EUR |
440 |
|
|
|
526 |
|
| Japan Government Ten Year Bond |
|
|
|
|
|
|
|
|
| 0.100%, 09/20/2027 |
|
JPY |
297,250 |
|
|
|
2,708 |
|
| 0.100%, 03/20/2029 |
|
|
35,900 |
|
|
|
327 |
|
| Japan Government Thirty Year Bond |
|
|
|
|
|
|
|
|
| 0.600%, 09/20/2050 |
|
|
79,100 |
|
|
|
697 |
|
| 0.300%, 06/20/2046 |
|
|
85,800 |
|
|
|
725 |
|
| Mitsubishi UFJ Financial Group |
|
|
|
|
|
|
|
|
| 0.339%, 07/19/2024 |
|
EUR |
250 |
|
|
|
300 |
|
| Mizuho Financial Group Cayman 3 |
|
|
|
|
|
|
|
|
| 4.600%, 03/27/2024 (A) |
|
$ |
450 |
|
|
|
491 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
|
5 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
| Nissan Motor |
|
|
|
|
|
|
|
|
| 2.652%, 03/17/2026 |
|
EUR |
165 |
|
|
$ |
213 |
|
| NTT Finance |
|
|
|
|
|
|
|
|
| 1.162%, 04/03/2026 (A) |
|
$ |
345 |
|
|
|
344 |
|
| Takeda Pharmaceutical |
|
|
|
|
|
|
|
|
| 1.125%, 11/21/2022 (A) |
|
EUR |
430 |
|
|
|
519 |
|
| 0.750%, 07/09/2027 |
|
|
125 |
|
|
|
152 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
66,988 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Kuwait — 0.1% |
|
|
|
|
|
|
|
|
| Equate Petrochemical MTN 2.625%, 04/28/2028 (A) |
|
$ |
297 |
|
|
|
300 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Luxembourg — 0.1% |
|
|
|
|
|
|
|
|
| Prologis International Funding II |
|
|
|
|
|
|
|
|
| 2.375%, 11/14/2030 |
|
EUR |
200 |
|
|
|
274 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Malaysia — 1.4% |
|
|
|
|
|
|
|
|
| Malaysia Government Bond |
|
|
|
|
|
|
|
|
| 4.392%, 04/15/2026 |
|
MYR |
1,562 |
|
|
|
405 |
|
| 4.232%, 06/30/2031 |
|
|
635 |
|
|
|
164 |
|
| 4.181%, 07/15/2024 |
|
|
3,360 |
|
|
|
853 |
|
| 3.955%, 09/15/2025 |
|
|
5,146 |
|
|
|
1,308 |
|
| 3.885%, 08/15/2029 |
|
|
2,032 |
|
|
|
514 |
|
| 3.882%, 03/10/2022 |
|
|
568 |
|
|
|
139 |
|
| 3.828%, 07/05/2034 |
|
|
3,036 |
|
|
|
728 |
|
| 3.795%, 09/30/2022 |
|
|
3,430 |
|
|
|
847 |
|
| 3.733%, 06/15/2028 |
|
|
1,586 |
|
|
|
399 |
|
| 3.502%, 05/31/2027 |
|
|
7,477 |
|
|
|
1,860 |
|
| 3.478%, 06/14/2024 |
|
|
1,055 |
|
|
|
263 |
|
| 2.632%, 04/15/2031 |
|
|
766 |
|
|
|
174 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,654 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Mexico — 1.6% |
|
|
|
|
|
|
|
|
| Mexican Bonos |
|
|
|
|
|
|
|
|
| 8.000%, 11/07/2047 |
|
MXN |
15,967 |
|
|
|
845 |
|
| 7.750%, 11/23/2034 |
|
|
3,714 |
|
|
|
197 |
|
| 7.750%, 11/13/2042 |
|
|
25,845 |
|
|
|
1,333 |
|
| 7.500%, 06/03/2027 |
|
|
12,847 |
|
|
|
672 |
|
| 5.750%, 03/05/2026 |
|
|
14,711 |
|
|
|
718 |
|
| Mexican Bonos, Ser M20 |
|
|
|
|
|
|
|
|
| 10.000%, 12/05/2024 |
|
|
32,032 |
|
|
|
1,797 |
|
| 8.500%, 05/31/2029 |
|
|
8,114 |
|
|
|
448 |
|
| 7.750%, 05/29/2031 |
|
|
19,502 |
|
|
|
1,034 |
|
| Mexican Bonos, Ser M30 |
|
|
|
|
|
|
|
|
| 10.000%, 11/20/2036 |
|
|
17,044 |
|
|
|
1,079 |
|
| 8.500%, 11/18/2038 |
|
|
2,546 |
|
|
|
141 |
|
| Mexico Government International Bond |
|
|
|
|
|
|
|
|
| 2.875%, 04/08/2039 |
|
EUR |
280 |
|
|
|
345 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,609 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Netherlands — 1.9% |
|
|
|
|
|
|
|
|
| ABN AMRO Bank |
|
|
|
|
|
|
|
|
| 4.750%, 07/28/2025 |
|
$ |
305 |
|
|
|
342 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
| ASR Nederland |
|
|
|
|
|
|
|
|
| 3.375%, VAR EUR Swap Annual 5 Yr+4.000%, 05/02/2049 |
|
EUR |
255 |
|
|
$ |
338 |
|
| BNG Bank MTN |
|
|
|
|
|
|
|
|
| 0.250%, 02/22/2023 |
|
|
1,260 |
|
|
|
1,513 |
|
| Cooperatieve Rabobank UA |
|
|
|
|
|
|
|
|
| 4.375%, VAR EUR Swap Annual 5 Yr+4.679% (C) |
|
|
200 |
|
|
|
263 |
|
| Cooperatieve Rabobank UA MTN |
|
|
|
|
|
|
|
|
| 5.250%, 09/14/2027 |
|
GBP |
195 |
|
|
|
324 |
|
| 4.625%, 05/23/2029 |
|
|
130 |
|
|
|
214 |
|
| 1.250%, 05/31/2032 |
|
EUR |
300 |
|
|
|
396 |
|
| Heineken MTN |
|
|
|
|
|
|
|
|
| 1.000%, 05/04/2026 |
|
|
335 |
|
|
|
416 |
|
| ING Groep |
|
|
|
|
|
|
|
|
| 5.750%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.342% (C) |
|
$ |
200 |
|
|
|
221 |
|
| Intertrust Group BV |
|
|
|
|
|
|
|
|
| 3.375%, 11/15/2025 (A) |
|
EUR |
180 |
|
|
|
218 |
|
| Nederlandse Waterschapsbank MTN |
|
|
|
|
|
|
|
|
| 1.250%, 05/27/2036 |
|
|
281 |
|
|
|
372 |
|
| 0.625%, 01/18/2027 |
|
|
225 |
|
|
|
280 |
|
| Netherlands Government Bond (A) |
|
|
|
|
|
|
|
|
| 4.000%, 01/15/2037 |
|
|
166 |
|
|
|
316 |
|
| 2.500%, 01/15/2033 |
|
|
550 |
|
|
|
845 |
|
| 2.000%, 07/15/2024 |
|
|
345 |
|
|
|
442 |
|
| 0.500%, 07/15/2026 |
|
|
570 |
|
|
|
711 |
|
| 0.354%, 01/15/2052 (B) |
|
|
421 |
|
|
|
447 |
|
| 0.314%, 01/15/2038 (B) |
|
|
596 |
|
|
|
684 |
|
| 0.000%, 01/15/2027 (B) |
|
|
685 |
|
|
|
833 |
|
| 0.000%, 07/15/2031 (B) |
|
|
1,014 |
|
|
|
1,213 |
|
| Q-Park Holding |
|
|
|
|
|
|
|
|
| 2.000%, 03/01/2027 |
|
|
122 |
|
|
|
138 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,526 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| New Zealand — 0.8% |
|
|
|
|
|
|
|
|
| New Zealand Government Bond |
|
|
|
|
|
|
|
|
| 5.500%, 04/15/2023 |
|
NZD |
1,997 |
|
|
|
1,519 |
|
| 3.000%, 04/20/2029 |
|
|
345 |
|
|
|
267 |
|
| 2.750%, 04/15/2025 |
|
|
1,289 |
|
|
|
961 |
|
| 2.750%, 04/15/2037 |
|
|
80 |
|
|
|
59 |
|
| 1.750%, 05/15/2041 |
|
|
124 |
|
|
|
76 |
|
| 1.500%, 05/15/2031 |
|
|
1,643 |
|
|
|
1,119 |
|
| New Zealand Local Government Funding Agency Bond |
|
|
|
|
|
|
|
|
| 4.500%, 04/15/2027 |
|
|
479 |
|
|
|
387 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,388 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Norway — 1.0% |
|
|
|
|
|
|
|
|
| DNB Bank |
|
|
|
|
|
|
|
|
| 6.500%, VAR USD Swap Semi 30/360 5 Yr Curr+5.080% (C) |
|
$ |
355 |
|
|
|
368 |
|
|
|
|
| 6 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
| Equinor MTN |
|
|
|
|
|
|
|
|
| 6.875%, 03/11/2031 |
|
GBP |
185 |
|
|
$ |
377 |
|
| Norway Government Bond (A) |
|
|
|
|
|
|
|
|
| 3.000%, 03/14/2024 |
|
NOK |
3,690 |
|
|
|
453 |
|
| 2.000%, 05/24/2023 |
|
|
5,358 |
|
|
|
639 |
|
| 2.000%, 04/26/2028 |
|
|
2,234 |
|
|
|
272 |
|
| 1.750%, 03/13/2025 |
|
|
1,213 |
|
|
|
145 |
|
| 1.750%, 02/17/2027 |
|
|
6,153 |
|
|
|
737 |
|
| 1.750%, 09/06/2029 |
|
|
4,183 |
|
|
|
503 |
|
| 1.500%, 02/19/2026 |
|
|
9,174 |
|
|
|
1,085 |
|
| 1.375%, 08/19/2030 |
|
|
2,078 |
|
|
|
242 |
|
| 1.250%, 09/17/2031 |
|
|
6,520 |
|
|
|
749 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,570 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Oman — 0.0% |
|
|
|
|
|
|
|
|
| Oman Government International Bond |
|
|
|
|
|
|
|
|
| 6.250%, 01/25/2031 (A) |
|
$ |
200 |
|
|
|
215 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Peru — 0.0% |
|
|
|
|
|
|
|
|
| Volcan Cia Minera SAA |
|
|
|
|
|
|
|
|
| 4.375%, 02/11/2026 (A) |
|
|
21 |
|
|
|
21 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Poland — 0.2% |
|
|
|
|
|
|
|
|
| InPost |
|
|
|
|
|
|
|
|
| 2.250%, 07/15/2027 (A) |
|
EUR |
204 |
|
|
|
242 |
|
| Republic of Poland Government Bond |
|
|
|
|
|
|
|
|
| 2.750%, 10/25/2029 |
|
PLN |
1,493 |
|
|
|
429 |
|
| 2.500%, 07/25/2027 |
|
|
1,860 |
|
|
|
520 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,191 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Portugal — 0.6% |
|
|
|
|
|
|
|
|
| Portugal Obrigacoes do Tesouro OT (A) |
|
|
|
|
|
|
|
|
| 4.100%, 04/15/2037 |
|
EUR |
277 |
|
|
|
492 |
|
| 2.200%, 10/17/2022 |
|
|
775 |
|
|
|
953 |
|
| 1.950%, 06/15/2029 |
|
|
492 |
|
|
|
671 |
|
| 0.700%, 10/15/2027 |
|
|
735 |
|
|
|
916 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,032 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Qatar — 0.1% |
|
|
|
|
|
|
|
|
| Qatar Petroleum |
|
|
|
|
|
|
|
|
| 2.250%, 07/12/2031 (A) |
|
$ |
300 |
|
|
|
297 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Romania — 0.1% |
|
|
|
|
|
|
|
|
| Romania Government Bond |
|
|
|
|
|
|
|
|
| 3.650%, 07/28/2025 |
|
RON |
1,540 |
|
|
|
385 |
|
| Romanian Government International Bond MTN |
|
|
|
|
|
|
|
|
| 1.375%, 12/02/2029 |
|
EUR |
287 |
|
|
|
339 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
724 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Saudi Arabia — 0.1% |
|
|
|
|
|
|
|
|
| Saudi Government International Bond MTN |
|
|
|
|
|
|
|
|
| 2.375%, 10/26/2021 (A) |
|
$ |
275 |
|
|
|
277 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| Singapore — 1.9% |
|
|
|
|
|
|
|
|
| Singapore Government Bond |
|
|
|
|
|
|
|
|
| 3.500%, 03/01/2027 |
|
SGD |
1,341 |
|
|
$ |
1,129 |
|
| 3.375%, 09/01/2033 |
|
|
112 |
|
|
|
98 |
|
| 3.125%, 09/01/2022 |
|
|
3,592 |
|
|
|
2,758 |
|
| 3.000%, 09/01/2024 |
|
|
4,204 |
|
|
|
3,359 |
|
| 2.875%, 07/01/2029 |
|
|
136 |
|
|
|
113 |
|
| 2.750%, 07/01/2023 |
|
|
1,013 |
|
|
|
787 |
|
| 2.750%, 04/01/2042 |
|
|
114 |
|
|
|
97 |
|
| 2.750%, 03/01/2046 |
|
|
200 |
|
|
|
173 |
|
| 2.250%, 08/01/2036 |
|
|
162 |
|
|
|
126 |
|
| 2.125%, 06/01/2026 |
|
|
1,259 |
|
|
|
990 |
|
| Temasek Financial I MTN |
|
|
|
|
|
|
|
|
| 2.375%, 01/23/2023 (A) |
|
$ |
495 |
|
|
|
510 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,140 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Slovak Republic — 0.0% |
|
|
|
|
|
|
|
|
| Slovakia Government Bond |
|
|
|
|
|
|
|
|
| 3.375%, 11/15/2024 |
|
EUR |
75 |
|
|
|
101 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Slovenia — 0.1% |
|
|
|
|
|
|
|
|
| Slovenia Government Bond |
|
|
|
|
|
|
|
|
| 1.250%, 03/22/2027 |
|
|
556 |
|
|
|
719 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| South Africa — 0.1% |
|
|
|
|
|
|
|
|
| Anglo American Capital MTN |
|
|
|
|
|
|
|
|
| 1.625%, 09/18/2025 |
|
|
220 |
|
|
|
277 |
|
| 1.625%, 03/11/2026 |
|
|
230 |
|
|
|
289 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
566 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| South Korea — 0.9% |
|
|
|
|
|
|
|
|
| Hyundai Capital Services MTN |
|
|
|
|
|
|
|
|
| 3.500%, 03/30/2022 |
|
AUD |
680 |
|
|
|
521 |
|
| Korea Housing Finance |
|
|
|
|
|
|
|
|
| 0.010%, 06/29/2026 (A) |
|
EUR |
150 |
|
|
|
179 |
|
| Korea Treasury Bond |
|
|
|
|
|
|
|
|
| 3.000%, 09/10/2024 |
|
KRW |
1,206,590 |
|
|
|
1,119 |
|
| 2.625%, 09/10/2035 |
|
|
240,610 |
|
|
|
224 |
|
| 2.000%, 06/10/2031 |
|
|
100,190 |
|
|
|
88 |
|
| 1.875%, 06/10/2029 |
|
|
401,030 |
|
|
|
352 |
|
| 1.500%, 12/10/2026 |
|
|
994,000 |
|
|
|
865 |
|
| 1.500%, 12/10/2030 |
|
|
1,178,530 |
|
|
|
992 |
|
| 1.250%, 03/10/2026 |
|
|
101,780 |
|
|
|
88 |
|
| 1.125%, 09/10/2025 |
|
|
665,210 |
|
|
|
577 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,005 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Spain — 4.1% |
|
|
|
|
|
|
|
|
| AYT Cedulas Cajas Global FTA |
|
|
|
|
|
|
|
|
| 3.750%, 12/14/2022 |
|
EUR |
600 |
|
|
|
754 |
|
| Banco Bilbao Vizcaya Argentaria |
|
|
|
|
|
|
|
|
| 2.250%, 06/12/2024 |
|
|
200 |
|
|
|
256 |
|
| Banco de Sabadell |
|
|
|
|
|
|
|
|
| 0.625%, VAR EUSA1+0.970%, 11/07/2025 |
|
|
400 |
|
|
|
478 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
|
7 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
| Banco Santander |
|
|
|
|
|
|
|
|
| 5.179%, 11/19/2025 |
|
$ |
400 |
|
|
$ |
457 |
|
| 2.749%, 12/03/2030 |
|
|
200 |
|
|
|
198 |
|
| 1.000%, 03/03/2022 |
|
EUR |
400 |
|
|
|
479 |
|
| CaixaBank |
|
|
|
|
|
|
|
|
| 1.250%, 01/11/2027 |
|
|
500 |
|
|
|
638 |
|
| 1.125%, 11/12/2026 |
|
|
300 |
|
|
|
367 |
|
| CaixaBank MTN |
|
|
|
|
|
|
|
|
| 1.375%, 06/19/2026 |
|
|
300 |
|
|
|
372 |
|
| Naturgy Finance BV |
|
|
|
|
|
|
|
|
| 4.125%, VAR EUR Swap Annual 8 Yr+3.353% (C) |
|
|
200 |
|
|
|
249 |
|
| Naturgy Finance BV MTN |
|
|
|
|
|
|
|
|
| 1.250%, 04/19/2026 |
|
|
300 |
|
|
|
375 |
|
| Spain Government Bond |
|
|
|
|
|
|
|
|
| 6.000%, 01/31/2029 |
|
|
80 |
|
|
|
137 |
|
| 4.700%, 07/30/2041 (A) |
|
|
478 |
|
|
|
937 |
|
| 3.450%, 07/30/2066 (A) |
|
|
272 |
|
|
|
496 |
|
| 2.700%, 10/31/2048 (A) |
|
|
604 |
|
|
|
939 |
|
| 2.350%, 07/30/2033 (A) |
|
|
523 |
|
|
|
745 |
|
| 1.950%, 07/30/2030 (A) |
|
|
104 |
|
|
|
141 |
|
| 1.850%, 07/30/2035 (A) |
|
|
830 |
|
|
|
1,124 |
|
| 1.600%, 04/30/2025 (A) |
|
|
209 |
|
|
|
267 |
|
| 1.500%, 04/30/2027 (A) |
|
|
393 |
|
|
|
510 |
|
| 1.400%, 04/30/2028 (A) |
|
|
635 |
|
|
|
823 |
|
| 0.850%, 07/30/2037 (A) |
|
|
670 |
|
|
|
782 |
|
| 0.600%, 10/31/2029 (A) |
|
|
116 |
|
|
|
142 |
|
| 0.500%, 04/30/2030 (A) |
|
|
188 |
|
|
|
227 |
|
| 0.500%, 10/31/2031 (A) |
|
|
1,490 |
|
|
|
1,769 |
|
| 0.054%, 01/31/2028 (B) |
|
|
3,295 |
|
|
|
3,900 |
|
| 0.000%, 05/31/2024 (B) |
|
|
2,802 |
|
|
|
3,362 |
|
| 0.000%, 01/31/2026 (B) |
|
|
770 |
|
|
|
923 |
|
| Telefonica Europe BV |
|
|
|
|
|
|
|
|
| 4.375%, VAR EUR Swap Annual 6 Yr+4.107% (C) |
|
|
300 |
|
|
|
386 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
22,233 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Supra-National — 2.0% |
|
|
|
|
|
|
|
|
| Asian Development Bank MTN |
|
|
|
|
|
|
|
|
| 2.350%, 06/21/2027 |
|
JPY |
290,000 |
|
|
|
3,006 |
|
| European Financial Stability Facility MTN |
|
|
|
|
|
|
|
|
| 0.500%, 07/11/2025 |
|
EUR |
1,420 |
|
|
|
1,745 |
|
| European Investment Bank |
|
|
|
|
|
|
|
|
| 1.900%, 01/26/2026 |
|
JPY |
50,000 |
|
|
|
492 |
|
| European Investment Bank MTN |
|
|
|
|
|
|
|
|
| 1.250%, 05/12/2025 |
|
SEK |
13,180 |
|
|
|
1,598 |
|
| 0.250%, 10/14/2024 |
|
EUR |
156 |
|
|
|
190 |
|
| European Stability Mechanism MTN |
|
|
|
|
|
|
|
|
| 1.000%, 09/23/2025 |
|
|
570 |
|
|
|
716 |
|
| European Union MTN |
|
|
|
|
|
|
|
|
| 0.000%, 03/04/2026 (B) |
|
|
1,976 |
|
|
|
2,389 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| International Finance MTN |
|
|
|
|
|
|
|
|
| 2.375%, 07/19/2023 |
|
CAD |
1,000 |
|
|
$ |
836 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,972 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Sweden — 0.7% |
|
|
|
|
|
|
|
|
| Kommunivest I Sverige AB MTN |
|
|
|
|
|
|
|
|
| 1.000%, 10/02/2024 |
|
SEK |
5,830 |
|
|
|
699 |
|
| Skandinaviska Enskilda Banken MTN |
|
|
|
|
|
|
|
|
| 0.250%, 06/20/2024 |
|
EUR |
460 |
|
|
|
556 |
|
| Stadshypotek MTN |
|
|
|
|
|
|
|
|
| 0.375%, 02/22/2023 |
|
|
485 |
|
|
|
583 |
|
| Swedbank (C) |
|
|
|
|
|
|
|
|
| 6.000%, VAR USD Swap Semi 30/360 5 Yr Curr+4.106% |
|
$ |
200 |
|
|
|
206 |
|
| 5.625%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.134% |
|
|
200 |
|
|
|
216 |
|
| Sweden Government Bond 1.000%, 11/12/2026 |
|
SEK |
8,210 |
|
|
|
1,012 |
|
| 0.125%, 05/12/2031 (A) |
|
|
5,095 |
|
|
|
582 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,854 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Switzerland — 0.4% |
|
|
|
|
|
|
|
|
| Credit Suisse Group (C) |
|
|
|
|
|
|
|
|
| 7.500%, VAR USD Swap Semi 30/360 5 Yr Curr+4.600% |
|
$ |
286 |
|
|
|
311 |
|
| 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 |
|
|
|
354 |
|
| Government of Switzerland |
|
|
|
|
|
|
|
|
| 1.500%, 04/30/2042 |
|
CHF |
408 |
|
|
|
577 |
|
| 1.250%, 06/11/2024 |
|
|
405 |
|
|
|
464 |
|
| 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 |
|
|
|
227 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,151 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Thailand — 0.3% |
|
|
|
|
|
|
|
|
| Thailand Government Bond |
|
|
|
|
|
|
|
|
| 4.875%, 06/22/2029 |
|
THB |
16,455 |
|
|
|
643 |
|
| 4.675%, 06/29/2044 |
|
|
17,119 |
|
|
|
734 |
|
| 3.300%, 06/17/2038 |
|
|
3,522 |
|
|
|
124 |
|
| 2.125%, 12/17/2026 |
|
|
7,336 |
|
|
|
243 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,744 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| United Arab Emirates — 0.1% |
|
|
|
|
|
|
|
|
| DP World Crescent MTN |
|
|
|
|
|
|
|
|
| 4.848%, 09/26/2028 |
|
$ |
265 |
|
|
|
305 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| 8 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
|
| United Kingdom — 7.2% |
|
|
|
|
|
|
|
|
| Aviva |
|
|
|
|
|
|
|
|
| 6.125%, VAR UK Govt Bonds 5 Year Note Generic Bid Yield+2.850%, 11/14/2036 |
|
GBP |
220 |
|
|
$ |
371 |
|
| Barclays MTN |
|
|
|
|
|
|
|
|
| 4.000%, 06/26/2029 |
|
AUD |
500 |
|
|
|
408 |
|
| BAT Capital |
|
|
|
|
|
|
|
|
| 4.906%, 04/02/2030 |
|
$ |
105 |
|
|
|
121 |
|
| BAT International Finance MTN |
|
|
|
|
|
|
|
|
| 2.250%, 09/09/2052 |
|
GBP |
100 |
|
|
|
103 |
|
| 1.250%, 03/13/2027 |
|
EUR |
333 |
|
|
|
406 |
|
| BAT Netherlands Finance BV MTN |
|
|
|
|
|
|
|
|
| 3.125%, 04/07/2028 |
|
|
160 |
|
|
|
216 |
|
| BG Energy Capital MTN |
|
|
|
|
|
|
|
|
| 2.250%, 11/21/2029 |
|
|
400 |
|
|
|
542 |
|
| BP Capital Markets (C) |
|
|
|
|
|
|
|
|
| 3.625%, VAR EUR Swap Annual 5 Yr+4.120% |
|
|
495 |
|
|
|
638 |
|
| 3.250%, VAR EUR Swap Annual 5 Yr+3.880% |
|
|
400 |
|
|
|
508 |
|
| BP Capital Markets MTN |
|
|
|
|
|
|
|
|
| 1.117%, 01/25/2024 |
|
|
165 |
|
|
|
202 |
|
| 0.831%, 11/08/2027 |
|
|
130 |
|
|
|
159 |
|
| Cadent Finance MTN |
|
|
|
|
|
|
|
|
| 2.750%, 09/22/2046 |
|
GBP |
100 |
|
|
|
144 |
|
| 2.625%, 09/22/2038 |
|
|
100 |
|
|
|
143 |
|
| Centrica MTN |
|
|
|
|
|
|
|
|
| 4.375%, 03/13/2029 |
|
|
164 |
|
|
|
269 |
|
| CK Hutchison Finance 16 II |
|
|
|
|
|
|
|
|
| 0.875%, 10/03/2024 |
|
EUR |
212 |
|
|
|
258 |
|
| CK Hutchison Group Telecom Finance |
|
|
|
|
|
|
|
|
| 1.500%, 10/17/2031 |
|
|
330 |
|
|
|
407 |
|
| CNH Industrial Finance Europe MTN |
|
|
|
|
|
|
|
|
| 2.875%, 05/17/2023 |
|
|
220 |
|
|
|
275 |
|
| 1.750%, 09/12/2025 |
|
|
130 |
|
|
|
164 |
|
| CPUK Finance |
|
|
|
|
|
|
|
|
| 3.690%, 08/28/2028 |
|
GBP |
100 |
|
|
|
153 |
|
| 3.588%, 08/28/2025 |
|
|
215 |
|
|
|
321 |
|
| DS Smith MTN |
|
|
|
|
|
|
|
|
| 1.375%, 07/26/2024 |
|
EUR |
430 |
|
|
|
528 |
|
| Gatwick Funding MTN |
|
|
|
|
|
|
|
|
| 5.250%, 01/23/2024 |
|
GBP |
250 |
|
|
|
381 |
|
| Heathrow Funding MTN |
|
|
|
|
|
|
|
|
| 2.750%, 08/09/2049 |
|
|
160 |
|
|
|
219 |
|
| 1.875%, 05/23/2022 |
|
EUR |
235 |
|
|
|
283 |
|
| HSBC Holdings |
|
|
|
|
|
|
|
|
| 6.375%, VAR USD ICE Swap 11:00 NY 5 Yr+4.368% (C) |
|
$ |
200 |
|
|
|
223 |
|
| 6.000%, VAR EUR Swap Annual 5 Yr+5.338% (C) |
|
EUR |
200 |
|
|
|
260 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| 3.000%, VAR BPSW1+1.650%, 07/22/2028 |
|
GBP |
167 |
|
|
$ |
249 |
|
| HSBC Holdings MTN |
|
|
|
|
|
|
|
|
| 6.000%, 03/29/2040 |
|
|
70 |
|
|
|
139 |
|
| INEOS Quattro Finance |
|
|
|
|
|
|
|
|
| 2 2.500%, 01/15/2026 (A) |
|
EUR |
235 |
|
|
|
281 |
|
| Natwest Group |
|
|
|
|
|
|
|
|
| 3.622%, VAR UK Govt Bonds 5 Year Note Generic Bid Yield+3.550%, 08/14/2030 |
|
GBP |
245 |
|
|
|
361 |
|
| 2.467%, VAR ICE LIBOR USD 3 Month+2.320% (C) |
|
$ |
200 |
|
|
|
198 |
|
| Northumbrian Water Finance |
|
|
|
|
|
|
|
|
| 6.875%, 02/06/2023 |
|
GBP |
190 |
|
|
|
288 |
|
| Rolls-Royce MTN |
|
|
|
|
|
|
|
|
| 0.875%, 05/09/2024 |
|
EUR |
140 |
|
|
|
163 |
|
| Santander UK Group Holdings PLC MTN |
|
|
|
|
|
|
|
|
| 3.625%, 01/14/2026 |
|
GBP |
100 |
|
|
|
152 |
|
| Sky PLC MTN |
|
|
|
|
|
|
|
|
| 2.250%, 11/17/2025 |
|
EUR |
275 |
|
|
|
358 |
|
| Standard Chartered (A) |
|
|
|
|
|
|
|
|
| 1.696%, VAR ICE LIBOR USD 3 Month+1.510% (C) |
|
$ |
500 |
|
|
|
483 |
|
| 1.456%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+1.000%, 01/14/2027 |
|
|
355 |
|
|
|
352 |
|
| Thames Water Utilities Finance MTN |
|
|
|
|
|
|
|
|
| 4.625%, 06/04/2046 |
|
GBP |
155 |
|
|
|
301 |
|
| United Kingdom Gilt |
|
|
|
|
|
|
|
|
| 5.000%, 03/07/2025 |
|
|
43 |
|
|
|
70 |
|
| 4.500%, 12/07/2042 |
|
|
279 |
|
|
|
626 |
|
| 4.250%, 03/07/2036 |
|
|
56 |
|
|
|
111 |
|
| 4.250%, 09/07/2039 |
|
|
53 |
|
|
|
111 |
|
| 4.250%, 12/07/2040 |
|
|
1,368 |
|
|
|
2,902 |
|
| 4.250%, 12/07/2046 |
|
|
476 |
|
|
|
1,090 |
|
| 4.250%, 12/07/2049 |
|
|
108 |
|
|
|
258 |
|
| 3.500%, 01/22/2045 |
|
|
902 |
|
|
|
1,825 |
|
| 3.250%, 01/22/2044 |
|
|
457 |
|
|
|
883 |
|
| 2.750%, 09/07/2024 |
|
|
806 |
|
|
|
1,204 |
|
| 2.500%, 07/22/2065 |
|
|
1,197 |
|
|
|
2,429 |
|
| 2.250%, 09/07/2023 |
|
|
19 |
|
|
|
28 |
|
| 1.750%, 09/07/2022 |
|
|
2,090 |
|
|
|
2,945 |
|
| 1.750%, 09/07/2037 |
|
|
74 |
|
|
|
112 |
|
| 1.500%, 07/22/2047 |
|
|
194 |
|
|
|
284 |
|
| 1.250%, 10/22/2041 |
|
|
79 |
|
|
|
110 |
|
| 1.000%, 04/22/2024 |
|
|
52 |
|
|
|
74 |
|
| 0.875%, 10/22/2029 |
|
|
864 |
|
|
|
1,214 |
|
| 0.750%, 07/22/2023 |
|
|
948 |
|
|
|
1,328 |
|
| 0.625%, 06/07/2025 |
|
|
52 |
|
|
|
73 |
|
| 0.625%, 10/22/2050 |
|
|
896 |
|
|
|
1,052 |
|
| 0.500%, 10/22/2061 |
|
|
828 |
|
|
|
904 |
|
| 0.375%, 10/22/2026 |
|
|
2,298 |
|
|
|
3,166 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
|
9 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| 0.125%, 01/30/2026 |
|
GBP |
1,858 |
|
|
$ |
2,542 |
|
| 0.125%, 01/31/2028 |
|
|
460 |
|
|
|
619 |
|
| United Kingdom Gilt - Inflation Linked |
|
|
|
|
|
|
|
|
| 1.250%, 11/22/2027 |
|
|
272 |
|
|
|
485 |
|
| United Kingdom Treasury |
|
|
|
|
|
|
|
|
| 4.750%, 12/07/2038 |
|
|
51 |
|
|
|
111 |
|
| Vodafone Group MTN |
|
|
|
|
|
|
|
|
| 4.200%, 12/13/2027 |
|
AUD |
490 |
|
|
|
410 |
|
| Western Power Distribution West Midlands PLC |
|
|
|
|
|
|
|
|
| 3.875%, 10/17/2024 |
|
GBP |
230 |
|
|
|
346 |
|
| Wm Morrison Supermarkets MTN |
|
|
|
|
|
|
|
|
| 3.500%, 07/27/2026 |
|
|
100 |
|
|
|
144 |
|
| Zurich Finance PLC MTN |
|
|
|
|
|
|
|
|
| 6.625%, 10/30/2049 (D) |
|
|
235 |
|
|
|
347 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
38,830 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| United States — 9.7% |
|
|
|
|
|
|
|
|
| AbbVie |
|
|
|
|
|
|
|
|
| 2.300%, 11/21/2022 |
|
$ |
800 |
|
|
|
821 |
|
| Air Lease |
|
|
|
|
|
|
|
|
| 4.625%, 10/01/2028 |
|
|
32 |
|
|
|
36 |
|
| 3.625%, 04/01/2027 |
|
|
21 |
|
|
|
23 |
|
| 1.875%, 08/15/2026 |
|
|
220 |
|
|
|
220 |
|
| Air Lease MTN |
|
|
|
|
|
|
|
|
| 2.875%, 01/15/2026 |
|
|
79 |
|
|
|
83 |
|
| Aircastle |
|
|
|
|
|
|
|
|
| 5.250%, 08/11/2025 (A) |
|
|
261 |
|
|
|
293 |
|
| 5.000%, 04/01/2023 |
|
|
4 |
|
|
|
5 |
|
| 4.400%, 09/25/2023 |
|
|
50 |
|
|
|
54 |
|
| 4.250%, 06/15/2026 |
|
|
4 |
|
|
|
4 |
|
| 4.125%, 05/01/2024 |
|
|
22 |
|
|
|
23 |
|
| Alleghany |
|
|
|
|
|
|
|
|
| 3.625%, 05/15/2030 |
|
|
305 |
|
|
|
337 |
|
| Ally Financial |
|
|
|
|
|
|
|
|
| 4.700%, VAR H15T7Y+3.481% (C) |
|
|
116 |
|
|
|
118 |
|
| Altria Group |
|
|
|
|
|
|
|
|
| 3.125%, 06/15/2031 |
|
EUR |
310 |
|
|
|
423 |
|
| 2.200%, 06/15/2027 |
|
|
330 |
|
|
|
422 |
|
| American Express (C) 3.584%, VAR ICE LIBOR USD 3 Month+3.428% |
|
$ |
14 |
|
|
|
14 |
|
| 3.404%, VAR ICE LIBOR USD 3 Month+3.285% |
|
|
29 |
|
|
|
29 |
|
| American Honda Finance |
|
|
|
|
|
|
|
|
| 1.950%, 10/18/2024 |
|
EUR |
159 |
|
|
|
201 |
|
| American Tower |
|
|
|
|
|
|
|
|
| 1.300%, 09/15/2025 |
|
$ |
535 |
|
|
|
536 |
|
| 0.875%, 05/21/2029 |
|
EUR |
420 |
|
|
|
502 |
|
| Apple |
|
|
|
|
|
|
|
|
| 0.700%, 02/08/2026 |
|
$ |
880 |
|
|
|
870 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| Ardagh Metal Packaging Finance USA |
|
|
|
|
|
|
|
|
| 2.000%, 09/01/2028 (A) |
|
EUR |
250 |
|
|
$ |
297 |
|
| AT&T |
|
|
|
|
|
|
|
|
| 2.875%, VAR EUAMDB05+3.140% (C) |
|
|
200 |
|
|
|
242 |
|
| 1.800%, 09/05/2026 |
|
|
365 |
|
|
|
466 |
|
| 1.650%, 02/01/2028 |
|
$ |
870 |
|
|
|
864 |
|
| 1.600%, 05/19/2028 |
|
EUR |
170 |
|
|
|
216 |
|
| Aviation Capital Group LLC (A) |
|
|
|
|
|
|
|
|
| 5.500%, 12/15/2024 |
|
$ |
80 |
|
|
|
90 |
|
| 4.375%, 01/30/2024 |
|
|
27 |
|
|
|
29 |
|
| 3.875%, 05/01/2023 |
|
|
12 |
|
|
|
13 |
|
| 3.500%, 11/01/2027 |
|
|
8 |
|
|
|
8 |
|
| 1.950%, 01/30/2026 |
|
|
51 |
|
|
|
51 |
|
| Axalta Coating Systems LLC |
|
|
|
|
|
|
|
|
| 3.375%, 02/15/2029 (A) |
|
|
210 |
|
|
|
205 |
|
| Bank of America |
|
|
|
|
|
|
|
|
| 6.500%, VAR ICE LIBOR USD 3 Month+4.174% (C) |
|
|
67 |
|
|
|
76 |
|
| Bank of America MTN |
|
|
|
|
|
|
|
|
| 2.375%, 06/19/2024 |
|
EUR |
835 |
|
|
|
1,063 |
|
| Becton Dickinson |
|
|
|
|
|
|
|
|
| 1.213%, 02/12/2036 |
|
$ |
129 |
|
|
|
151 |
|
| 0.632%, 06/04/2023 |
|
|
200 |
|
|
|
240 |
|
| Berkshire Hathaway |
|
|
|
|
|
|
|
|
| 0.500%, 01/15/2041 |
|
EUR |
170 |
|
|
|
180 |
|
| Berkshire Hathaway Finance |
|
|
|
|
|
|
|
|
| 2.625%, 06/19/2059 |
|
GBP |
144 |
|
|
|
229 |
|
| Block Financial |
|
|
|
|
|
|
|
|
| 2.500%, 07/15/2028 |
|
$ |
300 |
|
|
|
301 |
|
| Booking Holdings |
|
|
|
|
|
|
|
|
| 2.375%, 09/23/2024 |
|
|
355 |
|
|
|
451 |
|
| 0.500%, 03/08/2028 |
|
|
110 |
|
|
|
132 |
|
| Bristol-Myers Squibb |
|
|
|
|
|
|
|
|
| 0.537%, 11/13/2023 |
|
|
950 |
|
|
|
951 |
|
| Broadcom |
|
|
|
|
|
|
|
|
| 5.000%, 04/15/2030 |
|
|
185 |
|
|
|
218 |
|
| Capital One Financial |
|
|
|
|
|
|
|
|
| 3.935%, VAR ICE LIBOR USD 3 Month+3.800% (C) |
|
|
109 |
|
|
|
109 |
|
| 1.650%, 06/12/2029 |
|
EUR |
300 |
|
|
|
377 |
|
| 0.800%, 06/12/2024 |
|
|
291 |
|
|
|
353 |
|
| Carnival |
|
|
|
|
|
|
|
|
| 1.000%, 10/28/2029 |
|
|
316 |
|
|
|
307 |
|
| CCO Holdings |
|
|
|
|
|
|
|
|
| 4.500%, 06/01/2033 (A) |
|
$ |
127 |
|
|
|
130 |
|
| Charles Schwab |
|
|
|
|
|
|
|
|
| 5.375%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.971% (C) |
|
|
395 |
|
|
|
437 |
|
| 0.750%, 03/18/2024 |
|
|
420 |
|
|
|
422 |
|
| Charter Communications Operating |
|
|
|
|
|
|
|
|
| 3.900%, 06/01/2052 |
|
|
225 |
|
|
|
229 |
|
|
|
|
| 10 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
| GLOBAL BONDS (continued) |
|
| Chubb INA Holdings |
|
|
|
|
|
|
|
|
| 1.550%, 03/15/2028 |
|
EUR |
325 |
|
|
$ |
415 |
|
| 0.875%, 06/15/2027 |
|
|
115 |
|
|
|
141 |
|
| 0.300%, 12/15/2024 |
|
|
190 |
|
|
|
227 |
|
| Citigroup |
|
|
|
|
|
|
|
|
| 4.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.597% (C) |
|
$ |
71 |
|
|
|
73 |
|
| Citigroup MTN |
|
|
|
|
|
|
|
|
| 1.250%, 04/10/2029 |
|
EUR |
170 |
|
|
|
212 |
|
| 0.750%, 10/26/2023 |
|
|
115 |
|
|
|
139 |
|
| Comcast |
|
|
|
|
|
|
|
|
| 0.250%, 05/20/2027 |
|
|
190 |
|
|
|
226 |
|
| CyrusOne |
|
|
|
|
|
|
|
|
| 1.450%, 01/22/2027 |
|
|
254 |
|
|
|
307 |
|
| Dell International |
|
|
|
|
|
|
|
|
| 4.000%, 07/15/2024 |
|
$ |
405 |
|
|
|
440 |
|
| Delta Airlines Inc |
|
|
|
|
|
|
|
|
| 4.500%, 10/20/2025 (A) |
|
|
125 |
|
|
|
134 |
|
| DH Europe Finance II |
|
|
|
|
|
|
|
|
| 1.800%, 09/18/2049 |
|
EUR |
105 |
|
|
|
130 |
|
| Digital Dutch Finco BV |
|
|
|
|
|
|
|
|
| 0.625%, 07/15/2025 |
|
|
350 |
|
|
|
423 |
|
| Digital Euro Finco |
|
|
|
|
|
|
|
|
| 1.125%, 04/09/2028 |
|
|
510 |
|
|
|
625 |
|
| Discover Bank |
|
|
|
|
|
|
|
|
| 4.682%, VAR USD Swap Semi 30/360 5 Yr Curr+1.730%, 08/09/2028 |
|
$ |
400 |
|
|
|
425 |
|
| Discovery Communications |
|
|
|
|
|
|
|
|
| 5.300%, 05/15/2049 |
|
|
18 |
|
|
|
23 |
|
| 5.200%, 09/20/2047 |
|
|
36 |
|
|
|
45 |
|
| 4.650%, 05/15/2050 |
|
|
14 |
|
|
|
16 |
|
| Emerson Electric |
|
|
|
|
|
|
|
|
| 0.375%, 05/22/2024 |
|
EUR |
350 |
|
|
|
421 |
|
| Enable Midstream Partners |
|
|
|
|
|
|
|
|
| 4.950%, 05/15/2028 |
|
$ |
39 |
|
|
|
45 |
|
| 4.400%, 03/15/2027 |
|
|
214 |
|
|
|
236 |
|
| Essential Properties |
|
|
|
|
|
|
|
|
| 2.950%, 07/15/2031 |
|
|
179 |
|
|
|
179 |
|
| Exxon Mobil |
|
|
|
|
|
|
|
|
| 0.835%, 06/26/2032 |
|
EUR |
600 |
|
|
|
710 |
|
| FedEx |
|
|
|
|
|
|
|
|
| 0.450%, 05/04/2029 |
|
|
327 |
|
|
|
386 |
|
| Fidelity National Information Services |
|
|
|
|
|
|
|
|
| 0.625%, 12/03/2025 |
|
|
185 |
|
|
|
224 |
|
| 0.125%, 12/03/2022 |
|
|
500 |
|
|
|
596 |
|
| GE Capital Canada Funding MTN |
|
|
|
|
|
|
|
|
| 4.600%, 01/26/2022 |
|
CAD |
899 |
|
|
|
743 |
|
| GE Capital UK Funding Unlimited MTN |
|
|
|
|
|
|
|
|
| 6.250%, 05/05/2038 |
|
GBP |
165 |
|
|
|
340 |
|
| 5.875%, 01/18/2033 |
|
|
160 |
|
|
|
302 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands)
|
|
| GLOBAL BONDS (continued) |
|
| General Motors Financial |
|
|
|
|
|
|
|
|
| 4.000%, 10/06/2026 |
|
$ |
145 |
|
|
$ |
160 |
|
| General Motors Financial MTN |
|
|
|
|
|
|
|
|
| 0.955%, 09/07/2023 |
|
EUR |
275 |
|
|
|
332 |
|
| Gilead Sciences Inc |
|
|
|
|
|
|
|
|
| 0.750%, 09/29/2023 |
|
$ |
725 |
|
|
|
725 |
|
| Goldman Sachs Group |
|
|
|
|
|
|
|
|
| 0.627%, VAR United States Secured Overnight Financing Rate+0.538%, 11/17/2023 |
|
|
715 |
|
|
|
715 |
|
| Goldman Sachs Group MTN |
|
|
|
|
|
|
|
|
| 2.125%, 09/30/2024 |
|
EUR |
885 |
|
|
|
1,120 |
|
| 1.625%, 07/27/2026 |
|
|
170 |
|
|
|
215 |
|
| Harley-Davidson Financial Services |
|
|
|
|
|
|
|
|
| 3.875%, 05/19/2023 |
|
|
110 |
|
|
|
140 |
|
| 0.900%, 11/19/2024 |
|
|
335 |
|
|
|
406 |
|
| Hilton Domestic Operating |
|
|
|
|
|
|
|
|
| 3.625%, 02/15/2032 (A) |
|
$ |
215 |
|
|
|
212 |
|
| Host Hotels & Resorts |
|
|
|
|
|
|
|
|
| 3.500%, 09/15/2030 |
|
|
200 |
|
|
|
210 |
|
| IHS Markit |
|
|
|
|
|
|
|
|
| 4.750%, 08/01/2028 |
|
|
17 |
|
|
|
20 |
|
| 4.250%, 05/01/2029 |
|
|
72 |
|
|
|
83 |
|
| Intercontinental Exchange |
|
|
|
|
|
|
|
|
| 0.700%, 06/15/2023 |
|
|
535 |
|
|
|
537 |
|
| International Business Machines |
|
|
|
|
|
|
|
|
| 2.850%, 05/13/2022 |
|
|
990 |
|
|
|
1,013 |
|
| 0.300%, 02/11/2028 |
|
EUR |
240 |
|
|
|
285 |
|
| International Flavors & Fragrances |
|
|
|
|
|
|
|
|
| 1.800%, 09/25/2026 |
|
|
100 |
|
|
|
128 |
|
| Interpublic Group of Cos Inc/The |
|
|
|
|
|
|
|
|
| 2.400%, 03/01/2031 |
|
$ |
101 |
|
|
|
101 |
|
| IQVIA |
|
|
|
|
|
|
|
|
| 2.875%, 06/15/2028 (A) |
|
EUR |
180 |
|
|
|
220 |
|
| Jazz Securities DAC |
|
|
|
|
|
|
|
|
| 4.375%, 01/15/2029 (A) |
|
$ |
290 |
|
|
|
301 |
|
| Johnson Controls International PLC |
|
|
|
|
|
|
|
|
| 1.375%, 02/25/2025 |
|
EUR |
395 |
|
|
|
490 |
|
| JPMorgan Chase (C) |
|
|
|
|
|
|
|
|
| 7.900%, VAR ICE LIBOR USD 3 Month+3.470% |
|
$ |
91 |
|
|
|
91 |
|
| 3.976%, VAR ICE LIBOR USD 3 Month+3.800% |
|
|
78 |
|
|
|
78 |
|
| 3.465%, VAR ICE LIBOR USD 3 Month+3.320% |
|
|
46 |
|
|
|
46 |
|
| JPMorgan Chase MTN |
|
|
|
|
|
|
|
|
| 1.090%, VAR Euribor 3 Month+0.760%, 03/11/2027 |
|
EUR |
660 |
|
|
|
815 |
|
| Las Vegas Sands |
|
|
|
|
|
|
|
|
| 3.900%, 08/08/2029 |
|
$ |
275 |
|
|
|
293 |
|
| Lear |
|
|
|
|
|
|
|
|
| 3.500%, 05/30/2030 |
|
|
42 |
|
|
|
45 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
|
11 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
| GLOBAL BONDS (continued) |
|
| Level 3 Financing |
|
|
|
|
|
|
|
|
| 3.750%, 07/15/2029 (A) |
|
$ |
150 |
|
|
$ |
146 |
|
| Levi Strauss & Co |
|
|
|
|
|
|
|
|
| 3.500%, 03/01/2031 (A) |
|
|
47 |
|
|
|
47 |
|
| Liberty Mutual Group |
|
|
|
|
|
|
|
|
| 3.625%, VAR EUR Swap Annual 5 Yr+3.700%, 05/23/2059 |
|
EUR |
300 |
|
|
|
371 |
|
| Marriott International |
|
|
|
|
|
|
|
|
| 4.650%, 12/01/2028 |
|
$ |
120 |
|
|
|
137 |
|
| MassMutual Global Funding II MTN |
|
|
|
|
|
|
|
|
| 0.850%, 06/09/2023 (A) |
|
|
998 |
|
|
|
1,008 |
|
| Mattel Inc |
|
|
|
|
|
|
|
|
| 3.750%, 04/01/2029 (A) |
|
|
138 |
|
|
|
144 |
|
| Medtronic Global Holdings SCA |
|
|
|
|
|
|
|
|
| 1.375%, 10/15/2040 |
|
EUR |
110 |
|
|
|
133 |
|
| 1.125%, 03/07/2027 |
|
|
400 |
|
|
|
501 |
|
| 0.250%, 07/02/2025 |
|
|
115 |
|
|
|
138 |
|
| Metropolitan Life Global Funding I MTN |
|
|
|
|
|
|
|
|
| 1.950%, 01/13/2023 (A) |
|
$ |
1,000 |
|
|
|
1,024 |
|
| Mondelez International |
|
|
|
|
|
|
|
|
| 0.250%, 03/17/2028 |
|
EUR |
470 |
|
|
|
553 |
|
| Moody's |
|
|
|
|
|
|
|
|
| 1.750%, 03/09/2027 |
|
|
375 |
|
|
|
481 |
|
| Morgan Stanley |
|
|
|
|
|
|
|
|
| 3.794%, VAR ICE LIBOR USD 3 Month+3.610% (C) |
|
$ |
23 |
|
|
|
23 |
|
| 0.406%, VAR Euribor 3 Month+0.698%, 10/29/2027 |
|
EUR |
360 |
|
|
|
428 |
|
| Morgan Stanley MTN |
|
|
|
|
|
|
|
|
| 1.375%, 10/27/2026 |
|
|
360 |
|
|
|
453 |
|
| 0.529%, VAR United States Secured Overnight Financing Rate+0.455%, 01/25/2024 |
|
$ |
1,000 |
|
|
|
1,000 |
|
| National Grid North America MTN |
|
|
|
|
|
|
|
|
| 1.000%, 07/12/2024 |
|
EUR |
300 |
|
|
|
366 |
|
| National Oil Well |
|
|
|
|
|
|
|
|
| 3.600%, 12/01/2029 |
|
$ |
205 |
|
|
|
214 |
|
| Netflix Inc |
|
|
|
|
|
|
|
|
| 3.625%, 05/15/2027 |
|
|
200 |
|
|
|
273 |
|
| Newell Brands Inc |
|
|
|
|
|
|
|
|
| 4.700%, 04/01/2026 |
|
|
140 |
|
|
|
156 |
|
| Office Properties Income Trust |
|
|
|
|
|
|
|
|
| 4.500%, 02/01/2025 |
|
|
270 |
|
|
|
293 |
|
| ONEOK |
|
|
|
|
|
|
|
|
| 6.350%, 01/15/2031 |
|
|
89 |
|
|
|
115 |
|
| Oracle |
|
|
|
|
|
|
|
|
| 3.650%, 03/25/2041 |
|
|
370 |
|
|
|
392 |
|
| Organon |
|
|
|
|
|
|
|
|
| 4.125%, 04/30/2028 (A) |
|
|
290 |
|
|
|
296 |
|
| Paysafe Finance |
|
|
|
|
|
|
|
|
| 3.000%, 06/15/2029 (A) |
|
EUR |
245 |
|
|
|
286 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
| GLOBAL BONDS (continued) |
|
| Philip Morris International |
|
|
|
|
|
|
|
|
| 1.450%, 08/01/2039 |
|
EUR |
115 |
|
|
$ |
132 |
|
| 0.625%, 11/08/2024 |
|
|
285 |
|
|
|
345 |
|
| Philip Morris International MTN |
|
|
|
|
|
|
|
|
| 2.875%, 03/03/2026 |
|
|
170 |
|
|
|
228 |
|
| Pioneer Natural Resources |
|
|
|
|
|
|
|
|
| 2.150%, 01/15/2031 |
|
$ |
196 |
|
|
|
192 |
|
| Plains All American Pipeline |
|
|
|
|
|
|
|
|
| 4.500%, 12/15/2026 |
|
|
204 |
|
|
|
229 |
|
| 3.550%, 12/15/2029 |
|
|
79 |
|
|
|
83 |
|
| PNC Financial Services Group |
|
|
|
|
|
|
|
|
| 2.200%, 11/01/2024 |
|
|
885 |
|
|
|
928 |
|
| PNC Funding |
|
|
|
|
|
|
|
|
| 3.300%, 03/08/2022 |
|
|
150 |
|
|
|
153 |
|
| Principal Life Global Funding II |
|
|
|
|
|
|
|
|
| 1.250%, 06/23/2025 (A) |
|
|
315 |
|
|
|
317 |
|
| Prudential Financial |
|
|
|
|
|
|
|
|
| 5.875%, VAR ICE LIBOR USD 3 Month+4.175%, 09/15/2042 |
|
|
199 |
|
|
|
210 |
|
| PVH Corp |
|
|
|
|
|
|
|
|
| 3.125%, 12/15/2027 |
|
|
215 |
|
|
|
289 |
|
| Ross Stores |
|
|
|
|
|
|
|
|
| 4.700%, 04/15/2027 |
|
|
265 |
|
|
|
306 |
|
| Sabra Health Care LP |
|
|
|
|
|
|
|
|
| 3.900%, 10/15/2029 |
|
|
280 |
|
|
|
296 |
|
| Schlumberger Finance France SAS |
|
|
|
|
|
|
|
|
| 1.000%, 02/18/2026 |
|
EUR |
305 |
|
|
|
378 |
|
| Simon International Finance SCA |
|
|
|
|
|
|
|
|
| 1.250%, 05/13/2025 |
|
|
134 |
|
|
|
166 |
|
| Sirius XM Radio |
|
|
|
|
|
|
|
|
| 4.000%, 07/15/2028 (A) |
|
$ |
145 |
|
|
|
149 |
|
| SLM |
|
|
|
|
|
|
|
|
| 4.200%, 10/29/2025 |
|
|
165 |
|
|
|
177 |
|
| Starbucks Corp |
|
|
|
|
|
|
|
|
| 1.300%, 05/07/2022 |
|
|
350 |
|
|
|
353 |
|
| Time Warner Cable |
|
|
|
|
|
|
|
|
| 5.750%, 06/02/2031 |
|
GBP |
295 |
|
|
|
522 |
|
| T-Mobile USA |
|
|
|
|
|
|
|
|
| 3.375%, 04/15/2029 |
|
$ |
52 |
|
|
|
54 |
|
| 2.875%, 02/15/2031 |
|
|
77 |
|
|
|
76 |
|
| 2.625%, 04/15/2026 |
|
|
131 |
|
|
|
134 |
|
| 2.625%, 02/15/2029 |
|
|
87 |
|
|
|
86 |
|
| Toyota Motor Credit MTN |
|
|
|
|
|
|
|
|
| 0.625%, 11/21/2024 |
|
EUR |
465 |
|
|
|
566 |
|
| Tyco Electronics Group |
|
|
|
|
|
|
|
|
| 0.113%, 02/16/2029 |
|
|
308 |
|
|
|
354 |
|
| UnitedHealth Group |
|
|
|
|
|
|
|
|
| 1.250%, 01/15/2026 |
|
$ |
175 |
|
|
|
177 |
|
| US Bancorp MTN |
|
|
|
|
|
|
|
|
| 0.850%, 06/07/2024 |
|
EUR |
226 |
|
|
|
275 |
|
| Verisign Inc |
|
|
|
|
|
|
|
|
| 2.700%, 06/15/2031 |
|
$ |
99 |
|
|
|
101 |
|
|
|
|
| 12 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($Thousands) |
|
| GLOBAL BONDS (continued) |
|
| Verizon Communications |
|
|
|
|
|
|
|
|
| 4.016%, 12/03/2029 |
|
$ |
391 |
|
|
$ |
448 |
|
| 2.100%, 03/22/2028 |
|
|
445 |
|
|
|
454 |
|
| 0.875%, 04/08/2027 |
|
EUR |
175 |
|
|
|
215 |
|
| Verizon Communications MTN |
|
|
|
|
|
|
|
|
| 4.750%, 02/17/2034 |
|
GBP |
170 |
|
|
|
306 |
|
| 4.050%, 02/17/2025 |
|
AUD |
680 |
|
|
|
560 |
|
| Vornado Realty |
|
|
|
|
|
|
|
|
| 3.400%, 06/01/2031 |
|
$ |
213 |
|
|
|
220 |
|
| Wabtec Transportation Netherlands BV |
|
|
|
|
|
|
|
|
| 1.250%, 12/03/2027 |
|
EUR |
202 |
|
|
|
241 |
|
| Wells Fargo |
|
|
|
|
|
|
|
|
| 3.900%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.453% (C) |
|
$ |
132 |
|
|
|
137 |
|
| Wells Fargo MTN |
|
|
|
|
|
|
|
|
| 2.125%, 12/20/2023 |
|
GBP |
345 |
|
|
|
492 |
|
| 2.000%, 04/27/2026 |
|
EUR |
210 |
|
|
|
270 |
|
| 1.375%, 06/30/2022 |
|
GBP |
195 |
|
|
|
272 |
|
| 0.500%, 04/26/2024 |
|
EUR |
500 |
|
|
|
602 |
|
| Welltower Inc |
|
|
|
|
|
|
|
|
| 4.500%, 12/01/2034 |
|
GBP |
140 |
|
|
|
236 |
|
| Western Union |
|
|
|
|
|
|
|
|
| 2.750%, 03/15/2031 |
|
$ |
355 |
|
|
|
354 |
|
| WPC Eurobond BV |
|
|
|
|
|
|
|
|
| 1.350%, 04/15/2028 |
|
EUR |
405 |
|
|
|
497 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
52,373 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Total Global Bonds
(Cost $465,624) ($ Thousands) |
|
|
|
|
|
|
481,287 |
|
|
|
|
|
|
|
|
|
|
|
| U.S. TREASURY OBLIGATIONS — 7.8% |
|
| U.S. Treasury Bill |
|
|
|
|
|
|
|
|
| 0.027%, 08/19/2021 (B) |
|
$ |
31,690 |
|
|
|
31,688 |
|
| U.S. Treasury Bond |
|
|
|
|
|
|
|
|
| 2.169%, 11/15/2050 (B) |
|
|
1,473 |
|
|
|
789 |
|
| U.S. Treasury Notes |
|
|
|
|
|
|
|
|
| 0.500%, 03/31/2025 |
|
|
94 |
|
|
|
94 |
|
| 0.375%, 03/31/2022 |
|
|
1,081 |
|
|
|
1,083 |
|
| 0.375%, 01/31/2026 |
|
|
380 |
|
|
|
372 |
|
| 0.125%, 11/30/2022 |
|
|
8,322 |
|
|
|
8,317 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total U.S. Treasury Obligations
(Cost $42,387) ($ Thousands) |
|
|
|
42,343 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($Thousands) |
|
|
|
MORTGAGE-BACKED SECURITIES —0.2% |
|
|
|
|
|
| Agency Mortgage-Backed Obligation — 0.2% |
|
| FHLMC Structured Agency Credit Risk Debt Notes, Ser 2016-HQA1, Cl M3 |
|
|
|
|
|
|
|
|
| 6.442%, VAR ICE LIBOR USD 1 Month+6.350%, 09/25/2028 |
|
$ |
190 |
|
|
$ |
202 |
|
| FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-DNA2, Cl M2 |
|
|
|
|
|
|
|
|
| 3.542%, VAR ICE LIBOR USD 1 Month+3.450%, 10/25/2029 |
|
|
470 |
|
|
|
491 |
|
| FNMA Connecticut Avenue Securities, Ser 2014-C04, Cl 2M2 |
|
|
|
|
|
|
|
|
| 5.092%, VAR ICE LIBOR USD 1 Month+5.000%, 11/25/2024 |
|
|
100 |
|
|
|
102 |
|
| FNMA Connecticut Avenue Securities, Ser 2016-C04, Cl 1M2 |
|
|
|
|
|
|
|
|
| 4.342%, VAR ICE LIBOR USD 1 Month+4.250%, 01/25/2029 |
|
|
61 |
|
|
|
64 |
|
| FNMA Connecticut Avenue Securities, Ser 2016-C07, Cl 2M2 |
|
|
|
|
|
|
|
|
| 4.442%, VAR ICE LIBOR USD 1 Month+4.350%, 05/25/2029 |
|
|
84 |
|
|
|
88 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
947 |
|
|
|
|
|
|
|
|
|
|
|
|
Non-Agency Mortgage-Backed Obligation —0.0% |
|
| Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-6, Cl 3A |
|
|
|
|
|
|
|
|
| 2.602%, 09/25/2034 (D) |
|
|
9 |
|
|
|
8 |
|
| JPMorgan Mortgage Trust, Ser 2004-A5, |
|
|
|
|
|
|
|
|
| Cl 3A1 2.371%, 12/25/2034 (D) |
|
|
24 |
|
|
|
26 |
|
| LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2 |
|
|
|
|
|
|
|
|
| 2.579%, 03/10/2049 (A) |
|
|
138 |
|
|
|
140 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
174 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Mortgage-Backed Securities
(Cost $1,098) ($ Thousands) |
|
|
|
1,121 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Investments in Securities —
97.1%
(Cost $509,109) ($ Thousands) |
|
|
$ |
524,751 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
|
13 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
International Fixed Income Fund (Continued)
A list of the open futures contracts held by the Fund at June 30, 2021, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Type of Contract |
|
Number of
Contracts |
|
|
Expiration
Date |
|
|
Notional Amount
(Thousands) |
|
Value
(Thousands) |
|
Unrealized Appreciation/
(Depreciation) (Thousands) |
| Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Australian 10-Year Bond |
|
|
15 |
|
|
|
Sep-2021 |
|
|
$ |
1,598 |
|
|
$ |
1,590 |
|
|
$ |
– |
|
| Australian 10-Year Bond |
|
|
6 |
|
|
|
Sep-2021 |
|
|
|
652 |
|
|
|
636 |
|
|
|
3 |
|
| Australian 3-Year Bond |
|
|
12 |
|
|
|
Sep-2021 |
|
|
|
1,080 |
|
|
|
1,049 |
|
|
|
(3) |
|
| Canadian 10-Year Bond |
|
|
7 |
|
|
|
Sep-2021 |
|
|
|
834 |
|
|
|
823 |
|
|
|
10 |
|
| Euro-Bob |
|
|
4 |
|
|
|
Sep-2021 |
|
|
|
637 |
|
|
|
636 |
|
|
|
– |
|
| Euro-BTP |
|
|
15 |
|
|
|
Sep-2021 |
|
|
|
2,697 |
|
|
|
2,693 |
|
|
|
12 |
|
| Euro-Bund |
|
|
66 |
|
|
|
Sep-2021 |
|
|
|
13,749 |
|
|
|
13,510 |
|
|
|
77 |
|
| Euro-Buxl |
|
|
5 |
|
|
|
Sep-2021 |
|
|
|
1,210 |
|
|
|
1,205 |
|
|
|
23 |
|
| Euro-Buxl |
|
|
1 |
|
|
|
Sep-2021 |
|
|
|
241 |
|
|
|
241 |
|
|
|
– |
|
| Euro-Schatz |
|
|
25 |
|
|
|
Sep-2021 |
|
|
|
3,325 |
|
|
|
3,325 |
|
|
|
– |
|
| Japanese 10-Year Bond |
|
|
24 |
|
|
|
Sep-2021 |
|
|
|
33,159 |
|
|
|
32,801 |
|
|
|
47 |
|
| Japanese 10-Year Government Bond
E-MINI |
|
|
8 |
|
|
|
Sep-2021 |
|
|
|
1,106 |
|
|
|
1,094 |
|
|
|
2 |
|
| Long Gilt 10-Year Bond |
|
|
3 |
|
|
|
Oct-2021 |
|
|
|
540 |
|
|
|
531 |
|
|
|
4 |
|
| U.S. 5-Year Treasury Note |
|
|
16 |
|
|
|
Oct-2021 |
|
|
|
1,972 |
|
|
|
1,975 |
|
|
|
3 |
|
| U.S. 10-Year Treasury Note |
|
|
25 |
|
|
|
Sep-2021 |
|
|
|
3,293 |
|
|
|
3,313 |
|
|
|
19 |
|
| U.S. Long Treasury Bond |
|
|
25 |
|
|
|
Sep-2021 |
|
|
|
3,926 |
|
|
|
4,019 |
|
|
|
93 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
70,019 |
|
|
|
69,441 |
|
|
|
290 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Australian 3-Year Bond |
|
|
(17 |
) |
|
|
Sep-2021 |
|
|
$ |
(1,535 |
) |
|
$ |
(1,487 |
) |
|
$ |
4 |
|
| Canadian 5-Year Bond |
|
|
(19 |
) |
|
|
Sep-2021 |
|
|
|
(1,963 |
) |
|
|
(1,911 |
) |
|
|
3 |
|
| Canadian 10-Year Bond |
|
|
(17 |
) |
|
|
Sep-2021 |
|
|
|
(2,021 |
) |
|
|
(1,998 |
) |
|
|
(14) |
|
| Euro |
|
|
(240 |
) |
|
|
Sep-2021 |
|
|
|
(36,623 |
) |
|
|
(35,595 |
) |
|
|
1,028 |
|
| Euro-Bund |
|
|
(13 |
) |
|
|
Sep-2021 |
|
|
|
(2,725 |
) |
|
|
(2,661 |
) |
|
|
(14) |
|
| Euro-OAT |
|
|
(8 |
) |
|
|
Sep-2021 |
|
|
|
(1,547 |
) |
|
|
(1,509 |
) |
|
|
(6) |
|
| Euro-Schatz |
|
|
(62 |
) |
|
|
Sep-2021 |
|
|
|
(8,488 |
) |
|
|
(8,245 |
) |
|
|
1 |
|
| Long Gilt 10-Year Bond |
|
|
(3 |
) |
|
|
Oct-2021 |
|
|
|
(532 |
) |
|
|
(531 |
) |
|
|
(2) |
|
| U.S. 2-Year Treasury Note |
|
|
(78 |
) |
|
|
Oct-2021 |
|
|
|
(17,209 |
) |
|
|
(17,185 |
) |
|
|
24 |
|
| U.S. 5-Year Treasury Note |
|
|
(117 |
) |
|
|
Oct-2021 |
|
|
|
(14,453 |
) |
|
|
(14,441 |
) |
|
|
12 |
|
| U.S. 10-Year Treasury Note |
|
|
(9 |
) |
|
|
Sep-2021 |
|
|
|
(1,189 |
) |
|
|
(1,193 |
) |
|
|
(3) |
|
| U.S. Ultra Long Treasury Bond |
|
|
(13 |
) |
|
|
Sep-2021 |
|
|
|
(2,416 |
) |
|
|
(2,505 |
) |
|
|
(90) |
|
| U.S. Ultra Long Treasury Bond |
|
|
(5 |
) |
|
|
Sep-2021 |
|
|
|
(965 |
) |
|
|
(963 |
) |
|
|
2 |
|
| Ultra 10-Year U.S. Treasury Note |
|
|
(92 |
) |
|
|
Sep-2021 |
|
|
|
(13,311 |
) |
|
|
(13,543 |
) |
|
|
(231) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(104,977 |
) |
|
|
(103,767 |
) |
|
|
714 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(34,958 |
) |
|
$ |
(34,326 |
) |
|
$ |
1,004 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the forward foreign currency contracts held by the Fund at June 30, 2021, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Counterparty |
|
Settlement Date |
|
|
|
|
|
Currency to Deliver
(Thousands) |
|
|
|
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
| ANZ |
|
|
08/25/21 |
|
|
|
AUD |
|
|
|
11,330 |
|
|
|
USD |
|
|
|
8,780 |
|
|
$ |
274 |
|
| Bank of America |
|
|
07/02/21 |
|
|
|
AUD |
|
|
|
790 |
|
|
|
USD |
|
|
|
611 |
|
|
|
18 |
|
| Bank of America |
|
|
07/02/21 |
|
|
|
SGD |
|
|
|
2,603 |
|
|
|
USD |
|
|
|
1,967 |
|
|
|
30 |
|
| Bank of America |
|
|
07/02/21 |
|
|
|
BRL |
|
|
|
4,759 |
|
|
|
USD |
|
|
|
941 |
|
|
|
(7 |
) |
| Bank of America |
|
|
07/28/21 |
|
|
|
USD |
|
|
|
1,173 |
|
|
|
RUB |
|
|
|
87,118 |
|
|
|
16 |
|
| Bank of America |
|
|
08/03/21 |
|
|
|
EUR |
|
|
|
32,847 |
|
|
|
USD |
|
|
|
39,635 |
|
|
|
658 |
|
| Bank of America |
|
|
08/03/21 |
|
|
|
EUR |
|
|
|
1,106 |
|
|
|
USD |
|
|
|
1,312 |
|
|
|
(1 |
) |
| Bank of America |
|
|
08/04/21 |
|
|
|
PLN |
|
|
|
3,559 |
|
|
|
USD |
|
|
|
943 |
|
|
|
8 |
|
| Bank of America |
|
|
08/04/21 |
|
|
|
CZK |
|
|
|
25,007 |
|
|
|
USD |
|
|
|
1,173 |
|
|
|
10 |
|
| Barclays PLC |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
19 |
|
|
|
AUD |
|
|
|
25 |
|
|
|
– |
|
| Barclays PLC |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
30 |
|
|
|
GBP |
|
|
|
21 |
|
|
|
(1 |
) |
| Barclays PLC |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
36 |
|
|
|
CAD |
|
|
|
44 |
|
|
|
(1 |
) |
|
|
|
| 14 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Counterparty |
|
Settlement Date |
|
|
|
|
|
Currency to Deliver
(Thousands) |
|
|
|
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized
Appreciation
(Depreciation)
(Thousands) |
| Barclays PLC |
|
|
07/02/21 |
|
|
|
SEK |
|
|
|
73 |
|
|
|
USD |
|
|
|
9 |
|
|
$ |
– |
|
| Barclays PLC |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
143 |
|
|
|
ZAR |
|
|
|
2,050 |
|
|
|
1 |
|
| Barclays PLC |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
183 |
|
|
|
SEK |
|
|
|
1,520 |
|
|
|
(5) |
|
| Barclays PLC |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
551 |
|
|
|
NOK |
|
|
|
4,602 |
|
|
|
(16) |
|
| Barclays PLC |
|
|
07/02/21 - 08/04/21 |
|
|
|
USD |
|
|
|
1,105 |
|
|
|
NZD |
|
|
|
1,531 |
|
|
|
(35) |
|
| Barclays PLC |
|
|
07/02/21 - 08/04/21 |
|
|
|
NZD |
|
|
|
2,937 |
|
|
|
USD |
|
|
|
2,110 |
|
|
|
58 |
|
| Barclays PLC |
|
|
07/02/21 |
|
|
|
DKK |
|
|
|
5,649 |
|
|
|
USD |
|
|
|
927 |
|
|
|
26 |
|
| Barclays PLC |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
6,853 |
|
|
|
EUR |
|
|
|
5,650 |
|
|
|
(153) |
|
| Barclays PLC |
|
|
07/02/21 |
|
|
|
NOK |
|
|
|
9,646 |
|
|
|
USD |
|
|
|
1,154 |
|
|
|
33 |
|
| Barclays PLC |
|
|
07/02/21 |
|
|
|
TRY |
|
|
|
2,530 |
|
|
|
USD |
|
|
|
298 |
|
|
|
6 |
|
| Barclays PLC |
|
|
08/04/21 |
|
|
|
TRY |
|
|
|
12,025 |
|
|
|
USD |
|
|
|
1,358 |
|
|
|
(3) |
|
| Barclays PLC |
|
|
07/02/21 |
|
|
|
ZAR |
|
|
|
28,988 |
|
|
|
USD |
|
|
|
2,106 |
|
|
|
76 |
|
| Barclays PLC |
|
|
07/02/21 - 08/04/21 |
|
|
|
GBP |
|
|
|
35,319 |
|
|
|
USD |
|
|
|
49,509 |
|
|
|
720 |
|
| Barclays PLC |
|
|
07/02/21 |
|
|
|
MXN |
|
|
|
44,332 |
|
|
|
USD |
|
|
|
2,218 |
|
|
|
(8) |
|
| Barclays PLC |
|
|
07/02/21 - 08/04/21 |
|
|
|
EUR |
|
|
|
119,355 |
|
|
|
USD |
|
|
|
144,273 |
|
|
|
2,690 |
|
| Barclays PLC |
|
|
07/15/21 |
|
|
|
IDR |
|
|
|
8,329,367 |
|
|
|
USD |
|
|
|
563 |
|
|
|
(10) |
|
| Barclays PLC |
|
|
08/04/21 |
|
|
|
ILS |
|
|
|
2,941 |
|
|
|
USD |
|
|
|
907 |
|
|
|
4 |
|
| Barclays PLC |
|
|
08/04/21 |
|
|
|
HUF |
|
|
|
314,649 |
|
|
|
USD |
|
|
|
1,070 |
|
|
|
7 |
|
| BMO Capital |
|
|
07/02/21 |
|
|
|
EUR |
|
|
|
702 |
|
|
|
USD |
|
|
|
854 |
|
|
|
22 |
|
| BMO Capital |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
752 |
|
|
|
EUR |
|
|
|
617 |
|
|
|
(20) |
|
| BNP Paribas |
|
|
07/02/21 |
|
|
|
MYR |
|
|
|
8,712 |
|
|
|
USD |
|
|
|
2,103 |
|
|
|
5 |
|
| BNP Paribas |
|
|
08/04/21 |
|
|
|
MYR |
|
|
|
8,712 |
|
|
|
USD |
|
|
|
2,094 |
|
|
|
(4) |
|
| BNP Paribas |
|
|
07/15/21 |
|
|
|
CLP |
|
|
|
1,007,987 |
|
|
|
USD |
|
|
|
1,420 |
|
|
|
36 |
|
| BNP Paribas |
|
|
08/04/21 |
|
|
|
AUD |
|
|
|
100 |
|
|
|
USD |
|
|
|
76 |
|
|
|
– |
|
| BNP Paribas |
|
|
08/04/21 |
|
|
|
CAD |
|
|
|
209 |
|
|
|
USD |
|
|
|
168 |
|
|
|
(1) |
|
| BNP Paribas |
|
|
08/04/21 |
|
|
|
JPY |
|
|
|
80,436 |
|
|
|
USD |
|
|
|
727 |
|
|
|
2 |
|
| BNP Paribas |
|
|
08/16/21 |
|
|
|
EUR |
|
|
|
18,062 |
|
|
|
USD |
|
|
|
22,079 |
|
|
|
641 |
|
| BNP Paribas |
|
|
08/25/21 |
|
|
|
USD |
|
|
|
1,061 |
|
|
|
AUD |
|
|
|
1,407 |
|
|
|
(5) |
|
| BNP Paribas |
|
|
09/16/21 |
|
|
|
ZAR |
|
|
|
10,256 |
|
|
|
USD |
|
|
|
718 |
|
|
|
7 |
|
| Brown Brothers Harriman |
|
|
07/15/21 |
|
|
|
SEK |
|
|
|
19,890 |
|
|
|
USD |
|
|
|
2,338 |
|
|
|
11 |
|
| Brown Brothers Harriman |
|
|
07/16/21 |
|
|
|
USD |
|
|
|
112 |
|
|
|
CAD |
|
|
|
135 |
|
|
|
(2) |
|
| Brown Brothers Harriman |
|
|
07/16/21 |
|
|
|
CAD |
|
|
|
1,827 |
|
|
|
USD |
|
|
|
1,511 |
|
|
|
36 |
|
| Brown Brothers Harriman |
|
|
08/03/21 |
|
|
|
USD |
|
|
|
444 |
|
|
|
EUR |
|
|
|
363 |
|
|
|
(13) |
|
| Brown Brothers Harriman |
|
|
08/03/21 |
|
|
|
EUR |
|
|
|
2,722 |
|
|
|
USD |
|
|
|
3,285 |
|
|
|
56 |
|
| Brown Brothers Harriman |
|
|
08/05/21 |
|
|
|
CHF |
|
|
|
535 |
|
|
|
USD |
|
|
|
587 |
|
|
|
8 |
|
| Brown Brothers Harriman |
|
|
08/25/21 |
|
|
|
USD |
|
|
|
976 |
|
|
|
AUD |
|
|
|
1,259 |
|
|
|
(31) |
|
| Brown Brothers Harriman |
|
|
08/26/21 |
|
|
|
GBP |
|
|
|
141 |
|
|
|
USD |
|
|
|
197 |
|
|
|
3 |
|
| Brown Brothers Harriman |
|
|
08/26/21 |
|
|
|
GBP |
|
|
|
217 |
|
|
|
USD |
|
|
|
299 |
|
|
|
– |
|
| CIBC |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
215 |
|
|
|
EUR |
|
|
|
176 |
|
|
|
(7) |
|
| CIBC |
|
|
08/04/21 |
|
|
|
USD |
|
|
|
7,840 |
|
|
|
JPY |
|
|
|
868,514 |
|
|
|
(11) |
|
| Citi |
|
|
07/15/21 |
|
|
|
USD |
|
|
|
551 |
|
|
|
CLP |
|
|
|
393,305 |
|
|
|
(10) |
|
| Citi |
|
|
07/15/21 |
|
|
|
USD |
|
|
|
581 |
|
|
|
IDR |
|
|
|
8,306,612 |
|
|
|
(10) |
|
| Citi |
|
|
07/15/21 |
|
|
|
INR |
|
|
|
87,080 |
|
|
|
USD |
|
|
|
1,177 |
|
|
|
7 |
|
| Citi |
|
|
07/16/21 |
|
|
|
CAD |
|
|
|
13,949 |
|
|
|
USD |
|
|
|
11,143 |
|
|
|
(122) |
|
| Citi |
|
|
07/22/21 |
|
|
|
KRW |
|
|
|
1,147,931 |
|
|
|
USD |
|
|
|
1,026 |
|
|
|
9 |
|
| Citi |
|
|
07/22/21 |
|
|
|
KRW |
|
|
|
661,808 |
|
|
|
USD |
|
|
|
583 |
|
|
|
(3) |
|
| Citi |
|
|
08/26/21 |
|
|
|
GBP |
|
|
|
7,427 |
|
|
|
USD |
|
|
|
10,447 |
|
|
|
187 |
|
| Citi |
|
|
08/27/21 |
|
|
|
MXN |
|
|
|
20,619 |
|
|
|
USD |
|
|
|
1,017 |
|
|
|
(12) |
|
| Citi |
|
|
09/16/21 |
|
|
|
CNH |
|
|
|
86,353 |
|
|
|
USD |
|
|
|
13,261 |
|
|
|
(32) |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
|
15 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Counterparty |
|
Settlement Date |
|
|
|
|
|
Currency to Deliver
(Thousands) |
|
|
|
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
| Citigroup |
|
|
07/02/21 |
|
|
|
GBP |
|
|
|
53 |
|
|
|
USD |
|
|
|
74 |
|
|
$ |
1 |
|
| Citigroup |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
74 |
|
|
|
JPY |
|
|
|
8,100 |
|
|
|
(1 |
) |
| Citigroup |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
74 |
|
|
|
NOK |
|
|
|
618 |
|
|
|
(2 |
) |
| Citigroup |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
149 |
|
|
|
CHF |
|
|
|
135 |
|
|
|
(3 |
) |
| Citigroup |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
151 |
|
|
|
CAD |
|
|
|
185 |
|
|
|
(1 |
) |
| Citigroup |
|
|
07/02/21 |
|
|
|
NZD |
|
|
|
206 |
|
|
|
USD |
|
|
|
149 |
|
|
|
5 |
|
| Citigroup |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
223 |
|
|
|
EUR |
|
|
|
183 |
|
|
|
(6 |
) |
| Citigroup |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
224 |
|
|
|
NZD |
|
|
|
315 |
|
|
|
(4 |
) |
| Citigroup |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
274 |
|
|
|
MXN |
|
|
|
5,528 |
|
|
|
4 |
|
| Citigroup |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
285 |
|
|
|
ZAR |
|
|
|
4,100 |
|
|
|
2 |
|
| Citigroup |
|
|
07/02/21 |
|
|
|
AUD |
|
|
|
290 |
|
|
|
USD |
|
|
|
223 |
|
|
|
6 |
|
| Citigroup |
|
|
07/02/21 |
|
|
|
CAD |
|
|
|
537 |
|
|
|
USD |
|
|
|
444 |
|
|
|
10 |
|
| Citigroup |
|
|
07/02/21 - 08/04/21 |
|
|
|
EUR |
|
|
|
600 |
|
|
|
USD |
|
|
|
715 |
|
|
|
3 |
|
| Citigroup |
|
|
08/04/21 |
|
|
|
USD |
|
|
|
588 |
|
|
|
CNY |
|
|
|
3,806 |
|
|
|
– |
|
| Citigroup |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
953 |
|
|
|
CNY |
|
|
|
6,088 |
|
|
|
(11 |
) |
| Citigroup |
|
|
07/02/21 |
|
|
|
ZAR |
|
|
|
4,100 |
|
|
|
USD |
|
|
|
294 |
|
|
|
7 |
|
| Citigroup |
|
|
07/02/21 |
|
|
|
NOK |
|
|
|
4,602 |
|
|
|
USD |
|
|
|
550 |
|
|
|
15 |
|
| Citigroup |
|
|
07/02/21 |
|
|
|
CNY |
|
|
|
149,125 |
|
|
|
USD |
|
|
|
23,363 |
|
|
|
284 |
|
| Citigroup |
|
|
08/04/21 |
|
|
|
CNY |
|
|
|
153,209 |
|
|
|
USD |
|
|
|
23,656 |
|
|
|
(22 |
) |
| Citigroup |
|
|
07/02/21 |
|
|
|
JPY |
|
|
|
6,040,930 |
|
|
|
USD |
|
|
|
55,322 |
|
|
|
894 |
|
| Citigroup |
|
|
08/04/21 |
|
|
|
SGD |
|
|
|
2,354 |
|
|
|
USD |
|
|
|
1,756 |
|
|
|
4 |
|
| Citigroup |
|
|
08/04/21 |
|
|
|
DKK |
|
|
|
5,649 |
|
|
|
USD |
|
|
|
908 |
|
|
|
6 |
|
| Citigroup |
|
|
08/04/21 |
|
|
|
MXN |
|
|
|
38,804 |
|
|
|
USD |
|
|
|
1,948 |
|
|
|
6 |
|
| Commonwealth Bank Of Australia |
|
|
08/04/21 |
|
|
|
USD |
|
|
|
6,362 |
|
|
|
EUR |
|
|
|
5,330 |
|
|
|
(37 |
) |
| Credit Suisse First Boston |
|
|
08/05/21 |
|
|
|
CHF |
|
|
|
901 |
|
|
|
USD |
|
|
|
1,002 |
|
|
|
26 |
|
| Deutsche Bank |
|
|
08/03/21 |
|
|
|
BRL |
|
|
|
4,759 |
|
|
|
USD |
|
|
|
960 |
|
|
|
15 |
|
| Goldman Sachs |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
144 |
|
|
|
TRY |
|
|
|
1,265 |
|
|
|
2 |
|
| Goldman Sachs |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
296 |
|
|
|
TRY |
|
|
|
2,530 |
|
|
|
(5 |
) |
| Goldman Sachs |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
551 |
|
|
|
EUR |
|
|
|
452 |
|
|
|
(15 |
) |
| Goldman Sachs |
|
|
07/02/21 |
|
|
|
CNY |
|
|
|
2,177 |
|
|
|
USD |
|
|
|
341 |
|
|
|
4 |
|
| Goldman Sachs |
|
|
07/02/21 |
|
|
|
TRY |
|
|
|
2,570 |
|
|
|
USD |
|
|
|
301 |
|
|
|
6 |
|
| Goldman Sachs |
|
|
07/02/21 |
|
|
|
TRY |
|
|
|
10,720 |
|
|
|
USD |
|
|
|
1,226 |
|
|
|
(8 |
) |
| Goldman Sachs |
|
|
08/04/21 |
|
|
|
GBP |
|
|
|
254 |
|
|
|
USD |
|
|
|
351 |
|
|
|
– |
|
| Goldman Sachs |
|
|
08/05/21 |
|
|
|
USD |
|
|
|
1,571 |
|
|
|
CHF |
|
|
|
1,438 |
|
|
|
(14 |
) |
| JPMorgan Chase Bank |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
14 |
|
|
|
GBP |
|
|
|
10 |
|
|
|
– |
|
| JPMorgan Chase Bank |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
17 |
|
|
|
JPY |
|
|
|
1,900 |
|
|
|
– |
|
| JPMorgan Chase Bank |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
19 |
|
|
|
AUD |
|
|
|
25 |
|
|
|
(1 |
) |
| JPMorgan Chase Bank |
|
|
07/02/21 |
|
|
|
NZD |
|
|
|
25 |
|
|
|
USD |
|
|
|
18 |
|
|
|
1 |
|
| JPMorgan Chase Bank |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
149 |
|
|
|
CNY |
|
|
|
956 |
|
|
|
(1 |
) |
| JPMorgan Chase Bank |
|
|
07/02/21 |
|
|
|
SEK |
|
|
|
1,350 |
|
|
|
USD |
|
|
|
162 |
|
|
|
5 |
|
| JPMorgan Chase Bank |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
2,789 |
|
|
|
EUR |
|
|
|
2,314 |
|
|
|
(44 |
) |
| JPMorgan Chase Bank |
|
|
07/02/21 |
|
|
|
ILS |
|
|
|
2,941 |
|
|
|
USD |
|
|
|
906 |
|
|
|
3 |
|
| JPMorgan Chase Bank |
|
|
07/02/21 - 08/04/21 |
|
|
|
RON |
|
|
|
3,124 |
|
|
|
USD |
|
|
|
766 |
|
|
|
14 |
|
| JPMorgan Chase Bank |
|
|
07/02/21 |
|
|
|
PLN |
|
|
|
3,559 |
|
|
|
USD |
|
|
|
969 |
|
|
|
34 |
|
| JPMorgan Chase Bank |
|
|
07/02/21 |
|
|
|
CNY |
|
|
|
5,033 |
|
|
|
USD |
|
|
|
787 |
|
|
|
8 |
|
| JPMorgan Chase Bank |
|
|
08/04/21 |
|
|
|
CNY |
|
|
|
3,420 |
|
|
|
USD |
|
|
|
528 |
|
|
|
(1 |
) |
| JPMorgan Chase Bank |
|
|
07/06/21 |
|
|
|
USD |
|
|
|
2,574 |
|
|
|
PEN |
|
|
|
10,259 |
|
|
|
104 |
|
| JPMorgan Chase Bank |
|
|
07/06/21 - 08/05/21 |
|
|
|
PEN |
|
|
|
20,518 |
|
|
|
USD |
|
|
|
5,250 |
|
|
|
(116 |
) |
| JPMorgan Chase Bank |
|
|
07/14/21 |
|
|
|
USD |
|
|
|
1,790 |
|
|
|
EUR |
|
|
|
1,504 |
|
|
|
(7 |
) |
|
|
|
| 16 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Counterparty |
|
Settlement Date |
|
|
|
|
|
Currency to Deliver
(Thousands) |
|
|
|
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
| JPMorgan Chase Bank |
|
|
07/14/21 |
|
|
|
EUR |
|
|
|
19,854 |
|
|
|
USD |
|
|
|
24,125 |
|
|
$ |
574 |
|
| JPMorgan Chase Bank |
|
|
07/15/21 |
|
|
|
USD |
|
|
|
1,031 |
|
|
|
NOK |
|
|
|
8,583 |
|
|
|
(34 |
) |
| JPMorgan Chase Bank |
|
|
07/15/21 |
|
|
|
SEK |
|
|
|
12,518 |
|
|
|
USD |
|
|
|
1,462 |
|
|
|
(2 |
) |
| JPMorgan Chase Bank |
|
|
07/21/21 |
|
|
|
USD |
|
|
|
2,308 |
|
|
|
JPY |
|
|
|
254,705 |
|
|
|
(12 |
) |
| JPMorgan Chase Bank |
|
|
07/21/21 |
|
|
|
JPY |
|
|
|
1,953,472 |
|
|
|
USD |
|
|
|
17,804 |
|
|
|
198 |
|
| JPMorgan Chase Bank |
|
|
07/23/21 |
|
|
|
USD |
|
|
|
558 |
|
|
|
COP |
|
|
|
2,067,640 |
|
|
|
(5 |
) |
| JPMorgan Chase Bank |
|
|
07/26/21 |
|
|
|
IDR |
|
|
|
37,026,170 |
|
|
|
USD |
|
|
|
2,557 |
|
|
|
16 |
|
| JPMorgan Chase Bank |
|
|
07/26/21 |
|
|
|
IDR |
|
|
|
3,419,707 |
|
|
|
USD |
|
|
|
235 |
|
|
|
– |
|
| JPMorgan Chase Bank |
|
|
08/04/21 |
|
|
|
EUR |
|
|
|
3,644 |
|
|
|
USD |
|
|
|
4,325 |
|
|
|
1 |
|
| JPMorgan Chase Bank |
|
|
08/19/21 |
|
|
|
USD |
|
|
|
1,147 |
|
|
|
JPY |
|
|
|
126,404 |
|
|
|
(7 |
) |
| JPMorgan Chase Bank |
|
|
08/23/21 - 09/09/21 |
|
|
|
THB |
|
|
|
134,214 |
|
|
|
USD |
|
|
|
4,274 |
|
|
|
87 |
|
| JPMorgan Chase Bank |
|
|
08/24/21 |
|
|
|
USD |
|
|
|
441 |
|
|
|
ILS |
|
|
|
1,432 |
|
|
|
(1 |
) |
| JPMorgan Chase Bank |
|
|
08/24/21 |
|
|
|
ILS |
|
|
|
7,208 |
|
|
|
USD |
|
|
|
2,206 |
|
|
|
(8 |
) |
| JPMorgan Chase Bank |
|
|
08/27/21 |
|
|
|
USD |
|
|
|
994 |
|
|
|
MXN |
|
|
|
20,449 |
|
|
|
26 |
|
| JPMorgan Chase Bank |
|
|
08/27/21 |
|
|
|
MXN |
|
|
|
20,918 |
|
|
|
USD |
|
|
|
1,052 |
|
|
|
8 |
|
| JPMorgan Chase Bank |
|
|
09/09/21 |
|
|
|
CNY |
|
|
|
27,310 |
|
|
|
USD |
|
|
|
4,242 |
|
|
|
33 |
|
| JPMorgan Chase Bank |
|
|
09/13/21 |
|
|
|
USD |
|
|
|
292 |
|
|
|
CAD |
|
|
|
354 |
|
|
|
(7 |
) |
| JPMorgan Chase Bank |
|
|
09/13/21 |
|
|
|
GBP |
|
|
|
314 |
|
|
|
USD |
|
|
|
438 |
|
|
|
4 |
|
| JPMorgan Chase Bank |
|
|
09/13/21 |
|
|
|
USD |
|
|
|
1,608 |
|
|
|
NOK |
|
|
|
13,388 |
|
|
|
(51 |
) |
| JPMorgan Chase Bank |
|
|
09/13/21 |
|
|
|
USD |
|
|
|
1,634 |
|
|
|
GBP |
|
|
|
1,152 |
|
|
|
(44 |
) |
| JPMorgan Chase Bank |
|
|
09/13/21 |
|
|
|
CAD |
|
|
|
2,008 |
|
|
|
USD |
|
|
|
1,647 |
|
|
|
25 |
|
| JPMorgan Chase Bank |
|
|
09/13/21 |
|
|
|
SEK |
|
|
|
3,685 |
|
|
|
USD |
|
|
|
431 |
|
|
|
– |
|
| JPMorgan Chase Bank |
|
|
09/13/21 |
|
|
|
AUD |
|
|
|
4,645 |
|
|
|
USD |
|
|
|
3,606 |
|
|
|
118 |
|
| JPMorgan Chase Bank |
|
|
09/13/21 |
|
|
|
USD |
|
|
|
5,140 |
|
|
|
SEK |
|
|
|
42,576 |
|
|
|
(157 |
) |
| JPMorgan Chase Bank |
|
|
09/13/21 |
|
|
|
CHF |
|
|
|
6,809 |
|
|
|
USD |
|
|
|
7,597 |
|
|
|
214 |
|
| JPMorgan Chase Bank |
|
|
09/13/21 |
|
|
|
NOK |
|
|
|
7,804 |
|
|
|
USD |
|
|
|
914 |
|
|
|
7 |
|
| JPMorgan Chase Bank |
|
|
09/13/21 |
|
|
|
NOK |
|
|
|
2,020 |
|
|
|
USD |
|
|
|
235 |
|
|
|
– |
|
| JPMorgan Chase Bank |
|
|
09/13/21 |
|
|
|
NZD |
|
|
|
14,242 |
|
|
|
USD |
|
|
|
10,257 |
|
|
|
311 |
|
| JPMorgan Chase Bank |
|
|
09/14/21 |
|
|
|
SGD |
|
|
|
10,659 |
|
|
|
USD |
|
|
|
8,022 |
|
|
|
92 |
|
| JPMorgan Chase Bank |
|
|
09/16/21 |
|
|
|
ZAR |
|
|
|
10,256 |
|
|
|
USD |
|
|
|
718 |
|
|
|
6 |
|
| JPMorgan Chase Bank |
|
|
09/20/21 |
|
|
|
USD |
|
|
|
1,688 |
|
|
|
RUB |
|
|
|
123,160 |
|
|
|
(21 |
) |
| JPMorgan Chase Bank |
|
|
09/20/21 |
|
|
|
MXN |
|
|
|
64,461 |
|
|
|
USD |
|
|
|
3,193 |
|
|
|
(12 |
) |
| JPMorgan Chase Bank |
|
|
09/23/21 |
|
|
|
USD |
|
|
|
437 |
|
|
|
KRW |
|
|
|
493,996 |
|
|
|
– |
|
| JPMorgan Chase Bank |
|
|
09/23/21 |
|
|
|
KRW |
|
|
|
2,191,561 |
|
|
|
USD |
|
|
|
1,959 |
|
|
|
20 |
|
| Morgan Stanley |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
20 |
|
|
|
JPY |
|
|
|
2,200 |
|
|
|
(1 |
) |
| Morgan Stanley |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
85 |
|
|
|
CHF |
|
|
|
77 |
|
|
|
(2 |
) |
| Morgan Stanley |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
131 |
|
|
|
GBP |
|
|
|
95 |
|
|
|
– |
|
| Morgan Stanley |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
149 |
|
|
|
CNY |
|
|
|
950 |
|
|
|
(2 |
) |
| Morgan Stanley |
|
|
07/02/21 - 08/04/21 |
|
|
|
USD |
|
|
|
591 |
|
|
|
EUR |
|
|
|
496 |
|
|
|
(2 |
) |
| Morgan Stanley |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
1,094 |
|
|
|
AUD |
|
|
|
1,413 |
|
|
|
(33 |
) |
| Morgan Stanley |
|
|
07/02/21 |
|
|
|
CHF |
|
|
|
2,293 |
|
|
|
USD |
|
|
|
2,556 |
|
|
|
75 |
|
| Morgan Stanley |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
3,577 |
|
|
|
CAD |
|
|
|
4,326 |
|
|
|
(83 |
) |
| Morgan Stanley |
|
|
07/02/21 - 08/04/21 |
|
|
|
AUD |
|
|
|
6,594 |
|
|
|
USD |
|
|
|
5,100 |
|
|
|
149 |
|
| Morgan Stanley |
|
|
07/02/21 - 07/15/21 |
|
|
|
EUR |
|
|
|
13,145 |
|
|
|
USD |
|
|
|
16,098 |
|
|
|
507 |
|
| Morgan Stanley |
|
|
08/04/21 |
|
|
|
EUR |
|
|
|
188 |
|
|
|
USD |
|
|
|
223 |
|
|
|
– |
|
| Morgan Stanley |
|
|
07/02/21 - 08/04/21 |
|
|
|
SEK |
|
|
|
13,986 |
|
|
|
USD |
|
|
|
1,652 |
|
|
|
16 |
|
| Morgan Stanley |
|
|
07/02/21 |
|
|
|
CZK |
|
|
|
25,007 |
|
|
|
USD |
|
|
|
1,199 |
|
|
|
36 |
|
| Morgan Stanley |
|
|
07/02/21 - 08/04/21 |
|
|
|
CAD |
|
|
|
36,672 |
|
|
|
USD |
|
|
|
30,108 |
|
|
|
491 |
|
| Morgan Stanley |
|
|
07/02/21 |
|
|
|
HUF |
|
|
|
314,649 |
|
|
|
USD |
|
|
|
1,102 |
|
|
|
39 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
|
17 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
International Fixed Income Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Counterparty |
|
Settlement Date |
|
|
|
|
|
Currency to Deliver
(Thousands) |
|
|
|
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
| Morgan Stanley |
|
|
07/15/21 |
|
|
|
USD |
|
|
|
284 |
|
|
|
CLP |
|
|
|
208,896 |
|
|
$ |
2 |
|
| Morgan Stanley |
|
|
07/15/21 |
|
|
|
USD |
|
|
|
1,153 |
|
|
|
INR |
|
|
|
87,529 |
|
|
|
23 |
|
| Morgan Stanley |
|
|
07/15/21 |
|
|
|
USD |
|
|
|
1,043 |
|
|
|
INR |
|
|
|
77,462 |
|
|
|
(3 |
) |
| Morgan Stanley |
|
|
08/04/21 |
|
|
|
USD |
|
|
|
73 |
|
|
|
NOK |
|
|
|
618 |
|
|
|
(1 |
) |
| Morgan Stanley |
|
|
08/04/21 |
|
|
|
GBP |
|
|
|
203 |
|
|
|
USD |
|
|
|
280 |
|
|
|
– |
|
| Morgan Stanley |
|
|
08/04/21 |
|
|
|
USD |
|
|
|
311 |
|
|
|
NZD |
|
|
|
445 |
|
|
|
– |
|
| Morgan Stanley |
|
|
08/04/21 |
|
|
|
NOK |
|
|
|
13,845 |
|
|
|
USD |
|
|
|
1,631 |
|
|
|
21 |
|
| Morgan Stanley |
|
|
08/04/21 |
|
|
|
ZAR |
|
|
|
26,938 |
|
|
|
USD |
|
|
|
1,894 |
|
|
|
15 |
|
| Morgan Stanley |
|
|
08/04/21 - 08/19/21 |
|
|
|
JPY |
|
|
|
6,166,943 |
|
|
|
USD |
|
|
|
55,726 |
|
|
|
137 |
|
| Morgan Stanley |
|
|
09/16/21 |
|
|
|
CNH |
|
|
|
1,587 |
|
|
|
USD |
|
|
|
243 |
|
|
|
(1 |
) |
| RBC |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
1,061 |
|
|
|
EUR |
|
|
|
886 |
|
|
|
(10 |
) |
| RBC |
|
|
08/04/21 |
|
|
|
USD |
|
|
|
214 |
|
|
|
AUD |
|
|
|
283 |
|
|
|
(2 |
) |
| RBC |
|
|
08/04/21 |
|
|
|
AUD |
|
|
|
6,394 |
|
|
|
USD |
|
|
|
4,838 |
|
|
|
38 |
|
| Standard Chartered |
|
|
07/02/21 |
|
|
|
MYR |
|
|
|
707 |
|
|
|
USD |
|
|
|
171 |
|
|
|
– |
|
| Standard Chartered |
|
|
08/04/21 |
|
|
|
MYR |
|
|
|
707 |
|
|
|
USD |
|
|
|
170 |
|
|
|
– |
|
| Standard Chartered |
|
|
07/02/21 - 08/04/21 |
|
|
|
THB |
|
|
|
109,470 |
|
|
|
USD |
|
|
|
3,459 |
|
|
|
43 |
|
| Standard Chartered |
|
|
07/22/21 |
|
|
|
USD |
|
|
|
1,615 |
|
|
|
KRW |
|
|
|
1,810,674 |
|
|
|
(11 |
) |
| Standard Chartered |
|
|
08/04/21 |
|
|
|
GBP |
|
|
|
2,292 |
|
|
|
USD |
|
|
|
3,191 |
|
|
|
25 |
|
| State Street |
|
|
07/02/21 |
|
|
|
GBP |
|
|
|
326 |
|
|
|
USD |
|
|
|
451 |
|
|
|
– |
|
| State Street |
|
|
07/02/21 |
|
|
|
CNY |
|
|
|
1,062 |
|
|
|
USD |
|
|
|
166 |
|
|
|
2 |
|
| State Street |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
1,098 |
|
|
|
CHF |
|
|
|
985 |
|
|
|
(32 |
) |
| State Street |
|
|
07/02/21 |
|
|
|
EUR |
|
|
|
1,916 |
|
|
|
USD |
|
|
|
2,343 |
|
|
|
70 |
|
| State Street |
|
|
07/02/21 |
|
|
|
NOK |
|
|
|
4,199 |
|
|
|
USD |
|
|
|
508 |
|
|
|
20 |
|
| State Street |
|
|
07/02/21 |
|
|
|
SEK |
|
|
|
13,743 |
|
|
|
USD |
|
|
|
1,666 |
|
|
|
60 |
|
| TD Securities |
|
|
07/02/21 |
|
|
|
AUD |
|
|
|
100 |
|
|
|
USD |
|
|
|
75 |
|
|
|
– |
|
| UBS |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
188 |
|
|
|
SGD |
|
|
|
249 |
|
|
|
(3 |
) |
| UBS |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
620 |
|
|
|
JPY |
|
|
|
68,047 |
|
|
|
(7 |
) |
| UBS |
|
|
07/02/21 |
|
|
|
NZD |
|
|
|
670 |
|
|
|
USD |
|
|
|
488 |
|
|
|
20 |
|
| UBS |
|
|
07/15/21 |
|
|
|
USD |
|
|
|
566 |
|
|
|
CLP |
|
|
|
405,645 |
|
|
|
(9 |
) |
| UBS |
|
|
07/28/21 |
|
|
|
RUB |
|
|
|
43,733 |
|
|
|
USD |
|
|
|
606 |
|
|
|
9 |
|
| UBS |
|
|
08/04/21 |
|
|
|
CHF |
|
|
|
1,096 |
|
|
|
USD |
|
|
|
1,196 |
|
|
|
10 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
9,297 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of open OTC swap agreements held by the Fund at June 30, 2021, is 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
(Thousands) |
| Deutsche Bank |
|
|
China 7-Day Reverse Repo
Rate |
|
|
|
2.985% |
|
|
|
Quarterly |
|
|
|
06/03/2024 |
|
|
|
CNY |
|
|
|
23,220 |
|
|
$ |
48 |
|
|
$ |
– |
|
|
$ |
48 |
|
| Deutsche Bank |
|
|
China 7-Day Reverse Repo
Rate |
|
|
|
2.755% |
|
|
|
Quarterly |
|
|
|
09/09/2024 |
|
|
|
CNY |
|
|
|
31,000 |
|
|
|
27 |
|
|
|
– |
|
|
|
27 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
75 |
|
|
$ |
– |
|
|
$ |
75 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 18 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
International Fixed Income Fund (Continued)
A list of the open centrally cleared swap agreements held by the Fund at June 30, 2021, 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) |
| BRL/CDI/1D/T247/0.00000 |
|
4.915% |
|
Annually |
|
01/02/2023 |
|
BRL |
|
|
9,678 |
|
|
$ |
(59 |
) |
|
$ |
– |
|
|
$ |
(59 |
) |
| BRL/CDI/1D/T247/0.00000 |
|
4.94% |
|
Annually |
|
01/02/2023 |
|
BRL |
|
|
5,658 |
|
|
|
(34 |
) |
|
|
– |
|
|
|
(34 |
) |
| BRL/CDI/1D/T247/0.00000 |
|
4.945% |
|
Annually |
|
01/02/2023 |
|
BRL |
|
|
5,062 |
|
|
|
(31 |
) |
|
|
– |
|
|
|
(31 |
) |
| .8% |
|
NY/REPO/1W/
CNRR007/0.00000 |
|
Quarterly |
|
04/02/2026 |
|
CNY |
|
|
12,090 |
|
|
|
2 |
|
|
|
– |
|
|
|
2 |
|
|
6-MONTH GBP - LIBOR |
|
5.635% |
|
Semi-Annually |
|
02/28/2025 |
|
GBP |
|
|
1,230 |
|
|
|
(1 |
) |
|
|
– |
|
|
|
(1 |
) |
| 1.6460% |
|
6-MONTH GBP - LIBOR |
|
Semi-Annually |
|
10/03/2047 |
|
GBP |
|
|
460 |
|
|
|
(83 |
) |
|
|
– |
|
|
|
(83 |
) |
| 6-MONTH GBP - LIBOR |
|
.385% |
|
Semi-Annually |
|
07/20/2050 |
|
GBP |
|
|
225 |
|
|
|
(52 |
) |
|
|
– |
|
|
|
(52 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(258 |
) |
|
$ |
– |
|
|
$ |
(258 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Percentages are based on Net Assets of $540,427 ($ Thousands). |
| (A) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in
transactions exempt from registration normally to qualified institutions. On June 30, 2021, the value of these securities amounted to $73,330 ($ Thousands), representing 13.6% of the Net Assets of the Fund. |
| (B) |
Zero coupon security. The rate shown on the Schedule of Investments is the security’s effective yield at the time of
purchase. |
| (C) |
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. |
|
| 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 |
| Ltd. — Limited |
| MTN — Medium Term Note |
| MXN — Mexican Peso |
| MYR — Malaysian Ringgit |
| NOK — Norwegian Krone |
| NZD — New Zealand Dollar |
| PEN — Peruvian Nuevo Sol |
|
| PLC — Public Limited Company |
| PLN — Polish Zloty |
| RON — Romanian Leu |
| RUB — Russian Ruble |
| SEK — Swedish Krona |
| Ser — Series |
| SGD — Singapore Dollar |
| THB — Thai Bhat |
| TRY — Turkish Lira |
| USD — U.S. Dollar |
| VAR — Variable Rate |
| ZAR — South African Rand |
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
|
19 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
International Fixed Income Fund (Concluded)
The following is a list of the level of inputs used as of June 30, 2021, in valuing the Fund’s investments and
other financial instruments carried at value ($ Thousands):
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
| Global Bonds |
|
|
– |
|
|
|
481,287 |
|
|
|
– |
|
|
|
481,287 |
|
| U.S. Treasury Obligations |
|
|
9,106 |
|
|
|
33,237 |
|
|
|
– |
|
|
|
42,343 |
|
| Mortgage-Backed Securities |
|
|
– |
|
|
|
1,121 |
|
|
|
– |
|
|
|
1,121 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Total Investments in Securities |
|
|
9,106 |
|
|
|
515,645 |
|
|
|
– |
|
|
|
524,751 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
| Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Unrealized Appreciation |
|
|
1,367 |
|
|
|
– |
|
|
|
– |
|
|
|
1,367 |
|
| Unrealized Depreciation |
|
|
(363) |
|
|
|
– |
|
|
|
– |
|
|
|
(363) |
|
| Forwards Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Unrealized Appreciation |
|
|
– |
|
|
|
10,682 |
|
|
|
– |
|
|
|
10,682 |
|
| Unrealized Depreciation |
|
|
– |
|
|
|
(1,385) |
|
|
|
– |
|
|
|
(1,385) |
|
| OTC Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Interest Rate Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Unrealized Appreciation |
|
|
– |
|
|
|
75 |
|
|
|
– |
|
|
|
75 |
|
| Centrally Cleared Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Interest Rate Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Unrealized Appreciation |
|
|
– |
|
|
|
2 |
|
|
|
– |
|
|
|
2 |
|
| Unrealized Depreciation |
|
|
– |
|
|
|
(260 |
) |
|
|
– |
|
|
|
(260) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Total Other Financial Instruments |
|
|
1,004 |
|
|
|
9,114 |
|
|
|
– |
|
|
|
10,118 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
* Futures contracts, forwards contracts and swap contracts are valued at the net unrealized appreciation (depreciation) on the instrument.
For the period ended June 30, 2021, there were no transfers in or out of Level 3.
Amounts designated as “—” are $0 or have been rounded to $0.
For
information on the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.
|
|
|
| 20 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
Emerging Markets Debt Fund
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS — 94.7% |
|
|
|
|
|
|
|
|
|
|
|
| Angola — 0.9% |
|
|
|
|
|
|
|
|
| Angolan Government International Bond |
|
|
|
|
|
|
|
|
| 9.375%, 05/08/2048 |
|
$ |
2,800 |
|
|
$ |
2,923 |
|
| 8.250%, 05/09/2028 |
|
|
1,085 |
|
|
|
1,132 |
|
| Angolan Government International Bond MTN |
|
|
|
|
|
|
|
|
| 9.125%, 11/26/2049 (A) |
|
|
670 |
|
|
|
685 |
|
| 9.125%, 11/26/2049 |
|
|
409 |
|
|
|
418 |
|
| 8.000%, 11/26/2029 |
|
|
2,631 |
|
|
|
2,696 |
|
| 8.000%, 11/26/2029 (A) |
|
|
731 |
|
|
|
749 |
|
| Republic of Angola Via Avenir II BV MTN |
|
|
|
|
|
|
|
|
| 7.867%, VAR ICE LIBOR USD 6 Month+7.500%, 07/01/2023 |
|
|
3,173 |
|
|
|
3,150 |
|
| Republic of Angola Via Avenir Issuer II Ireland DAC |
|
|
|
|
|
|
|
|
| 6.927%, 02/19/2027 |
|
|
2,819 |
|
|
|
2,607 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14,360 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Argentina — 1.3% |
|
|
|
|
|
|
|
|
| Argentine Republic Government International Bond |
|
|
|
|
|
|
|
|
| 1.000%, 07/09/2029 |
|
|
6,975 |
|
|
|
2,641 |
|
| 0.500%, 07/09/2029 |
|
EUR |
13 |
|
|
|
6 |
|
| 0.125%, 0.500%, 07/09/2021,
07/09/2030 (B) |
|
$ |
25,845 |
|
|
|
9,258 |
|
| 0.125%, 07/09/2030 |
|
EUR |
403 |
|
|
|
164 |
|
| 0.125%, 1.125%, 07/09/2021, 07/09/2035 (B) |
|
$ |
3,421 |
|
|
|
1,083 |
|
| 0.125%, 2.000%, 07/09/2021, 01/09/2038 (B) |
|
|
3,404 |
|
|
|
1,283 |
|
| 0.125%, 2.500%, 07/09/2021, 07/09/2041 (B) |
|
|
5,587 |
|
|
|
1,992 |
|
| 0.125%, 1.125%, 07/09/2021, 07/09/2046 (B) |
|
|
4,726 |
|
|
|
1,517 |
|
| Mercadolibre Inc
3.125%, 01/14/2031 |
|
|
651 |
|
|
|
638 |
|
| MSU Energy
6.875%, 02/01/2025 (A)(C) |
|
|
285 |
|
|
|
225 |
|
| Provincia de Buenos Aires |
|
|
|
|
|
|
|
|
| 7.875%, 06/15/2027 (D) |
|
|
350 |
|
|
|
156 |
|
| 5.375%, 01/20/2023 (D) |
|
EUR |
620 |
|
|
|
285 |
|
| Provincia de Cordoba 5.000%, 12/10/2025 (A) |
|
$ |
531 |
|
|
|
407 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19,655 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Armenia — 0.1% |
|
|
|
|
|
|
|
|
| Republic of Armenia International Bond |
|
|
|
|
|
|
|
|
| 3.600%, 02/02/2031 |
|
|
1,005 |
|
|
|
948 |
|
| 3.600%, 02/02/2031 (A) |
|
|
449 |
|
|
|
424 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,372 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Azerbaijan — 0.7% |
|
|
|
|
|
|
|
|
| Republic of Azerbaijan International Bond |
|
|
|
|
|
|
|
|
| 5.125%, 09/01/2029 |
|
|
1,711 |
|
|
|
1,918 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
| Southern Gas Corridor CJSC |
|
|
|
|
|
|
|
|
| 6.875%, 03/24/2026 (A) |
|
$ |
1,437 |
|
|
$ |
1,718 |
|
| 6.875%, 03/24/2026 |
|
|
4,125 |
|
|
|
4,930 |
|
| State Oil of the Azerbaijan Republic |
|
|
|
|
|
|
|
|
| 6.950%, 03/18/2030 |
|
|
2,380 |
|
|
|
2,996 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,562 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Bahamas — 0.0% |
|
|
|
|
|
|
|
|
| Bahamas Government International Bond |
|
|
|
|
|
|
|
|
| 8.950%, 10/15/2032 (A) |
|
|
510 |
|
|
|
578 |
|
| 6.000%, 11/21/2028 |
|
|
200 |
|
|
|
202 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
780 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Bahrain — 0.9% |
|
|
|
|
|
|
|
|
| Bahrain Government International Bond |
|
|
|
|
|
|
|
|
| 7.000%, 10/12/2028 (A) |
|
|
507 |
|
|
|
568 |
|
| 6.750%, 09/20/2029 (A) |
|
|
721 |
|
|
|
791 |
|
| 6.750%, 09/20/2029 |
|
|
200 |
|
|
|
219 |
|
| 6.125%, 08/01/2023 |
|
|
520 |
|
|
|
559 |
|
| 5.625%, 09/30/2031 (A) |
|
|
1,284 |
|
|
|
1,300 |
|
| 5.625%, 09/30/2031 |
|
|
528 |
|
|
|
535 |
|
| 5.450%, 09/16/2032 (A) |
|
|
1,779 |
|
|
|
1,765 |
|
| 5.450%, 09/16/2032 |
|
|
2,836 |
|
|
|
2,814 |
|
| Bahrain Government International Bond MTN |
|
|
|
|
|
|
|
|
| 6.250%, 01/25/2051 |
|
|
941 |
|
|
|
894 |
|
| 5.250%, 01/25/2033 (A) |
|
|
2,284 |
|
|
|
2,222 |
|
| 4.250%, 01/25/2028 |
|
|
597 |
|
|
|
597 |
|
| CBB International Sukuk Programme WLL
|
|
|
|
|
|
|
|
|
| 3.950%, 09/16/2027 |
|
|
679 |
|
|
|
692 |
|
| Oil and Gas Holding BSCC (A) |
|
|
|
|
|
|
|
|
| 8.375%, 11/07/2028 |
|
|
560 |
|
|
|
655 |
|
| 7.625%, 11/07/2024 |
|
|
794 |
|
|
|
888 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14,499 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Belarus — 0.4% |
|
|
|
|
|
|
|
|
| Development Bank of the Republic of Belarus JSC |
|
|
|
|
|
|
|
|
| 6.750%, 05/02/2024 |
|
|
672 |
|
|
|
613 |
|
| Republic of Belarus International Bond |
|
|
|
|
|
|
|
|
| 7.625%, 06/29/2027 |
|
|
353 |
|
|
|
343 |
|
| 6.378%, 02/24/2031 |
|
|
1,100 |
|
|
|
953 |
|
| 6.200%, 02/28/2030 |
|
|
1,440 |
|
|
|
1,249 |
|
| 6.200%, 02/28/2030 (A) |
|
|
89 |
|
|
|
77 |
|
| 5.875%, 02/24/2026 |
|
|
1,842 |
|
|
|
1,700 |
|
| Republic of Belarus Ministry of Finance |
|
|
|
|
|
|
|
|
| 6.378%, 02/24/2031 (A) |
|
|
899 |
|
|
|
779 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,714 |
|
|
|
|
|
|
|
|
|
|
| Belize — 0.0% |
|
|
|
|
|
|
|
|
| Belize Government International Bond |
|
|
|
|
|
|
|
|
| 5.000%, 02/20/2038 |
|
|
1,145 |
|
|
|
471 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
|
1 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
|
| Benin — 0.1% |
|
|
|
|
|
|
|
|
| Benin Government International Bond |
|
|
|
|
|
|
|
|
| 6.875%, 01/19/2052 (A) |
|
EUR |
939 |
|
|
$ |
1,156 |
|
| 6.875%, 01/19/2052 |
|
|
158 |
|
|
|
194 |
|
| 4.875%, 01/19/2032 |
|
|
102 |
|
|
|
121 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,471 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Bermuda — 0.2% |
|
|
|
|
|
|
|
|
| Bermuda Government International Bond |
|
|
|
|
|
|
|
|
| 4.750%, 02/15/2029 (C) |
|
$ |
1,204 |
|
|
|
1,401 |
|
| 3.717%, 01/25/2027 |
|
|
1,081 |
|
|
|
1,181 |
|
| 2.375%, 08/20/2030 (C) |
|
|
221 |
|
|
|
220 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,802 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Brazil — 6.3% |
|
|
|
|
|
|
|
|
| Brazil Letras do Tesouro Nacional |
|
|
|
|
|
|
|
|
| 7.296%, 07/01/2023 |
|
BRL |
14,000 |
|
|
|
2,406 |
|
| 7.252%, 01/01/2024 (E) |
|
|
58,000 |
|
|
|
9,549 |
|
| 4.441%, 01/01/2022 |
|
|
62,000 |
|
|
|
12,015 |
|
| 2.575%, 07/01/2021 (E) |
|
|
28,238 |
|
|
|
5,628 |
|
| Brazil Loan Trust 1 |
|
|
|
|
|
|
|
|
| 5.477%, 07/24/2023 (A) |
|
$ |
873 |
|
|
|
906 |
|
| 5.477%, 07/24/2023 |
|
|
194 |
|
|
|
201 |
|
| Brazil Minas SPE via State of Minas Gerais |
|
|
|
|
|
|
|
|
| 5.333%, 02/15/2028 |
|
|
1,855 |
|
|
|
2,007 |
|
| 5.333%, 02/15/2028 |
|
|
1,176 |
|
|
|
1,272 |
|
| 5.333%, 02/15/2028 (A) |
|
|
157 |
|
|
|
170 |
|
| Brazil Notas do Tesouro Nacional, Serie B |
|
|
|
|
|
|
|
|
| 6.000%, 08/15/2026 |
|
BRL |
1,000 |
|
|
|
799 |
|
| 6.000%, 05/15/2045 |
|
|
818 |
|
|
|
717 |
|
| 6.000%, 08/15/2050 |
|
|
1,670 |
|
|
|
1,489 |
|
| Brazil Notas do Tesouro Nacional, Serie F |
|
|
|
|
|
|
|
|
| 10.000%, 01/01/2023 |
|
|
77,155 |
|
|
|
15,962 |
|
| 10.000%, 01/01/2025 |
|
|
33,353 |
|
|
|
7,015 |
|
| 10.000%, 01/01/2027 |
|
|
25,876 |
|
|
|
5,466 |
|
| 10.000%, 01/01/2029 |
|
|
25,306 |
|
|
|
5,360 |
|
| 10.000%, 01/01/2031 |
|
|
5,135 |
|
|
|
1,079 |
|
| Brazilian Government International Bond |
|
|
|
|
|
|
|
|
| 5.625%, 01/07/2041 |
|
$ |
1,107 |
|
|
|
1,203 |
|
| 5.625%, 02/21/2047 |
|
|
709 |
|
|
|
772 |
|
| 5.000%, 01/27/2045 |
|
|
2,338 |
|
|
|
2,362 |
|
| 4.750%, 01/14/2050 |
|
|
1,300 |
|
|
|
1,262 |
|
| 3.875%, 06/12/2030 |
|
|
3,110 |
|
|
|
3,136 |
|
| 3.750%, 09/12/2031 |
|
|
4,420 |
|
|
|
4,360 |
|
| 2.875%, 06/06/2025 |
|
|
970 |
|
|
|
997 |
|
| Centrais Eletricas Brasileiras |
|
|
|
|
|
|
|
|
| 4.625%, 02/04/2030 (A) |
|
|
226 |
|
|
|
233 |
|
| CSN Islands XI |
|
|
|
|
|
|
|
|
| 6.750%, 01/28/2028 (A) |
|
|
592 |
|
|
|
655 |
|
| CSN Resources (A) |
|
|
|
|
|
|
|
|
| 7.625%, 04/17/2026 |
|
|
530 |
|
|
|
572 |
|
| 4.625%, 06/10/2031 |
|
|
695 |
|
|
|
710 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
| Gol Finance |
|
|
|
|
|
|
|
|
| 7.000%, 01/31/2025 (A)(C) |
|
$ |
998 |
|
|
$ |
963 |
|
| Guara Norte Sarl |
|
|
|
|
|
|
|
|
| 5.198%, 06/15/2034 (A) |
|
|
550 |
|
|
|
573 |
|
| Iochpe-Maxion Austria GmbH |
|
|
|
|
|
|
|
|
| 5.000%, 05/07/2028 (A) |
|
|
581 |
|
|
|
590 |
|
| JBS USA Food |
|
|
|
|
|
|
|
|
| 5.750%, 01/15/2028 (A) |
|
|
466 |
|
|
|
498 |
|
| Klabin Austria GmbH |
|
|
|
|
|
|
|
|
| 3.200%, 01/12/2031 (A) |
|
|
897 |
|
|
|
880 |
|
| Minerva Luxembourg |
|
|
|
|
|
|
|
|
| 4.375%, 03/18/2031 (A) |
|
|
1,334 |
|
|
|
1,325 |
|
| MV24 Capital BV |
|
|
|
|
|
|
|
|
| 6.748%, 06/01/2034 (A) |
|
|
659 |
|
|
|
729 |
|
| Petrobras Global Finance BV |
|
|
|
|
|
|
|
|
| 5.500%, 06/10/2051 |
|
|
457 |
|
|
|
457 |
|
| StoneCo |
|
|
|
|
|
|
|
|
| 3.950%, 06/16/2028 (A) |
|
|
1,470 |
|
|
|
1,466 |
|
| Suzano Austria GmbH (A) |
|
|
|
|
|
|
|
|
| 7.000%, 03/16/2047 |
|
|
399 |
|
|
|
540 |
|
| 6.000%, 01/15/2029 |
|
|
288 |
|
|
|
343 |
|
| 5.000%, 01/15/2030 |
|
|
494 |
|
|
|
560 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
97,227 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Cameroon — 0.1% |
|
|
|
|
|
|
|
|
| Republic of Cameroon International Bond |
|
|
|
|
|
|
|
|
| 9.500%, 11/19/2025 (A) |
|
|
250 |
|
|
|
294 |
|
| 9.500%, 11/19/2025 |
|
|
220 |
|
|
|
259 |
|
| 5.950%, 07/07/2032 |
|
EUR |
543 |
|
|
|
644 |
|
| 5.950%, 07/07/2032 (A) |
|
|
250 |
|
|
|
296 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,493 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Cayman Islands — 0.1% |
|
|
|
|
|
|
|
|
| Neon Capital MTN |
|
|
|
|
|
|
|
|
| 2.015%, 01/06/2028 (F) |
|
JPY |
286,072 |
|
|
|
2,125 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Chile — 1.3% |
|
|
|
|
|
|
|
|
| ATP Tower Holdings LLC |
|
|
|
|
|
|
|
|
| 4.050%, 04/27/2026 (A) |
|
$ |
255 |
|
|
|
262 |
|
| Banco de Credito e Inversiones |
|
|
|
|
|
|
|
|
| 3.500%, 10/12/2027 (A) |
|
|
1,046 |
|
|
|
1,122 |
|
| Bonos de la Tesoreria de la Republica |
|
|
|
|
|
|
|
|
| 2.000%, 03/01/2035 |
|
CLP |
1,393,429 |
|
|
|
1,958 |
|
| 1.900%, 09/01/2030 |
|
|
1,260,928 |
|
|
|
1,808 |
|
| 1.500%, 03/01/2026 |
|
|
636,931 |
|
|
|
919 |
|
| Bonos de la Tesoreria de la Republica en pesos |
|
|
|
|
|
|
|
|
| 2.800%, 10/01/2033 (A) |
|
|
990,000 |
|
|
|
1,105 |
|
| Cencosud |
|
|
|
|
|
|
|
|
| 4.375%, 07/17/2027 (A) |
|
$ |
1,819 |
|
|
|
1,989 |
|
| Chile Government International Bond |
|
|
|
|
|
|
|
|
| 3.500%, 01/25/2050 |
|
|
1,722 |
|
|
|
1,802 |
|
| 3.100%, 05/07/2041 |
|
|
1,674 |
|
|
|
1,676 |
|
|
|
|
| 2 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| 2.550%, 01/27/2032 |
|
$ |
1,031 |
|
|
$ |
1,054 |
|
| 2.450%, 01/31/2031 |
|
|
4,001 |
|
|
|
4,071 |
|
| Empresa de Transporte de Pasajeros Metro |
|
|
|
|
|
|
|
|
| 3.650%, 05/07/2030 (A) |
|
|
217 |
|
|
|
234 |
|
| Empresa Nacional del Petroleo |
|
|
|
|
|
|
|
|
| 3.750%, 08/05/2026 |
|
|
749 |
|
|
|
783 |
|
| Nacional del Cobre de Chile |
|
|
|
|
|
|
|
|
| 5.625%, 10/18/2043 |
|
|
442 |
|
|
|
589 |
|
| 3.750%, 01/15/2031 (A) |
|
|
234 |
|
|
|
255 |
|
| 3.150%, 01/14/2030 |
|
|
500 |
|
|
|
524 |
|
| 3.000%, 09/30/2029 |
|
|
224 |
|
|
|
233 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
20,384 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| China — 4.4% |
|
|
|
|
|
|
|
|
| Blossom Joy |
|
|
|
|
|
|
|
|
| 3.100%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+5.799% (G) |
|
|
202 |
|
|
|
206 |
|
| China Government Bond |
|
|
|
|
|
|
|
|
| 3.810%, 09/14/2050 |
|
CNY |
9,340 |
|
|
|
1,482 |
|
| 3.720%, 04/12/2051 |
|
|
2,600 |
|
|
|
408 |
|
| 3.390%, 03/16/2050 |
|
|
8,350 |
|
|
|
1,222 |
|
| 3.280%, 12/03/2027 |
|
|
55,590 |
|
|
|
8,724 |
|
| 3.270%, 11/19/2030 |
|
|
22,100 |
|
|
|
3,466 |
|
| 3.130%, 11/21/2029 |
|
|
6,500 |
|
|
|
1,005 |
|
| 3.120%, 12/05/2026 |
|
|
9,040 |
|
|
|
1,409 |
|
| 3.020%, 10/22/2025 |
|
|
43,500 |
|
|
|
6,760 |
|
| 2.880%, 11/05/2023 |
|
|
25,000 |
|
|
|
3,882 |
|
| 2.850%, 06/04/2027 |
|
|
41,980 |
|
|
|
6,427 |
|
| 2.680%, 05/21/2030 |
|
|
51,050 |
|
|
|
7,603 |
|
| 1.990%, 04/09/2025 |
|
|
60,830 |
|
|
|
9,105 |
|
| China Government International Bond |
|
|
|
|
|
|
|
|
| 3.250%, 10/19/2023 |
|
$ |
1,192 |
|
|
|
1,269 |
|
| 0.550%, 10/21/2025 |
|
|
1,150 |
|
|
|
1,131 |
|
| 0.400%, 10/21/2023 |
|
|
2,410 |
|
|
|
2,410 |
|
| China Minmetals |
|
|
|
|
|
|
|
|
| 3.750%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.717% (G) |
|
|
2,047 |
|
|
|
2,088 |
|
| Chinalco Capital Holdings |
|
|
|
|
|
|
|
|
| 4.250%, 04/21/2022 |
|
|
740 |
|
|
|
752 |
|
| 4.100%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+5.788% (G) |
|
|
224 |
|
|
|
232 |
|
| 2.125%, 06/03/2026 |
|
|
413 |
|
|
|
411 |
|
| CNAC HK Finbridge |
|
|
|
|
|
|
|
|
| 4.125%, 07/19/2027 |
|
|
200 |
|
|
|
217 |
|
| 3.875%, 06/19/2029 |
|
|
400 |
|
|
|
424 |
|
| Country Garden Holdings |
|
|
|
|
|
|
|
|
| 4.800%, 08/06/2030 |
|
|
407 |
|
|
|
424 |
|
| Dianjian Haiyu |
|
|
|
|
|
|
|
|
| 4.300% (G) |
|
|
204 |
|
|
|
212 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| 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 |
|
|
|
|
|
|
|
|
| 3.375%, 05/12/2026 (A) |
|
|
945 |
|
|
|
963 |
|
| Huarong Finance 2017 |
|
|
|
|
|
|
|
|
| 4.500%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+7.773% (G) |
|
|
1,795 |
|
|
|
1,212 |
|
| Huarong Finance 2017 MTN |
|
|
|
|
|
|
|
|
| 1.463%, VAR ICE LIBOR USD 3 Month+1.325%, 07/03/2023 |
|
|
200 |
|
|
|
148 |
|
| Huarong Finance II MTN |
|
|
|
|
|
|
|
|
| 5.500%, 01/16/2025 |
|
|
310 |
|
|
|
229 |
|
| 3.625%, 11/22/2021 (C) |
|
|
400 |
|
|
|
368 |
|
| Leader Goal International Ltd MTN |
|
|
|
|
|
|
|
|
| 4.250% (F)(G) |
|
|
212 |
|
|
|
216 |
|
| Meituan |
|
|
|
|
|
|
|
|
| 3.050%, 10/28/2030 |
|
|
204 |
|
|
|
201 |
|
| Minmetals Bounteous Finance BVI |
|
|
|
|
|
|
|
|
| 3.375%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+5.209% (G) |
|
|
805 |
|
|
|
825 |
|
| Powerchina Roadbridge Group British Virgin Islands |
|
|
|
|
|
|
|
|
| 3.080%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+5.256% (G) |
|
|
285 |
|
|
|
284 |
|
| Shimao Group Holdings |
|
|
|
|
|
|
|
|
| 5.600%, 07/15/2026 |
|
|
400 |
|
|
|
420 |
|
| Sinopec Group Overseas Development 2018 |
|
|
|
|
|
|
|
|
| 2.300%, 01/08/2031 (A) |
|
|
696 |
|
|
|
694 |
|
| Tencent Holdings Ltd MTN |
|
|
|
|
|
|
|
|
| 3.240%, 06/03/2050 (A) |
|
|
450 |
|
|
|
440 |
|
| Wanda Properties International |
|
|
|
|
|
|
|
|
| 7.250%, 01/29/2024 |
|
|
600 |
|
|
|
598 |
|
| Wanda Properties Overseas |
|
|
|
|
|
|
|
|
| 6.950%, 12/05/2022 |
|
|
200 |
|
|
|
200 |
|
| 6.875%, 07/23/2023 |
|
|
232 |
|
|
|
229 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
68,608 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Colombia — 5.3% |
|
|
|
|
|
|
|
|
| Colombia Government International Bond |
|
|
|
|
|
|
|
|
| 4.125%, 02/22/2042 |
|
|
3,230 |
|
|
|
3,146 |
|
| 3.875%, 02/15/2061 |
|
|
827 |
|
|
|
740 |
|
| 3.250%, 04/22/2032 |
|
|
4,705 |
|
|
|
4,608 |
|
| 3.125%, 04/15/2031 |
|
|
2,646 |
|
|
|
2,589 |
|
| 3.000%, 01/30/2030 |
|
|
1,457 |
|
|
|
1,427 |
|
| Colombian TES |
|
|
|
|
|
|
|
|
| 10.000%, 07/24/2024 |
|
COP |
20,024,400 |
|
|
|
6,112 |
|
| 7.750%, 09/18/2030 |
|
|
14,113,400 |
|
|
|
3,937 |
|
| 7.500%, 08/26/2026 |
|
|
29,694,400 |
|
|
|
8,420 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
|
3 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| 7.250%, 10/18/2034 |
|
COP |
18,253,800 |
|
|
$ |
4,785 |
|
| 7.000%, 05/04/2022 |
|
|
1,660,200 |
|
|
|
459 |
|
| 7.000%, 06/30/2032 |
|
|
11,905,300 |
|
|
|
3,106 |
|
| 6.250%, 11/26/2025 |
|
|
29,413,500 |
|
|
|
7,987 |
|
| 6.000%, 04/28/2028 |
|
|
29,906,500 |
|
|
|
7,691 |
|
| 5.750%, 11/03/2027 |
|
|
34,702,000 |
|
|
|
8,900 |
|
| 3.000%, 03/25/2033 |
|
|
1,507,400 |
|
|
|
1,099 |
|
| Ecopetrol |
|
|
|
|
|
|
|
|
| 6.875%, 04/29/2030 |
|
$ |
492 |
|
|
|
594 |
|
| Empresas Publicas de Medellin ESP (A) |
|
|
|
|
|
|
|
|
| 8.375%, 11/08/2027 |
|
COP |
2,351,000 |
|
|
|
595 |
|
| 7.625%, 09/10/2024 |
|
|
3,116,000 |
|
|
|
839 |
|
| Financiera de Desarrollo Territorial Findeter |
|
|
|
|
|
|
|
|
| 7.875%, 08/12/2024 (A) |
|
|
1,127,000 |
|
|
|
306 |
|
| 7.875%, 08/12/2024 |
|
|
884,000 |
|
|
|
240 |
|
| Geopark |
|
|
|
|
|
|
|
|
| 5.500%, 01/17/2027 (A) |
|
$ |
974 |
|
|
|
984 |
|
| Gran Tierra Energy |
|
|
|
|
|
|
|
|
| 7.750%, 05/23/2027 (A) |
|
|
293 |
|
|
|
260 |
|
| Grupo Aval |
|
|
|
|
|
|
|
|
| 4.375%, 02/04/2030 (A) |
|
|
812 |
|
|
|
803 |
|
| Republic of Colombia |
|
|
|
|
|
|
|
|
| 9.850%, 06/28/2027 (C) |
|
COP |
5,060,000 |
|
|
|
1,613 |
|
| 7.375%, 09/18/2037 |
|
$ |
749 |
|
|
|
984 |
|
| 6.125%, 01/18/2041 |
|
|
2,378 |
|
|
|
2,813 |
|
| 5.625%, 02/26/2044 |
|
|
132 |
|
|
|
149 |
|
| 5.200%, 05/15/2049 |
|
|
1,060 |
|
|
|
1,161 |
|
| 5.000%, 06/15/2045 |
|
|
2,741 |
|
|
|
2,912 |
|
| 4.500%, 01/28/2026 |
|
|
581 |
|
|
|
634 |
|
| 4.500%, 03/15/2029 |
|
|
721 |
|
|
|
786 |
|
| 4.375%, 03/21/2023 |
|
COP |
2,871,000 |
|
|
|
786 |
|
| 4.000%, 02/26/2024 |
|
$ |
908 |
|
|
|
962 |
|
| SierraCol Energy Andina |
|
|
|
|
|
|
|
|
| 6.000%, 06/15/2028 (A) |
|
|
672 |
|
|
|
680 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
83,107 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Costa Rica — 0.6% |
|
|
|
|
|
|
|
|
| Costa Rica Government International Bond |
|
|
|
|
|
|
|
|
| 7.158%, 03/12/2045 (A) |
|
|
665 |
|
|
|
693 |
|
| 7.158%, 03/12/2045 |
|
|
3,960 |
|
|
|
4,129 |
|
| 7.158%, 03/12/2045 |
|
|
500 |
|
|
|
521 |
|
| 7.000%, 04/04/2044 |
|
|
1,208 |
|
|
|
1,247 |
|
| 7.000%, 04/04/2044 |
|
|
230 |
|
|
|
238 |
|
| 6.125%, 02/19/2031 (C) |
|
|
1,818 |
|
|
|
1,927 |
|
| 4.375%, 04/30/2025 |
|
|
393 |
|
|
|
406 |
|
| Instituto Costarricense de Electricidad |
|
|
|
|
|
|
|
|
| 6.375%, 05/15/2043 |
|
|
250 |
|
|
|
220 |
|
| Republic of Costa Rica |
|
|
|
|
|
|
|
|
| 7.000%, 04/04/2044 (A)(C) |
|
|
563 |
|
|
|
581 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,962 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
| GLOBAL BONDS (continued) |
|
| Croatia — 0.1% |
|
|
|
|
|
|
|
|
| Croatia Government International Bond |
|
|
|
|
|
|
|
|
| 1.500%, 06/17/2031 |
|
EUR |
650 |
|
|
$ |
802 |
|
| 1.125%, 03/04/2033 |
|
|
452 |
|
|
|
532 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,334 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Czech Republic — 1.3% |
|
|
|
|
|
|
|
|
| Czech Republic Government Bond |
|
|
|
|
|
|
|
|
| 2.750%, 07/23/2029 |
|
CZK |
55,670 |
|
|
|
2,771 |
|
| 2.500%, 08/25/2028 |
|
|
78,720 |
|
|
|
3,833 |
|
| 2.400%, 09/17/2025 |
|
|
165,160 |
|
|
|
7,913 |
|
| 2.000%, 10/13/2033 |
|
|
46,630 |
|
|
|
2,201 |
|
| 1.200%, 03/13/2031 |
|
|
29,710 |
|
|
|
1,305 |
|
| 1.000%, 06/26/2026 |
|
|
45,580 |
|
|
|
2,051 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
20,074 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Dominican Republic — 1.5% |
|
|
|
|
|
|
|
|
| Dominican Republic International Bond |
|
|
|
|
|
|
|
|
| 11.250%, 02/05/2027 |
|
DOP |
14,500 |
|
|
|
305 |
|
| 8.900%, 02/15/2023 (A) |
|
|
4,600 |
|
|
|
85 |
|
| 7.450%, 04/30/2044 (A) |
|
$ |
687 |
|
|
|
827 |
|
| 6.850%, 01/27/2045 |
|
|
2,091 |
|
|
|
2,363 |
|
| 6.600%, 01/28/2024 |
|
|
656 |
|
|
|
726 |
|
| 6.500%, 02/15/2048 |
|
|
3,121 |
|
|
|
3,405 |
|
| 6.400%, 06/05/2049 |
|
|
806 |
|
|
|
866 |
|
| 5.950%, 01/25/2027 |
|
|
259 |
|
|
|
291 |
|
| 5.875%, 04/18/2024 (A) |
|
|
71 |
|
|
|
75 |
|
| 5.875%, 01/30/2060 |
|
|
2,782 |
|
|
|
2,772 |
|
| 5.875%, 01/30/2060 (A) |
|
|
720 |
|
|
|
718 |
|
| 5.500%, 01/27/2025 |
|
|
949 |
|
|
|
1,042 |
|
| 5.300%, 01/21/2041 |
|
|
4,346 |
|
|
|
4,335 |
|
| 4.875%, 09/23/2032 |
|
|
424 |
|
|
|
437 |
|
| 4.875%, 09/23/2032 (A) |
|
|
641 |
|
|
|
660 |
|
| 4.500%, 01/30/2030 |
|
|
3,319 |
|
|
|
3,394 |
|
| 4.500%, 01/30/2030 (A) |
|
|
755 |
|
|
|
772 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
23,073 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Ecuador — 0.9% |
|
|
|
|
|
|
|
|
| Ecuador Government International Bond |
|
|
|
|
|
|
|
|
| 9.365%, 07/31/2030 (C)(E) |
|
|
292 |
|
|
|
161 |
|
| 6.699%, 07/31/2030 (A)(C)(E) |
|
|
1,613 |
|
|
|
889 |
|
| 0.500%, 5.000%, 07/31/2021, 07/31/2030 (A)(B) |
|
|
4,645 |
|
|
|
3,960 |
|
| 0.500%, 1.000%, 07/31/2021, 07/31/2035 (B)(C) |
|
|
4,107 |
|
|
|
2,813 |
|
| 0.500%, 1.000%, 07/31/2021, 07/31/2035 (A)(B) |
|
|
6,222 |
|
|
|
4,262 |
|
| 0.500%, 0.500%, 07/31/2021, 07/31/2040 (A)(B)(C) |
|
|
1,585 |
|
|
|
981 |
|
| 0.500%, 0.500%, 07/31/2021, 07/31/2040 (B) |
|
|
1,550 |
|
|
|
959 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14,025 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| 4 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| Egypt — 3.4% |
|
|
|
|
|
|
|
|
| Egypt Government Bond |
|
|
|
|
|
|
|
|
| 14.664%, 10/06/2030 |
|
EGP |
4,750 |
|
|
$ |
300 |
|
| 14.556%, 10/13/2027 |
|
|
11,537 |
|
|
|
730 |
|
| 14.483%, 04/06/2026 |
|
|
19,047 |
|
|
|
1,209 |
|
| 14.406%, 07/07/2027 |
|
|
17,842 |
|
|
|
1,126 |
|
| 14.382%, 01/12/2031 |
|
|
9,502 |
|
|
|
592 |
|
| 14.292%, 01/05/2028 |
|
|
19,000 |
|
|
|
1,190 |
|
| 14.196%, 07/07/2023 |
|
|
21,779 |
|
|
|
1,389 |
|
| 14.060%, 01/12/2026 |
|
|
44,207 |
|
|
|
2,774 |
|
| Egypt Government International Bond |
|
|
|
|
|
|
|
|
| 18.000%, 11/06/2028 |
|
|
30,307 |
|
|
|
2,203 |
|
| 17.700%, 08/07/2025 |
|
|
29,457 |
|
|
|
2,059 |
|
| 16.300%, 04/09/2024 |
|
|
15,034 |
|
|
|
999 |
|
| 16.100%, 05/07/2029 |
|
|
14,920 |
|
|
|
1,007 |
|
| 15.900%, 07/02/2024 |
|
|
20,628 |
|
|
|
1,363 |
|
| 8.875%, 05/29/2050 (A) |
|
$ |
1,674 |
|
|
|
1,802 |
|
| 8.875%, 05/29/2050 |
|
|
300 |
|
|
|
323 |
|
| 8.700%, 03/01/2049 (A) |
|
|
816 |
|
|
|
861 |
|
| 8.700%, 03/01/2049 |
|
|
600 |
|
|
|
633 |
|
| 7.903%, 02/21/2048 (A) |
|
|
1,061 |
|
|
|
1,049 |
|
| 7.903%, 02/21/2048 |
|
|
762 |
|
|
|
753 |
|
| 7.625%, 05/29/2032 (A) |
|
|
3,430 |
|
|
|
3,636 |
|
| 7.625%, 05/29/2032 |
|
|
4,332 |
|
|
|
4,592 |
|
| Egypt Government International Bond MTN |
|
|
|
|
|
|
|
|
| 8.500%, 01/31/2047 |
|
|
2,970 |
|
|
|
3,093 |
|
| 8.150%, 11/20/2059 (A) |
|
|
1,019 |
|
|
|
1,019 |
|
| 8.150%, 11/20/2059 |
|
|
277 |
|
|
|
277 |
|
| 7.500%, 02/16/2061 |
|
|
1,119 |
|
|
|
1,047 |
|
| 7.053%, 01/15/2032 (A) |
|
|
547 |
|
|
|
560 |
|
| 6.375%, 04/11/2031 |
|
EUR |
1,080 |
|
|
|
1,334 |
|
| 6.125%, 01/31/2022 (A) |
|
$ |
385 |
|
|
|
393 |
|
| 5.625%, 04/16/2030 |
|
EUR |
732 |
|
|
|
871 |
|
| 4.750%, 04/11/2025 (A) |
|
|
673 |
|
|
|
832 |
|
| 4.750%, 04/11/2025 |
|
|
457 |
|
|
|
565 |
|
| 4.750%, 04/16/2026 |
|
|
670 |
|
|
|
828 |
|
| Egypt Treasury Bills (E) |
|
|
|
|
|
|
|
|
| 13.346%, 10/05/2021 |
|
EGP |
95,375 |
|
|
|
5,875 |
|
| 12.499%, 07/06/2021 |
|
|
88,125 |
|
|
|
5,610 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
52,894 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| El Salvador — 0.5% |
|
|
|
|
|
|
|
|
| El Salvador Government International Bond |
|
|
|
|
|
|
|
|
| 9.500%, 07/15/2052 |
|
$ |
2,309 |
|
|
|
2,269 |
|
| 8.250%, 04/10/2032 (A) |
|
|
200 |
|
|
|
189 |
|
| Republic of El Salvador |
|
|
|
|
|
|
|
|
| 8.625%, 02/28/2029 |
|
|
41 |
|
|
|
40 |
|
| 8.250%, 04/10/2032 |
|
|
1,259 |
|
|
|
1,193 |
|
| 7.750%, 01/24/2023 |
|
|
1,630 |
|
|
|
1,610 |
|
| 7.625%, 02/01/2041 |
|
|
527 |
|
|
|
464 |
|
| 7.125%, 01/20/2050 |
|
|
640 |
|
|
|
544 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| 5.875%, 01/30/2025 |
|
$ |
1,414 |
|
|
$ |
1,304 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,613 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Ethiopia — 0.0% |
|
|
|
|
|
|
|
|
| Federal Democratic Republic of Ethiopia |
|
|
|
|
|
|
|
|
| 6.625%, 12/11/2024 (A) |
|
|
296 |
|
|
|
273 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Gabon — 0.1% |
|
|
|
|
|
|
|
|
| Gabon Government International Bond |
|
|
|
|
|
|
|
|
| 6.625%, 02/06/2031 (A) |
|
|
613 |
|
|
|
617 |
|
| Gabonese Republic |
|
|
|
|
|
|
|
|
| 6.375%, 12/12/2024 |
|
|
1,084 |
|
|
|
1,154 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,771 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Georgia — 0.1% |
|
|
|
|
|
|
|
|
| Georgia Government International Bond |
|
|
|
|
|
|
|
|
| 2.750%, 04/22/2026 (A) |
|
|
979 |
|
|
|
994 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Ghana — 1.4% |
|
|
|
|
|
|
|
|
| Ghana Government International Bond |
|
|
|
|
|
|
|
|
| 24.750%, 07/19/2021 |
|
GHS |
– |
|
|
|
– |
|
| 19.750%, 03/25/2024 |
|
|
5,311 |
|
|
|
957 |
|
| 19.000%, 11/02/2026 |
|
|
11,055 |
|
|
|
1,925 |
|
| 10.750%, 10/14/2030 |
|
$ |
2,404 |
|
|
|
3,035 |
|
| 8.950%, 03/26/2051 (A) |
|
|
1,443 |
|
|
|
1,425 |
|
| 8.875%, 05/07/2042 (A) |
|
|
426 |
|
|
|
430 |
|
| 8.875%, 05/07/2042 |
|
|
1,286 |
|
|
|
1,298 |
|
| 8.750%, 03/11/2061 (A) |
|
|
77 |
|
|
|
74 |
|
| 8.750%, 03/11/2061 |
|
|
693 |
|
|
|
665 |
|
| 8.627%, 06/16/2049 (A) |
|
|
593 |
|
|
|
570 |
|
| 8.625%, 04/07/2034 |
|
|
2,500 |
|
|
|
2,579 |
|
| 7.875%, 03/26/2027 (A) |
|
|
653 |
|
|
|
690 |
|
| 7.875%, 02/11/2035 |
|
|
1,114 |
|
|
|
1,097 |
|
| 7.750%, 04/07/2029 |
|
|
870 |
|
|
|
888 |
|
| 7.625%, 05/16/2029 |
|
|
995 |
|
|
|
1,006 |
|
| 7.625%, 05/16/2029 (A) |
|
|
908 |
|
|
|
918 |
|
| 6.375%, 02/11/2027 |
|
|
1,016 |
|
|
|
1,021 |
|
| 6.375%, 02/11/2027 (A) |
|
|
451 |
|
|
|
453 |
|
| Republic of Ghana |
|
|
|
|
|
|
|
|
| 8.125%, 01/18/2026 (A) |
|
|
420 |
|
|
|
453 |
|
| Republic of Ghana Government Bonds |
|
|
|
|
|
|
|
|
| 20.750%, 03/06/2023 |
|
GHS |
1,920 |
|
|
|
346 |
|
| 19.250%, 12/18/2023 |
|
|
5,450 |
|
|
|
975 |
|
| Tullow Oil (A) |
|
|
|
|
|
|
|
|
| 10.250%, 05/15/2026 |
|
$ |
810 |
|
|
|
850 |
|
| 7.000%, 03/01/2025 |
|
|
783 |
|
|
|
694 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
22,349 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Guatemala — 0.2% |
|
|
|
|
|
|
|
|
| Guatemala Government Bond |
|
|
|
|
|
|
|
|
| 6.125%, 06/01/2050 |
|
|
609 |
|
|
|
745 |
|
| 5.375%, 04/24/2032 |
|
|
281 |
|
|
|
326 |
|
| 4.900%, 06/01/2030 |
|
|
1,164 |
|
|
|
1,309 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
|
5 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| 4.500%, 05/03/2026 |
|
$ |
649 |
|
|
$ |
711 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,091 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Honduras — 0.1% |
|
|
|
|
|
|
|
|
| Honduras Government International Bond |
|
|
|
|
|
|
|
|
| 6.250%, 01/19/2027 |
|
|
326 |
|
|
|
356 |
|
| 5.625%, 06/24/2030 (A) |
|
|
736 |
|
|
|
770 |
|
| 5.625%, 06/24/2030 |
|
|
299 |
|
|
|
313 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,439 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Hong Kong — 0.0% |
|
|
|
|
|
|
|
|
| NWD |
|
|
|
|
|
|
|
|
| 4.125%, 07/18/2029 |
|
|
757 |
|
|
|
789 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Hungary — 1.3% |
|
|
|
|
|
|
|
|
| Hungary Government Bond |
|
|
|
|
|
|
|
|
| 6.750%, 10/22/2028 |
|
HUF |
489,630 |
|
|
|
2,135 |
|
| 5.500%, 06/24/2025 |
|
|
338,870 |
|
|
|
1,301 |
|
| 4.000%, 04/28/2051 |
|
|
124,570 |
|
|
|
465 |
|
| 3.250%, 10/22/2031 |
|
|
794,110 |
|
|
|
2,839 |
|
| 3.000%, 06/26/2024 |
|
|
285,900 |
|
|
|
1,004 |
|
| 3.000%, 10/27/2027 |
|
|
984,150 |
|
|
|
3,473 |
|
| 3.000%, 08/21/2030 |
|
|
727,940 |
|
|
|
2,563 |
|
| 3.000%, 10/27/2038 |
|
|
138,140 |
|
|
|
454 |
|
| 2.750%, 12/22/2026 |
|
|
910,960 |
|
|
|
3,174 |
|
| 2.250%, 04/20/2033 |
|
|
112,880 |
|
|
|
358 |
|
| 1.500%, 04/22/2026 |
|
|
188,890 |
|
|
|
622 |
|
| Hungary Government International Bond |
|
|
|
|
|
|
|
|
| 5.750%, 11/22/2023 |
|
$ |
66 |
|
|
|
74 |
|
| 1.750%, 06/05/2035 |
|
EUR |
265 |
|
|
|
333 |
|
| 1.500%, 11/17/2050 |
|
|
255 |
|
|
|
281 |
|
| Republic of Hungary |
|
|
|
|
|
|
|
|
| 5.375%, 02/21/2023 |
|
$ |
696 |
|
|
|
752 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19,828 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| India — 0.3% |
|
|
|
|
|
|
|
|
| Adani Electricity Mumbai |
|
|
|
|
|
|
|
|
| 3.949%, 02/12/2030 (A) |
|
|
540 |
|
|
|
538 |
|
| Export-Import Bank of India MTN |
|
|
|
|
|
|
|
|
| 3.250%, 01/15/2030 |
|
|
1,060 |
|
|
|
1,077 |
|
| 2.250%, 01/13/2031 |
|
|
615 |
|
|
|
569 |
|
| Network i2i |
|
|
|
|
|
|
|
|
| 5.650%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.277% (A)(G) |
|
|
275 |
|
|
|
295 |
|
| Power Finance MTN |
|
|
|
|
|
|
|
|
| 3.950%, 04/23/2030 (A) |
|
|
569 |
|
|
|
585 |
|
| Vedanta Resources |
|
|
|
|
|
|
|
|
| 7.125%, 05/31/2023 |
|
|
200 |
|
|
|
185 |
|
| 6.375%, 07/30/2022 |
|
|
350 |
|
|
|
345 |
|
| Vedanta Resources Finance II |
|
|
|
|
|
|
|
|
| 13.875%, 01/21/2024 (A) |
|
|
286 |
|
|
|
313 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,907 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
|
| Indonesia — 6.6% |
|
|
|
|
|
|
|
|
| Indonesia Asahan Aluminium Persero |
|
|
|
|
|
|
|
|
| 6.757%, 11/15/2048 |
|
$ |
257 |
|
|
$ |
333 |
|
| 5.800%, 05/15/2050 (A)(C) |
|
|
1,165 |
|
|
|
1,375 |
|
| 5.710%, 11/15/2023 (A) |
|
|
618 |
|
|
|
682 |
|
| 4.750%, 05/15/2025 (A) |
|
|
240 |
|
|
|
265 |
|
| Indonesia Government International Bond |
|
|
|
|
|
|
|
|
| 9.000%, 03/15/2029 |
|
IDR |
42,750,000 |
|
|
|
3,413 |
|
| 8.500%, 10/12/2035 |
|
$ |
1,359 |
|
|
|
2,174 |
|
| 8.375%, 03/15/2024 |
|
IDR |
20,173,000 |
|
|
|
1,519 |
|
| 8.375%, 04/15/2039 |
|
|
72,056,000 |
|
|
|
5,501 |
|
| 8.250%, 05/15/2029 |
|
|
68,743,000 |
|
|
|
5,279 |
|
| 8.250%, 06/15/2032 |
|
|
12,030,000 |
|
|
|
924 |
|
| 8.250%, 05/15/2036 |
|
|
66,108,000 |
|
|
|
4,995 |
|
| 8.125%, 05/15/2024 |
|
|
77,129,000 |
|
|
|
5,801 |
|
| 7.750%, 01/17/2038 |
|
$ |
1,797 |
|
|
|
2,717 |
|
| 7.500%, 08/15/2032 |
|
IDR |
26,770,000 |
|
|
|
1,945 |
|
| 7.500%, 05/15/2038 |
|
|
58,662,000 |
|
|
|
4,141 |
|
| 7.000%, 05/15/2022 |
|
|
40,233,000 |
|
|
|
2,860 |
|
| 7.000%, 05/15/2027 |
|
|
66,663,000 |
|
|
|
4,869 |
|
| 6.625%, 05/15/2033 |
|
|
24,323,000 |
|
|
|
1,669 |
|
| 6.125%, 05/15/2028 |
|
|
9,066,000 |
|
|
|
625 |
|
| 5.625%, 05/15/2023 |
|
|
1,885,000 |
|
|
|
133 |
|
| 5.250%, 01/08/2047 (A) |
|
$ |
170 |
|
|
|
216 |
|
| 3.500%, 01/11/2028 |
|
|
1,913 |
|
|
|
2,088 |
|
| 2.850%, 02/14/2030 |
|
|
2,352 |
|
|
|
2,438 |
|
| 1.400%, 10/30/2031 |
|
EUR |
195 |
|
|
|
235 |
|
| 1.100%, 03/12/2033 |
|
|
380 |
|
|
|
440 |
|
| Indonesia Government International Bond MTN |
|
|
|
|
|
|
|
|
| 5.250%, 01/17/2042 |
|
$ |
2,985 |
|
|
|
3,717 |
|
| 5.125%, 01/15/2045 |
|
|
210 |
|
|
|
260 |
|
| 4.625%, 04/15/2043 |
|
|
880 |
|
|
|
1,018 |
|
| 3.750%, 06/14/2028 |
|
EUR |
307 |
|
|
|
432 |
|
| Indonesia Treasury Bond |
|
|
|
|
|
|
|
|
| 8.750%, 05/15/2031 |
|
IDR |
62,105,000 |
|
|
|
4,933 |
|
| 8.375%, 03/15/2034 |
|
|
121,065,000 |
|
|
|
9,232 |
|
| 7.500%, 06/15/2035 |
|
|
26,096,000 |
|
|
|
1,858 |
|
| 7.500%, 04/15/2040 |
|
|
21,439,000 |
|
|
|
1,513 |
|
| 7.000%, 09/15/2030 |
|
|
44,210,000 |
|
|
|
3,148 |
|
| 6.500%, 06/15/2025 |
|
|
58,731,000 |
|
|
|
4,246 |
|
| 6.500%, 02/15/2031 |
|
|
12,708,000 |
|
|
|
869 |
|
| 5.500%, 04/15/2026 |
|
|
81,000,000 |
|
|
|
5,605 |
|
| Medco Bell Pte |
|
|
|
|
|
|
|
|
| 6.375%, 01/30/2027 (A) |
|
$ |
466 |
|
|
|
480 |
|
| Pertamina Persero |
|
|
|
|
|
|
|
|
| 2.300%, 02/09/2031 (A) |
|
|
1,375 |
|
|
|
1,315 |
|
| 1.400%, 02/09/2026 |
|
|
916 |
|
|
|
897 |
|
| Pertamina Persero MTN |
|
|
|
|
|
|
|
|
| 6.450%, 05/30/2044 |
|
|
529 |
|
|
|
689 |
|
| 3.650%, 07/30/2029 (A) |
|
|
1,035 |
|
|
|
1,103 |
|
|
|
|
| 6 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| Perusahaan Listrik Negara |
|
|
|
|
|
|
|
|
| 1.875%, 11/05/2031 (A) |
|
EUR |
691 |
|
|
$ |
798 |
|
| Perusahaan Listrik Negara MTN |
|
|
|
|
|
|
|
|
| 6.150%, 05/21/2048 (A) |
|
$ |
657 |
|
|
|
829 |
|
| 6.150%, 05/21/2048 |
|
|
250 |
|
|
|
316 |
|
| 4.375%, 02/05/2050 (A) |
|
|
265 |
|
|
|
271 |
|
| Perusahaan Penerbit SBSN Indonesia III |
|
|
|
|
|
|
|
|
| 4.325%, 05/28/2025 |
|
|
2,135 |
|
|
|
2,385 |
|
| Perusahaan Perseroan Persero Perusahaan Listrik Negara MTN |
|
|
|
|
|
|
|
|
| 3.000%, 06/30/2030 |
|
|
565 |
|
|
|
566 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
103,117 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Iraq — 0.1% |
|
|
|
|
|
|
|
|
| Iraq International Bond |
|
|
|
|
|
|
|
|
| 5.800%, 01/15/2028 |
|
|
1,443 |
|
|
|
1,396 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Israel — 0.9% |
|
|
|
|
|
|
|
|
| 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 |
|
|
|
441 |
|
| Bank of Israel Bill - Makam |
|
|
|
|
|
|
|
|
| 0.000%, 09/02/2021 (E) |
|
ILS |
17,225 |
|
|
|
5,286 |
|
| Israel Treasury Bills MOF |
|
|
|
|
|
|
|
|
| 0.000%, 08/31/2021 (E) |
|
|
1,925 |
|
|
|
591 |
|
| Leviathan Bond (A) |
|
|
|
|
|
|
|
|
| 6.750%, 06/30/2030 |
|
$ |
394 |
|
|
|
444 |
|
| 6.500%, 06/30/2027 (C) |
|
|
959 |
|
|
|
1,065 |
|
| State of Israel |
|
|
|
|
|
|
|
|
| 4.500%, 04/03/2120 |
|
|
4,523 |
|
|
|
5,710 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,537 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Ivory Coast — 0.6% |
|
|
|
|
|
|
|
|
| Ivory Coast Government International Bond |
|
|
|
|
|
|
|
|
| 6.875%, 10/17/2040 |
|
EUR |
1,169 |
|
|
|
1,512 |
|
| 6.625%, 03/22/2048 |
|
|
2,469 |
|
|
|
3,067 |
|
| 6.625%, 03/22/2048 |
|
|
481 |
|
|
|
598 |
|
| 5.875%, 10/17/2031 |
|
|
1,929 |
|
|
|
2,459 |
|
| 5.875%, 10/17/2031 (A) |
|
|
205 |
|
|
|
261 |
|
| 5.750%, 12/31/2032 |
|
$ |
885 |
|
|
|
886 |
|
| 5.250%, 03/22/2030 |
|
EUR |
299 |
|
|
|
370 |
|
| 4.875%, 01/30/2032 |
|
|
463 |
|
|
|
548 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,701 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Jamaica — 0.1% |
|
|
|
|
|
|
|
|
| Digicel International Finance (A) |
|
|
|
|
|
|
|
|
| 8.750%, 05/25/2024 |
|
$ |
530 |
|
|
|
552 |
|
| 8.750%, 05/25/2024 |
|
|
435 |
|
|
|
453 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,005 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Jordan — 0.2% |
|
|
|
|
|
|
|
|
| Jordan Government International Bond |
|
|
|
|
|
|
|
|
| 7.375%, 10/10/2047 (A) |
|
|
228 |
|
|
|
240 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| 7.375%, 10/10/2047 |
|
$ |
142 |
|
|
$ |
149 |
|
| 5.850%, 07/07/2030 (A) |
|
|
1,498 |
|
|
|
1,558 |
|
| 4.950%, 07/07/2025 |
|
|
1,300 |
|
|
|
1,349 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,296 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Kazakhstan — 1.2% |
|
|
|
|
|
|
|
|
| Development Bank of Kazakhstan |
|
|
|
|
|
|
|
|
| 4.125%, 12/10/2022 |
|
|
770 |
|
|
|
802 |
|
| Development Bank of Kazakhstan JSC |
|
|
|
|
|
|
|
|
| 2.950%, 05/06/2031 (A) |
|
|
995 |
|
|
|
990 |
|
| Kazakhstan Government International Bond |
|
|
|
|
|
|
|
|
| 4.875%, 10/14/2044 |
|
|
710 |
|
|
|
891 |
|
| 4.875%, 10/14/2044 (A) |
|
|
318 |
|
|
|
399 |
|
| KazMunayGas National JSC |
|
|
|
|
|
|
|
|
| 6.375%, 10/24/2048 (A) |
|
|
1,587 |
|
|
|
2,101 |
|
| 5.750%, 04/19/2047 (A) |
|
|
2,052 |
|
|
|
2,562 |
|
| 5.750%, 04/19/2047 |
|
|
63 |
|
|
|
79 |
|
| 5.375%, 04/24/2030 (A) |
|
|
984 |
|
|
|
1,176 |
|
| 5.375%, 04/24/2030 |
|
|
3,728 |
|
|
|
4,456 |
|
| 4.750%, 04/24/2025 (A) |
|
|
732 |
|
|
|
820 |
|
| 3.500%, 04/14/2033 |
|
|
1,832 |
|
|
|
1,899 |
|
| KazTransGas JSC |
|
|
|
|
|
|
|
|
| 4.375%, 09/26/2027 |
|
|
1,205 |
|
|
|
1,338 |
|
| 4.375%, 09/26/2027 (A) |
|
|
165 |
|
|
|
183 |
|
| Tengizchevroil Finance International |
|
|
|
|
|
|
|
|
| 3.250%, 08/15/2030 (A) |
|
|
450 |
|
|
|
458 |
|
| 2.625%, 08/15/2025 |
|
|
1,071 |
|
|
|
1,099 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19,253 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Kenya — 0.4% |
|
|
|
|
|
|
|
|
| Kenya Government International Bond |
|
|
|
|
|
|
|
|
| 8.250%, 02/28/2048 |
|
|
1,154 |
|
|
|
1,269 |
|
| 8.250%, 02/28/2048 (A) |
|
|
654 |
|
|
|
719 |
|
| 8.000%, 05/22/2032 |
|
|
639 |
|
|
|
719 |
|
| 7.000%, 05/22/2027 |
|
|
1,394 |
|
|
|
1,530 |
|
| 6.300%, 01/23/2034 (A) |
|
|
2,333 |
|
|
|
2,327 |
|
| 6.300%, 01/23/2034 |
|
|
341 |
|
|
|
340 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,904 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Kuwait — 0.1% |
|
|
|
|
|
|
|
|
| Meglobal Canada ULC MTN |
|
|
|
|
|
|
|
|
| 5.875%, 05/18/2030 (A) |
|
|
222 |
|
|
|
274 |
|
| NBK Tier 1 Financing 2 |
|
|
|
|
|
|
|
|
| 4.500%, VAR USD Swap Semi 30/360 6 Yr Curr+2.832% (A)(G) |
|
|
513 |
|
|
|
535 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
809 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Lebanon — 0.2% |
|
|
|
|
|
|
|
|
| Lebanon Government International Bond |
|
|
|
|
|
|
|
|
| 8.250%, 05/17/2034 (D) |
|
|
4,532 |
|
|
|
567 |
|
| 8.200%, 05/17/2033 (D) |
|
|
2,700 |
|
|
|
343 |
|
| 6.650%, 04/22/2024 (D) |
|
|
2,250 |
|
|
|
282 |
|
| 6.000%, 01/27/2023 (D) |
|
|
560 |
|
|
|
71 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
|
7 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| Lebanon Government International Bond MTN |
|
|
|
|
|
|
|
|
| 8.250%, 04/12/2021 (D) |
|
$ |
1,073 |
|
|
$ |
134 |
|
| 7.000%, 03/20/2028 (D) |
|
|
1,850 |
|
|
|
231 |
|
| 6.850%, 05/25/2029 (D) |
|
|
387 |
|
|
|
49 |
|
| 6.650%, 02/26/2030 (D) |
|
|
1,225 |
|
|
|
154 |
|
| 6.600%, 11/27/2026 (D) |
|
|
2,201 |
|
|
|
274 |
|
| 6.400%, 05/26/2023 (D) |
|
|
1,555 |
|
|
|
196 |
|
| 6.100%, 10/04/2022 (D) |
|
|
1,777 |
|
|
|
227 |
|
| 6.100%, 10/04/2022 (D) |
|
|
569 |
|
|
|
72 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,600 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Luxembourg — 0.0% |
|
|
|
|
|
|
|
|
| Millicom International Cellular |
|
|
|
|
|
|
|
|
| 6.250%, 03/25/2029 (A) |
|
|
403 |
|
|
|
440 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Macau — 0.0% |
|
|
|
|
|
|
|
|
| Studio City Finance (A) |
|
|
|
|
|
|
|
|
| 6.500%, 01/15/2028 |
|
|
371 |
|
|
|
397 |
|
| 6.000%, 07/15/2025 |
|
|
142 |
|
|
|
149 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
546 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Macedonia — 0.0% |
|
|
|
|
|
|
|
|
| North Macedonia Government International Bond |
|
|
|
|
|
|
|
|
| 1.625%, 03/10/2028 |
|
EUR |
296 |
|
|
|
346 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Malaysia — 6.1% |
|
|
|
|
|
|
|
|
| 1MDB Energy |
|
|
|
|
|
|
|
|
| 5.990%, 05/11/2022 |
|
$ |
1,000 |
|
|
|
1,035 |
|
| 1MDB Global Investments |
|
|
|
|
|
|
|
|
| 4.400%, 03/09/2023 |
|
|
4,000 |
|
|
|
4,031 |
|
| 4.400%, 03/09/2023 |
|
|
7,400 |
|
|
|
7,457 |
|
| Malaysia Government Bond |
|
|
|
|
|
|
|
|
| 5.248%, 09/15/2028 |
|
MYR |
1,050 |
|
|
|
288 |
|
| 4.935%, 09/30/2043 |
|
|
2,200 |
|
|
|
578 |
|
| 4.921%, 07/06/2048 |
|
|
1,768 |
|
|
|
455 |
|
| 4.893%, 06/08/2038 |
|
|
800 |
|
|
|
209 |
|
| 4.642%, 11/07/2033 |
|
|
500 |
|
|
|
131 |
|
| 4.392%, 04/15/2026 |
|
|
3,480 |
|
|
|
902 |
|
| 4.254%, 05/31/2035 |
|
|
3,300 |
|
|
|
828 |
|
| 4.232%, 06/30/2031 |
|
|
1,200 |
|
|
|
310 |
|
| 4.181%, 07/15/2024 |
|
|
20,513 |
|
|
|
5,206 |
|
| 4.160%, 07/15/2021 |
|
|
20 |
|
|
|
5 |
|
| 4.065%, 06/15/2050 |
|
|
3,719 |
|
|
|
860 |
|
| 4.059%, 09/30/2024 |
|
|
8,576 |
|
|
|
2,173 |
|
| 3.955%, 09/15/2025 |
|
|
30,757 |
|
|
|
7,820 |
|
| 3.906%, 07/15/2026 |
|
|
16,152 |
|
|
|
4,108 |
|
| 3.900%, 11/30/2026 |
|
|
2,006 |
|
|
|
510 |
|
| 3.899%, 11/16/2027 |
|
|
3,026 |
|
|
|
768 |
|
| 3.885%, 08/15/2029 |
|
|
24,960 |
|
|
|
6,318 |
|
| 3.882%, 03/10/2022 |
|
|
4,459 |
|
|
|
1,089 |
|
| 3.828%, 07/05/2034 |
|
|
26,509 |
|
|
|
6,358 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| 3.800%, 08/17/2023 |
|
MYR |
31,953 |
|
|
$ |
7,982 |
|
| 3.795%, 09/30/2022 |
|
|
3,200 |
|
|
|
790 |
|
| 3.757%, 04/20/2023 |
|
|
14,611 |
|
|
|
3,631 |
|
| 3.757%, 05/22/2040 |
|
|
9,482 |
|
|
|
2,147 |
|
| 3.733%, 06/15/2028 |
|
|
19,541 |
|
|
|
4,915 |
|
| 3.620%, 11/30/2021 |
|
|
4,183 |
|
|
|
1,015 |
|
| 3.502%, 05/31/2027 |
|
|
7,185 |
|
|
|
1,788 |
|
| 3.480%, 03/15/2023 |
|
|
9,914 |
|
|
|
2,449 |
|
| 3.478%, 06/14/2024 |
|
|
6,160 |
|
|
|
1,534 |
|
| 3.418%, 08/15/2022 |
|
|
10,450 |
|
|
|
2,562 |
|
| 2.632%, 04/15/2031 |
|
|
12,463 |
|
|
|
2,835 |
|
| Malaysia Government Investment Issue |
|
|
|
|
|
|
|
|
| 4.369%, 10/31/2028 |
|
|
1,200 |
|
|
|
312 |
|
| 4.119%, 11/30/2034 |
|
|
5,564 |
|
|
|
1,359 |
|
| 4.070%, 09/30/2026 |
|
|
6,500 |
|
|
|
1,663 |
|
| Malaysia Wakala Sukuk |
|
|
|
|
|
|
|
|
| 2.070%, 04/28/2031 (A) |
|
$ |
1,230 |
|
|
|
1,240 |
|
| Petronas Capital MTN |
|
|
|
|
|
|
|
|
| 4.550%, 04/21/2050 |
|
|
1,718 |
|
|
|
2,115 |
|
| 3.500%, 04/21/2030 |
|
|
2,200 |
|
|
|
2,410 |
|
| 2.480%, 01/28/2032 (A) |
|
|
2,540 |
|
|
|
2,552 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
94,738 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Mauritius — 0.0% |
|
|
|
|
|
|
|
|
| Liquid Telecommunications Financing |
|
|
|
|
|
|
|
|
| 8.500%, 07/13/2022 (A) |
|
|
496 |
|
|
|
500 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Mexico — 6.5% |
|
|
|
|
|
|
|
|
| America Movil |
|
|
|
|
|
|
|
|
| 7.125%, 12/09/2024 |
|
MXN |
18,110 |
|
|
|
905 |
|
| Axtel |
|
|
|
|
|
|
|
|
| 6.375%, 11/14/2024 (A) |
|
$ |
713 |
|
|
|
738 |
|
| 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 |
|
|
|
655 |
|
| 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 |
|
|
|
1,012 |
|
| 3.800%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.000%, 08/11/2026 |
|
|
844 |
|
|
|
842 |
|
| Banco Santander Mexico Institucion de Banca Multiple Grupo Financiero Santand |
|
|
|
|
|
|
|
|
| 5.375%, 04/17/2025 (A) |
|
|
414 |
|
|
|
470 |
|
| Cemex (A) |
|
|
|
|
|
|
|
|
| 5.450%, 11/19/2029 |
|
|
750 |
|
|
|
825 |
|
|
|
|
| 8 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| 5.125%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.534% (G) |
|
$ |
200 |
|
|
$ |
206 |
|
| 3.875%, 07/11/2031 |
|
|
572 |
|
|
|
581 |
|
| Cometa Energia |
|
|
|
|
|
|
|
|
| 6.375%, 04/24/2035 (A) |
|
|
216 |
|
|
|
248 |
|
| Comision Federal de Electricidad |
|
|
|
|
|
|
|
|
| 7.350%, 11/25/2025 |
|
MXN |
39,785 |
|
|
|
1,901 |
|
| 5.750%, 02/14/2042 (A) |
|
$ |
500 |
|
|
|
554 |
|
| 4.750%, 02/23/2027 (A) |
|
|
458 |
|
|
|
511 |
|
| 3.348%, 02/09/2031 (A) |
|
|
391 |
|
|
|
388 |
|
| FEL Energy VI Sarl |
|
|
|
|
|
|
|
|
| 5.750%, 12/01/2040 (A) |
|
|
191 |
|
|
|
202 |
|
| Industrias Penoles |
|
|
|
|
|
|
|
|
| 5.650%, 09/12/2049 (A) |
|
|
359 |
|
|
|
430 |
|
| Mexican Bonos |
|
|
|
|
|
|
|
|
| 8.000%, 11/07/2047 |
|
MXN |
61,317 |
|
|
|
3,244 |
|
| 7.750%, 11/23/2034 |
|
|
46,960 |
|
|
|
2,489 |
|
| 7.750%, 11/13/2042 |
|
|
76,027 |
|
|
|
3,920 |
|
| 7.500%, 06/03/2027 |
|
|
136,525 |
|
|
|
7,146 |
|
| 6.500%, 06/09/2022 |
|
|
8,698 |
|
|
|
441 |
|
| 5.750%, 03/05/2026 |
|
|
87,650 |
|
|
|
4,280 |
|
| Mexican Bonos, Ser M20 |
|
|
|
|
|
|
|
|
| 10.000%, 12/05/2024 |
|
|
194,015 |
|
|
|
10,882 |
|
| 8.500%, 05/31/2029 |
|
|
7,575 |
|
|
|
419 |
|
| 8.000%, 12/07/2023 |
|
|
30,252 |
|
|
|
1,592 |
|
| 7.750%, 05/29/2031 |
|
|
54,563 |
|
|
|
2,893 |
|
| Mexican Bonos, Ser M30 |
|
|
|
|
|
|
|
|
| 8.500%, 11/18/2038 |
|
|
161,516 |
|
|
|
8,946 |
|
| Mexico Cetes |
|
|
|
|
|
|
|
|
| 4.003%, 07/01/2021 (E) |
|
|
349,787 |
|
|
|
1,757 |
|
| Mexico City Airport Trust |
|
|
|
|
|
|
|
|
| 5.500%, 07/31/2047 (A) |
|
$ |
715 |
|
|
|
725 |
|
| Mexico Government International Bond |
|
|
|
|
|
|
|
|
| 5.000%, 04/27/2051 |
|
|
1,632 |
|
|
|
1,852 |
|
| 4.280%, 08/14/2041 |
|
|
2,523 |
|
|
|
2,648 |
|
| 3.771%, 05/24/2061 |
|
|
1,331 |
|
|
|
1,237 |
|
| 2.659%, 05/24/2031 |
|
|
4,445 |
|
|
|
4,342 |
|
| Mexico Government International Bond MTN |
|
|
|
|
|
|
|
|
| 5.750%, 10/12/2110 |
|
|
1,446 |
|
|
|
1,727 |
|
| 4.750%, 03/08/2044 |
|
|
386 |
|
|
|
426 |
|
| Minera Mexico |
|
|
|
|
|
|
|
|
| 4.500%, 01/26/2050 (A) |
|
|
627 |
|
|
|
701 |
|
| Orbia Advance |
|
|
|
|
|
|
|
|
| 6.750%, 09/19/2042 (A) |
|
|
538 |
|
|
|
706 |
|
| Petroleos Mexicanos |
|
|
|
|
|
|
|
|
| 9.500%, 09/15/2027 |
|
|
280 |
|
|
|
333 |
|
| 9.500%, 09/15/2027 |
|
|
169 |
|
|
|
201 |
|
| 7.690%, 01/23/2050 (A) |
|
|
975 |
|
|
|
938 |
|
| 7.690%, 01/23/2050 |
|
|
410 |
|
|
|
395 |
|
| 7.470%, 11/12/2026 |
|
MXN |
15,660 |
|
|
|
705 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| 7.190%, 09/12/2024 |
|
MXN |
45,182 |
|
|
$ |
2,144 |
|
| 6.950%, 01/28/2060 |
|
$ |
890 |
|
|
|
788 |
|
| 6.950%, 01/28/2060 (A) |
|
|
864 |
|
|
|
765 |
|
| 6.875%, 10/16/2025 |
|
|
213 |
|
|
|
236 |
|
| 6.840%, 01/23/2030 |
|
|
2,693 |
|
|
|
2,775 |
|
| 6.625%, 06/15/2035 |
|
|
4,965 |
|
|
|
4,795 |
|
| 6.500%, 01/23/2029 (A) |
|
|
785 |
|
|
|
807 |
|
| 6.500%, 06/02/2041 |
|
|
201 |
|
|
|
180 |
|
| 6.350%, 02/12/2048 |
|
|
981 |
|
|
|
836 |
|
| 6.350%, 02/12/2048 |
|
|
678 |
|
|
|
578 |
|
| 6.350%, 02/12/2048 (A) |
|
|
430 |
|
|
|
366 |
|
| 5.950%, 01/28/2031 (A) |
|
|
540 |
|
|
|
525 |
|
| 5.950%, 01/28/2031 |
|
|
1,490 |
|
|
|
1,448 |
|
| 5.950%, 01/28/2031 |
|
|
2,082 |
|
|
|
2,023 |
|
| 5.625%, 01/23/2046 |
|
|
253 |
|
|
|
206 |
|
| 5.350%, 02/12/2028 |
|
|
908 |
|
|
|
893 |
|
| 5.350%, 02/12/2028 (A) |
|
|
279 |
|
|
|
274 |
|
| Petroleos Mexicanos MTN |
|
|
|
|
|
|
|
|
| 6.875%, 08/04/2026 |
|
|
713 |
|
|
|
779 |
|
| 6.750%, 09/21/2047 |
|
|
3,710 |
|
|
|
3,283 |
|
| 6.750%, 09/21/2047 |
|
|
553 |
|
|
|
489 |
|
| 4.875%, 02/21/2028 |
|
EUR |
755 |
|
|
|
908 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
101,049 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Mongolia — 0.3% |
|
|
|
|
|
|
|
|
| Development Bank of Mongolia |
|
|
|
|
|
|
|
|
| 7.250%, 10/23/2023 (A) |
|
$ |
784 |
|
|
|
844 |
|
| Mongolia Government International Bond |
|
|
|
|
|
|
|
|
| 5.125%, 04/07/2026 |
|
|
381 |
|
|
|
406 |
|
| 4.450%, 07/07/2031 (A) |
|
|
415 |
|
|
|
405 |
|
| 3.500%, 07/07/2027 (A) |
|
|
415 |
|
|
|
408 |
|
| 3.500%, 07/07/2027 |
|
|
300 |
|
|
|
295 |
|
| Mongolia Government International Bond MTN |
|
|
|
|
|
|
|
|
| 8.750%, 03/09/2024 |
|
|
1,951 |
|
|
|
2,244 |
|
| 5.125%, 12/05/2022 |
|
|
500 |
|
|
|
520 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,122 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Morocco — 0.3% |
|
|
|
|
|
|
|
|
| Morocco Government International Bond |
|
|
|
|
|
|
|
|
| 4.000%, 12/15/2050 |
|
|
1,049 |
|
|
|
970 |
|
| 3.000%, 12/15/2032 |
|
|
3,403 |
|
|
|
3,282 |
|
| 2.375%, 12/15/2027 |
|
|
745 |
|
|
|
732 |
|
| OCP |
|
|
|
|
|
|
|
|
| 3.750%, 06/23/2031 (A) |
|
|
202 |
|
|
|
204 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,188 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Mozambique — 0.1% |
|
|
|
|
|
|
|
|
| Mozambique International Bond |
|
|
|
|
|
|
|
|
| 5.000%, 9.000%, 09/15/2023, 09/15/2031 (A)(B) |
|
|
2,503 |
|
|
|
2,117 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
|
9 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| 5.000%, 9.000%, 09/15/2023, 09/15/2031 (B) |
|
$ |
200 |
|
|
$ |
169 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,286 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Netherlands — 0.1% |
|
|
|
|
|
|
|
|
| Minejesa Capital BV (A) |
|
|
|
|
|
|
|
|
| 5.625%, 08/10/2037 |
|
|
297 |
|
|
|
321 |
|
| 4.625%, 08/10/2030 |
|
|
386 |
|
|
|
409 |
|
| VEON Holdings BV |
|
|
|
|
|
|
|
|
| 3.375%, 11/25/2027 (A) |
|
|
549 |
|
|
|
552 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,282 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Nigeria — 0.7% |
|
|
|
|
|
|
|
|
| IHS Netherlands Holdco |
|
|
|
|
|
|
|
|
| 8.000%, 09/18/2027 (A) |
|
|
299 |
|
|
|
324 |
|
| Nigeria Government International Bond |
|
|
|
|
|
|
|
|
| 9.248%, 01/21/2049 |
|
|
322 |
|
|
|
367 |
|
| 8.747%, 01/21/2031 |
|
|
957 |
|
|
|
1,086 |
|
| 8.747%, 01/21/2031 (A) |
|
|
535 |
|
|
|
607 |
|
| 7.875%, 02/16/2032 (A) |
|
|
723 |
|
|
|
778 |
|
| 7.875%, 02/16/2032 |
|
|
2,491 |
|
|
|
2,681 |
|
| 7.696%, 02/23/2038 |
|
|
2,619 |
|
|
|
2,683 |
|
| 7.696%, 02/23/2038 (A) |
|
|
601 |
|
|
|
616 |
|
| 7.143%, 02/23/2030 |
|
|
682 |
|
|
|
719 |
|
| Nigeria Government International Bond MTN |
|
|
|
|
|
|
|
|
| 6.500%, 11/28/2027 (A) |
|
|
667 |
|
|
|
707 |
|
| 6.500%, 11/28/2027 |
|
|
130 |
|
|
|
138 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,706 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Oman — 1.1% |
|
|
|
|
|
|
|
|
| Oman Government International Bond |
|
|
|
|
|
|
|
|
| 7.375%, 10/28/2032 (A) |
|
|
1,181 |
|
|
|
1,348 |
|
| 7.000%, 01/25/2051 (A) |
|
|
448 |
|
|
|
455 |
|
| 7.000%, 01/25/2051 |
|
|
200 |
|
|
|
203 |
|
| 6.750%, 10/28/2027 |
|
|
3,535 |
|
|
|
3,959 |
|
| 6.750%, 01/17/2048 |
|
|
3,079 |
|
|
|
3,060 |
|
| 6.750%, 01/17/2048 (A) |
|
|
808 |
|
|
|
803 |
|
| 6.250%, 01/25/2031 (A) |
|
|
954 |
|
|
|
1,024 |
|
| 6.250%, 01/25/2031 |
|
|
793 |
|
|
|
851 |
|
| 4.750%, 06/15/2026 |
|
|
900 |
|
|
|
933 |
|
| Oman Government International Bond MTN (A) |
|
|
|
|
|
|
|
|
| 6.000%, 08/01/2029 |
|
|
1,051 |
|
|
|
1,117 |
|
| 4.875%, 02/01/2025 |
|
|
717 |
|
|
|
751 |
|
| Oman Sovereign Sukuk |
|
|
|
|
|
|
|
|
| 4.875%, 06/15/2030 (A) |
|
|
1,475 |
|
|
|
1,513 |
|
| OQ SAOC MTN |
|
|
|
|
|
|
|
|
| 5.125%, 05/06/2028 (A) |
|
|
273 |
|
|
|
274 |
|
| Oryx Funding Ltd |
|
|
|
|
|
|
|
|
| 5.800%, 02/03/2031 (A) |
|
|
204 |
|
|
|
215 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16,506 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
|
| Pakistan — 0.3% |
|
|
|
|
|
|
|
|
| Pakistan Government International Bond |
|
|
|
|
|
|
|
|
| 8.250%, 09/30/2025 |
|
$ |
1,000 |
|
|
$ |
1,106 |
|
| 7.875%, 03/31/2036 |
|
|
200 |
|
|
|
205 |
|
| Pakistan Government International Bond MTN (A) |
|
|
|
|
|
|
|
|
| 7.375%, 04/08/2031 |
|
|
1,094 |
|
|
|
1,125 |
|
| 6.000%, 04/08/2026 |
|
|
1,209 |
|
|
|
1,224 |
|
| Third Pakistan International Sukuk |
|
|
|
|
|
|
|
|
| 5.500%, 10/13/2021 |
|
|
737 |
|
|
|
741 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,401 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Panama — 1.4% |
|
|
|
|
|
|
|
|
| Aeropuerto Internacional de Tocumen |
|
|
|
|
|
|
|
|
| 6.000%, 11/18/2048 (A) |
|
|
1,372 |
|
|
|
1,491 |
|
| 5.625%, 05/18/2036 |
|
|
555 |
|
|
|
596 |
|
| AES Panama Generation Holdings SRL |
|
|
|
|
|
|
|
|
| 4.375%, 05/31/2030 (A) |
|
|
492 |
|
|
|
514 |
|
| Banco Nacional de Panama |
|
|
|
|
|
|
|
|
| 2.500%, 08/11/2030 (A) |
|
|
791 |
|
|
|
766 |
|
| C&W Senior Financing DAC |
|
|
|
|
|
|
|
|
| 7.500%, 10/15/2026 (A) |
|
|
677 |
|
|
|
711 |
|
| Cable Onda |
|
|
|
|
|
|
|
|
| 4.500%, 01/30/2030 (A) |
|
|
208 |
|
|
|
219 |
|
| Empresa de Transmision Electrica |
|
|
|
|
|
|
|
|
| 5.125%, 05/02/2049 (A) |
|
|
635 |
|
|
|
705 |
|
| Panama Bonos del Tesoro |
|
|
|
|
|
|
|
|
| 3.362%, 06/30/2031 |
|
|
1,853 |
|
|
|
1,849 |
|
| Panama Government International Bond |
|
|
|
|
|
|
|
|
| 4.500%, 04/16/2050 |
|
|
2,558 |
|
|
|
2,901 |
|
| 2.252%, 09/29/2032 |
|
|
5,299 |
|
|
|
5,079 |
|
| Republic of Panama |
|
|
|
|
|
|
|
|
| 9.375%, 04/01/2029 |
|
|
804 |
|
|
|
1,189 |
|
| 8.125%, 04/28/2034 |
|
|
478 |
|
|
|
687 |
|
| 4.500%, 04/01/2056 |
|
|
444 |
|
|
|
502 |
|
| 3.870%, 07/23/2060 |
|
|
1,290 |
|
|
|
1,316 |
|
| 3.750%, 03/16/2025 |
|
|
1,109 |
|
|
|
1,204 |
|
| 3.160%, 01/23/2030 |
|
|
1,762 |
|
|
|
1,848 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
21,577 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Papua New Guinea — 0.0% |
|
|
|
|
|
|
|
|
| Papua New Guinea Government International Bond |
|
|
|
|
|
|
|
|
| 8.375%, 10/04/2028 |
|
|
282 |
|
|
|
280 |
|
| 8.375%, 10/04/2028 (A) |
|
|
275 |
|
|
|
273 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
553 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Paraguay — 0.3% |
|
|
|
|
|
|
|
|
| Bioceanico Sovereign Certificate Ltd |
|
|
|
|
|
|
|
|
| 2.471%, 06/05/2034 (E) |
|
|
1,666 |
|
|
|
1,229 |
|
| Paraguay Government International Bond |
|
|
|
|
|
|
|
|
| 6.100%, 08/11/2044 |
|
|
1,010 |
|
|
|
1,255 |
|
| 5.400%, 03/30/2050 |
|
|
571 |
|
|
|
666 |
|
| 4.950%, 04/28/2031 |
|
|
540 |
|
|
|
620 |
|
|
|
|
| 10 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| 2.739%, 01/29/2033 |
|
$ |
674 |
|
|
$ |
655 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,425 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Peru — 2.1% |
|
|
|
|
|
|
|
|
| Abengoa Transmision Sur |
|
|
|
|
|
|
|
|
| 6.875%, 04/30/2043 (A) |
|
|
263 |
|
|
|
335 |
|
| Fondo MIVIVIENDA |
|
|
|
|
|
|
|
|
| 7.000%, 02/14/2024 (A) |
|
PEN |
3,704 |
|
|
|
1,040 |
|
| Inkia Energy |
|
|
|
|
|
|
|
|
| 5.875%, 11/09/2027 (A) |
|
$ |
359 |
|
|
|
370 |
|
| Kallpa Generacion (A) |
|
|
|
|
|
|
|
|
| 4.875%, 05/24/2026 |
|
|
263 |
|
|
|
277 |
|
| 4.125%, 08/16/2027 |
|
|
936 |
|
|
|
960 |
|
| Minsur |
|
|
|
|
|
|
|
|
| 6.250%, 02/07/2024 |
|
|
317 |
|
|
|
339 |
|
| Nexa Resources |
|
|
|
|
|
|
|
|
| 5.375%, 05/04/2027 (A) |
|
|
2,591 |
|
|
|
2,782 |
|
| Peru Government Bond |
|
|
|
|
|
|
|
|
| 5.350%, 08/12/2040 |
|
PEN |
708 |
|
|
|
163 |
|
| 5.200%, 09/12/2023 |
|
|
800 |
|
|
|
228 |
|
| Peruvian Government International Bond |
|
|
|
|
|
|
|
|
| 8.200%, 08/12/2026 |
|
|
15 |
|
|
|
5 |
|
| 8.200%, 08/12/2026 |
|
|
3,397 |
|
|
|
1,101 |
|
| 6.950%, 08/12/2031 |
|
|
2,515 |
|
|
|
737 |
|
| 6.950%, 08/12/2031 |
|
|
154 |
|
|
|
45 |
|
| 6.900%, 08/12/2037 |
|
|
1,944 |
|
|
|
538 |
|
| 6.850%, 02/12/2042 |
|
|
613 |
|
|
|
165 |
|
| 6.350%, 08/12/2028 |
|
|
5,940 |
|
|
|
1,735 |
|
| 6.350%, 08/12/2028 |
|
|
1,570 |
|
|
|
458 |
|
| 6.350%, 08/12/2028 (A) |
|
|
1,465 |
|
|
|
428 |
|
| 6.350%, 08/12/2028 |
|
|
346 |
|
|
|
101 |
|
| 6.150%, 08/12/2032 |
|
|
4,466 |
|
|
|
1,222 |
|
| 5.940%, 02/12/2029 |
|
|
367 |
|
|
|
105 |
|
| 5.700%, 08/12/2024 (A) |
|
|
4,932 |
|
|
|
1,434 |
|
| 5.400%, 08/12/2034 |
|
|
4,002 |
|
|
|
988 |
|
| 5.400%, 08/12/2034 |
|
|
1,243 |
|
|
|
307 |
|
| 3.230%, 07/28/2121 |
|
$ |
1,961 |
|
|
|
1,718 |
|
| 2.783%, 01/23/2031 |
|
|
1,785 |
|
|
|
1,818 |
|
| 1.250%, 03/11/2033 |
|
EUR |
2,088 |
|
|
|
2,407 |
|
| Petroleos del Peru |
|
|
|
|
|
|
|
|
| 5.625%, 06/19/2047 (A) |
|
$ |
917 |
|
|
|
978 |
|
| 5.625%, 06/19/2047 |
|
|
5,577 |
|
|
|
5,945 |
|
| 4.750%, 06/19/2032 |
|
|
1,569 |
|
|
|
1,647 |
|
| 4.750%, 06/19/2032 (A) |
|
|
1,201 |
|
|
|
1,261 |
|
| Republic of Peru |
|
|
|
|
|
|
|
|
| 3.750%, 03/01/2030 |
|
EUR |
200 |
|
|
|
284 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
31,921 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Philippines — 0.9% |
|
|
|
|
|
|
|
|
| Philippine Government International Bond |
|
|
|
|
|
|
|
|
| 5.000%, 01/13/2037 |
|
$ |
519 |
|
|
|
652 |
|
| 3.900%, 11/26/2022 |
|
PHP |
45,000 |
|
|
|
928 |
|
| 3.750%, 01/14/2029 |
|
$ |
982 |
|
|
|
1,112 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| 3.700%, 03/01/2041 |
|
$ |
1,340 |
|
|
$ |
1,450 |
|
| 3.200%, 07/06/2046 |
|
|
1,090 |
|
|
|
1,091 |
|
| 3.000%, 02/01/2028 |
|
|
262 |
|
|
|
283 |
|
| 2.950%, 05/05/2045 |
|
|
1,752 |
|
|
|
1,690 |
|
| 2.650%, 12/10/2045 |
|
|
1,624 |
|
|
|
1,501 |
|
| 2.457%, 05/05/2030 |
|
|
647 |
|
|
|
672 |
|
| 1.950%, 01/06/2032 |
|
|
1,702 |
|
|
|
1,676 |
|
| 1.750%, 04/28/2041 |
|
EUR |
402 |
|
|
|
472 |
|
| 1.648%, 06/10/2031 (C) |
|
$ |
1,928 |
|
|
|
1,861 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,388 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Poland — 1.5% |
|
|
|
|
|
|
|
|
| Republic of Poland Government Bond |
|
|
|
|
|
|
|
|
| 5.000%, 03/23/2022 |
|
|
2,530 |
|
|
|
2,617 |
|
| 3.250%, 07/25/2025 |
|
PLN |
6,568 |
|
|
|
1,878 |
|
| 2.750%, 04/25/2028 |
|
|
8,263 |
|
|
|
2,353 |
|
| 2.750%, 10/25/2029 |
|
|
10,483 |
|
|
|
3,015 |
|
| 2.500%, 01/25/2023 |
|
|
2,743 |
|
|
|
746 |
|
| 2.500%, 04/25/2024 |
|
|
8,185 |
|
|
|
2,264 |
|
| 2.500%, 07/25/2026 |
|
|
11,843 |
|
|
|
3,298 |
|
| 2.500%, 07/25/2027 |
|
|
6,708 |
|
|
|
1,875 |
|
| 1.250%, 10/25/2030 |
|
|
15,616 |
|
|
|
3,971 |
|
| 0.750%, 04/25/2025 |
|
|
3,311 |
|
|
|
866 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
22,883 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Qatar — 1.8% |
|
|
|
|
|
|
|
|
| Ooredoo International Finance MTN |
|
|
|
|
|
|
|
|
| 2.625%, 04/08/2031 (A) |
|
$ |
363 |
|
|
|
367 |
|
| Qatar Government International Bond |
|
|
|
|
|
|
|
|
| 5.103%, 04/23/2048 (A) |
|
|
2,408 |
|
|
|
3,197 |
|
| 5.103%, 04/23/2048 |
|
|
567 |
|
|
|
753 |
|
| 4.817%, 03/14/2049 (A) |
|
|
1,036 |
|
|
|
1,333 |
|
| 4.817%, 03/14/2049 |
|
|
3,037 |
|
|
|
3,906 |
|
| 4.400%, 04/16/2050 (A) |
|
|
1,155 |
|
|
|
1,406 |
|
| 4.400%, 04/16/2050 |
|
|
725 |
|
|
|
882 |
|
| 4.000%, 03/14/2029 (A) |
|
|
985 |
|
|
|
1,134 |
|
| 4.000%, 03/14/2029 |
|
|
267 |
|
|
|
307 |
|
| 3.750%, 04/16/2030 |
|
|
2,841 |
|
|
|
3,214 |
|
| Qatar Petroleum (A) |
|
|
|
|
|
|
|
|
| 3.300%, 07/12/2051 |
|
|
2,484 |
|
|
|
2,484 |
|
| 3.125%, 07/12/2041 |
|
|
1,192 |
|
|
|
1,188 |
|
| 2.250%, 07/12/2031 |
|
|
3,226 |
|
|
|
3,192 |
|
| 1.375%, 09/12/2026 |
|
|
4,000 |
|
|
|
3,996 |
|
| State of Qatar |
|
|
|
|
|
|
|
|
| 6.400%, 01/20/2040 (A) |
|
|
547 |
|
|
|
801 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
28,160 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Romania — 1.8% |
|
|
|
|
|
|
|
|
| Government of Romania |
|
|
|
|
|
|
|
|
| 5.850%, 04/26/2023 |
|
RON |
1,720 |
|
|
|
441 |
|
| Government of Romania MTN |
|
|
|
|
|
|
|
|
| 6.125%, 01/22/2044 |
|
$ |
398 |
|
|
|
544 |
|
| Romania Government Bond |
|
|
|
|
|
|
|
|
| 4.850%, 04/22/2026 |
|
RON |
1,945 |
|
|
|
511 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
|
11 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| 4.750%, 10/11/2034 |
|
RON |
870 |
|
|
$ |
224 |
|
| 4.400%, 09/25/2023 |
|
|
790 |
|
|
|
199 |
|
| 4.150%, 01/26/2028 |
|
|
9,880 |
|
|
|
2,531 |
|
| 4.000%, 10/25/2023 |
|
|
3,430 |
|
|
|
856 |
|
| 3.650%, 07/28/2025 |
|
|
17,295 |
|
|
|
4,324 |
|
| 3.650%, 09/24/2031 |
|
|
5,510 |
|
|
|
1,340 |
|
| 3.250%, 06/24/2026 |
|
|
2,360 |
|
|
|
580 |
|
| Romanian Government International Bond |
|
|
|
|
|
|
|
|
| 5.000%, 02/12/2029 |
|
|
8,095 |
|
|
|
2,182 |
|
| 4.250%, 06/28/2023 |
|
|
2,730 |
|
|
|
682 |
|
| 3.000%, 02/14/2031 |
|
$ |
1,338 |
|
|
|
1,386 |
|
| 2.750%, 04/14/2041 (A) |
|
EUR |
380 |
|
|
|
447 |
|
| Romanian Government International Bond MTN |
|
|
|
|
|
|
|
|
| 6.750%, 02/07/2022 |
|
$ |
1,064 |
|
|
|
1,104 |
|
| 6.125%, 01/22/2044 (A) |
|
|
468 |
|
|
|
639 |
|
| 4.625%, 04/03/2049 |
|
EUR |
1,568 |
|
|
|
2,353 |
|
| 4.125%, 03/11/2039 |
|
|
822 |
|
|
|
1,153 |
|
| 3.875%, 10/29/2035 |
|
|
330 |
|
|
|
459 |
|
| 3.375%, 02/08/2038 (A) |
|
|
241 |
|
|
|
313 |
|
| 3.375%, 01/28/2050 |
|
|
2,100 |
|
|
|
2,653 |
|
| 2.875%, 03/11/2029 |
|
|
215 |
|
|
|
282 |
|
| 2.500%, 02/08/2030 (A) |
|
|
657 |
|
|
|
836 |
|
| 2.124%, 07/16/2031 |
|
|
158 |
|
|
|
193 |
|
| 2.000%, 01/28/2032 |
|
|
400 |
|
|
|
479 |
|
| 2.000%, 04/14/2033 |
|
|
530 |
|
|
|
623 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
27,334 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Russia — 5.1% |
|
|
|
|
|
|
|
|
| Gazprom OAO Via Gaz Capital (A) |
|
|
|
|
|
|
|
|
| 5.150%, 02/11/2026 |
|
$ |
2,673 |
|
|
|
3,006 |
|
| 4.950%, 02/06/2028 |
|
|
640 |
|
|
|
715 |
|
| Gazprom PJSC via Gaz Finance |
|
|
|
|
|
|
|
|
| 4.599%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.264% (A)(G) |
|
|
774 |
|
|
|
807 |
|
| Gtlk Europe Capital DAC |
|
|
|
|
|
|
|
|
| 4.650%, 03/10/2027 |
|
|
596 |
|
|
|
623 |
|
| GTLK Europe Capital DAC |
|
|
|
|
|
|
|
|
| 4.949%, 02/18/2026 |
|
|
718 |
|
|
|
765 |
|
| Rusal Capital DAC |
|
|
|
|
|
|
|
|
| 5.125%, 02/02/2022 |
|
|
860 |
|
|
|
867 |
|
| Russian Federal Bond - OFZ |
|
|
|
|
|
|
|
|
| 8.500%, 09/17/2031 |
|
RUB |
176,982 |
|
|
|
2,671 |
|
| 8.150%, 02/03/2027 |
|
|
821,910 |
|
|
|
11,892 |
|
| 7.950%, 10/07/2026 |
|
|
267,449 |
|
|
|
3,827 |
|
| 7.700%, 03/23/2033 |
|
|
151,607 |
|
|
|
2,176 |
|
| 7.700%, 03/16/2039 |
|
|
54,617 |
|
|
|
791 |
|
| 7.650%, 04/10/2030 |
|
|
7,375 |
|
|
|
105 |
|
| 7.250%, 05/10/2034 |
|
|
354,014 |
|
|
|
4,913 |
|
| 7.100%, 10/16/2024 |
|
|
151,477 |
|
|
|
2,092 |
|
| 7.050%, 01/19/2028 |
|
|
488,300 |
|
|
|
6,726 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| 7.000%, 08/16/2023 |
|
RUB |
219,831 |
|
|
$ |
3,026 |
|
| 6.900%, 05/23/2029 |
|
|
403,763 |
|
|
|
5,505 |
|
| 6.000%, 10/06/2027 |
|
|
16,284 |
|
|
|
212 |
|
| 4.500%, 07/16/2025 |
|
|
577,868 |
|
|
|
7,265 |
|
| Russian Federal Inflation Linked Bond |
|
|
|
|
|
|
|
|
| 2.500%, 07/17/2030 |
|
|
517,492 |
|
|
|
6,946 |
|
| Russian Foreign Bond - Eurobond |
|
|
|
|
|
|
|
|
| 7.500%, 03/31/2030 |
|
$ |
2 |
|
|
|
2 |
|
| 5.875%, 09/16/2043 |
|
|
1,800 |
|
|
|
2,401 |
|
| 5.250%, 06/23/2047 |
|
|
1,000 |
|
|
|
1,256 |
|
| 5.100%, 03/28/2035 |
|
|
4,400 |
|
|
|
5,230 |
|
| 4.375%, 03/21/2029 (C) |
|
|
4,400 |
|
|
|
4,956 |
|
| Vnesheconombank Via VEB Finance |
|
|
|
|
|
|
|
|
| 6.800%, 11/22/2025 |
|
|
580 |
|
|
|
684 |
|
| 6.800%, 11/22/2025 (A) |
|
|
150 |
|
|
|
177 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
79,636 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Saudi Arabia — 1.0% |
|
|
|
|
|
|
|
|
| Global Sukuk (A) |
|
|
|
|
|
|
|
|
| 1.602%, 06/17/2026 (C) |
|
|
1,680 |
|
|
|
1,679 |
|
| 0.946%, 06/17/2024 |
|
|
1,830 |
|
|
|
1,828 |
|
| Saudi Arabian Oil MTN |
|
|
|
|
|
|
|
|
| 4.250%, 04/16/2039 (A) |
|
|
920 |
|
|
|
1,029 |
|
| 4.250%, 04/16/2039 |
|
|
160 |
|
|
|
179 |
|
| Saudi Government International Bond |
|
|
|
|
|
|
|
|
| 5.250%, 01/16/2050 |
|
|
680 |
|
|
|
890 |
|
| 5.250%, 01/16/2050 (A) |
|
|
652 |
|
|
|
853 |
|
| 4.375%, 04/16/2029 (A) |
|
|
639 |
|
|
|
740 |
|
| Saudi Government International Bond MTN |
|
|
|
|
|
|
|
|
| 5.000%, 04/17/2049 (A) |
|
|
200 |
|
|
|
252 |
|
| 4.625%, 10/04/2047 (A) |
|
|
781 |
|
|
|
931 |
|
| 4.500%, 04/17/2030 (A) |
|
|
463 |
|
|
|
545 |
|
| 4.500%, 10/26/2046 |
|
|
580 |
|
|
|
679 |
|
| 4.500%, 10/26/2046 (A) |
|
|
423 |
|
|
|
495 |
|
| 3.250%, 10/26/2026 (A) |
|
|
1,884 |
|
|
|
2,052 |
|
| 3.250%, 10/22/2030 |
|
|
1,834 |
|
|
|
1,974 |
|
| 3.250%, 10/22/2030 (A) |
|
|
762 |
|
|
|
820 |
|
| 2.250%, 02/02/2033 (A) |
|
|
1,199 |
|
|
|
1,165 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16,111 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Senegal — 0.2% |
|
|
|
|
|
|
|
|
| Senegal Government International Bond |
|
|
|
|
|
|
|
|
| 6.750%, 03/13/2048 |
|
|
1,622 |
|
|
|
1,635 |
|
| 5.375%, 06/08/2037 (A) |
|
EUR |
396 |
|
|
|
462 |
|
| 5.375%, 06/08/2037 |
|
|
268 |
|
|
|
313 |
|
| 4.750%, 03/13/2028 (A) |
|
|
113 |
|
|
|
140 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,550 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Serbia — 0.3% |
|
|
|
|
|
|
|
|
| Serbia International Bond |
|
|
|
|
|
|
|
|
| 3.125%, 05/15/2027 |
|
|
320 |
|
|
|
422 |
|
| 2.125%, 12/01/2030 |
|
$ |
917 |
|
|
|
869 |
|
| 1.650%, 03/03/2033 |
|
EUR |
270 |
|
|
|
313 |
|
| 1.500%, 06/26/2029 |
|
|
1,584 |
|
|
|
1,892 |
|
|
|
|
| 12 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| Serbia Treasury Bonds |
|
|
|
|
|
|
|
|
| 5.875%, 02/08/2028 |
|
RSD |
38,770 |
|
|
$ |
468 |
|
| 4.500%, 01/11/2026 |
|
|
27,640 |
|
|
|
305 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,269 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| South Africa — 6.0% |
|
|
|
|
|
|
|
|
| Eskom Holdings SOC |
|
|
|
|
|
|
|
|
| 7.125%, 02/11/2025 (A) |
|
$ |
2,948 |
|
|
|
3,110 |
|
| Eskom Holdings SOC MTN |
|
|
|
|
|
|
|
|
| 8.450%, 08/10/2028 (A) |
|
|
353 |
|
|
|
399 |
|
| 7.500%, 09/15/2033 |
|
ZAR |
35,200 |
|
|
|
1,870 |
|
| 6.750%, 08/06/2023 (A) |
|
$ |
1,063 |
|
|
|
1,110 |
|
| 6.750%, 08/06/2023 |
|
|
846 |
|
|
|
883 |
|
| Republic of South Africa |
|
|
|
|
|
|
|
|
| 10.500%, 12/21/2026 |
|
ZAR |
159,722 |
|
|
|
12,715 |
|
| 9.000%, 01/31/2040 |
|
|
62,829 |
|
|
|
3,863 |
|
| 8.875%, 02/28/2035 |
|
|
157,020 |
|
|
|
9,982 |
|
| 8.750%, 01/31/2044 |
|
|
123,142 |
|
|
|
7,308 |
|
| 8.750%, 02/28/2048 |
|
|
163,191 |
|
|
|
9,673 |
|
| 8.500%, 01/31/2037 |
|
|
188,228 |
|
|
|
11,332 |
|
| 8.250%, 03/31/2032 |
|
|
109,286 |
|
|
|
6,989 |
|
| 8.000%, 01/31/2030 |
|
|
88,000 |
|
|
|
5,844 |
|
| 7.000%, 02/28/2031 |
|
|
51,041 |
|
|
|
3,067 |
|
| 6.500%, 02/28/2041 |
|
|
19,088 |
|
|
|
898 |
|
| 6.300%, 06/22/2048 (C) |
|
$ |
1,664 |
|
|
|
1,816 |
|
| 6.250%, 03/31/2036 |
|
ZAR |
68,414 |
|
|
|
3,399 |
|
| 5.875%, 09/16/2025 |
|
$ |
790 |
|
|
|
892 |
|
| 5.750%, 09/30/2049 |
|
|
3,193 |
|
|
|
3,263 |
|
| 5.650%, 09/27/2047 |
|
|
386 |
|
|
|
393 |
|
| 5.000%, 10/12/2046 |
|
|
357 |
|
|
|
338 |
|
| 4.850%, 09/27/2027 |
|
|
420 |
|
|
|
451 |
|
| 4.850%, 09/30/2029 |
|
|
2,096 |
|
|
|
2,223 |
|
| Sasol Financing USA |
|
|
|
|
|
|
|
|
| 6.500%, 09/27/2028 |
|
|
360 |
|
|
|
405 |
|
| 4.375%, 09/18/2026 |
|
|
351 |
|
|
|
363 |
|
| SASOL Financing USA |
|
|
|
|
|
|
|
|
| 5.875%, 03/27/2024 |
|
|
442 |
|
|
|
472 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
93,058 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| South Korea — 0.2% |
|
|
|
|
|
|
|
|
| Export-Import Bank of Korea MTN |
|
|
|
|
|
|
|
|
| 8.400%, 11/30/2021 |
|
IDR |
22,400,000 |
|
|
|
1,564 |
|
| 7.250%, 12/07/2024 |
|
|
700,000 |
|
|
|
51 |
|
| Korea Expressway Corp |
|
|
|
|
|
|
|
|
| 1.125%, 05/17/2026 |
|
$ |
367 |
|
|
|
365 |
|
| Korea International Bond |
|
|
|
|
|
|
|
|
| 1.000%, 09/16/2030 (C) |
|
|
791 |
|
|
|
750 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,730 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Spain — 0.1% |
|
|
|
|
|
|
|
|
| AI Candelaria Spain SLU |
|
|
|
|
|
|
|
|
| 7.500%, 12/15/2028 (A) |
|
|
975 |
|
|
|
1,088 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
|
| Sri Lanka — 0.8% |
|
|
|
|
|
|
|
|
| Sri Lanka Government International Bond |
|
|
|
|
|
|
|
|
| 7.850%, 03/14/2029 |
|
$ |
1,598 |
|
|
$ |
1,007 |
|
| 7.550%, 03/28/2030 |
|
|
3,079 |
|
|
|
1,918 |
|
| 6.850%, 03/14/2024 |
|
|
512 |
|
|
|
353 |
|
| 6.850%, 11/03/2025 |
|
|
1,339 |
|
|
|
890 |
|
| 6.825%, 07/18/2026 (A) |
|
|
909 |
|
|
|
577 |
|
| 6.825%, 07/18/2026 |
|
|
500 |
|
|
|
318 |
|
| 6.750%, 04/18/2028 |
|
|
3,312 |
|
|
|
2,051 |
|
| 6.750%, 04/18/2028 (A) |
|
|
5,097 |
|
|
|
3,156 |
|
| 6.350%, 06/28/2024 (A) |
|
|
864 |
|
|
|
590 |
|
| 6.200%, 05/11/2027 |
|
|
1,186 |
|
|
|
726 |
|
| 5.875%, 07/25/2022 (A) |
|
|
308 |
|
|
|
259 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,845 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Supra-National — 0.7% |
|
|
|
|
|
|
|
|
| Africa Finance |
|
|
|
|
|
|
|
|
| 2.875%, 04/28/2028 (A) |
|
|
2,759 |
|
|
|
2,767 |
|
| African Export-Import Bank (A) |
|
|
|
|
|
|
|
|
| 3.798%, 05/17/2031 |
|
|
200 |
|
|
|
205 |
|
| 2.634%, 05/17/2026 |
|
|
766 |
|
|
|
776 |
|
| African Export-Import Bank MTN |
|
|
|
|
|
|
|
|
| 3.994%, 09/21/2029 (A) |
|
|
363 |
|
|
|
382 |
|
| Banque Ouest Africaine de Developpement (A) |
|
|
|
|
|
|
|
|
| 5.000%, 07/27/2027 |
|
|
865 |
|
|
|
962 |
|
| 4.700%, 10/22/2031 |
|
|
683 |
|
|
|
738 |
|
| 2.750%, 01/22/2033 |
|
EUR |
204 |
|
|
|
253 |
|
| European Bank for Reconstruction & Development MTN |
|
|
|
|
|
|
|
|
| 6.450%, 12/13/2022 |
|
IDR |
9,486,000 |
|
|
|
670 |
|
| Inter-American Development Bank MTN |
|
|
|
|
|
|
|
|
| 7.875%, 03/14/2023 |
|
|
44,650,000 |
|
|
|
3,240 |
|
| International Bank for Reconstruction & Development MTN |
|
|
|
|
|
|
|
|
| 7.450%, 08/20/2021 |
|
|
10,914,700 |
|
|
|
754 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,747 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Tanzania — 0.0% |
|
|
|
|
|
|
|
|
| AngloGold Ashanti Holdings |
|
|
|
|
|
|
|
|
| 3.750%, 10/01/2030 |
|
$ |
229 |
|
|
|
236 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Thailand — 2.3% |
|
|
|
|
|
|
|
|
| Thailand Government Bond |
|
|
|
|
|
|
|
|
| 5.670%, 03/13/2028 |
|
THB |
3,000 |
|
|
|
119 |
|
| 3.775%, 06/25/2032 |
|
|
181,773 |
|
|
|
6,726 |
|
| 3.650%, 06/20/2031 |
|
|
78,000 |
|
|
|
2,844 |
|
| 3.625%, 06/16/2023 |
|
|
30,000 |
|
|
|
992 |
|
| 3.400%, 06/17/2036 |
|
|
207,584 |
|
|
|
7,364 |
|
| 3.300%, 06/17/2038 |
|
|
79,072 |
|
|
|
2,779 |
|
| 2.875%, 12/17/2028 |
|
|
62,796 |
|
|
|
2,165 |
|
| 2.875%, 06/17/2046 |
|
|
3,431 |
|
|
|
112 |
|
| 2.400%, 12/17/2023 |
|
|
88,000 |
|
|
|
2,869 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
|
13 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| 2.125%, 12/17/2026 |
|
THB |
15,000 |
|
|
$ |
497 |
|
| 2.000%, 12/17/2031 |
|
|
66,700 |
|
|
|
2,123 |
|
| 1.875%, 06/17/2022 |
|
|
20,000 |
|
|
|
632 |
|
| 1.600%, 12/17/2029 |
|
|
7,000 |
|
|
|
219 |
|
| 1.600%, 06/17/2035 |
|
|
27,023 |
|
|
|
788 |
|
| 1.585%, 12/17/2035 |
|
|
31,515 |
|
|
|
910 |
|
| 1.450%, 12/17/2024 |
|
|
85,200 |
|
|
|
2,733 |
|
| 1.250%, 03/12/2028 |
|
|
434 |
|
|
|
13 |
|
| 0.950%, 06/17/2025 |
|
|
67,000 |
|
|
|
2,112 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
35,997 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Trinidad & Tobago — 0.1% |
|
|
|
|
|
|
|
|
| Trinidad & Tobago Government International Bond |
|
|
|
|
|
|
|
|
| 4.500%, 08/04/2026 |
|
$ |
264 |
|
|
|
278 |
|
| 4.375%, 01/16/2024 (C) |
|
|
1,022 |
|
|
|
1,076 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,354 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Tunisia — 0.1% |
|
|
|
|
|
|
|
|
| Banque Centrale de Tunisie International Bond |
|
|
|
|
|
|
|
|
| 6.375%, 07/15/2026 |
|
EUR |
622 |
|
|
|
681 |
|
| 5.625%, 02/17/2024 |
|
|
496 |
|
|
|
548 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,229 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Turkey — 2.1% |
|
|
|
|
|
|
|
|
| Export Credit Bank of Turkey (A) |
|
|
|
|
|
|
|
|
| 6.125%, 05/03/2024 |
|
$ |
247 |
|
|
|
255 |
|
| 5.375%, 10/24/2023 |
|
|
1,033 |
|
|
|
1,061 |
|
| 5.000%, 09/23/2021 |
|
|
538 |
|
|
|
541 |
|
| Hazine Mustesarligi Varlik Kiralama (A) |
|
|
|
|
|
|
|
|
| 5.800%, 02/21/2022 (C) |
|
|
1,479 |
|
|
|
1,506 |
|
| 5.125%, 06/22/2026 |
|
|
1,442 |
|
|
|
1,441 |
|
| QNB Finansbank |
|
|
|
|
|
|
|
|
| 6.875%, 09/07/2024 (A) |
|
|
613 |
|
|
|
663 |
|
| TC Ziraat Bankasi MTN |
|
|
|
|
|
|
|
|
| 5.125%, 05/03/2022 (A) |
|
|
1,063 |
|
|
|
1,082 |
|
| Turkey Government Bond |
|
|
|
|
|
|
|
|
| 12.600%, 10/01/2025 |
|
TRY |
33,198 |
|
|
|
3,260 |
|
| 11.700%, 11/13/2030 |
|
|
4,073 |
|
|
|
361 |
|
| 9.000%, 05/04/2022 |
|
|
3,294 |
|
|
|
355 |
|
| Turkey Government International Bond |
|
|
|
|
|
|
|
|
| 10.600%, 02/11/2026 |
|
|
13,916 |
|
|
|
1,255 |
|
| 7.250%, 12/23/2023 |
|
$ |
1,061 |
|
|
|
1,144 |
|
| 6.875%, 03/17/2036 |
|
|
2,482 |
|
|
|
2,506 |
|
| 6.375%, 10/14/2025 |
|
|
200 |
|
|
|
209 |
|
| 6.350%, 08/10/2024 |
|
|
294 |
|
|
|
308 |
|
| 6.000%, 01/14/2041 |
|
|
308 |
|
|
|
278 |
|
| 5.950%, 01/15/2031 |
|
|
4,210 |
|
|
|
4,122 |
|
| 5.875%, 06/26/2031 |
|
|
1,788 |
|
|
|
1,735 |
|
| 5.750%, 03/22/2024 |
|
|
200 |
|
|
|
207 |
|
| 5.750%, 05/11/2047 |
|
|
883 |
|
|
|
754 |
|
| 5.125%, 02/17/2028 |
|
|
442 |
|
|
|
429 |
|
| 4.875%, 10/09/2026 |
|
|
2,032 |
|
|
|
1,987 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| 4.750%, 01/26/2026 |
|
$ |
4,362 |
|
|
$ |
4,289 |
|
| 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 |
|
|
871 |
|
|
|
945 |
|
| Yapi ve Kredi Bankasi MTN |
|
|
|
|
|
|
|
|
| 5.850%, 06/21/2024 (A)(C) |
|
|
429 |
|
|
|
441 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
32,077 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Uganda — 0.2% |
|
|
|
|
|
|
|
|
| Republic of Uganda Government Bonds |
|
|
|
|
|
|
|
|
| 17.000%, 04/03/2031 |
|
UGX |
8,240,600 |
|
|
|
2,707 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Ukraine — 2.4% |
|
|
|
|
|
|
|
|
| NAK Naftogaz Ukraine via Kondor Finance |
|
|
|
|
|
|
|
|
| 7.625%, 11/08/2026 (A) |
|
$ |
990 |
|
|
|
1,023 |
|
| 7.125%, 07/19/2024 |
|
EUR |
720 |
|
|
|
886 |
|
| State Agency of Roads of Ukraine |
|
|
|
|
|
|
|
|
| 6.250%, 06/24/2028 |
|
$ |
2,409 |
|
|
|
2,406 |
|
| Ukraine Government International Bond |
|
|
|
|
|
|
|
|
| 17.000%, 05/11/2022 |
|
UAH |
71,848 |
|
|
|
2,763 |
|
| 16.000%, 08/11/2021 |
|
|
148,624 |
|
|
|
5,489 |
|
| 15.840%, 02/26/2025 |
|
|
66,553 |
|
|
|
2,656 |
|
| 9.750%, 11/01/2028 (A) |
|
$ |
375 |
|
|
|
447 |
|
| 9.750%, 11/01/2028 |
|
|
1,111 |
|
|
|
1,323 |
|
| 8.994%, 02/01/2024 |
|
|
827 |
|
|
|
916 |
|
| 7.750%, 09/01/2024 (A) |
|
|
131 |
|
|
|
143 |
|
| 7.750%, 09/01/2025 (A) |
|
|
2,103 |
|
|
|
2,302 |
|
| 7.750%, 09/01/2026 (A) |
|
|
169 |
|
|
|
186 |
|
| 7.750%, 09/01/2026 |
|
|
1,653 |
|
|
|
1,824 |
|
| 7.750%, 09/01/2027 |
|
|
2,152 |
|
|
|
2,367 |
|
| 7.750%, 09/01/2027 (A) |
|
|
223 |
|
|
|
245 |
|
| 7.375%, 09/25/2032 |
|
|
4,101 |
|
|
|
4,310 |
|
| 7.253%, 03/15/2033 |
|
|
743 |
|
|
|
774 |
|
| 7.253%, 03/15/2033 (A) |
|
|
297 |
|
|
|
309 |
|
| 6.876%, 05/21/2029 |
|
|
1,725 |
|
|
|
1,790 |
|
| 6.750%, 06/20/2026 |
|
EUR |
1,299 |
|
|
|
1,680 |
|
| 3.000%, 05/31/2040 (A)(F) |
|
$ |
2,206 |
|
|
|
2,614 |
|
| 1.258%, 05/31/2040 (F) |
|
|
410 |
|
|
|
486 |
|
| Ukreximbank Via Biz Finance |
|
|
|
|
|
|
|
|
| 9.750%, 01/22/2025 |
|
|
272 |
|
|
|
291 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
37,230 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| United Arab Emirates — 1.4% |
|
|
|
|
|
|
|
|
| Abu Dhabi Crude Oil Pipeline |
|
|
|
|
|
|
|
|
| 4.600%, 11/02/2047 (A) |
|
|
3,268 |
|
|
|
3,852 |
|
| 4.600%, 11/02/2047 |
|
|
330 |
|
|
|
389 |
|
| 3.650%, 11/02/2029 (A) |
|
|
207 |
|
|
|
230 |
|
| Abu Dhabi Government International Bond |
|
|
|
|
|
|
|
|
| 4.125%, 10/11/2047 (A) |
|
|
824 |
|
|
|
982 |
|
|
|
|
| 14 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
|
|
|
| Abu Dhabi Government International Bond MTN |
|
|
|
|
|
|
|
|
| 3.875%, 04/16/2050 |
|
$ |
260 |
|
|
$ |
299 |
|
| 1.625%, 06/02/2028 (A) |
|
|
2,338 |
|
|
|
2,329 |
|
| DAE Funding LLC |
|
|
|
|
|
|
|
|
| 3.375%, 03/20/2028 (A) |
|
|
550 |
|
|
|
562 |
|
| DP World MTN (A) |
|
|
|
|
|
|
|
|
| 6.850%, 07/02/2037 |
|
|
210 |
|
|
|
284 |
|
| 5.625%, 09/25/2048 |
|
|
439 |
|
|
|
548 |
|
| 4.700%, 09/30/2049 |
|
|
134 |
|
|
|
148 |
|
| DP World Crescent MTN |
|
|
|
|
|
|
|
|
| 4.848%, 09/26/2028 |
|
|
475 |
|
|
|
546 |
|
| DP World Salaam |
|
|
|
|
|
|
|
|
| 6.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+5.750% (G) |
|
|
877 |
|
|
|
964 |
|
| Emirate of Dubai Government International Bonds MTN |
|
|
|
|
|
|
|
|
| 5.250%, 01/30/2043 |
|
|
490 |
|
|
|
552 |
|
| Finance Department Government of Sharjah MTN |
|
|
|
|
|
|
|
|
| 4.000%, 07/28/2050 (A) |
|
|
1,627 |
|
|
|
1,491 |
|
| Galaxy Pipeline Assets Bidco |
|
|
|
|
|
|
|
|
| 2.940%, 09/30/2040 (A) |
|
|
593 |
|
|
|
589 |
|
| 2.940%, 09/30/2040 |
|
|
3,622 |
|
|
|
3,595 |
|
| 2.625%, 03/31/2036 (A) |
|
|
580 |
|
|
|
569 |
|
| 2.625%, 03/31/2036 |
|
|
261 |
|
|
|
256 |
|
| 2.160%, 03/31/2034 |
|
|
1,286 |
|
|
|
1,262 |
|
| MDC-GMTN BV MTN |
|
|
|
|
|
|
|
|
| 4.500%, 11/07/2028 (A) |
|
|
1,105 |
|
|
|
1,286 |
|
| MDGH - GMTN BV MTN |
|
|
|
|
|
|
|
|
| 3.950%, 05/21/2050 |
|
|
200 |
|
|
|
228 |
|
| 3.700%, 11/07/2049 (A) |
|
|
711 |
|
|
|
776 |
|
| Sharjah Sukuk Program MTN |
|
|
|
|
|
|
|
|
| 3.854%, 04/03/2026 |
|
|
359 |
|
|
|
386 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
22,123 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| United Kingdom — 0.2% |
|
|
|
|
|
|
|
|
| Standard Chartered Bank MTN (A) |
|
|
|
|
|
|
|
|
| 8.375%, 10/18/2039 |
|
IDR |
20,797,000 |
|
|
|
1,588 |
|
| 8.250%, 05/18/2029 |
|
|
14,336,000 |
|
|
|
1,101 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,689 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| United States — 0.5% |
|
|
|
|
|
|
|
|
| JPMorgan Chase Bank MTN (A) |
|
|
|
|
|
|
|
|
| 7.500%, 06/15/2035 |
|
|
41,500,000 |
|
|
|
2,955 |
|
| 7.000%, 09/18/2030 (F) |
|
|
57,637,000 |
|
|
|
4,105 |
|
| Sagicor Financial |
|
|
|
|
|
|
|
|
| 5.300%, 05/13/2028 (A) |
|
$ |
520 |
|
|
|
538 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,598 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Uruguay — 0.7% |
|
|
|
|
|
|
|
|
| Republic of Uruguay |
|
|
|
|
|
|
|
|
| 4.375%, 12/15/2028 |
|
UYU |
9,530 |
|
|
|
259 |
|
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Face Amount
(Thousands) |
|
Market Value
($ Thousands) |
|
|
| GLOBAL BONDS (continued) |
|
|
|
|
|
| Uruguay Government International Bond |
|
|
|
|
|
|
|
|
| 9.875%, 06/20/2022 |
|
UYU |
53,504 |
|
|
$ |
1,262 |
|
| 4.975%, 04/20/2055 |
|
$ |
661 |
|
|
|
852 |
|
| 4.375%, 10/27/2027 |
|
|
2,310 |
|
|
|
2,653 |
|
| 4.375%, 01/23/2031 (C) |
|
|
5,111 |
|
|
|
5,947 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,973 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Uzbekistan — 0.1% |
|
|
|
|
|
|
|
|
| Republic of Uzbekistan Bond MTN |
|
|
|
|
|
|
|
|
| 5.375%, 02/20/2029 |
|
|
833 |
|
|
|
931 |
|
| 3.700%, 11/25/2030 (A) |
|
|
524 |
|
|
|
521 |
|
| Uzauto Motors AJ |
|
|
|
|
|
|
|
|
| 4.850%, 05/04/2026 (A) |
|
|
727 |
|
|
|
731 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,183 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Venezuela — 0.2% |
|
|
|
|
|
|
|
|
| Petroleos de Venezuela |
|
|
|
|
|
|
|
|
| 9.750%, 05/17/2035 (D) |
|
|
1,000 |
|
|
|
42 |
|
| 9.000%, 11/17/2021 (C)(D) |
|
|
4,300 |
|
|
|
185 |
|
| 6.000%, 05/16/2024 (D) |
|
|
10,192 |
|
|
|
433 |
|
| 6.000%, 05/16/2024 (D) |
|
|
7,785 |
|
|
|
331 |
|
| 6.000%, 11/15/2026 (D) |
|
|
13,215 |
|
|
|
562 |
|
| 5.500%, 04/12/2037 (D) |
|
|
1,740 |
|
|
|
74 |
|
| 5.375%, 04/12/2027 (D) |
|
|
4,563 |
|
|
|
194 |
|
| Venezuela Government International Bond |
|
|
|
|
|
|
|
|
| 9.250%, 09/15/2027 (D) |
|
|
2,300 |
|
|
|
239 |
|
| 9.250%, 05/07/2028 (D) |
|
|
2,941 |
|
|
|
301 |
|
| 8.250%, 10/13/2024 (D) |
|
|
3,304 |
|
|
|
340 |
|
| 7.750%, 10/13/2019 (D) |
|
|
3,976 |
|
|
|
408 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,109 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Vietnam — 0.1% |
|
|
|
|
|
|
|
|
| Mong Duong Finance Holdings BV |
|
|
|
|
|
|
|
|
| 5.125%, 05/07/2029 (A) |
|
|
1,111 |
|
|
|
1,114 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Zambia — 0.3% |
|
|
|
|
|
|
|
|
| First Quantum Minerals (A) |
|
|
|
|
|
|
|
|
| 7.500%, 04/01/2025 |
|
|
404 |
|
|
|
419 |
|
| 6.875%, 03/01/2026 |
|
|
403 |
|
|
|
422 |
|
| 6.875%, 10/15/2027 |
|
|
529 |
|
|
|
577 |
|
| Zambia Government Bond |
|
|
|
|
|
|
|
|
| 13.000%, 01/25/2031 |
|
ZMW |
30,744 |
|
|
|
584 |
|
| Zambia Government International Bond |
|
|
|
|
|
|
|
|
| 8.970%, 07/30/2027 (A) |
|
$ |
957 |
|
|
|
600 |
|
| 8.970%, 07/30/2027 (D) |
|
|
625 |
|
|
|
392 |
|
| 5.375%, 09/20/2022 (C)(D) |
|
|
3,226 |
|
|
|
2,023 |
|
| 5.375%, 09/20/2022 (A)(D) |
|
|
299 |
|
|
|
188 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,205 |
|
|
|
|
|
|
|
|
|
|
| Total Global Bonds
(Cost $1,480,065) ($ Thousands) |
|
|
|
1,471,873 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
|
15 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
| |
|
|
| Description |
|
Shares |
|
Market Value
($ Thousands) |
|
|
| AFFILIATED PARTNERSHIP — 1.6% |
|
|
|
|
|
| SEI Liquidity Fund, L.P. |
|
|
|
|
|
|
|
|
| 0.030%
**†(H) |
|
|
25,120,248 |
|
|
$ |
25,125 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Affiliated Partnership
(Cost $25,123) ($ Thousands) |
|
|
|
25,125 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Investments in Securities — 96.3%
(Cost $1,505,188)
($ Thousands) |
|
|
$ |
1,496,998 |
|
|
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund
at June 30, 2021, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Type of Contract |
|
Number of
Contracts |
|
Expiration
Date |
|
|
Notional Amount
(Thousands) |
|
Value
(Thousands) |
|
Unrealized Appreciation/
(Depreciation) (Thousands) |
| Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| R2040 Bond Future |
|
|
229 |
|
|
|
Aug-2021 |
|
|
$ |
1,489 |
|
|
$ |
1,404 |
|
|
$ |
(2 |
) |
| R213 Bond Future |
|
|
837 |
|
|
|
Aug-2021 |
|
|
|
5,519 |
|
|
|
5,194 |
|
|
|
(22 |
) |
| U.S. 2-Year Treasury Note |
|
|
16 |
|
|
|
Oct-2021 |
|
|
|
3,531 |
|
|
|
3,525 |
|
|
|
(6 |
) |
| U.S. 5-Year Treasury Note |
|
|
45 |
|
|
|
Oct-2021 |
|
|
|
5,563 |
|
|
|
5,554 |
|
|
|
(9 |
) |
| U.S. 10-Year Treasury Note |
|
|
117 |
|
|
|
Sep-2021 |
|
|
|
15,430 |
|
|
|
15,503 |
|
|
|
73 |
|
| U.S. Ultra Long Treasury Bond |
|
|
52 |
|
|
|
Sep-2021 |
|
|
|
9,587 |
|
|
|
10,020 |
|
|
|
433 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
41,119 |
|
|
|
41,200 |
|
|
|
467 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 90-Day Euro$ |
|
|
(51 |
) |
|
|
Dec-2023 |
|
|
$ |
(12,619 |
) |
|
$ |
(12,607 |
) |
|
$ |
13 |
|
| Euro-Bob |
|
|
(35 |
) |
|
|
Sep-2021 |
|
|
|
(5,740 |
) |
|
|
(5,568 |
) |
|
|
(7 |
) |
| Euro-Bund |
|
|
(106 |
) |
|
|
Sep-2021 |
|
|
|
(22,245 |
) |
|
|
(21,698 |
) |
|
|
(158 |
) |
| Euro-Buxl |
|
|
(37 |
) |
|
|
Sep-2021 |
|
|
|
(9,047 |
) |
|
|
(8,918 |
) |
|
|
(157 |
) |
| Korea 10-Year Bond |
|
|
(29 |
) |
|
|
Sep-2021 |
|
|
|
(3,271 |
) |
|
|
(3,239 |
) |
|
|
1 |
|
| U.S. Long Treasury Bond |
|
|
(9 |
) |
|
|
Sep-2021 |
|
|
|
(1,409 |
) |
|
|
(1,447 |
) |
|
|
(38 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(54,331 |
) |
|
|
(53,477 |
) |
|
|
(346 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(13,212 |
) |
|
$ |
(12,277 |
) |
|
$ |
121 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open forward foreign currency contracts held by the Fund at June 30, 2021, is as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Counterparty |
|
Settlement Date |
|
|
|
|
|
Currency to Deliver
(Thousands) |
|
|
|
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized
Appreciation
(Depreciation)
(Thousands) |
| Barclays PLC |
|
|
07/06/21 |
|
|
|
USD |
|
|
|
1,047 |
|
|
|
EUR |
|
|
|
880 |
|
|
$ |
(3 |
) |
| Barclays PLC |
|
|
07/06/21 |
|
|
|
EUR |
|
|
|
2,093 |
|
|
|
PLN |
|
|
|
9,520 |
|
|
|
19 |
|
| Barclays PLC |
|
|
09/22/21 |
|
|
|
USD |
|
|
|
549 |
|
|
|
TRY |
|
|
|
5,038 |
|
|
|
7 |
|
| Barclays PLC |
|
|
09/15/21 |
|
|
|
USD |
|
|
|
5,983 |
|
|
|
TRY |
|
|
|
53,505 |
|
|
|
(49 |
) |
| Barclays PLC |
|
|
09/15/21 |
|
|
|
USD |
|
|
|
9,094 |
|
|
|
MXN |
|
|
|
183,141 |
|
|
|
17 |
|
| Barclays PLC |
|
|
09/15/21 |
|
|
|
USD |
|
|
|
10,041 |
|
|
|
MXN |
|
|
|
200,103 |
|
|
|
(85 |
) |
| Barclays PLC |
|
|
09/15/21 |
|
|
|
MXN |
|
|
|
24,353 |
|
|
|
USD |
|
|
|
1,170 |
|
|
|
(42 |
) |
| Barclays PLC |
|
|
09/15/21 |
|
|
|
ZAR |
|
|
|
182,749 |
|
|
|
USD |
|
|
|
13,252 |
|
|
|
571 |
|
| Barclays PLC |
|
|
09/15/21 |
|
|
|
COP |
|
|
|
10,659,568 |
|
|
|
USD |
|
|
|
2,967 |
|
|
|
121 |
|
| Citigroup |
|
|
07/01/21 |
|
|
|
USD |
|
|
|
1,298 |
|
|
|
THB |
|
|
|
41,337 |
|
|
|
(9 |
) |
| Citigroup |
|
|
07/01/21 - 09/15/21 |
|
|
|
THB |
|
|
|
327,946 |
|
|
|
USD |
|
|
|
10,496 |
|
|
|
265 |
|
| Citigroup |
|
|
07/02/21 |
|
|
|
CNY |
|
|
|
8,462 |
|
|
|
USD |
|
|
|
1,327 |
|
|
|
17 |
|
| Citigroup |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
10,367 |
|
|
|
BRL |
|
|
|
55,956 |
|
|
|
784 |
|
| Citigroup |
|
|
08/03/21 |
|
|
|
USD |
|
|
|
8,567 |
|
|
|
BRL |
|
|
|
42,187 |
|
|
|
(186 |
) |
| Citigroup |
|
|
07/06/21 |
|
|
|
USD |
|
|
|
1,291 |
|
|
|
ZAR |
|
|
|
18,839 |
|
|
|
28 |
|
| Citigroup |
|
|
07/06/21 - 09/15/21 |
|
|
|
USD |
|
|
|
3,604 |
|
|
|
ZAR |
|
|
|
50,184 |
|
|
|
(112 |
) |
| Citigroup |
|
|
07/06/21 - 09/15/21 |
|
|
|
EUR |
|
|
|
5,265 |
|
|
|
USD |
|
|
|
6,297 |
|
|
|
47 |
|
| Citigroup |
|
|
07/06/21 |
|
|
|
ZAR |
|
|
|
5,429 |
|
|
|
USD |
|
|
|
394 |
|
|
|
14 |
|
|
|
|
| 16 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Counterparty |
|
Settlement Date |
|
|
|
|
|
Currency to Deliver
(Thousands) |
|
|
|
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized
Appreciation
(Depreciation)
(Thousands) |
| Citigroup |
|
|
07/06/21 |
|
|
|
EUR |
|
|
|
5,540 |
|
|
|
PLN |
|
|
|
25,277 |
|
|
$ |
70 |
|
| Citigroup |
|
|
07/06/21 - 07/07/21 |
|
|
|
EUR |
|
|
|
2,435 |
|
|
|
PLN |
|
|
|
10,879 |
|
|
|
(29 |
) |
| Citigroup |
|
|
07/07/21 |
|
|
|
PLN |
|
|
|
9,945 |
|
|
|
EUR |
|
|
|
2,206 |
|
|
|
4 |
|
| Citigroup |
|
|
07/06/21 |
|
|
|
PLN |
|
|
|
10,163 |
|
|
|
EUR |
|
|
|
2,220 |
|
|
|
(37 |
) |
| Citigroup |
|
|
07/09/21 |
|
|
|
USD |
|
|
|
1,206 |
|
|
|
TWD |
|
|
|
33,279 |
|
|
|
(11 |
) |
| Citigroup |
|
|
07/09/21 |
|
|
|
USD |
|
|
|
1,074 |
|
|
|
INR |
|
|
|
80,938 |
|
|
|
14 |
|
| Citigroup |
|
|
09/16/21 |
|
|
|
USD |
|
|
|
2,665 |
|
|
|
INR |
|
|
|
197,196 |
|
|
|
(36 |
) |
| Citigroup |
|
|
07/09/21 |
|
|
|
USD |
|
|
|
3,860 |
|
|
|
CNY |
|
|
|
25,427 |
|
|
|
74 |
|
| Citigroup |
|
|
09/15/21 |
|
|
|
USD |
|
|
|
4,234 |
|
|
|
CNY |
|
|
|
27,201 |
|
|
|
(44 |
) |
| Citigroup |
|
|
07/09/21 |
|
|
|
INR |
|
|
|
93,538 |
|
|
|
USD |
|
|
|
1,229 |
|
|
|
(28 |
) |
| Citigroup |
|
|
07/12/21 |
|
|
|
USD |
|
|
|
2,498 |
|
|
|
SGD |
|
|
|
3,306 |
|
|
|
(38 |
) |
| Citigroup |
|
|
07/12/21 |
|
|
|
SGD |
|
|
|
3,313 |
|
|
|
USD |
|
|
|
2,475 |
|
|
|
10 |
|
| Citigroup |
|
|
07/15/21 - 10/27/21 |
|
|
|
EGP |
|
|
|
94,184 |
|
|
|
USD |
|
|
|
5,817 |
|
|
|
(88 |
) |
| Citigroup |
|
|
07/16/21 |
|
|
|
USD |
|
|
|
1,249 |
|
|
|
KRW |
|
|
|
1,394,031 |
|
|
|
(13 |
) |
| Citigroup |
|
|
07/16/21 - 09/15/21 |
|
|
|
USD |
|
|
|
6,208 |
|
|
|
PEN |
|
|
|
24,163 |
|
|
|
122 |
|
| Citigroup |
|
|
07/16/21 |
|
|
|
RUB |
|
|
|
308,649 |
|
|
|
USD |
|
|
|
4,222 |
|
|
|
5 |
|
| Citigroup |
|
|
07/16/21 |
|
|
|
RUB |
|
|
|
55,740 |
|
|
|
USD |
|
|
|
733 |
|
|
|
(28 |
) |
| Citigroup |
|
|
07/19/21 |
|
|
|
KRW |
|
|
|
267,859 |
|
|
|
USD |
|
|
|
239 |
|
|
|
2 |
|
| Citigroup |
|
|
07/23/21 |
|
|
|
MXN |
|
|
|
49,742 |
|
|
|
USD |
|
|
|
2,520 |
|
|
|
28 |
|
| Citigroup |
|
|
07/26/21 - 09/15/21 |
|
|
|
USD |
|
|
|
3,099 |
|
|
|
PHP |
|
|
|
150,951 |
|
|
|
(15 |
) |
| Citigroup |
|
|
07/26/21 |
|
|
|
TWD |
|
|
|
36,167 |
|
|
|
USD |
|
|
|
1,299 |
|
|
|
— |
|
| Citigroup |
|
|
08/03/21 |
|
|
|
BRL |
|
|
|
5,732 |
|
|
|
USD |
|
|
|
1,156 |
|
|
|
17 |
|
| Citigroup |
|
|
08/19/21 |
|
|
|
IDR |
|
|
|
19,214,897 |
|
|
|
USD |
|
|
|
1,330 |
|
|
|
14 |
|
| Citigroup |
|
|
08/24/21 |
|
|
|
USD |
|
|
|
1,325 |
|
|
|
VND |
|
|
|
30,595,162 |
|
|
|
2 |
|
| Citigroup |
|
|
09/15/21 |
|
|
|
EUR |
|
|
|
1,497 |
|
|
|
HUF |
|
|
|
531,881 |
|
|
|
17 |
|
| Citigroup |
|
|
09/15/21 |
|
|
|
USD |
|
|
|
4,389 |
|
|
|
HUF |
|
|
|
1,250,527 |
|
|
|
(168 |
) |
| Citigroup |
|
|
09/15/21 |
|
|
|
USD |
|
|
|
6,069 |
|
|
|
CZK |
|
|
|
126,438 |
|
|
|
(191 |
) |
| Citigroup |
|
|
09/27/21 |
|
|
|
USD |
|
|
|
2,573 |
|
|
|
CLP |
|
|
|
1,894,277 |
|
|
|
24 |
|
| Citigroup |
|
|
09/15/21 |
|
|
|
USD |
|
|
|
6,294 |
|
|
|
CLP |
|
|
|
4,525,844 |
|
|
|
(89 |
) |
| Citigroup |
|
|
09/15/21 |
|
|
|
USD |
|
|
|
10,088 |
|
|
|
PLN |
|
|
|
37,032 |
|
|
|
(356 |
) |
| Citigroup |
|
|
09/15/21 |
|
|
|
PEN |
|
|
|
13,401 |
|
|
|
USD |
|
|
|
3,495 |
|
|
|
(17 |
) |
| Citigroup |
|
|
09/15/21 - 09/27/21 |
|
|
|
USD |
|
|
|
3,885 |
|
|
|
MXN |
|
|
|
79,195 |
|
|
|
51 |
|
| Citigroup |
|
|
09/15/21 |
|
|
|
USD |
|
|
|
10,322 |
|
|
|
MXN |
|
|
|
205,316 |
|
|
|
(107 |
) |
| Citigroup |
|
|
09/15/21 |
|
|
|
HUF |
|
|
|
775,838 |
|
|
|
EUR |
|
|
|
2,217 |
|
|
|
15 |
|
| Citigroup |
|
|
09/15/21 |
|
|
|
CLP |
|
|
|
431,852 |
|
|
|
USD |
|
|
|
600 |
|
|
|
8 |
|
| Citigroup |
|
|
09/15/21 |
|
|
|
CLP |
|
|
|
426,713 |
|
|
|
USD |
|
|
|
580 |
|
|
|
(5 |
) |
| Citigroup |
|
|
09/15/21 |
|
|
|
COP |
|
|
|
22,872,835 |
|
|
|
USD |
|
|
|
6,049 |
|
|
|
(56 |
) |
| Citigroup |
|
|
10/06/21 |
|
|
|
EUR |
|
|
|
580 |
|
|
|
RON |
|
|
|
2,891 |
|
|
|
5 |
|
| Citigroup |
|
|
06/30/22 |
|
|
|
EUR |
|
|
|
348 |
|
|
|
RON |
|
|
|
1,762 |
|
|
|
— |
|
| Goldman Sachs |
|
|
09/29/21 |
|
|
|
USD |
|
|
|
231 |
|
|
|
THB |
|
|
|
7,442 |
|
|
|
1 |
|
| Goldman Sachs |
|
|
07/01/21 |
|
|
|
USD |
|
|
|
657 |
|
|
|
THB |
|
|
|
20,530 |
|
|
|
(17 |
) |
| Goldman Sachs |
|
|
07/02/21 |
|
|
|
USD |
|
|
|
930 |
|
|
|
BRL |
|
|
|
4,915 |
|
|
|
49 |
|
| Goldman Sachs |
|
|
08/03/21 - 09/02/21 |
|
|
|
BRL |
|
|
|
22,114 |
|
|
|
USD |
|
|
|
4,389 |
|
|
|
6 |
|
| Goldman Sachs |
|
|
07/02/21 - 09/02/21 |
|
|
|
BRL |
|
|
|
50,555 |
|
|
|
USD |
|
|
|
9,680 |
|
|
|
(346 |
) |
| Goldman Sachs |
|
|
07/06/21 |
|
|
|
EUR |
|
|
|
133 |
|
|
|
USD |
|
|
|
158 |
|
|
|
1 |
|
| Goldman Sachs |
|
|
07/06/21 |
|
|
|
USD |
|
|
|
3,646 |
|
|
|
ZAR |
|
|
|
50,384 |
|
|
|
(119 |
) |
| Goldman Sachs |
|
|
07/06/21 - 09/15/21 |
|
|
|
EUR |
|
|
|
13,920 |
|
|
|
PLN |
|
|
|
63,253 |
|
|
|
100 |
|
| Goldman Sachs |
|
|
07/06/21 - 09/30/21 |
|
|
|
EUR |
|
|
|
4,221 |
|
|
|
PLN |
|
|
|
18,883 |
|
|
|
(51 |
) |
| Goldman Sachs |
|
|
07/06/21 - 09/15/21 |
|
|
|
PLN |
|
|
|
22,510 |
|
|
|
EUR |
|
|
|
4,925 |
|
|
|
(71 |
) |
| Goldman Sachs |
|
|
07/06/21 |
|
|
|
ZAR |
|
|
|
19,224 |
|
|
|
USD |
|
|
|
1,365 |
|
|
|
20 |
|
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
|
17 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Counterparty |
|
Settlement Date |
|
|
|
|
|
Currency to Deliver
(Thousands) |
|
|
|
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized
Appreciation
(Depreciation)
(Thousands) |
| Goldman Sachs |
|
|
09/15/21 - 10/01/21 |
|
|
|
ZAR |
|
|
|
36,106 |
|
|
|
USD |
|
|
|
2,497 |
|
|
$ |
(6 |
) |
| Goldman Sachs |
|
|
07/14/21 - 09/24/21 |
|
|
|
USD |
|
|
|
1,965 |
|
|
|
KZT |
|
|
|
852,398 |
|
|
|
17 |
|
| Goldman Sachs |
|
|
07/15/21 |
|
|
|
EGP |
|
|
|
17,162 |
|
|
|
USD |
|
|
|
1,045 |
|
|
|
(46 |
) |
| Goldman Sachs |
|
|
09/15/21 |
|
|
|
USD |
|
|
|
995 |
|
|
|
PEN |
|
|
|
3,921 |
|
|
|
32 |
|
| Goldman Sachs |
|
|
07/16/21 |
|
|
|
USD |
|
|
|
1,256 |
|
|
|
PEN |
|
|
|
4,739 |
|
|
|
(17 |
) |
| Goldman Sachs |
|
|
07/16/21 |
|
|
|
USD |
|
|
|
1,343 |
|
|
|
RUB |
|
|
|
102,503 |
|
|
|
58 |
|
| Goldman Sachs |
|
|
09/15/21 |
|
|
|
USD |
|
|
|
8,316 |
|
|
|
RUB |
|
|
|
606,474 |
|
|
|
(102 |
) |
| Goldman Sachs |
|
|
07/23/21 - 09/15/21 |
|
|
|
USD |
|
|
|
3,423 |
|
|
|
MXN |
|
|
|
69,422 |
|
|
|
48 |
|
| Goldman Sachs |
|
|
09/15/21 |
|
|
|
USD |
|
|
|
1,842 |
|
|
|
MXN |
|
|
|
36,856 |
|
|
|
(8 |
) |
| Goldman Sachs |
|
|
08/18/21 - 12/16/21 |
|
|
|
USD |
|
|
|
3,055 |
|
|
|
UAH |
|
|
|
86,557 |
|
|
|
26 |
|
| Goldman Sachs |
|
|
09/10/21 |
|
|
|
ILS |
|
|
|
2,613 |
|
|
|
USD |
|
|
|
804 |
|
|
|
2 |
|
| Goldman Sachs |
|
|
09/15/21 |
|
|
|
EUR |
|
|
|
899 |
|
|
|
HUF |
|
|
|
314,162 |
|
|
|
(7 |
) |
| Goldman Sachs |
|
|
09/15/21 |
|
|
|
USD |
|
|
|
6,998 |
|
|
|
CLP |
|
|
|
5,027,788 |
|
|
|
(105 |
) |
| Goldman Sachs |
|
|
09/15/21 |
|
|
|
USD |
|
|
|
9,677 |
|
|
|
TWD |
|
|
|
265,264 |
|
|
|
(106 |
) |
| Goldman Sachs |
|
|
09/15/21 |
|
|
|
USD |
|
|
|
2,006 |
|
|
|
PLN |
|
|
|
7,637 |
|
|
|
1 |
|
| Goldman Sachs |
|
|
09/15/21 |
|
|
|
USD |
|
|
|
8,864 |
|
|
|
PLN |
|
|
|
32,600 |
|
|
|
(296 |
) |
| Goldman Sachs |
|
|
09/15/21 |
|
|
|
MXN |
|
|
|
13,161 |
|
|
|
USD |
|
|
|
655 |
|
|
|
— |
|
| Goldman Sachs |
|
|
09/15/21 |
|
|
|
CZK |
|
|
|
42,345 |
|
|
|
EUR |
|
|
|
1,663 |
|
|
|
7 |
|
| Goldman Sachs |
|
|
09/15/21 |
|
|
|
CLP |
|
|
|
1,258,112 |
|
|
|
USD |
|
|
|
1,740 |
|
|
|
15 |
|
| Goldman Sachs |
|
|
09/15/21 |
|
|
|
CLP |
|
|
|
348,854 |
|
|
|
USD |
|
|
|
473 |
|
|
|
(6 |
) |
| Goldman Sachs |
|
|
10/06/21 |
|
|
|
EUR |
|
|
|
2,111 |
|
|
|
RON |
|
|
|
10,507 |
|
|
|
13 |
|
| JPMorgan Chase Bank |
|
|
07/01/21 |
|
|
|
THB |
|
|
|
34,263 |
|
|
|
USD |
|
|
|
1,100 |
|
|
|
31 |
|
| JPMorgan Chase Bank |
|
|
07/02/21 - 09/27/21 |
|
|
|
USD |
|
|
|
6,317 |
|
|
|
CNY |
|
|
|
41,115 |
|
|
|
16 |
|
| JPMorgan Chase Bank |
|
|
07/09/21 |
|
|
|
USD |
|
|
|
524 |
|
|
|
CNY |
|
|
|
3,347 |
|
|
|
(6 |
) |
| JPMorgan Chase Bank |
|
|
07/02/21 |
|
|
|
BRL |
|
|
|
9,840 |
|
|
|
USD |
|
|
|
1,928 |
|
|
|
(33 |
) |
| JPMorgan Chase Bank |
|
|
07/02/21 - 08/05/21 |
|
|
|
IDR |
|
|
|
284,459,497 |
|
|
|
USD |
|
|
|
19,788 |
|
|
|
245 |
|
| JPMorgan Chase Bank |
|
|
07/06/21 |
|
|
|
EUR |
|
|
|
412 |
|
|
|
PLN |
|
|
|
1,871 |
|
|
|
3 |
|
| JPMorgan Chase Bank |
|
|
07/06/21 - 07/26/21 |
|
|
|
USD |
|
|
|
460 |
|
|
|
IDR |
|
|
|
6,652,431 |
|
|
|
(1 |
) |
| JPMorgan Chase Bank |
|
|
07/19/21 - 08/16/21 |
|
|
|
USD |
|
|
|
5,521 |
|
|
|
ZAR |
|
|
|
80,046 |
|
|
|
56 |
|
| JPMorgan Chase Bank |
|
|
07/06/21 - 08/16/21 |
|
|
|
USD |
|
|
|
701 |
|
|
|
ZAR |
|
|
|
9,753 |
|
|
|
(18 |
) |
| JPMorgan Chase Bank |
|
|
07/06/21 - 09/30/21 |
|
|
|
EUR |
|
|
|
10,077 |
|
|
|
USD |
|
|
|
12,092 |
|
|
|
126 |
|
| JPMorgan Chase Bank |
|
|
07/06/21 - 10/06/21 |
|
|
|
USD |
|
|
|
14,331 |
|
|
|
EUR |
|
|
|
11,934 |
|
|
|
(170 |
) |
| JPMorgan Chase Bank |
|
|
07/06/21 - 08/16/21 |
|
|
|
ZAR |
|
|
|
50,770 |
|
|
|
USD |
|
|
|
3,587 |
|
|
|
36 |
|
| JPMorgan Chase Bank |
|
|
07/06/21 - 07/19/21 |
|
|
|
ZAR |
|
|
|
353,435 |
|
|
|
USD |
|
|
|
24,138 |
|
|
|
(572 |
) |
| JPMorgan Chase Bank |
|
|
07/07/21 |
|
|
|
PLN |
|
|
|
9,952 |
|
|
|
EUR |
|
|
|
2,205 |
|
|
|
1 |
|
| JPMorgan Chase Bank |
|
|
07/21/21 |
|
|
|
USD |
|
|
|
2,595 |
|
|
|
KRW |
|
|
|
2,930,432 |
|
|
|
2 |
|
| JPMorgan Chase Bank |
|
|
07/09/21 |
|
|
|
USD |
|
|
|
2,505 |
|
|
|
KRW |
|
|
|
2,783,176 |
|
|
|
(36 |
) |
| JPMorgan Chase Bank |
|
|
07/09/21 - 07/21/21 |
|
|
|
TWD |
|
|
|
72,473 |
|
|
|
USD |
|
|
|
2,614 |
|
|
|
12 |
|
| JPMorgan Chase Bank |
|
|
07/26/21 |
|
|
|
TWD |
|
|
|
36,167 |
|
|
|
USD |
|
|
|
1,298 |
|
|
|
(1 |
) |
| JPMorgan Chase Bank |
|
|
07/14/21 |
|
|
|
PEN |
|
|
|
7,744 |
|
|
|
USD |
|
|
|
2,045 |
|
|
|
21 |
|
| JPMorgan Chase Bank |
|
|
07/12/21 - 07/26/21 |
|
|
|
PEN |
|
|
|
3,204 |
|
|
|
USD |
|
|
|
828 |
|
|
|
(10 |
) |
| JPMorgan Chase Bank |
|
|
07/14/21 |
|
|
|
USD |
|
|
|
686 |
|
|
|
KZT |
|
|
|
295,404 |
|
|
|
5 |
|
| JPMorgan Chase Bank |
|
|
07/16/21 |
|
|
|
RUB |
|
|
|
127,906 |
|
|
|
USD |
|
|
|
1,741 |
|
|
|
(7 |
) |
| JPMorgan Chase Bank |
|
|
07/22/21 |
|
|
|
USD |
|
|
|
1,321 |
|
|
|
UAH |
|
|
|
38,652 |
|
|
|
86 |
|
| JPMorgan Chase Bank |
|
|
07/23/21 |
|
|
|
USD |
|
|
|
92 |
|
|
|
COP |
|
|
|
349,697 |
|
|
|
1 |
|
| JPMorgan Chase Bank |
|
|
07/23/21 - 09/15/21 |
|
|
|
COP |
|
|
|
40,563,145 |
|
|
|
USD |
|
|
|
11,169 |
|
|
|
333 |
|
| JPMorgan Chase Bank |
|
|
07/23/21 |
|
|
|
COP |
|
|
|
250,850 |
|
|
|
USD |
|
|
|
66 |
|
|
|
(1 |
) |
| JPMorgan Chase Bank |
|
|
07/26/21 |
|
|
|
USD |
|
|
|
1,438 |
|
|
|
TRY |
|
|
|
12,294 |
|
|
|
(40 |
) |
| JPMorgan Chase Bank |
|
|
07/26/21 |
|
|
|
SGD |
|
|
|
1,758 |
|
|
|
USD |
|
|
|
1,306 |
|
|
|
(2 |
) |
| JPMorgan Chase Bank |
|
|
08/19/21 |
|
|
|
IDR |
|
|
|
19,214,897 |
|
|
|
USD |
|
|
|
1,332 |
|
|
|
16 |
|
|
|
|
| 18 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Counterparty |
|
Settlement Date |
|
|
|
|
|
Currency to Deliver
(Thousands) |
|
|
|
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized
Appreciation
(Depreciation)
(Thousands) |
| JPMorgan Chase Bank |
|
|
07/27/21 |
|
|
|
IDR |
|
|
|
53,707,464 |
|
|
|
USD |
|
|
|
3,647 |
|
|
$ |
(40 |
) |
| JPMorgan Chase Bank |
|
|
08/04/21 - 09/03/21 |
|
|
|
USD |
|
|
|
3,565 |
|
|
|
MYR |
|
|
|
14,747 |
|
|
|
(13 |
) |
| JPMorgan Chase Bank |
|
|
08/17/21 |
|
|
|
USD |
|
|
|
161 |
|
|
|
MXN |
|
|
|
3,288 |
|
|
|
3 |
|
| JPMorgan Chase Bank |
|
|
08/17/21 |
|
|
|
PLN |
|
|
|
408 |
|
|
|
USD |
|
|
|
108 |
|
|
|
— |
|
| JPMorgan Chase Bank |
|
|
08/17/21 |
|
|
|
USD |
|
|
|
3,210 |
|
|
|
PLN |
|
|
|
12,157 |
|
|
|
(15 |
) |
| JPMorgan Chase Bank |
|
|
08/17/21 |
|
|
|
MXN |
|
|
|
4,192 |
|
|
|
USD |
|
|
|
208 |
|
|
|
(1 |
) |
| JPMorgan Chase Bank |
|
|
08/17/21 |
|
|
|
USD |
|
|
|
6,704 |
|
|
|
RON |
|
|
|
27,443 |
|
|
|
(104 |
) |
| JPMorgan Chase Bank |
|
|
08/23/21 |
|
|
|
USD |
|
|
|
3,411 |
|
|
|
BRL |
|
|
|
18,111 |
|
|
|
176 |
|
| JPMorgan Chase Bank |
|
|
09/13/21 |
|
|
|
USD |
|
|
|
116 |
|
|
|
BRL |
|
|
|
582 |
|
|
|
(1 |
) |
| JPMorgan Chase Bank |
|
|
08/23/21 |
|
|
|
USD |
|
|
|
10,305 |
|
|
|
KRW |
|
|
|
11,681,625 |
|
|
|
36 |
|
| JPMorgan Chase Bank |
|
|
08/23/21 |
|
|
|
USD |
|
|
|
540 |
|
|
|
KRW |
|
|
|
610,013 |
|
|
|
— |
|
| JPMorgan Chase Bank |
|
|
09/03/21 |
|
|
|
MYR |
|
|
|
4,390 |
|
|
|
USD |
|
|
|
1,060 |
|
|
|
2 |
|
| JPMorgan Chase Bank |
|
|
09/09/21 |
|
|
|
USD |
|
|
|
106 |
|
|
|
CNY |
|
|
|
692 |
|
|
|
1 |
|
| JPMorgan Chase Bank |
|
|
09/07/21 - 09/09/21 |
|
|
|
USD |
|
|
|
18,391 |
|
|
|
CNY |
|
|
|
118,286 |
|
|
|
(163 |
) |
| JPMorgan Chase Bank |
|
|
09/13/21 |
|
|
|
USD |
|
|
|
1,372 |
|
|
|
CLP |
|
|
|
985,039 |
|
|
|
(21 |
) |
| JPMorgan Chase Bank |
|
|
09/13/21 |
|
|
|
USD |
|
|
|
4,504 |
|
|
|
HUF |
|
|
|
1,283,476 |
|
|
|
(172 |
) |
| JPMorgan Chase Bank |
|
|
09/13/21 - 09/15/21 |
|
|
|
USD |
|
|
|
7,553 |
|
|
|
CZK |
|
|
|
156,997 |
|
|
|
(254 |
) |
| JPMorgan Chase Bank |
|
|
09/13/21 |
|
|
|
BRL |
|
|
|
1,081 |
|
|
|
USD |
|
|
|
217 |
|
|
|
4 |
|
| JPMorgan Chase Bank |
|
|
09/13/21 |
|
|
|
BRL |
|
|
|
23,246 |
|
|
|
USD |
|
|
|
4,549 |
|
|
|
(44 |
) |
| JPMorgan Chase Bank |
|
|
09/13/21 |
|
|
|
CLP |
|
|
|
985,039 |
|
|
|
USD |
|
|
|
1,340 |
|
|
|
(11 |
) |
| JPMorgan Chase Bank |
|
|
09/15/21 |
|
|
|
RON |
|
|
|
37,514 |
|
|
|
USD |
|
|
|
9,242 |
|
|
|
231 |
|
| JPMorgan Chase Bank |
|
|
09/20/21 |
|
|
|
USD |
|
|
|
511 |
|
|
|
PHP |
|
|
|
24,673 |
|
|
|
(9 |
) |
| JPMorgan Chase Bank |
|
|
09/20/21 |
|
|
|
USD |
|
|
|
1,633 |
|
|
|
THB |
|
|
|
50,939 |
|
|
|
(44 |
) |
| JPMorgan Chase Bank |
|
|
09/20/21 |
|
|
|
RUB |
|
|
|
224,886 |
|
|
|
USD |
|
|
|
3,082 |
|
|
|
39 |
|
| JPMorgan Chase Bank |
|
|
09/29/21 |
|
|
|
USD |
|
|
|
353 |
|
|
|
THB |
|
|
|
11,264 |
|
|
|
(2 |
) |
| JPMorgan Chase Bank |
|
|
09/30/21 |
|
|
|
JPY |
|
|
|
243,598 |
|
|
|
USD |
|
|
|
2,201 |
|
|
|
4 |
|
| JPMorgan Chase Bank |
|
|
10/06/21 - 06/30/22 |
|
|
|
EUR |
|
|
|
2,897 |
|
|
|
RON |
|
|
|
14,539 |
|
|
|
14 |
|
| Merrill Lynch |
|
|
09/15/21 |
|
|
|
USD |
|
|
|
9,241 |
|
|
|
RUB |
|
|
|
674,117 |
|
|
|
(111 |
) |
| Merrill Lynch |
|
|
09/15/21 |
|
|
|
USD |
|
|
|
22,381 |
|
|
|
PLN |
|
|
|
82,672 |
|
|
|
(653 |
) |
| Morgan Stanley |
|
|
07/06/21 |
|
|
|
EUR |
|
|
|
252 |
|
|
|
USD |
|
|
|
301 |
|
|
|
2 |
|
| Morgan Stanley |
|
|
07/06/21 |
|
|
|
USD |
|
|
|
3,330 |
|
|
|
EUR |
|
|
|
2,798 |
|
|
|
(11 |
) |
| Morgan Stanley |
|
|
07/06/21 |
|
|
|
PLN |
|
|
|
12,507 |
|
|
|
EUR |
|
|
|
2,764 |
|
|
|
(8 |
) |
| Morgan Stanley |
|
|
07/07/21 |
|
|
|
EUR |
|
|
|
1,931 |
|
|
|
PLN |
|
|
|
8,624 |
|
|
|
(25 |
) |
| Morgan Stanley |
|
|
07/23/21 |
|
|
|
USD |
|
|
|
1,241 |
|
|
|
BRL |
|
|
|
6,883 |
|
|
|
128 |
|
| Morgan Stanley |
|
|
09/10/21 |
|
|
|
PHP |
|
|
|
17,839 |
|
|
|
USD |
|
|
|
362 |
|
|
|
(2 |
) |
| Morgan Stanley |
|
|
09/15/21 |
|
|
|
EUR |
|
|
|
1,104 |
|
|
|
HUF |
|
|
|
392,934 |
|
|
|
15 |
|
| Morgan Stanley |
|
|
09/15/21 |
|
|
|
EUR |
|
|
|
2,793 |
|
|
|
CZK |
|
|
|
71,458 |
|
|
|
5 |
|
| Morgan Stanley |
|
|
09/15/21 |
|
|
|
HUF |
|
|
|
4,503 |
|
|
|
EUR |
|
|
|
13 |
|
|
|
— |
|
| Morgan Stanley |
|
|
09/15/21 |
|
|
|
CZK |
|
|
|
44,004 |
|
|
|
EUR |
|
|
|
1,730 |
|
|
|
9 |
|
| Morgan Stanley |
|
|
09/15/21 |
|
|
|
CZK |
|
|
|
6,428 |
|
|
|
EUR |
|
|
|
252 |
|
|
|
— |
|
| Morgan Stanley |
|
|
10/08/21 |
|
|
|
USD |
|
|
|
4 |
|
|
|
CNY |
|
|
|
28 |
|
|
|
— |
|
| Standard Bank |
|
|
07/06/21 - 09/15/21 |
|
|
|
USD |
|
|
|
4,876 |
|
|
|
EUR |
|
|
|
3,996 |
|
|
|
(136 |
) |
| Standard Bank |
|
|
07/15/21 |
|
|
|
EGP |
|
|
|
41,916 |
|
|
|
USD |
|
|
|
2,572 |
|
|
|
(92 |
) |
| Standard Bank |
|
|
07/26/21 |
|
|
|
SGD |
|
|
|
1,758 |
|
|
|
USD |
|
|
|
1,308 |
|
|
|
— |
|
| Standard Bank |
|
|
08/04/21 - 09/15/21 |
|
|
|
EUR |
|
|
|
19,049 |
|
|
|
USD |
|
|
|
23,011 |
|
|
|
402 |
|
| Standard Bank |
|
|
09/02/21 |
|
|
|
USD |
|
|
|
5,200 |
|
|
|
BRL |
|
|
|
28,025 |
|
|
|
345 |
|
| Standard Bank |
|
|
09/15/21 |
|
|
|
USD |
|
|
|
201 |
|
|
|
PEN |
|
|
|
782 |
|
|
|
4 |
|
| Standard Bank |
|
|
09/15/21 |
|
|
|
USD |
|
|
|
1,612 |
|
|
|
MXN |
|
|
|
33,240 |
|
|
|
42 |
|
| Standard Bank |
|
|
09/15/21 |
|
|
|
USD |
|
|
|
3,185 |
|
|
|
MYR |
|
|
|
13,157 |
|
|
|
(16 |
) |
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
|
19 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Counterparty |
|
Settlement Date |
|
|
|
|
Currency to Deliver
(Thousands) |
|
|
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized
Appreciation
(Depreciation)
(Thousands) |
| Standard Bank |
|
|
09/15/21 |
|
|
USD |
|
|
7,829 |
|
|
KRW |
|
|
8,729,559 |
|
|
$ |
(103 |
) |
| Standard Bank |
|
|
09/15/21 |
|
|
CLP |
|
|
436,447 |
|
|
USD |
|
|
589 |
|
|
|
(10 |
) |
| Standard Chartered |
|
|
07/01/21 |
|
|
USD |
|
|
395 |
|
|
THB |
|
|
12,297 |
|
|
|
(11 |
) |
| Standard Chartered |
|
|
07/15/21 |
|
|
USD |
|
|
4,549 |
|
|
MYR |
|
|
18,750 |
|
|
|
(34 |
) |
| Standard Chartered |
|
|
07/23/21 |
|
|
USD |
|
|
2,502 |
|
|
COP |
|
|
9,246,087 |
|
|
|
(27 |
) |
| Standard Chartered |
|
|
07/27/21 - 08/19/21 |
|
|
USD |
|
|
2,555 |
|
|
IDR |
|
|
36,797,693 |
|
|
|
(33 |
) |
| Standard Chartered |
|
|
08/19/21 |
|
|
IDR |
|
|
3,773,289 |
|
|
USD |
|
|
262 |
|
|
|
4 |
|
| Standard Chartered |
|
|
09/10/21 |
|
|
PHP |
|
|
11,540 |
|
|
USD |
|
|
239 |
|
|
|
4 |
|
| Standard Chartered |
|
|
09/15/21 |
|
|
USD |
|
|
1,617 |
|
|
CLP |
|
|
1,157,103 |
|
|
|
(31 |
) |
| State Street |
|
|
07/02/21 |
|
|
USD |
|
|
537 |
|
|
BRL |
|
|
2,934 |
|
|
|
48 |
|
| State Street |
|
|
07/06/21 |
|
|
USD |
|
|
546 |
|
|
ZAR |
|
|
7,612 |
|
|
|
(13 |
) |
| State Street |
|
|
07/06/21 - 09/27/21 |
|
|
USD |
|
|
3,036 |
|
|
EUR |
|
|
2,536 |
|
|
|
(24 |
) |
| State Street |
|
|
07/06/21 |
|
|
EUR |
|
|
12,318 |
|
|
USD |
|
|
15,019 |
|
|
|
410 |
|
| State Street |
|
|
07/09/21 |
|
|
USD |
|
|
247 |
|
|
CNY |
|
|
1,606 |
|
|
|
1 |
|
| State Street |
|
|
07/16/21 |
|
|
USD |
|
|
4,581 |
|
|
RUB |
|
|
354,739 |
|
|
|
266 |
|
| State Street |
|
|
07/23/21 |
|
|
COP |
|
|
9,246,087 |
|
|
USD |
|
|
2,575 |
|
|
|
100 |
|
| State Street |
|
|
09/15/21 |
|
|
USD |
|
|
621 |
|
|
MXN |
|
|
12,590 |
|
|
|
6 |
|
| State Street |
|
|
09/15/21 |
|
|
USD |
|
|
710 |
|
|
MXN |
|
|
14,238 |
|
|
|
(1 |
) |
| State Street |
|
|
09/15/21 |
|
|
MXN |
|
|
6,770 |
|
|
USD |
|
|
337 |
|
|
|
— |
|
| State Street |
|
|
09/27/21 |
|
|
USD |
|
|
2,494 |
|
|
KRW |
|
|
2,828,231 |
|
|
|
8 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(210 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of open OTC swap agreements held by the Fund at June 30, 2021, 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 |
|
|
3-MONTH MOSCOW PRIME
OFFERED RATE - RUB |
|
|
|
6.29% |
|
|
|
Annually |
|
|
|
12/14/2021 |
|
|
|
RUB |
|
|
|
535,000 |
|
|
$ |
224 |
|
|
$ |
– |
|
|
$ |
224 |
|
| JPMorgan Chase |
|
|
1-DAY-CLP-Sinacofi Chile
Interbank Rate Avg |
|
|
|
3.430% |
|
|
|
Semi-Annually |
|
|
|
05/10/2022 |
|
|
|
CLP |
|
|
|
420,527 |
|
|
|
15 |
|
|
|
– |
|
|
|
15 |
|
| Goldman Sachs |
|
|
28-DAY MXN - TIIE |
|
|
|
5.900% |
|
|
|
Monthly |
|
|
|
09/12/2022 |
|
|
|
MXN |
|
|
|
75,956 |
|
|
|
10 |
|
|
|
– |
|
|
|
10 |
|
| Goldman Sachs |
|
|
1-DAY BRL - CETIP |
|
|
|
11.985% |
|
|
|
Annually |
|
|
|
01/02/2023 |
|
|
|
BRL |
|
|
|
3,000 |
|
|
|
313 |
|
|
|
– |
|
|
|
313 |
|
| Goldman Sachs |
|
|
1-DAY BRL - CETIP |
|
|
|
10.04% |
|
|
|
Annually |
|
|
|
01/03/2023 |
|
|
|
BRL |
|
|
|
5,012 |
|
|
|
394 |
|
|
|
– |
|
|
|
394 |
|
| Goldman Sachs |
|
|
3-MONTH MOSCOW PRIME
OFFERED RATE - RUB |
|
|
|
7.072% |
|
|
|
Annually |
|
|
|
04/02/2023 |
|
|
|
RUB |
|
|
|
715,570 |
|
|
|
81 |
|
|
|
– |
|
|
|
81 |
|
| Goldman Sachs |
|
|
28-DAY MXN - TIIE |
|
|
|
6.355% |
|
|
|
Monthly |
|
|
|
05/21/2025 |
|
|
|
MXN |
|
|
|
23,145 |
|
|
|
(3 |
) |
|
|
– |
|
|
|
(3 |
) |
| Goldman Sachs |
|
|
28-DAY MXN - TIIE |
|
|
|
6.205% |
|
|
|
Monthly |
|
|
|
12/08/2025 |
|
|
|
MXN |
|
|
|
16,624 |
|
|
|
(10 |
) |
|
|
– |
|
|
|
(10 |
) |
| Goldman Sachs |
|
|
28-DAY MXN - TIIE |
|
|
|
6.165% |
|
|
|
Monthly |
|
|
|
03/05/2026 |
|
|
|
MXN |
|
|
|
47,200 |
|
|
|
(38 |
) |
|
|
– |
|
|
|
(38 |
) |
| JPMorgan Chase |
|
|
28-DAY MXN - TIIE |
|
|
|
6.13% |
|
|
|
Monthly |
|
|
|
06/18/2026 |
|
|
|
MXN |
|
|
|
40,000 |
|
|
|
(40 |
) |
|
|
– |
|
|
|
(40 |
) |
| Goldman Sachs |
|
|
28-DAY MXN - TIIE |
|
|
|
6.381% |
|
|
|
Monthly |
|
|
|
09/16/2026 |
|
|
|
MXN |
|
|
|
26,000 |
|
|
|
(14 |
) |
|
|
– |
|
|
|
(14 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
932 |
|
|
$ |
– |
|
|
$ |
932 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of open centrally cleared swap agreements held by the Fund at June 30, 2021, are 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) |
| 1.960% |
|
1-DAY-CLP -
Sinacofi
Chile
Interbank Rate Avg |
|
Semi-Annually |
|
12/12/2021 |
|
CLP |
|
|
2,569,905 |
|
|
$ |
(14 |
) |
|
$ |
– |
|
|
$ |
(14 |
) |
|
1-DAY-CLP-Sinacofi Chile
Interbank Rate Avg |
|
.36% |
|
Semi-Annually |
|
06/17/2025 |
|
CLP |
|
|
1,931,133 |
|
|
|
(183 |
) |
|
|
– |
|
|
|
(183 |
) |
|
|
|
| 20 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
Emerging Markets Debt Fund (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Fund Pays |
|
Fund Receives |
|
Payment
Frequency |
|
Termination Date |
|
Currency |
|
Notional
Amount
(Thousands) |
|
|
Value
(Thousands) |
|
Upfront
Payments/
Receipts
(Thousands) |
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
1-DAY-CLP - Sinacofi Chile
Interbank Rate Avg |
|
1.16% |
|
Semi-Annually |
|
06/23/2025 |
|
CLP |
|
|
2,335,691 |
|
|
$ |
(248 |
) |
|
$ |
– |
|
|
$ |
(248 |
) |
| 28-DAY MXN - TIIE |
|
4.85 FIXED |
|
Monthly |
|
07/25/2025 |
|
MXN |
|
|
6,144 |
|
|
|
(18 |
) |
|
|
– |
|
|
|
(18 |
) |
|
1-DAY-CLP - Sinacofi Chile
Interbank Rate Avg |
|
.6325% |
|
Semi-Annually |
|
01/12/2026 |
|
CLP |
|
|
597,888 |
|
|
|
(60 |
) |
|
|
– |
|
|
|
(60 |
) |
| 1.32% FIXED |
|
6-MONTH CZK -
PRIBOR |
|
Semi-Annually |
|
02/10/2026 |
|
CZK |
|
|
57,984 |
|
|
|
73 |
|
|
|
– |
|
|
|
73 |
|
| 0.995% |
|
6-MONTH THB -
BIBOR |
|
Semi-Annually |
|
03/01/2026 |
|
THB |
|
|
91,000 |
|
|
|
22 |
|
|
|
– |
|
|
|
22 |
|
| 1.1% |
|
6-MONTH THB -
BIBOR |
|
Semi-Annually |
|
03/10/2026 |
|
THB |
|
|
95,000 |
|
|
|
9 |
|
|
|
– |
|
|
|
9 |
|
|
1-DAY-CLP - Sinacofi Chile
Interbank Rate Avg |
|
.26% |
|
Semi-Annually |
|
03/16/2026 |
|
CLP |
|
|
1,623,158 |
|
|
|
(111 |
) |
|
|
– |
|
|
|
(111 |
) |
| 28-DAY MXN - TIIE |
|
.815% |
|
Monthly |
|
04/06/2026 |
|
MXN |
|
|
27,590 |
|
|
|
(43 |
) |
|
|
– |
|
|
|
(43 |
) |
|
1-DAY-CLP - Sinacofi Chile
Interbank Rate Avg |
|
.48% |
|
Semi-Annually |
|
04/12/2026 |
|
CLP |
|
|
746,301 |
|
|
|
(43 |
) |
|
|
– |
|
|
|
(43 |
) |
| 1.81% FIXED |
|
6-MONTH CZK -
PRIBOR |
|
Semi-Annually |
|
05/13/2026 |
|
CZK |
|
|
55,861 |
|
|
|
13 |
|
|
|
– |
|
|
|
13 |
|
| 2.78 % FIXED |
|
7-DAT CNY
FIXING REPO
RATES |
|
Quarterly |
|
07/01/2026 |
|
CNY |
|
|
18,000 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| 28-DAY MXN - TIIE |
|
7.72% |
|
Monthly |
|
12/03/2026 |
|
MXN |
|
|
8,000 |
|
|
|
20 |
|
|
|
– |
|
|
|
20 |
|
| 28-DAY MXN - TIIE |
|
7.51% |
|
Monthly |
|
04/20/2027 |
|
MXN |
|
|
8,110 |
|
|
|
17 |
|
|
|
– |
|
|
|
17 |
|
| 28-DAY MXN - TIIE |
|
.45% FIXED |
|
Monthly |
|
04/01/2025 |
|
MXN |
|
|
27,064 |
|
|
|
1 |
|
|
|
– |
|
|
|
1 |
|
| 5.915% |
|
1-DAY COP-
COLUMBIA IBR |
|
Quarterly |
|
05/15/2029 |
|
COP |
|
|
3,600,000 |
|
|
|
(18 |
) |
|
|
– |
|
|
|
(18 |
) |
| 6.9225% |
|
28-DAY MXN -
TIIE |
|
Monthly |
|
08/31/2029 |
|
MXN |
|
|
42,602 |
|
|
|
(6 |
) |
|
|
– |
|
|
|
(6 |
) |
| 6.82% |
|
28-DAY MXN -
TIIE |
|
Monthly |
|
09/10/2029 |
|
MXN |
|
|
33,993 |
|
|
|
7 |
|
|
|
– |
|
|
|
7 |
|
| 6-MONTH PLN - WIBOR |
|
1.75% |
|
Annually |
|
02/26/2030 |
|
PLN |
|
|
4,531 |
|
|
|
5 |
|
|
|
– |
|
|
|
5 |
|
| 1-DAY COP - COLUMBIA IBR |
|
5.47% |
|
Quarterly |
|
03/11/2030 |
|
COP |
|
|
879,919 |
|
|
|
4 |
|
|
|
– |
|
|
|
4 |
|
| .33% |
|
1-DAY-CLP -
Sinacofi Chile
Interbank Rate
Avg |
|
Semi-Annually |
|
06/05/2030 |
|
CLP |
|
|
830,041 |
|
|
|
86 |
|
|
|
– |
|
|
|
86 |
|
| .21% |
|
1-DAY COP-
COLUMBIA IBR |
|
Quarterly |
|
07/08/2030 |
|
COP |
|
|
266,911 |
|
|
|
(8 |
) |
|
|
– |
|
|
|
(8 |
) |
|
1-DAY-CLP - Sinacofi Chile
Interbank Rate Avg |
|
.145% |
|
Semi-Annually |
|
08/24/2030 |
|
CLP |
|
|
444,725 |
|
|
|
(98 |
) |
|
|
– |
|
|
|
(98 |
) |
| 6-MONTH CZK PRIBOR |
|
.395% |
|
Annually |
|
11/12/2030 |
|
CZK |
|
|
62,500 |
|
|
|
(58 |
) |
|
|
– |
|
|
|
(58 |
) |
| 6-MONTH CZK PRIBOR |
|
1.38% |
|
Annually |
|
11/13/2030 |
|
CZK |
|
|
62,479 |
|
|
|
(60 |
) |
|
|
– |
|
|
|
(60 |
) |
| 1.3965% |
|
3-MONTH KRW
- KWCDC |
|
Quarterly |
|
02/05/2031 |
|
KRW |
|
|
1,600,000 |
|
|
|
46 |
|
|
|
– |
|
|
|
46 |
|
| 1.495% FIXED |
|
3-MONTH KRW
- KWCDC |
|
Quarterly |
|
02/19/2031 |
|
KRW |
|
|
1,600,000 |
|
|
|
34 |
|
|
|
– |
|
|
|
34 |
|
| 4.88% |
|
1-DAY COP-
COLUMBIA IBR |
|
Quarterly |
|
03/16/2031 |
|
COP |
|
|
1,954,438 |
|
|
|
(37 |
) |
|
|
– |
|
|
|
(37 |
) |
| 1.88% FIXED |
|
6-MONTH CZK -
PRIBOR |
|
Annually |
|
05/13/2031 |
|
CZK |
|
|
29,319 |
|
|
|
3 |
|
|
|
– |
|
|
|
3 |
|
| 6-MONTH PLN - WIBOR |
|
1.905% |
|
Annually |
|
05/18/2031 |
|
PLN |
|
|
2,145 |
|
|
|
9 |
|
|
|
– |
|
|
|
9 |
|
| 5.37 |
|
1-DAY COP-
COLUMBIA IBR |
|
Quarterly |
|
06/21/2029 |
|
COP |
|
|
1,800,000 |
|
|
|
9 |
|
|
|
– |
|
|
|
9 |
|
| 1-DAY BRL - CETIP |
|
.455% |
|
Annually |
|
01/02/2025 |
|
BRL |
|
|
3,591 |
|
|
|
(27 |
) |
|
|
– |
|
|
|
(27 |
) |
| 1-DAY BRL - CETIP |
|
6.82% |
|
Annually |
|
01/02/2025 |
|
BRL |
|
|
3,362 |
|
|
|
(26 |
) |
|
|
– |
|
|
|
(26 |
) |
| 1-DAY BRL - CETIP |
|
.65% |
|
Annually |
|
01/02/2025 |
|
BRL |
|
|
12,389 |
|
|
|
(191 |
) |
|
|
– |
|
|
|
(191 |
) |
| 1-DAY BRL - CETIP |
|
5.89% |
|
Annually |
|
01/03/2022 |
|
BRL |
|
|
27,057 |
|
|
|
7 |
|
|
|
– |
|
|
|
7 |
|
| 1-DAY BRL - CETIP |
|
2.99% |
|
Annually |
|
01/03/2022 |
|
BRL |
|
|
20,697 |
|
|
|
(55 |
) |
|
|
– |
|
|
|
(55 |
) |
| 1-DAY BRL - CETIP |
|
.885 FIXED |
|
Annually |
|
01/03/2022 |
|
BRL |
|
|
15,625 |
|
|
|
(43 |
) |
|
|
– |
|
|
|
(43 |
) |
| 28-DAY MXN - TIIE |
|
6.745% |
|
Monthly |
|
06/23/2022 |
|
MXN |
|
|
26,758 |
|
|
|
16 |
|
|
|
– |
|
|
|
16 |
|
| 28-DAY MXN - TIIE |
|
6.71% |
|
Monthly |
|
07/07/2022 |
|
MXN |
|
|
37,637 |
|
|
|
22 |
|
|
|
– |
|
|
|
22 |
|
| 1-DAY BRL - CETIP |
|
.43% |
|
Annually |
|
01/02/2023 |
|
BRL |
|
|
12,558 |
|
|
|
94 |
|
|
|
– |
|
|
|
94 |
|
| 6.97% FIXED |
|
1-DAY BRL -
CETIP |
|
Annually |
|
01/02/2023 |
|
BRL |
|
|
18,754 |
|
|
|
4 |
|
|
|
– |
|
|
|
4 |
|
| 1-DAY BRL - CETIP |
|
5.25% |
|
Annually |
|
01/02/2023 |
|
BRL |
|
|
11,519 |
|
|
|
(62 |
) |
|
|
– |
|
|
|
(62 |
) |
| 6.23% FIXED |
|
1-DAY BRL -
CETIP |
|
Annually |
|
01/02/2023 |
|
BRL |
|
|
41,890 |
|
|
|
97 |
|
|
|
– |
|
|
|
97 |
|
| 1-DAY BRL - CETIP |
|
6.61% |
|
Annually |
|
01/02/2023 |
|
BRL |
|
|
4,693 |
|
|
|
(6 |
) |
|
|
– |
|
|
|
(6 |
) |
| 1-DAY BRL - CETIP |
|
5.655 |
|
Annually |
|
01/02/2023 |
|
BRL |
|
|
2,705 |
|
|
|
(11 |
) |
|
|
– |
|
|
|
(11 |
) |
| 1-DAY BRL - CETIP |
|
9.255% |
|
Annually |
|
01/02/2023 |
|
BRL |
|
|
2,368 |
|
|
|
20 |
|
|
|
– |
|
|
|
20 |
|
| 1-DAY BRL - CETIP |
|
.77 FIXED |
|
Annually |
|
01/02/2023 |
|
BRL |
|
|
6,361 |
|
|
|
(5 |
) |
|
|
– |
|
|
|
(5 |
) |
| 1-DAY BRL - CETIP |
|
.23 FIXED |
|
Annually |
|
01/02/2023 |
|
BRL |
|
|
5,579 |
|
|
|
(13 |
) |
|
|
– |
|
|
|
(13 |
) |
| 28-DAY MXN - TIIE |
|
.55% FIXED |
|
Monthly |
|
04/13/2023 |
|
MXN |
|
|
52,615 |
|
|
|
(20 |
) |
|
|
– |
|
|
|
(20 |
) |
| 1.1675% FIXED |
|
3-MONTH PLN -
WIBOR |
|
Annually |
|
07/02/2023 |
|
PLN |
|
|
50,317 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
28-DAY MXN - TIIE |
|
.01% |
|
Monthly |
|
11/22/2023 |
|
MXN |
|
|
148,276 |
|
|
|
(114 |
) |
|
|
– |
|
|
|
(114 |
) |
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
|
21 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
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) |
| 7.7325% FIXED |
|
1-DAY BRL -CETIP |
|
Annually |
|
01/02/2025 |
|
BRL |
|
|
10,902 |
|
|
$ |
(15 |
) |
|
$ |
– |
|
|
$ |
(15 |
) |
| 1-DAY BRL - CETIP |
|
.77 FIXED |
|
Annually |
|
01/02/2025 |
|
BRL |
|
|
4,102 |
|
|
|
(33 |
) |
|
|
– |
|
|
|
(33 |
) |
| 28-DAY MXN - TIIE |
|
.47% |
|
Monthly |
|
06/19/2024 |
|
MXN |
|
|
95,833 |
|
|
|
(55 |
) |
|
|
– |
|
|
|
(55 |
) |
| 1.7 |
|
6-MONTH CZK -
PRIBOR |
|
Semi-Annually |
|
06/18/2024 |
|
CZK |
|
|
105,843 |
|
|
|
6 |
|
|
|
– |
|
|
|
6 |
|
| 1.9865% |
|
6-MONTH PLN -
WIBOR |
|
Semi-Annually |
|
03/25/2024 |
|
PLN |
|
|
12,430 |
|
|
|
(83 |
) |
|
|
– |
|
|
|
(83 |
) |
| 28-DAY MXN - TIIE |
|
.1525% |
|
Monthly |
|
02/22/2024 |
|
MXN |
|
|
123,473 |
|
|
|
(88 |
) |
|
|
– |
|
|
|
(88 |
) |
| 6.69% FIXED |
|
28-DAY MXN - TIIE |
|
Monthly |
|
05/27/2031 |
|
MXN |
|
|
7,233 |
|
|
|
(8 |
) |
|
|
– |
|
|
|
(8 |
) |
| 1-DAY BRL - CETIP |
|
.99% |
|
Annually |
|
01/02/2024 |
|
BRL |
|
|
6,670 |
|
|
|
(83 |
) |
|
|
– |
|
|
|
(83 |
) |
| 1-DAY BRL - CETIP |
|
5.715% |
|
Annually |
|
01/02/2024 |
|
BRL |
|
|
3,999 |
|
|
|
(37 |
) |
|
|
– |
|
|
|
(37 |
) |
| 1-DAY BRL - CETIP |
|
.5 FIXED |
|
Annually |
|
01/02/2024 |
|
BRL |
|
|
4,808 |
|
|
|
(27 |
) |
|
|
– |
|
|
|
(27 |
) |
| 1-DAY BRL - CETIP |
|
5.9725% |
|
Annually |
|
01/02/2024 |
|
BRL |
|
|
5,677 |
|
|
|
(45 |
) |
|
|
– |
|
|
|
(45 |
) |
| 1-DAY BRL - CETIP |
|
5.56% |
|
Annually |
|
01/02/2024 |
|
BRL |
|
|
18,819 |
|
|
|
(191 |
) |
|
|
– |
|
|
|
(191 |
) |
| 1-DAY BRL - CETIP |
|
.76% |
|
Annually |
|
01/02/2024 |
|
BRL |
|
|
8,953 |
|
|
|
(82 |
) |
|
|
– |
|
|
|
(82 |
) |
| .45% FIXED |
|
1-DAY BRL -
CETIP |
|
Annually |
|
01/02/2024 |
|
BRL |
|
|
9,407 |
|
|
|
(9 |
) |
|
|
– |
|
|
|
(9 |
) |
| 1-DAY BRL - CETIP |
|
4.835% |
|
Annually |
|
01/02/2024 |
|
BRL |
|
|
21,544 |
|
|
|
(288 |
) |
|
|
– |
|
|
|
(288 |
) |
| 2.12% FIXED |
|
6-MONTH PLN -
WIBOR |
|
Semi-Annually |
|
07/02/2031 |
|
PLN |
|
|
11,367 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(1,998 |
) |
|
$ |
– |
|
|
$ |
(1,998 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Percentages |
are based on Net Assets of $1,554,021 ($ Thousands). |
| ** |
The rate reported is the 7-day effective yield as of June 30, 2021. |
| † |
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 June 30, 2021, the value of these securities amounted to $249,735 ($ Thousands), representing 16.1% of the Net Assets of the Fund. |
| (B) |
Step Bonds – Represents the current rate, the step rate, the step date and the final maturity date.
|
| (C) |
Certain securities or partial positions of certain securities are on loan at June 30, 2021. The total market value of
securities on loan at June 30, 2021 was $22,751 ($ Thousands). |
| (D) |
Security is in default on interest payment. |
| (E) |
Zero coupon security. The rate shown on the Schedule of Investments is the security’s effective yield at the time of
purchase. |
| (F) |
Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest
rates and prepayments on the underlying pool of assets. |
| (G) |
Perpetual security with no stated maturity date. |
| (H) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities
as of June 30, 2021 was $25,125 ($ Thousands). |
BRL — Brazilian Real
BIBOR — Bangkok 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
ILS — New Israeli Sheqel
INR — Indian Rupee
JPY — Japanese Yen
JSC — Joint-Stock Company
KRW
— Korean Won
KWCDC — South Korean Won 3 Month Certificate of Deposit
KZT — Kazakhstani Tenge
LIBOR — London Interbank Offered Rate
L.P. — Limited Partnership
LLC — Limited Liability Company
Ltd. — Limited
MTN — Medium Term Note
MXN — Mexican Peso
MYR — Malaysian Ringgit
PEN — Peruvian Nuevo Sol
PHP — Philippine Peso
PLN — Polish Zloty
PLC — Public Limited Company
PRIBOR — Prague Interbank Offered Rate
RON — Romanian Leu
RSD — Serbian Dinar
RUB — Russian Ruble
Ser — Series
SGD — Singapore Dollar
THB — Thai Bhat
TIIE — Interbank Equilibrium Interest Rate
TRY — Turkish Lira
TWD — Taiwan Dollar
UAH — Ukrainian Hryvnia
UGX — Ugandan Shilling
ULC — Unlimited Liability Company
USD — United States Dollar
UYU — Uruguay Dollar
VAR — Variable Rate
VND — Vietnamese Dong
WIBOR — Warsaw Interbank Offered Rate
ZAR — South African Rand
ZMW — Zambian Kwacha
|
|
|
| 22 |
|
SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2021
Emerging Markets Debt Fund (Concluded)
The following is a list of the level of inputs used as of June 30, 2021, in valuing the Fund’s investments and
other financial instruments carried at value ($ Thousands):
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
| Global Bonds |
|
|
– |
|
|
|
1,471,873 |
|
|
|
– |
|
|
|
1,471,873 |
|
| Affiliated Partnership |
|
|
– |
|
|
|
25,125 |
|
|
|
– |
|
|
|
25,125 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Total Investments in Securities |
|
|
– |
|
|
|
1,496,998 |
|
|
|
– |
|
|
|
1,496,998 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
| Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
| Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Unrealized Appreciation |
|
|
520 |
|
|
|
– |
|
|
|
– |
|
|
|
520 |
|
| Unrealized Depreciation |
|
|
(399 |
) |
|
|
– |
|
|
|
– |
|
|
|
(399 |
) |
| Forwards Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Unrealized Appreciation |
|
|
– |
|
|
|
6,067 |
|
|
|
– |
|
|
|
6,067 |
|
| Unrealized Depreciation |
|
|
– |
|
|
|
(6,277 |
) |
|
|
– |
|
|
|
(6,277 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
| OTC Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Interest Rate Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Unrealized Appreciation |
|
|
– |
|
|
|
1,037 |
|
|
|
– |
|
|
|
1,037 |
|
| Unrealized Depreciation |
|
|
– |
|
|
|
(105 |
) |
|
|
– |
|
|
|
(105 |
) |
| Centrally Cleared Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Interest Rate Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Unrealized Appreciation |
|
|
– |
|
|
|
624 |
|
|
|
– |
|
|
|
624 |
|
| Unrealized Depreciation |
|
|
– |
|
|
|
(2,622 |
) |
|
|
– |
|
|
|
(2,622 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Total Other Financial Instruments |
|
|
121 |
|
|
|
(1,276 |
) |
|
|
– |
|
|
|
(1,155 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
*Futures contracts, forwards
contracts and swaps are valued at the unrealized appreciation (depreciation) on the instrument.
For the period ended June 30, 2021, there were no transfers in
or out of Level 3.
For information on the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the
Fund’s most recent semi-annual and annual financial statements.
The following is a
summary of the transactions with affiliates for the period ended June 30, 2021 ($ Thousands):
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Security Description |
|
Value 9/30/2020 |
|
Purchases at Cost |
|
Proceeds from
Sales |
|
Realized Gain/
(Loss) |
|
Change in
Unrealized
Appreciation/
(Depreciation) |
|
Value
6/30/2021 |
|
Shares |
|
Income |
|
Capital Gains |
| SEI Liquidity Fund, L.P. |
|
$15,318 |
|
$95,947 |
|
$(86,140) |
|
$1 |
|
$(1) |
|
$25,125 |
|
25,120,248 |
|
$60 |
|
$— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amount designated as “-” are $0 or have been rounded to $0.
|
|
|
| SEI Institutional International Trust / Quarterly Report / June 30, 2021 |
|
23 |