SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
International Equity Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 96.0% |
Argentina — 0.0% |
Ternium SA ADR |
|
|
16,990 |
|
|
$ |
739 |
|
Australia — 2.4% |
Altium Ltd |
|
|
45,948 |
|
|
|
1,505 |
|
BlueScope Steel Ltd |
|
|
896,249 |
|
|
|
13,641 |
|
Champion Iron Ltd * |
|
|
513,582 |
|
|
|
2,036 |
|
Commonwealth Bank of Australia |
|
|
51,912 |
|
|
|
3,811 |
|
CSL Ltd |
|
|
49,712 |
|
|
|
10,512 |
|
CSR Ltd |
|
|
807,866 |
|
|
|
3,455 |
|
Fortescue Metals Group Ltd |
|
|
941,648 |
|
|
|
13,178 |
|
GrainCorp Ltd, Cl A |
|
|
68,547 |
|
|
|
412 |
|
IGO Ltd |
|
|
390,578 |
|
|
|
3,272 |
|
Imdex Ltd |
|
|
98,088 |
|
|
|
211 |
|
Incitec Pivot Ltd |
|
|
1,218,187 |
|
|
|
2,883 |
|
James Hardie Industries PLC ADR (A) |
|
|
17,924 |
|
|
|
729 |
|
Lynas Rare Earths Ltd * |
|
|
681,340 |
|
|
|
5,034 |
|
Orora Ltd |
|
|
1,391,605 |
|
|
|
3,544 |
|
OZ Minerals Ltd |
|
|
340,539 |
|
|
|
7,007 |
|
South32 Ltd |
|
|
8,526,015 |
|
|
|
24,987 |
|
Westpac Banking Corp |
|
|
167,833 |
|
|
|
2,603 |
|
Whitehaven Coal Ltd * |
|
|
4,178,286 |
|
|
|
7,984 |
|
WiseTech Global Ltd |
|
|
178,932 |
|
|
|
7,592 |
|
| |
|
|
|
|
|
|
114,396 |
|
Austria — 0.5% |
ANDRITZ AG |
|
|
72,724 |
|
|
|
3,749 |
|
OMV AG |
|
|
222,092 |
|
|
|
12,616 |
|
Raiffeisen Bank International AG |
|
|
39,393 |
|
|
|
1,170 |
|
Verbund AG, Cl A |
|
|
9,540 |
|
|
|
1,073 |
|
voestalpine AG |
|
|
61,009 |
|
|
|
2,226 |
|
| |
|
|
|
|
|
|
20,834 |
|
Belgium — 0.0% |
Solvay SA |
|
|
6,281 |
|
|
|
730 |
|
Brazil — 0.2% |
JBS SA |
|
|
1,321,900 |
|
|
|
9,007 |
|
Canada — 2.9% |
Advantage Energy Ltd * |
|
|
224,783 |
|
|
|
1,319 |
|
Air Canada, Cl A * |
|
|
787,200 |
|
|
|
13,168 |
|
Alimentation Couche-Tard Inc |
|
|
462,400 |
|
|
|
19,402 |
|
Birchcliff Energy Ltd |
|
|
269,560 |
|
|
|
1,379 |
|
BRP Inc |
|
|
24,100 |
|
|
|
2,114 |
|
Canadian National Railway Co |
|
|
52,900 |
|
|
|
6,507 |
|
Canadian Pacific Railway Ltd |
|
|
159,857 |
|
|
|
11,500 |
|
Canfor Corp * |
|
|
120,381 |
|
|
|
3,055 |
|
Capstone Mining Corp * |
|
|
245,700 |
|
|
|
1,085 |
|
Cascades Inc |
|
|
96,884 |
|
|
|
1,071 |
|
CI Financial Corp |
|
|
160,400 |
|
|
|
3,358 |
|
Empire Co Ltd, Cl A |
|
|
210,700 |
|
|
|
6,429 |
|
First Quantum Minerals Ltd |
|
|
432,042 |
|
|
|
10,353 |
|
George Weston Ltd |
|
|
41,600 |
|
|
|
4,830 |
|
Gildan Activewear Inc |
|
|
39,400 |
|
|
|
1,673 |
|
Intertape Polymer Group Inc |
|
|
73,100 |
|
|
|
1,523 |
|
Magna International Inc, Cl A |
|
|
166,434 |
|
|
|
13,486 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Martinrea International Inc |
|
|
49,300 |
|
|
$ |
449 |
|
MEG Energy Corp * |
|
|
275,600 |
|
|
|
2,553 |
|
Onex Corp |
|
|
241,309 |
|
|
|
18,966 |
|
Peyto Exploration & Development Corp |
|
|
191,700 |
|
|
|
1,434 |
|
Russel Metals Inc |
|
|
31,084 |
|
|
|
828 |
|
Stelco Holdings Inc |
|
|
44,300 |
|
|
|
1,446 |
|
Tourmaline Oil Corp |
|
|
136,600 |
|
|
|
4,417 |
|
Trican Well Service Ltd * |
|
|
159,959 |
|
|
|
351 |
|
Uni-Select Inc * |
|
|
47,613 |
|
|
|
970 |
|
Vermilion Energy Inc * |
|
|
134,200 |
|
|
|
1,689 |
|
Viemed Healthcare Inc * |
|
|
43,126 |
|
|
|
225 |
|
Whitecap Resources Inc |
|
|
77,100 |
|
|
|
457 |
|
| |
|
|
|
|
|
|
136,037 |
|
Chile — 0.0% |
Cia Cervecerias Unidas SA ADR |
|
|
13,494 |
|
|
|
221 |
|
China — 0.3% |
Beijing Capital International Airport Co Ltd, Cl H * |
|
|
7,930,000 |
|
|
|
4,852 |
|
Shenzhou International Group Holdings Ltd |
|
|
291,400 |
|
|
|
5,603 |
|
STMicroelectronics NV |
|
|
88,029 |
|
|
|
4,341 |
|
| |
|
|
|
|
|
|
14,796 |
|
Denmark — 3.5% |
AP Moller - Maersk A/S, Cl A |
|
|
324 |
|
|
|
1,078 |
|
AP Moller - Maersk A/S, Cl B |
|
|
8,202 |
|
|
|
29,388 |
|
Carlsberg AS, Cl B |
|
|
48,400 |
|
|
|
8,355 |
|
Demant A/S * |
|
|
95,770 |
|
|
|
4,896 |
|
DSV A/S |
|
|
79,599 |
|
|
|
18,576 |
|
Genmab A/S * |
|
|
7,943 |
|
|
|
3,170 |
|
Novo Nordisk A/S, Cl B |
|
|
701,004 |
|
|
|
78,829 |
|
Orsted AS |
|
|
67,697 |
|
|
|
8,682 |
|
Pandora A/S * |
|
|
100,629 |
|
|
|
12,514 |
|
| |
|
|
|
|
|
|
165,488 |
|
Finland — 0.8% |
Fortum Oyj |
|
|
86,941 |
|
|
|
2,662 |
|
Kesko Oyj, Cl B |
|
|
496,836 |
|
|
|
16,557 |
|
Neste Oyj |
|
|
188,282 |
|
|
|
9,288 |
|
Orion Oyj, Cl B |
|
|
196,453 |
|
|
|
8,157 |
|
| |
|
|
|
|
|
|
36,664 |
|
France — 12.1% |
Air Liquide SA |
|
|
136,420 |
|
|
|
23,786 |
|
Airbus SE * |
|
|
177,452 |
|
|
|
22,674 |
|
Alstom SA |
|
|
448,360 |
|
|
|
15,918 |
|
Amundi SA |
|
|
33,662 |
|
|
|
2,777 |
|
Arkema SA |
|
|
16,808 |
|
|
|
2,367 |
|
AXA SA |
|
|
1,411,656 |
|
|
|
42,036 |
|
BNP Paribas SA |
|
|
36,165 |
|
|
|
2,499 |
|
Bollore SA |
|
|
3,159,022 |
|
|
|
17,675 |
|
Bouygues SA |
|
|
28,501 |
|
|
|
1,021 |
|
Bureau Veritas SA |
|
|
160,307 |
|
|
|
5,320 |
|
Carrefour SA |
|
|
1,806,736 |
|
|
|
33,090 |
|
Cie de Saint-Gobain * |
|
|
21,324 |
|
|
|
1,500 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
International Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Cie Generale des Etablissements Michelin SCA, Cl B |
|
|
13,356 |
|
|
$ |
2,189 |
|
Criteo SA ADR * |
|
|
60,571 |
|
|
|
2,354 |
|
Danone SA |
|
|
585,039 |
|
|
|
36,319 |
|
Edenred |
|
|
125,156 |
|
|
|
5,774 |
|
Eurofins Scientific SE |
|
|
141,437 |
|
|
|
17,500 |
|
Ipsen SA |
|
|
62,682 |
|
|
|
5,738 |
|
IPSOS |
|
|
18,645 |
|
|
|
875 |
|
L'Oreal SA |
|
|
20,274 |
|
|
|
9,613 |
|
LVMH Moet Hennessy Louis Vuitton SE |
|
|
13,414 |
|
|
|
11,090 |
|
Orange SA |
|
|
1,073,500 |
|
|
|
11,491 |
|
Pernod Ricard SA |
|
|
69,445 |
|
|
|
16,703 |
|
Publicis Groupe SA |
|
|
330,811 |
|
|
|
22,271 |
|
Rexel SA * |
|
|
312,272 |
|
|
|
6,332 |
|
Sanofi |
|
|
612,204 |
|
|
|
61,670 |
|
Sartorius Stedim Biotech |
|
|
32,323 |
|
|
|
17,732 |
|
Schneider Electric SE |
|
|
50,794 |
|
|
|
9,962 |
|
Societe Generale SA |
|
|
486,175 |
|
|
|
16,700 |
|
Sodexo SA |
|
|
225,530 |
|
|
|
19,764 |
|
Stellantis NV * |
|
|
1,036,746 |
|
|
|
19,663 |
|
Thales SA |
|
|
247,999 |
|
|
|
21,095 |
|
TotalEnergies SE (A) |
|
|
577,822 |
|
|
|
29,326 |
|
Trigano SA |
|
|
2,374 |
|
|
|
462 |
|
Valeo |
|
|
274,279 |
|
|
|
8,291 |
|
Veolia Environnement SA |
|
|
838,417 |
|
|
|
30,758 |
|
Vinci SA |
|
|
104,076 |
|
|
|
10,996 |
|
Vivendi SE |
|
|
338,984 |
|
|
|
4,584 |
|
Wendel SE |
|
|
19,332 |
|
|
|
2,317 |
|
| |
|
|
|
|
|
|
572,232 |
|
Germany — 7.5% |
adidas AG |
|
|
87,032 |
|
|
|
25,060 |
|
BASF SE |
|
|
337,069 |
|
|
|
23,681 |
|
Bayer AG |
|
|
153,318 |
|
|
|
8,195 |
|
Bayerische Motoren Werke AG |
|
|
20,509 |
|
|
|
2,064 |
|
BioNTech SE ADR * |
|
|
41,355 |
|
|
|
10,661 |
|
Carl Zeiss Meditec AG |
|
|
49,009 |
|
|
|
10,302 |
|
Continental AG * |
|
|
61,690 |
|
|
|
6,532 |
|
Daimler AG |
|
|
122,047 |
|
|
|
9,381 |
|
Daimler Truck Holding AG * |
|
|
434,765 |
|
|
|
15,965 |
|
Deutsche Boerse AG |
|
|
56,709 |
|
|
|
9,486 |
|
Deutsche Post AG |
|
|
74,848 |
|
|
|
4,812 |
|
E.ON SE |
|
|
467,492 |
|
|
|
6,482 |
|
Fresenius Medical Care AG & Co KGaA |
|
|
326,130 |
|
|
|
21,192 |
|
GEA Group AG |
|
|
52,394 |
|
|
|
2,865 |
|
Hannover Rueck SE |
|
|
6,286 |
|
|
|
1,195 |
|
Infineon Technologies AG |
|
|
271,319 |
|
|
|
12,576 |
|
KION Group AG |
|
|
175,698 |
|
|
|
19,277 |
|
Knorr-Bremse AG |
|
|
68,500 |
|
|
|
6,769 |
|
Linde PLC |
|
|
33,762 |
|
|
|
11,749 |
|
Merck KGaA |
|
|
132,641 |
|
|
|
34,241 |
|
Nemetschek SE |
|
|
8,105 |
|
|
|
1,040 |
|
Rheinmetall AG |
|
|
22,530 |
|
|
|
2,128 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
RTL Group SA |
|
|
21,020 |
|
|
$ |
1,114 |
|
RWE AG |
|
|
458,179 |
|
|
|
18,612 |
|
SAP SE |
|
|
331,362 |
|
|
|
47,066 |
|
Siemens AG |
|
|
234,682 |
|
|
|
40,747 |
|
Wacker Chemie AG |
|
|
19,236 |
|
|
|
2,879 |
|
| |
|
|
|
|
|
|
356,071 |
|
Hong Kong — 1.5% |
AIA Group Ltd |
|
|
863,800 |
|
|
|
8,709 |
|
ASM Pacific Technology Ltd |
|
|
32,300 |
|
|
|
349 |
|
Chaoda Modern Agriculture Holdings Ltd * |
|
|
2,440,000 |
|
|
|
12 |
|
Chow Tai Fook Jewellery Group Ltd |
|
|
991,400 |
|
|
|
1,783 |
|
Hong Kong Exchanges & Clearing Ltd |
|
|
265,694 |
|
|
|
15,520 |
|
Li Ning Co Ltd |
|
|
568,500 |
|
|
|
6,224 |
|
Orient Overseas International Ltd |
|
|
68,500 |
|
|
|
1,681 |
|
Sands China Ltd * |
|
|
5,432,000 |
|
|
|
12,653 |
|
SJM Holdings Ltd * |
|
|
24,807,340 |
|
|
|
16,705 |
|
Wuxi Biologics Cayman Inc * |
|
|
518,598 |
|
|
|
6,156 |
|
| |
|
|
|
|
|
|
69,792 |
|
Indonesia — 0.1% |
Bank Mandiri Persero Tbk PT |
|
|
12,245,700 |
|
|
|
6,055 |
|
Ireland — 1.8% |
Accenture PLC, Cl A |
|
|
58,235 |
|
|
|
24,141 |
|
CRH PLC |
|
|
18,660 |
|
|
|
987 |
|
Experian PLC |
|
|
242,829 |
|
|
|
11,946 |
|
ICON PLC * |
|
|
102,193 |
|
|
|
31,649 |
|
Ryanair Holdings PLC ADR * |
|
|
142,726 |
|
|
|
14,605 |
|
| |
|
|
|
|
|
|
83,328 |
|
Israel — 1.7% |
Bank Hapoalim BM |
|
|
2,579,491 |
|
|
|
26,530 |
|
Bank Leumi Le-Israel BM |
|
|
3,141,588 |
|
|
|
33,763 |
|
FIBI Holdings Ltd |
|
|
17,608 |
|
|
|
805 |
|
First International Bank Of Israel Ltd/The |
|
|
24,301 |
|
|
|
1,009 |
|
ICL Group Ltd |
|
|
175,057 |
|
|
|
1,678 |
|
Israel Discount Bank Ltd, Cl A |
|
|
1,188,452 |
|
|
|
7,996 |
|
Mizrahi Tefahot Bank Ltd |
|
|
198,719 |
|
|
|
7,662 |
|
| |
|
|
|
|
|
|
79,443 |
|
Italy — 4.0% |
Assicurazioni Generali SpA |
|
|
270,023 |
|
|
|
5,710 |
|
Azimut Holding SpA |
|
|
141,983 |
|
|
|
3,976 |
|
CNH Industrial NV |
|
|
1,328,981 |
|
|
|
25,798 |
|
DiaSorin SpA |
|
|
6,306 |
|
|
|
1,199 |
|
Enel SpA |
|
|
2,839,525 |
|
|
|
22,711 |
|
Eni SpA |
|
|
1,587,619 |
|
|
|
22,020 |
|
EXOR NV |
|
|
181,423 |
|
|
|
16,320 |
|
Ferrari NV |
|
|
39,811 |
|
|
|
10,315 |
|
FinecoBank Banca Fineco SpA |
|
|
570,224 |
|
|
|
9,953 |
|
MFE-MediaForEurope NV, Cl A * |
|
|
360,579 |
|
|
|
367 |
|
MFE-MediaForEurope NV, Cl B * |
|
|
360,579 |
|
|
|
511 |
|
Recordati Industria Chimica e Farmaceutica SpA |
|
|
59,963 |
|
|
|
3,846 |
|
Stellantis NV * |
|
|
147,502 |
|
|
|
2,775 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
International Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
UniCredit SpA |
|
|
4,199,104 |
|
|
$ |
64,150 |
|
| |
|
|
|
|
|
|
189,651 |
|
Japan — 15.0% |
77 Bank Ltd/The |
|
|
86,064 |
|
|
|
998 |
|
ABC-Mart Inc |
|
|
9,500 |
|
|
|
407 |
|
Advantest Corp |
|
|
115,200 |
|
|
|
10,847 |
|
AEON Financial Service Co Ltd |
|
|
236,600 |
|
|
|
2,546 |
|
AGC Inc |
|
|
371,265 |
|
|
|
17,754 |
|
Asahi Group Holdings Ltd (A) |
|
|
205,800 |
|
|
|
7,997 |
|
Asahi Kasei Corp |
|
|
115,600 |
|
|
|
1,086 |
|
ASKUL Corp |
|
|
101,000 |
|
|
|
1,344 |
|
Bandai Namco Holdings Inc |
|
|
250,802 |
|
|
|
19,549 |
|
BayCurrent Consulting Inc |
|
|
4,000 |
|
|
|
1,543 |
|
Bridgestone Corp |
|
|
451,702 |
|
|
|
19,419 |
|
Brother Industries Ltd |
|
|
79,900 |
|
|
|
1,537 |
|
Canon Inc (A) |
|
|
377,000 |
|
|
|
9,163 |
|
Canon Marketing Japan Inc (A) |
|
|
94,900 |
|
|
|
1,888 |
|
Capcom Co Ltd |
|
|
352,100 |
|
|
|
8,237 |
|
Casio Computer Co Ltd |
|
|
28,900 |
|
|
|
371 |
|
Credit Saison Co Ltd |
|
|
56,100 |
|
|
|
589 |
|
CyberAgent Inc * |
|
|
474,500 |
|
|
|
7,872 |
|
Dai-ichi Life Holdings Inc |
|
|
174,900 |
|
|
|
3,531 |
|
Daiichi Sankyo Co Ltd |
|
|
93,600 |
|
|
|
2,380 |
|
Daito Trust Construction Co Ltd |
|
|
68,000 |
|
|
|
7,786 |
|
DeNA Co Ltd * |
|
|
48,200 |
|
|
|
742 |
|
Disco Corp |
|
|
21,100 |
|
|
|
6,417 |
|
Earth Corp |
|
|
3,600 |
|
|
|
192 |
|
FANUC Corp |
|
|
149,900 |
|
|
|
31,733 |
|
FUJIFILM Holdings Corp |
|
|
11,300 |
|
|
|
836 |
|
Fujitsu Ltd |
|
|
224,005 |
|
|
|
38,239 |
|
Glory Ltd |
|
|
93,100 |
|
|
|
1,771 |
|
GungHo Online Entertainment Inc *(A) |
|
|
60,200 |
|
|
|
1,351 |
|
H.U. Group Holdings Inc |
|
|
21,100 |
|
|
|
536 |
|
Hakuhodo DY Holdings Inc |
|
|
48,100 |
|
|
|
801 |
|
Hino Motors Ltd |
|
|
87,100 |
|
|
|
716 |
|
Hitachi Ltd |
|
|
218,000 |
|
|
|
11,793 |
|
Ibiden Co Ltd |
|
|
14,000 |
|
|
|
826 |
|
Iida Group Holdings Co Ltd |
|
|
64,400 |
|
|
|
1,498 |
|
Isuzu Motors Ltd |
|
|
105,300 |
|
|
|
1,306 |
|
ITOCHU Corp |
|
|
282,200 |
|
|
|
8,627 |
|
Japan Exchange Group Inc |
|
|
412,542 |
|
|
|
9,020 |
|
Japan Post Insurance Co Ltd |
|
|
179,600 |
|
|
|
2,882 |
|
JSR Corp |
|
|
51,400 |
|
|
|
1,955 |
|
Kao Corp (A) |
|
|
260,000 |
|
|
|
13,580 |
|
KDDI Corp |
|
|
428,700 |
|
|
|
12,500 |
|
Keyence Corp |
|
|
32,868 |
|
|
|
20,612 |
|
Kirin Holdings Co Ltd (A) |
|
|
240,000 |
|
|
|
3,851 |
|
Koei Tecmo Holdings Co Ltd |
|
|
21,300 |
|
|
|
833 |
|
Kokuyo Co Ltd |
|
|
224,500 |
|
|
|
3,341 |
|
Konica Minolta Inc |
|
|
601,400 |
|
|
|
2,736 |
|
Kyowa Kirin Co Ltd |
|
|
145,200 |
|
|
|
3,953 |
|
Lasertec Corp |
|
|
41,500 |
|
|
|
12,642 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Lawson Inc |
|
|
200,600 |
|
|
$ |
9,521 |
|
Lixil Corp |
|
|
41,700 |
|
|
|
1,110 |
|
Mandom Corp |
|
|
20,000 |
|
|
|
246 |
|
Mazda Motor Corp |
|
|
730,100 |
|
|
|
5,599 |
|
Mitsubishi Corp |
|
|
36,100 |
|
|
|
1,147 |
|
Mitsubishi Electric Corp |
|
|
1,376,600 |
|
|
|
17,474 |
|
Mitsubishi Motors Corp * |
|
|
163,300 |
|
|
|
455 |
|
Mixi Inc |
|
|
109,000 |
|
|
|
1,908 |
|
Mizuno Corp |
|
|
44,000 |
|
|
|
857 |
|
Murata Manufacturing Co Ltd |
|
|
267,700 |
|
|
|
21,250 |
|
Nexon Co Ltd |
|
|
697,100 |
|
|
|
13,453 |
|
Nihon Unisys Ltd |
|
|
171,500 |
|
|
|
4,803 |
|
Nikon Corp |
|
|
658,000 |
|
|
|
7,075 |
|
Nippon Suisan Kaisha Ltd |
|
|
63,500 |
|
|
|
300 |
|
Nippon Telegraph & Telephone Corp |
|
|
221,300 |
|
|
|
6,056 |
|
Nippon Yusen KK |
|
|
23,600 |
|
|
|
1,795 |
|
Nissan Motor Co Ltd * |
|
|
207,800 |
|
|
|
1,001 |
|
Nisshinbo Holdings Inc |
|
|
93,000 |
|
|
|
708 |
|
Nitto Denko Corp |
|
|
46,500 |
|
|
|
3,584 |
|
Nomura Holdings Inc |
|
|
1,123,500 |
|
|
|
4,887 |
|
Okuwa Co Ltd |
|
|
75,300 |
|
|
|
622 |
|
Olympus Corp |
|
|
47,100 |
|
|
|
1,085 |
|
Open House Group Co Ltd |
|
|
16,000 |
|
|
|
837 |
|
ORIX Corp |
|
|
596,066 |
|
|
|
12,121 |
|
Panasonic Corp |
|
|
1,057,400 |
|
|
|
11,633 |
|
Persol Holdings Co Ltd |
|
|
186,100 |
|
|
|
5,395 |
|
Recruit Holdings Co Ltd |
|
|
527,493 |
|
|
|
32,006 |
|
Renesas Electronics Corp * |
|
|
78,200 |
|
|
|
965 |
|
Rohm Co Ltd |
|
|
6,900 |
|
|
|
626 |
|
Sankyo Co Ltd |
|
|
147,600 |
|
|
|
3,822 |
|
Sanwa Holdings Corp |
|
|
214,700 |
|
|
|
2,289 |
|
SBI Holdings Inc/Japan |
|
|
390,931 |
|
|
|
10,630 |
|
SCREEN Holdings Co Ltd |
|
|
21,800 |
|
|
|
2,337 |
|
Secom Co Ltd |
|
|
19,000 |
|
|
|
1,319 |
|
Seiko Epson Corp |
|
|
141,400 |
|
|
|
2,542 |
|
Sekisui House Ltd |
|
|
14,100 |
|
|
|
302 |
|
Seven & i Holdings Co Ltd |
|
|
392,300 |
|
|
|
17,223 |
|
Shimamura Co Ltd |
|
|
67,900 |
|
|
|
5,701 |
|
Sompo Holdings Inc |
|
|
51,100 |
|
|
|
2,152 |
|
Sony Group Corp |
|
|
92,300 |
|
|
|
11,609 |
|
Sony Group Corp ADR |
|
|
241,869 |
|
|
|
30,572 |
|
Sumitomo Mitsui Financial Group Inc |
|
|
1,174,100 |
|
|
|
40,137 |
|
Sumitomo Rubber Industries Ltd (A) |
|
|
287,700 |
|
|
|
2,928 |
|
Sundrug Co Ltd |
|
|
18,400 |
|
|
|
480 |
|
Suntory Beverage & Food Ltd |
|
|
12,200 |
|
|
|
441 |
|
Suzuki Motor Corp |
|
|
20,000 |
|
|
|
769 |
|
T&D Holdings Inc |
|
|
460,600 |
|
|
|
5,869 |
|
Takeda Pharmaceutical Co Ltd |
|
|
713,000 |
|
|
|
19,435 |
|
TIS Inc |
|
|
144,900 |
|
|
|
4,302 |
|
Tokio Marine Holdings Inc |
|
|
14,700 |
|
|
|
816 |
|
Tokyo Electron Ltd |
|
|
37,800 |
|
|
|
21,666 |
|
Tokyo Seimitsu Co Ltd |
|
|
17,800 |
|
|
|
785 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
International Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Tomy Co Ltd |
|
|
128,900 |
|
|
$ |
1,232 |
|
Toshiba Corp |
|
|
248,200 |
|
|
|
10,189 |
|
Universal Entertainment * |
|
|
396,253 |
|
|
|
8,400 |
|
Yamaha Motor Co Ltd (A) |
|
|
133,300 |
|
|
|
3,199 |
|
Z Holdings Corp |
|
|
1,744,000 |
|
|
|
10,073 |
|
ZOZO Inc |
|
|
8,000 |
|
|
|
249 |
|
| |
|
|
|
|
|
|
712,120 |
|
Luxembourg — 0.0% |
APERAM SA |
|
|
6,874 |
|
|
|
372 |
|
Malta — 0.0% |
BGP Holdings *(B) |
|
|
198,683 |
|
|
|
– |
|
Mexico — 0.9% |
Arca Continental SAB de CV |
|
|
2,314,150 |
|
|
|
14,703 |
|
Coca-Cola Femsa SAB de CV ADR |
|
|
12,791 |
|
|
|
701 |
|
Fomento Economico Mexicano SAB de CV ADR |
|
|
278,191 |
|
|
|
21,618 |
|
Grupo Bimbo SAB de CV, Ser A |
|
|
105,877 |
|
|
|
326 |
|
Grupo Financiero Banorte SAB de CV, Cl O |
|
|
530,583 |
|
|
|
3,453 |
|
| |
|
|
|
|
|
|
40,801 |
|
Netherlands — 6.0% |
Adyen NV * |
|
|
6,510 |
|
|
|
17,112 |
|
Akzo Nobel NV |
|
|
353,087 |
|
|
|
38,748 |
|
ArcelorMittal SA |
|
|
253,122 |
|
|
|
8,102 |
|
ASM International NV |
|
|
5,195 |
|
|
|
2,296 |
|
ASML Holding NV |
|
|
70,069 |
|
|
|
56,312 |
|
ASML Holding NV, Cl G |
|
|
16,391 |
|
|
|
13,049 |
|
ASR Nederland NV |
|
|
86,643 |
|
|
|
3,990 |
|
BE Semiconductor Industries NV |
|
|
27,810 |
|
|
|
2,373 |
|
ING Groep NV |
|
|
538,992 |
|
|
|
7,504 |
|
James Hardie Industries PLC |
|
|
65,586 |
|
|
|
2,636 |
|
Koninklijke Ahold Delhaize NV |
|
|
1,010,042 |
|
|
|
34,614 |
|
Koninklijke DSM NV |
|
|
55,518 |
|
|
|
12,501 |
|
NXP Semiconductors NV |
|
|
42,954 |
|
|
|
9,784 |
|
PostNL NV |
|
|
56,148 |
|
|
|
244 |
|
Prosus NV |
|
|
103,722 |
|
|
|
8,673 |
|
Randstad NV |
|
|
186,610 |
|
|
|
12,741 |
|
RELX PLC |
|
|
77,731 |
|
|
|
2,521 |
|
Royal Dutch Shell PLC, Cl A |
|
|
787,914 |
|
|
|
17,302 |
|
Universal Music Group NV |
|
|
298,288 |
|
|
|
8,406 |
|
Wolters Kluwer NV |
|
|
228,324 |
|
|
|
26,900 |
|
| |
|
|
|
|
|
|
285,808 |
|
New Zealand — 0.0% |
Fletcher Building Ltd |
|
|
99,572 |
|
|
|
492 |
|
Ryman Healthcare Ltd |
|
|
101,037 |
|
|
|
847 |
|
| |
|
|
|
|
|
|
1,339 |
|
Norway — 0.3% |
Aker BP ASA |
|
|
348,776 |
|
|
|
10,723 |
|
Equinor ASA |
|
|
28,509 |
|
|
|
755 |
|
Gjensidige Forsikring ASA |
|
|
40,110 |
|
|
|
973 |
|
Norsk Hydro ASA |
|
|
240,351 |
|
|
|
1,895 |
|
| |
|
|
|
|
|
|
14,346 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Peru — 0.1% |
Credicorp Ltd |
|
|
40,282 |
|
|
$ |
4,917 |
|
Portugal — 0.1% |
EDP - Energias de Portugal SA |
|
|
335,080 |
|
|
|
1,841 |
|
Jeronimo Martins SGPS SA |
|
|
183,971 |
|
|
|
4,205 |
|
| |
|
|
|
|
|
|
6,046 |
|
Saudi Arabia — 0.7% |
Arabian Cement Co/Saudi Arabia |
|
|
65,011 |
|
|
|
654 |
|
Middle East Paper Co * |
|
|
28,442 |
|
|
|
330 |
|
National Industrialization Co * |
|
|
799,724 |
|
|
|
4,249 |
|
Rabigh Refining & Petrochemical Co * |
|
|
297,868 |
|
|
|
1,644 |
|
Sahara International Petrochemical Co |
|
|
300,411 |
|
|
|
3,367 |
|
Saudi Basic Industries Corp |
|
|
587,741 |
|
|
|
18,156 |
|
Saudi Industrial Investment Group |
|
|
338,613 |
|
|
|
2,813 |
|
Saudi Kayan Petrochemical Co * |
|
|
708,459 |
|
|
|
3,213 |
|
| |
|
|
|
|
|
|
34,426 |
|
Singapore — 0.2% |
DBS Group Holdings Ltd |
|
|
422,500 |
|
|
|
10,235 |
|
Golden Agri-Resources |
|
|
2,198,400 |
|
|
|
400 |
|
Jardine Cycle & Carriage Ltd |
|
|
19,000 |
|
|
|
290 |
|
| |
|
|
|
|
|
|
10,925 |
|
South Africa — 0.1% |
DataTec Ltd |
|
|
100,188 |
|
|
|
242 |
|
Investec PLC |
|
|
634,672 |
|
|
|
3,447 |
|
| |
|
|
|
|
|
|
3,689 |
|
South Korea — 2.4% |
BNK Financial Group Inc |
|
|
691,155 |
|
|
|
4,878 |
|
Hana Financial Group Inc |
|
|
90,133 |
|
|
|
3,181 |
|
Kangwon Land Inc * |
|
|
761,631 |
|
|
|
15,366 |
|
KT Corp ADR |
|
|
100,388 |
|
|
|
1,262 |
|
LG Electronics Inc |
|
|
88,861 |
|
|
|
10,315 |
|
Samsung Electronics Co Ltd |
|
|
498,666 |
|
|
|
32,780 |
|
SK Hynix Inc |
|
|
228,502 |
|
|
|
25,111 |
|
SK Square Co Ltd * |
|
|
165,222 |
|
|
|
9,165 |
|
SK Telecom Co Ltd |
|
|
255,578 |
|
|
|
12,398 |
|
| |
|
|
|
|
|
|
114,456 |
|
Spain — 2.6% |
Aena SME SA * |
|
|
91,663 |
|
|
|
14,439 |
|
Amadeus IT Group SA, Cl A * |
|
|
871,841 |
|
|
|
58,951 |
|
Banco Bilbao Vizcaya Argentaria SA |
|
|
1,590,267 |
|
|
|
9,432 |
|
Banco Santander SA |
|
|
5,745,947 |
|
|
|
19,133 |
|
CaixaBank SA |
|
|
5,860,860 |
|
|
|
16,047 |
|
Laboratorios Farmaceuticos Rovi SA |
|
|
10,054 |
|
|
|
844 |
|
Repsol SA |
|
|
150,475 |
|
|
|
1,786 |
|
| |
|
|
|
|
|
|
120,632 |
|
Sweden — 2.8% |
Atlas Copco AB, Cl A |
|
|
131,951 |
|
|
|
9,101 |
|
Byggmax Group AB |
|
|
122,242 |
|
|
|
1,208 |
|
Essity AB, Cl B |
|
|
706,428 |
|
|
|
23,019 |
|
Evolution AB |
|
|
95,931 |
|
|
|
13,572 |
|
Getinge AB, Cl B |
|
|
217,298 |
|
|
|
9,471 |
|
H & M Hennes & Mauritz AB, Cl B (A) |
|
|
520,777 |
|
|
|
10,188 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
International Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Husqvarna AB, Cl B |
|
|
607,941 |
|
|
$ |
9,696 |
|
Kinnevik AB, Cl B * |
|
|
237,795 |
|
|
|
8,445 |
|
Lundin Energy AB |
|
|
150,899 |
|
|
|
5,386 |
|
Nibe Industrier AB, Cl B |
|
|
53,677 |
|
|
|
809 |
|
Securitas AB, Cl B |
|
|
1,411,130 |
|
|
|
19,379 |
|
Svenska Cellulosa AB SCA, Cl B |
|
|
46,376 |
|
|
|
822 |
|
Swedbank AB, Cl A |
|
|
407,266 |
|
|
|
8,177 |
|
Swedish Match AB |
|
|
741,333 |
|
|
|
5,890 |
|
Tele2 AB, Cl B |
|
|
95,258 |
|
|
|
1,357 |
|
Telefonaktiebolaget LM Ericsson, Cl B |
|
|
92,975 |
|
|
|
1,018 |
|
Volvo AB, Cl B |
|
|
181,152 |
|
|
|
4,184 |
|
| |
|
|
|
|
|
|
131,722 |
|
Switzerland — 8.9% |
ABB Ltd |
|
|
172,556 |
|
|
|
6,590 |
|
Alcon Inc |
|
|
110,835 |
|
|
|
9,776 |
|
Cie Financiere Richemont SA, Cl A |
|
|
102,977 |
|
|
|
15,423 |
|
Coca-Cola HBC AG |
|
|
431,212 |
|
|
|
14,923 |
|
Credit Suisse Group AG |
|
|
1,168,397 |
|
|
|
11,313 |
|
dormakaba Holding AG |
|
|
3,105 |
|
|
|
2,053 |
|
EMS-Chemie Holding AG |
|
|
796 |
|
|
|
891 |
|
Geberit AG |
|
|
8,350 |
|
|
|
6,818 |
|
Kuehne + Nagel International AG |
|
|
83,770 |
|
|
|
27,033 |
|
Lonza Group AG |
|
|
31,848 |
|
|
|
26,567 |
|
Nestle SA |
|
|
309,890 |
|
|
|
43,373 |
|
Novartis AG |
|
|
323,381 |
|
|
|
28,405 |
|
Roche Holding AG |
|
|
225,995 |
|
|
|
93,930 |
|
SFS Group AG |
|
|
2,834 |
|
|
|
391 |
|
Sika AG |
|
|
29,824 |
|
|
|
12,436 |
|
Sonova Holding AG |
|
|
19,930 |
|
|
|
7,796 |
|
STMicroelectronics NV |
|
|
213,266 |
|
|
|
10,525 |
|
Straumann Holding AG |
|
|
13,472 |
|
|
|
28,639 |
|
Swatch Group AG/The |
|
|
133,484 |
|
|
|
40,779 |
|
Swiss Life Holding AG |
|
|
9,630 |
|
|
|
5,890 |
|
Swiss Prime Site AG |
|
|
46,159 |
|
|
|
4,536 |
|
Tecan Group AG |
|
|
10,605 |
|
|
|
6,460 |
|
Zurich Insurance Group AG |
|
|
41,452 |
|
|
|
18,177 |
|
| |
|
|
|
|
|
|
422,724 |
|
Taiwan — 1.2% |
Asustek Computer Inc |
|
|
880,000 |
|
|
|
11,995 |
|
Compal Electronics Inc |
|
|
2,781,000 |
|
|
|
2,430 |
|
Evergreen Marine Corp Taiwan Ltd |
|
|
252,000 |
|
|
|
1,304 |
|
Global Mixed Mode Technology Inc |
|
|
91,000 |
|
|
|
877 |
|
Hon Hai Precision Industry Co Ltd |
|
|
2,300,000 |
|
|
|
8,637 |
|
Lite-On Technology Corp |
|
|
1,577,000 |
|
|
|
3,637 |
|
MediaTek Inc |
|
|
267,987 |
|
|
|
11,504 |
|
Novatek Microelectronics Corp |
|
|
153,000 |
|
|
|
2,972 |
|
Sitronix Technology Corp |
|
|
173,000 |
|
|
|
2,005 |
|
Taiwan Semiconductor Manufacturing Co Ltd ADR |
|
|
108,541 |
|
|
|
13,058 |
|
| |
|
|
|
|
|
|
58,419 |
|
United Kingdom — 13.5% |
3i Group PLC |
|
|
981,413 |
|
|
|
19,261 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Anglo American PLC |
|
|
682,358 |
|
|
$ |
27,874 |
|
Aon PLC, Cl A |
|
|
22,895 |
|
|
|
6,881 |
|
Aptiv PLC * |
|
|
67,044 |
|
|
|
11,059 |
|
Ashtead Group PLC |
|
|
131,365 |
|
|
|
10,572 |
|
AstraZeneca PLC |
|
|
223,912 |
|
|
|
26,318 |
|
Atlassian Corp PLC, Cl A * |
|
|
71,978 |
|
|
|
27,444 |
|
B&M European Value Retail SA |
|
|
1,255,693 |
|
|
|
10,783 |
|
Balfour Beatty PLC |
|
|
991,355 |
|
|
|
3,518 |
|
Barclays PLC |
|
|
19,464,684 |
|
|
|
49,300 |
|
BP PLC |
|
|
13,647,374 |
|
|
|
61,092 |
|
BP PLC ADR |
|
|
762,406 |
|
|
|
20,303 |
|
British American Tobacco PLC |
|
|
421,108 |
|
|
|
15,591 |
|
Compass Group PLC |
|
|
1,103,572 |
|
|
|
24,678 |
|
Computacenter PLC |
|
|
62,379 |
|
|
|
2,459 |
|
Diageo PLC |
|
|
580,480 |
|
|
|
31,732 |
|
Endava PLC ADR * |
|
|
20,551 |
|
|
|
3,451 |
|
Entain PLC * |
|
|
327,535 |
|
|
|
7,466 |
|
Evraz PLC |
|
|
1,997,451 |
|
|
|
16,276 |
|
Ferguson PLC |
|
|
87,972 |
|
|
|
15,615 |
|
Ferrexpo PLC |
|
|
524,939 |
|
|
|
2,129 |
|
GlaxoSmithKline PLC |
|
|
320,222 |
|
|
|
6,968 |
|
Glencore PLC |
|
|
4,226,905 |
|
|
|
21,466 |
|
Hays PLC |
|
|
1,294,004 |
|
|
|
2,562 |
|
Howden Joinery Group PLC |
|
|
258,447 |
|
|
|
3,155 |
|
IG Group Holdings PLC |
|
|
186,542 |
|
|
|
2,054 |
|
Indivior PLC * |
|
|
204,652 |
|
|
|
712 |
|
Intertek Group PLC |
|
|
84,420 |
|
|
|
6,437 |
|
Investec PLC |
|
|
732,515 |
|
|
|
3,993 |
|
J Sainsbury PLC |
|
|
189,677 |
|
|
|
709 |
|
Kingfisher PLC |
|
|
1,415,713 |
|
|
|
6,487 |
|
London Stock Exchange Group PLC |
|
|
642 |
|
|
|
60 |
|
Man Group PLC/Jersey |
|
|
746,872 |
|
|
|
2,300 |
|
Next PLC * |
|
|
57,599 |
|
|
|
6,358 |
|
Ninety One PLC |
|
|
375,849 |
|
|
|
1,380 |
|
Pagegroup PLC |
|
|
97,734 |
|
|
|
839 |
|
Plus500 Ltd |
|
|
130,443 |
|
|
|
2,404 |
|
Prudential PLC |
|
|
2,430,668 |
|
|
|
41,959 |
|
QinetiQ Group PLC |
|
|
193,398 |
|
|
|
697 |
|
Reckitt Benckiser Group PLC |
|
|
42,734 |
|
|
|
3,671 |
|
RELX PLC |
|
|
230,860 |
|
|
|
7,511 |
|
Rolls-Royce Holdings PLC * |
|
|
22,496,354 |
|
|
|
37,442 |
|
Royal Mail PLC |
|
|
885,075 |
|
|
|
6,066 |
|
Sage Group PLC/The |
|
|
131,122 |
|
|
|
1,514 |
|
Schroders PLC |
|
|
46,684 |
|
|
|
2,251 |
|
Segro PLC ‡ |
|
|
231,417 |
|
|
|
4,503 |
|
Smith & Nephew PLC |
|
|
1,358,440 |
|
|
|
23,799 |
|
St James's Place PLC |
|
|
49,094 |
|
|
|
1,119 |
|
Travis Perkins PLC |
|
|
85,765 |
|
|
|
1,806 |
|
Unilever PLC |
|
|
406,693 |
|
|
|
21,734 |
|
WH Smith PLC * |
|
|
1,133,288 |
|
|
|
22,718 |
|
Wise PLC, Cl A * |
|
|
271,727 |
|
|
|
2,785 |
|
| |
|
|
|
|
|
|
641,261 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
International Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
United States — 1.9% |
EPAM Systems Inc * |
|
|
14,226 |
|
|
$ |
9,509 |
|
IHS Markit Ltd |
|
|
87,290 |
|
|
|
11,602 |
|
Inmode Ltd * |
|
|
24,094 |
|
|
|
1,701 |
|
Lululemon Athletica Inc * |
|
|
23,952 |
|
|
|
9,376 |
|
Mettler-Toledo International Inc * |
|
|
6,059 |
|
|
|
10,283 |
|
Nomad Foods Ltd * |
|
|
339,725 |
|
|
|
8,626 |
|
ResMed Inc |
|
|
45,572 |
|
|
|
11,871 |
|
Shopify Inc, Cl A * |
|
|
7,623 |
|
|
|
10,500 |
|
STERIS PLC |
|
|
33,581 |
|
|
|
8,174 |
|
ZIM Integrated Shipping Services Ltd |
|
|
112,619 |
|
|
|
6,629 |
|
| |
|
|
|
|
|
|
88,271 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $3,855,329) ($ Thousands) |
|
|
|
|
|
|
4,547,758 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
PREFERRED STOCK — 0.5% |
Brazil — 0.0% |
Braskem SA(C) |
|
|
65,200 |
|
|
|
674 |
|
Germany — 0.5% |
Jungheinrich AG (C) |
|
|
4,123 |
|
|
|
211 |
|
Porsche Automobil Holding SE (C) |
|
|
87,691 |
|
|
|
8,321 |
|
Schaeffler AG (C) |
|
|
106,067 |
|
|
|
879 |
|
Volkswagen AG(C) |
|
|
70,406 |
|
|
|
14,210 |
|
| |
|
|
|
|
|
|
23,621 |
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $25,598) ($ Thousands) |
|
|
|
|
|
|
24,295 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
EXCHANGE TRADED FUND — 0.1% |
United States — 0.1% |
iShares Trust iShares ESG Aware MSCI EAFE ETF |
|
|
65,580 |
|
|
|
5,211 |
|
Total Exchange Traded Fund |
|
|
|
|
|
|
|
|
(Cost $4,970) ($ Thousands) |
|
|
|
|
|
|
5,211 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 1.4% |
SEI Liquidity Fund, L.P. |
|
|
|
|
|
|
|
|
0.020% **†(D) |
|
|
67,123,424 |
|
|
|
67,148 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $67,135) ($ Thousands) |
|
|
67,148 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
CASH EQUIVALENT — 1.9% |
SEI Daily Income Trust, Government Fund, Cl F |
|
|
|
|
|
|
|
|
0.010%**† |
|
|
90,105,249 |
|
|
$ |
90,105 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $90,105) ($ Thousands) |
|
|
|
|
|
|
90,105 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 99.9% |
|
|
|
|
|
|
|
|
(Cost $4,043,137) ($ Thousands) |
|
$ |
4,734,517 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
International Equity Fund (Concluded)
A list of the open futures contracts held by the Fund at December 31, 2021, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
Unrealized Appreciation/ (Depreciation) (Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Euro STOXX 50 |
|
|
785 |
|
|
|
Mar-2022 |
|
|
$ |
36,721 |
|
|
$ |
38,275 |
|
|
$ |
1,232 |
|
FTSE 100 Index |
|
|
171 |
|
|
|
Mar-2022 |
|
|
|
16,352 |
|
|
|
16,963 |
|
|
|
260 |
|
Hang Seng Index |
|
|
21 |
|
|
|
Jan-2022 |
|
|
|
3,120 |
|
|
|
3,158 |
|
|
|
37 |
|
SPI 200 Index |
|
|
74 |
|
|
|
Mar-2022 |
|
|
|
9,559 |
|
|
|
9,882 |
|
|
|
169 |
|
TOPIX Index |
|
|
167 |
|
|
|
Mar-2022 |
|
|
|
29,124 |
|
|
|
28,903 |
|
|
|
148 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
94,876 |
|
|
$ |
97,181 |
|
|
$ |
1,846 |
|
|
Percentages are based on Net Assets of $4,737,252 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of December 31, 2021. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
(A) |
Certain securities or partial positions of certain securities are on loan at December 31, 2021. The total market value of securities on loan at December 31, 2021 was $63,311 ($ Thousands). |
(B) |
Level 3 security in accordance with fair value hierarchy. |
(C) |
No interest rate available. |
(D) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2021 was $67,148 ($ Thousands). |
ADR — American Depositary Receipt |
Cl — Class |
EAFE — Europe, Australasia and Far East |
ESG — Environmental, Social 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 |
Ser — Series |
SPI — Share Price Index |
TOPIX —
Tokyo Price Index |
The following
is a list of the level of inputs used as of December 31, 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 |
|
|
4,546,925 |
|
|
|
833 |
|
|
|
– |
^ |
|
|
4,547,758 |
|
Preferred Stock |
|
|
24,295 |
|
|
|
– |
|
|
|
– |
|
|
|
24,295 |
|
Exchange Traded Fund |
|
|
5,211 |
|
|
|
– |
|
|
|
– |
|
|
|
5,211 |
|
Affiliated Partnership |
|
|
– |
|
|
|
67,148 |
|
|
|
– |
|
|
|
67,148 |
|
Cash Equivalent |
|
|
90,105 |
|
|
|
– |
|
|
|
– |
|
|
|
90,105 |
|
Total Investments in Securities |
|
|
4,666,536 |
|
|
|
67,981 |
|
|
|
– |
|
|
|
4,734,517 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
1,846 |
|
|
|
– |
|
|
|
– |
|
|
|
1,846 |
|
Total Other Financial Instruments |
|
|
1,846 |
|
|
|
– |
|
|
|
– |
|
|
|
1,846 |
|
^One security with a market value of $0.
|
*
|
Futures contracts are valued at the unrealized appreciation on the instrument.
|
For the period ended December 31, 2021, there were transfers in or out of Level 3.
For information on the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.
The following is a summary of the transactions with affiliates for the period ended December 31, 2021 ($ Thousands):
Security Description |
|
Value 9/30/2021 |
|
|
Purchases at Cost |
|
|
Proceeds from Sales |
|
|
Realized Loss |
|
|
Change in Unrealized Appreciation/(Depreciation) |
|
|
Value 12/31/2021 |
|
|
Shares |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, L.P. |
|
$ |
161,647 |
|
|
$ |
198,758 |
|
|
$ |
(293,257 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
67,148 |
|
|
|
67,123,424 |
|
|
$ |
671 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund, Cl F |
|
|
48,039 |
|
|
|
126,301 |
|
|
|
(84,235 |
) |
|
|
— |
|
|
|
— |
|
|
|
90,105 |
|
|
|
90,105,249 |
|
|
|
1 |
|
|
|
— |
|
Totals |
|
$ |
209,686 |
|
|
$ |
325,059 |
|
|
$ |
(377,492 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
157,253 |
|
|
|
|
|
|
$ |
672 |
|
|
$ |
— |
|
Amounts designated as “—“ are $0 or have been rounded to $0.
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
Emerging Markets Equity Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 94.5% |
Argentina — 0.0% |
Ternium SA ADR |
|
|
23,178 |
|
|
$ |
1,009 |
|
Austria — 0.2% |
Erste Group Bank AG |
|
|
83,356 |
|
|
|
3,916 |
|
Brazil — 3.0% |
Ambev SA |
|
|
413,500 |
|
|
|
1,145 |
|
Ambev SA ADR |
|
|
329,514 |
|
|
|
923 |
|
Arezzo Industria e Comercio SA |
|
|
148,800 |
|
|
|
2,051 |
|
B3 SA - Brasil Bolsa Balcao |
|
|
1,870,717 |
|
|
|
3,741 |
|
Banco Bradesco SA ADR |
|
|
907,758 |
|
|
|
3,104 |
|
Banco do Brasil SA |
|
|
835,700 |
|
|
|
4,329 |
|
Banco Santander Brasil SA |
|
|
365,400 |
|
|
|
1,967 |
|
Banco Santander Brasil SA ADR |
|
|
108,700 |
|
|
|
584 |
|
Cia Energetica de Minas Gerais ADR (A) |
|
|
412,639 |
|
|
|
1,003 |
|
Cosan SA |
|
|
1,462,900 |
|
|
|
5,697 |
|
CPFL Energia SA |
|
|
487,000 |
|
|
|
2,346 |
|
CSN Mineracao SA |
|
|
2,644,800 |
|
|
|
3,200 |
|
Diagnosticos da America SA * |
|
|
118,800 |
|
|
|
720 |
|
Gerdau SA ADR |
|
|
258,812 |
|
|
|
1,273 |
|
Hapvida Participacoes e Investimentos SA |
|
|
1,259,400 |
|
|
|
2,347 |
|
Iochpe Maxion SA * |
|
|
224,211 |
|
|
|
618 |
|
JBS SA |
|
|
307,077 |
|
|
|
2,092 |
|
Multiplan Empreendimentos Imobiliarios SA * |
|
|
226,100 |
|
|
|
760 |
|
Natura & Co Holding SA * |
|
|
267,244 |
|
|
|
1,220 |
|
Notre Dame Intermedica Participacoes SA |
|
|
99,400 |
|
|
|
1,077 |
|
Petroleo Brasileiro SA |
|
|
21,549 |
|
|
|
237 |
|
Petroleo Brasileiro SA ADR |
|
|
318,522 |
|
|
|
3,497 |
|
Porto Seguro SA |
|
|
215,514 |
|
|
|
809 |
|
SLC Agricola SA |
|
|
72,121 |
|
|
|
583 |
|
Telefonica Brasil SA |
|
|
102,725 |
|
|
|
889 |
|
TIM SA/Brazil * |
|
|
807,100 |
|
|
|
1,905 |
|
TIM SA/Brazil ADR * |
|
|
46,719 |
|
|
|
544 |
|
Vale SA |
|
|
18,966 |
|
|
|
265 |
|
Vale SA ADR, Cl B |
|
|
177,295 |
|
|
|
2,486 |
|
Vibra Energia SA |
|
|
1,083,269 |
|
|
|
4,162 |
|
WEG SA |
|
|
205,436 |
|
|
|
1,216 |
|
| |
|
|
|
|
|
|
56,790 |
|
Canada — 1.3% |
Autohome Inc ADR |
|
|
59,572 |
|
|
|
1,756 |
|
Endeavour Mining PLC |
|
|
57,098 |
|
|
|
1,254 |
|
First Quantum Minerals Ltd |
|
|
489,103 |
|
|
|
11,721 |
|
Ivanhoe Mines Ltd, Cl A * |
|
|
493,877 |
|
|
|
4,035 |
|
Pan American Silver Corp |
|
|
61,801 |
|
|
|
1,543 |
|
Parex Resources Inc |
|
|
272,058 |
|
|
|
4,654 |
|
| |
|
|
|
|
|
|
24,963 |
|
Chile — 0.6% |
Banco Santander Chile ADR |
|
|
65,723 |
|
|
|
1,071 |
|
CAP SA |
|
|
23,156 |
|
|
|
225 |
|
Sociedad Quimica y Minera de Chile SA ADR |
|
|
189,467 |
|
|
|
9,555 |
|
| |
|
|
|
|
|
|
10,851 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
China — 20.8% |
360 DigiTech Inc ADR |
|
|
28,193 |
|
|
$ |
646 |
|
AECC Aviation Power Co Ltd, Cl A |
|
|
113,200 |
|
|
|
1,127 |
|
Agricultural Bank of China Ltd, Cl H |
|
|
15,571,000 |
|
|
|
5,352 |
|
Alibaba Group Holding Ltd * |
|
|
1,178,188 |
|
|
|
17,968 |
|
Alibaba Group Holding Ltd ADR * |
|
|
110,612 |
|
|
|
13,140 |
|
Anhui Conch Cement Co Ltd, Cl H |
|
|
1,037,500 |
|
|
|
5,183 |
|
Baidu Inc ADR * |
|
|
39,279 |
|
|
|
5,844 |
|
Bank of China Ltd, Cl H |
|
|
13,394,106 |
|
|
|
4,828 |
|
Bank of Communications Co Ltd, Cl H |
|
|
5,076,000 |
|
|
|
3,066 |
|
Bank of Nanjing Co Ltd, Cl A |
|
|
602,834 |
|
|
|
848 |
|
BeiGene Ltd ADR * |
|
|
2,230 |
|
|
|
604 |
|
Bilibili Inc ADR *(A) |
|
|
43,222 |
|
|
|
2,006 |
|
Bosideng International Holdings Ltd |
|
|
1,521,597 |
|
|
|
958 |
|
BYD Co Ltd, Cl H |
|
|
66,870 |
|
|
|
2,287 |
|
China BlueChemical Ltd |
|
|
415,857 |
|
|
|
116 |
|
China CITIC Bank Corp Ltd, Cl H |
|
|
2,543,000 |
|
|
|
1,103 |
|
China Communications Services Corp Ltd, Cl H |
|
|
1,578,075 |
|
|
|
769 |
|
China Construction Bank Corp, Cl H |
|
|
14,694,050 |
|
|
|
10,178 |
|
China Jushi Co Ltd, Cl A |
|
|
932,077 |
|
|
|
2,662 |
|
China Lesso Group Holdings Ltd |
|
|
2,391,000 |
|
|
|
3,435 |
|
China Longyuan Power Group Corp Ltd, Cl H |
|
|
1,810,238 |
|
|
|
4,226 |
|
China Merchants Bank Co Ltd, Cl H |
|
|
974,562 |
|
|
|
7,569 |
|
China National Building Material Co Ltd, Cl H |
|
|
1,084,733 |
|
|
|
1,330 |
|
China Pacific Insurance Group Co Ltd, Cl H |
|
|
422,400 |
|
|
|
1,146 |
|
China Petroleum & Chemical Corp ADR |
|
|
35,768 |
|
|
|
1,664 |
|
China Petroleum & Chemical Corp, Cl A |
|
|
2,594,666 |
|
|
|
1,722 |
|
China Petroleum & Chemical Corp, Cl H |
|
|
5,402,000 |
|
|
|
2,515 |
|
China Resources Sanjiu Medical & Pharmaceutical Co Ltd, Cl A |
|
|
203,500 |
|
|
|
1,093 |
|
China Shenhua Energy Co Ltd, Cl H |
|
|
673,500 |
|
|
|
1,579 |
|
Chongqing Zhifei Biological Products Co Ltd, Cl A |
|
|
89,600 |
|
|
|
1,752 |
|
Contemporary Amperex Technology Co Ltd, Cl A |
|
|
8,084 |
|
|
|
746 |
|
Daqo New Energy Corp ADR * |
|
|
13,276 |
|
|
|
535 |
|
Dongfeng Motor Group Co Ltd, Cl H * |
|
|
4,090,940 |
|
|
|
3,400 |
|
Fangda Carbon New Material Co Ltd, Cl A |
|
|
1,225,881 |
|
|
|
2,081 |
|
Fujian Green Pine Co Ltd, Cl A |
|
|
232,480 |
|
|
|
412 |
|
Fujian Sunner Development Co Ltd, Cl A |
|
|
1,347,800 |
|
|
|
5,111 |
|
Ginlong Technologies Co Ltd, Cl A |
|
|
58,820 |
|
|
|
2,137 |
|
Great Wall Motor Co Ltd, Cl H |
|
|
340,000 |
|
|
|
1,169 |
|
Guangzhou Kingmed Diagnostics Group Co Ltd, Cl A |
|
|
110,900 |
|
|
|
1,938 |
|
Guangzhou Tinci Materials Technology Co Ltd, Cl A |
|
|
32,000 |
|
|
|
576 |
|
Haier Smart Home Co Ltd, Cl A |
|
|
1,116,561 |
|
|
|
5,237 |
|
Haier Smart Home Co Ltd, Cl H |
|
|
1,784,756 |
|
|
|
7,543 |
|
Hangzhou Robam Appliances Co Ltd, Cl A |
|
|
230,266 |
|
|
|
1,302 |
|
Hengli Petrochemical Co Ltd, Cl A |
|
|
774,400 |
|
|
|
2,791 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
Emerging Markets Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Huayu Automotive Systems Co Ltd, Cl A |
|
|
363,900 |
|
|
$ |
1,616 |
|
Huazhu Group Ltd ADR * |
|
|
100,216 |
|
|
|
3,742 |
|
Imeik Technology Development Co Ltd, Cl A |
|
|
7,300 |
|
|
|
614 |
|
Industrial & Commercial Bank of China Ltd, Cl H |
|
|
17,416,140 |
|
|
|
9,829 |
|
Inspur Electronic Information Industry Co Ltd, Cl A |
|
|
139,915 |
|
|
|
787 |
|
JD.com Inc ADR * |
|
|
58,816 |
|
|
|
4,121 |
|
Jiangsu Changshu Rural Commercial Bank Co Ltd, Cl A |
|
|
3,800,274 |
|
|
|
3,942 |
|
JOYY Inc ADR |
|
|
14,470 |
|
|
|
657 |
|
Kingsoft Corp Ltd |
|
|
176,049 |
|
|
|
773 |
|
Kweichow Moutai Co Ltd, Cl A |
|
|
15,600 |
|
|
|
5,017 |
|
Li Auto Inc ADR * |
|
|
27,626 |
|
|
|
887 |
|
Longfor Group Holdings Ltd |
|
|
1,061,500 |
|
|
|
4,997 |
|
LONGi Green Energy Technology Co Ltd, Cl A * |
|
|
534,900 |
|
|
|
7,235 |
|
Lufax Holding Ltd ADR * |
|
|
498,818 |
|
|
|
2,808 |
|
Luxshare Precision Industry Co Ltd, Cl A |
|
|
996,300 |
|
|
|
7,691 |
|
Montage Technology Co Ltd, Cl A |
|
|
341,749 |
|
|
|
4,497 |
|
NARI Technology Co Ltd, Cl A |
|
|
492,300 |
|
|
|
3,092 |
|
NetEase Inc ADR |
|
|
143,270 |
|
|
|
14,582 |
|
Ningbo Tuopu Group Co Ltd, Cl A |
|
|
210,500 |
|
|
|
1,751 |
|
NIO Inc ADR * |
|
|
76,080 |
|
|
|
2,410 |
|
Northeast Securities Co Ltd, Cl A |
|
|
218,200 |
|
|
|
301 |
|
Orient Securities Co Ltd/China, Cl A |
|
|
284,800 |
|
|
|
659 |
|
PetroChina Co Ltd, Cl H |
|
|
3,856,000 |
|
|
|
1,716 |
|
PICC Property & Casualty Co Ltd, Cl H |
|
|
6,794,000 |
|
|
|
5,551 |
|
Pinduoduo Inc ADR * |
|
|
16,055 |
|
|
|
936 |
|
Ping An Insurance Group Co of China Ltd, Cl A |
|
|
838,700 |
|
|
|
6,634 |
|
Ping An Insurance Group Co of China Ltd, Cl H |
|
|
2,201,482 |
|
|
|
15,855 |
|
QuakeSafe Technologies Co Ltd, Cl A |
|
|
195,400 |
|
|
|
3,199 |
|
Seazen Holdings Co Ltd, Cl A |
|
|
115,800 |
|
|
|
529 |
|
Shenzhen Mindray Bio-Medical Electronics Co Ltd, Cl A |
|
|
14,841 |
|
|
|
887 |
|
Shenzhen Overseas Chinese Town Co Ltd, Cl A |
|
|
2,284,000 |
|
|
|
2,523 |
|
Shenzhen SC New Energy Technology Corp, Cl A |
|
|
157,000 |
|
|
|
2,816 |
|
Shenzhou International Group Holdings Ltd |
|
|
30,100 |
|
|
|
579 |
|
Sichuan Kelun Pharmaceutical Co Ltd, Cl A |
|
|
747,398 |
|
|
|
2,220 |
|
Sinopec Engineering Group Co Ltd, Cl H |
|
|
844,323 |
|
|
|
417 |
|
Sinotrans Ltd, Cl H |
|
|
2,322,309 |
|
|
|
745 |
|
Tencent Holdings Ltd |
|
|
1,089,190 |
|
|
|
63,818 |
|
Tingyi Cayman Islands Holding Corp |
|
|
450,754 |
|
|
|
926 |
|
Trip.com Group Ltd ADR * |
|
|
73,451 |
|
|
|
1,808 |
|
Tsingtao Brewery Co Ltd, Cl H |
|
|
379,000 |
|
|
|
3,549 |
|
Uni-President China Holdings Ltd |
|
|
884,000 |
|
|
|
857 |
|
Unisplendour Corp Ltd, Cl A |
|
|
154,139 |
|
|
|
553 |
|
Vipshop Holdings Ltd ADR * |
|
|
330,957 |
|
|
|
2,780 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Want Want China Holdings Ltd |
|
|
1,170,000 |
|
|
$ |
1,074 |
|
Weichai Power Co Ltd, Cl H |
|
|
3,336,000 |
|
|
|
6,530 |
|
Wingtech Technology Co Ltd, Cl A |
|
|
507,600 |
|
|
|
10,298 |
|
Wuhu Sanqi Interactive Entertainment Network Technology Group Co Ltd, Cl A |
|
|
1,058,800 |
|
|
|
4,488 |
|
Wuxi Lead Intelligent Equipment Co Ltd, Cl A |
|
|
153,380 |
|
|
|
1,790 |
|
Xianhe Co Ltd, Cl A |
|
|
486,779 |
|
|
|
3,117 |
|
XPeng Inc ADR, Cl A *(A) |
|
|
49,232 |
|
|
|
2,478 |
|
Xtep International Holdings Ltd |
|
|
405,500 |
|
|
|
676 |
|
Yantai Jereh Oilfield Services Group Co Ltd, Cl A |
|
|
232,697 |
|
|
|
1,460 |
|
Yifeng Pharmacy Chain Co Ltd, Cl A |
|
|
452,600 |
|
|
|
3,913 |
|
Yuan Longping High-tech Agriculture Co Ltd, Cl A * |
|
|
1,165,700 |
|
|
|
4,254 |
|
Yum China Holdings Inc |
|
|
22,528 |
|
|
|
1,123 |
|
Zhejiang Expressway Co Ltd, Cl H |
|
|
1,800,000 |
|
|
|
1,605 |
|
Zhejiang HangKe Technology Inc Co, Cl A |
|
|
146,056 |
|
|
|
2,465 |
|
Zhejiang Juhua Co Ltd, Cl A |
|
|
1,286,713 |
|
|
|
2,606 |
|
Zhejiang Weixing New Building Materials Co Ltd, Cl A |
|
|
87,617 |
|
|
|
334 |
|
Zhongsheng Group Holdings Ltd |
|
|
797,500 |
|
|
|
6,219 |
|
ZTE Corp, Cl H |
|
|
298,000 |
|
|
|
816 |
|
| |
|
|
|
|
|
|
397,846 |
|
Colombia — 0.1% |
Grupo de Inversiones Suramericana SA |
|
|
188,689 |
|
|
|
1,391 |
|
Czech Republic — 0.1% |
CEZ AS |
|
|
64,644 |
|
|
|
2,451 |
|
Moneta Money Bank AS |
|
|
117,111 |
|
|
|
502 |
|
| |
|
|
|
|
|
|
2,953 |
|
Germany — 0.2% |
Delivery Hero SE * |
|
|
34,521 |
|
|
|
3,847 |
|
Greece — 0.4% |
Alpha Services and Holdings SA * |
|
|
3,264,673 |
|
|
|
3,999 |
|
Eurobank Ergasias Services and Holdings SA * |
|
|
3,104,746 |
|
|
|
3,147 |
|
Hellenic Telecommunications Organization SA |
|
|
36,071 |
|
|
|
667 |
|
OPAP SA |
|
|
48,110 |
|
|
|
682 |
|
| |
|
|
|
|
|
|
8,495 |
|
Hong Kong — 8.9% |
A-Living Smart City Services Co Ltd, Cl H |
|
|
948,250 |
|
|
|
1,618 |
|
ASM Pacific Technology Ltd |
|
|
232,000 |
|
|
|
2,507 |
|
Beijing Enterprises Holdings Ltd |
|
|
1,046,500 |
|
|
|
3,611 |
|
Beijing Enterprises Water Group Ltd |
|
|
2,470,000 |
|
|
|
960 |
|
Bilibili Inc, Cl Z * |
|
|
43,200 |
|
|
|
1,987 |
|
Chaoda Modern Agriculture Holdings Ltd * |
|
|
2,056,181 |
|
|
|
11 |
|
China Conch Venture Holdings Ltd |
|
|
581,000 |
|
|
|
2,839 |
|
China Feihe Ltd |
|
|
1,010,000 |
|
|
|
1,355 |
|
China High Precision Automation Group Ltd *(F) |
|
|
1,385,624 |
|
|
|
– |
|
China Hongqiao Group Ltd |
|
|
841,000 |
|
|
|
888 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
Emerging Markets Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
China International Marine Containers Group Co Ltd, Cl H |
|
|
556,079 |
|
|
$ |
1,000 |
|
China Medical System Holdings Ltd |
|
|
4,131,870 |
|
|
|
6,900 |
|
China Meidong Auto Holdings Ltd |
|
|
530,000 |
|
|
|
2,733 |
|
China Mengniu Dairy Co Ltd |
|
|
311,000 |
|
|
|
1,763 |
|
China Merchants Port Holdings Co Ltd |
|
|
2,065,607 |
|
|
|
3,762 |
|
China Resources Gas Group Ltd |
|
|
176,341 |
|
|
|
997 |
|
China Resources Land Ltd |
|
|
4,278,000 |
|
|
|
17,998 |
|
China Southern Airlines Co Ltd, Cl H * |
|
|
4,494,000 |
|
|
|
2,692 |
|
China Yongda Automobiles Services Holdings Ltd |
|
|
512,000 |
|
|
|
686 |
|
Country Garden Services Holdings Co Ltd |
|
|
724,130 |
|
|
|
4,338 |
|
CSPC Pharmaceutical Group Ltd |
|
|
1,026,247 |
|
|
|
1,115 |
|
Geely Automobile Holdings Ltd |
|
|
2,270,542 |
|
|
|
6,203 |
|
Greentown Management Holdings Co Ltd (A) |
|
|
1,930,113 |
|
|
|
1,322 |
|
Guangzhou Automobile Group Co Ltd, Cl H |
|
|
5,216,000 |
|
|
|
5,145 |
|
Hong Kong Exchanges & Clearing Ltd |
|
|
103,500 |
|
|
|
6,046 |
|
Hopson Development Holdings Ltd |
|
|
11,901 |
|
|
|
25 |
|
Huazhu Group Ltd * |
|
|
124,300 |
|
|
|
465 |
|
Innovent Biologics Inc * |
|
|
64,656 |
|
|
|
400 |
|
JD.com Inc, Cl A * |
|
|
365,788 |
|
|
|
12,856 |
|
Kingboard Holdings Ltd |
|
|
205,294 |
|
|
|
999 |
|
Kingboard Laminates Holdings Ltd |
|
|
1,989,500 |
|
|
|
3,384 |
|
Kunlun Energy Co Ltd |
|
|
7,178,020 |
|
|
|
6,730 |
|
Lenovo Group Ltd |
|
|
4,524,659 |
|
|
|
5,200 |
|
Li Ning Co Ltd |
|
|
471,988 |
|
|
|
5,167 |
|
Meituan, Cl B * |
|
|
712,500 |
|
|
|
20,599 |
|
New China Life Insurance Co Ltd, Cl H |
|
|
325,700 |
|
|
|
871 |
|
Nine Dragons Paper Holdings Ltd |
|
|
1,712,000 |
|
|
|
1,838 |
|
People's Insurance Co Group of China Ltd/The, Cl H |
|
|
3,080,407 |
|
|
|
932 |
|
Postal Savings Bank of China Co Ltd, Cl H |
|
|
5,407,000 |
|
|
|
3,794 |
|
Q Technology Group Co Ltd |
|
|
584,767 |
|
|
|
756 |
|
Shanghai Pharmaceuticals Holding Co Ltd, Cl H |
|
|
387,200 |
|
|
|
734 |
|
Shenzhen International Holdings Ltd |
|
|
15,751 |
|
|
|
16 |
|
Sunac China Holdings Ltd |
|
|
1,880,000 |
|
|
|
2,841 |
|
Sunac Services Holdings Ltd |
|
|
282,000 |
|
|
|
288 |
|
Sunny Optical Technology Group Co Ltd |
|
|
116,802 |
|
|
|
3,695 |
|
Topsports International Holdings Ltd |
|
|
418,216 |
|
|
|
423 |
|
Vinda International Holdings Ltd (A) |
|
|
612,000 |
|
|
|
1,491 |
|
WH Group Ltd |
|
|
4,195,250 |
|
|
|
2,631 |
|
Wuxi Biologics Cayman Inc * |
|
|
154,955 |
|
|
|
1,839 |
|
Xiaomi Corp, Cl B * |
|
|
489,405 |
|
|
|
1,186 |
|
Xinyi Solar Holdings Ltd |
|
|
4,550,458 |
|
|
|
7,716 |
|
Yadea Group Holdings Ltd |
|
|
2,186,000 |
|
|
|
4,262 |
|
Yuexiu Property Co Ltd |
|
|
712,025 |
|
|
|
627 |
|
| |
|
|
|
|
|
|
170,241 |
|
Hungary — 1.1% |
MOL Hungarian Oil & Gas PLC |
|
|
100,460 |
|
|
|
780 |
|
OTP Bank Nyrt * |
|
|
196,094 |
|
|
|
10,036 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Richter Gedeon Nyrt |
|
|
360,805 |
|
|
$ |
9,713 |
|
| |
|
|
|
|
|
|
20,529 |
|
India — 11.1% |
Apollo Hospitals Enterprise Ltd |
|
|
45,369 |
|
|
|
3,060 |
|
Aptus Value Housing Finance India Ltd * |
|
|
602,181 |
|
|
|
2,753 |
|
AU Small Finance Bank Ltd * |
|
|
131,378 |
|
|
|
1,832 |
|
Avenue Supermarts Ltd * |
|
|
10,954 |
|
|
|
688 |
|
Axis Bank Ltd * |
|
|
71,394 |
|
|
|
652 |
|
Bajaj Finance Ltd |
|
|
6,660 |
|
|
|
625 |
|
Bharat Electronics Ltd |
|
|
542,788 |
|
|
|
1,533 |
|
Bharat Petroleum Corp Ltd |
|
|
119,040 |
|
|
|
617 |
|
Bharti Airtel Ltd * |
|
|
356,698 |
|
|
|
3,281 |
|
Cartrade Tech Ltd * |
|
|
87,750 |
|
|
|
1,001 |
|
Cipla Ltd/India |
|
|
115,846 |
|
|
|
1,471 |
|
Container Corp Of India Ltd |
|
|
242,483 |
|
|
|
2,005 |
|
Divi's Laboratories Ltd |
|
|
9,463 |
|
|
|
596 |
|
DLF Ltd |
|
|
197,718 |
|
|
|
1,039 |
|
EPL Ltd |
|
|
820,573 |
|
|
|
2,288 |
|
Escorts Ltd |
|
|
44,487 |
|
|
|
1,142 |
|
GAIL India Ltd |
|
|
2,100,516 |
|
|
|
3,651 |
|
GMM Pfaudler Ltd |
|
|
24,158 |
|
|
|
1,580 |
|
Godrej Properties Ltd * |
|
|
75,533 |
|
|
|
1,902 |
|
Grasim Industries Ltd |
|
|
53,990 |
|
|
|
1,178 |
|
HCL Technologies Ltd |
|
|
574,785 |
|
|
|
10,200 |
|
HDFC Bank Ltd |
|
|
295,421 |
|
|
|
5,879 |
|
Hero MotoCorp Ltd |
|
|
89,997 |
|
|
|
2,981 |
|
Hindalco Industries Ltd |
|
|
226,263 |
|
|
|
1,448 |
|
Hindustan Petroleum Corp Ltd |
|
|
145,598 |
|
|
|
573 |
|
Hindustan Unilever Ltd |
|
|
17,862 |
|
|
|
567 |
|
Housing Development Finance Corp Ltd |
|
|
516,254 |
|
|
|
17,963 |
|
ICICI Bank Ltd |
|
|
1,028,994 |
|
|
|
10,246 |
|
ICICI Bank Ltd ADR |
|
|
559,759 |
|
|
|
11,078 |
|
ICICI Lombard General Insurance Co Ltd |
|
|
33,527 |
|
|
|
632 |
|
Indian Bank |
|
|
124,329 |
|
|
|
234 |
|
Indian Hotels Co Ltd |
|
|
409,927 |
|
|
|
997 |
|
Indian Oil Corp Ltd |
|
|
930,878 |
|
|
|
1,396 |
|
IndusInd Bank Ltd |
|
|
329,135 |
|
|
|
3,932 |
|
Infosys Ltd |
|
|
284,548 |
|
|
|
7,226 |
|
Infosys Ltd ADR |
|
|
535,478 |
|
|
|
13,553 |
|
InterGlobe Aviation Ltd * |
|
|
128,770 |
|
|
|
3,495 |
|
IRB Infrastructure Developers Ltd * |
|
|
701,023 |
|
|
|
2,145 |
|
ITC Ltd |
|
|
198,131 |
|
|
|
581 |
|
Jindal Steel & Power Ltd * |
|
|
78,563 |
|
|
|
399 |
|
JM Financial Ltd |
|
|
367,047 |
|
|
|
367 |
|
Jubilant Foodworks Ltd |
|
|
10,860 |
|
|
|
525 |
|
Kotak Mahindra Bank Ltd |
|
|
27,976 |
|
|
|
676 |
|
Larsen & Toubro Ltd |
|
|
84,662 |
|
|
|
2,159 |
|
Mahindra & Mahindra Ltd |
|
|
52,925 |
|
|
|
596 |
|
Manappuram Finance Ltd |
|
|
396,940 |
|
|
|
879 |
|
Marico Ltd |
|
|
92,161 |
|
|
|
636 |
|
Maruti Suzuki India Ltd |
|
|
11,799 |
|
|
|
1,179 |
|
Nestle India Ltd |
|
|
4,368 |
|
|
|
1,158 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
Emerging Markets Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Nippon Life India Asset Management Ltd |
|
|
73,166 |
|
|
$ |
346 |
|
NTPC Ltd |
|
|
619,930 |
|
|
|
1,037 |
|
Oil & Natural Gas Corp Ltd |
|
|
301,255 |
|
|
|
577 |
|
Page Industries Ltd |
|
|
1,174 |
|
|
|
638 |
|
Persistent Systems Ltd |
|
|
17,807 |
|
|
|
1,175 |
|
Petronet LNG Ltd |
|
|
2,144,290 |
|
|
|
6,242 |
|
Power Grid Corp of India Ltd |
|
|
593,745 |
|
|
|
1,633 |
|
REC Ltd |
|
|
461,906 |
|
|
|
831 |
|
Reliance Industries Ltd |
|
|
710,677 |
|
|
|
21,197 |
|
SBI Cards & Payment Services Ltd * |
|
|
280,483 |
|
|
|
3,502 |
|
SBI Life Insurance Co Ltd |
|
|
89,865 |
|
|
|
1,446 |
|
Sona Blw Precision Forgings Ltd * |
|
|
255,517 |
|
|
|
2,556 |
|
Spandana Sphoorty Financial Ltd * |
|
|
21,508 |
|
|
|
133 |
|
State Bank of India |
|
|
1,132,020 |
|
|
|
7,012 |
|
Sun Pharmaceutical Industries Ltd |
|
|
91,442 |
|
|
|
1,040 |
|
Tata Consultancy Services Ltd |
|
|
184,588 |
|
|
|
9,283 |
|
Tech Mahindra Ltd |
|
|
48,422 |
|
|
|
1,166 |
|
Torrent Power Ltd |
|
|
309,550 |
|
|
|
2,305 |
|
UltraTech Cement Ltd |
|
|
42,122 |
|
|
|
4,301 |
|
United Breweries Ltd |
|
|
110,264 |
|
|
|
2,353 |
|
UPL Ltd |
|
|
391,756 |
|
|
|
3,937 |
|
Vedanta Ltd |
|
|
225,314 |
|
|
|
1,034 |
|
Wipro Ltd |
|
|
127,637 |
|
|
|
1,228 |
|
WNS Holdings Ltd ADR * |
|
|
17,029 |
|
|
|
1,502 |
|
| |
|
|
|
|
|
|
213,068 |
|
Indonesia — 1.7% |
Adaro Energy Tbk PT |
|
|
6,137,327 |
|
|
|
971 |
|
Astra International Tbk PT |
|
|
12,642,700 |
|
|
|
5,064 |
|
Bank Central Asia Tbk PT |
|
|
6,727,140 |
|
|
|
3,456 |
|
Bank Mandiri Persero Tbk PT |
|
|
2,384,113 |
|
|
|
1,179 |
|
Bank Negara Indonesia Persero Tbk PT |
|
|
2,254,800 |
|
|
|
1,068 |
|
Bank Rakyat Indonesia Persero Tbk PT |
|
|
32,148,015 |
|
|
|
9,287 |
|
Bukalapak.com PT Tbk * |
|
|
29,961,700 |
|
|
|
905 |
|
Indofood Sukses Makmur Tbk PT |
|
|
4,282,700 |
|
|
|
1,903 |
|
Kalbe Farma Tbk PT |
|
|
8,894,800 |
|
|
|
1,009 |
|
Merdeka Copper Gold Tbk PT * |
|
|
8,199,600 |
|
|
|
2,246 |
|
Sarana Menara Nusantara Tbk PT |
|
|
4,806,658 |
|
|
|
379 |
|
Telkom Indonesia Persero Tbk PT |
|
|
21,428,600 |
|
|
|
6,082 |
|
| |
|
|
|
|
|
|
33,549 |
|
Malaysia — 0.4% |
CIMB Group Holdings Bhd |
|
|
1,107,174 |
|
|
|
1,448 |
|
Frontken Corp Bhd |
|
|
1,198,490 |
|
|
|
1,151 |
|
Hong Leong Bank Bhd |
|
|
208,227 |
|
|
|
931 |
|
IHH Healthcare Bhd |
|
|
631,800 |
|
|
|
1,113 |
|
Inari Amertron Bhd |
|
|
951,700 |
|
|
|
914 |
|
Petronas Chemicals Group Bhd |
|
|
580,958 |
|
|
|
1,244 |
|
Sime Darby Bhd |
|
|
1,053,204 |
|
|
|
586 |
|
Telekom Malaysia Bhd |
|
|
451,805 |
|
|
|
597 |
|
| |
|
|
|
|
|
|
7,984 |
|
Mexico — 1.8% |
Alfa SAB de CV, Cl A |
|
|
3,442,251 |
|
|
|
2,528 |
|
America Movil SAB de CV ADR, Cl L |
|
|
94,646 |
|
|
|
1,998 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Cemex SAB de CV ADR * |
|
|
566,437 |
|
|
$ |
3,840 |
|
Coca-Cola Femsa SAB de CV |
|
|
302,963 |
|
|
|
1,666 |
|
Fomento Economico Mexicano SAB de CV |
|
|
255,659 |
|
|
|
1,992 |
|
Fomento Economico Mexicano SAB de CV ADR |
|
|
19,007 |
|
|
|
1,477 |
|
Grupo Aeroportuario del Pacifico SAB de CV ADR * |
|
|
2,999 |
|
|
|
412 |
|
Grupo Bimbo SAB de CV, Ser A |
|
|
277,646 |
|
|
|
856 |
|
Grupo Financiero Banorte SAB de CV, Cl O |
|
|
1,837,725 |
|
|
|
11,958 |
|
Grupo Mexico SAB de CV, Ser B |
|
|
751,959 |
|
|
|
3,280 |
|
Megacable Holdings SAB de CV |
|
|
84,738 |
|
|
|
290 |
|
Promotora y Operadora de Infraestructura SAB de CV |
|
|
93,200 |
|
|
|
728 |
|
Wal-Mart de Mexico SAB de CV |
|
|
859,393 |
|
|
|
3,201 |
|
| |
|
|
|
|
|
|
34,226 |
|
Netherlands — 0.1% |
InPost SA * |
|
|
123,913 |
|
|
|
1,493 |
|
Norway — 0.1% |
Yara International ASA |
|
|
36,505 |
|
|
|
1,839 |
|
Peru — 0.1% |
Credicorp Ltd |
|
|
14,124 |
|
|
|
1,724 |
|
Philippines — 0.2% |
BDO Unibank Inc |
|
|
1,228,592 |
|
|
|
2,908 |
|
International Container Terminal Services Inc |
|
|
73,628 |
|
|
|
289 |
|
Monde Nissin Corp * |
|
|
4,354,800 |
|
|
|
1,383 |
|
| |
|
|
|
|
|
|
4,580 |
|
Poland — 1.0% |
Allegro.eu SA * |
|
|
179,782 |
|
|
|
1,733 |
|
Bank Polska Kasa Opieki SA |
|
|
21,149 |
|
|
|
639 |
|
Cyfrowy Polsat SA |
|
|
106,626 |
|
|
|
920 |
|
Dino Polska SA * |
|
|
92,122 |
|
|
|
8,398 |
|
LPP SA |
|
|
184 |
|
|
|
785 |
|
Polski Koncern Naftowy ORLEN SA |
|
|
101,454 |
|
|
|
1,871 |
|
Polskie Gornictwo Naftowe i Gazownictwo SA |
|
|
557,169 |
|
|
|
871 |
|
Powszechny Zaklad Ubezpieczen SA |
|
|
401,534 |
|
|
|
3,515 |
|
| |
|
|
|
|
|
|
18,732 |
|
Portugal — 0.1% |
Jeronimo Martins SGPS SA |
|
|
88,276 |
|
|
|
2,018 |
|
Qatar — 0.1% |
Industries Qatar QSC |
|
|
136,658 |
|
|
|
581 |
|
Qatar National Bank QPSC |
|
|
128,814 |
|
|
|
714 |
|
| |
|
|
|
|
|
|
1,295 |
|
Russia — 4.1% |
Alrosa PJSC |
|
|
530,920 |
|
|
|
869 |
|
Detsky Mir PJSC |
|
|
1,287,672 |
|
|
|
2,142 |
|
Gazprom PJSC |
|
|
720,642 |
|
|
|
3,298 |
|
Gazprom PJSC ADR |
|
|
514,142 |
|
|
|
4,725 |
|
LUKOIL PJSC ADR |
|
|
244,297 |
|
|
|
21,929 |
|
Magnit GDR * |
|
|
171,110 |
|
|
|
2,483 |
|
Magnit PJSC GDR |
|
|
13,117 |
|
|
|
197 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
Emerging Markets Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
MMC Norilsk Nickel PJSC ADR |
|
|
82,982 |
|
|
$ |
2,545 |
|
Mobile TeleSystems PJSC ADR |
|
|
673,294 |
|
|
|
5,353 |
|
Novatek PJSC |
|
|
42,065 |
|
|
|
965 |
|
Polyus PJSC |
|
|
9,893 |
|
|
|
1,725 |
|
Rosneft Oil Co PJSC |
|
|
468,598 |
|
|
|
3,748 |
|
Sberbank of Russia PJSC |
|
|
841,978 |
|
|
|
3,296 |
|
Sberbank of Russia PJSC ADR |
|
|
1,093,116 |
|
|
|
17,236 |
|
Surgutneftegas PJSC ADR (A) |
|
|
579,616 |
|
|
|
3,060 |
|
Yandex NV, Cl A * |
|
|
74,035 |
|
|
|
4,479 |
|
| |
|
|
|
|
|
|
78,050 |
|
Saudi Arabia — 1.6% |
Al Hammadi Co for Development and Investment |
|
|
78,349 |
|
|
|
841 |
|
Al Rajhi Bank |
|
|
125,657 |
|
|
|
4,745 |
|
Alinma Bank |
|
|
190,843 |
|
|
|
1,217 |
|
Riyad Bank |
|
|
453,328 |
|
|
|
3,269 |
|
SABIC Agri-Nutrients Co |
|
|
33,183 |
|
|
|
1,562 |
|
Sahara International Petrochemical Co |
|
|
137,842 |
|
|
|
1,545 |
|
Saudi Arabian Mining Co * |
|
|
42,175 |
|
|
|
882 |
|
Saudi Basic Industries Corp |
|
|
26,927 |
|
|
|
832 |
|
Saudi British Bank/The |
|
|
76,206 |
|
|
|
669 |
|
Saudi Electricity Co |
|
|
93,738 |
|
|
|
598 |
|
Saudi Industrial Investment Group |
|
|
73,635 |
|
|
|
612 |
|
Saudi National Bank/The |
|
|
453,241 |
|
|
|
7,774 |
|
Saudi Tadawul Group Holding Co * |
|
|
34,749 |
|
|
|
1,164 |
|
Saudi Telecom Co |
|
|
143,536 |
|
|
|
4,293 |
|
United Electronics Co |
|
|
22,631 |
|
|
|
817 |
|
United International Transportation Co |
|
|
44,744 |
|
|
|
556 |
|
| |
|
|
|
|
|
|
31,376 |
|
Singapore — 0.1% |
TDCX Inc ADR * |
|
|
65,563 |
|
|
|
1,256 |
|
Yangzijiang Shipbuilding Holdings Ltd |
|
|
741,483 |
|
|
|
737 |
|
| |
|
|
|
|
|
|
1,993 |
|
South Africa — 3.2% |
Absa Group Ltd |
|
|
204,064 |
|
|
|
1,950 |
|
African Rainbow Minerals Ltd |
|
|
42,322 |
|
|
|
613 |
|
Anglo American Platinum Ltd |
|
|
8,014 |
|
|
|
912 |
|
Aspen Pharmacare Holdings Ltd |
|
|
133,662 |
|
|
|
1,880 |
|
Bid Corp Ltd |
|
|
179,498 |
|
|
|
3,671 |
|
Capitec Bank Holdings Ltd |
|
|
24,630 |
|
|
|
3,148 |
|
Cie Financiere Richemont SA |
|
|
101,222 |
|
|
|
1,531 |
|
FirstRand Ltd |
|
|
306,268 |
|
|
|
1,167 |
|
Gold Fields Ltd |
|
|
92,117 |
|
|
|
1,005 |
|
Gold Fields Ltd ADR |
|
|
745,728 |
|
|
|
8,196 |
|
Impala Platinum Holdings Ltd |
|
|
82,486 |
|
|
|
1,163 |
|
Kumba Iron Ore Ltd |
|
|
31,056 |
|
|
|
895 |
|
Mr Price Group Ltd |
|
|
213,456 |
|
|
|
2,668 |
|
MTN Group Ltd * |
|
|
225,329 |
|
|
|
2,410 |
|
Naspers Ltd, Cl N |
|
|
104,450 |
|
|
|
16,178 |
|
Nedbank Group Ltd |
|
|
198,132 |
|
|
|
2,173 |
|
Old Mutual Ltd |
|
|
3,290,993 |
|
|
|
2,701 |
|
Sasol Ltd * |
|
|
100,810 |
|
|
|
1,636 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Shoprite Holdings Ltd |
|
|
347,388 |
|
|
$ |
4,547 |
|
Sibanye Stillwater Ltd |
|
|
160,017 |
|
|
|
492 |
|
Standard Bank Group Ltd |
|
|
76,086 |
|
|
|
668 |
|
Vodacom Group Ltd |
|
|
228,029 |
|
|
|
1,923 |
|
| |
|
|
|
|
|
|
61,527 |
|
South Korea — 12.5% |
BGF retail Co Ltd |
|
|
2,824 |
|
|
|
345 |
|
BNK Financial Group Inc |
|
|
86,324 |
|
|
|
609 |
|
Celltrion Inc |
|
|
2,827 |
|
|
|
472 |
|
Cheil Worldwide Inc |
|
|
138,007 |
|
|
|
2,627 |
|
CJ CheilJedang Corp |
|
|
23,076 |
|
|
|
7,520 |
|
CJ ENM Co Ltd |
|
|
41,053 |
|
|
|
4,786 |
|
Coway Co Ltd |
|
|
72,615 |
|
|
|
4,506 |
|
DB HiTek Co Ltd |
|
|
25,545 |
|
|
|
1,558 |
|
DB Insurance Co Ltd |
|
|
18,338 |
|
|
|
831 |
|
DGB Financial Group Inc |
|
|
44,254 |
|
|
|
349 |
|
Doosan Fuel Cell Co Ltd *(A) |
|
|
46,749 |
|
|
|
1,885 |
|
E-MART Inc |
|
|
6,871 |
|
|
|
873 |
|
GS Engineering & Construction Corp |
|
|
23,818 |
|
|
|
789 |
|
GS Holdings Corp |
|
|
71,136 |
|
|
|
2,325 |
|
Hana Financial Group Inc |
|
|
348,413 |
|
|
|
12,296 |
|
Hankook Tire & Technology Co Ltd |
|
|
89,658 |
|
|
|
2,984 |
|
Hyundai Marine & Fire Insurance Co Ltd |
|
|
36,648 |
|
|
|
706 |
|
Hyundai Mobis Co Ltd |
|
|
24,874 |
|
|
|
5,285 |
|
Hyundai Motor Co |
|
|
3,637 |
|
|
|
636 |
|
Kakao Corp |
|
|
30,645 |
|
|
|
2,888 |
|
KakaoBank Corp *(A) |
|
|
34,771 |
|
|
|
1,722 |
|
KB Financial Group Inc |
|
|
44,112 |
|
|
|
2,033 |
|
KH Vatec Co Ltd * |
|
|
107,386 |
|
|
|
2,408 |
|
Kia Corp |
|
|
115,956 |
|
|
|
7,968 |
|
Korea Gas Corp * |
|
|
24,162 |
|
|
|
794 |
|
Korea Petrochemical Ind Co Ltd |
|
|
12,072 |
|
|
|
1,842 |
|
Kumho Petrochemical Co Ltd (A) |
|
|
19,411 |
|
|
|
2,680 |
|
LG Chem Ltd |
|
|
7,882 |
|
|
|
4,081 |
|
LG Electronics Inc |
|
|
56,291 |
|
|
|
6,534 |
|
LG Innotek Co Ltd |
|
|
6,777 |
|
|
|
2,077 |
|
LG Uplus Corp |
|
|
80,472 |
|
|
|
919 |
|
LX Semicon Co Ltd (A) |
|
|
5,893 |
|
|
|
826 |
|
Mando Corp *(A) |
|
|
36,129 |
|
|
|
1,909 |
|
NAVER Corp |
|
|
17,777 |
|
|
|
5,659 |
|
NCSoft Corp |
|
|
13,441 |
|
|
|
7,274 |
|
NICE Information Service Co Ltd |
|
|
38,248 |
|
|
|
578 |
|
Orion Corp/Republic of Korea |
|
|
28,645 |
|
|
|
2,480 |
|
POSCO ADR |
|
|
23,007 |
|
|
|
1,341 |
|
Samsung Biologics Co Ltd * |
|
|
5,586 |
|
|
|
4,252 |
|
Samsung Electro-Mechanics Co Ltd |
|
|
9,343 |
|
|
|
1,551 |
|
Samsung Electronics Co Ltd |
|
|
1,180,655 |
|
|
|
77,611 |
|
Samsung Engineering Co Ltd * |
|
|
32,392 |
|
|
|
623 |
|
Samsung SDI Co Ltd |
|
|
5,334 |
|
|
|
2,927 |
|
Samsung SDS Co Ltd |
|
|
3,540 |
|
|
|
466 |
|
Shinsegae Inc |
|
|
4,133 |
|
|
|
880 |
|
SK Hynix Inc |
|
|
185,850 |
|
|
|
20,423 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
Emerging Markets Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
SK Square Co Ltd * |
|
|
105,997 |
|
|
$ |
5,880 |
|
SK Telecom Co Ltd |
|
|
213,402 |
|
|
|
10,352 |
|
SK Telecom Co Ltd ADR |
|
|
13,129 |
|
|
|
350 |
|
S-Oil Corp |
|
|
17,443 |
|
|
|
1,257 |
|
Solus Advanced Materials Co Ltd |
|
|
27,758 |
|
|
|
2,077 |
|
Soulbrain Co Ltd/New (A) |
|
|
8,815 |
|
|
|
2,056 |
|
Woori Financial Group Inc |
|
|
90,586 |
|
|
|
961 |
|
| |
|
|
|
|
|
|
239,061 |
|
Switzerland — 0.1% |
Wizz Air Holdings Plc * |
|
|
22,025 |
|
|
|
1,249 |
|
Taiwan — 14.7% |
Accton Technology Corp |
|
|
232,200 |
|
|
|
2,181 |
|
Advanced Energy Solution Holding Co Ltd |
|
|
21,000 |
|
|
|
1,393 |
|
Asia Vital Components Co Ltd |
|
|
305,000 |
|
|
|
972 |
|
ASPEED Technology Inc |
|
|
7,584 |
|
|
|
978 |
|
Cathay Financial Holding Co Ltd |
|
|
446,503 |
|
|
|
1,011 |
|
Chailease Holding Co Ltd |
|
|
709,445 |
|
|
|
6,742 |
|
China Steel Corp |
|
|
373,000 |
|
|
|
478 |
|
ChipMOS Technologies Inc |
|
|
293,000 |
|
|
|
515 |
|
Chunghwa Telecom Co Ltd |
|
|
844,000 |
|
|
|
3,553 |
|
CTBC Financial Holding Co Ltd |
|
|
12,580,000 |
|
|
|
11,778 |
|
Delta Electronics Inc |
|
|
707,000 |
|
|
|
7,056 |
|
E.Sun Financial Holding Co Ltd |
|
|
3,194,395 |
|
|
|
3,235 |
|
Elite Material Co Ltd |
|
|
172,000 |
|
|
|
1,732 |
|
Evergreen Marine Corp Taiwan Ltd |
|
|
154,000 |
|
|
|
797 |
|
Formosa Plastics Corp |
|
|
330,000 |
|
|
|
1,240 |
|
Fubon Financial Holding Co Ltd |
|
|
3,242,531 |
|
|
|
8,977 |
|
Global Unichip Corp |
|
|
49,000 |
|
|
|
1,039 |
|
Hon Hai Precision Industry Co Ltd |
|
|
342,149 |
|
|
|
1,285 |
|
International Games System Co Ltd |
|
|
16,000 |
|
|
|
459 |
|
Keystone Microtech Corp |
|
|
155,000 |
|
|
|
1,798 |
|
LandMark Optoelectronics Corp |
|
|
92,000 |
|
|
|
654 |
|
Largan Precision Co Ltd |
|
|
21,000 |
|
|
|
1,873 |
|
Lite-On Technology Corp |
|
|
387,341 |
|
|
|
893 |
|
MediaTek Inc |
|
|
497,628 |
|
|
|
21,362 |
|
Merida Industry Co Ltd |
|
|
239,000 |
|
|
|
2,826 |
|
Micro-Star International Co Ltd |
|
|
1,424,000 |
|
|
|
8,288 |
|
momo.com Inc |
|
|
12,000 |
|
|
|
706 |
|
Nan Ya Plastics Corp |
|
|
640,000 |
|
|
|
1,974 |
|
Nan Ya Printed Circuit Board Corp |
|
|
65,000 |
|
|
|
1,348 |
|
Nien Made Enterprise Co Ltd |
|
|
127,000 |
|
|
|
1,890 |
|
Novatek Microelectronics Corp |
|
|
82,000 |
|
|
|
1,593 |
|
Parade Technologies Ltd |
|
|
13,000 |
|
|
|
991 |
|
Pou Chen |
|
|
1,024,000 |
|
|
|
1,227 |
|
Powertech Technology Inc |
|
|
378,250 |
|
|
|
1,335 |
|
President Chain Store Corp |
|
|
92,000 |
|
|
|
908 |
|
Realtek Semiconductor Corp |
|
|
79,003 |
|
|
|
1,651 |
|
RichWave Technology Corp |
|
|
325,400 |
|
|
|
3,211 |
|
Silergy Corp |
|
|
22,790 |
|
|
|
4,155 |
|
SinoPac Financial Holdings Co Ltd |
|
|
2,159,729 |
|
|
|
1,259 |
|
Taishin Financial Holding Co Ltd |
|
|
1,676,624 |
|
|
|
1,148 |
|
Taiwan Cement Corp |
|
|
797,000 |
|
|
|
1,381 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Taiwan Paiho Ltd |
|
|
719,000 |
|
|
$ |
2,123 |
|
Taiwan Semiconductor Manufacturing Co Ltd |
|
|
5,135,278 |
|
|
|
114,150 |
|
Taiwan Semiconductor Manufacturing Co Ltd ADR |
|
|
105,778 |
|
|
|
12,726 |
|
Tong Hsing Electronic Industries Ltd |
|
|
387,313 |
|
|
|
4,164 |
|
Unimicron Technology Corp |
|
|
473,000 |
|
|
|
3,963 |
|
Uni-President Enterprises Corp |
|
|
2,712,000 |
|
|
|
6,712 |
|
United Microelectronics Corp |
|
|
2,445,272 |
|
|
|
5,753 |
|
Vanguard International Semiconductor Corp |
|
|
593,000 |
|
|
|
3,376 |
|
Winbond Electronics Corp |
|
|
959,000 |
|
|
|
1,186 |
|
Wiwynn Corp |
|
|
164,000 |
|
|
|
6,599 |
|
Yuanta Financial Holding Co Ltd |
|
|
2,690,626 |
|
|
|
2,459 |
|
| |
|
|
|
|
|
|
281,103 |
|
Thailand — 1.8% |
Advanced Info Service PCL |
|
|
162,100 |
|
|
|
1,115 |
|
Advanced Info Service PCL NVDR |
|
|
210,000 |
|
|
|
1,445 |
|
Bangkok Dusit Medical Services PCL NVDR |
|
|
2,049,516 |
|
|
|
1,410 |
|
Central Pattana PCL |
|
|
1,380,700 |
|
|
|
2,333 |
|
Home Product Center PCL |
|
|
13,883,154 |
|
|
|
6,023 |
|
Indorama Ventures PCL NVDR |
|
|
951,700 |
|
|
|
1,233 |
|
Kasikornbank PCL |
|
|
505,500 |
|
|
|
2,145 |
|
Land & Houses PCL |
|
|
5,136,900 |
|
|
|
1,353 |
|
Mega Lifesciences PCL NVDR |
|
|
395,400 |
|
|
|
598 |
|
Ngern Tid Lor PCL * |
|
|
2,253,400 |
|
|
|
2,463 |
|
PTT Exploration & Production PCL NVDR |
|
|
260,700 |
|
|
|
920 |
|
PTT PCL NVDR |
|
|
6,625,000 |
|
|
|
7,526 |
|
SCG Packaging PCL |
|
|
561,600 |
|
|
|
1,162 |
|
Siam Cement PCL/The |
|
|
101,400 |
|
|
|
1,171 |
|
Siam Cement PCL/The NVDR |
|
|
54,000 |
|
|
|
624 |
|
Thai Beverage PCL |
|
|
2,374,650 |
|
|
|
1,163 |
|
Thai Union Group PCL, Cl F |
|
|
2,870,600 |
|
|
|
1,678 |
|
| |
|
|
|
|
|
|
34,362 |
|
Turkey — 0.5% |
Akbank TAS |
|
|
3,587,518 |
|
|
|
1,945 |
|
BIM Birlesik Magazalar AS |
|
|
255,447 |
|
|
|
1,179 |
|
Haci Omer Sabanci Holding AS |
|
|
629,042 |
|
|
|
627 |
|
Turk Hava Yollari AO * |
|
|
573,876 |
|
|
|
865 |
|
Turkcell Iletisim Hizmetleri AS |
|
|
555,920 |
|
|
|
773 |
|
Turkiye Garanti Bankasi AS |
|
|
3,267,388 |
|
|
|
2,773 |
|
Turkiye Sise ve Cam Fabrikalari AS |
|
|
1,062,654 |
|
|
|
1,070 |
|
| |
|
|
|
|
|
|
9,232 |
|
United Arab Emirates — 0.8% |
Abu Dhabi Commercial Bank PJSC |
|
|
644,794 |
|
|
|
1,498 |
|
Aldar Properties PJSC |
|
|
1,132,702 |
|
|
|
1,229 |
|
Emaar Properties PJSC |
|
|
5,820,642 |
|
|
|
7,741 |
|
Emirates NBD Bank PJSC |
|
|
386,520 |
|
|
|
1,414 |
|
Emirates Telecommunications Group Co PJSC |
|
|
98,516 |
|
|
|
850 |
|
Fertiglobe plc * |
|
|
1,355,559 |
|
|
|
1,302 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
Emerging Markets Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
First Abu Dhabi Bank PJSC |
|
|
312,486 |
|
|
$ |
1,602 |
|
| |
|
|
|
|
|
|
15,636 |
|
United Kingdom — 1.3% |
Anglo American PLC |
|
|
165,658 |
|
|
|
6,766 |
|
Endeavour Mining PLC |
|
|
35,916 |
|
|
|
812 |
|
Fix Price Group Ltd GDR |
|
|
494,194 |
|
|
|
3,731 |
|
Kaspi.KZ JSC GDR |
|
|
33,578 |
|
|
|
3,989 |
|
NAC Kazatomprom JSC GDR |
|
|
30,730 |
|
|
|
1,129 |
|
Network International Holdings PLC * |
|
|
594,224 |
|
|
|
2,352 |
|
Polymetal International PLC |
|
|
149,028 |
|
|
|
2,647 |
|
Polyus PJSC GDR |
|
|
17,079 |
|
|
|
1,489 |
|
Tullow Oil PLC *(A) |
|
|
2,739,827 |
|
|
|
1,724 |
|
| |
|
|
|
|
|
|
24,639 |
|
United States — 0.1% |
Pagseguro Digital Ltd, Cl A * |
|
|
69,904 |
|
|
|
1,833 |
|
XP Inc, Cl A * |
|
|
29,939 |
|
|
|
860 |
|
| |
|
|
|
|
|
|
2,693 |
|
Vietnam — 0.3% |
Hoa Phat Group JSC |
|
|
987,121 |
|
|
|
2,010 |
|
Vincom Retail JSC * |
|
|
2,939,745 |
|
|
|
3,882 |
|
| |
|
|
|
|
|
|
5,892 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $1,460,020) ($ Thousands) |
|
|
|
|
|
|
1,810,152 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
PREFERRED STOCK — 1.6% |
Brazil — 0.5% |
Banco Bradesco SA (B) |
|
|
1,588,070 |
|
|
|
5,477 |
|
Bradespar SA (B) |
|
|
57,063 |
|
|
|
256 |
|
Centrais Eletricas Brasileiras SA (B) |
|
|
95,384 |
|
|
|
565 |
|
Cia Energetica de Minas Gerais (B) |
|
|
811,300 |
|
|
|
1,910 |
|
Itau Unibanco Holding SA *(B) |
|
|
275,396 |
|
|
|
1,036 |
|
Itausa SA(B) |
|
|
332,878 |
|
|
|
534 |
|
| |
|
|
|
|
|
|
9,778 |
|
Chile — 0.1% |
Sociedad Quimica y Minera de Chile SA, Cl B(B) |
|
|
53,860 |
|
|
|
2,749 |
|
South Korea — 1.0% |
Hyundai Motor Co (B) |
|
|
58,398 |
|
|
|
4,889 |
|
LG Chem Ltd (B) |
|
|
9,723 |
|
|
|
2,345 |
|
LG Electronics *(B) |
|
|
27,143 |
|
|
|
1,493 |
|
Samsung Electronics Co Ltd(B) |
|
|
170,678 |
|
|
|
10,229 |
|
| |
|
|
|
|
|
|
18,956 |
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $31,271) ($ Thousands) |
|
|
|
|
|
|
31,483 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
DEBENTURE BOND — 0.0% |
Brazil — 0.0% |
|
|
|
|
Vale, Ser 1997 |
|
|
|
|
|
|
|
|
0.000% (C)(D) |
|
BRL |
8 |
|
|
$ |
– |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Debenture Bond |
|
|
|
|
|
|
|
|
(Cost $—) ($ Thousands) |
|
|
|
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
Number of
Rights |
|
|
|
|
|
RIGHTS — 0.0% |
South Korea — 0.0% |
|
|
|
|
Hyundai Engineering & Construction Co Ltd *‡‡ |
|
|
256 |
|
|
|
– |
|
Total Rights |
|
|
|
|
|
|
|
|
(Cost $—) ($ Thousands) |
|
|
|
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 0.6% |
SEI Liquidity Fund, L.P. |
|
|
|
|
|
|
|
|
0.020% **†(E) |
|
|
12,573,736 |
|
|
|
12,578 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $12,575) ($ Thousands) |
|
|
12,578 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 2.4% |
SEI Daily Income Trust, Government Fund, Cl F |
|
|
|
|
|
|
|
|
0.010%**† |
|
|
45,163,892 |
|
|
|
45,164 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $45,164) ($ Thousands) |
|
|
|
|
|
|
45,164 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 99.1% |
|
|
|
|
|
|
|
|
(Cost $1,549,030) ($ Thousands) |
|
$ |
1,899,377 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
Emerging Markets Equity Fund (Concluded)
A list of the open futures contracts held by the Fund at December 31, 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 |
|
|
792 |
|
|
|
Mar-2022 |
|
|
$ |
47,972 |
|
|
$ |
48,562 |
|
|
$ |
590 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $1,915,669 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of December 31, 2021. |
† |
Investment in Affiliated Security. |
‡‡ |
Expiration date not available. |
(A) |
Certain securities or partial positions of certain securities are on loan at December 31, 2021. The total market value of securities on loan at December 31, 2021 was $13,425 ($ 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 December 31, 2021 was $12,578 ($ Thousands). |
(F) |
Level 3 security in accordance with fair value hierarchy. |
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 December 31, 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 |
|
|
1,804,446 |
|
|
|
5,706 |
|
|
|
– |
^ |
|
|
1,810,152 |
|
Preferred Stock |
|
|
31,483 |
|
|
|
– |
|
|
|
– |
|
|
|
31,483 |
|
Debenture Bond |
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
Rights |
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
Affiliated Partnership |
|
|
– |
|
|
|
12,578 |
|
|
|
– |
|
|
|
12,578 |
|
Cash Equivalent |
|
|
45,164 |
|
|
|
– |
|
|
|
– |
|
|
|
45,164 |
|
Total Investments in Securities |
|
|
1,881,093 |
|
|
|
18,284 |
|
|
|
– |
|
|
|
1,899,377 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
590 |
|
|
|
– |
|
|
|
– |
|
|
|
590 |
|
Total Other Financial Instruments |
|
|
590 |
|
|
|
– |
|
|
|
– |
|
|
|
590 |
|
| ^ | One security with a market value of $0. |
|
*
|
Futures contracts are valued at the unrealized appreciation on the instrument.
|
For the period ended December 31, 2021, there were no transfers in or out of Level 3.
Amounts designated as “—” are $0 or have been rounded to $0.
For information on the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.
The following is a summary of the transactions with affiliates for the period ended December 31, 2021 ($ Thousands):
Security Description |
|
Value 9/30/2021 |
|
|
Purchases at Cost |
|
|
Proceeds from Sales |
|
|
Realized Gain/(Loss) |
|
|
Change in Unrealized Appreciation/(Depreciation) |
|
|
Value 12/31/2021 |
|
|
Shares |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, L.P. |
|
$ |
17,858 |
|
|
$ |
30,698 |
|
|
$ |
(35,978 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
12,578 |
|
|
|
12,573,736 |
|
|
$ |
74 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund, Cl F |
|
|
60,832 |
|
|
|
68,334 |
|
|
|
(84,002 |
) |
|
|
— |
|
|
|
— |
|
|
|
45,164 |
|
|
|
45,163,892 |
|
|
|
1 |
|
|
|
— |
|
Totals |
|
$ |
78,690 |
|
|
$ |
99,032 |
|
|
$ |
(119,980 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
57,742 |
|
|
|
|
|
|
$ |
75 |
|
|
$ |
— |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
International
Fixed Income Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS — 92.9% |
Australia — 2.6% |
|
|
|
|
Australia & New Zealand Banking Group MTN |
|
|
|
|
|
|
|
|
5.000%, 08/16/2023 |
|
AUD |
750 |
|
|
$ |
581 |
|
Australia Government Bond |
|
|
|
|
|
|
|
|
4.750%, 04/21/2027 |
|
|
918 |
|
|
|
782 |
|
4.500%, 04/21/2033 |
|
|
801 |
|
|
|
749 |
|
3.750%, 04/21/2037 |
|
|
1,463 |
|
|
|
1,308 |
|
3.250%, 04/21/2025 |
|
|
843 |
|
|
|
656 |
|
3.000%, 03/21/2047 |
|
|
2,718 |
|
|
|
2,206 |
|
2.750%, 06/21/2035 |
|
|
1,243 |
|
|
|
999 |
|
2.750%, 05/21/2041 |
|
|
900 |
|
|
|
703 |
|
2.500%, 05/21/2030 |
|
|
1,356 |
|
|
|
1,053 |
|
2.250%, 05/21/2028 |
|
|
33 |
|
|
|
25 |
|
1.750%, 06/21/2051 |
|
|
609 |
|
|
|
384 |
|
0.500%, 09/21/2026 |
|
|
682 |
|
|
|
477 |
|
0.250%, 11/21/2025 |
|
|
1,211 |
|
|
|
848 |
|
Commonwealth Bank of Australia MTN |
|
|
|
|
|
|
|
|
3.000%, 05/03/2022 |
|
EUR |
330 |
|
|
|
380 |
|
0.375%, 04/11/2024 |
|
|
455 |
|
|
|
525 |
|
Glencore Capital Finance DAC MTN |
|
|
|
|
|
|
|
|
0.750%, 03/01/2029 |
|
|
450 |
|
|
|
498 |
|
Glencore Finance Europe MTN |
|
|
|
|
|
|
|
|
1.500%, 10/15/2026 |
|
|
120 |
|
|
|
142 |
|
National Australia Bank |
|
|
|
|
|
|
|
|
5.000%, 03/11/2024 |
|
AUD |
750 |
|
|
|
589 |
|
2.990%, 05/21/2031 (A) |
|
$ |
520 |
|
|
|
521 |
|
National Australia Bank MTN |
|
|
|
|
|
|
|
|
2.250%, 06/06/2025 |
|
EUR |
206 |
|
|
|
253 |
|
Westpac Banking MTN |
|
|
|
|
|
|
|
|
1.250%, 01/14/2033 |
|
|
310 |
|
|
|
383 |
|
Westpac Banking Corp MTN |
|
|
|
|
|
|
|
|
0.500%, 05/17/2024 |
|
|
505 |
|
|
|
584 |
|
| |
|
|
|
|
|
|
14,646 |
|
| |
|
|
|
|
|
|
|
|
Austria — 1.5% |
|
|
|
|
JAB Holdings BV |
|
|
|
|
|
|
|
|
1.000%, 12/20/2027 |
|
|
400 |
|
|
|
461 |
|
Raiffeisen Bank International |
|
|
|
|
|
|
|
|
2.875%, 06/18/2032 (D) |
|
|
400 |
|
|
|
489 |
|
Republic of Austria Government Bond (A) |
|
|
|
|
|
|
|
|
4.150%, 03/15/2037 |
|
|
463 |
|
|
|
829 |
|
2.400%, 05/23/2034 |
|
|
110 |
|
|
|
159 |
|
2.100%, 09/20/2117 |
|
|
50 |
|
|
|
88 |
|
0.850%, 06/30/2120 |
|
|
214 |
|
|
|
211 |
|
0.750%, 10/20/2026 |
|
|
1,922 |
|
|
|
2,302 |
|
0.750%, 03/20/2051 |
|
|
454 |
|
|
|
531 |
|
0.250%, 10/20/2036 |
|
|
706 |
|
|
|
783 |
|
0.023%, 02/20/2031 |
|
|
730 |
|
|
|
824 |
|
0.000%, 04/20/2025 (B) |
|
|
647 |
|
|
|
747 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Republic of Austria Government Bond, Ser 97-6 |
|
|
|
|
|
|
|
|
6.250%, 07/15/2027 |
|
EUR |
746 |
|
|
$ |
1,162 |
|
| |
|
|
|
|
|
|
8,586 |
|
| |
|
|
|
|
|
|
|
|
Belgium — 1.8% |
|
|
|
|
Ageas |
|
|
|
|
|
|
|
|
1.875%, 11/24/2051 (D) |
|
|
200 |
|
|
|
227 |
|
Anheuser-Busch InBev MTN |
|
|
|
|
|
|
|
|
2.250%, 05/24/2029 |
|
GBP |
205 |
|
|
|
286 |
|
1.150%, 01/22/2027 |
|
EUR |
230 |
|
|
|
272 |
|
Kingdom of Belgium Government Bond |
|
|
|
|
|
|
|
|
4.250%, 03/28/2041 (A) |
|
|
470 |
|
|
|
881 |
|
3.750%, 06/22/2045 |
|
|
381 |
|
|
|
710 |
|
3.000%, 06/22/2034 (A) |
|
|
525 |
|
|
|
793 |
|
2.600%, 06/22/2024 (A) |
|
|
301 |
|
|
|
369 |
|
1.700%, 06/22/2050 (A) |
|
|
321 |
|
|
|
436 |
|
1.600%, 06/22/2047 (A) |
|
|
351 |
|
|
|
466 |
|
1.000%, 06/22/2026 (A) |
|
|
370 |
|
|
|
447 |
|
1.000%, 06/22/2031 (A) |
|
|
490 |
|
|
|
603 |
|
0.900%, 06/22/2029 (A) |
|
|
832 |
|
|
|
1,017 |
|
0.800%, 06/22/2025 (A) |
|
|
484 |
|
|
|
575 |
|
0.500%, 10/22/2024 (A) |
|
|
330 |
|
|
|
387 |
|
0.200%, 10/22/2023 (A) |
|
|
989 |
|
|
|
1,141 |
|
0.007%, 10/22/2031 (A) |
|
|
266 |
|
|
|
297 |
|
0.000%, 10/22/2027 (A)(B) |
|
|
1,133 |
|
|
|
1,309 |
|
Kingdom of Belgium Government Bond, Ser 44 |
|
|
|
|
|
|
|
|
5.000%, 03/28/2035 (A) |
|
|
64 |
|
|
|
117 |
|
| |
|
|
|
|
|
|
10,333 |
|
| |
|
|
|
|
|
|
|
|
Brazil — 0.0% |
|
|
|
|
OEC Finance |
|
|
|
|
|
|
|
|
4.375%, 10/25/2029 |
|
$ |
108 |
|
|
|
4 |
|
7.125%, 12/26/2046 |
|
|
167 |
|
|
|
7 |
|
| |
|
|
|
|
|
|
11 |
|
| |
|
|
|
|
|
|
|
|
Canada — 7.3% |
|
|
|
|
1011778 BC ULC |
|
|
|
|
|
|
|
|
3.875%, 01/15/2028 (A) |
|
|
143 |
|
|
|
145 |
|
Bank of Nova Scotia |
|
|
|
|
|
|
|
|
0.010%, 03/18/2025 |
|
EUR |
645 |
|
|
|
736 |
|
Bell Canada MTN |
|
|
|
|
|
|
|
|
4.700%, 09/11/2023 |
|
CAD |
80 |
|
|
|
66 |
|
Canada Housing Trust No. 1 |
|
|
|
|
|
|
|
|
2.250%, 12/15/2025 (A) |
|
|
1,325 |
|
|
|
1,081 |
|
Canadian Government Bond |
|
|
|
|
|
|
|
|
5.750%, 06/01/2033 |
|
|
1,205 |
|
|
|
1,369 |
|
3.500%, 12/01/2045 |
|
|
158 |
|
|
|
170 |
|
2.750%, 12/01/2048 |
|
|
400 |
|
|
|
391 |
|
2.750%, 12/01/2048 |
|
|
300 |
|
|
|
293 |
|
2.500%, 06/01/2024 |
|
|
2,288 |
|
|
|
1,874 |
|
2.250%, 06/01/2029 |
|
|
2,968 |
|
|
|
2,508 |
|
1.500%, 06/01/2026 |
|
|
8,528 |
|
|
|
6,836 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
International Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
1.500%, 06/01/2031 |
|
CAD |
268 |
|
|
$ |
214 |
|
1.000%, 09/01/2022 |
|
|
525 |
|
|
|
417 |
|
1.000%, 06/01/2027 |
|
|
1,375 |
|
|
|
1,075 |
|
Canadian Pacific Railway |
|
|
|
|
|
|
|
|
1.350%, 12/02/2024 |
|
$ |
805 |
|
|
|
806 |
|
Canadian When Issued Government Bond |
|
|
|
|
|
|
|
|
2.000%, 12/01/2051 |
|
CAD |
487 |
|
|
|
415 |
|
CPPIB Capital MTN |
|
|
|
|
|
|
|
|
0.250%, 04/06/2027 |
|
EUR |
1,765 |
|
|
|
2,025 |
|
Ontario Teachers' Finance Trust |
|
|
|
|
|
|
|
|
2.000%, 04/16/2031 (A) |
|
$ |
1,914 |
|
|
|
1,923 |
|
0.500%, 05/06/2025 |
|
EUR |
1,066 |
|
|
|
1,234 |
|
Ontario Teachers' Finance Trust MTN |
|
|
|
|
|
|
|
|
0.900%, 05/20/2041 |
|
|
707 |
|
|
|
797 |
|
Province of Alberta Canada |
|
|
|
|
|
|
|
|
0.625%, 04/18/2025 |
|
|
1,301 |
|
|
|
1,514 |
|
Province of British Columbia Canada |
|
|
|
|
|
|
|
|
2.950%, 12/18/2028 |
|
CAD |
1,653 |
|
|
|
1,409 |
|
2.750%, 06/18/2052 |
|
|
835 |
|
|
|
711 |
|
Province of Ontario Canada |
|
|
|
|
|
|
|
|
4.700%, 06/02/2037 |
|
|
1,355 |
|
|
|
1,394 |
|
4.650%, 06/02/2041 |
|
|
540 |
|
|
|
573 |
|
2.800%, 06/02/2048 |
|
|
2,200 |
|
|
|
1,853 |
|
2.400%, 06/02/2026 |
|
|
585 |
|
|
|
480 |
|
Province of Ontario Canada MTN |
|
|
|
|
|
|
|
|
0.250%, 12/15/2026 |
|
GBP |
2,337 |
|
|
|
3,011 |
|
Province of Quebec Canada |
|
|
|
|
|
|
|
|
6.250%, 06/01/2032 |
|
CAD |
720 |
|
|
|
790 |
|
3.500%, 12/01/2048 |
|
|
520 |
|
|
|
498 |
|
3.100%, 12/01/2051 |
|
|
780 |
|
|
|
708 |
|
Province of Quebec Canada MTN |
|
|
|
|
|
|
|
|
3.700%, 05/20/2026 |
|
AUD |
568 |
|
|
|
444 |
|
PSP Capital |
|
|
|
|
|
|
|
|
1.625%, 10/26/2028 (A) |
|
$ |
1,814 |
|
|
|
1,808 |
|
Rogers Communications |
|
|
|
|
|
|
|
|
4.000%, 06/06/2022 |
|
CAD |
165 |
|
|
|
132 |
|
Royal Bank of Canada |
|
|
|
|
|
|
|
|
0.248%, 01/05/2022 |
|
EUR |
1,200 |
|
|
|
950 |
|
Royal Bank of Canada MTN |
|
|
|
|
|
|
|
|
0.250%, 01/29/2024 |
|
|
189 |
|
|
|
217 |
|
Toronto-Dominion Bank |
|
|
|
|
|
|
|
|
0.000%, 02/09/2024 (B) |
|
|
490 |
|
|
|
560 |
|
Yamana |
|
|
|
|
|
|
|
|
2.630%, 08/15/2031 (A) |
|
$ |
221 |
|
|
|
212 |
|
| |
|
|
|
|
|
|
41,639 |
|
| |
|
|
|
|
|
|
|
|
Cayman Islands — 0.0% |
|
|
|
|
Odebrecht Holdco Finance Ltd |
|
|
|
|
|
|
|
|
2.041%, 09/10/2058 (B) |
|
|
311 |
|
|
|
2 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
China — 8.6% |
|
|
|
|
China Development Bank |
|
|
|
|
|
|
|
|
4.880%, 02/09/2028 |
|
CNY |
10,600 |
|
|
|
1,837 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
3.900%, 08/03/2040 |
|
CNY |
4,280 |
|
|
$ |
713 |
|
3.700%, 10/20/2030 |
|
|
9,430 |
|
|
|
1,543 |
|
3.660%, 03/01/2031 |
|
|
7,940 |
|
|
|
1,296 |
|
3.650%, 05/21/2029 |
|
|
18,120 |
|
|
|
2,951 |
|
3.480%, 01/08/2029 |
|
|
23,680 |
|
|
|
3,815 |
|
3.390%, 07/10/2027 |
|
|
16,630 |
|
|
|
2,663 |
|
3.230%, 01/10/2025 |
|
|
11,360 |
|
|
|
1,813 |
|
China Government Bond |
|
|
|
|
|
|
|
|
3.810%, 09/14/2050 |
|
|
56,360 |
|
|
|
9,465 |
|
3.720%, 04/12/2051 |
|
|
1,280 |
|
|
|
213 |
|
3.270%, 11/19/2030 |
|
|
25,960 |
|
|
|
4,213 |
|
3.030%, 03/11/2026 |
|
|
10,320 |
|
|
|
1,648 |
|
3.020%, 10/22/2025 |
|
|
100 |
|
|
|
16 |
|
3.010%, 05/13/2028 |
|
|
52,640 |
|
|
|
8,372 |
|
2.850%, 06/04/2027 |
|
|
17,710 |
|
|
|
2,805 |
|
2.840%, 04/08/2024 |
|
|
13,310 |
|
|
|
2,107 |
|
2.690%, 08/12/2026 |
|
|
8,090 |
|
|
|
1,275 |
|
2.680%, 05/21/2030 |
|
|
9,380 |
|
|
|
1,450 |
|
Prosus NV MTN |
|
|
|
|
|
|
|
|
2.031%, 08/03/2032 |
|
EUR |
245 |
|
|
|
276 |
|
1.985%, 07/13/2033 (A) |
|
|
320 |
|
|
|
354 |
|
Weibo |
|
|
|
|
|
|
|
|
3.500%, 07/05/2024 |
|
$ |
200 |
|
|
|
206 |
|
| |
|
|
|
|
|
|
49,031 |
|
| |
|
|
|
|
|
|
|
|
Colombia — 0.6% |
|
|
|
|
Colombian TES |
|
|
|
|
|
|
|
|
10.000%, 07/24/2024 |
|
COP |
2,607,700 |
|
|
|
686 |
|
7.750%, 09/18/2030 |
|
|
5,331,800 |
|
|
|
1,277 |
|
7.500%, 08/26/2026 |
|
|
1,565,300 |
|
|
|
382 |
|
7.250%, 10/18/2034 |
|
|
1,510,700 |
|
|
|
340 |
|
7.000%, 06/30/2032 |
|
|
1,379,900 |
|
|
|
309 |
|
6.000%, 04/28/2028 |
|
|
2,698,800 |
|
|
|
599 |
|
5.750%, 11/03/2027 |
|
|
279,700 |
|
|
|
62 |
|
| |
|
|
|
|
|
|
3,655 |
|
| |
|
|
|
|
|
|
|
|
Czech Republic — 0.2% |
|
|
|
|
Czech Republic Government Bond |
|
|
|
|
|
|
|
|
4.700%, 09/12/2022 |
|
CZK |
7,470 |
|
|
|
343 |
|
2.500%, 08/25/2028 |
|
|
14,630 |
|
|
|
645 |
|
1.200%, 03/13/2031 |
|
|
8,010 |
|
|
|
315 |
|
| |
|
|
|
|
|
|
1,303 |
|
| |
|
|
|
|
|
|
|
|
Denmark — 0.3% |
|
|
|
|
Danske Bank MTN |
|
|
|
|
|
|
|
|
5.875%, VAR EUR Swap Annual 7 Yr + 5.471% (C) |
|
EUR |
344 |
|
|
|
396 |
|
Denmark Government Bond |
|
|
|
|
|
|
|
|
4.500%, 11/15/2039 |
|
DKK |
2,040 |
|
|
|
554 |
|
0.000%, 11/15/2031 (B) |
|
|
2,049 |
|
|
|
311 |
|
Kommunekredit MTN |
|
|
|
|
|
|
|
|
0.125%, 09/26/2040 |
|
EUR |
275 |
|
|
|
283 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
International Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Orsted |
|
|
|
|
|
|
|
|
6.250%, VAR EUR Swap Annual 5 Yr + 4.750%, 06/26/2099 |
|
EUR |
210 |
|
|
$ |
259 |
|
| |
|
|
|
|
|
|
1,803 |
|
| |
|
|
|
|
|
|
|
|
Egypt — 0.0% |
|
|
|
|
Egypt Government International Bond MTN |
|
|
|
|
|
|
|
|
4.750%, 04/11/2025 (A) |
|
|
170 |
|
|
|
191 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Finland — 0.4% |
|
|
|
|
Finland Government Bond (A) |
|
|
|
|
|
|
|
|
0.875%, 09/15/2025 |
|
|
355 |
|
|
|
424 |
|
0.125%, 04/15/2052 |
|
|
135 |
|
|
|
138 |
|
0.000%, 09/15/2030 (B) |
|
|
680 |
|
|
|
773 |
|
Nordea Bank Abp MTN |
|
|
|
|
|
|
|
|
6.125%, VAR USD Swap Semi 30/360 5 Yr Curr + 3.388% (C) |
|
$ |
200 |
|
|
|
215 |
|
Nordea Kiinnitysluottopankki MTN |
|
|
|
|
|
|
|
|
0.250%, 03/18/2026 |
|
EUR |
480 |
|
|
|
554 |
|
| |
|
|
|
|
|
|
2,104 |
|
| |
|
|
|
|
|
|
|
|
France — 5.7% |
|
|
|
|
BNP Paribas |
|
|
|
|
|
|
|
|
6.750%, VAR USD Swap Semi 30/360 5 Yr Curr + 4.916% (C) |
|
$ |
340 |
|
|
|
343 |
|
4.625%, 03/13/2027 (A) |
|
|
340 |
|
|
|
377 |
|
BNP Paribas MTN |
|
|
|
|
|
|
|
|
3.375%, 01/23/2026 |
|
GBP |
490 |
|
|
|
706 |
|
1.250%, 03/19/2025 |
|
EUR |
375 |
|
|
|
441 |
|
0.500%, 02/19/2028 (D) |
|
|
200 |
|
|
|
226 |
|
BNP Paribas Home Loan SFH |
|
|
|
|
|
|
|
|
0.375%, 05/07/2025 |
|
|
400 |
|
|
|
462 |
|
BPCE |
|
|
|
|
|
|
|
|
1.000%, 01/20/2026 (A) |
|
$ |
950 |
|
|
|
919 |
|
BPCE MTN |
|
|
|
|
|
|
|
|
2.000%, 06/05/2025 |
|
AUD |
440 |
|
|
|
321 |
|
Caisse Francaise de Financement Local MTN |
|
|
|
|
|
|
|
|
3.000%, 10/02/2028 |
|
EUR |
100 |
|
|
|
136 |
|
0.500%, 01/19/2026 |
|
|
500 |
|
|
|
581 |
|
Cie de Financement Foncier |
|
|
|
|
|
|
|
|
0.375%, 12/11/2024 |
|
|
300 |
|
|
|
347 |
|
Cie de Financement Foncier MTN |
|
|
|
|
|
|
|
|
5.500%, 01/26/2027 |
|
GBP |
387 |
|
|
|
633 |
|
CNP Assurances MTN |
|
|
|
|
|
|
|
|
2.500%, 06/30/2051 (D) |
|
EUR |
200 |
|
|
|
240 |
|
Credit Agricole |
|
|
|
|
|
|
|
|
7.875%, VAR USD Swap Semi 30/360 5 Yr Curr + 4.898% (C) |
|
$ |
200 |
|
|
|
219 |
|
Credit Agricole Assurances |
|
|
|
|
|
|
|
|
4.750%, 09/27/2048 (D) |
|
EUR |
200 |
|
|
|
273 |
|
Credit Agricole Home Loan SFH MTN |
|
|
|
|
|
|
|
|
1.250%, 03/24/2031 |
|
|
300 |
|
|
|
372 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
0.250%, 02/23/2024 |
|
EUR |
700 |
|
|
$ |
805 |
|
Dexia Credit Local MTN |
|
|
|
|
|
|
|
|
0.625%, 02/03/2024 |
|
|
200 |
|
|
|
232 |
|
0.500%, 01/17/2025 |
|
|
300 |
|
|
|
348 |
|
0.000%, 05/29/2024 (B) |
|
|
1,200 |
|
|
|
1,372 |
|
Electricite de France |
|
|
|
|
|
|
|
|
5.625%, VAR USD Swap Semi 30/360 10 Yr Curr + 3.041% (A)(C) |
|
$ |
200 |
|
|
|
211 |
|
Electricite de France MTN |
|
|
|
|
|
|
|
|
5.375%, VAR EUR Swap Annual 12 Yr + 3.794% (C) |
|
EUR |
200 |
|
|
|
250 |
|
4.000%, 11/12/2025 |
|
|
350 |
|
|
|
456 |
|
3.875%, 01/18/2022 |
|
|
900 |
|
|
|
1,025 |
|
Engie MTN |
|
|
|
|
|
|
|
|
0.875%, 03/27/2024 |
|
|
300 |
|
|
|
348 |
|
French Republic Government Bond OAT |
|
|
|
|
|
|
|
|
5.750%, 10/25/2032 |
|
|
271 |
|
|
|
492 |
|
4.500%, 04/25/2041 |
|
|
239 |
|
|
|
465 |
|
4.000%, 04/25/2055 (A) |
|
|
139 |
|
|
|
298 |
|
2.750%, 10/25/2027 |
|
|
299 |
|
|
|
400 |
|
2.500%, 05/25/2030 |
|
|
294 |
|
|
|
405 |
|
1.750%, 05/25/2023 |
|
|
2,359 |
|
|
|
2,772 |
|
1.750%, 06/25/2039 (A) |
|
|
256 |
|
|
|
352 |
|
1.750%, 05/25/2066 (A) |
|
|
84 |
|
|
|
120 |
|
1.500%, 05/25/2050 (A) |
|
|
1,649 |
|
|
|
2,175 |
|
0.750%, 05/25/2028 |
|
|
345 |
|
|
|
416 |
|
0.500%, 05/25/2029 |
|
|
395 |
|
|
|
468 |
|
0.500%, 06/25/2044 (A) |
|
|
1,380 |
|
|
|
1,498 |
|
0.000%, 03/25/2025 (B) |
|
|
1,456 |
|
|
|
1,681 |
|
0.000%, 02/25/2023 (B) |
|
|
1,007 |
|
|
|
1,154 |
|
0.000%, 02/25/2024 (B) |
|
|
2,048 |
|
|
|
2,357 |
|
0.000%, 11/25/2029 (B) |
|
|
504 |
|
|
|
574 |
|
Kapla Holding SAS |
|
|
|
|
|
|
|
|
3.250%, VAR Euribor 3 Month + 3.250%, 12/15/2026 |
|
|
200 |
|
|
|
226 |
|
SNCF Reseau MTN |
|
|
|
|
|
|
|
|
4.250%, 10/07/2026 |
|
|
200 |
|
|
|
274 |
|
2.250%, 12/20/2047 |
|
|
300 |
|
|
|
426 |
|
2.000%, 02/05/2048 |
|
|
300 |
|
|
|
404 |
|
1.125%, 05/19/2027 |
|
|
300 |
|
|
|
362 |
|
1.125%, 05/25/2030 |
|
|
200 |
|
|
|
244 |
|
Societe Generale |
|
|
|
|
|
|
|
|
4.250%, 04/14/2025 (A) |
|
$ |
325 |
|
|
|
346 |
|
Societe Nationale SNCF |
|
|
|
|
|
|
|
|
1.000%, 05/25/2040 |
|
EUR |
700 |
|
|
|
787 |
|
Societe Nationale SNCF MTN |
|
|
|
|
|
|
|
|
0.625%, 04/17/2030 |
|
|
100 |
|
|
|
117 |
|
TotalEnergies MTN (C) |
|
|
|
|
|
|
|
|
3.369%, VAR EUR Swap Annual 5 Yr + 3.350% |
|
|
260 |
|
|
|
321 |
|
1.750%, VAR EUR Swap Annual 5 Yr + 1.765% |
|
|
115 |
|
|
|
133 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
International Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
1.625% (D) |
|
EUR |
125 |
|
|
$ |
141 |
|
TotalEnergies Capital International MTN |
|
|
|
|
|
|
|
|
2.500%, 03/25/2026 |
|
|
400 |
|
|
|
500 |
|
UNEDIC ASSEO MTN |
|
|
|
|
|
|
|
|
1.250%, 05/25/2033 |
|
|
700 |
|
|
|
869 |
|
Westfield America Management |
|
|
|
|
|
|
|
|
2.625%, 03/30/2029 |
|
GBP |
155 |
|
|
|
211 |
|
2.125%, 03/30/2025 |
|
|
210 |
|
|
|
285 |
|
| |
|
|
|
|
|
|
32,916 |
|
| |
|
|
|
|
|
|
|
|
Germany — 6.3% |
|
|
|
|
ADLER Group |
|
|
|
|
|
|
|
|
3.250%, 08/05/2025 |
|
EUR |
200 |
|
|
|
197 |
|
Bundesobligation |
|
|
|
|
|
|
|
|
0.000%, 10/09/2026 (B) |
|
|
3,665 |
|
|
|
4,260 |
|
Bundesrepublik Deutschland Bundesanleihe |
|
|
|
|
|
|
|
|
4.000%, 01/04/2037 |
|
|
234 |
|
|
|
432 |
|
3.250%, 07/04/2042 |
|
|
954 |
|
|
|
1,815 |
|
1.500%, 05/15/2023 |
|
|
8,623 |
|
|
|
10,099 |
|
1.250%, 08/15/2048 |
|
|
1,013 |
|
|
|
1,492 |
|
1.000%, 08/15/2024 |
|
|
328 |
|
|
|
389 |
|
0.500%, 02/15/2026 |
|
|
197 |
|
|
|
234 |
|
0.170%, 08/15/2050 |
|
|
239 |
|
|
|
263 |
|
0.000%, 08/15/2031 (B) |
|
|
1,965 |
|
|
|
2,275 |
|
0.000%, 05/15/2035 (B) |
|
|
671 |
|
|
|
765 |
|
0.000%, 05/15/2036 (B) |
|
|
1,490 |
|
|
|
1,692 |
|
0.000%, 08/15/2050 (B) |
|
|
450 |
|
|
|
490 |
|
Cheplapharm Arzneimittel GmbH |
|
|
|
|
|
|
|
|
3.500%, 02/11/2027 (A) |
|
|
191 |
|
|
|
221 |
|
Daimler International Finance BV MTN |
|
|
|
|
|
|
|
|
1.500%, 01/13/2022 |
|
GBP |
650 |
|
|
|
881 |
|
0.250%, 11/06/2023 |
|
EUR |
430 |
|
|
|
492 |
|
Deutsche Bank MTN |
|
|
|
|
|
|
|
|
1.000%, VAR Euribor 3 Month + 1.600%, 11/19/2025 |
|
|
400 |
|
|
|
463 |
|
Deutsche Telekom MTN |
|
|
|
|
|
|
|
|
1.750%, 12/09/2049 |
|
|
100 |
|
|
|
117 |
|
Deutsche Telekom International Finance BV MTN |
|
|
|
|
|
|
|
|
0.625%, 04/03/2023 |
|
|
225 |
|
|
|
259 |
|
E.ON MTN |
|
|
|
|
|
|
|
|
0.000%, 12/18/2023 (B) |
|
|
550 |
|
|
|
627 |
|
HeidelbergCement Finance Luxembourg MTN |
|
|
|
|
|
|
|
|
1.750%, 04/24/2028 |
|
|
120 |
|
|
|
145 |
|
1.625%, 04/07/2026 |
|
|
400 |
|
|
|
479 |
|
HOCHTIEF MTN |
|
|
|
|
|
|
|
|
1.750%, 07/03/2025 |
|
|
400 |
|
|
|
477 |
|
Kreditanstalt fuer Wiederaufbau |
|
|
|
|
|
|
|
|
2.600%, 06/20/2037 |
|
JPY |
228,000 |
|
|
|
2,699 |
|
0.500%, 09/15/2027 |
|
EUR |
510 |
|
|
|
601 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
0.125%, 06/07/2023 |
|
EUR |
1,020 |
|
|
$ |
1,172 |
|
Landwirtschaftliche Rentenbank MTN |
|
|
|
|
|
|
|
|
0.625%, 05/18/2027 |
|
|
225 |
|
|
|
266 |
|
Merck Financial Services GmbH MTN |
|
|
|
|
|
|
|
|
0.125%, 07/16/2025 |
|
|
400 |
|
|
|
457 |
|
Siemens Financieringsmaatschappij |
|
|
|
|
|
|
|
|
1.200%, 03/11/2026 (A) |
|
$ |
775 |
|
|
|
762 |
|
Volkswagen International Finance |
|
|
|
|
|
|
|
|
3.875% (C)(D) |
|
EUR |
300 |
|
|
|
370 |
|
1.125%, 10/02/2023 |
|
|
400 |
|
|
|
464 |
|
Volkswagen Leasing GmbH MTN |
|
|
|
|
|
|
|
|
1.125%, 04/04/2024 |
|
|
520 |
|
|
|
605 |
|
ZF Europe Finance BV |
|
|
|
|
|
|
|
|
2.000%, 02/23/2026 |
|
|
200 |
|
|
|
228 |
|
| |
|
|
|
|
|
|
36,188 |
|
| |
|
|
|
|
|
|
|
|
Hungary — 0.2% |
|
|
|
|
Hungary Government Bond |
|
|
|
|
|
|
|
|
3.000%, 06/26/2024 |
|
HUF |
297,650 |
|
|
|
892 |
|
1.500%, 08/23/2023 |
|
|
183,970 |
|
|
|
549 |
|
| |
|
|
|
|
|
|
1,441 |
|
| |
|
|
|
|
|
|
|
|
Indonesia — 1.0% |
|
|
|
|
Indonesia Treasury Bond |
|
|
|
|
|
|
|
|
8.750%, 05/15/2031 |
|
IDR |
7,551,000 |
|
|
|
610 |
|
8.375%, 03/15/2034 |
|
|
30,106,000 |
|
|
|
2,370 |
|
7.500%, 06/15/2035 |
|
|
2,199,000 |
|
|
|
162 |
|
7.375%, 05/15/2048 |
|
|
11,283,000 |
|
|
|
816 |
|
7.000%, 09/15/2030 |
|
|
2,959,000 |
|
|
|
215 |
|
6.500%, 06/15/2025 |
|
|
6,598,000 |
|
|
|
487 |
|
6.500%, 02/15/2031 |
|
|
16,859,000 |
|
|
|
1,194 |
|
5.500%, 04/15/2026 |
|
|
1,557,000 |
|
|
|
111 |
|
| |
|
|
|
|
|
|
5,965 |
|
| |
|
|
|
|
|
|
|
|
Ireland — 1.0% |
|
|
|
|
AerCap Ireland Capital DAC |
|
|
|
|
|
|
|
|
4.500%, 09/15/2023 |
|
$ |
205 |
|
|
|
215 |
|
3.300%, 01/30/2032 |
|
|
450 |
|
|
|
459 |
|
1.150%, 10/29/2023 |
|
|
1,000 |
|
|
|
996 |
|
CRH Funding MTN |
|
|
|
|
|
|
|
|
1.875%, 01/09/2024 |
|
EUR |
310 |
|
|
|
365 |
|
Ireland Government Bond |
|
|
|
|
|
|
|
|
1.500%, 05/15/2050 |
|
|
250 |
|
|
|
327 |
|
1.100%, 05/15/2029 |
|
|
670 |
|
|
|
823 |
|
1.000%, 05/15/2026 |
|
|
285 |
|
|
|
343 |
|
0.113%, 10/18/2031 |
|
|
1,691 |
|
|
|
1,875 |
|
Smurfit Kappa Acquisitions ULC |
|
|
|
|
|
|
|
|
2.875%, 01/15/2026 |
|
|
265 |
|
|
|
329 |
|
| |
|
|
|
|
|
|
5,732 |
|
| |
|
|
|
|
|
|
|
|
Israel — 0.1% |
|
|
|
|
Israel Government Bond - Fixed |
|
|
|
|
|
|
|
|
5.500%, 01/31/2042 |
|
ILS |
675 |
|
|
|
345 |
|
2.000%, 03/31/2027 |
|
|
925 |
|
|
|
319 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
International Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
1.000%, 03/31/2030 |
|
ILS |
593 |
|
|
$ |
192 |
|
| |
|
|
|
|
|
|
856 |
|
| |
|
|
|
|
|
|
|
|
Italy — 5.1% |
|
|
|
|
Assicurazioni Generali MTN |
|
|
|
|
|
|
|
|
5.500%, VAR Euribor 3 Month + 5.350%, 10/27/2047 |
|
EUR |
230 |
|
|
|
317 |
|
Enel |
|
|
|
|
|
|
|
|
1.875%, VAR EUR Swap Annual 5 Yr + 2.011% (C) |
|
|
385 |
|
|
|
424 |
|
Enel Finance International MTN |
|
|
|
|
|
|
|
|
5.750%, 09/14/2040 |
|
GBP |
145 |
|
|
|
292 |
|
0.116%, 06/17/2027 |
|
EUR |
195 |
|
|
|
216 |
|
Eni |
|
|
|
|
|
|
|
|
3.375%, VAR EUR Swap Annual 5 Yr + 3.641% (C) |
|
|
135 |
|
|
|
161 |
|
Eni MTN |
|
|
|
|
|
|
|
|
0.375%, 06/14/2028 |
|
|
130 |
|
|
|
146 |
|
Intesa Sanpaolo MTN |
|
|
|
|
|
|
|
|
2.125%, 05/26/2025 |
|
|
330 |
|
|
|
397 |
|
0.750%, 12/04/2024 |
|
|
350 |
|
|
|
405 |
|
Italy Buoni Poliennali Del Tesoro |
|
|
|
|
|
|
|
|
5.000%, 09/01/2040 (A) |
|
|
1,586 |
|
|
|
2,771 |
|
3.500%, 03/01/2030 (A) |
|
|
336 |
|
|
|
461 |
|
3.100%, 03/01/2040 (A) |
|
|
122 |
|
|
|
170 |
|
3.000%, 08/01/2029 |
|
|
1,609 |
|
|
|
2,124 |
|
2.800%, 03/01/2067 (A) |
|
|
150 |
|
|
|
193 |
|
2.700%, 03/01/2047 (A) |
|
|
55 |
|
|
|
73 |
|
2.450%, 09/01/2033 (A) |
|
|
98 |
|
|
|
126 |
|
2.150%, 03/01/2072 (A) |
|
|
76 |
|
|
|
83 |
|
2.000%, 02/01/2028 |
|
|
542 |
|
|
|
668 |
|
1.850%, 07/01/2025 (A) |
|
|
2,274 |
|
|
|
2,734 |
|
1.800%, 03/01/2041 (A) |
|
|
247 |
|
|
|
284 |
|
1.700%, 09/01/2051 (A) |
|
|
311 |
|
|
|
331 |
|
1.500%, 04/30/2045 (A) |
|
|
847 |
|
|
|
904 |
|
0.950%, 03/01/2023 |
|
|
3,272 |
|
|
|
3,778 |
|
0.950%, 12/01/2031 (A) |
|
|
2,794 |
|
|
|
3,113 |
|
0.950%, 03/01/2037 (A) |
|
|
1,549 |
|
|
|
1,621 |
|
0.019%, 04/01/2026 |
|
|
4,173 |
|
|
|
4,672 |
|
0.000%, 04/15/2024 (B) |
|
|
1,429 |
|
|
|
1,625 |
|
Rimini Bidco |
|
|
|
|
|
|
|
|
5.250%, VAR Euribor 3 Month + 5.250%, 12/14/2026 (A) |
|
|
200 |
|
|
|
223 |
|
Societa Cattolica Di Assicurazione SPA |
|
|
|
|
|
|
|
|
4.250%, 12/14/2047 (D) |
|
|
200 |
|
|
|
257 |
|
UniCredit MTN |
|
|
|
|
|
|
|
|
4.875%, VAR EUAMDB05 + 4.739%, 02/20/2029 |
|
|
220 |
|
|
|
268 |
|
1.250%, VAR Euribor 3 Month + 1.600%, 06/16/2026 |
|
|
460 |
|
|
|
536 |
|
| |
|
|
|
|
|
|
29,373 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Japan — 13.1% |
|
|
|
|
Development Bank of Japan |
|
|
|
|
|
|
|
|
2.300%, 03/19/2026 |
|
JPY |
180,000 |
|
|
$ |
1,709 |
|
Development Bank of Japan MTN |
|
|
|
|
|
|
|
|
0.875%, 10/10/2025 |
|
EUR |
1,145 |
|
|
|
1,342 |
|
Government of Japan 10 Year Bond |
|
|
|
|
|
|
|
|
0.400%, 06/20/2025 |
|
JPY |
516,200 |
|
|
|
4,559 |
|
0.100%, 06/20/2026 |
|
|
74,300 |
|
|
|
650 |
|
0.100%, 03/20/2027 |
|
|
71,550 |
|
|
|
627 |
|
Government of Japan 20 Year Bond |
|
|
|
|
|
|
|
|
1.700%, 06/20/2033 |
|
|
1,313,700 |
|
|
|
13,396 |
|
1.400%, 09/20/2034 |
|
|
503,250 |
|
|
|
5,019 |
|
1.000%, 12/20/2035 |
|
|
50,000 |
|
|
|
478 |
|
0.700%, 03/20/2037 |
|
|
38,450 |
|
|
|
353 |
|
0.500%, 09/20/2036 |
|
|
537,200 |
|
|
|
4,805 |
|
0.200%, 06/20/2036 |
|
|
185,200 |
|
|
|
1,590 |
|
Government of Japan 20 Year Bond, Ser 140 |
|
|
|
|
|
|
|
|
1.700%, 09/20/2032 |
|
|
33,600 |
|
|
|
340 |
|
Government of Japan 20 Year Bond, Ser 143 |
|
|
|
|
|
|
|
|
1.600%, 03/20/2033 |
|
|
40,300 |
|
|
|
406 |
|
Government of Japan 20 Year Bond, Ser 144 |
|
|
|
|
|
|
|
|
1.500%, 03/20/2033 |
|
|
98,300 |
|
|
|
982 |
|
Government of Japan 30 Year Bond |
|
|
|
|
|
|
|
|
0.800%, 09/20/2047 |
|
|
709,500 |
|
|
|
6,439 |
|
0.300%, 06/20/2046 |
|
|
74,600 |
|
|
|
607 |
|
Government of Japan 30 Year Bond, Ser 29 |
|
|
|
|
|
|
|
|
2.400%, 09/20/2038 |
|
|
133,650 |
|
|
|
1,540 |
|
Government of Japan 30 Year Bond, Ser 30 |
|
|
|
|
|
|
|
|
2.300%, 03/20/2039 |
|
|
472,800 |
|
|
|
5,407 |
|
Government of Japan 30 Year Bond, Ser 33 |
|
|
|
|
|
|
|
|
2.000%, 09/20/2040 |
|
|
301,350 |
|
|
|
3,344 |
|
Government of Japan 30 Year Bond, Ser 36 |
|
|
|
|
|
|
|
|
2.000%, 03/20/2042 |
|
|
358,500 |
|
|
|
4,016 |
|
Government of Japan 30 Year Bond, Ser 37 |
|
|
|
|
|
|
|
|
1.900%, 09/20/2042 |
|
|
166,850 |
|
|
|
1,848 |
|
Government of Japan 30 Year Bond, Ser 38 |
|
|
|
|
|
|
|
|
1.800%, 03/20/2043 |
|
|
207,550 |
|
|
|
2,268 |
|
Government of Japan 40 Year Bond |
|
|
|
|
|
|
|
|
0.400%, 03/20/2056 |
|
|
331,950 |
|
|
|
2,613 |
|
Government of Japan 40 Year Bond, Ser 6 |
|
|
|
|
|
|
|
|
1.900%, 03/20/2053 |
|
|
38,700 |
|
|
|
449 |
|
Japan Finance Organization for Municipalities MTN |
|
|
|
|
|
|
|
|
0.050%, 02/12/2027 |
|
EUR |
440 |
|
|
|
499 |
|
Japan Government Five Year Bond |
|
|
|
|
|
|
|
|
0.100%, 09/20/2024 |
|
JPY |
73,050 |
|
|
|
638 |
|
Japan Government Ten Year Bond |
|
|
|
|
|
|
|
|
0.100%, 09/20/2027 |
|
|
455,700 |
|
|
|
3,995 |
|
0.100%, 03/20/2029 |
|
|
35,900 |
|
|
|
315 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
International Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Japan Government Thirty Year Bond |
|
|
|
|
|
|
|
|
0.400%, 12/20/2049 |
|
JPY |
116,200 |
|
|
$ |
939 |
|
0.300%, 06/20/2046 |
|
|
85,800 |
|
|
|
698 |
|
Japan Government Twenty Year Bond |
|
|
|
|
|
|
|
|
1.800%, 09/20/2031 |
|
|
166,700 |
|
|
|
1,690 |
|
Mitsubishi UFJ Financial Group |
|
|
|
|
|
|
|
|
0.339%, 07/19/2024 |
|
EUR |
250 |
|
|
|
287 |
|
Nippon Life Insurance |
|
|
|
|
|
|
|
|
2.750%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 2.653%, 01/21/2051 (A) |
|
$ |
540 |
|
|
|
529 |
|
Nissan Motor |
|
|
|
|
|
|
|
|
2.652%, 03/17/2026 |
|
EUR |
165 |
|
|
|
201 |
|
NTT Finance |
|
|
|
|
|
|
|
|
1.162%, 04/03/2026 (A) |
|
$ |
345 |
|
|
|
338 |
|
| |
|
|
|
|
|
|
74,916 |
|
| |
|
|
|
|
|
|
|
|
Kuwait — 0.0% |
|
|
|
|
Equate Petrochemical MTN |
|
|
|
|
|
|
|
|
2.625%, 04/28/2028 (A) |
|
|
297 |
|
|
|
297 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Luxembourg — 0.1% |
|
|
|
|
Prologis International Funding II |
|
|
|
|
|
|
|
|
2.375%, 11/14/2030 |
|
EUR |
200 |
|
|
|
255 |
|
Vivion Investments Sarl |
|
|
|
|
|
|
|
|
3.000%, 08/08/2024 |
|
|
100 |
|
|
|
111 |
|
| |
|
|
|
|
|
|
366 |
|
| |
|
|
|
|
|
|
|
|
Malaysia — 1.7% |
|
|
|
|
Malaysia Government Bond |
|
|
|
|
|
|
|
|
4.392%, 04/15/2026 |
|
MYR |
2,267 |
|
|
|
572 |
|
4.232%, 06/30/2031 |
|
|
1,073 |
|
|
|
269 |
|
4.181%, 07/15/2024 |
|
|
5,923 |
|
|
|
1,468 |
|
3.955%, 09/15/2025 |
|
|
7,319 |
|
|
|
1,813 |
|
3.885%, 08/15/2029 |
|
|
2,890 |
|
|
|
708 |
|
3.828%, 07/05/2034 |
|
|
3,332 |
|
|
|
796 |
|
3.795%, 09/30/2022 |
|
|
4,878 |
|
|
|
1,185 |
|
3.757%, 05/22/2040 |
|
|
912 |
|
|
|
209 |
|
3.733%, 06/15/2028 |
|
|
2,316 |
|
|
|
566 |
|
3.502%, 05/31/2027 |
|
|
7,477 |
|
|
|
1,819 |
|
3.478%, 06/14/2024 |
|
|
1,305 |
|
|
|
318 |
|
2.632%, 04/15/2031 |
|
|
1,040 |
|
|
|
231 |
|
| |
|
|
|
|
|
|
9,954 |
|
| |
|
|
|
|
|
|
|
|
Mexico — 2.2% |
|
|
|
|
Mexican Bonos |
|
|
|
|
|
|
|
|
8.000%, 09/05/2024 |
|
MXN |
6,750 |
|
|
|
335 |
|
8.000%, 11/07/2047 |
|
|
22,710 |
|
|
|
1,100 |
|
7.750%, 11/23/2034 |
|
|
6,369 |
|
|
|
313 |
|
7.750%, 11/13/2042 |
|
|
38,433 |
|
|
|
1,822 |
|
7.500%, 06/03/2027 |
|
|
24,873 |
|
|
|
1,219 |
|
5.750%, 03/05/2026 |
|
|
14,711 |
|
|
|
678 |
|
5.750%, 03/05/2026 |
|
|
8,429 |
|
|
|
388 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Mexican Bonos, Ser M20 |
|
|
|
|
|
|
|
|
10.000%, 12/05/2024 |
|
MXN |
41,430 |
|
|
$ |
2,168 |
|
8.500%, 05/31/2029 |
|
|
10,038 |
|
|
|
519 |
|
7.750%, 05/29/2031 |
|
|
36,583 |
|
|
|
1,807 |
|
Mexican Bonos, Ser M30 |
|
|
|
|
|
|
|
|
10.000%, 11/20/2036 |
|
|
24,980 |
|
|
|
1,466 |
|
8.500%, 11/18/2038 |
|
|
5,364 |
|
|
|
276 |
|
Mexico Government International Bond |
|
|
|
|
|
|
|
|
2.875%, 04/08/2039 |
|
EUR |
280 |
|
|
|
321 |
|
| |
|
|
|
|
|
|
12,412 |
|
| |
|
|
|
|
|
|
|
|
Netherlands — 2.0% |
|
|
|
|
ABN AMRO Bank |
|
|
|
|
|
|
|
|
3.324%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.900%, 03/13/2037 (A) |
|
$ |
400 |
|
|
|
400 |
|
ASR Nederland |
|
|
|
|
|
|
|
|
3.375%, VAR EUR Swap Annual 5 Yr + 4.000%, 05/02/2049 |
|
EUR |
255 |
|
|
|
319 |
|
BNG Bank MTN |
|
|
|
|
|
|
|
|
0.250%, 02/22/2023 |
|
|
1,260 |
|
|
|
1,445 |
|
Cooperatieve Rabobank UA |
|
|
|
|
|
|
|
|
4.375% (C)(D) |
|
|
200 |
|
|
|
250 |
|
0.250%, 10/30/2026 |
|
|
200 |
|
|
|
228 |
|
Cooperatieve Rabobank UA MTN |
|
|
|
|
|
|
|
|
5.250%, 09/14/2027 |
|
GBP |
195 |
|
|
|
307 |
|
4.625%, 05/23/2029 |
|
|
130 |
|
|
|
204 |
|
1.250%, 05/31/2032 |
|
EUR |
300 |
|
|
|
373 |
|
Heineken MTN |
|
|
|
|
|
|
|
|
1.000%, 05/04/2026 |
|
|
335 |
|
|
|
394 |
|
Nederlandse Waterschapsbank MTN |
|
|
|
|
|
|
|
|
1.250%, 05/27/2036 |
|
|
281 |
|
|
|
350 |
|
0.625%, 01/18/2027 |
|
|
225 |
|
|
|
265 |
|
Netherlands Government Bond (A) |
|
|
|
|
|
|
|
|
4.000%, 01/15/2037 |
|
|
236 |
|
|
|
425 |
|
2.500%, 01/15/2033 |
|
|
806 |
|
|
|
1,169 |
|
2.000%, 07/15/2024 |
|
|
491 |
|
|
|
595 |
|
0.500%, 07/15/2026 |
|
|
613 |
|
|
|
727 |
|
0.240%, 01/15/2038 |
|
|
1,437 |
|
|
|
1,586 |
|
0.118%, 01/15/2052 |
|
|
421 |
|
|
|
437 |
|
0.000%, 01/15/2027 (B) |
|
|
685 |
|
|
|
794 |
|
0.000%, 07/15/2031 (B) |
|
|
1,014 |
|
|
|
1,157 |
|
Q-Park Holding |
|
|
|
|
|
|
|
|
2.000%, 03/01/2027 (A) |
|
|
122 |
|
|
|
131 |
|
| |
|
|
|
|
|
|
11,556 |
|
| |
|
|
|
|
|
|
|
|
New Zealand — 0.7% |
|
|
|
|
New Zealand Government Bond |
|
|
|
|
|
|
|
|
5.500%, 04/15/2023 |
|
NZD |
2,356 |
|
|
|
1,693 |
|
3.000%, 04/20/2029 |
|
|
345 |
|
|
|
247 |
|
2.750%, 04/15/2025 |
|
|
1,679 |
|
|
|
1,172 |
|
2.750%, 04/15/2037 |
|
|
80 |
|
|
|
56 |
|
2.000%, 05/15/2032 |
|
|
225 |
|
|
|
149 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
International Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
1.750%, 05/15/2041 |
|
NZD |
124 |
|
|
$ |
72 |
|
1.500%, 05/15/2031 |
|
|
548 |
|
|
|
350 |
|
New Zealand Local Government Funding Agency Bond |
|
|
|
|
|
|
|
|
4.500%, 04/15/2027 |
|
|
682 |
|
|
|
507 |
|
| |
|
|
|
|
|
|
4,246 |
|
| |
|
|
|
|
|
|
|
|
Norway — 1.6% |
|
|
|
|
DNB Boligkreditt MTN |
|
|
|
|
|
|
|
|
0.375%, 11/20/2024 |
|
EUR |
795 |
|
|
|
919 |
|
Equinor MTN |
|
|
|
|
|
|
|
|
6.875%, 03/11/2031 |
|
GBP |
185 |
|
|
|
359 |
|
Norway Government Bond (A) |
|
|
|
|
|
|
|
|
3.000%, 03/14/2024 |
|
NOK |
5,938 |
|
|
|
696 |
|
2.000%, 05/24/2023 |
|
|
5,993 |
|
|
|
688 |
|
2.000%, 04/26/2028 |
|
|
3,667 |
|
|
|
424 |
|
1.750%, 03/13/2025 |
|
|
1,213 |
|
|
|
139 |
|
1.750%, 02/17/2027 |
|
|
8,752 |
|
|
|
997 |
|
1.750%, 09/06/2029 |
|
|
6,471 |
|
|
|
736 |
|
1.500%, 02/19/2026 |
|
|
14,994 |
|
|
|
1,693 |
|
1.375%, 08/19/2030 |
|
|
9,406 |
|
|
|
1,039 |
|
1.250%, 09/17/2031 |
|
|
11,882 |
|
|
|
1,293 |
|
| |
|
|
|
|
|
|
8,983 |
|
| |
|
|
|
|
|
|
|
|
Peru — 0.0% |
|
|
|
|
Volcan Cia Minera SAA |
|
|
|
|
|
|
|
|
4.375%, 02/11/2026 (A) |
|
$ |
21 |
|
|
|
20 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Poland — 0.1% |
|
|
|
|
Republic of Poland Government Bond |
|
|
|
|
|
|
|
|
2.750%, 10/25/2029 |
|
PLN |
1,493 |
|
|
|
346 |
|
2.500%, 07/25/2027 |
|
|
1,860 |
|
|
|
428 |
|
| |
|
|
|
|
|
|
774 |
|
| |
|
|
|
|
|
|
|
|
Portugal — 0.6% |
|
|
|
|
EDP Finance BV MTN |
|
|
|
|
|
|
|
|
0.375%, 09/16/2026 |
|
EUR |
440 |
|
|
|
501 |
|
Portugal Obrigacoes do Tesouro OT (A) |
|
|
|
|
|
|
|
|
4.100%, 04/15/2037 |
|
|
277 |
|
|
|
466 |
|
2.200%, 10/17/2022 |
|
|
775 |
|
|
|
901 |
|
1.950%, 06/15/2029 |
|
|
492 |
|
|
|
634 |
|
0.700%, 10/15/2027 |
|
|
735 |
|
|
|
871 |
|
| |
|
|
|
|
|
|
3,373 |
|
| |
|
|
|
|
|
|
|
|
Qatar — 0.0% |
|
|
|
|
Qatar Petroleum |
|
|
|
|
|
|
|
|
2.250%, 07/12/2031 (A) |
|
$ |
300 |
|
|
|
297 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Romania — 0.2% |
|
|
|
|
Romania Government Bond |
|
|
|
|
|
|
|
|
3.650%, 07/28/2025 |
|
RON |
1,540 |
|
|
|
342 |
|
Romanian Government International Bond |
|
|
|
|
|
|
|
|
4.250%, 06/28/2023 |
|
|
2,655 |
|
|
|
608 |
|
| |
|
|
|
|
|
|
950 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Singapore — 2.6% |
|
|
|
|
Singapore Government Bond |
|
|
|
|
|
|
|
|
3.500%, 03/01/2027 |
|
SGD |
2,671 |
|
|
$ |
2,182 |
|
3.375%, 09/01/2033 |
|
|
162 |
|
|
|
138 |
|
3.125%, 09/01/2022 |
|
|
5,029 |
|
|
|
3,794 |
|
3.000%, 09/01/2024 |
|
|
6,021 |
|
|
|
4,698 |
|
2.875%, 07/01/2029 |
|
|
200 |
|
|
|
161 |
|
2.750%, 07/01/2023 |
|
|
1,441 |
|
|
|
1,101 |
|
2.750%, 04/01/2042 |
|
|
301 |
|
|
|
248 |
|
2.750%, 03/01/2046 |
|
|
200 |
|
|
|
165 |
|
2.250%, 08/01/2036 |
|
|
540 |
|
|
|
416 |
|
2.125%, 06/01/2026 |
|
|
1,790 |
|
|
|
1,375 |
|
Temasek Financial I MTN |
|
|
|
|
|
|
|
|
2.375%, 01/23/2023 (A) |
|
$ |
495 |
|
|
|
503 |
|
| |
|
|
|
|
|
|
14,781 |
|
| |
|
|
|
|
|
|
|
|
Slovenia — 0.1% |
|
|
|
|
Slovenia Government Bond |
|
|
|
|
|
|
|
|
1.250%, 03/22/2027 |
|
EUR |
556 |
|
|
|
680 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
South Africa — 0.1% |
|
|
|
|
Anglo American Capital MTN |
|
|
|
|
|
|
|
|
1.625%, 09/18/2025 |
|
|
220 |
|
|
|
260 |
|
1.625%, 03/11/2026 |
|
|
230 |
|
|
|
271 |
|
Bidvest Group UK PLC |
|
|
|
|
|
|
|
|
3.625%, 09/23/2026 (A) |
|
$ |
230 |
|
|
|
229 |
|
| |
|
|
|
|
|
|
760 |
|
| |
|
|
|
|
|
|
|
|
South Korea — 1.2% |
|
|
|
|
Hyundai Capital Services MTN |
|
|
|
|
|
|
|
|
3.500%, 03/30/2022 |
|
AUD |
680 |
|
|
|
498 |
|
Korea Housing Finance |
|
|
|
|
|
|
|
|
0.010%, 06/29/2026 (A) |
|
EUR |
150 |
|
|
|
170 |
|
Korea Treasury Bond |
|
|
|
|
|
|
|
|
2.625%, 09/10/2035 |
|
KRW |
470,510 |
|
|
|
409 |
|
2.000%, 06/10/2031 |
|
|
1,870,670 |
|
|
|
1,537 |
|
1.875%, 06/10/2029 |
|
|
496,110 |
|
|
|
408 |
|
1.500%, 12/10/2026 |
|
|
1,413,770 |
|
|
|
1,158 |
|
1.500%, 12/10/2030 |
|
|
1,797,120 |
|
|
|
1,418 |
|
1.250%, 03/10/2026 |
|
|
101,780 |
|
|
|
83 |
|
1.125%, 09/10/2025 |
|
|
1,252,200 |
|
|
|
1,023 |
|
| |
|
|
|
|
|
|
6,704 |
|
| |
|
|
|
|
|
|
|
|
Spain — 3.6% |
|
|
|
|
Banco Bilbao Vizcaya Argentaria |
|
|
|
|
|
|
|
|
2.250%, 06/12/2024 |
|
EUR |
200 |
|
|
|
241 |
|
Banco de Sabadell |
|
|
|
|
|
|
|
|
0.625%, 11/07/2025 (D) |
|
|
400 |
|
|
|
456 |
|
CaixaBank |
|
|
|
|
|
|
|
|
1.250%, 01/11/2027 |
|
|
500 |
|
|
|
602 |
|
1.125%, 11/12/2026 |
|
|
300 |
|
|
|
349 |
|
CaixaBank MTN |
|
|
|
|
|
|
|
|
1.375%, 06/19/2026 |
|
|
300 |
|
|
|
353 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
International Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Grifols Escrow Issuer SA |
|
|
|
|
|
|
|
|
3.875%, 10/15/2028 (A) |
|
EUR |
100 |
|
|
$ |
114 |
|
Lorca Telecom Bondco |
|
|
|
|
|
|
|
|
4.000%, 09/18/2027 |
|
|
130 |
|
|
|
150 |
|
NH Hotel Group |
|
|
|
|
|
|
|
|
4.000%, 07/02/2026 |
|
|
100 |
|
|
|
113 |
|
Spain Government Bond |
|
|
|
|
|
|
|
|
6.000%, 01/31/2029 |
|
|
80 |
|
|
|
129 |
|
4.700%, 07/30/2041 (A) |
|
|
654 |
|
|
|
1,222 |
|
3.450%, 07/30/2066 (A) |
|
|
272 |
|
|
|
465 |
|
2.700%, 10/31/2048 (A) |
|
|
604 |
|
|
|
902 |
|
2.350%, 07/30/2033 (A) |
|
|
658 |
|
|
|
888 |
|
1.950%, 07/30/2030 (A) |
|
|
124 |
|
|
|
160 |
|
1.850%, 07/30/2035 (A) |
|
|
862 |
|
|
|
1,106 |
|
1.600%, 04/30/2025 (A) |
|
|
259 |
|
|
|
314 |
|
1.500%, 04/30/2027 (A) |
|
|
393 |
|
|
|
484 |
|
1.400%, 04/30/2028 (A) |
|
|
904 |
|
|
|
1,112 |
|
1.000%, 07/30/2042 (A) |
|
|
886 |
|
|
|
981 |
|
0.850%, 07/30/2037 (A) |
|
|
313 |
|
|
|
347 |
|
0.600%, 10/31/2029 (A) |
|
|
174 |
|
|
|
203 |
|
0.500%, 04/30/2030 (A) |
|
|
418 |
|
|
|
481 |
|
0.500%, 10/31/2031 (A) |
|
|
1,503 |
|
|
|
1,699 |
|
0.054%, 01/31/2028 |
|
|
3,295 |
|
|
|
3,718 |
|
0.000%, 05/31/2024 (B) |
|
|
2,802 |
|
|
|
3,217 |
|
0.000%, 01/31/2026 (B) |
|
|
770 |
|
|
|
881 |
|
| |
|
|
|
|
|
|
20,687 |
|
| |
|
|
|
|
|
|
|
|
Supra-National — 2.1% |
|
|
|
|
Asian Development Bank MTN |
|
|
|
|
|
|
|
|
2.350%, 06/21/2027 |
|
JPY |
410,000 |
|
|
|
4,044 |
|
European Financial Stability Facility MTN |
|
|
|
|
|
|
|
|
0.500%, 07/11/2025 |
|
EUR |
1,420 |
|
|
|
1,661 |
|
European Investment Bank |
|
|
|
|
|
|
|
|
1.900%, 01/26/2026 |
|
JPY |
50,000 |
|
|
|
469 |
|
European Investment Bank MTN |
|
|
|
|
|
|
|
|
1.250%, 05/12/2025 |
|
SEK |
13,180 |
|
|
|
1,491 |
|
0.875%, 12/15/2023 |
|
GBP |
2,075 |
|
|
|
2,810 |
|
0.250%, 10/14/2024 |
|
EUR |
156 |
|
|
|
181 |
|
European Stability Mechanism MTN |
|
|
|
|
|
|
|
|
1.000%, 09/23/2025 |
|
|
570 |
|
|
|
679 |
|
European Union MTN |
|
|
|
|
|
|
|
|
0.700%, 07/06/2051 |
|
|
80 |
|
|
|
93 |
|
International Finance MTN |
|
|
|
|
|
|
|
|
2.375%, 07/19/2023 |
|
CAD |
1,000 |
|
|
|
808 |
|
| |
|
|
|
|
|
|
12,236 |
|
| |
|
|
|
|
|
|
|
|
Sweden — 0.9% |
|
|
|
|
Balder Finland MTN |
|
|
|
|
|
|
|
|
1.375%, 05/24/2030 |
|
EUR |
380 |
|
|
|
423 |
|
Heimstaden Bostad Treasury BV MTN |
|
|
|
|
|
|
|
|
1.375%, 03/03/2027 |
|
|
380 |
|
|
|
442 |
|
Kommunivest I Sverige AB MTN |
|
|
|
|
|
|
|
|
1.000%, 10/02/2024 |
|
SEK |
5,830 |
|
|
|
655 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Skandinaviska Enskilda Banken MTN |
|
|
|
|
|
|
|
|
0.250%, 06/20/2024 |
|
EUR |
460 |
|
|
$ |
529 |
|
Stadshypotek |
|
|
|
|
|
|
|
|
0.500%, 07/11/2025 |
|
|
1,470 |
|
|
|
1,708 |
|
Swedbank (C) |
|
|
|
|
|
|
|
|
6.000%, VAR USD Swap Semi 30/360 5 Yr Curr + 4.106% |
|
$ |
200 |
|
|
|
202 |
|
5.625%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.134% |
|
|
200 |
|
|
|
213 |
|
Swedbank Hypotek MTN |
|
|
|
|
|
|
|
|
0.050%, 05/28/2025 |
|
EUR |
195 |
|
|
|
223 |
|
Sweden Government Bond |
|
|
|
|
|
|
|
|
0.125%, 05/12/2031 (A) |
|
SEK |
5,545 |
|
|
|
603 |
|
| |
|
|
|
|
|
|
4,998 |
|
| |
|
|
|
|
|
|
|
|
Switzerland — 0.4% |
|
|
|
|
Credit Suisse Group (C) |
|
|
|
|
|
|
|
|
7.500%, VAR USD Swap Semi 30/360 5 Yr Curr + 4.600% |
|
$ |
286 |
|
|
|
302 |
|
7.500%, VAR USD Swap Semi 30/360 5 Yr Curr + 4.600% (A) |
|
|
200 |
|
|
|
211 |
|
Government of Switzerland |
|
|
|
|
|
|
|
|
1.500%, 04/30/2042 |
|
CHF |
408 |
|
|
|
583 |
|
1.250%, 06/11/2024 |
|
|
739 |
|
|
|
848 |
|
Swiss Re Finance Luxembourg |
|
|
|
|
|
|
|
|
5.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.582%, 04/02/2049 (A) |
|
$ |
200 |
|
|
|
224 |
|
| |
|
|
|
|
|
|
2,168 |
|
| |
|
|
|
|
|
|
|
|
Thailand — 0.3% |
|
|
|
|
Thailand Government Bond |
|
|
|
|
|
|
|
|
4.875%, 06/22/2029 |
|
THB |
16,455 |
|
|
|
596 |
|
4.675%, 06/29/2044 |
|
|
17,119 |
|
|
|
673 |
|
3.300%, 06/17/2038 |
|
|
3,522 |
|
|
|
116 |
|
2.125%, 12/17/2026 |
|
|
7,336 |
|
|
|
228 |
|
1.875%, 06/17/2049 |
|
|
3,746 |
|
|
|
91 |
|
| |
|
|
|
|
|
|
1,704 |
|
| |
|
|
|
|
|
|
|
|
United Arab Emirates — 0.0% |
|
|
|
|
DP World Crescent MTN |
|
|
|
|
|
|
|
|
4.848%, 09/26/2028 |
|
$ |
265 |
|
|
|
297 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
United Kingdom — 7.4% |
|
|
|
|
Aviva |
|
|
|
|
|
|
|
|
6.125%, VAR UK Govt Bonds 5 Year Note Generic Bid Yield + 2.850%, 11/14/2036 |
|
GBP |
220 |
|
|
|
348 |
|
Barclays MTN |
|
|
|
|
|
|
|
|
4.000%, 06/26/2029 |
|
AUD |
500 |
|
|
|
378 |
|
BAT Capital |
|
|
|
|
|
|
|
|
4.906%, 04/02/2030 |
|
$ |
105 |
|
|
|
118 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
International Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
BAT International Finance MTN |
|
|
|
|
|
|
|
|
2.250%, 09/09/2052 |
|
GBP |
100 |
|
|
$ |
92 |
|
1.250%, 03/13/2027 |
|
EUR |
333 |
|
|
|
385 |
|
BAT Netherlands Finance BV MTN |
|
|
|
|
|
|
|
|
3.125%, 04/07/2028 |
|
|
160 |
|
|
|
202 |
|
BG Energy Capital MTN |
|
|
|
|
|
|
|
|
2.250%, 11/21/2029 |
|
|
400 |
|
|
|
505 |
|
BP Capital Markets (C) |
|
|
|
|
|
|
|
|
3.625% (D) |
|
|
495 |
|
|
|
604 |
|
3.250% (D) |
|
|
400 |
|
|
|
481 |
|
BP Capital Markets MTN |
|
|
|
|
|
|
|
|
0.831%, 11/08/2027 |
|
|
130 |
|
|
|
151 |
|
British Telecommunications MTN |
|
|
|
|
|
|
|
|
3.125%, 11/21/2031 |
|
GBP |
108 |
|
|
|
152 |
|
Cadent Finance MTN |
|
|
|
|
|
|
|
|
2.750%, 09/22/2046 |
|
|
100 |
|
|
|
139 |
|
2.625%, 09/22/2038 |
|
|
100 |
|
|
|
138 |
|
CCEP Finance Ireland DAC |
|
|
|
|
|
|
|
|
0.500%, 09/06/2029 |
|
EUR |
335 |
|
|
|
376 |
|
Centrica MTN |
|
|
|
|
|
|
|
|
4.375%, 03/13/2029 |
|
GBP |
164 |
|
|
|
256 |
|
CK Hutchison Finance 16 II |
|
|
|
|
|
|
|
|
0.875%, 10/03/2024 |
|
EUR |
212 |
|
|
|
246 |
|
CK Hutchison Group Telecom Finance |
|
|
|
|
|
|
|
|
1.500%, 10/17/2031 |
|
|
330 |
|
|
|
381 |
|
CNH Industrial Finance Europe MTN |
|
|
|
|
|
|
|
|
2.875%, 05/17/2023 |
|
|
220 |
|
|
|
260 |
|
1.750%, 09/12/2025 |
|
|
130 |
|
|
|
155 |
|
CPUK Finance MTN |
|
|
|
|
|
|
|
|
3.690%, 08/28/2028 |
|
GBP |
100 |
|
|
|
149 |
|
3.588%, 08/28/2025 |
|
|
215 |
|
|
|
310 |
|
Delphi Automotive |
|
|
|
|
|
|
|
|
1.500%, 03/10/2025 |
|
EUR |
440 |
|
|
|
518 |
|
DS Smith MTN |
|
|
|
|
|
|
|
|
1.375%, 07/26/2024 |
|
|
430 |
|
|
|
503 |
|
Gatwick Funding MTN |
|
|
|
|
|
|
|
|
5.250%, 01/23/2024 |
|
GBP |
250 |
|
|
|
363 |
|
Heathrow Funding MTN |
|
|
|
|
|
|
|
|
2.750%, 08/09/2049 |
|
|
315 |
|
|
|
417 |
|
1.875%, 05/23/2022 |
|
EUR |
235 |
|
|
|
269 |
|
HSBC Holdings |
|
|
|
|
|
|
|
|
6.000%, VAR EUR Swap Annual 5 Yr + 5.338% (C) |
|
|
200 |
|
|
|
246 |
|
3.000%, VAR BPSW1 + 1.650%, 07/22/2028 |
|
GBP |
167 |
|
|
|
236 |
|
HSBC Holdings MTN |
|
|
|
|
|
|
|
|
6.000%, 03/29/2040 |
|
|
70 |
|
|
|
131 |
|
Natwest Group |
|
|
|
|
|
|
|
|
3.622%, VAR UK Govt Bonds 5 Year Note Generic Bid Yield + 3.550%, 08/14/2030 |
|
|
245 |
|
|
|
345 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
2.544%, VAR ICE LIBOR USD 3 Month + 2.320% (C) |
|
$ |
200 |
|
|
$ |
199 |
|
Northumbrian Water Finance |
|
|
|
|
|
|
|
|
6.875%, 02/06/2023 |
|
GBP |
190 |
|
|
|
273 |
|
Pinewood Finance |
|
|
|
|
|
|
|
|
3.625%, 11/15/2027 (A) |
|
|
170 |
|
|
|
229 |
|
Santander UK MTN |
|
|
|
|
|
|
|
|
1.250%, 09/18/2024 |
|
EUR |
500 |
|
|
|
590 |
|
Santander UK Group Holdings PLC MTN |
|
|
|
|
|
|
|
|
3.625%, 01/14/2026 |
|
GBP |
100 |
|
|
|
145 |
|
Sky PLC MTN |
|
|
|
|
|
|
|
|
2.250%, 11/17/2025 |
|
EUR |
275 |
|
|
|
338 |
|
Standard Chartered (A) |
|
|
|
|
|
|
|
|
1.639%, 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 |
|
|
|
344 |
|
Thames Water Utilities Finance MTN |
|
|
|
|
|
|
|
|
4.625%, 06/04/2046 |
|
GBP |
155 |
|
|
|
294 |
|
United Kingdom Gilt |
|
|
|
|
|
|
|
|
5.000%, 03/07/2025 |
|
|
43 |
|
|
|
66 |
|
4.500%, 12/07/2042 |
|
|
356 |
|
|
|
780 |
|
4.250%, 03/07/2036 |
|
|
56 |
|
|
|
107 |
|
4.250%, 09/07/2039 |
|
|
53 |
|
|
|
107 |
|
4.250%, 12/07/2040 |
|
|
1,418 |
|
|
|
2,924 |
|
4.250%, 12/07/2046 |
|
|
476 |
|
|
|
1,069 |
|
4.250%, 12/07/2049 |
|
|
245 |
|
|
|
578 |
|
3.500%, 01/22/2045 |
|
|
1,001 |
|
|
|
1,985 |
|
3.250%, 01/22/2044 |
|
|
457 |
|
|
|
865 |
|
2.750%, 09/07/2024 |
|
|
868 |
|
|
|
1,239 |
|
2.500%, 07/22/2065 |
|
|
1,101 |
|
|
|
2,311 |
|
2.250%, 09/07/2023 |
|
|
19 |
|
|
|
26 |
|
1.750%, 09/07/2022 |
|
|
2,090 |
|
|
|
2,859 |
|
1.750%, 09/07/2037 |
|
|
213 |
|
|
|
313 |
|
1.500%, 07/22/2047 |
|
|
194 |
|
|
|
282 |
|
1.250%, 10/22/2041 |
|
|
79 |
|
|
|
108 |
|
1.250%, 07/31/2051 |
|
|
423 |
|
|
|
587 |
|
1.000%, 04/22/2024 |
|
|
77 |
|
|
|
105 |
|
0.875%, 10/22/2029 |
|
|
1,668 |
|
|
|
2,263 |
|
0.750%, 07/22/2023 |
|
|
948 |
|
|
|
1,289 |
|
0.625%, 06/07/2025 |
|
|
78 |
|
|
|
105 |
|
0.625%, 07/31/2035 |
|
|
200 |
|
|
|
253 |
|
0.625%, 10/22/2050 |
|
|
904 |
|
|
|
1,076 |
|
0.500%, 10/22/2061 |
|
|
828 |
|
|
|
947 |
|
0.375%, 10/22/2026 |
|
|
1,163 |
|
|
|
1,542 |
|
0.250%, 07/31/2031 |
|
|
592 |
|
|
|
749 |
|
0.125%, 01/31/2024 |
|
|
2,995 |
|
|
|
4,011 |
|
United Kingdom Gilt - Inflation Linked |
|
|
|
|
|
|
|
|
1.250%, 11/22/2027 |
|
|
399 |
|
|
|
698 |
|
United Kingdom Treasury |
|
|
|
|
|
|
|
|
4.750%, 12/07/2038 |
|
|
76 |
|
|
|
160 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
International Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Vodafone Group MTN |
|
|
|
|
|
|
|
|
4.200%, 12/13/2027 |
|
AUD |
490 |
|
|
$ |
385 |
|
Western Power Distribution West Midlands PLC MTN |
|
|
|
|
|
|
|
|
3.875%, 10/17/2024 |
|
GBP |
230 |
|
|
|
330 |
|
Zurich Finance PLC MTN |
|
|
|
|
|
|
|
|
6.625%, 10/30/2049 (D) |
|
|
235 |
|
|
|
330 |
|
| |
|
|
|
|
|
|
42,198 |
|
| |
|
|
|
|
|
|
|
|
United States — 9.0% |
|
|
|
|
AbbVie |
|
|
|
|
|
|
|
|
2.300%, 11/21/2022 |
|
$ |
800 |
|
|
|
811 |
|
Air Lease |
|
|
|
|
|
|
|
|
2.100%, 09/01/2028 |
|
|
186 |
|
|
|
179 |
|
1.875%, 08/15/2026 |
|
|
110 |
|
|
|
108 |
|
Air Lease MTN |
|
|
|
|
|
|
|
|
2.875%, 01/15/2026 |
|
|
40 |
|
|
|
41 |
|
Aircastle |
|
|
|
|
|
|
|
|
5.250%, 08/11/2025 (A) |
|
|
261 |
|
|
|
287 |
|
4.250%, 06/15/2026 |
|
|
4 |
|
|
|
4 |
|
4.125%, 05/01/2024 |
|
|
22 |
|
|
|
23 |
|
Ally Financial |
|
|
|
|
|
|
|
|
4.700%, VAR H15T7Y + 3.481% (C) |
|
|
116 |
|
|
|
120 |
|
Altria Group |
|
|
|
|
|
|
|
|
3.125%, 06/15/2031 |
|
EUR |
310 |
|
|
|
392 |
|
2.200%, 06/15/2027 |
|
|
330 |
|
|
|
399 |
|
American Honda Finance |
|
|
|
|
|
|
|
|
1.950%, 10/18/2024 |
|
|
159 |
|
|
|
191 |
|
0.300%, 07/07/2028 |
|
|
320 |
|
|
|
360 |
|
American Tower |
|
|
|
|
|
|
|
|
1.300%, 09/15/2025 |
|
$ |
535 |
|
|
|
527 |
|
0.875%, 05/21/2029 |
|
EUR |
420 |
|
|
|
472 |
|
AT&T |
|
|
|
|
|
|
|
|
2.875% (C)(D) |
|
|
200 |
|
|
|
228 |
|
1.650%, 02/01/2028 |
|
$ |
870 |
|
|
|
852 |
|
Aviation Capital Group LLC (A) |
|
|
|
|
|
|
|
|
5.500%, 12/15/2024 |
|
|
80 |
|
|
|
88 |
|
3.500%, 11/01/2027 |
|
|
8 |
|
|
|
8 |
|
1.950%, 01/30/2026 |
|
|
108 |
|
|
|
105 |
|
1.950%, 09/20/2026 |
|
|
231 |
|
|
|
224 |
|
Axalta Coating Systems LLC |
|
|
|
|
|
|
|
|
3.375%, 02/15/2029 (A) |
|
|
210 |
|
|
|
203 |
|
Bank of America MTN |
|
|
|
|
|
|
|
|
2.375%, 06/19/2024 |
|
EUR |
835 |
|
|
|
1,005 |
|
Becton Dickinson |
|
|
|
|
|
|
|
|
1.336%, 08/13/2041 |
|
|
300 |
|
|
|
325 |
|
1.213%, 02/12/2036 |
|
|
129 |
|
|
|
143 |
|
0.632%, 06/04/2023 |
|
|
200 |
|
|
|
230 |
|
Berkshire Hathaway |
|
|
|
|
|
|
|
|
0.500%, 01/15/2041 |
|
|
170 |
|
|
|
169 |
|
Berkshire Hathaway Finance |
|
|
|
|
|
|
|
|
2.625%, 06/19/2059 |
|
GBP |
144 |
|
|
|
219 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Booking Holdings |
|
|
|
|
|
|
|
|
2.375%, 09/23/2024 |
|
EUR |
355 |
|
|
$ |
427 |
|
0.500%, 03/08/2028 |
|
|
110 |
|
|
|
126 |
|
Bristol-Myers Squibb |
|
|
|
|
|
|
|
|
0.537%, 11/13/2023 |
|
$ |
950 |
|
|
|
946 |
|
Broadcom |
|
|
|
|
|
|
|
|
3.187%, 11/15/2036 (A) |
|
|
185 |
|
|
|
185 |
|
Capital One Financial |
|
|
|
|
|
|
|
|
1.650%, 06/12/2029 |
|
EUR |
300 |
|
|
|
357 |
|
Carnival |
|
|
|
|
|
|
|
|
1.000%, 10/28/2029 |
|
|
316 |
|
|
|
269 |
|
CCO Holdings |
|
|
|
|
|
|
|
|
4.500%, 06/01/2033 (A) |
|
$ |
127 |
|
|
|
129 |
|
CDW |
|
|
|
|
|
|
|
|
2.670%, 12/01/2026 |
|
|
305 |
|
|
|
313 |
|
Centene |
|
|
|
|
|
|
|
|
2.625%, 08/01/2031 |
|
|
128 |
|
|
|
125 |
|
Charles Schwab |
|
|
|
|
|
|
|
|
5.375%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.971% (C) |
|
|
395 |
|
|
|
431 |
|
0.750%, 03/18/2024 |
|
|
420 |
|
|
|
418 |
|
Charter Communications Operating |
|
|
|
|
|
|
|
|
3.900%, 06/01/2052 |
|
|
225 |
|
|
|
226 |
|
Chubb INA Holdings |
|
|
|
|
|
|
|
|
1.550%, 03/15/2028 |
|
EUR |
325 |
|
|
|
391 |
|
0.875%, 06/15/2027 |
|
|
115 |
|
|
|
134 |
|
0.300%, 12/15/2024 |
|
|
190 |
|
|
|
217 |
|
Citigroup (C) |
|
|
|
|
|
|
|
|
4.150%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.000% |
|
$ |
106 |
|
|
|
108 |
|
4.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.597% |
|
|
71 |
|
|
|
72 |
|
Citigroup MTN |
|
|
|
|
|
|
|
|
0.750%, 10/26/2023 |
|
EUR |
115 |
|
|
|
133 |
|
0.500%, VAR Euribor 3 Month + 0.957%, 10/08/2027 |
|
|
505 |
|
|
|
574 |
|
Comcast |
|
|
|
|
|
|
|
|
0.250%, 05/20/2027 |
|
|
190 |
|
|
|
214 |
|
0.064%, 09/14/2026 |
|
|
550 |
|
|
|
617 |
|
Continental Resources (A) |
|
|
|
|
|
|
|
|
5.750%, 01/15/2031 |
|
$ |
126 |
|
|
|
148 |
|
2.875%, 04/01/2032 |
|
|
170 |
|
|
|
166 |
|
CyrusOne |
|
|
|
|
|
|
|
|
1.450%, 01/22/2027 |
|
EUR |
254 |
|
|
|
294 |
|
Delta Airlines |
|
|
|
|
|
|
|
|
4.500%, 10/20/2025 (A) |
|
$ |
480 |
|
|
|
504 |
|
DH Europe Finance II |
|
|
|
|
|
|
|
|
1.800%, 09/18/2049 |
|
EUR |
105 |
|
|
|
126 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
International Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Digital Intrepid Holding BV |
|
|
|
|
|
|
|
|
0.625%, 07/15/2031 |
|
EUR |
410 |
|
|
$ |
440 |
|
Discovery Communications |
|
|
|
|
|
|
|
|
5.300%, 05/15/2049 |
|
$ |
18 |
|
|
|
22 |
|
5.200%, 09/20/2047 |
|
|
36 |
|
|
|
45 |
|
4.650%, 05/15/2050 |
|
|
14 |
|
|
|
16 |
|
Eli Lilly |
|
|
|
|
|
|
|
|
1.375%, 09/14/2061 |
|
EUR |
195 |
|
|
|
202 |
|
Emerson Electric |
|
|
|
|
|
|
|
|
0.375%, 05/22/2024 |
|
|
350 |
|
|
|
402 |
|
Energy Transfer |
|
|
|
|
|
|
|
|
4.950%, 05/15/2028 |
|
$ |
39 |
|
|
|
43 |
|
Essential Properties |
|
|
|
|
|
|
|
|
2.950%, 07/15/2031 |
|
|
215 |
|
|
|
212 |
|
Exxon Mobil |
|
|
|
|
|
|
|
|
0.835%, 06/26/2032 |
|
EUR |
600 |
|
|
|
666 |
|
FedEx |
|
|
|
|
|
|
|
|
0.450%, 05/04/2029 |
|
|
327 |
|
|
|
366 |
|
Fidelity National Information Services |
|
|
|
|
|
|
|
|
0.625%, 12/03/2025 |
|
|
185 |
|
|
|
213 |
|
0.125%, 12/03/2022 |
|
|
500 |
|
|
|
570 |
|
Ford Credit Canada |
|
|
|
|
|
|
|
|
3.349%, 09/19/2022 |
|
CAD |
730 |
|
|
|
582 |
|
GE Capital Canada Funding MTN |
|
|
|
|
|
|
|
|
4.600%, 01/26/2022 |
|
|
3,169 |
|
|
|
2,514 |
|
GE Capital UK Funding Unlimited MTN |
|
|
|
|
|
|
|
|
5.875%, 01/18/2033 |
|
GBP |
160 |
|
|
|
291 |
|
General Motors Financial MTN |
|
|
|
|
|
|
|
|
0.955%, 09/07/2023 |
|
EUR |
275 |
|
|
|
317 |
|
General Motors Financial of Canada |
|
|
|
|
|
|
|
|
2.600%, 06/01/2022 |
|
CAD |
1,300 |
|
|
|
1,036 |
|
Gilead Sciences |
|
|
|
|
|
|
|
|
0.750%, 09/29/2023 |
|
$ |
545 |
|
|
|
543 |
|
Global Payments |
|
|
|
|
|
|
|
|
2.900%, 11/15/2031 |
|
|
455 |
|
|
|
462 |
|
GLP Capital |
|
|
|
|
|
|
|
|
3.250%, 01/15/2032 |
|
|
189 |
|
|
|
190 |
|
Goldman Sachs Group |
|
|
|
|
|
|
|
|
0.627%, VAR United States Secured Overnight Financing Rate + 0.538%, 11/17/2023 |
|
|
715 |
|
|
|
713 |
|
Goldman Sachs Group MTN |
|
|
|
|
|
|
|
|
2.125%, 09/30/2024 |
|
EUR |
885 |
|
|
|
1,062 |
|
1.625%, 07/27/2026 |
|
|
170 |
|
|
|
204 |
|
Host Hotels & Resorts |
|
|
|
|
|
|
|
|
3.500%, 09/15/2030 |
|
$ |
200 |
|
|
|
205 |
|
IHS Markit |
|
|
|
|
|
|
|
|
4.750%, 08/01/2028 |
|
|
17 |
|
|
|
20 |
|
4.250%, 05/01/2029 |
|
|
72 |
|
|
|
82 |
|
Intercontinental Exchange |
|
|
|
|
|
|
|
|
0.700%, 06/15/2023 |
|
|
535 |
|
|
|
534 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
International Business Machines |
|
|
|
|
|
|
|
|
0.300%, 02/11/2028 |
|
EUR |
240 |
|
|
$ |
271 |
|
Jazz Securities DAC |
|
|
|
|
|
|
|
|
4.375%, 01/15/2029 (A) |
|
$ |
290 |
|
|
|
300 |
|
Johnson Controls International PLC |
|
|
|
|
|
|
|
|
1.375%, 02/25/2025 |
|
EUR |
395 |
|
|
|
464 |
|
JPMorgan Chase (C) |
|
|
|
|
|
|
|
|
7.900%, VAR ICE LIBOR USD 3 Month + 3.470% |
|
$ |
91 |
|
|
|
92 |
|
3.932%, VAR ICE LIBOR USD 3 Month + 3.800% |
|
|
78 |
|
|
|
78 |
|
3.534%, 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 |
|
|
|
772 |
|
Kraft Heinz Foods |
|
|
|
|
|
|
|
|
2.250%, 05/25/2028 |
|
|
175 |
|
|
|
213 |
|
Kyndryl Holdings |
|
|
|
|
|
|
|
|
2.050%, 10/15/2026 (A) |
|
$ |
455 |
|
|
|
443 |
|
Las Vegas Sands |
|
|
|
|
|
|
|
|
3.900%, 08/08/2029 |
|
|
275 |
|
|
|
277 |
|
Liberty Mutual Group |
|
|
|
|
|
|
|
|
3.625%, 05/23/2059 (D) |
|
EUR |
300 |
|
|
|
351 |
|
MassMutual Global Funding II MTN |
|
|
|
|
|
|
|
|
0.850%, 06/09/2023 (A) |
|
$ |
998 |
|
|
|
998 |
|
Mattel |
|
|
|
|
|
|
|
|
3.750%, 04/01/2029 (A) |
|
|
138 |
|
|
|
143 |
|
McKesson |
|
|
|
|
|
|
|
|
3.125%, 02/17/2029 |
|
GBP |
315 |
|
|
|
456 |
|
Medtronic Global Holdings SCA |
|
|
|
|
|
|
|
|
1.375%, 10/15/2040 |
|
EUR |
110 |
|
|
|
125 |
|
1.125%, 03/07/2027 |
|
|
400 |
|
|
|
474 |
|
0.250%, 07/02/2025 |
|
|
115 |
|
|
|
132 |
|
Metropolitan Life Global Funding I MTN |
|
|
|
|
|
|
|
|
1.950%, 01/13/2023 (A) |
|
$ |
1,000 |
|
|
|
1,013 |
|
Mileage Plus Holdings LLC |
|
|
|
|
|
|
|
|
6.500%, 06/20/2027 (A) |
|
|
350 |
|
|
|
374 |
|
Mondelez International |
|
|
|
|
|
|
|
|
0.250%, 03/17/2028 |
|
EUR |
470 |
|
|
|
526 |
|
Mondelez International Holdings Netherlands BV |
|
|
|
|
|
|
|
|
0.625%, 09/09/2032 (A) |
|
|
450 |
|
|
|
496 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
3.734%, VAR ICE LIBOR USD 3 Month + 3.610% (C) |
|
$ |
23 |
|
|
|
23 |
|
0.406%, 10/29/2027 (D) |
|
EUR |
745 |
|
|
|
841 |
|
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
0.529%, VAR United States Secured Overnight Financing Rate + 0.455%, 01/25/2024 |
|
$ |
1,000 |
|
|
|
997 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
International Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Mozart Debt Merger Sub |
|
|
|
|
|
|
|
|
3.875%, 04/01/2029 (A) |
|
$ |
230 |
|
|
$ |
229 |
|
National Grid North America MTN |
|
|
|
|
|
|
|
|
1.000%, 07/12/2024 |
|
EUR |
300 |
|
|
|
348 |
|
Netflix |
|
|
|
|
|
|
|
|
3.625%, 05/15/2027 |
|
|
200 |
|
|
|
261 |
|
Newell Brands |
|
|
|
|
|
|
|
|
4.700%, 04/01/2026 |
|
$ |
140 |
|
|
|
153 |
|
NOV |
|
|
|
|
|
|
|
|
3.600%, 12/01/2029 |
|
|
205 |
|
|
|
212 |
|
Office Properties Income Trust |
|
|
|
|
|
|
|
|
4.500%, 02/01/2025 |
|
|
270 |
|
|
|
285 |
|
Olympus Water US Holding |
|
|
|
|
|
|
|
|
3.875%, 10/01/2028 (A) |
|
EUR |
100 |
|
|
|
114 |
|
Omnicom Capital Holdings MTN |
|
|
|
|
|
|
|
|
2.250%, 11/22/2033 |
|
GBP |
252 |
|
|
|
339 |
|
ONEOK |
|
|
|
|
|
|
|
|
6.350%, 01/15/2031 |
|
$ |
89 |
|
|
|
112 |
|
Oracle |
|
|
|
|
|
|
|
|
3.650%, 03/25/2041 |
|
|
160 |
|
|
|
162 |
|
Organon |
|
|
|
|
|
|
|
|
4.125%, 04/30/2028 (A) |
|
|
290 |
|
|
|
295 |
|
Paysafe Finance |
|
|
|
|
|
|
|
|
3.000%, 06/15/2029 (A) |
|
EUR |
245 |
|
|
|
262 |
|
Philip Morris International |
|
|
|
|
|
|
|
|
1.450%, 08/01/2039 |
|
|
115 |
|
|
|
121 |
|
0.625%, 11/08/2024 |
|
|
285 |
|
|
|
328 |
|
Philip Morris International MTN |
|
|
|
|
|
|
|
|
2.875%, 03/03/2026 |
|
|
170 |
|
|
|
213 |
|
Plains All American Pipeline |
|
|
|
|
|
|
|
|
3.550%, 12/15/2029 |
|
$ |
79 |
|
|
|
82 |
|
PNC Financial Services Group |
|
|
|
|
|
|
|
|
3.300%, 03/08/2022 |
|
|
150 |
|
|
|
150 |
|
Principal Life Global Funding II |
|
|
|
|
|
|
|
|
1.250%, 06/23/2025 (A) |
|
|
315 |
|
|
|
311 |
|
Prudential Financial |
|
|
|
|
|
|
|
|
5.875%, VAR ICE LIBOR USD 3 Month + 4.175%, 09/15/2042 |
|
|
199 |
|
|
|
203 |
|
Public Storage |
|
|
|
|
|
|
|
|
0.500%, 09/09/2030 |
|
EUR |
260 |
|
|
|
286 |
|
PVH |
|
|
|
|
|
|
|
|
4.625%, 07/10/2025 |
|
$ |
348 |
|
|
|
379 |
|
Realty Income Corp |
|
|
|
|
|
|
|
|
1.125%, 07/13/2027 |
|
GBP |
385 |
|
|
|
506 |
|
Sabra Health Care LP |
|
|
|
|
|
|
|
|
3.900%, 10/15/2029 |
|
$ |
280 |
|
|
|
293 |
|
Schlumberger Finance France SAS |
|
|
|
|
|
|
|
|
1.000%, 02/18/2026 |
|
EUR |
305 |
|
|
|
358 |
|
Southern |
|
|
|
|
|
|
|
|
1.875%, 09/15/2081 (D) |
|
|
200 |
|
|
|
221 |
|
Starbucks Corp |
|
|
|
|
|
|
|
|
1.300%, 05/07/2022 |
|
$ |
350 |
|
|
|
351 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Thermo Fisher Scientific Finance I BV |
|
|
|
|
|
|
|
|
0.800%, 10/18/2030 |
|
EUR |
260 |
|
|
$ |
297 |
|
Time Warner Cable |
|
|
|
|
|
|
|
|
5.750%, 06/02/2031 |
|
GBP |
295 |
|
|
|
499 |
|
T-Mobile USA |
|
|
|
|
|
|
|
|
3.375%, 04/15/2029 (A) |
|
$ |
52 |
|
|
|
53 |
|
2.875%, 02/15/2031 |
|
|
77 |
|
|
|
76 |
|
2.625%, 02/15/2029 |
|
|
87 |
|
|
|
86 |
|
Toyota Motor Credit MTN |
|
|
|
|
|
|
|
|
0.625%, 11/21/2024 |
|
EUR |
465 |
|
|
|
538 |
|
Tyco Electronics Group |
|
|
|
|
|
|
|
|
0.113%, 02/16/2029 |
|
|
308 |
|
|
|
336 |
|
UnitedHealth Group |
|
|
|
|
|
|
|
|
1.250%, 01/15/2026 |
|
$ |
175 |
|
|
|
174 |
|
US Bancorp MTN |
|
|
|
|
|
|
|
|
0.850%, 06/07/2024 |
|
EUR |
226 |
|
|
|
262 |
|
Verizon Communications |
|
|
|
|
|
|
|
|
4.016%, 12/03/2029 |
|
$ |
391 |
|
|
|
438 |
|
2.100%, 03/22/2028 |
|
|
445 |
|
|
|
446 |
|
Verizon Communications MTN |
|
|
|
|
|
|
|
|
4.750%, 02/17/2034 |
|
GBP |
170 |
|
|
|
295 |
|
4.050%, 02/17/2025 |
|
AUD |
680 |
|
|
|
526 |
|
VF |
|
|
|
|
|
|
|
|
0.250%, 02/25/2028 |
|
EUR |
395 |
|
|
|
440 |
|
Vistra |
|
|
|
|
|
|
|
|
7.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.740% (A)(C) |
|
$ |
68 |
|
|
|
69 |
|
Vornado Realty |
|
|
|
|
|
|
|
|
3.400%, 06/01/2031 |
|
|
334 |
|
|
|
341 |
|
Wells Fargo |
|
|
|
|
|
|
|
|
3.900%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.453% (C) |
|
|
132 |
|
|
|
136 |
|
Wells Fargo MTN |
|
|
|
|
|
|
|
|
2.125%, 12/20/2023 |
|
GBP |
345 |
|
|
|
473 |
|
2.000%, 04/27/2026 |
|
EUR |
210 |
|
|
|
254 |
|
1.375%, 06/30/2022 |
|
GBP |
195 |
|
|
|
265 |
|
0.500%, 04/26/2024 |
|
EUR |
500 |
|
|
|
575 |
|
Welltower |
|
|
|
|
|
|
|
|
4.500%, 12/01/2034 |
|
GBP |
140 |
|
|
|
231 |
|
Western Digital |
|
|
|
|
|
|
|
|
3.100%, 02/01/2032 |
|
$ |
78 |
|
|
|
79 |
|
2.850%, 02/01/2029 |
|
|
32 |
|
|
|
32 |
|
Western Union |
|
|
|
|
|
|
|
|
2.750%, 03/15/2031 |
|
|
355 |
|
|
|
349 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
International Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
WPC Eurobond BV |
|
|
|
|
|
|
|
|
1.350%, 04/15/2028 |
|
EUR |
530 |
|
|
$ |
611 |
|
| |
|
|
|
|
|
|
51,675 |
|
| |
|
|
|
|
|
|
|
|
Total Global Bonds |
|
|
|
|
|
|
|
|
(Cost $534,082) ($ Thousands) |
|
|
|
|
|
|
532,807 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS — 4.1% |
U.S. Treasury Bill |
|
|
|
|
|
|
|
|
0.007%, 01/25/2022 (B) |
|
$ |
17,657 |
|
|
|
17,657 |
|
U.S. Treasury Bond |
|
|
|
|
|
|
|
|
2.169%, 11/15/2050 (B) |
|
|
1,346 |
|
|
|
769 |
|
U.S. Treasury Inflation Indexed Bonds |
|
|
|
|
|
|
|
|
0.125%, 10/15/2026 |
|
|
1,407 |
|
|
|
1,530 |
|
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
0.500%, 03/31/2025 |
|
|
94 |
|
|
|
93 |
|
0.375%, 01/31/2026 |
|
|
20 |
|
|
|
19 |
|
0.125%, 11/30/2022 |
|
|
3,374 |
|
|
|
3,366 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $23,427) ($ Thousands) |
|
|
23,434 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MORTGAGE-BACKED SECURITIES — 0.2% |
Agency Mortgage-Backed Obligation — 0.2% |
|
|
|
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2016-HQA1, Cl M3 |
|
|
|
|
|
|
|
|
6.458%, VAR ICE LIBOR USD 1 Month + 6.350%, 09/25/2028 |
|
|
146 |
|
|
|
153 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-DNA2, Cl M2 |
|
|
|
|
|
|
|
|
3.552%, VAR ICE LIBOR USD 1 Month + 3.450%, 10/25/2029 |
|
|
470 |
|
|
|
484 |
|
FNMA Connecticut Avenue Securities, Ser 2014-C04, Cl 2M2 |
|
|
|
|
|
|
|
|
5.108%, VAR ICE LIBOR USD 1 Month + 5.000%, 11/25/2024 |
|
|
53 |
|
|
|
54 |
|
FNMA Connecticut Avenue Securities, Ser 2016-C07, Cl 2M2 |
|
|
|
|
|
|
|
|
4.453%, VAR ICE LIBOR USD 1 Month + 4.350%, 05/25/2029 |
|
|
82 |
|
|
|
85 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
776 |
|
Non-Agency Mortgage-Backed Obligation — 0.0% |
|
|
|
|
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-6, Cl 3A |
|
|
|
|
|
|
|
|
0.000%, 09/25/2034(D) |
|
|
9 |
|
|
|
8 |
|
JPMorgan Mortgage Trust, Ser 2004-A5, Cl 3A1 |
|
|
|
|
|
|
|
|
2.524%, 12/25/2034(D) |
|
|
20 |
|
|
|
21 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2 |
|
|
|
|
|
|
|
|
2.579%, 03/10/2049(A) |
|
$ |
136 |
|
|
$ |
137 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
166 |
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $930) ($ Thousands) |
|
|
|
|
|
|
942 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
ASSET-BACKED SECURITY — 0.1% |
Other Asset-Backed Securities — 0.1% |
|
|
|
|
| |
|
|
|
|
Elmwood CLO XII, Ser 2021-5A, Cl D |
|
|
|
|
|
|
|
|
3.171%, VAR ICE LIBOR USD 3 Month + 3.050%, 01/20/2035 (A) |
|
|
750 |
|
|
|
749 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Asset-Backed Security |
|
|
|
|
|
|
|
|
(Cost $750) ($ Thousands) |
|
|
|
|
|
|
749 |
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 97.1% |
|
|
|
|
|
|
|
|
(Cost $559,189) ($ Thousands) |
|
$ |
557,932 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
International Fixed Income Fund (Continued)
A list of the open futures contracts held by the Fund at December 31, 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 |
|
|
49 |
|
|
|
Mar-2022 |
|
|
$ |
4,878 |
|
|
$ |
4,958 |
|
|
$ |
1 |
|
Euro-BTP |
|
|
2 |
|
|
|
Mar-2022 |
|
|
|
337 |
|
|
|
334 |
|
|
|
(4 |
) |
Euro-Bund |
|
|
23 |
|
|
|
Mar-2022 |
|
|
|
4,529 |
|
|
|
4,482 |
|
|
|
(104 |
) |
Euro-Buxl |
|
|
– |
|
|
|
Mar-2022 |
|
|
|
5 |
|
|
|
– |
|
|
|
(8 |
) |
Euro-OAT |
|
|
29 |
|
|
|
Mar-2022 |
|
|
|
5,436 |
|
|
|
5,381 |
|
|
|
(74 |
) |
Japanese 10-Year Bond |
|
|
24 |
|
|
|
Mar-2022 |
|
|
|
32,000 |
|
|
|
31,612 |
|
|
|
(54 |
) |
Japanese 10-Year Government Bond E-MINI |
|
|
26 |
|
|
|
Mar-2022 |
|
|
|
3,472 |
|
|
|
3,423 |
|
|
|
(11 |
) |
U.S. Long Treasury Bond |
|
|
25 |
|
|
|
Mar-2022 |
|
|
|
3,945 |
|
|
|
4,011 |
|
|
|
66 |
|
U.S. Ultra Long Treasury Bond |
|
|
1 |
|
|
|
Mar-2022 |
|
|
|
206 |
|
|
|
197 |
|
|
|
(9 |
) |
| |
|
|
|
|
|
|
|
|
|
|
54,808 |
|
|
|
54,398 |
|
|
|
(197 |
) |
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Australian 3-Year Bond |
|
|
(5 |
) |
|
|
Mar-2022 |
|
|
$ |
(403 |
) |
|
$ |
(415 |
) |
|
$ |
(2 |
) |
Canadian 5-Year Bond |
|
|
(24 |
) |
|
|
Mar-2022 |
|
|
|
(2,294 |
) |
|
|
(2,327 |
) |
|
|
(24 |
) |
Canadian 10-Year Bond |
|
|
(14 |
) |
|
|
Mar-2022 |
|
|
|
(1,545 |
) |
|
|
(1,581 |
) |
|
|
(24 |
) |
Euro |
|
|
(240 |
) |
|
|
Mar-2022 |
|
|
|
(33,963 |
) |
|
|
(34,207 |
) |
|
|
(244 |
) |
Euro-Bob |
|
|
(4 |
) |
|
|
Mar-2022 |
|
|
|
(607 |
) |
|
|
(606 |
) |
|
|
4 |
|
Euro-Schatz |
|
|
(100 |
) |
|
|
Mar-2022 |
|
|
|
(12,708 |
) |
|
|
(12,740 |
) |
|
|
19 |
|
Long Gilt 10-Year Bond |
|
|
(22 |
) |
|
|
Apr-2022 |
|
|
|
(3,699 |
) |
|
|
(3,722 |
) |
|
|
19 |
|
U.S. 2-Year Treasury Note |
|
|
(208 |
) |
|
|
Apr-2022 |
|
|
|
(45,425 |
) |
|
|
(45,380 |
) |
|
|
45 |
|
U.S. 5-Year Treasury Note |
|
|
(137 |
) |
|
|
Apr-2022 |
|
|
|
(16,575 |
) |
|
|
(16,574 |
) |
|
|
1 |
|
U.S. 10-Year Treasury Note |
|
|
(31 |
) |
|
|
Mar-2022 |
|
|
|
(4,090 |
) |
|
|
(4,044 |
) |
|
|
46 |
|
Ultra 10-Year U.S. Treasury Note |
|
|
(73 |
) |
|
|
Mar-2022 |
|
|
|
(10,567 |
) |
|
|
(10,690 |
) |
|
|
(123 |
) |
| |
|
|
|
|
|
|
|
|
|
|
(131,876 |
) |
|
|
(132,286 |
) |
|
|
(283 |
) |
| |
|
|
|
|
|
|
|
|
|
$ |
(77,068 |
) |
|
$ |
(77,888 |
) |
|
$ |
(480 |
) |
A list of the forward foreign currency contracts held by the Fund at December 31, 2021, is as follows:
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Bank of America |
|
|
01/11/22 |
|
|
|
USD |
|
|
|
150 |
|
|
|
CHF |
|
|
|
138 |
|
|
$ |
2 |
|
Bank of America |
|
|
01/11/22 |
|
|
|
AUD |
|
|
|
213 |
|
|
|
USD |
|
|
|
150 |
|
|
|
(5 |
) |
Bank of America |
|
|
01/11/22 |
|
|
|
MXN |
|
|
|
3,070 |
|
|
|
USD |
|
|
|
148 |
|
|
|
(2 |
) |
Barclays PLC |
|
|
01/07/22 |
|
|
|
INR |
|
|
|
78,464 |
|
|
|
USD |
|
|
|
1,035 |
|
|
|
(20 |
) |
Barclays PLC |
|
|
01/11/22 |
|
|
|
USD |
|
|
|
38 |
|
|
|
AUD |
|
|
|
53 |
|
|
|
1 |
|
Barclays PLC |
|
|
01/11/22 |
|
|
|
USD |
|
|
|
151 |
|
|
|
GBP |
|
|
|
113 |
|
|
|
2 |
|
Barclays PLC |
|
|
01/11/22 |
|
|
|
USD |
|
|
|
300 |
|
|
|
CNY |
|
|
|
1,916 |
|
|
|
1 |
|
Barclays PLC |
|
|
01/11/22 |
|
|
|
CHF |
|
|
|
352 |
|
|
|
USD |
|
|
|
385 |
|
|
|
(1 |
) |
Barclays PLC |
|
|
01/11/22 |
|
|
|
USD |
|
|
|
432 |
|
|
|
ZAR |
|
|
|
7,010 |
|
|
|
7 |
|
Barclays PLC |
|
|
01/11/22 |
|
|
|
ILS |
|
|
|
2,941 |
|
|
|
USD |
|
|
|
931 |
|
|
|
(14 |
) |
Barclays PLC |
|
|
01/11/22 |
|
|
|
DKK |
|
|
|
5,649 |
|
|
|
USD |
|
|
|
864 |
|
|
|
— |
|
Barclays PLC |
|
|
01/11/22 |
|
|
|
EUR |
|
|
|
60,765 |
|
|
|
USD |
|
|
|
69,059 |
|
|
|
(52 |
) |
Barclays PLC |
|
|
01/11/22 |
|
|
|
CNY |
|
|
|
153,233 |
|
|
|
USD |
|
|
|
23,970 |
|
|
|
(77 |
) |
BNP Paribas |
|
|
01/11/22 |
|
|
|
AUD |
|
|
|
215 |
|
|
|
USD |
|
|
|
151 |
|
|
|
(5 |
) |
BNP Paribas |
|
|
01/11/22 |
|
|
|
CNY |
|
|
|
1,496 |
|
|
|
USD |
|
|
|
235 |
|
|
|
— |
|
BNP Paribas |
|
|
01/11/22 |
|
|
|
CHF |
|
|
|
1,661 |
|
|
|
USD |
|
|
|
1,812 |
|
|
|
(12 |
) |
BNP Paribas |
|
|
01/11/22 |
|
|
|
EUR |
|
|
|
1,820 |
|
|
|
USD |
|
|
|
2,057 |
|
|
|
(13 |
) |
BNP Paribas |
|
|
01/11/22 |
|
|
|
MYR |
|
|
|
9,582 |
|
|
|
USD |
|
|
|
2,272 |
|
|
|
(30 |
) |
BNP Paribas |
|
|
01/11/22 |
|
|
|
CAD |
|
|
|
17,773 |
|
|
|
USD |
|
|
|
13,881 |
|
|
|
(190 |
) |
BNP Paribas |
|
|
01/11/22 |
|
|
|
CZK |
|
|
|
32,479 |
|
|
|
USD |
|
|
|
1,430 |
|
|
|
(56 |
) |
BNP Paribas |
|
|
01/11/22 |
|
|
|
HUF |
|
|
|
314,649 |
|
|
|
USD |
|
|
|
961 |
|
|
|
(9 |
) |
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
International Fixed Income Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
BNP Paribas |
|
|
01/14/22 |
|
|
|
USD |
|
|
|
865 |
|
|
|
GBP |
|
|
|
644 |
|
|
$ |
8 |
|
BNP Paribas |
|
|
01/20/22 |
|
|
|
USD |
|
|
|
1,047 |
|
|
|
NZD |
|
|
|
1,510 |
|
|
|
(13 |
) |
BNP Paribas |
|
|
01/25/22 |
|
|
|
ZAR |
|
|
|
25,586 |
|
|
|
USD |
|
|
|
1,567 |
|
|
|
(32 |
) |
Brown Brothers Harriman |
|
|
01/14/22 |
|
|
|
GBP |
|
|
|
583 |
|
|
|
USD |
|
|
|
788 |
|
|
|
(2 |
) |
Brown Brothers Harriman |
|
|
02/08/22 |
|
|
|
USD |
|
|
|
468 |
|
|
|
AUD |
|
|
|
650 |
|
|
|
5 |
|
Brown Brothers Harriman |
|
|
02/10/22 |
|
|
|
USD |
|
|
|
101 |
|
|
|
CAD |
|
|
|
129 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
|
02/10/22 |
|
|
|
EUR |
|
|
|
975 |
|
|
|
USD |
|
|
|
1,112 |
|
|
|
3 |
|
Brown Brothers Harriman |
|
|
02/10/22 |
|
|
|
EUR |
|
|
|
1,305 |
|
|
|
USD |
|
|
|
1,477 |
|
|
|
(8 |
) |
Citigroup |
|
|
01/11/22 |
|
|
|
USD |
|
|
|
147 |
|
|
|
SEK |
|
|
|
1,340 |
|
|
|
1 |
|
Citigroup |
|
|
01/11/22 |
|
|
|
USD |
|
|
|
149 |
|
|
|
JPY |
|
|
|
16,900 |
|
|
|
(2 |
) |
Citigroup |
|
|
01/11/22 |
|
|
|
EUR |
|
|
|
265 |
|
|
|
USD |
|
|
|
300 |
|
|
|
(2 |
) |
Citigroup |
|
|
01/11/22 |
|
|
|
SEK |
|
|
|
1,360 |
|
|
|
USD |
|
|
|
149 |
|
|
|
(1 |
) |
Citigroup |
|
|
01/11/22 |
|
|
|
RON |
|
|
|
2,713 |
|
|
|
USD |
|
|
|
621 |
|
|
|
(2 |
) |
Citigroup |
|
|
02/10/22 |
|
|
|
USD |
|
|
|
1,324 |
|
|
|
EUR |
|
|
|
1,154 |
|
|
|
(11 |
) |
Deutsche Bank |
|
|
02/02/22 |
|
|
|
USD |
|
|
|
170 |
|
|
|
BRL |
|
|
|
966 |
|
|
|
2 |
|
Goldman Sachs |
|
|
01/11/22 |
|
|
|
ZAR |
|
|
|
2,340 |
|
|
|
USD |
|
|
|
148 |
|
|
|
2 |
|
Goldman Sachs |
|
|
01/11/22 - 01/13/22 |
|
|
|
MXN |
|
|
|
28,915 |
|
|
|
USD |
|
|
|
1,341 |
|
|
|
(70 |
) |
Goldman Sachs |
|
|
01/20/22 |
|
|
|
NZD |
|
|
|
1,497 |
|
|
|
USD |
|
|
|
1,066 |
|
|
|
42 |
|
HSBC |
|
|
01/20/22 |
|
|
|
USD |
|
|
|
1,078 |
|
|
|
TWD |
|
|
|
29,817 |
|
|
|
(1 |
) |
HSBC |
|
|
02/10/22 |
|
|
|
EUR |
|
|
|
44,254 |
|
|
|
USD |
|
|
|
51,194 |
|
|
|
836 |
|
JPMorgan Chase Bank |
|
|
01/07/22 |
|
|
|
USD |
|
|
|
1,049 |
|
|
|
INR |
|
|
|
78,647 |
|
|
|
9 |
|
JPMorgan Chase Bank |
|
|
01/11/22 |
|
|
|
GBP |
|
|
|
2 |
|
|
|
USD |
|
|
|
3 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
01/11/22 |
|
|
|
EUR |
|
|
|
133 |
|
|
|
USD |
|
|
|
151 |
|
|
|
(1 |
) |
JPMorgan Chase Bank |
|
|
01/11/22 |
|
|
|
USD |
|
|
|
151 |
|
|
|
JPY |
|
|
|
17,000 |
|
|
|
(3 |
) |
JPMorgan Chase Bank |
|
|
01/11/22 |
|
|
|
USD |
|
|
|
242 |
|
|
|
CNY |
|
|
|
1,548 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
01/11/22 |
|
|
|
USD |
|
|
|
245 |
|
|
|
EUR |
|
|
|
217 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
01/11/22 |
|
|
|
USD |
|
|
|
266 |
|
|
|
NZD |
|
|
|
392 |
|
|
|
2 |
|
JPMorgan Chase Bank |
|
|
01/11/22 |
|
|
|
USD |
|
|
|
432 |
|
|
|
SEK |
|
|
|
3,914 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
01/11/22 |
|
|
|
USD |
|
|
|
472 |
|
|
|
AUD |
|
|
|
657 |
|
|
|
5 |
|
JPMorgan Chase Bank |
|
|
01/11/22 |
|
|
|
USD |
|
|
|
538 |
|
|
|
COP |
|
|
|
2,130,528 |
|
|
|
(15 |
) |
JPMorgan Chase Bank |
|
|
01/11/22 |
|
|
|
RON |
|
|
|
1,562 |
|
|
|
USD |
|
|
|
354 |
|
|
|
(4 |
) |
JPMorgan Chase Bank |
|
|
01/11/22 |
|
|
|
PLN |
|
|
|
3,559 |
|
|
|
USD |
|
|
|
853 |
|
|
|
(30 |
) |
JPMorgan Chase Bank |
|
|
01/11/22 |
|
|
|
CNY |
|
|
|
4,643 |
|
|
|
USD |
|
|
|
727 |
|
|
|
(1 |
) |
JPMorgan Chase Bank |
|
|
01/20/22 |
|
|
|
SEK |
|
|
|
19,699 |
|
|
|
USD |
|
|
|
2,258 |
|
|
|
82 |
|
JPMorgan Chase Bank |
|
|
01/11/22 |
|
|
|
SEK |
|
|
|
5,408 |
|
|
|
USD |
|
|
|
597 |
|
|
|
(1 |
) |
JPMorgan Chase Bank |
|
|
01/11/22 |
|
|
|
JPY |
|
|
|
34,787 |
|
|
|
USD |
|
|
|
308 |
|
|
|
5 |
|
JPMorgan Chase Bank |
|
|
01/11/22 |
|
|
|
JPY |
|
|
|
61,940 |
|
|
|
USD |
|
|
|
538 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
01/11/22 |
|
|
|
COP |
|
|
|
2,118,619 |
|
|
|
USD |
|
|
|
530 |
|
|
|
10 |
|
JPMorgan Chase Bank |
|
|
01/12/22 |
|
|
|
USD |
|
|
|
143 |
|
|
|
IDR |
|
|
|
2,045,410 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
01/12/22 |
|
|
|
EUR |
|
|
|
26,388 |
|
|
|
USD |
|
|
|
29,960 |
|
|
|
(53 |
) |
JPMorgan Chase Bank |
|
|
01/12/22 - 01/14/22 |
|
|
|
IDR |
|
|
|
74,052,611 |
|
|
|
USD |
|
|
|
5,168 |
|
|
|
(29 |
) |
JPMorgan Chase Bank |
|
|
01/13/22 |
|
|
|
CHF |
|
|
|
981 |
|
|
|
USD |
|
|
|
1,069 |
|
|
|
(8 |
) |
JPMorgan Chase Bank |
|
|
01/20/22 |
|
|
|
USD |
|
|
|
1,060 |
|
|
|
TWD |
|
|
|
29,671 |
|
|
|
12 |
|
JPMorgan Chase Bank |
|
|
01/20/22 |
|
|
|
USD |
|
|
|
1,067 |
|
|
|
NOK |
|
|
|
9,137 |
|
|
|
(32 |
) |
JPMorgan Chase Bank |
|
|
01/20/22 |
|
|
|
PEN |
|
|
|
7,612 |
|
|
|
USD |
|
|
|
1,866 |
|
|
|
(44 |
) |
JPMorgan Chase Bank |
|
|
01/20/22 |
|
|
|
NOK |
|
|
|
9,258 |
|
|
|
USD |
|
|
|
1,111 |
|
|
|
61 |
|
JPMorgan Chase Bank |
|
|
01/20/22 |
|
|
|
TWD |
|
|
|
59,362 |
|
|
|
USD |
|
|
|
2,126 |
|
|
|
(19 |
) |
JPMorgan Chase Bank |
|
|
01/21/22 |
|
|
|
JPY |
|
|
|
2,744,414 |
|
|
|
USD |
|
|
|
24,150 |
|
|
|
312 |
|
JPMorgan Chase Bank |
|
|
01/27/22 |
|
|
|
USD |
|
|
|
1,048 |
|
|
|
IDR |
|
|
|
15,095,884 |
|
|
|
12 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
International Fixed Income Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
JPMorgan Chase Bank |
|
|
01/27/22 |
|
|
|
IDR |
|
|
|
15,250,289 |
|
|
|
USD |
|
|
|
1,058 |
|
|
$ |
(13 |
) |
JPMorgan Chase Bank |
|
|
02/22/22 |
|
|
|
ILS |
|
|
|
8,230 |
|
|
|
USD |
|
|
|
2,637 |
|
|
|
(9 |
) |
JPMorgan Chase Bank |
|
|
02/22/22 |
|
|
|
THB |
|
|
|
92,589 |
|
|
|
USD |
|
|
|
2,812 |
|
|
|
40 |
|
JPMorgan Chase Bank |
|
|
03/08/22 |
|
|
|
THB |
|
|
|
98,557 |
|
|
|
USD |
|
|
|
2,922 |
|
|
|
(29 |
) |
JPMorgan Chase Bank |
|
|
02/22/22 |
|
|
|
CLP |
|
|
|
949,515 |
|
|
|
USD |
|
|
|
1,174 |
|
|
|
66 |
|
JPMorgan Chase Bank |
|
|
03/08/22 - 03/14/22 |
|
|
|
CNY |
|
|
|
39,705 |
|
|
|
USD |
|
|
|
6,185 |
|
|
|
(33 |
) |
JPMorgan Chase Bank |
|
|
03/14/22 |
|
|
|
USD |
|
|
|
864 |
|
|
|
GBP |
|
|
|
649 |
|
|
|
14 |
|
JPMorgan Chase Bank |
|
|
03/14/22 |
|
|
|
CAD |
|
|
|
4,401 |
|
|
|
USD |
|
|
|
3,437 |
|
|
|
(46 |
) |
JPMorgan Chase Bank |
|
|
03/14/22 |
|
|
|
USD |
|
|
|
6,157 |
|
|
|
SEK |
|
|
|
55,631 |
|
|
|
(7 |
) |
JPMorgan Chase Bank |
|
|
03/14/22 |
|
|
|
AUD |
|
|
|
7,511 |
|
|
|
USD |
|
|
|
5,346 |
|
|
|
(114 |
) |
JPMorgan Chase Bank |
|
|
03/14/22 |
|
|
|
CHF |
|
|
|
8,812 |
|
|
|
USD |
|
|
|
9,619 |
|
|
|
(71 |
) |
JPMorgan Chase Bank |
|
|
03/14/22 |
|
|
|
SGD |
|
|
|
16,293 |
|
|
|
USD |
|
|
|
11,918 |
|
|
|
(167 |
) |
JPMorgan Chase Bank |
|
|
03/14/22 |
|
|
|
NOK |
|
|
|
17,429 |
|
|
|
USD |
|
|
|
1,917 |
|
|
|
(58 |
) |
JPMorgan Chase Bank |
|
|
03/14/22 |
|
|
|
NZD |
|
|
|
18,008 |
|
|
|
USD |
|
|
|
12,252 |
|
|
|
(56 |
) |
JPMorgan Chase Bank |
|
|
03/17/22 |
|
|
|
KRW |
|
|
|
2,758,194 |
|
|
|
USD |
|
|
|
2,347 |
|
|
|
34 |
|
JPMorgan Chase Bank |
|
|
03/21/22 |
|
|
|
USD |
|
|
|
2,319 |
|
|
|
RUB |
|
|
|
174,799 |
|
|
|
(20 |
) |
JPMorgan Chase Bank |
|
|
03/22/22 |
|
|
|
MXN |
|
|
|
116,059 |
|
|
|
USD |
|
|
|
5,427 |
|
|
|
(171 |
) |
Montgomery/Bank of America |
|
|
02/10/22 |
|
|
|
USD |
|
|
|
1,739 |
|
|
|
EUR |
|
|
|
1,505 |
|
|
|
(26 |
) |
Morgan Stanley |
|
|
01/11/22 |
|
|
|
USD |
|
|
|
887 |
|
|
|
AUD |
|
|
|
1,239 |
|
|
|
13 |
|
Morgan Stanley |
|
|
01/11/22 - 02/10/22 |
|
|
|
USD |
|
|
|
737 |
|
|
|
EUR |
|
|
|
651 |
|
|
|
4 |
|
Morgan Stanley |
|
|
02/04/22 |
|
|
|
USD |
|
|
|
1,661 |
|
|
|
EUR |
|
|
|
1,460 |
|
|
|
— |
|
Morgan Stanley |
|
|
01/11/22 |
|
|
|
NZD |
|
|
|
2,222 |
|
|
|
USD |
|
|
|
1,521 |
|
|
|
— |
|
Morgan Stanley |
|
|
01/11/22 |
|
|
|
NZD |
|
|
|
220 |
|
|
|
USD |
|
|
|
150 |
|
|
|
(1 |
) |
Morgan Stanley |
|
|
01/11/22 |
|
|
|
SGD |
|
|
|
3,214 |
|
|
|
USD |
|
|
|
2,352 |
|
|
|
(32 |
) |
Morgan Stanley |
|
|
02/08/22 |
|
|
|
AUD |
|
|
|
9,899 |
|
|
|
USD |
|
|
|
7,319 |
|
|
|
122 |
|
Morgan Stanley |
|
|
01/11/22 |
|
|
|
AUD |
|
|
|
6,694 |
|
|
|
USD |
|
|
|
4,794 |
|
|
|
(72 |
) |
Morgan Stanley |
|
|
01/13/22 |
|
|
|
GBP |
|
|
|
650 |
|
|
|
USD |
|
|
|
877 |
|
|
|
(4 |
) |
Morgan Stanley |
|
|
01/14/22 |
|
|
|
USD |
|
|
|
586 |
|
|
|
GBP |
|
|
|
441 |
|
|
|
10 |
|
Morgan Stanley |
|
|
02/04/22 |
|
|
|
USD |
|
|
|
597 |
|
|
|
GBP |
|
|
|
441 |
|
|
|
— |
|
Morgan Stanley |
|
|
02/10/22 |
|
|
|
EUR |
|
|
|
643 |
|
|
|
USD |
|
|
|
746 |
|
|
|
15 |
|
Morgan Stanley |
|
|
01/18/22 - 02/25/22 |
|
|
|
EUR |
|
|
|
24,303 |
|
|
|
USD |
|
|
|
27,519 |
|
|
|
(143 |
) |
Morgan Stanley |
|
|
01/25/22 |
|
|
|
USD |
|
|
|
1,621 |
|
|
|
ZAR |
|
|
|
25,815 |
|
|
|
(8 |
) |
Morgan Stanley |
|
|
02/07/22 |
|
|
|
CNY |
|
|
|
3,534 |
|
|
|
USD |
|
|
|
555 |
|
|
|
— |
|
Morgan Stanley |
|
|
02/10/22 |
|
|
|
CAD |
|
|
|
12,034 |
|
|
|
USD |
|
|
|
9,561 |
|
|
|
33 |
|
RBC |
|
|
01/11/22 |
|
|
|
USD |
|
|
|
552 |
|
|
|
MXN |
|
|
|
11,775 |
|
|
|
22 |
|
RBC |
|
|
01/11/22 |
|
|
|
USD |
|
|
|
3,606 |
|
|
|
JPY |
|
|
|
414,056 |
|
|
|
(10 |
) |
RBC |
|
|
01/11/22 |
|
|
|
MXN |
|
|
|
38,804 |
|
|
|
USD |
|
|
|
1,821 |
|
|
|
(73 |
) |
Standard Chartered |
|
|
01/11/22 |
|
|
|
MYR |
|
|
|
707 |
|
|
|
USD |
|
|
|
168 |
|
|
|
(2 |
) |
Standard Chartered |
|
|
01/11/22 |
|
|
|
CAD |
|
|
|
2,045 |
|
|
|
USD |
|
|
|
1,597 |
|
|
|
(22 |
) |
Standard Chartered |
|
|
01/11/22 |
|
|
|
THB |
|
|
|
58,070 |
|
|
|
USD |
|
|
|
1,716 |
|
|
|
(22 |
) |
State Street |
|
|
01/05/22 |
|
|
|
CAD |
|
|
|
1,200 |
|
|
|
USD |
|
|
|
937 |
|
|
|
(13 |
) |
State Street |
|
|
01/11/22 |
|
|
|
CHF |
|
|
|
140 |
|
|
|
USD |
|
|
|
152 |
|
|
|
(2 |
) |
State Street |
|
|
01/11/22 |
|
|
|
USD |
|
|
|
149 |
|
|
|
SEK |
|
|
|
1,360 |
|
|
|
1 |
|
State Street |
|
|
01/11/22 |
|
|
|
USD |
|
|
|
150 |
|
|
|
AUD |
|
|
|
210 |
|
|
|
2 |
|
State Street |
|
|
01/11/22 |
|
|
|
GBP |
|
|
|
2,071 |
|
|
|
USD |
|
|
|
2,746 |
|
|
|
(59 |
) |
State Street |
|
|
01/11/22 |
|
|
|
USD |
|
|
|
14,080 |
|
|
|
JPY |
|
|
|
1,616,249 |
|
|
|
(44 |
) |
State Street |
|
|
01/11/22 |
|
|
|
JPY |
|
|
|
17,000 |
|
|
|
USD |
|
|
|
151 |
|
|
|
3 |
|
TD Securities |
|
|
01/11/22 |
|
|
|
USD |
|
|
|
552 |
|
|
|
NOK |
|
|
|
5,000 |
|
|
|
15 |
|
TD Securities |
|
|
01/11/22 |
|
|
|
USD |
|
|
|
857 |
|
|
|
CAD |
|
|
|
1,104 |
|
|
|
17 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
International Fixed Income Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
TD Securities |
|
|
01/11/22 |
|
|
|
NOK |
|
|
|
7,249 |
|
|
|
USD |
|
|
|
801 |
|
|
$ |
(21 |
) |
TD Securities |
|
|
01/11/22 |
|
|
|
GBP |
|
|
|
19,253 |
|
|
|
USD |
|
|
|
25,695 |
|
|
|
(380 |
) |
UBS |
|
|
01/04/22 |
|
|
|
USD |
|
|
|
171 |
|
|
|
BRL |
|
|
|
966 |
|
|
|
2 |
|
UBS |
|
|
01/11/22 |
|
|
|
USD |
|
|
|
69 |
|
|
|
PLN |
|
|
|
285 |
|
|
|
2 |
|
UBS |
|
|
01/11/22 |
|
|
|
USD |
|
|
|
85 |
|
|
|
AUD |
|
|
|
119 |
|
|
|
2 |
|
UBS |
|
|
01/11/22 |
|
|
|
USD |
|
|
|
317 |
|
|
|
CNY |
|
|
|
2,017 |
|
|
|
(1 |
) |
UBS |
|
|
01/11/22 |
|
|
|
GBP |
|
|
|
460 |
|
|
|
USD |
|
|
|
609 |
|
|
|
(14 |
) |
UBS |
|
|
01/11/22 |
|
|
|
EUR |
|
|
|
1,115 |
|
|
|
USD |
|
|
|
1,258 |
|
|
|
(10 |
) |
UBS |
|
|
01/11/22 |
|
|
|
SEK |
|
|
|
1,350 |
|
|
|
USD |
|
|
|
149 |
|
|
|
— |
|
UBS |
|
|
01/11/22 |
|
|
|
CNY |
|
|
|
3,459 |
|
|
|
USD |
|
|
|
541 |
|
|
|
(2 |
) |
UBS |
|
|
01/11/22 |
|
|
|
HUF |
|
|
|
179,185 |
|
|
|
USD |
|
|
|
549 |
|
|
|
(4 |
) |
UBS |
|
|
01/11/22 |
|
|
|
JPY |
|
|
|
7,357,250 |
|
|
|
USD |
|
|
|
65,322 |
|
|
|
1,427 |
|
UBS |
|
|
01/13/22 |
|
|
|
USD |
|
|
|
1,038 |
|
|
|
MXN |
|
|
|
21,929 |
|
|
|
32 |
|
UBS |
|
|
01/13/22 |
|
|
|
USD |
|
|
|
1,064 |
|
|
|
CHF |
|
|
|
983 |
|
|
|
15 |
|
UBS |
|
|
01/14/22 |
|
|
|
GBP |
|
|
|
11,224 |
|
|
|
USD |
|
|
|
15,228 |
|
|
|
27 |
|
UBS |
|
|
02/17/22 |
|
|
|
CNY |
|
|
|
113,307 |
|
|
|
USD |
|
|
|
17,670 |
|
|
|
(99 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
616 |
|
A list of open OTC swap agreements held by the Fund at December 31, 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
(Depreciation)
(Thousands) |
|
Deutsche Bank |
|
China 7-Day Reverse Repo Rate |
|
|
|
2.985% |
|
|
|
Quarterly |
|
|
|
06/03/2024 |
|
|
|
CNY |
|
|
|
23,220 |
|
|
$ |
74 |
|
|
$ |
– |
|
|
$ |
74 |
|
Deutsche Bank |
|
China 7-Day Reverse Repo Rate |
|
|
|
2.755% |
|
|
|
Quarterly |
|
|
|
09/09/2024 |
|
|
|
CNY |
|
|
|
31,000 |
|
|
|
73 |
|
|
|
– |
|
|
|
73 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
147 |
|
|
$ |
– |
|
|
$ |
147 |
|
A list of the open centrally cleared swap agreements held by the Fund at December 31, 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) |
|
Overnight Brazilian Interbank Deposit Rate |
|
|
4.915% |
|
|
|
Annually |
|
|
|
01/02/2023 |
|
|
|
BRL |
|
|
|
9,678 |
|
|
$ |
(112 |
) |
|
$ |
– |
|
|
$ |
(112 |
) |
Overnight Brazilian Interbank Deposit Rate |
|
|
4.94% |
|
|
|
Annually |
|
|
|
01/02/2023 |
|
|
|
BRL |
|
|
|
5,658 |
|
|
|
(65 |
) |
|
|
– |
|
|
|
(65 |
) |
Overnight Brazilian Interbank Deposit Rate |
|
|
4.945% |
|
|
|
Annually |
|
|
|
01/02/2023 |
|
|
|
BRL |
|
|
|
5,062 |
|
|
|
(58 |
) |
|
|
– |
|
|
|
(58 |
) |
3-MONTH NZD RATE |
|
|
2.58% |
|
|
|
Semi-Annually |
|
|
|
11/01/2024 |
|
|
|
NZD |
|
|
|
980 |
|
|
|
4 |
|
|
|
– |
|
|
|
4 |
|
3-MONTH NZD RATE |
|
|
2.0525% |
|
|
|
Semi-Annually |
|
|
|
11/02/2024 |
|
|
|
NZD |
|
|
|
2,620 |
|
|
|
7 |
|
|
|
– |
|
|
|
7 |
|
Daily GBP Overnight Index Ave (SONIA) Rate |
|
|
0.377% |
|
|
|
Annually |
|
|
|
02/28/2025 |
|
|
|
GBP |
|
|
|
1,230 |
|
|
|
(37 |
) |
|
|
2 |
|
|
|
(39 |
) |
2.8% |
|
Overnight CNY Interbank Deposit Rate |
|
|
|
Quarterly |
|
|
|
04/02/2026 |
|
|
|
CNY |
|
|
|
12,090 |
|
|
|
32 |
|
|
|
– |
|
|
|
32 |
|
1.395 |
|
Daily GBP Overnight Index Ave (SONIA) Rate |
|
|
|
Annually |
|
|
|
10/03/2047 |
|
|
|
GBP |
|
|
|
460 |
|
|
|
(77 |
) |
|
|
(95 |
) |
|
|
18 |
|
Daily GBP Overnight Index Ave (SONIA) Rate |
|
|
0.1711% |
|
|
|
Annually |
|
|
|
07/20/2050 |
|
|
|
GBP |
|
|
|
85 |
|
|
|
(19 |
) |
|
|
(18 |
) |
|
|
(1 |
) |
0.5475% |
|
Daily GBP Overnight Index Ave (SONIA) Rate |
|
|
|
Annually |
|
|
|
08/04/2051 |
|
|
|
GBP |
|
|
|
170 |
|
|
|
17 |
|
|
|
– |
|
|
|
17 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(308 |
) |
|
$ |
(111 |
) |
|
$ |
(197 |
) |
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
International
Fixed Income Fund (Concluded)
|
Percentages are based on Net Assets of $573,306 ($ 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 December 31, 2021, the value of these securities amounted to $84,234 ($ Thousands), representing 14.7% 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 |
CLO — Collateralized Loan Obligation |
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 |
L.P. — Limited Partnership |
Ltd. — Limited |
MTN — Medium Term Note |
MXN — Mexican Peso |
MYR — Malaysian Ringgit |
NOK — Norwegian Krone |
NZD — New Zealand Dollar |
OTC — Over The Counter |
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 Baht |
TWD — Taiwan Dollar |
ULC — Unlimited Liability Company |
USD — U.S. Dollar |
VAR — Variable Rate |
ZAR — South African Rand |
The following is a list of the level of inputs used as of December 31, 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 |
|
|
– |
|
|
|
532,807 |
|
|
|
– |
|
|
|
532,807 |
|
U.S. Treasury Obligations |
|
|
4,135 |
|
|
|
19,299 |
|
|
|
– |
|
|
|
23,434 |
|
Mortgage-Backed Securities |
|
|
– |
|
|
|
942 |
|
|
|
– |
|
|
|
942 |
|
Asset-Backed Security |
|
|
– |
|
|
|
749 |
|
|
|
– |
|
|
|
749 |
|
Total Investments in Securities |
|
|
4,135 |
|
|
|
553,797 |
|
|
|
– |
|
|
|
557,932 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
201 |
|
|
|
– |
|
|
|
– |
|
|
|
201 |
|
Unrealized Depreciation |
|
|
(681 |
) |
|
|
– |
|
|
|
– |
|
|
|
(681 |
) |
Forwards Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
3,344 |
|
|
|
– |
|
|
|
3,344 |
|
Unrealized Depreciation |
|
|
– |
|
|
|
(2,728 |
) |
|
|
– |
|
|
|
(2,728 |
) |
OTC Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest Rate Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
147 |
|
|
|
– |
|
|
|
147 |
|
Centrally Cleared Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest Rate Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
78 |
|
|
|
– |
|
|
|
78 |
|
Unrealized Depreciation |
|
|
– |
|
|
|
(275 |
) |
|
|
– |
|
|
|
(275 |
) |
Total Other Financial Instruments |
|
|
(480 |
) |
|
|
566 |
|
|
|
– |
|
|
|
86 |
|
|
*
|
Futures contracts, forwards contracts and swap contracts are valued at the net unrealized appreciation (depreciation) on the instrument.
|
For the period ended December 31, 2021, there were no transfers in or out of Level 3.
Amounts designated as "—" are $0 or have been rounded to $0.
For information on the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
Emerging Markets Debt Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS — 94.8% |
Angola — 0.9% |
|
|
|
|
Angolan Government International Bond |
|
|
|
|
|
|
|
|
9.375%, 05/08/2048 |
|
$ |
3,350 |
|
|
$ |
3,273 |
|
8.250%, 05/09/2028 |
|
|
1,085 |
|
|
|
1,088 |
|
Angolan Government International Bond MTN |
|
|
|
|
|
|
|
|
9.125%, 11/26/2049 (A) |
|
|
670 |
|
|
|
642 |
|
9.125%, 11/26/2049 |
|
|
409 |
|
|
|
392 |
|
8.000%, 11/26/2029 |
|
|
2,097 |
|
|
|
2,065 |
|
8.000%, 11/26/2029 (A) |
|
|
731 |
|
|
|
720 |
|
Republic of Angola Via Avenir II BV MTN |
|
|
|
|
|
|
|
|
7.867%, VAR ICE LIBOR USD 6 Month + 7.500%, 07/01/2023 |
|
|
2,941 |
|
|
|
2,933 |
|
Republic of Angola Via Avenir Issuer II Ireland DAC |
|
|
|
|
|
|
|
|
6.927%, 02/19/2027 |
|
|
2,538 |
|
|
|
2,367 |
|
| |
|
|
|
|
|
|
13,480 |
|
| |
|
|
|
|
|
|
|
|
Argentina — 1.1% |
|
|
|
|
Argentine Republic Government International Bond |
|
|
|
|
|
|
|
|
2.500%, 3.500%, 07/09/2022, 07/09/2041 (B) |
|
|
6,317 |
|
|
|
2,227 |
|
2.000%, 3.875%, 07/09/2022, 01/09/2038 (B) |
|
|
3,404 |
|
|
|
1,285 |
|
1.125%, 1.500%, 07/09/2022, 07/09/2035 (B) |
|
|
1,389 |
|
|
|
444 |
|
1.125%, 1.500%, 07/09/2022, 07/09/2046 (B) |
|
|
1,056 |
|
|
|
339 |
|
1.000%, 07/09/2029 |
|
|
8,469 |
|
|
|
3,070 |
|
0.500%, 07/09/2029 |
|
EUR |
13 |
|
|
|
5 |
|
0.500%, 0.750%, 07/09/2023, 07/09/2030 (B) |
|
$ |
22,401 |
|
|
|
7,841 |
|
0.125%, 07/09/2030 |
|
EUR |
403 |
|
|
|
145 |
|
MSU Energy |
|
|
|
|
|
|
|
|
6.875%, 02/01/2025 (A)(C) |
|
$ |
285 |
|
|
|
226 |
|
Provincia de Buenos Aires MTN |
|
|
|
|
|
|
|
|
2.000%, 3.000%, 09/01/2022, 09/01/2037 (B) |
|
EUR |
666 |
|
|
|
208 |
|
Provincia de Cordoba |
|
|
|
|
|
|
|
|
5.000%, 12/10/2025 (A)(C) |
|
$ |
540 |
|
|
|
406 |
|
YPF |
|
|
|
|
|
|
|
|
4.000%, 9.000%, 01/01/2023, 02/12/2026 (B) |
|
|
707 |
|
|
|
564 |
|
| |
|
|
|
|
|
|
16,760 |
|
| |
|
|
|
|
|
|
|
|
Armenia — 0.1% |
|
|
|
|
Republic of Armenia International Bond |
|
|
|
|
|
|
|
|
3.600%, 02/02/2031 |
|
|
1,005 |
|
|
|
936 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Azerbaijan — 0.7% |
|
|
|
|
Republic of Azerbaijan International Bond |
|
|
|
|
|
|
|
|
5.125%, 09/01/2029 |
|
|
1,711 |
|
|
|
1,864 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Southern Gas Corridor CJSC |
|
|
|
|
|
|
|
|
6.875%, 03/24/2026 (A) |
|
$ |
1,437 |
|
|
$ |
1,651 |
|
6.875%, 03/24/2026 |
|
|
4,125 |
|
|
|
4,738 |
|
State Oil of the Azerbaijan Republic |
|
|
|
|
|
|
|
|
6.950%, 03/18/2030 |
|
|
2,380 |
|
|
|
2,866 |
|
| |
|
|
|
|
|
|
11,119 |
|
| |
|
|
|
|
|
|
|
|
Bahrain — 0.8% |
|
|
|
|
Bahrain Government International Bond |
|
|
|
|
|
|
|
|
7.000%, 01/26/2026 (A) |
|
|
1,337 |
|
|
|
1,467 |
|
7.000%, 10/12/2028 (A) |
|
|
507 |
|
|
|
550 |
|
6.750%, 09/20/2029 |
|
|
200 |
|
|
|
215 |
|
6.125%, 08/01/2023 |
|
|
520 |
|
|
|
547 |
|
6.000%, 09/19/2044 |
|
|
297 |
|
|
|
269 |
|
5.625%, 09/30/2031 (A) |
|
|
946 |
|
|
|
929 |
|
5.625%, 09/30/2031 |
|
|
200 |
|
|
|
196 |
|
5.450%, 09/16/2032 |
|
|
3,796 |
|
|
|
3,682 |
|
Bahrain Government International Bond MTN |
|
|
|
|
|
|
|
|
5.250%, 01/25/2033 (A) |
|
|
1,347 |
|
|
|
1,266 |
|
4.250%, 01/25/2028 |
|
|
797 |
|
|
|
776 |
|
CBB International Sukuk Programme WLL |
|
|
|
|
|
|
|
|
3.875%, 05/18/2029 (A) |
|
|
1,094 |
|
|
|
1,067 |
|
Oil and Gas Holding BSCC (A) |
|
|
|
|
|
|
|
|
8.375%, 11/07/2028 (C) |
|
|
560 |
|
|
|
636 |
|
7.625%, 11/07/2024 |
|
|
794 |
|
|
|
856 |
|
| |
|
|
|
|
|
|
12,456 |
|
| |
|
|
|
|
|
|
|
|
Belarus — 0.2% |
|
|
|
|
Development Bank of the Republic of Belarus JSC |
|
|
|
|
|
|
|
|
6.750%, 05/02/2024 |
|
|
972 |
|
|
|
854 |
|
Republic of Belarus International Bond |
|
|
|
|
|
|
|
|
6.378%, 02/24/2031 (A) |
|
|
899 |
|
|
|
713 |
|
6.378%, 02/24/2031 |
|
|
372 |
|
|
|
295 |
|
6.200%, 02/28/2030 |
|
|
260 |
|
|
|
205 |
|
6.200%, 02/28/2030 (A) |
|
|
89 |
|
|
|
70 |
|
5.875%, 02/24/2026 |
|
|
1,364 |
|
|
|
1,205 |
|
| |
|
|
|
|
|
|
3,342 |
|
| |
|
|
|
|
|
|
|
|
Belize — 0.0% |
|
|
|
|
Belize Government International Bond |
|
|
|
|
|
|
|
|
5.000%, 02/20/2038 |
|
|
1,173 |
|
|
|
592 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Benin — 0.1% |
|
|
|
|
Benin Government International Bond |
|
|
|
|
|
|
|
|
6.875%, 01/19/2052 |
|
EUR |
158 |
|
|
|
179 |
|
4.950%, 01/22/2035 |
|
|
389 |
|
|
|
422 |
|
4.875%, 01/19/2032 |
|
|
102 |
|
|
|
113 |
|
| |
|
|
|
|
|
|
714 |
|
| |
|
|
|
|
|
|
|
|
Bermuda — 0.2% |
|
|
|
|
Bermuda Government International Bond |
|
|
|
|
|
|
|
|
4.750%, 02/15/2029 |
|
$ |
1,754 |
|
|
|
2,013 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
3.717%, 01/25/2027 |
|
$ |
631 |
|
|
$ |
675 |
|
2.375%, 08/20/2030 |
|
|
221 |
|
|
|
220 |
|
| |
|
|
|
|
|
|
2,908 |
|
| |
|
|
|
|
|
|
|
|
Brazil — 5.9% |
|
|
|
|
Brazil Letras do Tesouro Nacional (H) |
|
|
|
|
|
|
|
|
11.156%, 01/01/2025 |
|
BRL |
34,000 |
|
|
|
4,507 |
|
7.296%, 07/01/2023 |
|
|
14,000 |
|
|
|
2,134 |
|
7.252%, 01/01/2024 |
|
|
58,000 |
|
|
|
8,442 |
|
6.862%, 01/01/2022 |
|
|
25,000 |
|
|
|
4,488 |
|
Brazil Loan Trust 1 |
|
|
|
|
|
|
|
|
5.477%, 07/24/2023 (A) |
|
$ |
108 |
|
|
|
111 |
|
Brazil Minas SPE via State of Minas Gerais |
|
|
|
|
|
|
|
|
5.333%, 02/15/2028 |
|
|
1,905 |
|
|
|
1,981 |
|
5.333%, 02/15/2028 |
|
|
1,176 |
|
|
|
1,223 |
|
5.333%, 02/15/2028 (A) |
|
|
157 |
|
|
|
163 |
|
Brazil Notas do Tesouro Nacional, Serie B |
|
|
|
|
|
|
|
|
6.000%, 05/15/2045 |
|
BRL |
818 |
|
|
|
588 |
|
6.000%, 08/15/2050 |
|
|
281 |
|
|
|
204 |
|
Brazil Notas do Tesouro Nacional, Serie F |
|
|
|
|
|
|
|
|
10.000%, 01/01/2023 |
|
|
71,369 |
|
|
|
12,617 |
|
10.000%, 01/01/2025 |
|
|
67,744 |
|
|
|
11,965 |
|
10.000%, 01/01/2027 |
|
|
47,871 |
|
|
|
8,390 |
|
10.000%, 01/01/2029 |
|
|
38,391 |
|
|
|
6,647 |
|
10.000%, 01/01/2031 |
|
|
22,316 |
|
|
|
3,834 |
|
Brazilian Government International Bond |
|
|
|
|
|
|
|
|
5.625%, 01/07/2041 |
|
$ |
757 |
|
|
|
772 |
|
5.625%, 02/21/2047 |
|
|
709 |
|
|
|
702 |
|
5.000%, 01/27/2045 |
|
|
2,329 |
|
|
|
2,182 |
|
4.750%, 01/14/2050 |
|
|
1,460 |
|
|
|
1,297 |
|
4.625%, 01/13/2028 |
|
|
801 |
|
|
|
836 |
|
4.500%, 05/30/2029 |
|
|
274 |
|
|
|
280 |
|
3.875%, 06/12/2030 |
|
|
200 |
|
|
|
194 |
|
3.750%, 09/12/2031 |
|
|
5,651 |
|
|
|
5,312 |
|
2.875%, 06/06/2025 |
|
|
1,437 |
|
|
|
1,460 |
|
Centrais Eletricas Brasileiras |
|
|
|
|
|
|
|
|
4.625%, 02/04/2030 (A) |
|
|
226 |
|
|
|
224 |
|
CSN Inova Ventures |
|
|
|
|
|
|
|
|
6.750%, 01/28/2028 (A) |
|
|
592 |
|
|
|
623 |
|
CSN Resources |
|
|
|
|
|
|
|
|
4.625%, 06/10/2031 (A) |
|
|
315 |
|
|
|
300 |
|
Gol Finance |
|
|
|
|
|
|
|
|
7.000%, 01/31/2025 (A) |
|
|
998 |
|
|
|
878 |
|
Iochpe-Maxion Austria GmbH |
|
|
|
|
|
|
|
|
5.000%, 05/07/2028 (A) |
|
|
341 |
|
|
|
334 |
|
MC Brazil Downstream Trading SARL |
|
|
|
|
|
|
|
|
7.250%, 06/30/2031 (A) |
|
|
888 |
|
|
|
884 |
|
Minerva Luxembourg |
|
|
|
|
|
|
|
|
4.375%, 03/18/2031 (A) |
|
|
297 |
|
|
|
283 |
|
MV24 Capital BV |
|
|
|
|
|
|
|
|
6.748%, 06/01/2034 (A) |
|
|
122 |
|
|
|
126 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Nexa Resources |
|
|
|
|
|
|
|
|
5.375%, 05/04/2027 (A) |
|
$ |
2,591 |
|
|
$ |
2,750 |
|
Petrobras Global Finance BV |
|
|
|
|
|
|
|
|
5.500%, 06/10/2051 |
|
|
457 |
|
|
|
424 |
|
StoneCo |
|
|
|
|
|
|
|
|
3.950%, 06/16/2028 (C) |
|
|
1,270 |
|
|
|
1,118 |
|
Suzano Austria GmbH (A) |
|
|
|
|
|
|
|
|
7.000%, 03/16/2047 |
|
|
399 |
|
|
|
505 |
|
6.000%, 01/15/2029 |
|
|
288 |
|
|
|
333 |
|
5.000%, 01/15/2030 |
|
|
494 |
|
|
|
542 |
|
| |
|
|
|
|
|
|
89,653 |
|
| |
|
|
|
|
|
|
|
|
Cameroon — 0.0% |
|
|
|
|
Republic of Cameroon International Bond |
|
|
|
|
|
|
|
|
5.950%, 07/07/2032 |
|
EUR |
543 |
|
|
|
578 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Cayman Islands — 0.1% |
|
|
|
|
Neon Capital MTN |
|
|
|
|
|
|
|
|
2.015%, 01/06/2028 (D) |
|
JPY |
265,619 |
|
|
|
1,921 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Chile — 1.5% |
|
|
|
|
Alfa Desarrollo SpA |
|
|
|
|
|
|
|
|
4.550%, 09/27/2051 (A) |
|
$ |
227 |
|
|
|
224 |
|
ATP Tower Holdings LLC |
|
|
|
|
|
|
|
|
4.050%, 04/27/2026 (A) |
|
|
255 |
|
|
|
254 |
|
Banco de Credito e Inversiones |
|
|
|
|
|
|
|
|
3.500%, 10/12/2027 (A) |
|
|
1,046 |
|
|
|
1,117 |
|
Bonos de la Tesoreria de la Republica |
|
|
|
|
|
|
|
|
2.000%, 03/01/2035 |
|
CLP |
1,087,313 |
|
|
|
1,227 |
|
1.900%, 09/01/2030 |
|
|
1,312,249 |
|
|
|
1,503 |
|
1.500%, 03/01/2026 |
|
|
636,931 |
|
|
|
738 |
|
Bonos de la Tesoreria de la Republica en pesos |
|
|
|
|
|
|
|
|
4.500%, 03/01/2026 |
|
|
625,000 |
|
|
|
720 |
|
2.800%, 10/01/2033 (A) |
|
|
640,000 |
|
|
|
569 |
|
Cencosud |
|
|
|
|
|
|
|
|
4.375%, 07/17/2027 (A) |
|
$ |
1,819 |
|
|
|
1,948 |
|
Chile Government International Bond |
|
|
|
|
|
|
|
|
3.625%, 10/30/2042 |
|
|
925 |
|
|
|
978 |
|
3.250%, 09/21/2071 |
|
|
1,615 |
|
|
|
1,494 |
|
3.100%, 05/07/2041 |
|
|
243 |
|
|
|
238 |
|
3.100%, 01/22/2061 |
|
|
308 |
|
|
|
285 |
|
2.550%, 01/27/2032 |
|
|
893 |
|
|
|
891 |
|
2.550%, 07/27/2033 |
|
|
7,750 |
|
|
|
7,537 |
|
2.450%, 01/31/2031 |
|
|
236 |
|
|
|
235 |
|
Empresa de los Ferrocarriles del Estado |
|
|
|
|
|
|
|
|
3.830%, 09/14/2061 |
|
|
350 |
|
|
|
335 |
|
Empresa de Transporte de Pasajeros Metro |
|
|
|
|
|
|
|
|
3.650%, 05/07/2030 (A) |
|
|
217 |
|
|
|
230 |
|
Empresa Nacional del Petroleo |
|
|
|
|
|
|
|
|
3.750%, 08/05/2026 |
|
|
749 |
|
|
|
769 |
|
3.450%, 09/16/2031 (A) |
|
|
331 |
|
|
|
315 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Nacional del Cobre de Chile |
|
|
|
|
|
|
|
|
3.750%, 01/15/2031 (A)(C) |
|
$ |
234 |
|
|
$ |
249 |
|
3.700%, 01/30/2050 (A) |
|
|
452 |
|
|
|
461 |
|
3.150%, 01/14/2030 |
|
|
800 |
|
|
|
815 |
|
3.000%, 09/30/2029 |
|
|
224 |
|
|
|
226 |
|
| |
|
|
|
|
|
|
23,358 |
|
| |
|
|
|
|
|
|
|
|
China — 5.7% |
|
|
|
|
Blossom Joy |
|
|
|
|
|
|
|
|
3.100% (D)(E) |
|
|
202 |
|
|
|
205 |
|
China Government Bond |
|
|
|
|
|
|
|
|
3.810%, 09/14/2050 |
|
CNY |
5,900 |
|
|
|
991 |
|
3.720%, 04/12/2051 |
|
|
11,400 |
|
|
|
1,894 |
|
3.530%, 10/18/2051 |
|
|
10,010 |
|
|
|
1,627 |
|
3.280%, 12/03/2027 |
|
|
46,090 |
|
|
|
7,458 |
|
3.270%, 11/19/2030 |
|
|
77,380 |
|
|
|
12,557 |
|
3.130%, 11/21/2029 |
|
|
3,480 |
|
|
|
557 |
|
3.020%, 10/22/2025 |
|
|
43,500 |
|
|
|
6,935 |
|
3.020%, 05/27/2031 |
|
|
6,600 |
|
|
|
1,052 |
|
3.010%, 05/13/2028 |
|
|
12,540 |
|
|
|
1,994 |
|
2.880%, 11/05/2023 |
|
|
25,000 |
|
|
|
3,958 |
|
2.850%, 06/04/2027 |
|
|
41,980 |
|
|
|
6,649 |
|
2.690%, 08/12/2026 |
|
|
4,000 |
|
|
|
631 |
|
2.680%, 05/21/2030 |
|
|
51,050 |
|
|
|
7,891 |
|
1.990%, 04/09/2025 |
|
|
60,830 |
|
|
|
9,376 |
|
China Government International Bond |
|
|
|
|
|
|
|
|
3.250%, 10/19/2023 |
|
$ |
1,192 |
|
|
|
1,243 |
|
1.875%, 12/03/2022 |
|
|
200 |
|
|
|
202 |
|
1.250%, 10/26/2026 (A) |
|
|
1,460 |
|
|
|
1,455 |
|
0.550%, 10/21/2025 |
|
|
1,150 |
|
|
|
1,118 |
|
0.400%, 10/21/2023 |
|
|
2,410 |
|
|
|
2,385 |
|
China Minmetals |
|
|
|
|
|
|
|
|
3.750% (D)(E) |
|
|
2,047 |
|
|
|
2,085 |
|
Chinalco Capital Holdings |
|
|
|
|
|
|
|
|
4.250%, 04/21/2022 |
|
|
740 |
|
|
|
745 |
|
4.100% (D)(E) |
|
|
224 |
|
|
|
232 |
|
2.125%, 06/03/2026 |
|
|
413 |
|
|
|
406 |
|
CNAC HK Finbridge |
|
|
|
|
|
|
|
|
5.125%, 03/14/2028 |
|
|
246 |
|
|
|
281 |
|
4.125%, 07/19/2027 |
|
|
713 |
|
|
|
773 |
|
3.875%, 06/19/2029 |
|
|
1,156 |
|
|
|
1,242 |
|
3.000%, 09/22/2030 |
|
|
561 |
|
|
|
568 |
|
Country Garden Holdings |
|
|
|
|
|
|
|
|
4.800%, 08/06/2030 (C) |
|
|
1,000 |
|
|
|
909 |
|
Dianjian Haiyu |
|
|
|
|
|
|
|
|
4.300% (D)(E) |
|
|
204 |
|
|
|
211 |
|
Dianjian International Finance |
|
|
|
|
|
|
|
|
4.600% (D)(E) |
|
|
303 |
|
|
|
311 |
|
Huarong Finance II MTN |
|
|
|
|
|
|
|
|
5.500%, 01/16/2025 |
|
|
640 |
|
|
|
670 |
|
Leader Goal International Ltd MTN |
|
|
|
|
|
|
|
|
4.250% (D)(E) |
|
|
212 |
|
|
|
218 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Meituan |
|
|
|
|
|
|
|
|
3.050%, 10/28/2030 |
|
$ |
204 |
|
|
$ |
189 |
|
Minmetals Bounteous Finance BVI |
|
|
|
|
|
|
|
|
3.375% (D)(E) |
|
|
805 |
|
|
|
826 |
|
Powerchina Roadbridge Group British Virgin Islands |
|
|
|
|
|
|
|
|
3.080% (D)(E) |
|
|
285 |
|
|
|
285 |
|
Shimao Group Holdings (C) |
|
|
|
|
|
|
|
|
5.600%, 07/15/2026 |
|
|
2,349 |
|
|
|
1,445 |
|
5.200%, 01/30/2025 |
|
|
1,406 |
|
|
|
872 |
|
4.750%, 07/03/2022 |
|
|
304 |
|
|
|
218 |
|
Sinopec Group Overseas Development 2018 |
|
|
|
|
|
|
|
|
2.700%, 05/13/2030 |
|
|
548 |
|
|
|
559 |
|
2.300%, 01/08/2031 |
|
|
2,720 |
|
|
|
2,680 |
|
Sunac China Holdings |
|
|
|
|
|
|
|
|
7.000%, 07/09/2025 |
|
|
214 |
|
|
|
135 |
|
6.500%, 01/26/2026 |
|
|
206 |
|
|
|
127 |
|
Tencent Holdings Ltd MTN |
|
|
|
|
|
|
|
|
3.240%, 06/03/2050 (A) |
|
|
450 |
|
|
|
424 |
|
Wanda Properties International |
|
|
|
|
|
|
|
|
7.250%, 01/29/2024 |
|
|
600 |
|
|
|
568 |
|
Wanda Properties Overseas |
|
|
|
|
|
|
|
|
6.950%, 12/05/2022 |
|
|
200 |
|
|
|
193 |
|
6.875%, 07/23/2023 |
|
|
232 |
|
|
|
222 |
|
| |
|
|
|
|
|
|
87,572 |
|
| |
|
|
|
|
|
|
|
|
Colombia — 5.4% |
|
|
|
|
Colombia Government International Bond |
|
|
|
|
|
|
|
|
9.850%, 06/28/2027 |
|
COP |
5,060,000 |
|
|
|
1,411 |
|
7.375%, 09/18/2037 |
|
$ |
1,009 |
|
|
|
1,173 |
|
6.125%, 01/18/2041 |
|
|
2,378 |
|
|
|
2,448 |
|
5.625%, 02/26/2044 |
|
|
132 |
|
|
|
128 |
|
5.200%, 05/15/2049 |
|
|
4,260 |
|
|
|
3,909 |
|
5.000%, 06/15/2045 |
|
|
4,204 |
|
|
|
3,794 |
|
4.500%, 03/15/2029 |
|
|
3,861 |
|
|
|
3,948 |
|
4.375%, 03/21/2023 |
|
COP |
2,871,000 |
|
|
|
701 |
|
4.125%, 02/22/2042 |
|
$ |
5,113 |
|
|
|
4,269 |
|
3.875%, 04/25/2027 |
|
|
1,466 |
|
|
|
1,477 |
|
3.875%, 02/15/2061 |
|
|
2,153 |
|
|
|
1,658 |
|
3.250%, 04/22/2032 |
|
|
1,726 |
|
|
|
1,551 |
|
3.125%, 04/15/2031 |
|
|
794 |
|
|
|
712 |
|
3.000%, 01/30/2030 |
|
|
1,457 |
|
|
|
1,332 |
|
Colombian TES |
|
|
|
|
|
|
|
|
10.000%, 07/24/2024 |
|
COP |
10,161,700 |
|
|
|
2,674 |
|
7.750%, 09/18/2030 |
|
|
12,738,000 |
|
|
|
3,051 |
|
7.500%, 08/26/2026 |
|
|
30,160,400 |
|
|
|
7,357 |
|
7.250%, 10/18/2034 |
|
|
23,670,100 |
|
|
|
5,324 |
|
7.250%, 10/26/2050 |
|
|
4,553,000 |
|
|
|
962 |
|
7.000%, 03/26/2031 |
|
|
23,608,300 |
|
|
|
5,355 |
|
7.000%, 03/26/2031 |
|
|
1,211,900 |
|
|
|
275 |
|
7.000%, 06/30/2032 |
|
|
7,329,100 |
|
|
|
1,642 |
|
6.250%, 11/26/2025 |
|
|
25,567,200 |
|
|
|
6,041 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
6.250%, 07/09/2036 |
|
COP |
12,774,600 |
|
|
$ |
2,583 |
|
6.000%, 04/28/2028 |
|
|
25,503,900 |
|
|
|
5,664 |
|
5.750%, 11/03/2027 |
|
|
30,168,700 |
|
|
|
6,696 |
|
3.000%, 03/25/2033 |
|
|
1,051,100 |
|
|
|
720 |
|
2.250%, 04/18/2029 |
|
|
883,500 |
|
|
|
597 |
|
Ecopetrol |
|
|
|
|
|
|
|
|
6.875%, 04/29/2030 |
|
$ |
492 |
|
|
|
549 |
|
5.875%, 11/02/2051 |
|
|
346 |
|
|
|
324 |
|
Empresas Publicas de Medellin ESP (A) |
|
|
|
|
|
|
|
|
8.375%, 11/08/2027 |
|
COP |
2,351,000 |
|
|
|
532 |
|
7.625%, 09/10/2024 |
|
|
3,116,000 |
|
|
|
750 |
|
Financiera de Desarrollo Territorial Findeter |
|
|
|
|
|
|
|
|
7.875%, 08/12/2024 (A) |
|
|
1,127,000 |
|
|
|
277 |
|
7.875%, 08/12/2024 |
|
|
884,000 |
|
|
|
217 |
|
Geopark |
|
|
|
|
|
|
|
|
5.500%, 01/17/2027 (A) |
|
$ |
974 |
|
|
|
939 |
|
Gran Tierra Energy |
|
|
|
|
|
|
|
|
7.750%, 05/23/2027 (A) |
|
|
293 |
|
|
|
266 |
|
Grupo Aval |
|
|
|
|
|
|
|
|
4.375%, 02/04/2030 (A) |
|
|
812 |
|
|
|
778 |
|
SierraCol Energy Andina |
|
|
|
|
|
|
|
|
6.000%, 06/15/2028 (A) |
|
|
672 |
|
|
|
632 |
|
| |
|
|
|
|
|
|
82,716 |
|
| |
|
|
|
|
|
|
|
|
Costa Rica — 0.4% |
|
|
|
|
Costa Rica Government International Bond |
|
|
|
|
|
|
|
|
7.158%, 03/12/2045 |
|
|
1,827 |
|
|
|
1,804 |
|
7.158%, 03/12/2045 |
|
|
500 |
|
|
|
494 |
|
7.158%, 03/12/2045 (A) |
|
|
387 |
|
|
|
382 |
|
7.000%, 04/04/2044 |
|
|
1,111 |
|
|
|
1,087 |
|
7.000%, 04/04/2044 (A) |
|
|
563 |
|
|
|
551 |
|
7.000%, 04/04/2044 |
|
|
230 |
|
|
|
225 |
|
6.125%, 02/19/2031 |
|
|
1,469 |
|
|
|
1,482 |
|
Instituto Costarricense de Electricidad |
|
|
|
|
|
|
|
|
6.375%, 05/15/2043 |
|
|
250 |
|
|
|
212 |
|
| |
|
|
|
|
|
|
6,237 |
|
| |
|
|
|
|
|
|
|
|
Croatia — 0.1% |
|
|
|
|
Croatia Government International Bond |
|
|
|
|
|
|
|
|
1.500%, 06/17/2031 |
|
EUR |
650 |
|
|
|
765 |
|
1.125%, 03/04/2033 |
|
|
1,002 |
|
|
|
1,131 |
|
| |
|
|
|
|
|
|
1,896 |
|
| |
|
|
|
|
|
|
|
|
Czech Republic — 1.6% |
|
|
|
|
Czech Republic Government Bond |
|
|
|
|
|
|
|
|
4.200%, 12/04/2036 |
|
CZK |
7,740 |
|
|
|
416 |
|
2.750%, 07/23/2029 |
|
|
91,430 |
|
|
|
4,093 |
|
2.500%, 08/25/2028 |
|
|
84,640 |
|
|
|
3,730 |
|
2.400%, 09/17/2025 |
|
|
165,160 |
|
|
|
7,301 |
|
2.000%, 10/13/2033 |
|
|
46,630 |
|
|
|
1,952 |
|
1.250%, 02/14/2025 |
|
|
48,060 |
|
|
|
2,057 |
|
1.200%, 03/13/2031 |
|
|
29,710 |
|
|
|
1,168 |
|
1.000%, 06/26/2026 |
|
|
37,590 |
|
|
|
1,555 |
|
0.950%, 05/15/2030 |
|
|
5,750 |
|
|
|
223 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
0.250%, 02/10/2027 |
|
CZK |
10,460 |
|
|
$ |
412 |
|
0.050%, 11/29/2029 |
|
|
31,030 |
|
|
|
1,126 |
|
| |
|
|
|
|
|
|
24,033 |
|
| |
|
|
|
|
|
|
|
|
Dominican Republic — 1.3% |
|
|
|
|
Dominican Republic International Bond |
|
|
|
|
|
|
|
|
9.750%, 06/05/2026 |
|
DOP |
19,150 |
|
|
|
370 |
|
7.450%, 04/30/2044 (A) |
|
$ |
687 |
|
|
|
812 |
|
7.450%, 04/30/2044 |
|
|
228 |
|
|
|
270 |
|
6.850%, 01/27/2045 |
|
|
1,386 |
|
|
|
1,528 |
|
6.600%, 01/28/2024 |
|
|
656 |
|
|
|
712 |
|
6.500%, 02/15/2048 |
|
|
2,472 |
|
|
|
2,620 |
|
6.400%, 06/05/2049 |
|
|
1,026 |
|
|
|
1,077 |
|
5.950%, 01/25/2027 |
|
|
625 |
|
|
|
695 |
|
5.875%, 04/18/2024 (A) |
|
|
71 |
|
|
|
74 |
|
5.875%, 01/30/2060 |
|
|
3,002 |
|
|
|
2,886 |
|
5.875%, 01/30/2060 (A) |
|
|
75 |
|
|
|
72 |
|
5.500%, 01/27/2025 |
|
|
949 |
|
|
|
1,026 |
|
5.300%, 01/21/2041 |
|
|
2,844 |
|
|
|
2,809 |
|
4.875%, 09/23/2032 |
|
|
808 |
|
|
|
821 |
|
4.500%, 01/30/2030 |
|
|
3,350 |
|
|
|
3,405 |
|
4.500%, 01/30/2030 (A) |
|
|
206 |
|
|
|
209 |
|
| |
|
|
|
|
|
|
19,386 |
|
| |
|
|
|
|
|
|
|
|
Ecuador — 0.9% |
|
|
|
|
Ecuador Government International Bond |
|
|
|
|
|
|
|
|
6.699%, 07/31/2030 (A)(H) |
|
|
1,613 |
|
|
|
907 |
|
5.000%, 5.500%, 07/31/2022, 07/31/2030 (A)(B) |
|
|
2,940 |
|
|
|
2,436 |
|
1.000%, 2.500%, 07/31/2022, 07/31/2035 (A)(B) |
|
|
5,391 |
|
|
|
3,538 |
|
1.000%, 2.500%, 07/31/2022, 07/31/2035 (B)(C) |
|
|
7,088 |
|
|
|
4,652 |
|
0.500%, 1.500%, 07/31/2022, 07/31/2040 (A)(B) |
|
|
3,077 |
|
|
|
1,800 |
|
0.500%, 1.500%, 07/31/2022, 07/31/2040 (B)(C) |
|
|
1,611 |
|
|
|
943 |
|
| |
|
|
|
|
|
|
14,276 |
|
| |
|
|
|
|
|
|
|
|
Egypt — 3.3% |
|
|
|
|
Egypt Government Bond |
|
|
|
|
|
|
|
|
14.664%, 10/06/2030 |
|
EGP |
4,750 |
|
|
|
302 |
|
14.556%, 10/13/2027 |
|
|
11,537 |
|
|
|
738 |
|
14.483%, 04/06/2026 |
|
|
103,070 |
|
|
|
6,569 |
|
14.406%, 07/07/2027 |
|
|
17,842 |
|
|
|
1,136 |
|
14.382%, 01/12/2031 |
|
|
9,502 |
|
|
|
596 |
|
14.292%, 01/05/2028 |
|
|
19,000 |
|
|
|
1,201 |
|
14.196%, 07/07/2023 |
|
|
21,779 |
|
|
|
1,382 |
|
14.060%, 01/12/2026 |
|
|
44,207 |
|
|
|
2,778 |
|
Egypt Government International Bond |
|
|
|
|
|
|
|
|
16.300%, 04/09/2024 |
|
|
15,034 |
|
|
|
989 |
|
16.100%, 05/07/2029 |
|
|
14,920 |
|
|
|
1,012 |
|
15.900%, 07/02/2024 |
|
|
20,628 |
|
|
|
1,350 |
|
8.875%, 05/29/2050 |
|
$ |
1,650 |
|
|
|
1,496 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
8.875%, 05/29/2050 (A) |
|
$ |
5,366 |
|
|
$ |
4,864 |
|
8.700%, 03/01/2049 (A) |
|
|
816 |
|
|
|
724 |
|
8.700%, 03/01/2049 |
|
|
600 |
|
|
|
532 |
|
7.903%, 02/21/2048 |
|
|
1,316 |
|
|
|
1,102 |
|
7.903%, 02/21/2048 (A) |
|
|
110 |
|
|
|
92 |
|
7.625%, 05/29/2032 (A) |
|
|
4,906 |
|
|
|
4,639 |
|
7.625%, 05/29/2032 |
|
|
4,332 |
|
|
|
4,096 |
|
Egypt Government International Bond MTN |
|
|
|
|
|
|
|
|
8.500%, 01/31/2047 |
|
|
2,970 |
|
|
|
2,628 |
|
8.150%, 11/20/2059 (A) |
|
|
406 |
|
|
|
346 |
|
8.150%, 11/20/2059 |
|
|
277 |
|
|
|
236 |
|
7.600%, 03/01/2029 |
|
|
200 |
|
|
|
198 |
|
7.500%, 02/16/2061 |
|
|
565 |
|
|
|
461 |
|
7.300%, 09/30/2033 (A) |
|
|
1,953 |
|
|
|
1,797 |
|
7.300%, 09/30/2033 |
|
|
647 |
|
|
|
595 |
|
7.053%, 01/15/2032 (A) |
|
|
547 |
|
|
|
504 |
|
6.375%, 04/11/2031 |
|
EUR |
1,650 |
|
|
|
1,732 |
|
6.375%, 04/11/2031 (A) |
|
|
872 |
|
|
|
916 |
|
6.125%, 01/31/2022 (A) |
|
$ |
385 |
|
|
|
387 |
|
5.800%, 09/30/2027 (A) |
|
|
498 |
|
|
|
478 |
|
5.625%, 04/16/2030 |
|
EUR |
732 |
|
|
|
751 |
|
4.750%, 04/11/2025 |
|
|
457 |
|
|
|
515 |
|
4.750%, 04/11/2025 (A) |
|
|
443 |
|
|
|
499 |
|
4.750%, 04/16/2026 |
|
|
670 |
|
|
|
735 |
|
Egypt Treasury Bills |
|
|
|
|
|
|
|
|
13.412%, 01/11/2022 (H) |
|
EGP |
21,625 |
|
|
|
1,374 |
|
| |
|
|
|
|
|
|
49,750 |
|
| |
|
|
|
|
|
|
|
|
El Salvador — 0.4% |
|
|
|
|
El Salvador Government International Bond |
|
|
|
|
|
|
|
|
9.500%, 07/15/2052 |
|
$ |
3,953 |
|
|
|
2,451 |
|
8.625%, 02/28/2029 |
|
|
249 |
|
|
|
153 |
|
8.250%, 04/10/2032 |
|
|
459 |
|
|
|
281 |
|
7.750%, 01/24/2023 |
|
|
1,630 |
|
|
|
1,304 |
|
7.650%, 06/15/2035 (A) |
|
|
149 |
|
|
|
84 |
|
7.625%, 02/01/2041 (A) |
|
|
545 |
|
|
|
308 |
|
7.625%, 02/01/2041 |
|
|
527 |
|
|
|
298 |
|
7.125%, 01/20/2050 |
|
|
640 |
|
|
|
350 |
|
6.375%, 01/18/2027 (A) |
|
|
256 |
|
|
|
155 |
|
5.875%, 01/30/2025 |
|
|
1,398 |
|
|
|
881 |
|
5.875%, 01/30/2025 (A) |
|
|
93 |
|
|
|
59 |
|
| |
|
|
|
|
|
|
6,324 |
|
| |
|
|
|
|
|
|
|
|
Ethiopia — 0.0% |
|
|
|
|
Ethiopia International Bond |
|
|
|
|
|
|
|
|
6.625%, 12/11/2024 |
|
|
400 |
|
|
|
268 |
|
Federal Democratic Republic of Ethiopia |
|
|
|
|
|
|
|
|
6.625%, 12/11/2024 (A) |
|
|
296 |
|
|
|
198 |
|
| |
|
|
|
|
|
|
466 |
|
| |
|
|
|
|
|
|
|
|
Gabon — 0.2% |
|
|
|
|
Gabon Government International Bond |
|
|
|
|
|
|
|
|
7.000%, 11/24/2031 (A)(C) |
|
|
1,846 |
|
|
|
1,805 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
6.375%, 12/12/2024 |
|
$ |
415 |
|
|
$ |
428 |
|
| |
|
|
|
|
|
|
2,233 |
|
| |
|
|
|
|
|
|
|
|
Georgia — 0.1% |
|
|
|
|
Georgia Government International Bond |
|
|
|
|
|
|
|
|
2.750%, 04/22/2026 (A) |
|
|
499 |
|
|
|
496 |
|
2.750%, 04/22/2026 |
|
|
480 |
|
|
|
478 |
|
| |
|
|
|
|
|
|
974 |
|
| |
|
|
|
|
|
|
|
|
Ghana — 1.2% |
|
|
|
|
Ghana Government International Bond |
|
|
|
|
|
|
|
|
10.750%, 10/14/2030 |
|
|
3,054 |
|
|
|
3,414 |
|
8.950%, 03/26/2051 (A) |
|
|
235 |
|
|
|
188 |
|
8.875%, 05/07/2042 (A) |
|
|
426 |
|
|
|
345 |
|
8.875%, 05/07/2042 |
|
|
1,286 |
|
|
|
1,040 |
|
8.750%, 03/11/2061 |
|
|
693 |
|
|
|
548 |
|
8.750%, 03/11/2061 (A) |
|
|
77 |
|
|
|
61 |
|
8.627%, 06/16/2049 (A) |
|
|
593 |
|
|
|
469 |
|
8.625%, 04/07/2034 |
|
|
2,648 |
|
|
|
2,148 |
|
8.125%, 03/26/2032 (A) |
|
|
160 |
|
|
|
131 |
|
7.875%, 03/26/2027 (A) |
|
|
653 |
|
|
|
573 |
|
7.875%, 02/11/2035 |
|
|
1,114 |
|
|
|
872 |
|
7.875%, 02/11/2035 (A) |
|
|
1,956 |
|
|
|
1,532 |
|
7.750%, 04/07/2029 |
|
|
870 |
|
|
|
727 |
|
7.750%, 04/07/2029 (A) |
|
|
413 |
|
|
|
345 |
|
7.625%, 05/16/2029 (A) |
|
|
908 |
|
|
|
756 |
|
7.625%, 05/16/2029 |
|
|
995 |
|
|
|
828 |
|
6.375%, 02/11/2027 (A) |
|
|
451 |
|
|
|
380 |
|
6.375%, 02/11/2027 |
|
|
1,616 |
|
|
|
1,361 |
|
Republic of Ghana |
|
|
|
|
|
|
|
|
8.125%, 01/18/2026 (A) |
|
|
204 |
|
|
|
188 |
|
Republic of Ghana Government Bonds |
|
|
|
|
|
|
|
|
20.750%, 03/06/2023 |
|
GHS |
1,920 |
|
|
|
315 |
|
19.250%, 12/18/2023 |
|
|
5,450 |
|
|
|
872 |
|
Tullow Oil (A) |
|
|
|
|
|
|
|
|
10.250%, 05/15/2026 |
|
$ |
351 |
|
|
|
355 |
|
7.000%, 03/01/2025 |
|
|
1,241 |
|
|
|
1,013 |
|
| |
|
|
|
|
|
|
18,461 |
|
| |
|
|
|
|
|
|
|
|
Guatemala — 0.3% |
|
|
|
|
Guatemala Government Bond |
|
|
|
|
|
|
|
|
6.125%, 06/01/2050 |
|
|
168 |
|
|
|
192 |
|
5.375%, 04/24/2032 |
|
|
498 |
|
|
|
555 |
|
4.900%, 06/01/2030 |
|
|
1,501 |
|
|
|
1,616 |
|
4.650%, 10/07/2041 (A) |
|
|
845 |
|
|
|
844 |
|
4.650%, 10/07/2041 |
|
|
210 |
|
|
|
210 |
|
4.500%, 05/03/2026 |
|
|
649 |
|
|
|
683 |
|
3.700%, 10/07/2033 |
|
|
500 |
|
|
|
493 |
|
3.700%, 10/07/2033 (A) |
|
|
226 |
|
|
|
223 |
|
| |
|
|
|
|
|
|
4,816 |
|
| |
|
|
|
|
|
|
|
|
Honduras — 0.0% |
|
|
|
|
Honduras Government International Bond |
|
|
|
|
|
|
|
|
6.250%, 01/19/2027 |
|
|
326 |
|
|
|
352 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
5.625%, 06/24/2030 |
|
$ |
299 |
|
|
$ |
310 |
|
| |
|
|
|
|
|
|
662 |
|
| |
|
|
|
|
|
|
|
|
Hong Kong — 0.1% |
|
|
|
|
NWD |
|
|
|
|
|
|
|
|
4.125%, 07/18/2029 |
|
|
757 |
|
|
|
760 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Hungary — 1.3% |
|
|
|
|
Hungary Government Bond |
|
|
|
|
|
|
|
|
6.750%, 10/22/2028 |
|
HUF |
343,770 |
|
|
|
1,196 |
|
5.500%, 06/24/2025 |
|
|
338,870 |
|
|
|
1,087 |
|
4.000%, 04/28/2051 |
|
|
124,570 |
|
|
|
333 |
|
3.250%, 10/22/2031 |
|
|
1,200,030 |
|
|
|
3,386 |
|
3.000%, 10/27/2027 |
|
|
1,062,980 |
|
|
|
3,032 |
|
3.000%, 08/21/2030 |
|
|
472,630 |
|
|
|
1,299 |
|
3.000%, 10/27/2038 |
|
|
138,140 |
|
|
|
341 |
|
2.750%, 12/22/2026 |
|
|
675,760 |
|
|
|
1,934 |
|
2.250%, 04/20/2033 |
|
|
36,320 |
|
|
|
90 |
|
1.500%, 04/22/2026 |
|
|
188,890 |
|
|
|
519 |
|
Hungary Government International Bond |
|
|
|
|
|
|
|
|
5.375%, 02/21/2023 |
|
$ |
294 |
|
|
|
308 |
|
3.125%, 09/21/2051 (A) |
|
|
1,983 |
|
|
|
1,951 |
|
2.125%, 09/22/2031 (A) |
|
|
3,675 |
|
|
|
3,616 |
|
1.750%, 06/05/2035 |
|
EUR |
265 |
|
|
|
313 |
|
1.500%, 11/17/2050 |
|
|
255 |
|
|
|
274 |
|
| |
|
|
|
|
|
|
19,679 |
|
| |
|
|
|
|
|
|
|
|
India — 0.3% |
|
|
|
|
Adani Electricity Mumbai |
|
|
|
|
|
|
|
|
3.949%, 02/12/2030 (A) |
|
$ |
540 |
|
|
|
533 |
|
Export-Import Bank of India MTN |
|
|
|
|
|
|
|
|
3.250%, 01/15/2030 |
|
|
1,060 |
|
|
|
1,078 |
|
2.250%, 01/13/2031 |
|
|
615 |
|
|
|
578 |
|
Network i2i |
|
|
|
|
|
|
|
|
5.650%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.277% (A)(E) |
|
|
260 |
|
|
|
273 |
|
Power Finance MTN |
|
|
|
|
|
|
|
|
3.950%, 04/23/2030 (A) |
|
|
569 |
|
|
|
588 |
|
Vedanta Resources |
|
|
|
|
|
|
|
|
7.125%, 05/31/2023 |
|
|
200 |
|
|
|
193 |
|
6.375%, 07/30/2022 |
|
|
350 |
|
|
|
346 |
|
Vedanta Resources Finance II |
|
|
|
|
|
|
|
|
13.875%, 01/21/2024 (A) |
|
|
286 |
|
|
|
303 |
|
| |
|
|
|
|
|
|
3,892 |
|
| |
|
|
|
|
|
|
|
|
Indonesia — 7.0% |
|
|
|
|
Indonesia Asahan Aluminium Persero |
|
|
|
|
|
|
|
|
6.757%, 11/15/2048 (A) |
|
|
600 |
|
|
|
768 |
|
6.757%, 11/15/2048 |
|
|
257 |
|
|
|
329 |
|
5.800%, 05/15/2050 (A)(C) |
|
|
1,165 |
|
|
|
1,347 |
|
5.710%, 11/15/2023 (A) |
|
|
618 |
|
|
|
663 |
|
4.750%, 05/15/2025 (A) |
|
|
240 |
|
|
|
255 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Indonesia Government International Bond |
|
|
|
|
|
|
|
|
9.000%, 03/15/2029 |
|
IDR |
42,750,000 |
|
|
$ |
3,470 |
|
8.500%, 10/12/2035 |
|
$ |
1,359 |
|
|
|
2,170 |
|
8.375%, 03/15/2024 |
|
IDR |
20,173,000 |
|
|
|
1,541 |
|
8.375%, 04/15/2039 |
|
|
57,427,000 |
|
|
|
4,539 |
|
8.250%, 05/15/2029 |
|
|
68,743,000 |
|
|
|
5,378 |
|
8.250%, 06/15/2032 |
|
|
12,030,000 |
|
|
|
944 |
|
8.250%, 05/15/2036 |
|
|
75,753,000 |
|
|
|
5,902 |
|
8.125%, 05/15/2024 |
|
|
79,424,000 |
|
|
|
6,065 |
|
7.750%, 01/17/2038 |
|
$ |
1,797 |
|
|
|
2,737 |
|
7.500%, 08/15/2032 |
|
IDR |
26,770,000 |
|
|
|
1,996 |
|
7.500%, 05/15/2038 |
|
|
43,300,000 |
|
|
|
3,166 |
|
7.000%, 05/15/2022 |
|
|
40,233,000 |
|
|
|
2,862 |
|
7.000%, 05/15/2027 |
|
|
66,663,000 |
|
|
|
5,014 |
|
6.625%, 05/15/2033 |
|
|
24,323,000 |
|
|
|
1,719 |
|
6.125%, 05/15/2028 |
|
|
11,097,000 |
|
|
|
792 |
|
5.625%, 05/15/2023 |
|
|
1,885,000 |
|
|
|
136 |
|
5.250%, 01/08/2047 (A) |
|
$ |
170 |
|
|
|
218 |
|
4.750%, 02/11/2029 |
|
|
119 |
|
|
|
139 |
|
3.500%, 01/11/2028 |
|
|
1,859 |
|
|
|
2,005 |
|
3.200%, 09/23/2061 |
|
|
1,426 |
|
|
|
1,368 |
|
3.050%, 03/12/2051 |
|
|
352 |
|
|
|
347 |
|
2.850%, 02/14/2030 |
|
|
3,796 |
|
|
|
3,955 |
|
2.150%, 07/28/2031 |
|
|
1,545 |
|
|
|
1,532 |
|
1.300%, 03/23/2034 |
|
EUR |
514 |
|
|
|
565 |
|
1.100%, 03/12/2033 |
|
|
690 |
|
|
|
757 |
|
Indonesia Government International Bond MTN |
|
|
|
|
|
|
|
|
5.250%, 01/17/2042 |
|
$ |
4,540 |
|
|
|
5,685 |
|
5.125%, 01/15/2045 |
|
|
210 |
|
|
|
261 |
|
4.625%, 04/15/2043 |
|
|
605 |
|
|
|
710 |
|
3.750%, 06/14/2028 |
|
EUR |
557 |
|
|
|
736 |
|
Indonesia Treasury Bond |
|
|
|
|
|
|
|
|
8.750%, 05/15/2031 |
|
IDR |
65,620,000 |
|
|
|
5,304 |
|
8.375%, 03/15/2034 |
|
|
113,565,000 |
|
|
|
8,940 |
|
7.500%, 06/15/2035 |
|
|
14,896,000 |
|
|
|
1,095 |
|
7.500%, 04/15/2040 |
|
|
31,306,000 |
|
|
|
2,294 |
|
7.125%, 06/15/2042 |
|
|
6,189,000 |
|
|
|
445 |
|
7.000%, 09/15/2030 |
|
|
32,210,000 |
|
|
|
2,341 |
|
6.500%, 06/15/2025 |
|
|
58,731,000 |
|
|
|
4,339 |
|
6.500%, 02/15/2031 |
|
|
47,486,000 |
|
|
|
3,362 |
|
6.375%, 04/15/2032 |
|
|
6,500,000 |
|
|
|
459 |
|
Medco Bell Pte |
|
|
|
|
|
|
|
|
6.375%, 01/30/2027 (A) |
|
$ |
466 |
|
|
|
465 |
|
Minejesa Capital BV (A) |
|
|
|
|
|
|
|
|
5.625%, 08/10/2037 |
|
|
297 |
|
|
|
310 |
|
4.625%, 08/10/2030 |
|
|
386 |
|
|
|
396 |
|
Pertamina Persero |
|
|
|
|
|
|
|
|
2.300%, 02/09/2031 (A) |
|
|
1,375 |
|
|
|
1,311 |
|
Pertamina Persero MTN |
|
|
|
|
|
|
|
|
6.450%, 05/30/2044 |
|
|
327 |
|
|
|
427 |
|
3.650%, 07/30/2029 (A) |
|
|
1,035 |
|
|
|
1,098 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 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 |
|
|
$ |
754 |
|
Perusahaan Listrik Negara MTN |
|
|
|
|
|
|
|
|
6.150%, 05/21/2048 (A) |
|
$ |
657 |
|
|
|
811 |
|
6.150%, 05/21/2048 |
|
|
250 |
|
|
|
308 |
|
4.375%, 02/05/2050 (A) |
|
|
265 |
|
|
|
268 |
|
Perusahaan Penerbit SBSN Indonesia III |
|
|
|
|
|
|
|
|
4.325%, 05/28/2025 |
|
|
1,673 |
|
|
|
1,831 |
|
Perusahaan Perseroan Persero Perusahaan Listrik Negara MTN |
|
|
|
|
|
|
|
|
3.000%, 06/30/2030 |
|
|
565 |
|
|
|
561 |
|
| |
|
|
|
|
|
|
107,190 |
|
| |
|
|
|
|
|
|
|
|
Iraq — 0.1% |
|
|
|
|
Iraq International Bond |
|
|
|
|
|
|
|
|
5.800%, 01/15/2028 |
|
|
1,340 |
|
|
|
1,280 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Israel — 0.3% |
|
|
|
|
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 |
|
|
|
432 |
|
Bank of Israel Bill - Makam |
|
|
|
|
|
|
|
|
0.000%, 02/02/2022 (H) |
|
ILS |
8,000 |
|
|
|
2,570 |
|
Leviathan Bond |
|
|
|
|
|
|
|
|
6.750%, 06/30/2030 (A) |
|
$ |
394 |
|
|
|
423 |
|
State of Israel |
|
|
|
|
|
|
|
|
4.500%, 04/03/2120 |
|
|
1,200 |
|
|
|
1,526 |
|
| |
|
|
|
|
|
|
4,951 |
|
| |
|
|
|
|
|
|
|
|
Ivory Coast — 0.4% |
|
|
|
|
Ivory Coast Government International Bond |
|
|
|
|
|
|
|
|
6.875%, 10/17/2040 |
|
EUR |
1,169 |
|
|
|
1,386 |
|
6.625%, 03/22/2048 |
|
|
481 |
|
|
|
543 |
|
6.625%, 03/22/2048 |
|
|
2,849 |
|
|
|
3,213 |
|
5.875%, 10/17/2031 (A) |
|
|
205 |
|
|
|
239 |
|
5.750%, 12/31/2032 |
|
$ |
417 |
|
|
|
418 |
|
5.250%, 03/22/2030 |
|
EUR |
321 |
|
|
|
372 |
|
| |
|
|
|
|
|
|
6,171 |
|
| |
|
|
|
|
|
|
|
|
Jamaica — 0.1% |
|
|
|
|
Digicel International Finance (A) |
|
|
|
|
|
|
|
|
8.750%, 05/25/2024 |
|
$ |
530 |
|
|
|
544 |
|
8.750%, 05/25/2024 |
|
|
435 |
|
|
|
446 |
|
| |
|
|
|
|
|
|
990 |
|
| |
|
|
|
|
|
|
|
|
Jordan — 0.2% |
|
|
|
|
Jordan Government International Bond |
|
|
|
|
|
|
|
|
7.375%, 10/10/2047 |
|
|
1,237 |
|
|
|
1,249 |
|
7.375%, 10/10/2047 (A) |
|
|
228 |
|
|
|
230 |
|
5.850%, 07/07/2030 (A) |
|
|
1,227 |
|
|
|
1,239 |
|
4.950%, 07/07/2025 |
|
|
270 |
|
|
|
279 |
|
| |
|
|
|
|
|
|
2,997 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Kazakhstan — 1.5% |
|
|
|
|
Development Bank of Kazakhstan JSC |
|
|
|
|
|
|
|
|
4.125%, 12/10/2022 |
|
$ |
770 |
|
|
$ |
787 |
|
2.950%, 05/06/2031 |
|
|
530 |
|
|
|
526 |
|
2.950%, 05/06/2031 (A) |
|
|
465 |
|
|
|
462 |
|
Kazakhstan Government International Bond |
|
|
|
|
|
|
|
|
4.875%, 10/14/2044 |
|
|
510 |
|
|
|
626 |
|
4.875%, 10/14/2044 (A) |
|
|
318 |
|
|
|
391 |
|
KazMunayGas National JSC |
|
|
|
|
|
|
|
|
6.375%, 10/24/2048 (A) |
|
|
1,746 |
|
|
|
2,291 |
|
6.375%, 10/24/2048 |
|
|
200 |
|
|
|
262 |
|
5.750%, 04/19/2047 (A) |
|
|
2,996 |
|
|
|
3,658 |
|
5.750%, 04/19/2047 |
|
|
63 |
|
|
|
77 |
|
5.375%, 04/24/2030 (A) |
|
|
984 |
|
|
|
1,147 |
|
5.375%, 04/24/2030 |
|
|
4,663 |
|
|
|
5,435 |
|
3.500%, 04/14/2033 |
|
|
1,832 |
|
|
|
1,898 |
|
KazTransGas JSC |
|
|
|
|
|
|
|
|
4.375%, 09/26/2027 |
|
|
1,205 |
|
|
|
1,310 |
|
4.375%, 09/26/2027 (A) |
|
|
165 |
|
|
|
179 |
|
National Bank of Kazakhstan Notes |
|
|
|
|
|
|
|
|
9.068%, 03/25/2022 (H) |
|
KZT |
1,029,759 |
|
|
|
2,324 |
|
Tengizchevroil Finance International |
|
|
|
|
|
|
|
|
3.250%, 08/15/2030 (A) |
|
$ |
450 |
|
|
|
449 |
|
2.625%, 08/15/2025 |
|
|
1,071 |
|
|
|
1,073 |
|
| |
|
|
|
|
|
|
22,895 |
|
| |
|
|
|
|
|
|
|
|
Kenya — 0.2% |
|
|
|
|
Kenya Government International Bond |
|
|
|
|
|
|
|
|
8.250%, 02/28/2048 |
|
|
1,838 |
|
|
|
1,865 |
|
7.000%, 05/22/2027 |
|
|
1,394 |
|
|
|
1,470 |
|
| |
|
|
|
|
|
|
3,335 |
|
| |
|
|
|
|
|
|
|
|
Kuwait — 0.1% |
|
|
|
|
Meglobal Canada ULC MTN |
|
|
|
|
|
|
|
|
5.875%, 05/18/2030 (A) |
|
|
222 |
|
|
|
269 |
|
NBK SPC |
|
|
|
|
|
|
|
|
1.625%, VAR United States Secured Overnight Financing Rate + 1.050%, 09/15/2027 (A) |
|
|
680 |
|
|
|
662 |
|
NBK Tier 1 Financing 2 |
|
|
|
|
|
|
|
|
4.500%, VAR USD Swap Semi 30/360 6 Yr Curr + 2.832% (A)(E) |
|
|
513 |
|
|
|
523 |
|
| |
|
|
|
|
|
|
1,454 |
|
| |
|
|
|
|
|
|
|
|
Lebanon — 0.2% |
|
|
|
|
Lebanon Government International Bond |
|
|
|
|
|
|
|
|
8.250%, 05/17/2034 (F) |
|
|
7,412 |
|
|
|
731 |
|
8.200%, 05/17/2033 (F) |
|
|
2,700 |
|
|
|
267 |
|
6.650%, 04/22/2024 (F) |
|
|
2,250 |
|
|
|
236 |
|
6.000%, 01/27/2023 (F) |
|
|
560 |
|
|
|
58 |
|
Lebanon Government International Bond MTN |
|
|
|
|
|
|
|
|
8.250%, 04/12/2021 (F) |
|
|
1,073 |
|
|
|
110 |
|
7.000%, 03/20/2028 (F) |
|
|
2,048 |
|
|
|
202 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
6.850%, 05/25/2029 (F) |
|
$ |
387 |
|
|
$ |
41 |
|
6.650%, 02/26/2030 (F) |
|
|
3,095 |
|
|
|
318 |
|
6.600%, 11/27/2026 (F) |
|
|
1,613 |
|
|
|
169 |
|
6.400%, 05/26/2023 (F) |
|
|
1,555 |
|
|
|
163 |
|
6.375%, 03/09/2020 (F) |
|
|
2,750 |
|
|
|
282 |
|
6.100%, 10/04/2022 (F) |
|
|
3,174 |
|
|
|
324 |
|
6.100%, 10/04/2022 (F) |
|
|
569 |
|
|
|
58 |
|
| |
|
|
|
|
|
|
2,959 |
|
| |
|
|
|
|
|
|
|
|
Luxembourg — 0.0% |
|
|
|
|
Millicom International Cellular |
|
|
|
|
|
|
|
|
6.250%, 03/25/2029 (A) |
|
|
403 |
|
|
|
438 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Macau — 0.0% |
|
|
|
|
Studio City Finance (A) |
|
|
|
|
|
|
|
|
6.500%, 01/15/2028 |
|
|
371 |
|
|
|
356 |
|
6.000%, 07/15/2025 |
|
|
87 |
|
|
|
85 |
|
| |
|
|
|
|
|
|
441 |
|
| |
|
|
|
|
|
|
|
|
Macedonia — 0.0% |
|
|
|
|
North Macedonia Government International Bond |
|
|
|
|
|
|
|
|
1.625%, 03/10/2028 |
|
EUR |
150 |
|
|
|
160 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Malaysia — 6.3% |
|
|
|
|
1MDB Energy |
|
|
|
|
|
|
|
|
5.990%, 05/11/2022 |
|
$ |
1,000 |
|
|
|
1,010 |
|
1MDB Global Investments |
|
|
|
|
|
|
|
|
4.400%, 03/09/2023 |
|
|
4,000 |
|
|
|
4,038 |
|
4.400%, 03/09/2023 |
|
|
7,400 |
|
|
|
7,470 |
|
Malaysia Government Bond |
|
|
|
|
|
|
|
|
5.248%, 09/15/2028 |
|
MYR |
1,517 |
|
|
|
403 |
|
4.935%, 09/30/2043 |
|
|
2,200 |
|
|
|
577 |
|
4.921%, 07/06/2048 |
|
|
1,768 |
|
|
|
462 |
|
4.642%, 11/07/2033 |
|
|
500 |
|
|
|
129 |
|
4.392%, 04/15/2026 |
|
|
3,480 |
|
|
|
878 |
|
4.254%, 05/31/2035 |
|
|
14,851 |
|
|
|
3,684 |
|
4.232%, 06/30/2031 |
|
|
1,200 |
|
|
|
301 |
|
4.181%, 07/15/2024 |
|
|
20,513 |
|
|
|
5,083 |
|
4.065%, 06/15/2050 |
|
|
3,119 |
|
|
|
731 |
|
4.059%, 09/30/2024 |
|
|
8,576 |
|
|
|
2,122 |
|
3.955%, 09/15/2025 |
|
|
31,181 |
|
|
|
7,725 |
|
3.906%, 07/15/2026 |
|
|
17,274 |
|
|
|
4,280 |
|
3.900%, 11/30/2026 |
|
|
2,806 |
|
|
|
696 |
|
3.899%, 11/16/2027 |
|
|
3,026 |
|
|
|
749 |
|
3.885%, 08/15/2029 |
|
|
25,868 |
|
|
|
6,339 |
|
3.882%, 03/10/2022 (C) |
|
|
4,459 |
|
|
|
1,074 |
|
3.828%, 07/05/2034 |
|
|
32,019 |
|
|
|
7,646 |
|
3.800%, 08/17/2023 |
|
|
31,953 |
|
|
|
7,838 |
|
3.795%, 09/30/2022 |
|
|
3,200 |
|
|
|
778 |
|
3.757%, 04/20/2023 |
|
|
14,611 |
|
|
|
3,570 |
|
3.757%, 05/22/2040 |
|
|
15,199 |
|
|
|
3,481 |
|
3.733%, 06/15/2028 |
|
|
19,541 |
|
|
|
4,776 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
3.502%, 05/31/2027 |
|
MYR |
7,185 |
|
|
$ |
1,748 |
|
3.480%, 03/15/2023 |
|
|
9,914 |
|
|
|
2,416 |
|
3.478%, 06/14/2024 |
|
|
6,671 |
|
|
|
1,626 |
|
3.418%, 08/15/2022 |
|
|
10,450 |
|
|
|
2,529 |
|
2.632%, 04/15/2031 |
|
|
15,166 |
|
|
|
3,363 |
|
Malaysia Government Investment Issue |
|
|
|
|
|
|
|
|
4.369%, 10/31/2028 |
|
|
1,200 |
|
|
|
304 |
|
4.119%, 11/30/2034 |
|
|
5,564 |
|
|
|
1,360 |
|
4.070%, 09/30/2026 |
|
|
6,500 |
|
|
|
1,616 |
|
Malaysia Wakala Sukuk |
|
|
|
|
|
|
|
|
2.070%, 04/28/2031 |
|
$ |
1,230 |
|
|
|
1,227 |
|
Petronas Capital MTN |
|
|
|
|
|
|
|
|
4.550%, 04/21/2050 |
|
|
1,401 |
|
|
|
1,730 |
|
3.500%, 04/21/2030 |
|
|
819 |
|
|
|
885 |
|
2.480%, 01/28/2032 |
|
|
1,466 |
|
|
|
1,470 |
|
| |
|
|
|
|
|
|
96,114 |
|
| |
|
|
|
|
|
|
|
|
Mexico — 7.5% |
|
|
|
|
America Movil |
|
|
|
|
|
|
|
|
7.125%, 12/09/2024 |
|
MXN |
18,110 |
|
|
|
861 |
|
Banco Mercantil del Norte (A)(E) |
|
|
|
|
|
|
|
|
7.500%, VAR US Treas Yield Curve Rate T Note Const Mat 10 Yr + 5.470% |
|
$ |
476 |
|
|
|
507 |
|
6.750%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.967% |
|
|
609 |
|
|
|
631 |
|
Banco Nacional de Comercio Exterior SNC |
|
|
|
|
|
|
|
|
2.720%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 2.000%, 08/11/2031 (A) |
|
|
1,191 |
|
|
|
1,176 |
|
Cemex (A) |
|
|
|
|
|
|
|
|
5.450%, 11/19/2029 |
|
|
750 |
|
|
|
803 |
|
5.125%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.534% (E) |
|
|
200 |
|
|
|
207 |
|
3.875%, 07/11/2031 |
|
|
572 |
|
|
|
570 |
|
Comision Federal de Electricidad |
|
|
|
|
|
|
|
|
7.350%, 11/25/2025 |
|
MXN |
39,785 |
|
|
|
1,846 |
|
5.750%, 02/14/2042 (A) |
|
$ |
500 |
|
|
|
545 |
|
4.750%, 02/23/2027 (A) |
|
|
258 |
|
|
|
285 |
|
3.348%, 02/09/2031 (A)(C) |
|
|
391 |
|
|
|
383 |
|
FEL Energy VI Sarl |
|
|
|
|
|
|
|
|
5.750%, 12/01/2040 (A) |
|
|
191 |
|
|
|
191 |
|
Mexican Bonos |
|
|
|
|
|
|
|
|
8.000%, 11/07/2047 |
|
MXN |
63,171 |
|
|
|
3,059 |
|
7.750%, 11/13/2042 |
|
|
126,957 |
|
|
|
6,020 |
|
7.500%, 06/03/2027 (C) |
|
|
172,700 |
|
|
|
8,461 |
|
5.750%, 03/05/2026 |
|
|
48,685 |
|
|
|
2,242 |
|
Mexican Bonos, Ser M20 |
|
|
|
|
|
|
|
|
10.000%, 12/05/2024 |
|
|
168,804 |
|
|
|
8,835 |
|
8.500%, 05/31/2029 |
|
|
96,220 |
|
|
|
4,974 |
|
8.000%, 12/07/2023 |
|
|
3,082 |
|
|
|
153 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
7.750%, 05/29/2031 |
|
MXN |
69,748 |
|
|
$ |
3,445 |
|
Mexican Bonos, Ser M30 |
|
|
|
|
|
|
|
|
8.500%, 11/18/2038 |
|
|
198,504 |
|
|
|
10,207 |
|
Mexican Udibonos |
|
|
|
|
|
|
|
|
4.500%, 12/04/2025 |
|
|
102,518 |
|
|
|
5,399 |
|
3.500%, 11/16/2023 |
|
|
66,254 |
|
|
|
3,299 |
|
Mexico City Airport Trust |
|
|
|
|
|
|
|
|
5.500%, 07/31/2047 (A) |
|
$ |
715 |
|
|
|
716 |
|
Mexico Government International Bond |
|
|
|
|
|
|
|
|
4.600%, 02/10/2048 |
|
|
394 |
|
|
|
420 |
|
4.350%, 01/15/2047 |
|
|
656 |
|
|
|
681 |
|
4.280%, 08/14/2041 |
|
|
1,402 |
|
|
|
1,453 |
|
3.771%, 05/24/2061 |
|
|
434 |
|
|
|
400 |
|
3.750%, 04/19/2071 |
|
|
959 |
|
|
|
862 |
|
2.659%, 05/24/2031 |
|
|
3,192 |
|
|
|
3,112 |
|
Mexico Government International Bond MTN |
|
|
|
|
|
|
|
|
5.750%, 10/12/2110 |
|
|
2,756 |
|
|
|
3,161 |
|
4.750%, 03/08/2044 |
|
|
1,672 |
|
|
|
1,820 |
|
Minera Mexico |
|
|
|
|
|
|
|
|
4.500%, 01/26/2050 (A) |
|
|
627 |
|
|
|
685 |
|
Petroleos Mexicanos |
|
|
|
|
|
|
|
|
9.500%, 09/15/2027 |
|
|
280 |
|
|
|
329 |
|
9.500%, 09/15/2027 |
|
|
169 |
|
|
|
199 |
|
7.690%, 01/23/2050 |
|
|
4,994 |
|
|
|
4,819 |
|
7.690%, 01/23/2050 (A) |
|
|
427 |
|
|
|
412 |
|
7.470%, 11/12/2026 |
|
MXN |
15,660 |
|
|
|
691 |
|
7.190%, 09/12/2024 |
|
|
45,182 |
|
|
|
2,097 |
|
6.950%, 01/28/2060 (A) |
|
$ |
308 |
|
|
|
275 |
|
6.950%, 01/28/2060 |
|
|
159 |
|
|
|
142 |
|
6.875%, 10/16/2025 |
|
|
1,167 |
|
|
|
1,275 |
|
6.840%, 01/23/2030 |
|
|
2,693 |
|
|
|
2,786 |
|
6.700%, 02/16/2032 (A) |
|
|
1,054 |
|
|
|
1,065 |
|
6.625%, 06/15/2035 |
|
|
5,196 |
|
|
|
4,992 |
|
6.500%, 01/23/2029 (A) |
|
|
785 |
|
|
|
814 |
|
6.500%, 06/02/2041 |
|
|
1,540 |
|
|
|
1,382 |
|
6.350%, 02/12/2048 |
|
|
678 |
|
|
|
580 |
|
6.350%, 02/12/2048 (A) |
|
|
430 |
|
|
|
368 |
|
6.350%, 02/12/2048 |
|
|
981 |
|
|
|
840 |
|
5.950%, 01/28/2031 (A) |
|
|
540 |
|
|
|
525 |
|
5.950%, 01/28/2031 |
|
|
1,490 |
|
|
|
1,448 |
|
5.625%, 01/23/2046 |
|
|
253 |
|
|
|
208 |
|
5.350%, 02/12/2028 (A) |
|
|
279 |
|
|
|
277 |
|
5.350%, 02/12/2028 |
|
|
201 |
|
|
|
200 |
|
Petroleos Mexicanos MTN |
|
|
|
|
|
|
|
|
6.875%, 08/04/2026 |
|
|
713 |
|
|
|
784 |
|
6.750%, 09/21/2047 |
|
|
5,767 |
|
|
|
5,118 |
|
6.750%, 09/21/2047 |
|
|
553 |
|
|
|
491 |
|
4.875%, 02/21/2028 |
|
EUR |
755 |
|
|
|
858 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Poinsettia Finance |
|
|
|
|
|
|
|
|
6.625%, 06/17/2031 |
|
$ |
4,600 |
|
|
$ |
4,528 |
|
| |
|
|
|
|
|
|
114,912 |
|
| |
|
|
|
|
|
|
|
|
Mongolia — 0.3% |
|
|
|
|
Development Bank of Mongolia |
|
|
|
|
|
|
|
|
7.250%, 10/23/2023 (A) |
|
|
784 |
|
|
|
825 |
|
Mongolia Government International Bond |
|
|
|
|
|
|
|
|
5.125%, 04/07/2026 |
|
|
381 |
|
|
|
390 |
|
3.500%, 07/07/2027 |
|
|
1,324 |
|
|
|
1,246 |
|
Mongolia Government International Bond MTN |
|
|
|
|
|
|
|
|
8.750%, 03/09/2024 |
|
|
2,351 |
|
|
|
2,592 |
|
| |
|
|
|
|
|
|
5,053 |
|
| |
|
|
|
|
|
|
|
|
Morocco — 0.3% |
|
|
|
|
Morocco Government International Bond |
|
|
|
|
|
|
|
|
5.500%, 12/11/2042 |
|
|
750 |
|
|
|
827 |
|
4.000%, 12/15/2050 |
|
|
1,049 |
|
|
|
951 |
|
3.000%, 12/15/2032 |
|
|
1,269 |
|
|
|
1,209 |
|
2.375%, 12/15/2027 |
|
|
745 |
|
|
|
726 |
|
OCP |
|
|
|
|
|
|
|
|
3.750%, 06/23/2031 (A) |
|
|
202 |
|
|
|
196 |
|
| |
|
|
|
|
|
|
3,909 |
|
| |
|
|
|
|
|
|
|
|
Mozambique — 0.1% |
|
|
|
|
Mozambique International Bond |
|
|
|
|
|
|
|
|
5.000%, 9.000%, 09/15/2023, 09/15/2031 (A)(B) |
|
|
1,839 |
|
|
|
1,553 |
|
5.000%, 09/15/2031 |
|
|
200 |
|
|
|
169 |
|
| |
|
|
|
|
|
|
1,722 |
|
| |
|
|
|
|
|
|
|
|
Netherlands — 0.0% |
|
|
|
|
VEON Holdings BV |
|
|
|
|
|
|
|
|
3.375%, 11/25/2027 (A) |
|
|
549 |
|
|
|
536 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Nigeria — 1.0% |
|
|
|
|
IHS Netherlands Holdco |
|
|
|
|
|
|
|
|
8.000%, 09/18/2027 (A) |
|
|
299 |
|
|
|
316 |
|
Nigeria Government International Bond |
|
|
|
|
|
|
|
|
9.248%, 01/21/2049 |
|
|
322 |
|
|
|
327 |
|
8.747%, 01/21/2031 (A) |
|
|
335 |
|
|
|
351 |
|
8.747%, 01/21/2031 |
|
|
60 |
|
|
|
63 |
|
7.875%, 02/16/2032 |
|
|
4,165 |
|
|
|
4,096 |
|
7.875%, 02/16/2032 (A) |
|
|
495 |
|
|
|
487 |
|
7.696%, 02/23/2038 |
|
|
2,902 |
|
|
|
2,679 |
|
7.696%, 02/23/2038 (A) |
|
|
601 |
|
|
|
555 |
|
Nigeria Government International Bond MTN |
|
|
|
|
|
|
|
|
8.250%, 09/28/2051 (A) |
|
|
2,759 |
|
|
|
2,580 |
|
7.375%, 09/28/2033 |
|
|
1,982 |
|
|
|
1,886 |
|
7.375%, 09/28/2033 (A) |
|
|
336 |
|
|
|
320 |
|
6.500%, 11/28/2027 (A) |
|
|
667 |
|
|
|
665 |
|
6.500%, 11/28/2027 |
|
|
130 |
|
|
|
129 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
6.125%, 09/28/2028 |
|
$ |
665 |
|
|
$ |
641 |
|
| |
|
|
|
|
|
|
15,095 |
|
| |
|
|
|
|
|
|
|
|
Oman — 1.0% |
|
|
|
|
Oman Government International Bond |
|
|
|
|
|
|
|
|
7.375%, 10/28/2032 (A) |
|
|
701 |
|
|
|
817 |
|
7.000%, 01/25/2051 (A) |
|
|
448 |
|
|
|
468 |
|
7.000%, 01/25/2051 |
|
|
200 |
|
|
|
209 |
|
6.750%, 10/28/2027 |
|
|
3,535 |
|
|
|
3,959 |
|
6.750%, 01/17/2048 |
|
|
3,609 |
|
|
|
3,667 |
|
6.750%, 01/17/2048 (A) |
|
|
1,089 |
|
|
|
1,106 |
|
6.250%, 01/25/2031 |
|
|
1,143 |
|
|
|
1,249 |
|
6.250%, 01/25/2031 (A) |
|
|
954 |
|
|
|
1,042 |
|
4.750%, 06/15/2026 |
|
|
900 |
|
|
|
926 |
|
Oman Government International Bond MTN |
|
|
|
|
|
|
|
|
6.000%, 08/01/2029 (A) |
|
|
1,051 |
|
|
|
1,131 |
|
6.000%, 08/01/2029 |
|
|
392 |
|
|
|
422 |
|
4.875%, 02/01/2025 (A) |
|
|
449 |
|
|
|
467 |
|
| |
|
|
|
|
|
|
15,463 |
|
| |
|
|
|
|
|
|
|
|
Pakistan — 0.4% |
|
|
|
|
Pakistan Government International Bond |
|
|
|
|
|
|
|
|
8.250%, 09/30/2025 |
|
|
1,000 |
|
|
|
1,080 |
|
7.875%, 03/31/2036 |
|
|
200 |
|
|
|
193 |
|
6.875%, 12/05/2027 |
|
|
749 |
|
|
|
755 |
|
Pakistan Government International Bond MTN |
|
|
|
|
|
|
|
|
8.875%, 04/08/2051 |
|
|
938 |
|
|
|
931 |
|
6.000%, 04/08/2026 |
|
|
2,241 |
|
|
|
2,237 |
|
6.000%, 04/08/2026 (A) |
|
|
462 |
|
|
|
461 |
|
| |
|
|
|
|
|
|
5,657 |
|
| |
|
|
|
|
|
|
|
|
Panama — 1.3% |
|
|
|
|
Aeropuerto Internacional de Tocumen |
|
|
|
|
|
|
|
|
5.125%, 08/11/2061 (A) |
|
|
311 |
|
|
|
325 |
|
AES Panama Generation Holdings SRL |
|
|
|
|
|
|
|
|
4.375%, 05/31/2030 (A) |
|
|
492 |
|
|
|
512 |
|
Banco Nacional de Panama |
|
|
|
|
|
|
|
|
2.500%, 08/11/2030 (A) |
|
|
791 |
|
|
|
741 |
|
Cable Onda |
|
|
|
|
|
|
|
|
4.500%, 01/30/2030 (A) |
|
|
208 |
|
|
|
213 |
|
Empresa de Transmision Electrica |
|
|
|
|
|
|
|
|
5.125%, 05/02/2049 (A) |
|
|
635 |
|
|
|
701 |
|
Panama Bonos del Tesoro |
|
|
|
|
|
|
|
|
3.362%, 06/30/2031 |
|
|
548 |
|
|
|
551 |
|
Panama Government International Bond |
|
|
|
|
|
|
|
|
4.500%, 04/16/2050 |
|
|
534 |
|
|
|
588 |
|
2.252%, 09/29/2032 |
|
|
7,627 |
|
|
|
7,236 |
|
Republic of Panama |
|
|
|
|
|
|
|
|
9.375%, 04/01/2029 |
|
|
804 |
|
|
|
1,152 |
|
8.125%, 04/28/2034 |
|
|
478 |
|
|
|
705 |
|
4.500%, 04/01/2056 |
|
|
1,710 |
|
|
|
1,884 |
|
4.300%, 04/29/2053 |
|
|
200 |
|
|
|
215 |
|
3.870%, 07/23/2060 |
|
|
2,230 |
|
|
|
2,230 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
3.750%, 03/16/2025 |
|
$ |
859 |
|
|
$ |
910 |
|
3.160%, 01/23/2030 |
|
|
1,762 |
|
|
|
1,824 |
|
| |
|
|
|
|
|
|
19,787 |
|
| |
|
|
|
|
|
|
|
|
Papua New Guinea — 0.0% |
|
|
|
|
Papua New Guinea Government International Bond |
|
|
|
|
|
|
|
|
8.375%, 10/04/2028 |
|
|
282 |
|
|
|
284 |
|
8.375%, 10/04/2028 (A) |
|
|
275 |
|
|
|
276 |
|
| |
|
|
|
|
|
|
560 |
|
| |
|
|
|
|
|
|
|
|
Paraguay — 0.4% |
|
|
|
|
Bioceanico Sovereign Certificate Ltd |
|
|
|
|
|
|
|
|
2.471%, 06/05/2034 (H) |
|
|
1,666 |
|
|
|
1,250 |
|
Paraguay Government International Bond |
|
|
|
|
|
|
|
|
6.100%, 08/11/2044 |
|
|
1,260 |
|
|
|
1,548 |
|
5.400%, 03/30/2050 |
|
|
571 |
|
|
|
652 |
|
4.950%, 04/28/2031 |
|
|
880 |
|
|
|
988 |
|
2.739%, 01/29/2033 |
|
|
1,074 |
|
|
|
1,034 |
|
| |
|
|
|
|
|
|
5,472 |
|
| |
|
|
|
|
|
|
|
|
Peru — 2.5% |
|
|
|
|
ABY Transmision Sur |
|
|
|
|
|
|
|
|
6.875%, 04/30/2043 (A) |
|
|
261 |
|
|
|
337 |
|
Fondo MIVIVIENDA |
|
|
|
|
|
|
|
|
7.000%, 02/14/2024 (A) |
|
PEN |
3,704 |
|
|
|
955 |
|
Inkia Energy |
|
|
|
|
|
|
|
|
5.875%, 11/09/2027 (A) |
|
$ |
359 |
|
|
|
368 |
|
Kallpa Generacion (A) |
|
|
|
|
|
|
|
|
4.875%, 05/24/2026 |
|
|
263 |
|
|
|
278 |
|
4.125%, 08/16/2027 |
|
|
936 |
|
|
|
969 |
|
Peruvian Government International Bond |
|
|
|
|
|
|
|
|
8.750%, 11/21/2033 |
|
|
490 |
|
|
|
763 |
|
8.200%, 08/12/2026 |
|
PEN |
15 |
|
|
|
4 |
|
8.200%, 08/12/2026 |
|
|
3,397 |
|
|
|
970 |
|
6.950%, 08/12/2031 |
|
|
2,780 |
|
|
|
746 |
|
6.950%, 08/12/2031 |
|
|
154 |
|
|
|
41 |
|
6.950%, 08/12/2031 |
|
|
15,522 |
|
|
|
4,168 |
|
6.900%, 08/12/2037 |
|
|
5,815 |
|
|
|
1,481 |
|
6.850%, 02/12/2042 |
|
|
613 |
|
|
|
154 |
|
6.350%, 08/12/2028 |
|
|
5,940 |
|
|
|
1,565 |
|
6.350%, 08/12/2028 |
|
|
2,615 |
|
|
|
689 |
|
6.150%, 08/12/2032 |
|
|
8,708 |
|
|
|
2,189 |
|
5.940%, 02/12/2029 |
|
|
3,050 |
|
|
|
782 |
|
5.700%, 08/12/2024 (A) |
|
|
4,932 |
|
|
|
1,277 |
|
5.400%, 08/12/2034 |
|
|
7,443 |
|
|
|
1,699 |
|
5.400%, 08/12/2034 |
|
|
1,243 |
|
|
|
284 |
|
5.350%, 08/12/2040 |
|
|
708 |
|
|
|
151 |
|
5.200%, 09/12/2023 |
|
|
800 |
|
|
|
205 |
|
3.750%, 03/01/2030 |
|
EUR |
200 |
|
|
|
269 |
|
3.230%, 07/28/2121 |
|
$ |
2,746 |
|
|
|
2,356 |
|
3.000%, 01/15/2034 |
|
|
1,046 |
|
|
|
1,042 |
|
2.844%, 06/20/2030 |
|
|
173 |
|
|
|
175 |
|
2.783%, 01/23/2031 |
|
|
3,876 |
|
|
|
3,857 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
1.950%, 11/17/2036 |
|
EUR |
750 |
|
|
$ |
837 |
|
1.250%, 03/11/2033 |
|
|
2,088 |
|
|
|
2,268 |
|
Petroleos del Peru |
|
|
|
|
|
|
|
|
5.625%, 06/19/2047 (A) |
|
$ |
917 |
|
|
|
908 |
|
5.625%, 06/19/2047 |
|
|
4,140 |
|
|
|
4,099 |
|
4.750%, 06/19/2032 (A) |
|
|
1,201 |
|
|
|
1,253 |
|
4.750%, 06/19/2032 |
|
|
754 |
|
|
|
787 |
|
| |
|
|
|
|
|
|
37,926 |
|
| |
|
|
|
|
|
|
|
|
Philippines — 0.7% |
|
|
|
|
Philippine Government International Bond |
|
|
|
|
|
|
|
|
5.000%, 01/13/2037 |
|
|
519 |
|
|
|
644 |
|
3.900%, 11/26/2022 |
|
PHP |
45,000 |
|
|
|
877 |
|
3.700%, 03/01/2041 |
|
$ |
714 |
|
|
|
779 |
|
3.200%, 07/06/2046 |
|
|
1,547 |
|
|
|
1,571 |
|
3.000%, 02/01/2028 |
|
|
471 |
|
|
|
505 |
|
2.950%, 05/05/2045 |
|
|
309 |
|
|
|
305 |
|
2.650%, 12/10/2045 |
|
|
1,071 |
|
|
|
1,013 |
|
1.950%, 01/06/2032 |
|
|
3,555 |
|
|
|
3,488 |
|
1.750%, 04/28/2041 |
|
EUR |
402 |
|
|
|
454 |
|
1.648%, 06/10/2031 (C) |
|
$ |
1,728 |
|
|
|
1,672 |
|
| |
|
|
|
|
|
|
11,308 |
|
| |
|
|
|
|
|
|
|
|
Poland — 1.0% |
|
|
|
|
Republic of Poland Government Bond |
|
|
|
|
|
|
|
|
5.000%, 03/23/2022 |
|
|
1,871 |
|
|
|
1,890 |
|
3.250%, 07/25/2025 |
|
PLN |
9,426 |
|
|
|
2,297 |
|
2.750%, 04/25/2028 |
|
|
5,935 |
|
|
|
1,388 |
|
2.500%, 04/25/2024 |
|
|
5,096 |
|
|
|
1,235 |
|
2.500%, 07/25/2026 |
|
|
18,357 |
|
|
|
4,294 |
|
2.500%, 07/25/2027 |
|
|
4,898 |
|
|
|
1,127 |
|
1.250%, 10/25/2030 |
|
|
4,084 |
|
|
|
835 |
|
0.250%, 10/25/2026 |
|
|
7,402 |
|
|
|
1,544 |
|
| |
|
|
|
|
|
|
14,610 |
|
| |
|
|
|
|
|
|
|
|
Qatar — 1.4% |
|
|
|
|
Ooredoo International Finance MTN |
|
|
|
|
|
|
|
|
2.625%, 04/08/2031 (A) |
|
$ |
363 |
|
|
|
365 |
|
Qatar Energy |
|
|
|
|
|
|
|
|
3.300%, 07/12/2051 (A) |
|
|
828 |
|
|
|
852 |
|
3.125%, 07/12/2041 (A) |
|
|
912 |
|
|
|
922 |
|
3.125%, 07/12/2041 |
|
|
474 |
|
|
|
479 |
|
2.250%, 07/12/2031 (A) |
|
|
3,085 |
|
|
|
3,056 |
|
Qatar Government International Bond |
|
|
|
|
|
|
|
|
6.400%, 01/20/2040 (A) |
|
|
547 |
|
|
|
807 |
|
5.103%, 04/23/2048 (A) |
|
|
1,353 |
|
|
|
1,831 |
|
5.103%, 04/23/2048 |
|
|
567 |
|
|
|
767 |
|
4.817%, 03/14/2049 (A) |
|
|
1,036 |
|
|
|
1,358 |
|
4.817%, 03/14/2049 |
|
|
2,837 |
|
|
|
3,718 |
|
4.400%, 04/16/2050 (A) |
|
|
1,134 |
|
|
|
1,409 |
|
4.400%, 04/16/2050 |
|
|
400 |
|
|
|
497 |
|
4.000%, 03/14/2029 (A) |
|
|
1,732 |
|
|
|
1,951 |
|
4.000%, 03/14/2029 |
|
|
267 |
|
|
|
301 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
3.750%, 04/16/2030 |
|
$ |
2,499 |
|
|
$ |
2,802 |
|
| |
|
|
|
|
|
|
21,115 |
|
| |
|
|
|
|
|
|
|
|
Romania — 1.6% |
|
|
|
|
Romania Government Bond |
|
|
|
|
|
|
|
|
5.850%, 04/26/2023 |
|
RON |
1,720 |
|
|
|
403 |
|
4.850%, 04/22/2026 |
|
|
1,945 |
|
|
|
447 |
|
4.750%, 10/11/2034 |
|
|
870 |
|
|
|
189 |
|
4.400%, 09/25/2023 |
|
|
790 |
|
|
|
181 |
|
4.150%, 01/26/2028 |
|
|
8,360 |
|
|
|
1,839 |
|
4.150%, 10/24/2030 |
|
|
1,665 |
|
|
|
354 |
|
4.000%, 10/25/2023 |
|
|
3,430 |
|
|
|
782 |
|
3.650%, 07/28/2025 |
|
|
13,645 |
|
|
|
3,025 |
|
3.650%, 09/24/2031 |
|
|
5,510 |
|
|
|
1,110 |
|
3.250%, 06/24/2026 |
|
|
2,360 |
|
|
|
508 |
|
Romanian Government International Bond |
|
|
|
|
|
|
|
|
5.000%, 02/12/2029 |
|
|
8,095 |
|
|
|
1,851 |
|
4.250%, 06/28/2023 |
|
|
2,730 |
|
|
|
626 |
|
4.000%, 02/14/2051 |
|
$ |
1,152 |
|
|
|
1,150 |
|
3.000%, 02/14/2031 (C) |
|
|
892 |
|
|
|
904 |
|
2.750%, 04/14/2041 (A) |
|
EUR |
674 |
|
|
|
684 |
|
2.000%, 04/14/2033 (A) |
|
|
179 |
|
|
|
185 |
|
Romanian Government International Bond MTN |
|
|
|
|
|
|
|
|
6.750%, 02/07/2022 |
|
$ |
506 |
|
|
|
509 |
|
4.625%, 04/03/2049 |
|
EUR |
1,419 |
|
|
|
1,819 |
|
4.125%, 03/11/2039 |
|
|
613 |
|
|
|
744 |
|
3.875%, 10/29/2035 |
|
|
1,700 |
|
|
|
2,092 |
|
3.375%, 02/08/2038 (A) |
|
|
241 |
|
|
|
275 |
|
3.375%, 01/28/2050 |
|
|
2,100 |
|
|
|
2,245 |
|
2.875%, 04/13/2042 |
|
|
297 |
|
|
|
302 |
|
2.875%, 04/13/2042 (A) |
|
|
260 |
|
|
|
265 |
|
2.500%, 02/08/2030 (A) |
|
|
657 |
|
|
|
752 |
|
2.124%, 07/16/2031 |
|
|
158 |
|
|
|
171 |
|
2.000%, 01/28/2032 |
|
|
40 |
|
|
|
42 |
|
2.000%, 04/14/2033 |
|
|
530 |
|
|
|
549 |
|
| |
|
|
|
|
|
|
24,003 |
|
| |
|
|
|
|
|
|
|
|
Russia — 4.9% |
|
|
|
|
Gazprom OAO Via Gaz Capital (A) |
|
|
|
|
|
|
|
|
5.150%, 02/11/2026 |
|
$ |
2,673 |
|
|
|
2,859 |
|
4.950%, 02/06/2028 |
|
|
640 |
|
|
|
693 |
|
Gazprom PJSC via Gaz Finance |
|
|
|
|
|
|
|
|
4.599%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.264% (A)(E) |
|
|
774 |
|
|
|
789 |
|
Gtlk Europe Capital DAC |
|
|
|
|
|
|
|
|
4.949%, 02/18/2026 |
|
|
718 |
|
|
|
732 |
|
4.650%, 03/10/2027 |
|
|
596 |
|
|
|
596 |
|
Lukoil Capital DAC |
|
|
|
|
|
|
|
|
3.600%, 10/26/2031 (A) |
|
|
613 |
|
|
|
596 |
|
Rusal Capital DAC |
|
|
|
|
|
|
|
|
5.125%, 02/02/2022 |
|
|
860 |
|
|
|
858 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Russian Federal Bond - OFZ |
|
|
|
|
|
|
|
|
8.500%, 09/17/2031 |
|
RUB |
128,684 |
|
|
$ |
1,746 |
|
8.150%, 02/03/2027 |
|
|
821,910 |
|
|
|
10,905 |
|
7.950%, 10/07/2026 |
|
|
267,449 |
|
|
|
3,519 |
|
7.750%, 09/16/2026 |
|
|
111,491 |
|
|
|
1,456 |
|
7.700%, 03/23/2033 |
|
|
151,607 |
|
|
|
1,946 |
|
7.700%, 03/16/2039 |
|
|
113,075 |
|
|
|
1,434 |
|
7.650%, 04/10/2030 |
|
|
7,375 |
|
|
|
95 |
|
7.250%, 05/10/2034 |
|
|
100,213 |
|
|
|
1,237 |
|
7.100%, 10/16/2024 |
|
|
41,950 |
|
|
|
545 |
|
7.050%, 01/19/2028 |
|
|
527,737 |
|
|
|
6,614 |
|
7.000%, 08/16/2023 |
|
|
53,118 |
|
|
|
695 |
|
7.000%, 07/30/2036 |
|
|
86,250 |
|
|
|
1,028 |
|
6.900%, 05/23/2029 |
|
|
143,960 |
|
|
|
1,776 |
|
6.900%, 07/23/2031 |
|
|
378,884 |
|
|
|
4,604 |
|
6.700%, 03/14/2029 |
|
|
448,334 |
|
|
|
5,455 |
|
6.100%, 07/18/2035 |
|
|
80,580 |
|
|
|
888 |
|
6.000%, 10/06/2027 |
|
|
16,284 |
|
|
|
194 |
|
4.500%, 07/16/2025 |
|
|
593,849 |
|
|
|
7,032 |
|
Russian Federal Inflation Linked Bond |
|
|
|
|
|
|
|
|
2.500%, 07/17/2030 |
|
|
29,487 |
|
|
|
378 |
|
Russian Foreign Bond - Eurobond |
|
|
|
|
|
|
|
|
7.500%, 03/31/2030 |
|
$ |
1 |
|
|
|
1 |
|
5.250%, 06/23/2047 |
|
|
1,000 |
|
|
|
1,265 |
|
5.100%, 03/28/2035 |
|
|
5,200 |
|
|
|
6,130 |
|
4.375%, 03/21/2029 (C) |
|
|
7,600 |
|
|
|
8,366 |
|
Vnesheconombank Via VEB Finance |
|
|
|
|
|
|
|
|
6.800%, 11/22/2025 |
|
|
580 |
|
|
|
661 |
|
6.800%, 11/22/2025 (A) |
|
|
150 |
|
|
|
171 |
|
| |
|
|
|
|
|
|
75,264 |
|
| |
|
|
|
|
|
|
|
|
Saudi Arabia — 1.6% |
|
|
|
|
Global Sukuk |
|
|
|
|
|
|
|
|
1.602%, 06/17/2026 |
|
|
1,680 |
|
|
|
1,653 |
|
KSA Sukuk |
|
|
|
|
|
|
|
|
2.250%, 05/17/2031 (A) |
|
|
1,716 |
|
|
|
1,700 |
|
Saudi Arabian Oil MTN |
|
|
|
|
|
|
|
|
4.250%, 04/16/2039 (A) |
|
|
920 |
|
|
|
1,037 |
|
4.250%, 04/16/2039 |
|
|
160 |
|
|
|
180 |
|
Saudi Government International Bond |
|
|
|
|
|
|
|
|
5.250%, 01/16/2050 (A) |
|
|
1,087 |
|
|
|
1,431 |
|
5.250%, 01/16/2050 |
|
|
680 |
|
|
|
895 |
|
4.375%, 04/16/2029 (A) |
|
|
1,844 |
|
|
|
2,115 |
|
Saudi Government International Bond MTN |
|
|
|
|
|
|
|
|
5.000%, 04/17/2049 (A) |
|
|
200 |
|
|
|
254 |
|
4.625%, 10/04/2047 (A) |
|
|
390 |
|
|
|
467 |
|
4.500%, 04/17/2030 (A) |
|
|
463 |
|
|
|
539 |
|
4.500%, 10/26/2046 |
|
|
580 |
|
|
|
680 |
|
4.500%, 10/26/2046 (A) |
|
|
663 |
|
|
|
777 |
|
4.000%, 04/17/2025 |
|
|
2,038 |
|
|
|
2,195 |
|
3.450%, 02/02/2061 |
|
|
1,302 |
|
|
|
1,314 |
|
3.250%, 10/26/2026 (A) |
|
|
1,497 |
|
|
|
1,594 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
3.250%, 10/22/2030 (A) |
|
$ |
1,725 |
|
|
$ |
1,853 |
|
3.250%, 10/22/2030 |
|
|
1,258 |
|
|
|
1,351 |
|
3.250%, 11/17/2051 (A) |
|
|
1,380 |
|
|
|
1,359 |
|
2.250%, 02/02/2033 (A) |
|
|
2,954 |
|
|
|
2,879 |
|
| |
|
|
|
|
|
|
24,273 |
|
| |
|
|
|
|
|
|
|
|
Senegal — 0.2% |
|
|
|
|
Senegal Government International Bond |
|
|
|
|
|
|
|
|
6.750%, 03/13/2048 |
|
|
1,666 |
|
|
|
1,632 |
|
5.375%, 06/08/2037 |
|
EUR |
368 |
|
|
|
396 |
|
5.375%, 06/08/2037 (A) |
|
|
152 |
|
|
|
164 |
|
4.750%, 03/13/2028 (A) |
|
|
113 |
|
|
|
130 |
|
| |
|
|
|
|
|
|
2,322 |
|
| |
|
|
|
|
|
|
|
|
Serbia — 0.3% |
|
|
|
|
Serbia International Bond |
|
|
|
|
|
|
|
|
3.125%, 05/15/2027 |
|
|
320 |
|
|
|
388 |
|
2.125%, 12/01/2030 |
|
$ |
917 |
|
|
|
858 |
|
1.650%, 03/03/2033 |
|
EUR |
270 |
|
|
|
285 |
|
1.500%, 06/26/2029 |
|
|
903 |
|
|
|
990 |
|
Serbia International Bond MTN |
|
|
|
|
|
|
|
|
2.050%, 09/23/2036 |
|
|
1,141 |
|
|
|
1,185 |
|
Serbia Treasury Bonds |
|
|
|
|
|
|
|
|
5.875%, 02/08/2028 |
|
RSD |
38,770 |
|
|
|
413 |
|
4.500%, 01/11/2026 |
|
|
27,640 |
|
|
|
276 |
|
| |
|
|
|
|
|
|
4,395 |
|
| |
|
|
|
|
|
|
|
|
South Africa — 5.2% |
|
|
|
|
Bidvest Group UK PLC |
|
|
|
|
|
|
|
|
3.625%, 09/23/2026 (A) |
|
$ |
344 |
|
|
|
342 |
|
Eskom Holdings SOC |
|
|
|
|
|
|
|
|
7.125%, 02/11/2025 (A) |
|
|
2,948 |
|
|
|
3,044 |
|
4.314%, 07/23/2027 |
|
|
453 |
|
|
|
445 |
|
Eskom Holdings SOC MTN |
|
|
|
|
|
|
|
|
8.450%, 08/10/2028 (A) |
|
|
619 |
|
|
|
666 |
|
7.500%, 09/15/2033 |
|
ZAR |
35,200 |
|
|
|
1,663 |
|
6.750%, 08/06/2023 (A) |
|
$ |
1,063 |
|
|
|
1,091 |
|
6.750%, 08/06/2023 |
|
|
846 |
|
|
|
868 |
|
Republic of South Africa |
|
|
|
|
|
|
|
|
10.500%, 12/21/2026 |
|
ZAR |
107,533 |
|
|
|
7,452 |
|
9.000%, 01/31/2040 |
|
|
62,829 |
|
|
|
3,408 |
|
8.875%, 02/28/2035 |
|
|
120,098 |
|
|
|
6,745 |
|
8.750%, 01/31/2044 |
|
|
126,009 |
|
|
|
6,560 |
|
8.750%, 02/28/2048 |
|
|
166,404 |
|
|
|
8,662 |
|
8.500%, 01/31/2037 |
|
|
259,512 |
|
|
|
13,725 |
|
8.250%, 03/31/2032 |
|
|
62,881 |
|
|
|
3,554 |
|
8.000%, 01/31/2030 |
|
|
57,160 |
|
|
|
3,303 |
|
7.000%, 02/28/2031 |
|
|
55,780 |
|
|
|
2,938 |
|
6.500%, 02/28/2041 |
|
|
23,055 |
|
|
|
956 |
|
6.300%, 06/22/2048 |
|
$ |
1,184 |
|
|
|
1,228 |
|
6.250%, 03/31/2036 |
|
ZAR |
73,304 |
|
|
|
3,208 |
|
5.875%, 09/16/2025 |
|
$ |
790 |
|
|
|
873 |
|
5.750%, 09/30/2049 |
|
|
4,203 |
|
|
|
4,039 |
|
5.650%, 09/27/2047 |
|
|
946 |
|
|
|
906 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
5.000%, 10/12/2046 |
|
$ |
357 |
|
|
$ |
323 |
|
4.850%, 09/27/2027 |
|
|
420 |
|
|
|
442 |
|
4.850%, 09/30/2029 |
|
|
2,096 |
|
|
|
2,164 |
|
Sasol Financing USA |
|
|
|
|
|
|
|
|
6.500%, 09/27/2028 |
|
|
360 |
|
|
|
390 |
|
5.875%, 03/27/2024 |
|
|
442 |
|
|
|
461 |
|
4.375%, 09/18/2026 |
|
|
351 |
|
|
|
353 |
|
Stillwater Mining Co |
|
|
|
|
|
|
|
|
4.500%, 11/16/2029 |
|
|
218 |
|
|
|
210 |
|
| |
|
|
|
|
|
|
80,019 |
|
| |
|
|
|
|
|
|
|
|
South Korea — 0.1% |
|
|
|
|
Export-Import Bank of Korea MTN |
|
|
|
|
|
|
|
|
8.000%, 05/15/2024 |
|
IDR |
8,800,000 |
|
|
|
654 |
|
7.250%, 12/07/2024 |
|
|
700,000 |
|
|
|
52 |
|
5.750%, 03/05/2024 |
|
|
12,200,000 |
|
|
|
867 |
|
Korea International Bond |
|
|
|
|
|
|
|
|
1.000%, 09/16/2030 |
|
$ |
550 |
|
|
|
520 |
|
| |
|
|
|
|
|
|
2,093 |
|
| |
|
|
|
|
|
|
|
|
Spain — 0.1% |
|
|
|
|
AI Candelaria Spain |
|
|
|
|
|
|
|
|
7.500%, 12/15/2028 (A) |
|
|
975 |
|
|
|
1,041 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Sri Lanka — 0.6% |
|
|
|
|
Sri Lanka Government International Bond |
|
|
|
|
|
|
|
|
7.850%, 03/14/2029 |
|
|
1,598 |
|
|
|
801 |
|
7.550%, 03/28/2030 |
|
|
3,079 |
|
|
|
1,524 |
|
6.850%, 03/14/2024 |
|
|
512 |
|
|
|
267 |
|
6.850%, 11/03/2025 |
|
|
1,339 |
|
|
|
686 |
|
6.825%, 07/18/2026 (A) |
|
|
909 |
|
|
|
459 |
|
6.825%, 07/18/2026 |
|
|
500 |
|
|
|
253 |
|
6.750%, 04/18/2028 |
|
|
3,512 |
|
|
|
1,763 |
|
6.750%, 04/18/2028 (A) |
|
|
5,097 |
|
|
|
2,559 |
|
6.350%, 06/28/2024 (A) |
|
|
864 |
|
|
|
450 |
|
6.200%, 05/11/2027 |
|
|
1,186 |
|
|
|
596 |
|
| |
|
|
|
|
|
|
9,358 |
|
| |
|
|
|
|
|
|
|
|
Supra-National — 0.6% |
|
|
|
|
Africa Finance |
|
|
|
|
|
|
|
|
2.875%, 04/28/2028 (A) |
|
|
1,679 |
|
|
|
1,665 |
|
African Export-Import Bank |
|
|
|
|
|
|
|
|
3.798%, 05/17/2031 (A) |
|
|
200 |
|
|
|
204 |
|
African Export-Import Bank MTN |
|
|
|
|
|
|
|
|
3.994%, 09/21/2029 (A) |
|
|
363 |
|
|
|
374 |
|
Banque Ouest Africaine de Developpement |
|
|
|
|
|
|
|
|
5.000%, 07/27/2027 (A) |
|
|
865 |
|
|
|
953 |
|
4.700%, 10/22/2031 (A) |
|
|
683 |
|
|
|
743 |
|
4.700%, 10/22/2031 |
|
|
280 |
|
|
|
305 |
|
European Bank for Reconstruction & Development MTN |
|
|
|
|
|
|
|
|
6.450%, 12/13/2022 |
|
IDR |
9,486,000 |
|
|
|
678 |
|
5.200%, 05/28/2024 |
|
|
11,593,600 |
|
|
|
818 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Inter-American Development Bank MTN |
|
|
|
|
|
|
|
|
7.875%, 03/14/2023 |
|
IDR |
44,650,000 |
|
|
$ |
3,248 |
|
| |
|
|
|
|
|
|
8,988 |
|
| |
|
|
|
|
|
|
|
|
Taiwan — 0.0% |
|
|
|
|
TSMC Arizona |
|
|
|
|
|
|
|
|
3.250%, 10/25/2051 |
|
$ |
220 |
|
|
|
232 |
|
2.500%, 10/25/2031 |
|
|
200 |
|
|
|
202 |
|
| |
|
|
|
|
|
|
434 |
|
| |
|
|
|
|
|
|
|
|
Tanzania — 0.0% |
|
|
|
|
AngloGold Ashanti Holdings |
|
|
|
|
|
|
|
|
3.750%, 10/01/2030 |
|
|
229 |
|
|
|
231 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Thailand — 2.8% |
|
|
|
|
Thailand Government Bond |
|
|
|
|
|
|
|
|
5.670%, 03/13/2028 |
|
THB |
3,000 |
|
|
|
112 |
|
3.775%, 06/25/2032 |
|
|
181,773 |
|
|
|
6,368 |
|
3.650%, 06/20/2031 |
|
|
78,000 |
|
|
|
2,688 |
|
3.625%, 06/16/2023 |
|
|
30,000 |
|
|
|
937 |
|
3.400%, 06/17/2036 |
|
|
193,984 |
|
|
|
6,466 |
|
3.300%, 06/17/2038 |
|
|
89,772 |
|
|
|
2,957 |
|
2.875%, 12/17/2028 |
|
|
62,796 |
|
|
|
2,022 |
|
2.875%, 06/17/2046 |
|
|
3,431 |
|
|
|
104 |
|
2.400%, 12/17/2023 |
|
|
88,000 |
|
|
|
2,724 |
|
2.125%, 12/17/2026 |
|
|
15,000 |
|
|
|
467 |
|
2.000%, 12/17/2031 |
|
|
311,337 |
|
|
|
9,397 |
|
2.000%, 06/17/2042 |
|
|
7,000 |
|
|
|
185 |
|
1.875%, 06/17/2022 |
|
|
20,000 |
|
|
|
602 |
|
1.600%, 12/17/2029 |
|
|
7,000 |
|
|
|
205 |
|
1.600%, 06/17/2035 |
|
|
27,023 |
|
|
|
748 |
|
1.585%, 12/17/2035 |
|
|
8,000 |
|
|
|
219 |
|
1.450%, 12/17/2024 |
|
|
85,200 |
|
|
|
2,595 |
|
1.250%, 03/12/2028 |
|
|
60,314 |
|
|
|
1,803 |
|
0.950%, 06/17/2025 |
|
|
67,000 |
|
|
|
2,006 |
|
| |
|
|
|
|
|
|
42,605 |
|
| |
|
|
|
|
|
|
|
|
Trinidad & Tobago — 0.0% |
|
|
|
|
Trinidad & Tobago Government International Bond |
|
|
|
|
|
|
|
|
4.500%, 08/04/2026 |
|
$ |
482 |
|
|
|
493 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Tunisia — 0.3% |
|
|
|
|
Banque Centrale de Tunisie International Bond |
|
|
|
|
|
|
|
|
6.375%, 07/15/2026 (A)(C) |
|
EUR |
1,747 |
|
|
|
1,505 |
|
6.375%, 07/15/2026 |
|
|
622 |
|
|
|
536 |
|
5.750%, 01/30/2025 (A) |
|
$ |
786 |
|
|
|
596 |
|
5.750%, 01/30/2025 |
|
|
426 |
|
|
|
323 |
|
5.625%, 02/17/2024 |
|
EUR |
965 |
|
|
|
850 |
|
| |
|
|
|
|
|
|
3,810 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Turkey — 1.6% |
|
|
|
|
Aydem Yenilenebilir Enerji |
|
|
|
|
|
|
|
|
7.750%, 02/02/2027 (A) |
|
$ |
655 |
|
|
$ |
529 |
|
Hazine Mustesarligi Varlik Kiralama |
|
|
|
|
|
|
|
|
5.800%, 02/21/2022 (A) |
|
|
1,479 |
|
|
|
1,479 |
|
QNB Finansbank |
|
|
|
|
|
|
|
|
6.875%, 09/07/2024 (A) |
|
|
613 |
|
|
|
622 |
|
TC Ziraat Bankasi MTN |
|
|
|
|
|
|
|
|
5.125%, 05/03/2022 (A) |
|
|
1,063 |
|
|
|
1,060 |
|
Turkey Government Bond |
|
|
|
|
|
|
|
|
12.600%, 10/01/2025 |
|
TRY |
7,959 |
|
|
|
437 |
|
11.700%, 11/13/2030 |
|
|
24,100 |
|
|
|
1,045 |
|
9.000%, 05/04/2022 |
|
|
3,294 |
|
|
|
239 |
|
Turkey Government International Bond |
|
|
|
|
|
|
|
|
10.600%, 02/11/2026 |
|
|
13,916 |
|
|
|
689 |
|
7.250%, 12/23/2023 |
|
$ |
1,061 |
|
|
|
1,072 |
|
6.875%, 03/17/2036 |
|
|
2,482 |
|
|
|
2,324 |
|
6.500%, 09/20/2033 |
|
|
2,606 |
|
|
|
2,364 |
|
6.375%, 10/14/2025 |
|
|
200 |
|
|
|
195 |
|
6.350%, 08/10/2024 |
|
|
294 |
|
|
|
289 |
|
5.950%, 01/15/2031 |
|
|
1,965 |
|
|
|
1,756 |
|
5.875%, 06/26/2031 |
|
|
2,001 |
|
|
|
1,775 |
|
5.750%, 03/22/2024 |
|
|
200 |
|
|
|
195 |
|
5.750%, 05/11/2047 |
|
|
69 |
|
|
|
56 |
|
5.125%, 02/17/2028 |
|
|
242 |
|
|
|
216 |
|
4.875%, 10/09/2026 |
|
|
1,017 |
|
|
|
920 |
|
4.750%, 01/26/2026 |
|
|
4,679 |
|
|
|
4,289 |
|
Turkiye Ihracat Kredi Bankasi (A) |
|
|
|
|
|
|
|
|
6.125%, 05/03/2024 |
|
|
247 |
|
|
|
241 |
|
5.375%, 10/24/2023 |
|
|
1,033 |
|
|
|
996 |
|
Turkiye Sise ve Cam Fabrikalari |
|
|
|
|
|
|
|
|
6.950%, 03/14/2026 (A) |
|
|
500 |
|
|
|
510 |
|
Turkiye Vakiflar Bankasi TAO |
|
|
|
|
|
|
|
|
6.500%, 01/08/2026 (A) |
|
|
379 |
|
|
|
354 |
|
Ulker Biskuvi Sanayi |
|
|
|
|
|
|
|
|
6.950%, 10/30/2025 |
|
|
871 |
|
|
|
820 |
|
Yapi ve Kredi Bankasi MTN |
|
|
|
|
|
|
|
|
5.850%, 06/21/2024 (A)(C) |
|
|
429 |
|
|
|
414 |
|
| |
|
|
|
|
|
|
24,886 |
|
| |
|
|
|
|
|
|
|
|
Uganda — 0.4% |
|
|
|
|
Republic of Uganda Government Bonds |
|
|
|
|
|
|
|
|
17.000%, 01/16/2025 |
|
UGX |
440,400 |
|
|
|
137 |
|
17.000%, 04/03/2031 |
|
|
8,683,400 |
|
|
|
2,791 |
|
16.375%, 03/04/2032 |
|
|
1,427,900 |
|
|
|
448 |
|
16.250%, 11/08/2035 |
|
|
1,123,900 |
|
|
|
346 |
|
16.000%, 05/06/2027 |
|
|
2,226,000 |
|
|
|
674 |
|
14.250%, 06/22/2034 |
|
|
5,311,800 |
|
|
|
1,461 |
|
10.000%, 09/07/2023 |
|
|
1,112,600 |
|
|
|
310 |
|
| |
|
|
|
|
|
|
6,167 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Ukraine — 1.8% |
|
|
|
|
NAK Naftogaz Ukraine via Kondor Finance |
|
|
|
|
|
|
|
|
7.625%, 11/08/2026 (A) |
|
$ |
990 |
|
|
$ |
862 |
|
7.125%, 07/19/2024 |
|
EUR |
720 |
|
|
|
738 |
|
NPC Ukrenergo |
|
|
|
|
|
|
|
|
6.875%, 11/09/2026 (A) |
|
$ |
1,231 |
|
|
|
1,074 |
|
State Agency of Roads of Ukraine |
|
|
|
|
|
|
|
|
6.250%, 06/24/2028 |
|
|
1,683 |
|
|
|
1,456 |
|
6.250%, 06/24/2028 (A) |
|
|
363 |
|
|
|
314 |
|
Ukraine Government International Bond |
|
|
|
|
|
|
|
|
17.000%, 05/11/2022 |
|
UAH |
71,848 |
|
|
|
2,681 |
|
15.840%, 02/26/2025 |
|
|
66,553 |
|
|
|
2,596 |
|
9.750%, 11/01/2028 |
|
$ |
751 |
|
|
|
758 |
|
7.750%, 09/01/2024 (A) |
|
|
131 |
|
|
|
127 |
|
7.750%, 09/01/2025 (A) |
|
|
1,832 |
|
|
|
1,755 |
|
7.750%, 09/01/2026 (A) |
|
|
428 |
|
|
|
407 |
|
7.750%, 09/01/2026 |
|
|
1,905 |
|
|
|
1,814 |
|
7.750%, 09/01/2027 (A) |
|
|
223 |
|
|
|
211 |
|
7.750%, 09/01/2027 |
|
|
2,115 |
|
|
|
2,001 |
|
7.375%, 09/25/2032 |
|
|
1,778 |
|
|
|
1,583 |
|
7.375%, 09/25/2032 (A) |
|
|
295 |
|
|
|
263 |
|
7.253%, 03/15/2033 |
|
|
724 |
|
|
|
637 |
|
7.253%, 03/15/2033 (A) |
|
|
297 |
|
|
|
261 |
|
6.876%, 05/21/2029 |
|
|
4,519 |
|
|
|
3,992 |
|
6.876%, 05/21/2029 (A) |
|
|
281 |
|
|
|
248 |
|
6.750%, 06/20/2026 |
|
EUR |
1,299 |
|
|
|
1,402 |
|
3.000%, 05/31/2040 (A)(D) |
|
$ |
2,206 |
|
|
|
2,005 |
|
1.258%, 05/31/2040 (D) |
|
|
410 |
|
|
|
373 |
|
Ukreximbank Via Biz Finance |
|
|
|
|
|
|
|
|
9.750%, 01/22/2025 |
|
|
238 |
|
|
|
241 |
|
| |
|
|
|
|
|
|
27,799 |
|
| |
|
|
|
|
|
|
|
|
United Arab Emirates — 1.7% |
|
|
|
|
Abu Dhabi Crude Oil Pipeline |
|
|
|
|
|
|
|
|
4.600%, 11/02/2047 |
|
|
580 |
|
|
|
686 |
|
4.600%, 11/02/2047 (A) |
|
|
3,031 |
|
|
|
3,583 |
|
3.650%, 11/02/2029 (A) |
|
|
207 |
|
|
|
228 |
|
Abu Dhabi Government International Bond |
|
|
|
|
|
|
|
|
4.125%, 10/11/2047 (A) |
|
|
591 |
|
|
|
707 |
|
Abu Dhabi Government International Bond MTN |
|
|
|
|
|
|
|
|
3.875%, 04/16/2050 |
|
|
260 |
|
|
|
303 |
|
3.125%, 04/16/2030 (A) |
|
|
1,286 |
|
|
|
1,392 |
|
3.000%, 09/15/2051 |
|
|
720 |
|
|
|
720 |
|
3.000%, 09/15/2051 (A) |
|
|
519 |
|
|
|
519 |
|
1.700%, 03/02/2031 |
|
|
970 |
|
|
|
943 |
|
1.625%, 06/02/2028 |
|
|
966 |
|
|
|
954 |
|
DAE Funding LLC |
|
|
|
|
|
|
|
|
3.375%, 03/20/2028 (A) |
|
|
550 |
|
|
|
555 |
|
DP World MTN (A) |
|
|
|
|
|
|
|
|
6.850%, 07/02/2037 |
|
|
210 |
|
|
|
276 |
|
5.625%, 09/25/2048 |
|
|
439 |
|
|
|
539 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
4.700%, 09/30/2049 |
|
$ |
134 |
|
|
$ |
146 |
|
DP World Crescent MTN |
|
|
|
|
|
|
|
|
4.848%, 09/26/2028 |
|
|
475 |
|
|
|
532 |
|
DP World Salaam |
|
|
|
|
|
|
|
|
6.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.750% (E) |
|
|
877 |
|
|
|
947 |
|
Emirate of Dubai Government International Bonds MTN |
|
|
|
|
|
|
|
|
5.250%, 01/30/2043 |
|
|
490 |
|
|
|
565 |
|
Finance Department Government of Sharjah MTN (A) |
|
|
|
|
|
|
|
|
4.000%, 07/28/2050 |
|
|
1,627 |
|
|
|
1,469 |
|
3.625%, 03/10/2033 |
|
|
842 |
|
|
|
825 |
|
Galaxy Pipeline Assets Bidco |
|
|
|
|
|
|
|
|
2.940%, 09/30/2040 |
|
|
3,622 |
|
|
|
3,605 |
|
2.940%, 09/30/2040 (A) |
|
|
593 |
|
|
|
590 |
|
2.625%, 03/31/2036 (A) |
|
|
580 |
|
|
|
567 |
|
2.160%, 03/31/2034 |
|
|
1,660 |
|
|
|
1,627 |
|
MDGH GMTN RSC MTN |
|
|
|
|
|
|
|
|
4.500%, 11/07/2028 (A) |
|
|
548 |
|
|
|
631 |
|
3.950%, 05/21/2050 |
|
|
200 |
|
|
|
232 |
|
Sharjah Sukuk Program MTN |
|
|
|
|
|
|
|
|
3.854%, 04/03/2026 |
|
|
359 |
|
|
|
379 |
|
UAE International Government Bond MTN |
|
|
|
|
|
|
|
|
2.000%, 10/19/2031 (A) |
|
|
2,240 |
|
|
|
2,234 |
|
| |
|
|
|
|
|
|
25,754 |
|
| |
|
|
|
|
|
|
|
|
United Kingdom — 0.2% |
|
|
|
|
Standard Chartered Bank MTN (A) |
|
|
|
|
|
|
|
|
8.375%, 10/18/2039 |
|
IDR |
20,797,000 |
|
|
|
1,644 |
|
8.250%, 05/18/2029 |
|
|
14,336,000 |
|
|
|
1,121 |
|
| |
|
|
|
|
|
|
2,765 |
|
| |
|
|
|
|
|
|
|
|
United States — 0.5% |
|
|
|
|
JBS USA Food |
|
|
|
|
|
|
|
|
5.750%, 01/15/2028 (A) |
|
$ |
466 |
|
|
|
486 |
|
JPMorgan Chase Bank MTN (A) |
|
|
|
|
|
|
|
|
7.500%, 06/15/2035 |
|
IDR |
41,500,000 |
|
|
|
3,050 |
|
7.000%, 09/18/2030 (D) |
|
|
57,637,000 |
|
|
|
4,189 |
|
Sagicor Financial |
|
|
|
|
|
|
|
|
5.300%, 05/13/2028 (A) |
|
$ |
520 |
|
|
|
533 |
|
| |
|
|
|
|
|
|
8,258 |
|
| |
|
|
|
|
|
|
|
|
Uruguay — 0.4% |
|
|
|
|
Republic of Uruguay |
|
|
|
|
|
|
|
|
5.100%, 06/18/2050 |
|
|
170 |
|
|
|
225 |
|
Uruguay Government International Bond |
|
|
|
|
|
|
|
|
8.250%, 05/21/2031 |
|
UYU |
13,840 |
|
|
|
298 |
|
4.975%, 04/20/2055 |
|
$ |
464 |
|
|
|
608 |
|
4.375%, 01/23/2031 (C) |
|
|
4,381 |
|
|
|
5,043 |
|
| |
|
|
|
|
|
|
6,174 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Uzbekistan — 0.2% |
|
|
|
|
Republic of Uzbekistan Bond MTN |
|
|
|
|
|
|
|
|
5.375%, 02/20/2029 |
|
$ |
1,233 |
|
|
$ |
1,311 |
|
Republic of Uzbekistan International Bond |
|
|
|
|
|
|
|
|
3.900%, 10/19/2031 |
|
|
505 |
|
|
|
482 |
|
Republic of Uzbekistan International Bond MTN |
|
|
|
|
|
|
|
|
3.700%, 11/25/2030 |
|
|
205 |
|
|
|
197 |
|
Uzauto Motors AJ |
|
|
|
|
|
|
|
|
4.850%, 05/04/2026 (A) |
|
|
727 |
|
|
|
699 |
|
Uzbekneftegaz JSC |
|
|
|
|
|
|
|
|
4.750%, 11/16/2028 (A) |
|
|
810 |
|
|
|
779 |
|
| |
|
|
|
|
|
|
3,468 |
|
| |
|
|
|
|
|
|
|
|
Venezuela — 0.2% |
|
|
|
|
Petroleos de Venezuela |
|
|
|
|
|
|
|
|
9.750%, 05/17/2035 (F) |
|
|
1,000 |
|
|
|
39 |
|
9.000%, 11/17/2021 (C)(F) |
|
|
4,300 |
|
|
|
161 |
|
6.000%, 05/16/2024 (F) |
|
|
10,192 |
|
|
|
395 |
|
6.000%, 05/16/2024 (F) |
|
|
7,785 |
|
|
|
302 |
|
6.000%, 11/15/2026 (F) |
|
|
13,215 |
|
|
|
513 |
|
5.500%, 04/12/2037 (F) |
|
|
1,740 |
|
|
|
68 |
|
5.375%, 04/12/2027 (F) |
|
|
4,563 |
|
|
|
177 |
|
Venezuela Government International Bond |
|
|
|
|
|
|
|
|
9.250%, 09/15/2027 (F) |
|
|
2,300 |
|
|
|
138 |
|
9.250%, 05/07/2028 (F) |
|
|
2,941 |
|
|
|
176 |
|
8.250%, 10/13/2024 (F) |
|
|
3,304 |
|
|
|
198 |
|
7.750%, 10/13/2019 (F) |
|
|
3,976 |
|
|
|
239 |
|
| |
|
|
|
|
|
|
2,406 |
|
| |
|
|
|
|
|
|
|
|
Vietnam — 0.1% |
|
|
|
|
Mong Duong Finance Holdings BV |
|
|
|
|
|
|
|
|
5.125%, 05/07/2029 (A) |
|
|
1,111 |
|
|
|
1,076 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Zambia — 0.9% |
|
|
|
|
First Quantum Minerals (A) |
|
|
|
|
|
|
|
|
7.500%, 04/01/2025 |
|
|
404 |
|
|
|
415 |
|
6.875%, 03/01/2026 |
|
|
403 |
|
|
|
419 |
|
6.875%, 10/15/2027 |
|
|
529 |
|
|
|
569 |
|
Zambia Government Bond |
|
|
|
|
|
|
|
|
13.000%, 08/29/2026 |
|
ZMW |
1,375 |
|
|
|
62 |
|
13.000%, 12/18/2027 |
|
|
5,630 |
|
|
|
233 |
|
13.000%, 01/25/2031 |
|
|
17,744 |
|
|
|
655 |
|
11.000%, 01/25/2026 |
|
|
18,620 |
|
|
|
820 |
|
11.000%, 06/28/2026 |
|
|
78,885 |
|
|
|
3,333 |
|
10.000%, 06/28/2024 |
|
|
66,325 |
|
|
|
3,283 |
|
Zambia Government International Bond |
|
|
|
|
|
|
|
|
8.970%, 07/30/2027 (F) |
|
$ |
1,821 |
|
|
|
1,404 |
|
5.375%, 09/20/2022 (F) |
|
|
3,347 |
|
|
|
2,498 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
5.375%, 09/20/2022 (A)(F) |
|
$ |
299 |
|
|
$ |
223 |
|
| |
|
|
|
|
|
|
13,914 |
|
| |
|
|
|
|
|
|
|
|
Total Global Bonds |
|
|
|
|
|
|
|
|
(Cost $1,531,809) ($ Thousands) |
|
|
|
|
|
|
1,448,446 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATION — 0.1% |
United States Treasury Bill |
|
|
|
|
|
|
|
|
0.067%, 04/28/2022 (H) |
|
|
2,292 |
|
|
|
2,291 |
|
| |
|
|
|
|
|
|
|
|
Total U.S. Treasury Obligation |
|
|
|
|
|
|
|
|
(Cost $2,291) ($ Thousands) |
|
|
2,291 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 2.0% |
SEI Liquidity Fund, L.P. |
|
|
|
|
|
|
|
|
0.020% **†(G) |
|
|
30,078,476 |
|
|
|
30,083 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $30,082) ($ Thousands) |
|
|
30,083 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 96.9% |
|
|
|
|
|
|
|
|
(Cost $1,564,182) ($ Thousands) |
|
$ |
1,480,820 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at December 31, 2021, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
Unrealized Appreciation/ (Depreciation) (Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Korea 10-Year Bond |
|
|
45 |
|
|
|
Mar-2022 |
|
|
$ |
4,746 |
|
|
$ |
4,705 |
|
|
$ |
(22 |
) |
Korea 3-Year Bond |
|
|
146 |
|
|
|
Mar-2022 |
|
|
|
13,427 |
|
|
|
13,401 |
|
|
|
28 |
|
R186 Bond Future |
|
|
500 |
|
|
|
Feb-2022 |
|
|
|
3,494 |
|
|
|
3,498 |
|
|
|
2 |
|
R2030 Bond Future |
|
|
576 |
|
|
|
Feb-2022 |
|
|
|
3,272 |
|
|
|
3,333 |
|
|
|
88 |
|
R2032 Bond Future |
|
|
816 |
|
|
|
Feb-2022 |
|
|
|
4,624 |
|
|
|
4,740 |
|
|
|
154 |
|
R2035 Bond Future |
|
|
600 |
|
|
|
Feb-2022 |
|
|
|
3,473 |
|
|
|
3,514 |
|
|
|
40 |
|
R2040 Bond Future |
|
|
232 |
|
|
|
Feb-2022 |
|
|
|
1,334 |
|
|
|
1,262 |
|
|
|
36 |
|
R213 Bond Future |
|
|
828 |
|
|
|
Feb-2022 |
|
|
|
4,823 |
|
|
|
4,521 |
|
|
|
86 |
|
U.S. 2-Year Treasury Note |
|
|
41 |
|
|
|
Apr-2022 |
|
|
|
8,950 |
|
|
|
8,945 |
|
|
|
(6 |
) |
U.S. 10-Year Treasury Note |
|
|
46 |
|
|
|
Mar-2022 |
|
|
|
5,968 |
|
|
|
6,002 |
|
|
|
34 |
|
U.S. Ultra Long Treasury Bond |
|
|
60 |
|
|
|
Mar-2022 |
|
|
|
11,640 |
|
|
|
11,827 |
|
|
|
188 |
|
| |
|
|
|
|
|
|
|
|
|
|
65,751 |
|
|
|
65,748 |
|
|
|
628 |
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Euro-Bob |
|
|
(137 |
) |
|
|
Mar-2022 |
|
|
$ |
(20,742 |
) |
|
$ |
(20,758 |
) |
|
$ |
143 |
|
Euro-Bund |
|
|
(77 |
) |
|
|
Mar-2022 |
|
|
|
(15,195 |
) |
|
|
(15,006 |
) |
|
|
266 |
|
Euro-Buxl |
|
|
(39 |
) |
|
|
Mar-2022 |
|
|
|
(9,589 |
) |
|
|
(9,169 |
) |
|
|
466 |
|
U.S. 5-Year Treasury Note |
|
|
(12 |
) |
|
|
Apr-2022 |
|
|
|
(1,450 |
) |
|
|
(1,452 |
) |
|
|
(1 |
) |
U.S. Long Treasury Bond |
|
|
(6 |
) |
|
|
Mar-2022 |
|
|
|
(953 |
) |
|
|
(963 |
) |
|
|
(10 |
) |
| |
|
|
|
|
|
|
|
|
|
|
(47,929 |
) |
|
|
(47,348 |
) |
|
|
864 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
17,822 |
|
|
$ |
18,400 |
|
|
$ |
1,492 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
Emerging Markets Debt Fund (Continued)
A list of the open forward foreign currency contracts held by the Fund at December 31, 2021, is as follows:
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Barclays PLC |
|
|
01/21/22 - 03/16/22 |
|
|
|
USD |
|
|
|
2,434 |
|
|
|
TRY |
|
|
|
36,845 |
|
|
$ |
207 |
|
Barclays PLC |
|
|
03/08/22 |
|
|
|
EUR |
|
|
|
1,031 |
|
|
|
HUF |
|
|
|
383,476 |
|
|
|
3 |
|
Barclays PLC |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
1,067 |
|
|
|
MXN |
|
|
|
22,721 |
|
|
|
30 |
|
Barclays PLC |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
2,842 |
|
|
|
HUF |
|
|
|
924,506 |
|
|
|
(7 |
) |
Barclays PLC |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
6,677 |
|
|
|
ZAR |
|
|
|
107,590 |
|
|
|
1 |
|
Barclays PLC |
|
|
03/16/22 |
|
|
|
TRY |
|
|
|
20,049 |
|
|
|
USD |
|
|
|
1,223 |
|
|
|
(205 |
) |
Barclays PLC |
|
|
03/16/22 |
|
|
|
ZAR |
|
|
|
61,797 |
|
|
|
USD |
|
|
|
3,805 |
|
|
|
(31 |
) |
Citigroup |
|
|
01/10/22 |
|
|
|
KRW |
|
|
|
4,380,924 |
|
|
|
USD |
|
|
|
3,726 |
|
|
|
42 |
|
Citigroup |
|
|
01/13/22 - 06/15/22 |
|
|
|
USD |
|
|
|
7,674 |
|
|
|
EGP |
|
|
|
125,058 |
|
|
|
165 |
|
Citigroup |
|
|
01/19/22 |
|
|
|
EUR |
|
|
|
2,091 |
|
|
|
USD |
|
|
|
2,433 |
|
|
|
54 |
|
Citigroup |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
6,567 |
|
|
|
IDR |
|
|
|
95,728,402 |
|
|
|
129 |
|
Citigroup |
|
|
01/19/22 |
|
|
|
USD |
|
|
|
2,452 |
|
|
|
IDR |
|
|
|
34,734,495 |
|
|
|
(14 |
) |
Citigroup |
|
|
01/21/22 |
|
|
|
EUR |
|
|
|
1,212 |
|
|
|
PLN |
|
|
|
5,667 |
|
|
|
25 |
|
Citigroup |
|
|
01/21/22 |
|
|
|
PLN |
|
|
|
25,989 |
|
|
|
EUR |
|
|
|
5,607 |
|
|
|
(63 |
) |
Citigroup |
|
|
02/02/22 - 03/16/22 |
|
|
|
EGP |
|
|
|
43,634 |
|
|
|
USD |
|
|
|
2,718 |
|
|
|
(35 |
) |
Citigroup |
|
|
02/09/22 |
|
|
|
IDR |
|
|
|
42,458,016 |
|
|
|
USD |
|
|
|
2,927 |
|
|
|
(53 |
) |
Citigroup |
|
|
02/22/22 |
|
|
|
CNY |
|
|
|
8,144 |
|
|
|
USD |
|
|
|
1,267 |
|
|
|
(10 |
) |
Citigroup |
|
|
03/03/22 |
|
|
|
USD |
|
|
|
2,088 |
|
|
|
BRL |
|
|
|
11,975 |
|
|
|
33 |
|
Citigroup |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
911 |
|
|
|
CZK |
|
|
|
20,597 |
|
|
|
25 |
|
Citigroup |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
5,345 |
|
|
|
PEN |
|
|
|
21,980 |
|
|
|
164 |
|
Citigroup |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
2,190 |
|
|
|
CLP |
|
|
|
1,908,531 |
|
|
|
29 |
|
Citigroup |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
7,361 |
|
|
|
CLP |
|
|
|
6,293,595 |
|
|
|
(46 |
) |
Citigroup |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
6,883 |
|
|
|
ZAR |
|
|
|
111,294 |
|
|
|
25 |
|
Citigroup |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
3,093 |
|
|
|
ZAR |
|
|
|
49,564 |
|
|
|
(17 |
) |
Citigroup |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
12,471 |
|
|
|
RUB |
|
|
|
942,566 |
|
|
|
(57 |
) |
Citigroup |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
15,566 |
|
|
|
SGD |
|
|
|
21,330 |
|
|
|
255 |
|
Citigroup |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
24,680 |
|
|
|
PLN |
|
|
|
100,985 |
|
|
|
252 |
|
Citigroup |
|
|
03/16/22 |
|
|
|
MXN |
|
|
|
26,522 |
|
|
|
USD |
|
|
|
1,279 |
|
|
|
(2 |
) |
Citigroup |
|
|
03/16/22 |
|
|
|
RON |
|
|
|
33,886 |
|
|
|
USD |
|
|
|
7,658 |
|
|
|
(79 |
) |
Citigroup |
|
|
03/16/22 |
|
|
|
ZAR |
|
|
|
8,910 |
|
|
|
USD |
|
|
|
554 |
|
|
|
1 |
|
Citigroup |
|
|
03/16/22 |
|
|
|
ZAR |
|
|
|
25,691 |
|
|
|
USD |
|
|
|
1,582 |
|
|
|
(12 |
) |
Citigroup |
|
|
03/16/22 |
|
|
|
UAH |
|
|
|
8,578 |
|
|
|
USD |
|
|
|
307 |
|
|
|
— |
|
Citigroup |
|
|
03/16/22 |
|
|
|
UAH |
|
|
|
114,704 |
|
|
|
USD |
|
|
|
4,058 |
|
|
|
(43 |
) |
Citigroup |
|
|
03/16/22 |
|
|
|
COP |
|
|
|
15,102,130 |
|
|
|
USD |
|
|
|
3,824 |
|
|
|
139 |
|
Citigroup |
|
|
03/16/22 |
|
|
|
UGX |
|
|
|
19,390,831 |
|
|
|
USD |
|
|
|
5,221 |
|
|
|
(186 |
) |
Citigroup |
|
|
04/06/22 - 06/30/22 |
|
|
|
RON |
|
|
|
22,999 |
|
|
|
EUR |
|
|
|
4,567 |
|
|
|
(31 |
) |
Citigroup |
|
|
06/30/22 |
|
|
|
EUR |
|
|
|
462 |
|
|
|
RON |
|
|
|
2,358 |
|
|
|
4 |
|
Deutsche Bank |
|
|
01/05/22 |
|
|
|
USD |
|
|
|
10,128 |
|
|
|
EUR |
|
|
|
8,933 |
|
|
|
31 |
|
Deutsche Bank |
|
|
01/21/22 |
|
|
|
EUR |
|
|
|
1,024 |
|
|
|
PLN |
|
|
|
4,725 |
|
|
|
6 |
|
Deutsche Bank |
|
|
02/02/22 |
|
|
|
USD |
|
|
|
951 |
|
|
|
EGP |
|
|
|
15,308 |
|
|
|
22 |
|
Goldman Sachs |
|
|
01/10/22 |
|
|
|
USD |
|
|
|
280 |
|
|
|
TRY |
|
|
|
3,716 |
|
|
|
(1 |
) |
Goldman Sachs |
|
|
01/13/22 |
|
|
|
USD |
|
|
|
1,390 |
|
|
|
EGP |
|
|
|
21,941 |
|
|
|
6 |
|
Goldman Sachs |
|
|
01/21/22 |
|
|
|
EUR |
|
|
|
499 |
|
|
|
PLN |
|
|
|
2,347 |
|
|
|
15 |
|
Goldman Sachs |
|
|
01/21/22 |
|
|
|
TRY |
|
|
|
3,274 |
|
|
|
USD |
|
|
|
245 |
|
|
|
2 |
|
Goldman Sachs |
|
|
02/02/22 |
|
|
|
USD |
|
|
|
1,857 |
|
|
|
BRL |
|
|
|
10,510 |
|
|
|
16 |
|
Goldman Sachs |
|
|
02/02/22 |
|
|
|
BRL |
|
|
|
17,141 |
|
|
|
USD |
|
|
|
3,099 |
|
|
|
43 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
Emerging Markets Debt Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Goldman Sachs |
|
|
03/03/22 |
|
|
|
BRL |
|
|
|
10,905 |
|
|
|
USD |
|
|
|
1,903 |
|
|
$ |
(29 |
) |
Goldman Sachs |
|
|
02/09/22 |
|
|
|
USD |
|
|
|
1,141 |
|
|
|
IDR |
|
|
|
16,509,620 |
|
|
|
18 |
|
Goldman Sachs |
|
|
02/16/22 |
|
|
|
USD |
|
|
|
1,348 |
|
|
|
VND |
|
|
|
30,595,162 |
|
|
|
(8 |
) |
Goldman Sachs |
|
|
02/22/22 - 03/16/22 |
|
|
|
USD |
|
|
|
2,385 |
|
|
|
CNY |
|
|
|
15,312 |
|
|
|
13 |
|
Goldman Sachs |
|
|
02/22/22 |
|
|
|
CNY |
|
|
|
6,589 |
|
|
|
USD |
|
|
|
1,027 |
|
|
|
(6 |
) |
Goldman Sachs |
|
|
03/02/22 |
|
|
|
IDR |
|
|
|
9,292,979 |
|
|
|
USD |
|
|
|
642 |
|
|
|
(9 |
) |
Goldman Sachs |
|
|
03/03/22 |
|
|
|
EUR |
|
|
|
856 |
|
|
|
USD |
|
|
|
969 |
|
|
|
(5 |
) |
Goldman Sachs |
|
|
03/08/22 |
|
|
|
EUR |
|
|
|
1,028 |
|
|
|
HUF |
|
|
|
382,317 |
|
|
|
3 |
|
Goldman Sachs |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
84 |
|
|
|
CLP |
|
|
|
73,961 |
|
|
|
2 |
|
Goldman Sachs |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
609 |
|
|
|
CZK |
|
|
|
13,825 |
|
|
|
20 |
|
Goldman Sachs |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
1,507 |
|
|
|
PEN |
|
|
|
6,181 |
|
|
|
42 |
|
Goldman Sachs |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
4,422 |
|
|
|
ZAR |
|
|
|
71,362 |
|
|
|
7 |
|
Goldman Sachs |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
6,111 |
|
|
|
RUB |
|
|
|
459,977 |
|
|
|
(52 |
) |
Goldman Sachs |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
7,019 |
|
|
|
MXN |
|
|
|
151,079 |
|
|
|
276 |
|
Goldman Sachs |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
7,435 |
|
|
|
THB |
|
|
|
252,286 |
|
|
|
117 |
|
Goldman Sachs |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
9,630 |
|
|
|
TWD |
|
|
|
265,264 |
|
|
|
(11 |
) |
Goldman Sachs |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
12,646 |
|
|
|
EUR |
|
|
|
11,168 |
|
|
|
71 |
|
Goldman Sachs |
|
|
03/16/22 |
|
|
|
MXN |
|
|
|
15,193 |
|
|
|
USD |
|
|
|
717 |
|
|
|
(17 |
) |
Goldman Sachs |
|
|
03/16/22 |
|
|
|
EGP |
|
|
|
21,941 |
|
|
|
USD |
|
|
|
1,365 |
|
|
|
(14 |
) |
Goldman Sachs |
|
|
03/16/22 |
|
|
|
UAH |
|
|
|
60,229 |
|
|
|
USD |
|
|
|
2,129 |
|
|
|
(24 |
) |
Goldman Sachs |
|
|
03/16/22 |
|
|
|
THB |
|
|
|
122,239 |
|
|
|
USD |
|
|
|
3,619 |
|
|
|
(40 |
) |
Goldman Sachs |
|
|
03/16/22 |
|
|
|
ZAR |
|
|
|
10,280 |
|
|
|
USD |
|
|
|
642 |
|
|
|
4 |
|
Goldman Sachs |
|
|
03/16/22 |
|
|
|
ZAR |
|
|
|
137,231 |
|
|
|
USD |
|
|
|
8,468 |
|
|
|
(49 |
) |
Goldman Sachs |
|
|
03/16/22 |
|
|
|
INR |
|
|
|
576,667 |
|
|
|
USD |
|
|
|
7,639 |
|
|
|
(43 |
) |
Goldman Sachs |
|
|
03/16/22 |
|
|
|
PHP |
|
|
|
743,749 |
|
|
|
USD |
|
|
|
14,673 |
|
|
|
283 |
|
Goldman Sachs |
|
|
03/16/22 |
|
|
|
COP |
|
|
|
5,368,451 |
|
|
|
USD |
|
|
|
1,329 |
|
|
|
19 |
|
Goldman Sachs |
|
|
04/06/22 |
|
|
|
EUR |
|
|
|
258 |
|
|
|
RON |
|
|
|
1,294 |
|
|
|
1 |
|
Goldman Sachs |
|
|
04/20/22 |
|
|
|
USD |
|
|
|
1,203 |
|
|
|
KZT |
|
|
|
533,579 |
|
|
|
(5 |
) |
JPMorgan Chase Bank |
|
|
01/05/22 - 03/16/22 |
|
|
|
USD |
|
|
|
6,933 |
|
|
|
EUR |
|
|
|
6,119 |
|
|
|
31 |
|
JPMorgan Chase Bank |
|
|
01/28/22 - 02/03/22 |
|
|
|
USD |
|
|
|
1,415 |
|
|
|
EUR |
|
|
|
1,215 |
|
|
|
(33 |
) |
JPMorgan Chase Bank |
|
|
01/28/22 |
|
|
|
EUR |
|
|
|
9,469 |
|
|
|
USD |
|
|
|
11,119 |
|
|
|
346 |
|
JPMorgan Chase Bank |
|
|
01/05/22 - 02/03/22 |
|
|
|
EUR |
|
|
|
4,703 |
|
|
|
USD |
|
|
|
5,319 |
|
|
|
(30 |
) |
JPMorgan Chase Bank |
|
|
01/10/22 |
|
|
|
USD |
|
|
|
2,345 |
|
|
|
TWD |
|
|
|
64,830 |
|
|
|
(1 |
) |
JPMorgan Chase Bank |
|
|
01/11/22 |
|
|
|
USD |
|
|
|
303 |
|
|
|
COP |
|
|
|
1,206,751 |
|
|
|
(6 |
) |
JPMorgan Chase Bank |
|
|
01/11/22 |
|
|
|
COP |
|
|
|
12,783,153 |
|
|
|
USD |
|
|
|
3,253 |
|
|
|
114 |
|
JPMorgan Chase Bank |
|
|
01/12/22 |
|
|
|
USD |
|
|
|
1,186 |
|
|
|
TRY |
|
|
|
12,678 |
|
|
|
(237 |
) |
JPMorgan Chase Bank |
|
|
01/12/22 - 03/16/22 |
|
|
|
USD |
|
|
|
6,181 |
|
|
|
IDR |
|
|
|
89,920,166 |
|
|
|
110 |
|
JPMorgan Chase Bank |
|
|
01/12/22 - 01/14/22 |
|
|
|
PEN |
|
|
|
13,693 |
|
|
|
USD |
|
|
|
3,405 |
|
|
|
(29 |
) |
JPMorgan Chase Bank |
|
|
01/12/22 - 01/21/22 |
|
|
|
IDR |
|
|
|
307,705,170 |
|
|
|
USD |
|
|
|
21,370 |
|
|
|
(227 |
) |
JPMorgan Chase Bank |
|
|
01/13/22 |
|
|
|
USD |
|
|
|
316 |
|
|
|
EGP |
|
|
|
4,983 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
01/13/22 - 03/16/22 |
|
|
|
EGP |
|
|
|
64,525 |
|
|
|
USD |
|
|
|
3,988 |
|
|
|
(113 |
) |
JPMorgan Chase Bank |
|
|
01/18/22 - 02/14/22 |
|
|
|
ZAR |
|
|
|
329,218 |
|
|
|
USD |
|
|
|
21,804 |
|
|
|
1,216 |
|
JPMorgan Chase Bank |
|
|
02/14/22 |
|
|
|
ZAR |
|
|
|
3,961 |
|
|
|
USD |
|
|
|
243 |
|
|
|
(4 |
) |
JPMorgan Chase Bank |
|
|
01/19/22 - 02/09/22 |
|
|
|
USD |
|
|
|
2,395 |
|
|
|
IDR |
|
|
|
34,639,679 |
|
|
|
37 |
|
JPMorgan Chase Bank |
|
|
01/19/22 - 03/02/22 |
|
|
|
IDR |
|
|
|
73,501,429 |
|
|
|
USD |
|
|
|
5,078 |
|
|
|
(78 |
) |
JPMorgan Chase Bank |
|
|
01/21/22 |
|
|
|
EUR |
|
|
|
4,639 |
|
|
|
PLN |
|
|
|
21,454 |
|
|
|
41 |
|
JPMorgan Chase Bank |
|
|
01/21/22 |
|
|
|
PLN |
|
|
|
8,590 |
|
|
|
EUR |
|
|
|
1,860 |
|
|
|
(14 |
) |
JPMorgan Chase Bank |
|
|
01/24/22 |
|
|
|
USD |
|
|
|
256 |
|
|
|
KRW |
|
|
|
303,896 |
|
|
|
(1 |
) |
JPMorgan Chase Bank |
|
|
01/28/22 |
|
|
|
AUD |
|
|
|
1,621 |
|
|
|
USD |
|
|
|
1,172 |
|
|
|
(7 |
) |
JPMorgan Chase Bank |
|
|
01/28/22 |
|
|
|
JPY |
|
|
|
224,738 |
|
|
|
USD |
|
|
|
2,054 |
|
|
|
102 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
Emerging Markets Debt Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
JPMorgan Chase Bank |
|
|
02/02/22 |
|
|
|
BRL |
|
|
|
1,947 |
|
|
|
USD |
|
|
|
344 |
|
|
$ |
(3 |
) |
JPMorgan Chase Bank |
|
|
02/04/22 - 03/01/22 |
|
|
|
USD |
|
|
|
4,635 |
|
|
|
MYR |
|
|
|
19,477 |
|
|
|
50 |
|
JPMorgan Chase Bank |
|
|
02/14/22 |
|
|
|
USD |
|
|
|
535 |
|
|
|
RON |
|
|
|
2,362 |
|
|
|
5 |
|
JPMorgan Chase Bank |
|
|
02/14/22 |
|
|
|
USD |
|
|
|
6,409 |
|
|
|
RON |
|
|
|
27,641 |
|
|
|
(78 |
) |
JPMorgan Chase Bank |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
1,066 |
|
|
|
ZAR |
|
|
|
17,214 |
|
|
|
2 |
|
JPMorgan Chase Bank |
|
|
02/14/22 - 03/16/22 |
|
|
|
USD |
|
|
|
6,116 |
|
|
|
ZAR |
|
|
|
94,488 |
|
|
|
(230 |
) |
JPMorgan Chase Bank |
|
|
02/14/22 |
|
|
|
USD |
|
|
|
299 |
|
|
|
PLN |
|
|
|
1,252 |
|
|
|
11 |
|
JPMorgan Chase Bank |
|
|
02/14/22 |
|
|
|
USD |
|
|
|
14,920 |
|
|
|
PLN |
|
|
|
59,584 |
|
|
|
(174 |
) |
JPMorgan Chase Bank |
|
|
02/14/22 - 03/16/22 |
|
|
|
USD |
|
|
|
17,120 |
|
|
|
MXN |
|
|
|
367,861 |
|
|
|
659 |
|
JPMorgan Chase Bank |
|
|
02/14/22 - 03/16/22 |
|
|
|
MXN |
|
|
|
55,474 |
|
|
|
USD |
|
|
|
2,622 |
|
|
|
(65 |
) |
JPMorgan Chase Bank |
|
|
02/16/22 |
|
|
|
USD |
|
|
|
1,121 |
|
|
|
ZMW |
|
|
|
21,243 |
|
|
|
128 |
|
JPMorgan Chase Bank |
|
|
02/16/22 |
|
|
|
USD |
|
|
|
1,831 |
|
|
|
UAH |
|
|
|
50,883 |
|
|
|
6 |
|
JPMorgan Chase Bank |
|
|
02/22/22 |
|
|
|
USD |
|
|
|
341 |
|
|
|
BRL |
|
|
|
1,962 |
|
|
|
7 |
|
JPMorgan Chase Bank |
|
|
02/22/22 |
|
|
|
USD |
|
|
|
3,270 |
|
|
|
BRL |
|
|
|
18,111 |
|
|
|
(55 |
) |
JPMorgan Chase Bank |
|
|
02/22/22 |
|
|
|
USD |
|
|
|
703 |
|
|
|
KRW |
|
|
|
839,400 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
02/22/22 |
|
|
|
USD |
|
|
|
10,473 |
|
|
|
KRW |
|
|
|
12,380,536 |
|
|
|
(82 |
) |
JPMorgan Chase Bank |
|
|
02/22/22 - 03/14/22 |
|
|
|
BRL |
|
|
|
106,561 |
|
|
|
USD |
|
|
|
18,583 |
|
|
|
(272 |
) |
JPMorgan Chase Bank |
|
|
03/07/22 - 03/14/22 |
|
|
|
USD |
|
|
|
12,032 |
|
|
|
CNY |
|
|
|
77,341 |
|
|
|
83 |
|
JPMorgan Chase Bank |
|
|
03/08/22 |
|
|
|
EUR |
|
|
|
2,189 |
|
|
|
HUF |
|
|
|
812,458 |
|
|
|
2 |
|
JPMorgan Chase Bank |
|
|
03/08/22 |
|
|
|
HUF |
|
|
|
385,190 |
|
|
|
EUR |
|
|
|
1,041 |
|
|
|
3 |
|
JPMorgan Chase Bank |
|
|
03/14/22 |
|
|
|
USD |
|
|
|
109 |
|
|
|
CZK |
|
|
|
2,461 |
|
|
|
3 |
|
JPMorgan Chase Bank |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
629 |
|
|
|
CZK |
|
|
|
13,822 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
03/14/22 |
|
|
|
CNY |
|
|
|
907 |
|
|
|
USD |
|
|
|
141 |
|
|
|
(1 |
) |
JPMorgan Chase Bank |
|
|
03/14/22 |
|
|
|
CLP |
|
|
|
1,345,499 |
|
|
|
USD |
|
|
|
1,613 |
|
|
|
48 |
|
JPMorgan Chase Bank |
|
|
03/16/22 |
|
|
|
EUR |
|
|
|
787 |
|
|
|
CZK |
|
|
|
20,196 |
|
|
|
22 |
|
JPMorgan Chase Bank |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
1,173 |
|
|
|
CLP |
|
|
|
1,009,358 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
4,041 |
|
|
|
HUF |
|
|
|
1,301,376 |
|
|
|
(51 |
) |
JPMorgan Chase Bank |
|
|
03/16/22 |
|
|
|
UAH |
|
|
|
11,371 |
|
|
|
USD |
|
|
|
408 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
03/16/22 |
|
|
|
UAH |
|
|
|
8,289 |
|
|
|
USD |
|
|
|
294 |
|
|
|
(2 |
) |
JPMorgan Chase Bank |
|
|
03/21/22 |
|
|
|
USD |
|
|
|
160 |
|
|
|
THB |
|
|
|
5,353 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
03/21/22 |
|
|
|
USD |
|
|
|
1,521 |
|
|
|
THB |
|
|
|
50,939 |
|
|
|
3 |
|
JPMorgan Chase Bank |
|
|
03/21/22 |
|
|
|
RUB |
|
|
|
177,409 |
|
|
|
USD |
|
|
|
2,354 |
|
|
|
20 |
|
JPMorgan Chase Bank |
|
|
04/06/22 - 06/30/22 |
|
|
|
EUR |
|
|
|
5,550 |
|
|
|
RON |
|
|
|
27,938 |
|
|
|
24 |
|
JPMorgan Chase Bank |
|
|
06/30/22 |
|
|
|
EUR |
|
|
|
348 |
|
|
|
RON |
|
|
|
1,762 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
06/30/22 |
|
|
|
RON |
|
|
|
3,350 |
|
|
|
EUR |
|
|
|
663 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
06/30/22 |
|
|
|
RON |
|
|
|
2,275 |
|
|
|
EUR |
|
|
|
448 |
|
|
|
(1 |
) |
Merrill Lynch |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
485 |
|
|
|
PEN |
|
|
|
1,988 |
|
|
|
13 |
|
Merrill Lynch |
|
|
03/16/22 |
|
|
|
THB |
|
|
|
107,440 |
|
|
|
USD |
|
|
|
3,222 |
|
|
|
6 |
|
Merrill Lynch |
|
|
03/16/22 |
|
|
|
THB |
|
|
|
81,330 |
|
|
|
USD |
|
|
|
2,409 |
|
|
|
(26 |
) |
Morgan Stanley |
|
|
01/10/22 |
|
|
|
USD |
|
|
|
1,173 |
|
|
|
KRW |
|
|
|
1,380,685 |
|
|
|
(11 |
) |
Morgan Stanley |
|
|
01/11/22 |
|
|
|
ILS |
|
|
|
8,000 |
|
|
|
USD |
|
|
|
2,557 |
|
|
|
(13 |
) |
Morgan Stanley |
|
|
03/08/22 |
|
|
|
EUR |
|
|
|
828 |
|
|
|
PLN |
|
|
|
3,837 |
|
|
|
6 |
|
Morgan Stanley |
|
|
01/21/22 |
|
|
|
EUR |
|
|
|
1,032 |
|
|
|
PLN |
|
|
|
4,724 |
|
|
|
(3 |
) |
Morgan Stanley |
|
|
02/02/22 |
|
|
|
USD |
|
|
|
12,275 |
|
|
|
BRL |
|
|
|
69,926 |
|
|
|
191 |
|
Morgan Stanley |
|
|
02/02/22 |
|
|
|
EGP |
|
|
|
37,845 |
|
|
|
USD |
|
|
|
2,351 |
|
|
|
(54 |
) |
Morgan Stanley |
|
|
02/09/22 - 03/02/22 |
|
|
|
USD |
|
|
|
3,872 |
|
|
|
IDR |
|
|
|
56,096,601 |
|
|
|
60 |
|
Morgan Stanley |
|
|
02/09/22 |
|
|
|
IDR |
|
|
|
19,057,793 |
|
|
|
USD |
|
|
|
1,328 |
|
|
|
(10 |
) |
Morgan Stanley |
|
|
02/22/22 |
|
|
|
USD |
|
|
|
1,736 |
|
|
|
CNY |
|
|
|
11,137 |
|
|
|
10 |
|
Morgan Stanley |
|
|
02/22/22 |
|
|
|
CNY |
|
|
|
5,591 |
|
|
|
USD |
|
|
|
869 |
|
|
|
(8 |
) |
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
Emerging Markets Debt Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Standard Bank |
|
|
01/19/22 |
|
|
|
USD |
|
|
|
2,346 |
|
|
|
EUR |
|
|
|
2,068 |
|
|
$ |
6 |
|
Standard Bank |
|
|
02/03/22 |
|
|
|
USD |
|
|
|
3,813 |
|
|
|
EUR |
|
|
|
3,294 |
|
|
|
(65 |
) |
Standard Bank |
|
|
02/03/22 |
|
|
|
EUR |
|
|
|
14,436 |
|
|
|
USD |
|
|
|
16,713 |
|
|
|
288 |
|
Standard Bank |
|
|
03/03/22 |
|
|
|
EUR |
|
|
|
13,323 |
|
|
|
USD |
|
|
|
15,130 |
|
|
|
(36 |
) |
Standard Bank |
|
|
03/03/22 |
|
|
|
USD |
|
|
|
2,086 |
|
|
|
BRL |
|
|
|
11,975 |
|
|
|
35 |
|
Standard Bank |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
907 |
|
|
|
IDR |
|
|
|
13,131,152 |
|
|
|
12 |
|
Standard Bank |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
1,396 |
|
|
|
PEN |
|
|
|
5,711 |
|
|
|
35 |
|
Standard Bank |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
3,340 |
|
|
|
MYR |
|
|
|
14,179 |
|
|
|
65 |
|
Standard Bank |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
3,589 |
|
|
|
CLP |
|
|
|
3,038,181 |
|
|
|
(58 |
) |
Standard Bank |
|
|
03/16/22 |
|
|
|
THB |
|
|
|
40,665 |
|
|
|
USD |
|
|
|
1,204 |
|
|
|
(13 |
) |
Standard Bank |
|
|
03/16/22 |
|
|
|
COP |
|
|
|
37,535,555 |
|
|
|
USD |
|
|
|
9,414 |
|
|
|
253 |
|
Standard Chartered |
|
|
01/03/22 |
|
|
|
USD |
|
|
|
1,215 |
|
|
|
PHP |
|
|
|
60,690 |
|
|
|
(25 |
) |
Standard Chartered |
|
|
01/03/22 - 01/20/22 |
|
|
|
PHP |
|
|
|
266,008 |
|
|
|
USD |
|
|
|
5,283 |
|
|
|
78 |
|
Standard Chartered |
|
|
01/10/22 |
|
|
|
TWD |
|
|
|
66,348 |
|
|
|
USD |
|
|
|
2,398 |
|
|
|
— |
|
Standard Chartered |
|
|
01/21/22 |
|
|
|
PLN |
|
|
|
4,503 |
|
|
|
EUR |
|
|
|
979 |
|
|
|
(3 |
) |
Standard Chartered |
|
|
01/24/22 |
|
|
|
KRW |
|
|
|
400,531 |
|
|
|
USD |
|
|
|
340 |
|
|
|
3 |
|
Standard Chartered |
|
|
02/02/22 |
|
|
|
USD |
|
|
|
1,681 |
|
|
|
BRL |
|
|
|
9,647 |
|
|
|
38 |
|
Standard Chartered |
|
|
02/02/22 |
|
|
|
BRL |
|
|
|
5,120 |
|
|
|
USD |
|
|
|
909 |
|
|
|
(3 |
) |
Standard Chartered |
|
|
02/09/22 |
|
|
|
USD |
|
|
|
296 |
|
|
|
IDR |
|
|
|
4,264,659 |
|
|
|
3 |
|
Standard Chartered |
|
|
06/30/22 |
|
|
|
EUR |
|
|
|
191 |
|
|
|
RON |
|
|
|
974 |
|
|
|
1 |
|
State Street |
|
|
01/05/22 |
|
|
|
EUR |
|
|
|
466 |
|
|
|
USD |
|
|
|
528 |
|
|
|
(2 |
) |
State Street |
|
|
02/03/22 |
|
|
|
USD |
|
|
|
348 |
|
|
|
EUR |
|
|
|
310 |
|
|
|
5 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
3,457 |
|
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
Emerging Markets Debt Fund (Continued)
A list of open OTC swap agreements held by the Fund at December 31, 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) |
|
JPMorgan Chase |
|
|
1-DAY-CLP - CLICP |
|
|
|
3.430% |
|
|
|
Semi-Annually |
|
|
|
05/10/2022 |
|
|
|
CLP |
|
|
|
420,527 |
|
|
$ |
2 |
|
|
$ |
– |
|
|
$ |
2 |
|
Goldman Sachs |
|
|
28-DAY MXN - TIIE |
|
|
|
5.900% |
|
|
|
Monthly |
|
|
|
09/12/2022 |
|
|
|
MXN |
|
|
|
75,956 |
|
|
|
(18 |
) |
|
|
– |
|
|
|
(18 |
) |
Goldman Sachs |
|
|
1-DAY BRL - CETIP |
|
|
|
11.985% |
|
|
|
Annually |
|
|
|
01/02/2023 |
|
|
|
BRL |
|
|
|
3,000 |
|
|
|
247 |
|
|
|
– |
|
|
|
247 |
|
Goldman Sachs |
|
|
1-DAY BRL - CETIP |
|
|
|
10.04% |
|
|
|
Annually |
|
|
|
01/03/2023 |
|
|
|
BRL |
|
|
|
5,012 |
|
|
|
292 |
|
|
|
– |
|
|
|
292 |
|
Goldman Sachs |
|
|
3-MONTH RUB - MosPrime |
|
|
|
7.072% |
|
|
|
Annually |
|
|
|
04/02/2023 |
|
|
|
RUB |
|
|
|
715,570 |
|
|
|
177 |
|
|
|
– |
|
|
|
177 |
|
JPMorgan Chase |
|
|
2.48% |
|
|
|
3-MONTH MYR - KLIBOR |
|
|
|
Quarterly |
|
|
|
10/27/2023 |
|
|
|
MYR |
|
|
|
26,000 |
|
|
|
(3 |
) |
|
|
– |
|
|
|
(3 |
) |
Goldman Sachs |
|
|
7.981% FIXED |
|
|
|
3-MONTH ROB - MosPrime |
|
|
|
Annually |
|
|
|
10/04/2024 |
|
|
|
RUB |
|
|
|
321,998 |
|
|
|
(141 |
) |
|
|
– |
|
|
|
(141 |
) |
Goldman Sachs |
|
|
28-DAY MXN - TIIE |
|
|
|
6.355% |
|
|
|
Monthly |
|
|
|
05/21/2025 |
|
|
|
MXN |
|
|
|
23,145 |
|
|
|
(37 |
) |
|
|
– |
|
|
|
(37 |
) |
Goldman Sachs |
|
|
28-DAY MXN - TIIE |
|
|
|
6.205% |
|
|
|
Monthly |
|
|
|
12/08/2025 |
|
|
|
MXN |
|
|
|
16,624 |
|
|
|
(34 |
) |
|
|
– |
|
|
|
(34 |
) |
Goldman Sachs |
|
|
28-DAY MXN - TIIE |
|
|
|
6.165% |
|
|
|
Monthly |
|
|
|
03/05/2026 |
|
|
|
MXN |
|
|
|
47,200 |
|
|
|
(104 |
) |
|
|
– |
|
|
|
(104 |
) |
JPMorgan Chase |
|
|
28-DAY MXN - TIIE |
|
|
|
6.13% |
|
|
|
Monthly |
|
|
|
06/18/2026 |
|
|
|
MXN |
|
|
|
40,000 |
|
|
|
(97 |
) |
|
|
– |
|
|
|
(97 |
) |
Citibank |
|
|
1.8775 % FIXED |
|
|
|
6-MONTH CZK - PRIBOR |
|
|
|
Annually |
|
|
|
07/09/2026 |
|
|
|
CZK |
|
|
|
39,645 |
|
|
|
(146 |
) |
|
|
– |
|
|
|
(146 |
) |
Citibank |
|
|
1.822 % FIXED |
|
|
|
6-MONTH CZK - PRIBOR |
|
|
|
Annually |
|
|
|
07/12/2026 |
|
|
|
CZK |
|
|
|
65,750 |
|
|
|
(249 |
) |
|
|
– |
|
|
|
(249 |
) |
Citibank |
|
|
1.8282% FIXED |
|
|
|
6-MONTH CZK - PRIBOR |
|
|
|
Annually |
|
|
|
07/12/2026 |
|
|
|
CZK |
|
|
|
70,763 |
|
|
|
(267 |
) |
|
|
– |
|
|
|
(267 |
) |
Goldman Sachs |
|
|
2.158 % FIXED |
|
|
|
6-MONTH CZK - PRIBOR |
|
|
|
Annually |
|
|
|
08/30/2026 |
|
|
|
CZK |
|
|
|
89,310 |
|
|
|
(275 |
) |
|
|
– |
|
|
|
(275 |
) |
Goldman Sachs |
|
|
28-DAY MXN - TIIE |
|
|
|
6.381% |
|
|
|
Monthly |
|
|
|
09/16/2026 |
|
|
|
MXN |
|
|
|
26,000 |
|
|
|
(53 |
) |
|
|
– |
|
|
|
(53 |
) |
Goldman Sachs |
|
|
5.3397 |
|
|
|
6-MONTH FBIL - MIBOR |
|
|
|
Semi-Annually |
|
|
|
12/09/2026 |
|
|
|
INR |
|
|
|
1,048,500 |
|
|
|
(35 |
) |
|
|
– |
|
|
|
(35 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(741 |
) |
|
$ |
– |
|
|
$ |
(741 |
) |
A list of open centrally cleared swap agreements held by the Fund at December 31, 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-DAY BRL - CETIP |
|
|
5.89% |
|
|
|
Annually |
|
|
|
01/03/2022 |
|
|
|
BRL |
|
|
|
27,057 |
|
|
$ |
(1 |
) |
|
$ |
– |
|
|
$ |
(1 |
) |
1-DAY-CLP - CLICP |
|
|
.36% |
|
|
|
Semi-Annually |
|
|
|
06/17/2025 |
|
|
|
CLP |
|
|
|
1,931,133 |
|
|
|
(288 |
) |
|
|
– |
|
|
|
(288 |
) |
1-DAY-CLP - CLICP |
|
|
1.16% |
|
|
|
Semi-Annually |
|
|
|
06/23/2025 |
|
|
|
CLP |
|
|
|
2,335,691 |
|
|
|
(368 |
) |
|
|
– |
|
|
|
(368 |
) |
28-DAY MXN - TIIE |
|
|
4.85 FIXED |
|
|
|
Monthly |
|
|
|
07/25/2025 |
|
|
|
MXN |
|
|
|
6,144 |
|
|
|
(24 |
) |
|
|
– |
|
|
|
(24 |
) |
0.995% |
|
|
6-MONTH THB - BKIBOR |
|
|
|
Semi-Annually |
|
|
|
03/01/2026 |
|
|
|
THB |
|
|
|
91,000 |
|
|
|
38 |
|
|
|
– |
|
|
|
38 |
|
1.1% |
|
|
6-MONTH THB - BKIBOR |
|
|
|
Semi-Annually |
|
|
|
03/10/2026 |
|
|
|
THB |
|
|
|
95,000 |
|
|
|
29 |
|
|
|
– |
|
|
|
29 |
|
1-DAY-CLP – CLICP |
|
|
.26% |
|
|
|
Semi-Annually |
|
|
|
03/16/2026 |
|
|
|
CLP |
|
|
|
1,623,158 |
|
|
|
(225 |
) |
|
|
– |
|
|
|
(225 |
) |
28-DAY MXN - TIIE |
|
|
.815% |
|
|
|
Monthly |
|
|
|
04/06/2026 |
|
|
|
MXN |
|
|
|
27,590 |
|
|
|
(80 |
) |
|
|
– |
|
|
|
(80 |
) |
5.145% FIXED |
|
|
1-DAY FBIL - MIBOR |
|
|
|
Semi-Annually |
|
|
|
08/27/2026 |
|
|
|
INR |
|
|
|
200,000 |
|
|
|
13 |
|
|
|
– |
|
|
|
13 |
|
5.148% FIXED |
|
|
1-DAY FBIL - MIBOR |
|
|
|
Semi-Annually |
|
|
|
09/02/2026 |
|
|
|
INR |
|
|
|
200,000 |
|
|
|
13 |
|
|
|
– |
|
|
|
13 |
|
0.733 FIXED |
|
|
3-MONTH TWD - TAIBOR |
|
|
|
Quarterly |
|
|
|
09/30/2026 |
|
|
|
TWD |
|
|
|
67,400 |
|
|
|
4 |
|
|
|
– |
|
|
|
4 |
|
0.742% FIXED |
|
|
3-MONTH TWD - TAIBOR |
|
|
|
Quarterly |
|
|
|
10/07/2026 |
|
|
|
TWD |
|
|
|
68,000 |
|
|
|
3 |
|
|
|
– |
|
|
|
3 |
|
.875% |
|
|
3-MONTH TWD - TAIBOR |
|
|
|
Quarterly |
|
|
|
10/26/2026 |
|
|
|
TWD |
|
|
|
70,000 |
|
|
|
(12 |
) |
|
|
– |
|
|
|
(12 |
) |
2.99% FIXED |
|
|
6-MONTH PLN - WIBOR |
|
|
|
Semi-Annually |
|
|
|
11/08/2026 |
|
|
|
PLN |
|
|
|
20,425 |
|
|
|
154 |
|
|
|
– |
|
|
|
154 |
|
6-MONTH CZK - PRIBOR |
|
|
3.25% |
|
|
|
Semi-Annually |
|
|
|
11/22/2026 |
|
|
|
CZK |
|
|
|
65,964 |
|
|
|
(76 |
) |
|
|
– |
|
|
|
(76 |
) |
28-DAY MXN - TIIE |
|
|
.45% FIXED |
|
|
|
Monthly |
|
|
|
04/01/2025 |
|
|
|
MXN |
|
|
|
27,064 |
|
|
|
(37 |
) |
|
|
– |
|
|
|
(37 |
) |
3.33 |
|
|
6-MONTH CZK - PRIBOR |
|
|
|
Semi-Annually |
|
|
|
11/25/2026 |
|
|
|
CZK |
|
|
|
62,485 |
|
|
|
(61 |
) |
|
|
– |
|
|
|
(61 |
) |
10.29 % FIXED |
|
|
1-DAY BRL - CETIP |
|
|
|
Annually |
|
|
|
01/04/2027 |
|
|
|
BRL |
|
|
|
2,660 |
|
|
|
3 |
|
|
|
– |
|
|
|
3 |
|
28-DAY MXN - TIIE |
|
|
7.51% |
|
|
|
Monthly |
|
|
|
04/20/2027 |
|
|
|
MXN |
|
|
|
8,110 |
|
|
|
2 |
|
|
|
– |
|
|
|
2 |
|
5.37 |
|
|
1-DAY COP- COLUMBIA IBR |
|
|
|
Quarterly |
|
|
|
06/21/2029 |
|
|
|
COP |
|
|
|
1,800,000 |
|
|
|
24 |
|
|
|
– |
|
|
|
24 |
|
6.9225% |
|
|
28-DAY MXN - TIIE |
|
|
|
Monthly |
|
|
|
08/31/2029 |
|
|
|
MXN |
|
|
|
42,602 |
|
|
|
69 |
|
|
|
– |
|
|
|
69 |
|
6.82% |
|
|
28-DAY MXN - TIIE |
|
|
|
Monthly |
|
|
|
09/10/2029 |
|
|
|
MXN |
|
|
|
17,915 |
|
|
|
34 |
|
|
|
– |
|
|
|
34 |
|
6-MONTH PLN - WIBOR |
|
|
1.75% |
|
|
|
Annually |
|
|
|
02/26/2030 |
|
|
|
PLN |
|
|
|
4,531 |
|
|
|
(140 |
) |
|
|
– |
|
|
|
(140 |
) |
1-DAY COP- COLUMBIA IBR |
|
|
5.47% |
|
|
|
Quarterly |
|
|
|
03/11/2030 |
|
|
|
COP |
|
|
|
879,919 |
|
|
|
12 |
|
|
|
– |
|
|
|
12 |
|
.33% |
|
|
1-DAY-CLP - CLICP |
|
|
|
Semi-Annually |
|
|
|
06/05/2030 |
|
|
|
CLP |
|
|
|
830,041 |
|
|
|
150 |
|
|
|
– |
|
|
|
150 |
|
.21% |
|
|
1-DAY COP- COLUMBIA IBR |
|
|
|
Quarterly |
|
|
|
07/08/2030 |
|
|
|
COP |
|
|
|
266,911 |
|
|
|
(9 |
) |
|
|
– |
|
|
|
(9 |
) |
1-DAY-CLP - CLICP |
|
|
.145% |
|
|
|
Semi-Annually |
|
|
|
08/24/2030 |
|
|
|
CLP |
|
|
|
444,725 |
|
|
|
(119 |
) |
|
|
– |
|
|
|
(119 |
) |
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 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) |
|
4.88 % |
|
|
1-DAY COP- COLUMBIA IBR |
|
|
|
Quarterly |
|
|
|
03/16/2031 |
|
|
|
COP |
|
|
|
1,954,438 |
|
|
$ |
(51 |
) |
|
$ |
– |
|
|
$ |
(51 |
) |
6-MONTH PLN - WIBOR |
|
|
1.905% |
|
|
|
Annually |
|
|
|
05/18/2031 |
|
|
|
PLN |
|
|
|
2,145 |
|
|
|
(68 |
) |
|
|
– |
|
|
|
(68 |
) |
3.305% FIXED |
|
|
6-MONTH HUF - BUBOR |
|
|
|
Annually |
|
|
|
10/04/2031 |
|
|
|
HUF |
|
|
|
424,147 |
|
|
|
(111 |
) |
|
|
– |
|
|
|
(111 |
) |
7.345 |
|
|
28-DAY MXN - TIIE |
|
|
|
Monthly |
|
|
|
11/10/2031 |
|
|
|
MXN |
|
|
|
15,930 |
|
|
|
(10 |
) |
|
|
– |
|
|
|
(10 |
) |
28-DAY MXN - TIIE |
|
|
7.72% |
|
|
|
Monthly |
|
|
|
12/03/2026 |
|
|
|
MXN |
|
|
|
8,000 |
|
|
|
5 |
|
|
|
– |
|
|
|
5 |
|
1-DAY BRL - CETIP |
|
|
.455% |
|
|
|
Annually |
|
|
|
01/02/2025 |
|
|
|
BRL |
|
|
|
3,591 |
|
|
|
(70 |
) |
|
|
– |
|
|
|
(70 |
) |
1-DAY BRL - CETIP |
|
|
6.82% |
|
|
|
Annually |
|
|
|
01/02/2025 |
|
|
|
BRL |
|
|
|
3,362 |
|
|
|
(66 |
) |
|
|
– |
|
|
|
(66 |
) |
1-DAY BRL - CETIP |
|
|
.65% |
|
|
|
Annually |
|
|
|
01/02/2025 |
|
|
|
BRL |
|
|
|
12,389 |
|
|
|
(309 |
) |
|
|
– |
|
|
|
(309 |
) |
1-DAY BRL - CETIP |
|
|
2.99% |
|
|
|
Annually |
|
|
|
01/03/2022 |
|
|
|
BRL |
|
|
|
20,697 |
|
|
|
(1 |
) |
|
|
– |
|
|
|
(1 |
) |
1-DAY BRL - CETIP |
|
|
.885 FIXED |
|
|
|
Annually |
|
|
|
01/03/2022 |
|
|
|
BRL |
|
|
|
15,625 |
|
|
|
(1 |
) |
|
|
– |
|
|
|
(1 |
) |
28-DAY MXN - TIIE |
|
|
6.745% |
|
|
|
Monthly |
|
|
|
06/23/2022 |
|
|
|
MXN |
|
|
|
26,758 |
|
|
|
3 |
|
|
|
– |
|
|
|
3 |
|
28-DAY MXN - TIIE |
|
|
6.71% |
|
|
|
Monthly |
|
|
|
07/07/2022 |
|
|
|
MXN |
|
|
|
37,637 |
|
|
|
3 |
|
|
|
– |
|
|
|
3 |
|
1-DAY BRL - CETIP |
|
|
.43% |
|
|
|
Annually |
|
|
|
01/02/2023 |
|
|
|
BRL |
|
|
|
12,558 |
|
|
|
156 |
|
|
|
– |
|
|
|
156 |
|
1-DAY BRL - CETIP |
|
|
5.25% |
|
|
|
Annually |
|
|
|
01/02/2023 |
|
|
|
BRL |
|
|
|
11,519 |
|
|
|
(133 |
) |
|
|
– |
|
|
|
(133 |
) |
1-DAY BRL - CETIP |
|
|
6.61% |
|
|
|
Annually |
|
|
|
01/02/2023 |
|
|
|
BRL |
|
|
|
4,693 |
|
|
|
(44 |
) |
|
|
– |
|
|
|
(44 |
) |
1-DAY BRL - CETIP |
|
|
5.655 |
|
|
|
Annually |
|
|
|
01/02/2023 |
|
|
|
BRL |
|
|
|
2,705 |
|
|
|
(30 |
) |
|
|
– |
|
|
|
(30 |
) |
1-DAY BRL - CETIP |
|
|
9.255% |
|
|
|
Annually |
|
|
|
01/02/2023 |
|
|
|
BRL |
|
|
|
2,368 |
|
|
|
(13 |
) |
|
|
– |
|
|
|
(13 |
) |
1-DAY BRL - CETIP |
|
|
.77 FIXED |
|
|
|
Annually |
|
|
|
01/02/2023 |
|
|
|
BRL |
|
|
|
6,361 |
|
|
|
(57 |
) |
|
|
– |
|
|
|
(57 |
) |
1-DAY BRL - CETIP |
|
|
.23 FIXED |
|
|
|
Annually |
|
|
|
01/02/2023 |
|
|
|
BRL |
|
|
|
5,579 |
|
|
|
(55 |
) |
|
|
– |
|
|
|
(55 |
) |
28-DAY MXN - TIIE |
|
|
.55% FIXED |
|
|
|
Monthly |
|
|
|
04/13/2023 |
|
|
|
MXN |
|
|
|
52,615 |
|
|
|
(50 |
) |
|
|
– |
|
|
|
(50 |
) |
7.192 % FIXED |
|
|
3-MONTH RUB - MosPrime |
|
|
|
Annually |
|
|
|
07/27/2023 |
|
|
|
RUB |
|
|
|
1,287,604 |
|
|
|
(404 |
) |
|
|
– |
|
|
|
(404 |
) |
0.8525% |
|
|
6-MONTH THB - BKIBOR |
|
|
|
Semi-Annually |
|
|
|
11/01/2023 |
|
|
|
THB |
|
|
|
202,000 |
|
|
|
6 |
|
|
|
– |
|
|
|
6 |
|
6-MONTH CZK - PRIBOR |
|
|
3.76% |
|
|
|
Annually |
|
|
|
11/22/2023 |
|
|
|
CZK |
|
|
|
188,903 |
|
|
|
(98 |
) |
|
|
– |
|
|
|
(98 |
) |
28-DAY MXN - TIIE |
|
|
.01% |
|
|
|
Monthly |
|
|
|
11/22/2023 |
|
|
|
MXN |
|
|
|
148,276 |
|
|
|
(182 |
) |
|
|
– |
|
|
|
(182 |
) |
3.795 |
|
|
6-MONTH CZK - PRIBOR |
|
|
|
Annually |
|
|
|
11/25/2023 |
|
|
|
CZK |
|
|
|
178,343 |
|
|
|
(87 |
) |
|
|
– |
|
|
|
(87 |
) |
7.7325% FIXED |
|
|
1-DAY BRL - CETIP |
|
|
|
Annually |
|
|
|
01/02/2025 |
|
|
|
BRL |
|
|
|
10,902 |
|
|
|
(153 |
) |
|
|
– |
|
|
|
(153 |
) |
1-DAY BRL - CETIP |
|
|
.77 FIXED |
|
|
|
Annually |
|
|
|
01/02/2025 |
|
|
|
BRL |
|
|
|
4,102 |
|
|
|
(82 |
) |
|
|
– |
|
|
|
(82 |
) |
2.465% FXIED |
|
|
6-MONTH CZK - PRIBOR |
|
|
|
Annually |
|
|
|
09/21/2024 |
|
|
|
CZK |
|
|
|
89,830 |
|
|
|
(172 |
) |
|
|
– |
|
|
|
(172 |
) |
28-DAY MXN - TIIE |
|
|
.47% |
|
|
|
Monthly |
|
|
|
06/19/2024 |
|
|
|
MXN |
|
|
|
95,833 |
|
|
|
(91 |
) |
|
|
– |
|
|
|
(91 |
) |
1.9865% |
|
|
6-MONTH PLN - WIBOR |
|
|
|
Semi-Annually |
|
|
|
03/25/2024 |
|
|
|
PLN |
|
|
|
12,430 |
|
|
|
110 |
|
|
|
– |
|
|
|
110 |
|
28-DAY MXN - TIIE |
|
|
.1525% |
|
|
|
Monthly |
|
|
|
02/22/2024 |
|
|
|
MXN |
|
|
|
123,473 |
|
|
|
(140 |
) |
|
|
– |
|
|
|
(140 |
) |
7.375 |
|
|
28-DAY MXN - TIIE |
|
|
|
Monthly |
|
|
|
11/10/2031 |
|
|
|
MXN |
|
|
|
19,827 |
|
|
|
(10 |
) |
|
|
– |
|
|
|
(10 |
) |
1-DAY BRL - CETIP |
|
|
.99% |
|
|
|
Annually |
|
|
|
01/02/2024 |
|
|
|
BRL |
|
|
|
6,670 |
|
|
|
(131 |
) |
|
|
– |
|
|
|
(131 |
) |
1-DAY BRL - CETIP |
|
|
5.715% |
|
|
|
Annually |
|
|
|
01/02/2024 |
|
|
|
BRL |
|
|
|
3,999 |
|
|
|
(70 |
) |
|
|
– |
|
|
|
(70 |
) |
1-DAY BRL - CETIP |
|
|
.5 FIXED |
|
|
|
Annually |
|
|
|
01/02/2024 |
|
|
|
BRL |
|
|
|
4,808 |
|
|
|
(75 |
) |
|
|
– |
|
|
|
(75 |
) |
1-DAY BRL - CETIP |
|
|
5.9725% |
|
|
|
Annually |
|
|
|
01/02/2024 |
|
|
|
BRL |
|
|
|
5,677 |
|
|
|
(95 |
) |
|
|
– |
|
|
|
(95 |
) |
1-DAY BRL - CETIP |
|
|
5.56 % |
|
|
|
Annually |
|
|
|
01/02/2024 |
|
|
|
BRL |
|
|
|
18,819 |
|
|
|
(348 |
) |
|
|
– |
|
|
|
(348 |
) |
1-DAY BRL - CETIP |
|
|
.76% |
|
|
|
Annually |
|
|
|
01/02/2024 |
|
|
|
BRL |
|
|
|
8,953 |
|
|
|
(161 |
) |
|
|
– |
|
|
|
(161 |
) |
.45% FIXED |
|
|
1-DAY BRL - CETIP |
|
|
|
Annually |
|
|
|
01/02/2024 |
|
|
|
BRL |
|
|
|
9,407 |
|
|
|
(109 |
) |
|
|
– |
|
|
|
(109 |
) |
1-DAY BRL - CETIP |
|
|
4.835% |
|
|
|
Annually |
|
|
|
01/02/2024 |
|
|
|
BRL |
|
|
|
21,544 |
|
|
|
(441 |
) |
|
|
– |
|
|
|
(441 |
) |
6-MONTH HUF - BUBOR |
|
|
3.69% |
|
|
|
Annually |
|
|
|
11/11/2031 |
|
|
|
HUF |
|
|
|
345,651 |
|
|
|
62 |
|
|
|
– |
|
|
|
62 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(4,465 |
) |
|
$ |
– |
|
|
$ |
(4,465 |
) |
|
Percentages are based on Net Assets of $1,527,435 ($ Thousands). |
** |
The rate reported is the 7-day effective yield as of December 31, 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 December 31, 2021, the value of these securities amounted to $226,032 ($ Thousands), representing 14.8% 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 December 31, 2021. The total market value of securities on loan at December 31, 2021 was $30,388 ($ Thousands). |
(D) |
Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. |
(E) |
Perpetual security with no stated maturity date. |
(F) |
Security is in default on interest payment. |
(G) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2021 was $30,083 ($ Thousands). |
(H) |
Zero coupon security. The rate shown on the Schedule of Investments is the security's effective
yield at the time of purchase. |
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
Emerging Markets Debt Fund (Continued)
AUD — Australian Dollar |
BRL — Brazilian Real |
BUBOR— Budapest Interbank Offered Rate |
CETIP— Central of Custody and Financial Settlement of Securities |
CLICP — Sinacofi Chile Interbank Rate Avg |
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 |
FBIL — Financial Benchmarks India Pvt. Ltd. |
GHS — Ghanaian Cedi |
HUF — Hungarian Forint |
ICE— Intercontinental Exchange |
IDR — Indonesian Rupiah |
ILS — Israeli New Sheckels |
INR — Indian Rupee |
JPY — Japanese Yen |
JSC — Joint-Stock Company |
KLIBOR — Kuala Lumpur Interbank Offered Rate |
KRW — Korean Won |
KZT - Kazakhstani Tenge |
LIBOR— London Interbank Offered Rate |
LLC — Limited Liability Company |
L.P. — Limited Partnership |
Ltd. — Limited |
MIBOR — Mumbai InterBank Overnight Rate |
MosPrime— Moscow Prime Offered Rate |
MTN — Medium Term Note |
MXN — Mexican Peso |
MYR — Malaysian Ringgit |
OTC — Over The Counter |
PEN — Peruvian Nuevo Sol |
PHP— Philippine Peso |
PJSC — Public Joint-Stock Company |
PLC — Public Limited Company |
PLN — Polish Zloty |
PRIBOR— Prague Interbank Offered Rate |
RON — Romanian Leu |
RSD — Serbian Dinar |
RUB — Russian Ruble |
Ser — Series |
SGD — Singapore Dollar |
TAIBOR — Taipei Interbank Offered Rate |
THB — Thai Baht |
TIIE — Interbank Equilibrium Interest Rate |
TRY — Turkish Lira |
TWD — Taiwan Dollar |
UAH — Ukrainian Hryvnia |
UGX — Ugandan Shilling |
ULC — Unlimited Liability Company |
USD — U.S. Dollar |
UYU — Uruguayan Peso |
WIBOR— Warsaw Interbank Offered Rate |
VAR — Variable Rate |
VND — Vietnamese Dong |
ZAR — South African Rand |
ZMW — Zambian Kwacha |
SEI Institutional International Trust / Quarterly Report / December 31, 2021
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2021
Emerging Markets Debt Fund (Concluded)
The following is a list of the level of inputs used as of December 31, 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 |
|
|
– |
|
|
|
1,448,446 |
|
|
|
– |
|
|
|
1,448,446 |
|
U.S. Treasury Obligation |
|
|
– |
|
|
|
2,291 |
|
|
|
– |
|
|
|
2,291 |
|
Affiliated Partnership |
|
|
– |
|
|
|
30,083 |
|
|
|
– |
|
|
|
30,083 |
|
Total Investments in Securities |
|
|
– |
|
|
|
1,480,820 |
|
|
|
– |
|
|
|
1,480,820 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
1,531 |
|
|
|
– |
|
|
|
– |
|
|
|
1,531 |
|
Unrealized Depreciation |
|
|
(39 |
) |
|
|
– |
|
|
|
– |
|
|
|
(39 |
) |
Forwards Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
6,785 |
|
|
|
– |
|
|
|
6,785 |
|
Unrealized Depreciation |
|
|
– |
|
|
|
(3,328 |
) |
|
|
– |
|
|
|
(3,328 |
) |
OTC Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest Rate Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
718 |
|
|
|
– |
|
|
|
718 |
|
Unrealized Depreciation |
|
|
– |
|
|
|
(1,459 |
) |
|
|
– |
|
|
|
(1,459 |
) |
Centrally Cleared Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest Rate Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
893 |
|
|
|
– |
|
|
|
893 |
|
Unrealized Depreciation |
|
|
– |
|
|
|
(5,358 |
) |
|
|
– |
|
|
|
(5,358 |
) |
Total Other Financial Instruments |
|
|
1,492 |
|
|
|
(1,749 |
) |
|
|
– |
|
|
|
(257 |
) |
|
*
|
Futures contracts, forwards contracts and swaps are valued at the unrealized appreciation (depreciation) on the instrument.
|
For the period ended December 31, 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 December 31, 2021 ($ Thousands):
Security Description |
|
Value 9/30/2021 |
|
|
Purchases at Cost |
|
|
Proceeds from Sales |
|
|
Realized Gain/ (Loss) |
|
|
Change in Unrealized Appreciation/(Depreciation) |
|
|
Value 12/31/2021 |
|
|
Shares |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, L.P. |
|
$ |
51,021 |
|
|
$ |
35,530 |
|
|
$ |
(56,468 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
30,083 |
|
|
|
30,078,476 |
|
|
$ |
42 |
|
|
$ |
— |
|
Amount designated as “-” are $0 or have been rounded to $0.
SEI Institutional International Trust / Quarterly Report / December 31, 2021