0001752724-22-197950.txt : 20220826 0001752724-22-197950.hdr.sgml : 20220826 20220826160327 ACCESSION NUMBER: 0001752724-22-197950 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220630 FILED AS OF DATE: 20220826 DATE AS OF CHANGE: 20220826 PERIOD START: 20220930 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SEI INSTITUTIONAL INTERNATIONAL TRUST CENTRAL INDEX KEY: 0000835597 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-05601 FILM NUMBER: 221205176 BUSINESS ADDRESS: STREET 1: SEI INVESTMENTS ATTN: CAREN ROSCH STREET 2: 1FREEDOM CIRCLE DRIVE CITY: OAKS STATE: PA ZIP: 19456 BUSINESS PHONE: 610 676-3097 MAIL ADDRESS: STREET 1: SEI INVESTMENTS ATTN: CAREN ROSCH STREET 2: 1FREEDOM CIRCLE DRIVE CITY: OAKS STATE: PA ZIP: 19456 FORMER COMPANY: FORMER CONFORMED NAME: SEI INTERNATIONAL TRUST DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: SEI WEALTH MANAGEMENT TRUST DATE OF NAME CHANGE: 19900129 0000835597 S000006420 SIT EMERGING MARKETS EQUITY FUND C000017609 SIT EMERGING MARKETS EQUITY FUND - CLASS F, effective 1-31-2017 (formerly Class A) SIEMX C000147409 Class Y SEQFX NPORT-P 1 primary_doc.xml NPORT-P false 0000835597 XXXXXXXX S000006420 C000017609 C000147409 SEI INSTITUTIONAL INTERNATIONAL TRUST 811-05601 0000835597 E8Z427H460ISEID6A824 ONE FREEDOM VALLEY DRIVE OAKS 19456 8003425734 SIT Emerging Markets Equity Fund S000006420 24RJPIO3CUAJ3NZPFZ11 2022-09-30 2022-06-30 N 1557934630.23 20065800.95 1537868829.28 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 31224988.34000000 N Erste Group Bank AG PQOH26KWDF7CG10L6792 ERSTE GROUP BANK AG COMMON STOCK N/A 59869.00000000 NS 1514672.62000000 0.098491665294 Long EC AT N 1 N N N IHH HEALTHCARE BERHAD N/A IHH HEALTHCARE BHD COMMON STOCK N/A 272797.00000000 NS 399215.12000000 0.025958983783 Long EC MY N 1 N N N Samsung Electronics Co., Ltd. 9884007ER46L6N7EI764 Samsung Electronics Co Ltd PREFERRED STOCK N/A 164339.00000000 NS 6581660.51000000 0.427972814370 Long EP KR N 1 N N N SILERGY CORP. 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N/A 5325000.00000000 ZAR 329963.88000000 USD 2022-07-01 4921.91000000 N N N Hapvida Participacoes e Investimentos S/A N/A HAPVIDA PARTICIPACOES E INVE COMMON STOCK N/A 2963607.20170000 NS 3094263.32000000 0.201204632091 Long EC BR Y 1 N N N INFOSYS LIMITED 335800TYLGG93MM7PR89 INFOSYS LTD COMMON STOCK N/A 300942.00000000 NS 5570889.99000000 0.362247409137 Long EC IN N 1 N N N DLF LIMITED 335800PJLUEOB8914F48 DLF LTD COMMON STOCK N/A 179081.00000000 NS 709090.24000000 0.046108629455 Long EC IN N 1 N N N Gold Fields Limited 5299003KXIBJQYCBBD72 GOLD FIELDS LTD-SPONS ADR DEPOSITARY RECEIPT 38059T106 663859.00000000 NS USD 6054394.08000000 0.393687287545 Long EC US N 1 N N N SHINSEGAE Inc. 9884005BGBN4CVNXZ186 SHINSEGAE INC COMMON STOCK N/A 4133.00000000 NS 693926.37000000 0.045122598025 Long EC KR N 1 N N N FIRST QUANTUM MINERALS LTD. 549300I7UVBGWRYMYZ18 FIRST QUANTUM MINERALS LTD COMMON STOCK 335934105 379738.00000000 NS 7188807.29000000 0.467452565077 Long EC CA N 1 N N N KIA CORPORATION 988400V8MJK9N7OI5X76 KIA CORP COMMON STOCK N/A 153329.00000000 NS 9128413.20000000 0.593575539486 Long EC KR N 1 N N N THE BIDVEST GROUP LIMITED 5299002ARE4TRMIRGM72 BIDVEST GROUP LTD COMMON STOCK N/A 162993.00000000 NS 2085255.78000000 0.135593864723 Long EC ZA N 1 N N N Muyuan Foods Co.,Ltd 3003006NCTDQW4KZR676 MUYUAN FOODS CO LTD-A COMMON STOCK N/A 173500.00000000 NS 1436504.61000000 0.093408786409 Long EC CN N 2 N N N TORRENT POWER LIMITED 335800DJYYJQGAH3OX89 TORRENT POWER LTD COMMON STOCK N/A 263710.00000000 NS 1508178.44000000 0.098069380904 Long EC IN N 1 N N N BHARAT ELECTRONICS LIMITED 335800HS8AOTM9W1F335 BHARAT ELECTRONICS LTD COMMON STOCK Y0881Q141 382104.00000000 NS 1132679.68000000 0.073652554654 Long EC IN N 1 N N N SK hynix Inc. 988400XAIK6XISWQV045 SK HYNIX INC COMMON STOCK N/A 227954.00000000 NS 15976443.31000000 1.038869050846 Long EC KR N 1 N N N INDUSTRIAL BANK OF KOREA 988400RBIWE3YA18PK12 INDUSTRIAL BANK OF KOREA COMMON STOCK N/A 81707.00000000 NS 605376.88000000 0.039364662868 Long EC KR N 1 N N N A-LIVING SMART CITY SERVICES CO., LTD. 3003007MSHCO6ZTTSZ09 A-Living Smart City Services Co., Ltd. COMMON STOCK N/A 603250.00000000 NS 970187.78000000 0.063086510470 Long EC HK Y 1 N N N Cheil Worldwide Inc N/A CHEIL WORLDWIDE INC COMMON STOCK N/A 61031.00000000 NS 1116363.41000000 0.072591588355 Long EC KR N 1 N N N KOSMOS ENERGY LTD. 213800YDFJ3OT9B5P157 KOSMOS ENERGY LTD COMMON STOCK 500688106 127275.00000000 NS USD 787832.25000000 0.051228832719 Long EC US N 1 N N N HENGLI PETROCHEMICAL CO., LTD. N/A HENGLI PETROCHEMICAL CO L-A COMMON STOCK N/A 774400.00000000 NS 2577690.52000000 0.167614459108 Long EC CN N 2 N N N LG Uplus Corp N/A LG UPLUS CORP COMMON STOCK N/A 16095.00000000 NS 158049.33000000 0.010277165840 Long EC KR N 1 N N N VEDANTA LIMITED 335800XDKX9KB5EMCO07 VEDANTA LTD COMMON STOCK Y7673N111 118686.00000000 NS 335141.70000000 0.021792606340 Long EC IN N 1 N N N Motherson Sumi Wiring India Ltd 335800Y5S92WUOZT3C60 MOTHERSON SUMI WIRING INDIA COMMON STOCK N/A 687750.00000000 NS 613094.43000000 0.039866496955 Long EC IN N 1 N N N NGERN TID LOR PUBLIC COMPANY LIMITED 254900Z5S144PPIQIP04 NGERN TID LOR PCL-FOREIGN COMMON STOCK N/A 2253400.00000000 NS 1864289.35000000 0.121225511207 Long EC TH N 1 N N N Yintai Gold Co., Ltd. 655600QGA2EHH1HUDW82 YINTAI GOLD CO LTD-A COMMON STOCK N/A 377140.00000000 NS 544351.73000000 0.035396499339 Long EC CN N 2 N N N COSAN S.A. 549300PGFCX2JMKKLC96 COSAN SA COMMON STOCK N/A 1339200.00000000 NS 4658242.84000000 0.302902481103 Long EC BR N 1 N N N China International Capital Corporation Limited 529900OS3SVVTT56QN67 CHINA INTERNATIONAL CAPITA-H COMMON STOCK N/A 1304000.00000000 NS 2778516.49000000 0.180673178173 Long EC HK Y 1 N N N Pou Chen Corporation 25490027LIXQ7W4PBH18 POU CHEN COMMON STOCK N/A 368000.00000000 NS 365110.06000000 0.023741300496 Long EC TW N 1 N N N Central Pattana Public Company Limited N/A CENTRAL PATTANA PUB CO LTD COMMON STOCK N/A 1288900.00000000 NS 2223812.76000000 0.144603539499 Long EC TH N 1 N N N LONGi Green Energy Technology Co., Ltd. 300300NRGAITUP1EZ248 LONGI GREEN ENERGY TECHNOL-A COMMON STOCK N/A 180180.00000000 NS 1802100.78000000 0.117181696233 Long EC CN N 2 N N N VINDA INTERNATIONAL HOLDINGS LIMITED 529900NPG649VG0P5U39 VINDA INTERNATIONAL HOLDINGS COMMON STOCK N/A 554000.00000000 NS 1419073.65000000 0.092275337335 Long EC HK N 1 N N Shanghai International Port (Group) Co., Ltd. 300300DAQ7G1LS22G609 SHANGHAI INTERNATIONAL POR-A COMMON STOCK N/A 1120480.00000000 NS 977703.54000000 0.063575223152 Long EC CN N 2 N N N Banco Bradesco S.A. 549300CTUU1RFXHQJE44 Banco Bradesco SA PREFERRED STOCK N/A 916297.00000000 NS 3012008.04000000 0.195855978263 Long EP BR N 1 N N N Sichuan Kelun Pharmaceutical Co., Ltd. 30030014Z0J8J835FO94 SICHUAN KELUN PHARMACEUTIC-A COMMON STOCK N/A 747398.00000000 NS 2090372.38000000 0.135926571902 Long EC CN N 2 N N N AK ALROSA PAO 894500DKUWVBYZLLE651 ALROSA PJSC COMMON STOCK N/A 605728.00000000 NS 0.01000000 0.000000000650 Long EC RU N 2 N N N Bangkok Dusit Medical Services Public Company Limited N/A BANGKOK DUSIT MED SERVI-NVDR DEPOSITARY RECEIPT N/A 2049516.00000000 NS 1449240.56000000 0.094236942215 Long EC TH N 1 N N N ICICI BANK LIMITED R7RX8ER1V4666J8D1I38 ICICI BANK LTD-SPON ADR DEPOSITARY RECEIPT 45104G104 532773.00000000 NS USD 9451393.02000000 0.614577318952 Long EC US N 1 N N N 2022-06-30 SEI INSTITUTIONAL INTERNATIONAL TRUST Peter Rodriguez Peter Rodriguez CFO XXXX NPORT-EX 2 SIT_Schedule_F.htm SCHEDULE F

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

International Equity Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK — 95.2%

Australia — 3.4%

Adbri Ltd

    140,611     $ 234  

Australia & New Zealand Banking Group Ltd

    47,280       716  

Australian Agricultural Co Ltd *

     31,410       47  

Australian Clinical Labs Ltd

    44,233       140  

BHP Group Ltd

    611,456       17,344  

BlueScope Steel Ltd

    950,979       10,398  

Brickworks Ltd

    6,729       86  

Cogstate Ltd *

     2,086       2  

Commonwealth Bank of Australia

    11,427       710  

Computershare Ltd

    676,699       11,466  

CSL Ltd

    38,318       7,090  

CSR Ltd

    807,866       2,255  

Domino's Pizza Enterprises Ltd

    21,467       1,004  

Elders Ltd

    21,778       188  

Endeavour Group Ltd/Australia

    45,838       239  

Fortescue Metals Group Ltd

    596,779       7,194  

Goodman Group ‡

     205,432       2,520  

GrainCorp Ltd, Cl A

    79,641       521  

Grange Resources Ltd

    118,704       103  

Iluka Resources Ltd

    548,642       3,562  

Imdex Ltd

    91,161       116  

Incitec Pivot Ltd

    2,387,950       5,435  

JB Hi-Fi Ltd

    5,795       153  

Jumbo Interactive Ltd

    12,841       126  

Lynas Rare Earths Ltd *

     23,269       140  

Macquarie Group Ltd

    41,648       4,711  

Mineral Resources Ltd

    40,508       1,345  

National Australia Bank Ltd

    70,998       1,337  

OFX Group Ltd *

     14,631       23  

Orica Ltd

    264,816       2,872  

Orora Ltd

    1,681,935       4,221  

Ramsay Health Care Ltd

    22,120       1,114  

Ridley Corp Ltd

    47,083       58  

Rio Tinto Ltd

    22,152       1,564  

Shaver Shop Group Ltd

    30,839       21  

South32 Ltd

    7,568,396       20,505  

Wesfarmers Ltd

    44,187       1,273  

Whitehaven Coal Ltd

    4,178,286       13,906  

Woolworths Group Ltd

    36,975       905  
              125,644  
                 

Austria — 0.4%

ANDRITZ AG

    72,724       2,923  

Erste Group Bank AG

    1,751       44  

OMV AG

    230,693       10,795  

Raiffeisen Bank International AG *

     39,393       426  

Verbund AG, Cl A

    8,714       850  

Vienna Insurance Group AG Wiener Versicherung Gruppe

    15,025       342  

voestalpine AG

    6,209       132  
              15,512  
                 

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Belgium — 0.2%

Elia Group SA/NV (A)

     7,915     $ 1,119  

Groupe Bruxelles Lambert SA

    13,575       1,131  

Sipef NV

    128       8  

Sofina SA

    3,218       656  

UCB SA

    33,615       2,834  
              5,748  
                 

Brazil — 0.9%

Ambev SA

    6,300,400       16,120  

Gerdau SA ADR

    329,566       1,414  

JBS SA

    1,782,800       10,790  

Petroleo Brasileiro SA ADR

    308,960       3,609  
              31,933  
                 

Canada — 2.5%

Advantage Energy Ltd *

     253,283       1,571  

Alimentation Couche-Tard Inc

    164,065       6,386  

Amerigo Resources Ltd

    25,300       24  

Aritzia Inc *

     67,300       1,818  

Atco Ltd/Canada, Cl I

    36,689       1,254  

Athabasca Oil Corp *

     178,800       345  

Baytex Energy Corp *

     85,600       415  

Birchcliff Energy Ltd

    269,560       1,828  

Black Diamond Group Ltd

    4,100       12  

Canadian National Railway Co

    137,482       15,432  

Canadian Natural Resources Ltd

    24,300       1,303  

Canadian Pacific Railway Ltd

    157,304       10,986  

Canfor Corp *

     120,381       2,095  

Celestica Inc *

     145,600       1,413  

CES Energy Solutions Corp

    17,153       31  

CI Financial Corp (A)

     150,000       1,590  

Crescent Point Energy Corp

    344,200       2,441  

Dexterra Group Inc

    6,200       27  

ECN Capital Corp

    19,800       85  

Empire Co Ltd, Cl A

    136,900       4,208  

Enerplus Corp

    69,631       918  

Ensign Energy Services Inc *

     37,800       99  

EQB Inc

    2,629       108  

Exco Technologies Ltd

    9,200       57  

Fairfax Financial Holdings Ltd

    4,900       2,591  

Finning International Inc

    17,500       368  

First Quantum Minerals Ltd

    385,697       7,302  

Frontera Energy Corp *

     5,400       43  

Gear Energy Ltd

    115,938       111  

George Weston Ltd

    59,000       6,878  

Gildan Activewear Inc

    6,100       175  

Kelt Exploration Ltd *

     98,529       467  

Leon's Furniture Ltd

    18,500       226  

Linamar Corp

    3,600       152  

Loblaw Cos Ltd

    23,200       2,088  

MEG Energy Corp *

     364,500       5,035  

Mullen Group Ltd

    44,500       389  

 

 

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

1

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

International Equity Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

North West Co Inc/The

    29,200     $ 754  

NuVista Energy Ltd *

     48,900       391  

Paramount Resources Ltd, Cl A

    3,100       74  

Parex Resources Inc

    28,100       475  

Pason Systems Inc

    7,700       87  

Peyto Exploration & Development Corp

    191,700       1,789  

Pipestone Energy Corp *

     37,300       115  

Russel Metals Inc

    31,084       627  

Stelco Holdings Inc

    71,100       1,774  

Tidewater Midstream and Infrastructure Ltd

    59,900       61  

Tourmaline Oil Corp

    65,700       3,409  

Uni-Select Inc *

     62,513       1,386  

Viemed Healthcare Inc *

     32,726       177  

Westshore Terminals Investment Corp

    2,900       72  

Whitecap Resources Inc (A)

     181,300       1,256  
              92,718  
                 

China — 1.4%

Alibaba Group Holding Ltd *

     1,517,494       21,640  

Beijing Capital International Airport Co Ltd, Cl H *

     8,300,000       5,659  

China Construction Bank Corp, Cl H

    249,000       167  

Shenzhou International Group Holdings Ltd

    286,700       3,473  

STMicroelectronics NV

    37,222       1,168  

Tencent Holdings Ltd

    199,967       9,031  

Trip.com Group Ltd ADR *

     438,700       12,042  
              53,180  
                 

Czech Republic — 0.0%

CEZ AS

    27,074       1,216  

Denmark — 3.7%

AP Moller - Maersk A/S, Cl A

    581       1,335  

AP Moller - Maersk A/S, Cl B

    12,060       28,067  

Coloplast A/S, Cl B

    29,555       3,359  

Danske Bank A/S

    378,498       5,337  

DSV A/S

    40,172       5,598  

Genmab A/S *

     7,288       2,353  

Novo Nordisk A/S, Cl B

    672,212       74,391  

Orsted AS

    82,329       8,587  

Pandora A/S

    147,851       9,280  

Solar A/S, Cl B

    624       53  
              138,360  
                 

Finland — 1.1%

Fiskars OYJ Abp

    3,204       60  

Kesko Oyj, Cl B

    664,473       15,637  

Marimekko Oyj

    4,590       59  

Neste Oyj

    75,653       3,341  

Nokia Oyj

    3,500,602       16,247  

Orion Oyj, Cl B

    111,563       4,969  

Ponsse Oyj

    807       22  

UPM-Kymmene Oyj

    45,980       1,394  

Uponor Oyj

    9,306       128  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Vaisala Oyj, Cl A

    564     $ 24  
              41,881  
                 

France — 11.1%

ABC arbitrage

    1,721       13  

Accor SA *

     174,442       4,711  

Air Liquide SA

    318,097       42,607  

AKWEL

    752       13  

Alstom SA (A)

     707,555       15,970  

Amundi SA

    84,358       4,604  

Aubay

    449       23  

AXA SA

    732,449       16,586  

Beneteau SA

    24,799       250  

BNP Paribas SA

    111,151       5,272  

Bollore SE

    1,799,935       8,317  

Bouygues SA

    186,094       5,712  

Capgemini SE

    10,252       1,752  

Carrefour SA (A)

     743,241       13,120  

Cie de Saint-Gobain

    21,324       913  

Cie Generale des Etablissements Michelin SCA

    555,764       15,092  

Credit Agricole SA

    67,565       617  

Danone SA

    596,144       33,193  

Dassault Aviation SA

    35,170       5,475  

Derichebourg SA

    5,660       32  

Eiffage SA

    3,059       275  

Engie SA

    154,214       1,768  

Eurazeo SE

    20,783       1,284  

Eurofins Scientific SE

    108,710       8,533  

Fnac Darty SA

    3,372       142  

Hermes International

    3,309       3,691  

Interparfums SA

    2,076       98  

Ipsen SA

    68,954       6,491  

IPSOS

    18,645       883  

Jacquet Metals SACA

    5,998       103  

Kering SA

    3,376       1,730  

Lectra

    1,656       60  

Legrand SA

    21,846       1,609  

L'Oreal SA

    25,878       8,909  

LVMH Moet Hennessy Louis Vuitton SE

    13,200       8,027  

Orange SA

    787,090       9,232  

Pernod Ricard SA

    74,132       13,586  

Publicis Groupe SA

    550,927       26,874  

Rexel SA

    1,314,052       20,160  

Sanofi (A)

     325,241       32,758  

Sartorius Stedim Biotech

    37,024       11,585  

Savencia SA

    539       34  

Schneider Electric SE

    111,209       13,126  

SCOR SE

    194,468       4,168  

SES SA, Cl A

    20,743       181  

Societe BIC SA

    364       20  

Societe Generale SA

    144,083       3,147  

 

 

 

2

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

International Equity Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Sodexo SA

    230,550     $ 16,163  

Somfy SA

    1,942       252  

Stef SA

    602       52  

Stellantis NV

    289,774       3,569  

Thales SA

    33,909       4,149  

TotalEnergies SE

    261,432       13,767  

Trigano SA

    11,148       1,088  

Valeo

    263,375       5,073  

Veolia Environnement SA (A)

     204,078       4,969  

Vetoquinol SA

    50       6  

Vilmorin & Cie SA

    1,420       60  

Vinci SA

    126,058       11,197  

Virbac SA

    69       27  

Wavestone

    3,176       146  

Wendel SE

    5,144       429  
              413,693  
                 

Germany — 7.5%

adidas AG

    87,920       15,512  

Allianz SE

    7,511       1,430  

AT&S Austria Technologie & Systemtechnik AG

    288       15  

BASF SE

    336,639       14,614  

Bayer AG

    421,325       24,984  

Bayerische Motoren Werke AG

    91,417       7,021  

Brenntag SE

    20,471       1,329  

Carl Zeiss Meditec AG

    36,396       4,334  

Covestro AG

    451,789       15,577  

Deutsche Bank AG

    841,222       7,315  

Deutsche Boerse AG

    58,044       9,685  

Deutsche Post AG

    113,620       4,245  

Deutsche Telekom AG

    481,774       9,542  

Duerr AG

    8,952       205  

E.ON SE

    201,949       1,691  

Elmos Semiconductor SE

    636       24  

ElringKlinger AG

    6,845       51  

Fresenius Medical Care AG & Co KGaA

    584,838       29,122  

GEA Group AG

    27,880       959  

Hannover Rueck SE

    6,415       929  

HUGO BOSS AG

    85,895       4,522  

Knorr-Bremse AG

    116,440       6,625  

Koenig & Bauer AG *

     1,276       18  

Krones AG

    5,055       385  

Linde PLC

    28,795       8,247  

Merck KGaA

    159,290       26,811  

Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen

    6,127       1,436  

Nemetschek SE

    14,002       846  

PSI Software AG

    876       26  

Rheinmetall AG

    28,481       6,560  

RWE AG

    730,969       26,808  

SAP SE

    401,600       36,498  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Siemens AG

    82,061     $ 8,329  

Siemens Healthineers AG

    21,735       1,102  

Telefonica Deutschland Holding AG

    397,041       1,137  

Vitesco Technologies Group AG *

     5,387       208  

Wacker Chemie AG

    9,194       1,322  
              279,464  
                 

Hong Kong — 1.8%

AIA Group Ltd

    850,000       9,213  

ASMPT Ltd

    32,300       274  

Bank of East Asia Ltd/The

    96,200       135  

Chaoda Modern Agriculture Holdings Ltd *

     2,440,000       12  

Galaxy Entertainment Group Ltd *

     1,993,000       11,886  

Hong Kong & China Gas Co Ltd

    2,625,000       2,827  

Hong Kong Exchanges & Clearing Ltd

    260,972       12,838  

Jardine Matheson Holdings Ltd

    8,600       452  

Johnson Electric Holdings Ltd

    68,837       90  

Li Ning Co Ltd

    557,500       5,165  

Orient Overseas International Ltd

    252,500       6,693  

PAX Global Technology Ltd

    125,000       97  

Power Assets Holdings Ltd

    87,500       550  

Sands China Ltd *

     6,122,000       14,605  

SITC International Holdings Co Ltd

    774,000       2,190  

Stella International Holdings Ltd

    6,500       6  

WH Group Ltd

    1,055,500       815  

Xinyi Glass Holdings Ltd

    401,000       962  
              68,810  
                 

Hungary — 0.0%

MOL Hungarian Oil & Gas PLC

    49,088       377  

India — 0.0%

Kewal Kiran Clothing Ltd

    25,668       81  

Indonesia — 0.1%

Adaro Energy Indonesia Tbk PT

    10,579,700       2,031  

Bukit Asam Tbk PT

    572,900       147  

Delta Dunia Makmur Tbk PT *

     6,958,800       162  

Indofood Sukses Makmur Tbk PT

    297,100       141  

Perusahaan Perkebunan London Sumatra Indonesia Tbk PT

    2,616,700       204  

Sumber Tani Agung Resources Tbk PT *

     1,577,400       131  

Triputra Agro Persada PT

    677,010       29  
              2,845  
                 

Ireland — 1.5%

Accenture PLC, Cl A

    58,536       16,253  

Bank of Ireland Group PLC

    720,445       4,543  

CRH PLC

    18,660       644  

Experian PLC

    238,951       6,982  

ICON PLC ADR *

     77,571       16,810  

Ryanair Holdings PLC ADR *

     174,608       11,742  
              56,974  
                 

Israel — 1.6%

Bank Hapoalim BM

    2,288,673       19,056  

 

 

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

3

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

International Equity Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Bank Leumi Le-Israel BM

    2,203,796     $ 19,539  

Bezeq The Israeli Telecommunication Corp Ltd

    504,549       781  

Check Point Software Technologies Ltd *

     45,801       5,578  

Elbit Systems Ltd

    301       69  

FIBI Holdings Ltd

    17,608       736  

First International Bank Of Israel Ltd/The

    2,940       109  

Isracard Ltd

    –       –  

Israel Discount Bank Ltd, Cl A

    1,204,647       6,247  

Mizrahi Tefahot Bank Ltd *

     178,300       5,880  

YH Dimri Construction & Development Ltd

    33       2  
              57,997  
                 

Italy — 3.2%

Amplifon SpA

    17,466       534  

Assicurazioni Generali SpA

    221,433       3,524  

Azimut Holding SpA

    141,983       2,462  

Banca IFIS SpA

    4,498       63  

CNH Industrial NV

    1,071,721       12,347  

Danieli & C Officine Meccaniche SpA

    3,674       52  

Datalogic SpA

    3,205       24  

Davide Campari-Milano NV

    56,416       592  

Enel SpA

    6,100,199       33,290  

Eni SpA

    542,923       6,430  

EXOR NV

    88,941       5,531  

Ferrari NV

    45,667       8,364  

FinecoBank Banca Fineco SpA

    82,343       983  

Intesa Sanpaolo SpA

    714,742       1,330  

Iren SpA

    148,621       324  

Leonardo SpA

    343,912       3,480  

MFE-MediaForEurope NV, Cl A (A)

     360,579       165  

MFE-MediaForEurope NV, Cl B (A)

     360,579       253  

Moncler SpA

    15,032       643  

Recordati Industria Chimica e Farmaceutica SpA

    18,809       816  

Snam SpA

    124,499       651  

Stellantis NV

    238,386       2,939  

Tenaris SA

    729,615       9,359  

Terna - Rete Elettrica Nazionale

    167,458       1,311  

UniCredit SpA

    2,712,860       25,710  

Unipol Gruppo SpA

    45,206       205  
              121,382  
                 

Japan — 12.5%

77 Bank Ltd/The

    73,664       984  

Advantest Corp

    129,400       6,915  

Aeon Co Ltd

    28,700       497  

AEON Financial Service Co Ltd

    236,600       2,226  

Ai Holdings Corp

    7,000       80  

Aisan Industry Co Ltd

    3,200       17  

Anest Iwata Corp

    4,800       32  

Arcs Co Ltd

    28,200       415  

Asahi Group Holdings Ltd (A)

     122,100       3,995  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Astellas Pharma Inc

    100,300     $ 1,561  

Axial Retailing Inc

    3,200       73  

Bandai Namco Holdings Inc

    125,800       8,870  

Belc Co Ltd

    1,100       42  

BIPROGY Inc

    171,500       3,408  

Bridgestone Corp

    124,200       4,525  

Brother Industries Ltd

    91,000       1,597  

Canon Inc (A)

     315,300       7,160  

Canon Marketing Japan Inc (A)

     94,900       1,968  

Capcom Co Ltd

    196,500       4,766  

Chori Co Ltd

    3,400       49  

Chubu Shiryo Co Ltd

    2,800       22  

Cosel Co Ltd

    2,600       16  

Daihen Corp

    3,000       92  

Dai-ichi Life Holdings Inc

    368,300       6,805  

Daito Trust Construction Co Ltd

    78,600       6,775  

Daiwa House Industry Co Ltd

    100,300       2,334  

Daiwa Industries Ltd

    3,300       27  

DeNA Co Ltd *

     19,500       271  

Dentsu Group Inc (A)

     62,900       1,887  

Digital Holdings Inc *

     8,400       75  

Disco Corp

    15,200       3,603  

Doshisha Co Ltd

    2,300       27  

Earth Corp

    3,600       138  

Eizo Corp

    3,400       94  

en Japan Inc

    16,400       214  

Exedy Corp

    8,300       105  

FANUC Corp

    152,700       23,874  

FUJIFILM Holdings Corp

    14,600       782  

Fujitsu Ltd

    93,500       11,676  

Fukuoka Financial Group Inc

    103,400       1,860  

Futaba Industrial Co Ltd

    10,000       28  

G-7 Holdings Inc, Cl 7

    2,600       27  

Glory Ltd

    93,100       1,403  

GungHo Online Entertainment Inc *

     60,200       1,061  

Gunze Ltd

    1,600       43  

H.U. Group Holdings Inc

    21,100       458  

Heiwado Co Ltd

    19,800       291  

Himaraya Co Ltd

    3,000       22  

Hino Motors Ltd *

     43,400       223  

Honda Motor Co Ltd

    349,800       8,479  

Hoosiers Holdings Co Ltd

    12,200       72  

Horiba Ltd

    1,900       81  

Ichikoh Industries Ltd

    7,800       20  

Idemitsu Kosan Co Ltd

    12,600       303  

Iida Group Holdings Co Ltd

    75,800       1,165  

Inaba Seisakusho Co Ltd

    2,500       26  

Infocom Corp

    2,600       39  

I-PEX Inc

    5,900       55  

Isuzu Motors Ltd

    926,600       10,238  

ITOCHU Corp

    84,500       2,281  

JAC Recruitment Co Ltd

    20,300       260  

 

 

 

4

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

International Equity Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Japan Exchange Group Inc

    419,942     $ 6,052  

Japan Post Insurance Co Ltd

    392,100       6,266  

Japan Tobacco Inc (A)

     112,800       1,948  

JFE Holdings Inc

    189,500       1,995  

JP-Holdings Inc

    13,300       25  

Kakiyasu Honten Co Ltd

    1,300       23  

Kao Corp (A)

     370,700       14,931  

KAWADA TECHNOLOGIES Inc

    1,000       26  

KDDI Corp

    253,600       8,006  

Kenko Mayonnaise Co Ltd *

     3,000       32  

Keyence Corp

    37,914       12,944  

Kirin Holdings Co Ltd (A)

     42,100       662  

Kitz Corp

    6,600       31  

Kobe Bussan Co Ltd

    44,000       1,077  

Kokuyo Co Ltd (A)

     224,500       2,839  

Komatsu Ltd

    355,200       7,865  

Komeri Co Ltd

    3,900       76  

Komori Corp

    12,000       72  

Konami Group Corp

    8,800       486  

Konica Minolta Inc

    628,300       2,095  

Kubota Corp (A)

     64,600       964  

Kumagai Gumi Co Ltd

    2,300       47  

Lasertec Corp (A)

     56,500       6,716  

Lawson Inc

    65,600       2,183  

Lifedrink Co Inc

    2,100       28  

Lixil Corp

    55,600       1,039  

Maezawa Kasei Industries Co Ltd

    3,700       35  

Makita Corp

    336,500       8,377  

Marubeni Corp

    104,500       941  

Mazda Motor Corp

    762,100       6,227  

Medical System Network Co Ltd, Cl A

    12,800       41  

Megmilk Snow Brand Co Ltd

    16,900       226  

Mitsubishi Corp

    24,500       728  

Mitsubishi Electric Corp

    1,376,600       14,703  

Mitsubishi Shokuhin Co Ltd

    18,600       521  

Mitsubishi UFJ Financial Group Inc

    188,800       1,014  

Mitsui & Co Ltd

    131,900       2,907  

Mixi Inc

    70,200       1,164  

Mizuno Corp

    48,400       834  

Morita Holdings Corp *

     2,600       25  

Morito Co Ltd

    4,300       24  

MS&AD Insurance Group Holdings Inc

    120,000       3,673  

Murata Manufacturing Co Ltd

    196,600       10,703  

Nachi-Fujikoshi Corp

    3,000       77  

Naigai Trans Line Ltd

    1,400       20  

Nexon Co Ltd

    213,600       4,368  

Nihon Chouzai Co Ltd

    16,300       158  

Nikon Corp

    692,900       8,002  

Nippon Concept Corp

    4,100       43  

NIPPON EXPRESS HOLDINGS INC

    5,800       315  

Nippon Steel Corp

    180,400       2,522  

Nippon Telegraph & Telephone Corp

    582,400       16,702  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Nippon Yusen KK

    60,800     $ 4,149  

Nishio Rent All Co Ltd

    2,500       50  

Nissan Chemical Corp

    21,500       989  

Nisshinbo Holdings Inc

    100,700       757  

Nitto Denko Corp

    9,200       595  

Nittoc Construction Co Ltd

    8,600       52  

Okabe Co Ltd

    8,200       37  

OKUMA Corp

    1,800       67  

Okuwa Co Ltd

    81,900       509  

Omron Corp

    10,800       548  

Ono Pharmaceutical Co Ltd

    42,700       1,094  

Oracle Corp Japan

    12,800       740  

ORIX Corp

    643,066       10,773  

Panasonic Holdings Corp

    1,353,900       10,927  

Persol Holdings Co Ltd

    176,200       3,198  

Pickles Corp

    6,100       53  

Proto Corp

    4,400       33  

Qol Holdings Co Ltd

    11,000       114  

Recruit Holdings Co Ltd

    333,900       9,819  

Resona Holdings Inc

    954,100       3,568  

Ride On Express Holdings Co Ltd

    3,000       27  

Riken Corp

    3,200       55  

Riken Vitamin Co Ltd

    3,200       40  

Sakai Heavy Industries Ltd

    1,000       21  

Sangetsu Corp

    17,800       204  

Sankyo Co Ltd

    147,600       4,460  

Sanshin Electronics Co Ltd

    3,900       44  

Sanwa Holdings Corp

    214,700       2,054  

SCREEN Holdings Co Ltd

    4,400       297  

Seiko Epson Corp

    248,700       3,515  

Seino Holdings Co Ltd

    5,700       46  

Seven & i Holdings Co Ltd

    233,900       9,068  

Shimamura Co Ltd

    67,900       5,953  

Shindengen Electric Manufacturing Co Ltd

    7,500       187  

Shinnihon Corp

    3,900       20  

Sinfonia Technology Co Ltd

    4,200       41  

SMK Corp

    1,300       20  

SoftBank Corp

    355,200       3,939  

Sompo Holdings Inc

    68,600       3,021  

Sony Group Corp

    100,400       8,199  

Sprix Ltd

    3,700       26  

Step Co Ltd

    1,900       24  

Sumitomo Mitsui Financial Group Inc

    375,000       11,129  

Sumitomo Rubber Industries Ltd (A)

     166,400       1,420  

Sun Corp

    4,400       50  

Sun-Wa Technos Corp

    2,600       25  

Suzuki Motor Corp

    13,500       424  

T&D Holdings Inc

    790,400       9,448  

Taiho Kogyo Co Ltd, Cl A

    4,600       23  

Takeda Pharmaceutical Co Ltd

    969,000       27,232  

TIS Inc

    86,300       2,258  

Tobishima Corp

    4,100       31  

 

 

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

5

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

International Equity Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Toho Co Ltd/Kobe

    2,700     $ 28  

Tokio Marine Holdings Inc

    105,200       6,120  

Tokyo Electron Ltd

    24,300       7,924  

Tokyo Seimitsu Co Ltd

    16,100       528  

Tomy Co Ltd

    124,000       1,244  

Tonami Holdings Co Ltd

    800       21  

Toray Industries Inc

    706,700       3,960  

Toshiba Corp (A)

     134,600       5,464  

Toyota Tsusho Corp

    18,700       610  

Trusco Nakayama Corp

    9,000       114  

Tsubakimoto Chain Co

    6,700       150  

Ulvac Inc

    1,900       65  

Valor Holdings Co Ltd

    4,400       59  

Warabeya Nichiyo Holdings Co Ltd

    26,700       348  

Xebio Holdings Co Ltd

    7,200       49  

Yamaha Motor Co Ltd (A)

     68,000       1,244  

Yamaichi Electronics Co Ltd

    3,700       46  

Zuken Inc

    5,000       112  
              468,669  
                 

Jordan — 0.1%

Hikma Pharmaceuticals PLC

    109,525       2,151  

Malaysia — 0.0%

Genting Plantations Bhd

    31,100       46  

Heineken Malaysia Bhd

    22,200       116  

Sime Darby Plantation Bhd

    206,500       203  

Taliworks Corp Bhd

    151,400       31  
              396  
                 

Malta — 0.0%

BGP Holdings *(B)

     198,683       –  

Mexico — 0.0%

Grupo Herdez SAB de CV

    27,929       36  

Netherlands — 5.6%

Aalberts NV

    3,572       139  

ABN AMRO Bank NV

    68,978       773  

Adyen NV *

     4,565       6,624  

Aegon NV

    482,060       2,081  

Akzo Nobel NV

    199,676       13,072  

Arcadis NV

    9,928       333  

ArcelorMittal SA

    185,975       4,182  

ASM International NV

    20,226       5,045  

ASML Holding NV

    14,956       7,128  

ASML Holding NV, Cl G

    16,129       7,675  

ASR Nederland NV

    41,687       1,681  

BE Semiconductor Industries NV

    32,052       1,537  

Heineken Holding NV

    47,308       3,435  

Heineken NV

    19,057       1,733  

IMCD NV

    3,098       424  

ING Groep NV

    2,452,489       24,181  

James Hardie Industries PLC

    125,648       2,745  

Koninklijke Ahold Delhaize NV

    1,112,739       28,920  

Koninklijke DSM NV

    69,741       9,996  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Koninklijke Philips NV

    502,194     $ 10,792  

NN Group NV

    106,801       4,839  

Randstad NV

    300,181       14,499  

RELX PLC

    325,525       8,787  

Shell PLC

    948,922       24,647  

Unibail-Rodamco-Westfield *‡

     10,445       531  

Wolters Kluwer NV

    226,891       21,955  
              207,754  
                 

New Zealand — 0.0%

Mainfreight Ltd

    5,013       218  

Norway — 0.8%

Aker BP ASA

    282,880       9,795  

Bouvet ASA

    9,949       59  

DNB Bank ASA

    104,233       1,863  

Equinor ASA

    399,080       13,837  

Grieg Seafood ASA

    37,086       525  

Kongsberg Gruppen ASA

    4,689       168  

Mowi ASA

    53,324       1,209  

Norsk Hydro ASA

    361,904       2,021  

Sparebanken Vest

    1,610       14  

Wallenius Wilhelmsen ASA, Cl B

    6,051       32  
              29,523  
                 

Poland — 0.0%

Enea SA

    63,733       138  

Grupa Lotos SA

    58,354       892  

Powszechny Zaklad Ubezpieczen SA

    23,453       157  

Tim SA/Siechnice

    5,020       35  
              1,222  
                 

Portugal — 0.3%

Jeronimo Martins SGPS SA

    444,276       9,633  

Navigator Co SA/The

    20,573       83  

NOS SGPS SA

    24,854       100  

Sonae SGPS SA

    158,771       194  
              10,010  
                 

Qatar — 0.0%

Mekdam Holding Group

    22,573       41  

Ooredoo QPSC

    171,417       362  
              403  
                 

Saudi Arabia — 0.7%

Arab National Bank

    12,123       95  

Dar Al Arkan Real Estate Development Co *

     1,339,763       3,842  

Etihad Etisalat Co

    284,481       2,654  

Herfy Food Services Co *

     24,609       279  

Rabigh Refining & Petrochemical Co *

     81,955       373  

Saudi Basic Industries Corp

    490,830       13,291  

Saudi Electricity Co

    969,527       6,253  

Saudi Investment Bank/The

    196,996       1,024  

Savola Group/The

    27,531       246  
              28,057  
                 

 

 

 

6

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

International Equity Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Singapore — 0.5%

DBS Group Holdings Ltd

    584,000     $ 12,455  

First Resources Ltd

    130,100       152  

Golden Agri-Resources Ltd

    3,452,400       620  

Jardine Cycle & Carriage Ltd

    19,000       386  

Keppel Corp Ltd

    52,700       246  

Oversea-Chinese Banking Corp Ltd

    97,200       796  

Wilmar International Ltd

    987,000       2,865  
              17,520  
                 

South Africa — 0.1%

DataTec Ltd

    100,188       252  

Investec PLC

    634,672       3,386  

Ninety One Ltd

    87,273       205  
              3,843  
                 

South Korea — 1.9%

BNK Financial Group Inc

    691,155       3,572  

Hana Financial Group Inc

    90,133       2,732  

JLS Co Ltd

    3,880       22  

Kangwon Land Inc *

     911,440       17,830  

KT Corp ADR

    56,049       782  

LG Electronics Inc

    23,625       1,607  

POSCO Holdings Inc

    31,547       5,600  

Samsung Electronics Co Ltd

    483,584       21,229  

Shinhan Financial Group Co Ltd

    203,004       5,793  

SK Hynix Inc

    184,425       12,926  
              72,093  
                 

Spain — 2.8%

Aena SME SA *

     91,564       11,607  

Amadeus IT Group SA, Cl A *

     915,465       50,878  

Banco Bilbao Vizcaya Argentaria SA

    1,185,888       5,369  

Bankinter SA

    50,208       312  

CaixaBank SA (A)

     4,000,111       13,871  

Corp ACCIONA Energias Renovables SA

    12,722       489  

Iberdrola SA

    722,871       7,479  

Industria de Diseno Textil SA

    590,934       13,338  

Laboratorios Farmaceuticos Rovi SA

    11,284       689  

Naturgy Energy Group SA

    17,311       497  

Telefonica SA

    252,634       1,284  
              105,813  
                 

Sweden — 2.2%

Alfa Laval AB

    16,409       395  

Atlas Copco AB, Cl A

    321,984       3,003  

Betsson AB, Cl B

    41,781       252  

Bilia AB, Cl A

    11,807       170  

Bjorn Borg AB

    5,112       18  

Byggmax Group AB

    60,854       315  

Clas Ohlson AB, Cl B

    38,413       397  

Cloetta AB, Cl B

    72,874       149  

Epiroc AB, Cl A

    57,399       885  

Essity AB, Cl B

    659,075       17,179  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Evolution AB

    87,976     $ 7,985  

Fenix Outdoor International AG

    374       32  

H & M Hennes & Mauritz AB, Cl B (A)

     644,610       7,685  

Hexagon AB, Cl B

    64,957       674  

HMS Networks AB

    1,934       82  

Industrivarden AB, Cl C

    22,667       503  

International Petroleum Corp *

     146,371       1,427  

Investment AB Latour, Cl B

    36,472       720  

Investor AB, Cl B

    112,063       1,839  

Inwido AB

    12,107       133  

Kinnevik AB, Cl B *

     237,795       3,824  

New Wave Group AB, Cl B

    30,426       404  

Nordea Bank Abp

    45,328       398  

Securitas AB, Cl B (A)

     1,382,910       11,892  

SkiStar AB

    21,234       287  

Swedbank AB, Cl A

    904,589       11,414  

Swedish Match AB

    65,491       666  

Swedish Orphan Biovitrum AB *

     24,850       536  

Telefonaktiebolaget LM Ericsson, Cl B

    1,322,158       9,841  
              83,105  
                 

Switzerland — 9.1%

ABB Ltd

    148,355       3,945  

Alcon Inc

    229,231       15,966  

Burckhardt Compression Holding AG

    598       250  

Chocoladefabriken Lindt & Spruengli AG

    3       30  

Cie Financiere Richemont SA, Cl A

    41,843       4,443  

Coca-Cola HBC AG

    190,126       4,207  

Comet Holding AG

    2,258       355  

Credit Suisse Group AG

    1,660,369       9,400  

dormakaba Holding AG

    3,839       1,670  

Geberit AG

    7,720       3,700  

Julius Baer Group Ltd

    60,796       2,797  

Kuehne + Nagel International AG

    70,253       16,585  

Leonteq AG

    1,325       73  

Lonza Group AG

    26,383       14,027  

Mobilezone Holding AG

    15,426       268  

Nestle SA

    307,498       35,794  

Novartis AG

    456,896       38,586  

Partners Group Holding AG

    6,820       6,128  

Roche Holding AG

    294,243       97,907  

Sika AG

    29,348       6,744  

Sonova Holding AG

    19,649       6,239  

STMicroelectronics NV

    219,300       6,875  

Straumann Holding AG

    75,142       8,999  

Swatch Group AG/The

    129,148       30,555  

Swiss Life Holding AG

    1,288       626  

Tecan Group AG

    8,355       2,419  

u-blox Holding AG

    871       88  

UBS Group AG

    705,324       11,339  

Zurich Insurance Group AG

    26,612       11,542  
              341,557  
                 

 

 

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

7

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

International Equity Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Taiwan — 0.9%

Asustek Computer Inc

    505,000     $ 5,274  

Evergreen Marine Corp Taiwan Ltd

    1,666,000       4,741  

Global Mixed Mode Technology Inc

    72,000       368  

Hon Hai Precision Industry Co Ltd

    5,024,000       18,417  

Sitronix Technology Corp

    47,000       316  

Taiwan FU Hsing Industrial Co Ltd

    21,000       27  

Taiwan Semiconductor Manufacturing Co Ltd ADR

    48,383       3,955  
              33,098  
                 

Thailand — 0.1%

Banpu PCL NVDR

    5,570,100       1,985  

Ratch Group PCL NVDR

    174,700       189  

Star Petroleum Refining PCL NVDR

    528,200       181  
              2,355  
                 

United Kingdom — 16.0%

3i Group PLC

    104,066       1,401  

4imprint Group PLC

    1,397       39  

888 Holdings PLC

    91,946       187  

Admiral Group PLC

    55,109       1,502  

AG Barr PLC

    22,151       139  

Anglo American PLC

    635,524       22,668  

Antofagasta PLC

    24,721       347  

Aon PLC, Cl A

    30,828       8,314  

Aptiv PLC *

     72,391       6,448  

Ashtead Group PLC

    224,609       9,381  

AstraZeneca PLC

    282,472       37,049  

Atlassian Corp PLC, Cl A *

     69,700       13,062  

Aviva PLC

    909,876       4,434  

B&M European Value Retail SA (A)

     1,368,548       6,095  

BAE Systems PLC

    704,531       7,103  

Balfour Beatty PLC

    758,233       2,341  

Barclays PLC

    11,283,931       20,983  

Berkeley Group Holdings PLC *

     19,118       865  

BP PLC

    2,128,739       10,038  

British American Tobacco PLC

    267,894       11,450  

BT Group PLC, Cl A

    402,210       910  

Cairn Homes PLC

    52,973       55  

Centrica PLC *

     3,061,423       2,974  

Chemring Group PLC

    48,897       187  

Clarkson PLC

    734       27  

Compass Group PLC

    1,208,481       24,656  

Computacenter PLC

    62,379       1,782  

Crest Nicholson Holdings plc

    56,388       167  

Croda International PLC

    15,964       1,255  

Dechra Pharmaceuticals PLC

    1,108       47  

Devro PLC

    11,083       25  

Diageo PLC

    548,387       23,513  

FDM Group Holdings PLC

    4,079       42  

Ferguson PLC

    176,737       19,721  

Ferrexpo PLC

    524,939       831  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Firstgroup PLC

    273,980     $ 424  

Frasers Group PLC *

     59,232       479  

Glencore PLC

    2,898,401       15,667  

Greggs PLC

    95,117       2,088  

GSK PLC

    1,949,925       41,811  

GSK PLC ADR

    168,406       7,331  

Gulf Keystone Petroleum Ltd

    18,572       59  

Hays PLC

    537,309       728  

Howden Joinery Group PLC

    399,583       2,924  

HSBC Holdings PLC

    1,789,242       11,638  

IG Group Holdings PLC

    322,479       2,704  

Imperial Brands PLC

    157,072       3,502  

Inchcape PLC

    42,519       359  

Indivior PLC *

     204,652       768  

Intertek Group PLC

    217,960       11,133  

Investec PLC

    732,515       3,957  

J Sainsbury PLC

    2,223,726       5,509  

Just Group PLC

    422,303       366  

London Stock Exchange Group PLC

    90,691       8,406  

M&G PLC

    619,146       1,463  

Man Group PLC/Jersey

    834,115       2,530  

Marks & Spencer Group PLC *

     605,136       996  

MP Evans Group PLC

    3,072       33  

NatWest Group PLC

    2,117,182       5,613  

Next PLC

    13,893       989  

Ninety One PLC

    500,336       1,201  

Numis Corp PLC

    1,540       5  

Pagegroup PLC

    279,050       1,354  

Pearson PLC

    230,476       2,099  

Phoenix Group Holdings PLC

    93,322       669  

Plus500 Ltd

    130,443       2,650  

Polar Capital Holdings PLC

    7,690       48  

Prudential PLC

    1,954,237       24,113  

QinetiQ Group PLC

    13,276       59  

Reckitt Benckiser Group PLC

    369,171       27,663  

RELX PLC

    305,750       8,265  

Rio Tinto PLC

    125,400       7,487  

Rolls-Royce Holdings PLC *

     28,843,612       29,057  

Royal Mail PLC

    606,009       1,985  

Sage Group PLC/The

    323,139       2,491  

Savills PLC

    32,702       402  

Schroders PLC

    46,684       1,515  

Segro PLC ‡

     220,025       2,610  

Severn Trent PLC

    19,268       636  

Smith & Nephew PLC

    1,483,940       20,680  

Smurfit Kappa Group PLC

    32,333       1,084  

Speedy Hire PLC

    272,398       143  

Spirax-Sarco Engineering PLC

    15,235       1,828  

SSE PLC

    24,754       486  

Standard Chartered PLC

    1,189,597       8,937  

STERIS PLC

    33,045       6,812  

Telecom Plus PLC

    4,583       109  

 

 

 

8

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

International Equity Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Tesco PLC

    3,399,439     $ 10,548  

Thungela Resources Ltd

    3,967       56  

Travis Perkins PLC

    871,716       10,244  

Unilever PLC

    493,379       22,296  

Vistry Group PLC

    14,876       151  

Vodafone Group PLC

    5,657,973       8,703  

WH Smith PLC *

     1,033,994       17,656  

Wise PLC, Cl A *

     14,417       52  

WPP PLC

    146,975       1,472  
              597,081  
                 

United States — 1.2%

EPAM Systems Inc *

     13,999       4,127  

Golden Ocean Group Ltd

    63,508       739  

Lululemon Athletica Inc *

     23,570       6,425  

Mettler-Toledo International Inc *

     3,918       4,501  

QIAGEN NV *

     47,437       2,239  

ResMed Inc

    33,830       7,092  

Resolute Forest Products Inc *

     73,447       937  

Shopify Inc, Cl A *

     75,010       2,343  

TechnipFMC PLC *

     1,413,500       9,513  

TransGlobe Energy Corp *

     13,369       45  

ZIM Integrated Shipping Services Ltd

    113,525       5,362  
              43,323  
                 

Total Common Stock

               

(Cost $3,765,493) ($ Thousands)

             3,556,042  
                 
                 
                 

PREFERRED STOCK — 0.7%

Brazil — 0.2%

Petroleo Brasileiro SA (C)

     1,334,900       7,127  

Germany — 0.5%

Bayerische Motoren Werke AG (C)

     18,047       1,276  

Jungheinrich AG (C)

     16,878       367  

Schaeffler AG, 3.600%

     228,253       1,289  

Volkswagen AG, 2.590%

     111,608       14,867  
              17,799  
                 

Total Preferred Stock

               

(Cost $28,696) ($ Thousands)

             24,926  
                 
                 
                 

EXCHANGE TRADED FUND — 0.2%

United States — 0.2%

iShares Trust iShares ESG Aware MSCI EAFE ETF

    110,930       6,962  

Total Exchange Traded Fund

               

(Cost $7,585) ($ Thousands)

             6,962  
                 
                 

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

AFFILIATED PARTNERSHIP — 3.4%

SEI Liquidity Fund, L.P.

                

1.330% **†(D)

     127,541,252     $ 127,571  
                 
                 

Total Affiliated Partnership

                

(Cost $127,551) ($ Thousands)

     127,571  
                 
                 
                 

CASH EQUIVALENT — 1.0%

SEI Daily Income Trust, Government Fund, Cl F

                

1.140%**†

     38,753,873       38,754  
                 

Total Cash Equivalent

                

(Cost $38,754) ($ Thousands)

             38,754  
                 
                 

Total Investments in Securities — 100.5%

                

(Cost $3,968,079) ($ Thousands)

  $ 3,754,255  
                 
                 
                 

 

 

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

9

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

International Equity Fund (Concluded)

 

 

A list of the open futures contracts held by the Fund at June 30, 2022, is as follows:

 

Type of Contract

  

Number of
Contracts

    

Expiration Date

    

Notional Amount (Thousands)

    

Value (Thousands)

    

Unrealized (Depreciation) (Thousands)

  

Long Contracts

                                        

Euro STOXX 50

     736       Sep-2022     $ 26,726     $ 26,477     $ (226 )

FTSE 100 Index

     143       Sep-2022       12,406       12,367       (14 )

Hang Seng Index

     14       Jul-2022       1,944       1,940       (4 )

SPI 200 Index

     64       Sep-2022       7,182       7,108       (33 )

TOPIX Index

     128       Sep-2022       18,036       17,623       (307 )
                    $ 66,294     $ 65,515     $ (584 )

 

 

Percentages are based on Net Assets of $3,736,534 ($ Thousands).

*

Non-income producing security.

**

The rate reported is the 7-day effective yield as of June 30, 2022.

†

Investment in Affiliated Security.

‡

Real Estate Investment Trust.

(A)

Certain securities or partial positions of certain securities are on loan at June 30, 2022. The total market value of securities on loan at June 30, 2022 was $111,311 ($ 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 June 30, 2022 was $127,571 ($ 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

NVDR — Non-Voting Depository Receipt

PLC — Public Limited Company

SPI — Share Price Index

TOPIX- Tokyo Price Index

 

 

The following is a summary of the level of inputs used as of June 30, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):

Investments in Securities

  

Level 1
($)

    

Level 2
($)

    

Level 3
($)(1)

    

Total
($)

  

Common Stock

     3,556,042       –       – ^     3,556,042  

Preferred Stock

     24,926       –       –       24,926  

Exchange Traded Fund

     6,962       –       –       6,962  

Affiliated Partnership

     –       127,571       –       127,571  

Cash Equivalent

     38,754       –       –       38,754  

Total Investments in Securities

     3,626,684       127,571       –       3,754,255  

 

Other Financial Instruments

  

Level 1
($)

    

Level 2
($)

    

Level 3
($)

    

Total
($)

  

Futures Contracts*

                                

Unrealized Depreciation

     (584 )     –       –       (584 )

Total Other Financial Instruments

     (584 )     –       –       (584 )

 

(1) A reconciliation of Level 3 investments is presented when the Fund has a significant amount of Level 3 investments at the end of the period in relation to net assets. Management has concluded that Level 3 investments are not material in relation to net assets.

 

^One security with a market value of $0.

 

*

Futures contracts are valued at the unrealized depreciation on the instrument.

 

For information on the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.

 

 
 

The following is a summary of the transactions with affiliates for the period ended June 30, 2022 ($ Thousands):

 

Security Description

 

Value 9/30/2021

    

Purchases at Cost

   

Proceeds from Sales

   

Realized Loss

    

Change in Unrealized Appreciation

    

Value 6/30/2022

    

Shares

    

Income

   

Capital Gains

  

SEI Liquidity Fund, L.P.

   $ 161,647     $ 787,424     $ (821,500 )   $ (7 )   $ 7     $ 127,571       127,541,252     $ 913     $ —  

SEI Daily Income Trust, Government Fund, Cl F

     48,039       226,919       (236,204 )     —       —       38,754       38,753,873       69       1  

Totals

   $ 209,686     $ 1,014,343     $ (1,057,704 )   $ (7 )   $ 7     $ 166,325             $ 982     $ 1  

 

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

 

 

10

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Emerging Markets Equity Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK — 95.3%

Argentina — 0.0%

Ternium SA ADR

    17,245     $ 622  

Austria — 0.1%

Erste Group Bank AG

    59,869       1,515  

Brazil — 4.9%

Ambev SA

    749,200       1,917  

Ambev SA ADR

    279,233       701  

Arcos Dorados Holdings Inc, Cl A

    297,964       2,008  

Arezzo Industria e Comercio SA

    78,900       1,053  

B3 SA - Brasil Bolsa Balcao

    1,218,279       2,565  

Banco Bradesco SA ADR

    1,081,249       3,525  

Banco do Brasil SA

    780,204       4,974  

Banco Santander Brasil SA

    726,300       3,994  

Banco Santander Brasil SA ADR (A)

     83,340       458  

BB Seguridade Participacoes SA

    713,675       3,548  

Centrais Eletricas Brasileiras SA

    360,800       3,185  

Cia Brasileira de Aluminio

    414,344       922  

Cia Energetica de Minas Gerais ADR (A)

     536,430       1,084  

Cia Siderurgica Nacional SA

    243,764       718  

Cosan SA

    1,339,200       4,658  

CPFL Energia SA

    468,600       2,769  

CSN Mineracao SA

    2,159,700       1,594  

Gerdau SA ADR

    195,560       839  

Hapvida Participacoes e Investimentos S/A *

     2,963,607       3,094  

Hypera SA *

     122,898       895  

JBS SA

    198,158       1,199  

Klabin SA

    468,070       1,808  

Lojas Renner SA *

     196,500       848  

MercadoLibre Inc *

     11,173       7,116  

Multiplan Empreendimentos Imobiliarios SA *

     390,500       1,639  

Pagseguro Digital Ltd, Cl A *

     116,825       1,196  

Petro Rio SA *

     224,900       945  

Petroleo Brasileiro SA ADR *

     340,071       3,972  

SLC Agricola SA

    92,806       785  

Telefonica Brasil SA

    102,725       931  

TIM SA/Brazil *

     793,800       1,938  

TIM SA/Brazil ADR *

     46,719       568  

TOTVS SA *

     68,775       307  

Vale SA ADR, Cl B

    290,498       4,250  

Vibra Energia SA

    938,548       2,994  

WEG SA

    93,153       471  
              75,468  
                 

Canada — 1.0%

Endeavour Mining PLC

    57,098       1,179  

First Quantum Minerals Ltd

    379,738       7,189  

Ivanhoe Mines Ltd, Cl A *

     611,423       3,512  

Parex Resources Inc

    237,418       4,012  
              15,892  
                 

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Chile — 0.8%

Banco de Chile

    2,316,187     $ 207  

Banco Santander Chile ADR

    65,723       1,071  

CAP SA

    23,156       204  

Cencosud SA

    265,759       331  

Empresas CMPC SA

    693,164       1,128  

Empresas Copec SA

    185,940       1,344  

Sociedad Quimica y Minera de Chile SA ADR

    103,034       8,606  
              12,891  
                 

China — 22.9%

37 Interactive Entertainment Network Technology Group Co Ltd, Cl A

    718,800       2,289  

Agricultural Bank of China Ltd, Cl H

    15,681,000       5,915  

Alibaba Group Holding Ltd *

     1,338,688       19,090  

Alibaba Group Holding Ltd ADR *

     110,612       12,574  

Anhui Conch Cement Co Ltd, Cl H

    1,013,092       4,390  

Autohome Inc ADR

    78,417       3,084  

Baidu Inc ADR *

     28,197       4,194  

Bank of China Ltd, Cl H

    15,842,406       6,319  

Bank of Communications Co Ltd, Cl H

    4,179,607       2,887  

Bank of Nanjing Co Ltd, Cl A

    602,834       940  

BOE Technology Group Co Ltd, Cl A

    1,139,180       671  

Bosideng International Holdings Ltd

    5,413,597       3,360  

BYD Co Ltd, Cl H

    44,145       1,766  

China CITIC Bank Corp Ltd, Cl H

    2,543,000       1,137  

China Coal Energy Co Ltd, Cl H

    1,445,000       1,225  

China Communications Services Corp Ltd, Cl H

    365,148       161  

China Construction Bank Corp, Cl H

    15,077,050       10,126  

China Jushi Co Ltd, Cl A

    569,777       1,483  

China Lesso Group Holdings Ltd

    1,514,000       2,284  

China Longyuan Power Group Corp Ltd, Cl H

    1,454,238       2,809  

China Merchants Bank Co Ltd, Cl H

    454,552       3,041  

China National Building Material Co Ltd, Cl H

    866,263       925  

China National Medicines Corp Ltd, Cl A

    147,814       593  

China Pacific Insurance Group Co Ltd, Cl H

    165,337       404  

China Petroleum & Chemical Corp ADR

    33,238       1,489  

China Petroleum & Chemical Corp, Cl H

    5,268,000       2,370  

China Resources Sanjiu Medical & Pharmaceutical Co Ltd, Cl A

    137,574       926  

China Shenhua Energy Co Ltd, Cl H

    439,014       1,259  

China Tourism Group Duty Free Corp Ltd, Cl A

    36,200       1,262  

China Yangtze Power Co Ltd, Cl A

    253,476       876  

Chongqing Zhifei Biological Products Co Ltd, Cl A

    30,200       502  

Contemporary Amperex Technology Co Ltd, Cl A *

     8,084       648  

Country Garden Holdings Co Ltd (A)

     902,000       559  

Daqo New Energy Corp ADR *

     13,276       948  

Dongfeng Motor Group Co Ltd, Cl H

    3,084,000       2,342  

 

 

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

11

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Emerging Markets Equity Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

ENN Energy Holdings Ltd

    32,800     $ 539  

Fujian Sunner Development Co Ltd, Cl A

    1,178,700       3,381  

Gigadevice Semiconductor Beijing Inc, Cl A

    119,832       2,559  

Great Wall Motor Co Ltd, Cl H

    1,032,000       2,123  

Guangzhou Tinci Materials Technology Co Ltd, Cl A

    64,000       595  

Haier Smart Home Co Ltd, Cl A

    986,261       4,056  

Haier Smart Home Co Ltd, Cl H

    1,869,156       6,920  

Heilongjiang Agriculture Co Ltd, Cl A

    334,924       739  

Hengli Petrochemical Co Ltd, Cl A

    774,400       2,578  

Huayu Automotive Systems Co Ltd, Cl A

    206,779       712  

Hunan Valin Steel Co Ltd, Cl A

    977,620       745  

Industrial & Commercial Bank of China Ltd, Cl H

    17,740,140       10,535  

Intco Medical Technology Co Ltd, Cl A

    200,000       758  

JD.com Inc ADR *

     95,652       6,143  

Jiangsu Changshu Rural Commercial Bank Co Ltd, Cl A

    2,700,374       3,088  

Jiangsu GoodWe Power Supply Technology Co Ltd, Cl A

    89,915       4,218  

JOYY Inc ADR

    14,470       432  

Kingsoft Corp Ltd

    645,600       2,518  

Kweichow Moutai Co Ltd, Cl A

    18,700       5,719  

Li Auto Inc ADR *

     97,558       3,737  

Longfor Group Holdings Ltd

    614,388       2,901  

LONGi Green Energy Technology Co Ltd, Cl A

    180,180       1,802  

Lufax Holding Ltd ADR

    709,489       4,257  

Luxshare Precision Industry Co Ltd, Cl A

    469,677       2,375  

Muyuan Foods Co Ltd, Cl A

    173,500       1,436  

NARI Technology Co Ltd, Cl A

    524,880       2,124  

NetEase Inc ADR

    49,994       4,667  

Ningbo Ronbay New Energy Technology Co Ltd, Cl A

    237,519       4,630  

Ningbo Tuopu Group Co Ltd, Cl A

    199,900       2,051  

NIO Inc ADR *

     76,080       1,652  

Orient Securities Co Ltd/China, Cl A

    284,800       436  

PetroChina Co Ltd, Cl H

    3,856,000       1,838  

PICC Property & Casualty Co Ltd, Cl H

    6,662,150       6,928  

Pinduoduo Inc ADR *

     135,837       8,395  

Ping An Insurance Group Co of China Ltd, Cl A

    738,000       5,161  

Ping An Insurance Group Co of China Ltd, Cl H

    2,340,982       15,916  

Poly Developments and Holdings Group Co Ltd, Cl A

    380,480       994  

QuakeSafe Technologies Co Ltd, Cl A

    234,470       2,042  

SAIC Motor Corp Ltd, Cl A

    262,102       699  

SF Holding Co Ltd, Cl A

    256,500       2,142  

Shaanxi Coal Industry Co Ltd, Cl A

    536,581       1,696  

Shanghai International Port Group Co Ltd, Cl A

    1,120,480       978  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Shenzhen Overseas Chinese Town Co Ltd, Cl A

    584,900     $ 568  

Shenzhen SC New Energy Technology Corp, Cl A

    181,900       2,436  

Shenzhen Senior Technology Material Co Ltd, Cl A

    543,005       2,364  

Shenzhen Topband Co Ltd, Cl A

    1,340,800       2,464  

Shenzhou International Group Holdings Ltd

    43,500       527  

Sichuan Kelun Pharmaceutical Co Ltd, Cl A

    747,398       2,090  

Sinopec Engineering Group Co Ltd, Cl H

    467,553       215  

Sinotrans Ltd, Cl H

    1,881,710       540  

Tencent Holdings Ltd

    1,080,990       48,822  

Tencent Music Entertainment Group ADR *

     78,982       396  

Tingyi Cayman Islands Holding Corp

    450,754       772  

Transfar Zhilian Co Ltd, Cl A

    631,494       608  

Trip.com Group Ltd ADR *

     105,037       2,883  

Tsingtao Brewery Co Ltd, Cl A

    57,343       892  

Tsingtao Brewery Co Ltd, Cl H

    323,000       3,359  

Uni-President China Holdings Ltd

    884,000       758  

Vipshop Holdings Ltd ADR *

     399,959       3,956  

Want Want China Holdings Ltd

    1,041,643       905  

Weibo Corp ADR *

     30,203       699  

Weichai Power Co Ltd, Cl A

    469,273       877  

Weichai Power Co Ltd, Cl H

    3,088,000       4,903  

Wens Foodstuffs Group Co Ltd *

     445,800       1,420  

Wingtech Technology Co Ltd, Cl A

    275,400       3,516  

Xianhe Co Ltd, Cl A

    616,079       2,456  

XPeng Inc ADR, Cl A *

     22,603       717  

Xtep International Holdings Ltd (A)

     1,542,000       2,790  

Yantai Jereh Oilfield Services Group Co Ltd, Cl A

    293,297       1,766  

Yifeng Pharmacy Chain Co Ltd, Cl A

    452,600       3,578  

Yintai Gold Co Ltd, Cl A

    377,140       544  

Yum China Holdings Inc

    22,528       1,093  

Zhejiang Expressway Co Ltd, Cl H (A)

     1,476,000       1,362  

Zhejiang HangKe Technology Inc Co, Cl A

    221,527       2,326  

Zhejiang Juhua Co Ltd, Cl A

    1,286,713       2,535  

Zhongsheng Group Holdings Ltd

    574,000       4,049  

Zijin Mining Group Co Ltd, Cl H

    384,000       470  
              351,719  
                 

Colombia — 0.1%

Bancolombia SA ADR, Cl R

    21,248       655  

Czech Republic — 0.1%

CEZ AS

    23,575       1,059  

Greece — 0.5%

Alpha Services and Holdings SA *

     3,936,651       3,424  

Eurobank Ergasias Services and Holdings SA *

     3,640,666       3,209  

Hellenic Telecommunications Organization SA

    46,742       810  

 

 

 

12

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Emerging Markets Equity Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

OPAP SA

    42,507     $ 607  
              8,050  
                 

Hong Kong — 11.8%

A-Living Smart City Services Co Ltd, Cl H

    603,250       970  

ASMPT Ltd

    232,000       1,970  

Baidu Inc, Cl A *

     235,450       4,456  

Beijing Enterprises Holdings Ltd

    877,335       3,119  

Budweiser Brewing Co APAC Ltd

    1,212,100       3,630  

Chaoda Modern Agriculture Holdings Ltd *

     2,056,181       10  

China Everbright Bank Co Ltd, Cl H

    3,977,900       1,288  

China Feihe Ltd

    2,679,000       3,080  

China High Precision Automation Group Ltd *(B)

     1,385,624       –  

China Hongqiao Group Ltd

    841,000       951  

China International Capital Corp Ltd, Cl H

    1,304,000       2,779  

China International Marine Containers Group Co Ltd, Cl H (A)

     299,104       485  

China Medical System Holdings Ltd

    2,684,000       4,187  

China Meidong Auto Holdings Ltd

    1,284,000       4,042  

China Mengniu Dairy Co Ltd

    711,000       3,547  

China Merchants Port Holdings Co Ltd

    1,545,607       2,628  

China Overseas Land & Investment Ltd

    769,000       2,430  

China Resources Land Ltd

    3,790,000       17,677  

China Resources Power Holdings Co Ltd

    432,000       892  

Chinasoft International Ltd

    864,000       884  

COFCO Joycome Foods Ltd

    2,416,000       1,170  

Country Garden Services Holdings Co Ltd

    344,000       1,532  

Galaxy Entertainment Group Ltd *

     667,000       3,978  

Geely Automobile Holdings Ltd

    1,794,000       4,079  

Guangzhou Automobile Group Co Ltd, Cl H

    2,910,000       2,815  

Hong Kong Exchanges & Clearing Ltd

    58,800       2,892  

JD.com Inc, Cl A *

     501,470       16,156  

Jiumaojiu International Holdings Ltd

    715,000       1,900  

JS Global Lifestyle Co Ltd

    125,400       163  

Kingboard Holdings Ltd

    247,794       938  

Kuaishou Technology, Cl B *

     599,400       6,676  

Kunlun Energy Co Ltd

    7,058,020       5,783  

Lenovo Group Ltd (A)

     4,540,659       4,242  

Li Auto Inc, Cl A *

     189,500       3,692  

Li Ning Co Ltd

    448,487       4,155  

LK Technology Holdings Ltd

    427,500       817  

Meituan, Cl B *

     786,700       19,470  

MMG Ltd *

     1,332,000       496  

NetEase Inc

    303,230       5,568  

New China Life Insurance Co Ltd, Cl H

    325,700       915  

People's Insurance Co Group of China Ltd/The, Cl H

    3,080,407       942  

Postal Savings Bank of China Co Ltd, Cl H (A)

     3,125,000       2,481  

Shandong Weigao Group Medical Polymer Co Ltd, Cl H

    1,148,000       1,334  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Shanghai Fosun Pharmaceutical Group Co Ltd, Cl H

    215,500     $ 798  

Shenzhen International Holdings Ltd

    17,532       17  

Sunny Optical Technology Group Co Ltd

    104,800       1,708  

Topsports International Holdings Ltd

    1,143,991       1,040  

Vinda International Holdings Ltd (A)

     554,000       1,419  

WH Group Ltd

    6,120,750       4,727  

Wuxi Biologics Cayman Inc *

     117,307       1,073  

Xiaomi Corp, Cl B *

     573,179       996  

Xinyi Solar Holdings Ltd

    3,388,458       5,234  

XPeng Inc, Cl A *

     115,734       1,864  

Yadea Group Holdings Ltd

    3,590,000       7,027  

Yuexiu Property Co Ltd

    1,006,027       1,290  

Zoomlion Heavy Industry Science and Technology Co Ltd

    6,115,000       3,265  
              181,677  
                 

Hungary — 0.7%

MOL Hungarian Oil & Gas PLC

    413,011       3,176  

OTP Bank Nyrt

    120,463       2,673  

Richter Gedeon Nyrt

    268,635       4,834  
              10,683  
                 

India — 11.1%

Apollo Hospitals Enterprise Ltd

    59,350       2,768  

Aptus Value Housing Finance India Ltd *

     636,907       2,273  

Ashok Leyland Ltd

    1,053,681       1,972  

AU Small Finance Bank Ltd

    77,900       584  

Axis Bank Ltd

    123,597       997  

Bajaj Finance Ltd

    6,660       455  

Bharat Electronics Ltd

    382,104       1,133  

Bharti Airtel Ltd

    318,438       2,762  

Cartrade Tech Ltd *

     87,750       658  

Cholamandalam Investment and Finance Co Ltd

    106,017       832  

Cipla Ltd/India

    60,519       703  

Coal India Ltd

    467,067       1,098  

Container Corp Of India Ltd

    175,590       1,321  

Coromandel International Ltd

    80,990       977  

DLF Ltd

    179,081       709  

EPL Ltd

    798,497       1,508  

GAIL India Ltd

    2,135,996       3,657  

GMM Pfaudler Ltd

    24,158       1,329  

Grasim Industries Ltd

    53,990       903  

HCL Technologies Ltd

    484,249       5,968  

HDFC Bank Ltd

    290,794       4,964  

Hero MotoCorp Ltd

    108,900       3,750  

Hindalco Industries Ltd

    113,567       487  

Hindustan Petroleum Corp Ltd

    804,592       2,213  

Hindustan Unilever Ltd

    17,862       504  

Housing Development Finance Corp Ltd

    285,725       7,854  

ICICI Bank Ltd

    1,649,236       14,769  

ICICI Bank Ltd ADR

    532,773       9,451  

 

 

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

13

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Emerging Markets Equity Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Indian Hotels Co Ltd, Cl A

    622,075     $ 1,774  

Indian Oil Corp Ltd

    1,396,317       1,313  

Indraprastha Gas Ltd

    132,913       599  

Indus Towers Ltd

    291,899       773  

IndusInd Bank Ltd

    253,962       2,554  

Infosys Ltd

    300,942       5,571  

Infosys Ltd ADR

    419,198       7,759  

InterGlobe Aviation Ltd *

     128,770       2,619  

IRB Infrastructure Developers Ltd *

     690,308       1,768  

ITC Ltd

    358,500       1,242  

JB Chemicals & Pharmaceuticals Ltd

    74,165       1,477  

Jindal Steel & Power Ltd

    78,563       328  

Kotak Mahindra Bank Ltd

    24,564       517  

Larsen & Toubro Ltd

    38,474       759  

Mahindra & Mahindra Ltd

    141,119       1,953  

Maruti Suzuki India Ltd

    61,247       6,569  

Mindtree Ltd

    34,500       1,261  

Motherson Sumi Wiring India Ltd

    687,750       613  

Nestle India Ltd

    1,708       378  

NMDC Ltd

    481,072       659  

NTPC Ltd

    693,086       1,254  

Oil & Natural Gas Corp Ltd

    2,585,988       4,963  

Petronet LNG Ltd

    866,385       2,384  

Power Grid Corp of India Ltd

    371,985       998  

PVR Ltd *

     62,791       1,480  

Rainbow Children's Medicare Ltd

    153,263       904  

Redington India Ltd

    401,433       638  

Reliance Industries Ltd

    632,690       20,795  

SBI Life Insurance Co Ltd

    42,135       577  

Shriram Transport Finance Co Ltd *

     41,167       668  

Sona Blw Precision Forgings Ltd

    161,459       1,132  

State Bank of India

    754,085       4,449  

Sun Pharmaceutical Industries Ltd

    133,757       1,407  

Tata Consultancy Services Ltd

    96,155       3,978  

Tata Steel Ltd

    34,751       382  

Torrent Power Ltd

    263,710       1,508  

United Breweries Ltd

    77,954       1,434  

UPL Ltd

    443,323       3,550  

Vedanta Ltd

    118,686       335  

WNS Holdings Ltd ADR *

     10,681       797  
              170,718  
                 

Indonesia — 1.9%

Adaro Energy Indonesia Tbk PT

    4,253,094       817  

Aneka Tambang Tbk

    3,393,200       410  

Astra International Tbk PT

    8,612,400       3,830  

Bank Central Asia Tbk PT

    5,864,640       2,854  

Bank Mandiri Persero Tbk PT

    3,694,103       1,965  

Bank Negara Indonesia Persero Tbk PT

    5,555,975       2,928  

Bank Rakyat Indonesia Persero Tbk PT

    36,862,922       10,269  

Indofood Sukses Makmur Tbk PT

    872,893       413  

Kalbe Farma Tbk PT

    7,012,620       781  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Merdeka Copper Gold Tbk PT *

     4,563,077     $ 1,222  

Telkom Indonesia Persero Tbk PT

    14,827,917       3,981  
              29,470  
                 

Kuwait — 0.0%

Agility Public Warehousing Co KSC

    198,594       526  

Malaysia — 0.4%

CIMB Group Holdings Bhd

    870,188       979  

Hong Leong Bank Bhd

    208,227       966  

IHH Healthcare Bhd

    272,797       399  

Petronas Chemicals Group Bhd

    550,833       1,125  

Public Bank Bhd

    837,812       831  

Sime Darby Bhd

    1,053,204       509  

Sime Darby Plantation Bhd

    595,000       585  
              5,394  
                 

Mexico — 1.8%

Alfa SAB de CV, Cl A

    824,972       585  

America Movil SAB de CV ADR, Cl L

    94,646       1,934  

Cemex SAB de CV ADR *

     707,546       2,774  

Fomento Economico Mexicano SAB de CV ADR

    42,711       2,882  

Gruma SAB de CV, Cl B

    45,346       499  

Grupo Aeroportuario del Pacifico SAB de CV ADR

    5,611       783  

Grupo Financiero Banorte SAB de CV, Cl O

    1,632,025       9,092  

Grupo Mexico SAB de CV, Ser B

    904,959       3,759  

Grupo Televisa SAB ADR

    69,507       569  

Wal-Mart de Mexico SAB de CV

    1,356,646       4,653  
              27,530  
                 

Peru — 0.1%

Credicorp Ltd

    13,425       1,610  

Philippines — 0.3%

BDO Unibank Inc

    1,348,112       2,709  

International Container Terminal Services Inc

    155,438       520  

Monde Nissin Corp *

     4,354,800       1,030  
              4,259  
                 

Poland — 0.5%

Cyfrowy Polsat SA

    211,598       999  

Dino Polska SA *

     53,706       3,811  

KGHM Polska Miedz SA

    85,527       2,262  

LPP SA

    547       1,094  
              8,166  
                 

Portugal — 0.2%

Jeronimo Martins SGPS SA

    106,523       2,310  

Qatar — 0.3%

Industries Qatar QSC

    167,999       736  

Qatar Islamic Bank SAQ

    178,179       1,089  

Qatar National Bank QPSC

    524,289       2,876  
              4,701  
                 

 

 

 

14

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Emerging Markets Equity Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Russia — 0.0%

Alrosa PJSC

    605,728     $ –  

Gazprom PJSC ADR

    174,661       –  

LUKOIL PJSC ADR

    109,206       –  

Magnit PJSC GDR *

     83,607       –  

Mobile TeleSystems PJSC ADR

    699,014       –  

Rosneft Oil Co PJSC

    230,389       –  

Sberbank of Russia PJSC *

     417,388       –  

Sberbank of Russia PJSC ADR *

     58,444       –  

Surgutneftegas PJSC ADR (A)

     501,658       –  
              –  
              –  
                 

Saudi Arabia — 2.4%

Al Rajhi Bank

    189,877       4,175  

Alinma Bank

    55,667       495  

Banque Saudi Fransi

    61,785       780  

Etihad Etisalat Co

    75,060       700  

Jarir Marketing Co

    25,714       1,114  

Leejam Sports Co JSC

    50,386       1,202  

Riyad Bank

    158,705       1,358  

SABIC Agri-Nutrients Co

    40,153       1,475  

Sahara International Petrochemical Co

    73,806       987  

Saudi Arabian Mining Co *

     157,334       2,090  

Saudi Arabian Oil Co

    577,295       5,970  

Saudi Basic Industries Corp

    26,927       729  

Saudi Electricity Co

    93,738       605  

Saudi National Bank/The

    665,795       11,694  

Saudi Tadawul Group Holding Co

    46,572       2,346  

Saudi Telecom Co

    39,945       1,034  
              36,754  
                 

Singapore — 0.1%

TDCX Inc ADR *

     117,019       1,082  

Yangzijiang Financial Holding Ltd *

     973,183       287  

Yangzijiang Shipbuilding Holdings Ltd

    973,183       650  
              2,019  
                 

South Africa — 4.0%

Absa Group Ltd

    108,082       1,020  

African Rainbow Minerals Ltd

    42,322       552  

Anglo American Platinum Ltd

    8,014       697  

Bid Corp Ltd

    179,498       3,362  

Bidvest Group Ltd/The

    162,993       2,085  

Capitec Bank Holdings Ltd

    24,630       2,980  

Cie Financiere Richemont SA

    145,096       1,528  

Clicks Group Ltd

    21,281       355  

FirstRand Ltd

    494,758       1,884  

Gold Fields Ltd

    125,843       1,175  

Gold Fields Ltd ADR

    663,859       6,054  

Growthpoint Properties Ltd ‡

     1,826,750       1,377  

Impala Platinum Holdings Ltd

    45,995       508  

Kumba Iron Ore Ltd

    30,825       989  

Mr Price Group Ltd

    139,436       1,510  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

MTN Group Ltd

    303,574     $ 2,447  

Naspers Ltd, Cl N

    109,479       15,823  

Nedbank Group Ltd

    400,157       5,062  

Old Mutual Ltd

    2,620,931       1,765  

Sasol Ltd *

     72,432       1,643  

Shoprite Holdings Ltd

    175,323       2,118  

Sibanye Stillwater Ltd

    812,074       2,016  

Standard Bank Group Ltd

    147,034       1,393  

Vodacom Group Ltd (A)

     270,181       2,163  

Woolworths Holdings Ltd/South Africa

    201,764       668  
              61,174  
                 

South Korea — 11.8%

BGF retail Co Ltd

    16,070       2,339  

BNK Financial Group Inc

    119,183       616  

Celltrion Inc

    2,827       389  

Cheil Worldwide Inc

    61,031       1,116  

CJ CheilJedang Corp

    20,855       6,088  

CJ ENM Co Ltd

    41,733       3,012  

Coway Co Ltd

    69,577       3,424  

DB HiTek Co Ltd

    25,545       983  

DB Insurance Co Ltd

    18,338       866  

Doosan Fuel Cell Co Ltd *(A)

     34,203       792  

E-MART Inc

    6,871       558  

GS Holdings Corp

    64,316       2,073  

Hana Financial Group Inc

    428,289       12,980  

Hankook Tire & Technology Co Ltd

    78,498       1,992  

Hanmi Pharm Co Ltd

    2,232       529  

Hyundai Engineering & Construction Co Ltd

    21,538       686  

Hyundai Glovis Co Ltd

    4,512       624  

Hyundai Marine & Fire Insurance Co Ltd

    102,916       2,453  

Hyundai Mobis Co Ltd

    24,897       3,816  

Hyundai Motor Co

    8,032       1,117  

Industrial Bank of Korea

    81,707       605  

Kakao Corp

    38,497       2,073  

Kangwon Land Inc *

     14,899       291  

KB Financial Group Inc (A)

     55,707       2,066  

KH Vatec Co Ltd

    78,774       1,128  

Kia Corp

    153,329       9,128  

Korea Aerospace Industries Ltd

    18,249       756  

Korea Petrochemical Ind Co Ltd

    5,398       509  

Korea Shipbuilding & Offshore Engineering Co Ltd *

     11,523       833  

Korea Zinc Co Ltd

    1,175       441  

Korean Air Lines Co Ltd *

     34,483       669  

KT&G Corp

    9,307       589  

Kumho Petrochemical Co Ltd

    23,146       2,478  

L&F Co Ltd *

     3,579       579  

LG Chem Ltd

    20,436       8,122  

LG Electronics Inc

    56,291       3,828  

LG Innotek Co Ltd

    3,152       831  

LG Uplus Corp

    16,095       158  

 

 

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

15

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Emerging Markets Equity Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Lotte Chemical Corp

    14,229     $ 1,973  

NAVER Corp

    6,767       1,251  

NCSoft Corp

    8,413       2,265  

NICE Information Service Co Ltd

    24,481       272  

Orion Corp/Republic of Korea

    47,929       3,839  

Pan Ocean Co Ltd

    298,986       1,368  

Samsung Biologics Co Ltd *

     3,917       2,383  

Samsung Electro-Mechanics Co Ltd

    9,343       939  

Samsung Electronics Co Ltd

    1,169,274       51,331  

Samsung Engineering Co Ltd *

     85,232       1,415  

Samsung SDI Co Ltd

    4,757       1,949  

Samsung SDS Co Ltd

    7,655       766  

SD Biosensor Inc

    11,748       352  

Seegene Inc

    20,359       567  

Shinhan Financial Group Co Ltd

    24,820       708  

Shinsegae Inc

    4,133       694  

SK Hynix Inc

    227,954       15,976  

SK Square Co Ltd *

     40,647       1,223  

SK Telecom Co Ltd

    191,462       7,668  

S-Oil Corp

    4,934       395  

Soulbrain Co Ltd/New

    8,815       1,552  

Woori Financial Group Inc

    114,246       1,065  

Youngone Corp

    13,595       402  
              181,890  
                 

Taiwan — 12.3%

Accton Technology Corp

    232,200       1,863  

Acer Inc

    1,078,000       787  

Airtac International Group

    48,000       1,600  

ASE Technology Holding Co Ltd

    315,000       809  

Asia Vital Components Co Ltd

    198,153       620  

ASPEED Technology Inc

    8,190       523  

Bizlink Holding Inc

    221,000       2,293  

Cathay Financial Holding Co Ltd

    627,503       1,074  

Chailease Holding Co Ltd

    318,780       2,235  

China Steel Corp

    656,000       628  

ChipMOS Technologies Inc

    490,000       609  

Chunghwa Telecom Co Ltd

    1,020,525       4,187  

CTBC Financial Holding Co Ltd

    11,157,739       9,419  

Delta Electronics Inc

    601,000       4,477  

E.Sun Financial Holding Co Ltd

    1,164,395       1,136  

Elite Material Co Ltd

    44,000       264  

Evergreen Marine Corp Taiwan Ltd

    335,000       953  

Formosa Plastics Corp

    330,000       1,204  

Fubon Financial Holding Co Ltd

    2,064,721       4,153  

Hiwin Technologies Corp

    93,000       746  

Hon Hai Precision Industry Co Ltd

    869,149       3,186  

International Games System Co Ltd

    32,000       803  

Keystone Microtech Corp

    155,000       1,063  

Lite-On Technology Corp

    478,341       932  

Lotus Pharmaceutical Co Ltd *

     270,000       1,394  

Macronix International Co Ltd

    3,422,000       4,086  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

MediaTek Inc

    365,952     $ 8,012  

Micro-Star International Co Ltd

    1,522,172       5,811  

momo.com Inc

    111,600       2,395  

Nan Ya Plastics Corp

    434,776       1,214  

Nan Ya Printed Circuit Board Corp

    38,934       341  

Nanya Technology Corp

    277,885       462  

Nien Made Enterprise Co Ltd

    144,000       1,419  

Novatek Microelectronics Corp

    45,011       457  

Pegatron Corp

    455,000       872  

Pou Chen Corp

    368,000       365  

President Chain Store Corp

    100,000       917  

Radiant Opto-Electronics Corp

    177,000       517  

RichWave Technology Corp

    325,400       1,729  

Silergy Corp

    14,790       1,191  

SinoPac Financial Holdings Co Ltd

    1,166,907       659  

Taiwan Paiho Ltd

    628,000       1,453  

Taiwan Semiconductor Manufacturing Co Ltd

    4,916,278       78,704  

Taiwan Semiconductor Manufacturing Co Ltd ADR

    146,002       11,936  

Tong Hsing Electronic Industries Ltd

    387,313       2,618  

Unimicron Technology Corp

    544,000       2,900  

Uni-President Enterprises Corp

    1,872,000       4,218  

United Microelectronics Corp

    3,333,484       4,389  

Winbond Electronics Corp

    959,000       700  

Wiwynn Corp

    147,000       3,446  

Yuanta Financial Holding Co Ltd

    2,169,232       1,437  

Zhen Ding Technology Holding Ltd

    160,000       554  
              189,760  
                 

Thailand — 2.3%

Advanced Info Service PCL NVDR (A)

     92,972       511  

Bangkok Dusit Medical Services PCL NVDR

    2,049,516       1,449  

Central Pattana PCL

    1,288,900       2,224  

Chularat Hospital PCL NVDR

    6,866,368       719  

CP ALL PCL NVDR

    310,500       527  

Home Product Center PCL

    10,828,954       3,890  

Indorama Ventures PCL NVDR (A)

     462,201       614  

Kasikornbank PCL

    453,300       1,930  

Kasikornbank PCL NVDR

    1,122,200       4,777  

Kiatnakin Phatra Bank PCL NVDR

    506,200       888  

Land & Houses PCL NVDR

    2,665,600       629  

Ngern Tid Lor PCL

    2,253,400       1,864  

PTT Exploration & Production PCL

    791,700       3,572  

PTT Exploration & Production PCL NVDR

    276,860       1,249  

PTT PCL NVDR

    6,216,400       5,978  

Regional Container Lines PCL NVDR

    358,210       390  

Supalai PCL NVDR

    660,915       348  

Thai Oil PCL

    454,700       662  

Thai Union Group PCL, Cl F

    3,312,000       1,602  

Thanachart Capital PCL NVDR (A)

     637,047       680  
              34,503  
                 

 

 

 

16

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Emerging Markets Equity Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Turkey — 0.4%

Akbank TAS

    1,758,192     $ 845  

BIM Birlesik Magazalar AS

    622,814       3,016  

Ford Otomotiv Sanayi AS

    33,702       539  

Haci Omer Sabanci Holding AS

    629,042       712  

KOC Holding AS

    385,604       845  

Turk Hava Yollari AO *

     272,523       764  
              6,721  
                 

United Arab Emirates — 1.2%

Abu Dhabi Commercial Bank PJSC

    375,691       906  

Aldar Properties PJSC

    1,733,764       2,101  

Dubai Islamic Bank PJSC

    1,556,597       2,441  

Emaar Properties PJSC

    5,114,220       7,240  

Emirates NBD Bank PJSC

    234,637       843  

Emirates Telecommunications Group Co PJSC

    98,516       700  

Fertiglobe plc

    1,944,479       2,547  

First Abu Dhabi Bank PJSC

    218,724       1,118  
              17,896  
                 

United Kingdom — 0.7%

Anglo American PLC

    152,037       5,409  

Antofagasta PLC

    79,720       1,118  

Endeavour Mining PLC

    35,916       742  

Network International Holdings PLC *

     594,224       1,363  

TCS Group Holding PLC GDR *

     33,900       –  

Tullow Oil PLC *(A)

     2,668,921       1,519  
              10,151  
                 

United States — 0.1%

Kosmos Energy Ltd *

     127,275       788  

Vietnam — 0.5%

Hoa Phat Group JSC

    1,815,217       1,740  

Vincom Retail JSC *

     2,210,745       2,713  

Vinhomes JSC

    1,435,900       3,833  
              8,286  
                 

Total Common Stock

               

(Cost $1,426,391) ($ Thousands)

             1,464,857  
                 
                 
                 

PREFERRED STOCK — 1.9%

Brazil — 0.8%

Banco Bradesco SA (C)

     916,297       3,012  

Bradespar SA (C)

     57,063       275  

Centrais Eletricas Brasileiras SA (C)

     133,883       1,195  

Cia Energetica de Minas Gerais (C)

     524,940       1,048  

Itau Unibanco Holding SA , 4.160%*

     275,396       1,195  

Itausa SA , 3.240%*

     332,878       531  

Petroleo Brasileiro SA (C)

     334,980       1,789  

Petroleo Brasileiro SA ADR, Cl A(C)

     356,829       3,793  
              12,838  
                 

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

PREFERRED STOCK (continued)

Chile — 0.2%

Sociedad Quimica y Minera de Chile SA, Cl B(C)

     35,890     $ 2,931  

South Korea — 0.9%

Hyundai Motor Co (C)

     58,398       3,927  

LG Chem Ltd (C)

     11,840       2,193  

LG Electronics *(C)

     29,217       955  

Samsung Electronics Co Ltd(C)

     164,339       6,582  
              13,657  
                 

Total Preferred Stock

               

(Cost $34,014) ($ Thousands)

             29,426  
                 
                 
   

Face Amount
(Thousands)

          

DEBENTURE BOND — 0.0%

Brazil — 0.0%

        

Vale SA, Ser 1997

               

0.000% (D)(E)

   BRL 8       1  
                 
                 

Total Debenture Bond

                

(Cost $—) ($ Thousands)

             1  
                 
                 
      Number of
Rights		          

RIGHTS — 0.0%

Taiwan — 0.0%

        

Acer Inc *‡‡

     5,022       –  

Total Rights

                

(Cost $—) ($ Thousands)

             –  
                 
                 
   


Shares

          

AFFILIATED PARTNERSHIP — 0.7%

SEI Liquidity Fund, L.P.

                

1.330% **†(F)

     11,417,842       11,419  
                 
                 

Total Affiliated Partnership

                

(Cost $11,418) ($ Thousands)

     11,419  
                 
                 
                 

CASH EQUIVALENT — 0.7%

SEI Daily Income Trust, Government Fund, Cl F

                

1.140%**†

     10,065,052       10,065  
                 

Total Cash Equivalent

                

(Cost $10,065) ($ Thousands)

             10,065  
                 
                 

Total Investments in Securities — 98.6%

                

(Cost $1,481,888) ($ Thousands)

  $ 1,515,768  
                 
                 
                 

 

 

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

17

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Emerging Markets Equity Fund (Concluded)

 

 

A list of the open futures contracts held by the Fund at June 30, 2022, is as follows:

 

Type of Contract

  

Number of
Contracts

    

Expiration Date

    

Notional Amount (Thousands)

    

Value (Thousands)

    

Unrealized Appreciation (Thousands)

  

Long Contracts

                                        

MSCI Emerging Markets

     211       Sep-2022     $ 10,537     $ 10,579     $ 42  
                                         
                                         

 

 

 

Percentages are based on Net Assets of $1,537,869 ($ Thousands).

*

Non-income producing security.

**

The rate reported is the 7-day effective yield as of June 30, 2022.

†

Investment in Affiliated Security.

‡

Real Estate Investment Trust.

‡‡

Expiration date not available.

(A)

Certain securities or partial positions of certain securities are on loan at June 30, 2022. The total market value of securities on loan at June 30, 2022 was $10,234 ($ Thousands).

(B)

Level 3 security in accordance with fair value hierarchy.

(C)

No interest rate available.

(D)

Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.

(E)

Perpetual security with no stated maturity date.

(F)

This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2022 was $11,419 ($ Thousands).

 

ADR — American Depositary Receipt

BRL — Brazilian Real

Cl — Class

GDR — Global Depositary Receipt

JSC — Joint-Stock Company

L.P. — Limited Partnership

Ltd. — Limited

MSCI — Morgan Stanley Capital International

NVDR — Non-Voting Depositary Receipt

PJSC — Public Joint-Stock Company

PLC — Public Limited Company

Ser — Series

 

The following is a summary of the level of inputs used as of June 30, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):

Investments in Securities

  

Level 1
($)

    

Level 2
($)

    

Level 3
($)(1)

    

Total
($)

  

Common Stock

     1,463,340       1,517       – ^     1,464,857  

Preferred Stock

     29,426       –       –       29,426  

Debenture Bond

     –       1       –       1  

Rights

     –       –       –       –  

Affiliated Partnership

     –       11,419       –       11,419  

Cash Equivalent

     10,065       –       –       10,065  

Total Investments in Securities

     1,502,831       12,937       –       1,515,768  

 

Other Financial Instruments

  

Level 1
($)

    

Level 2
($)

    

Level 3
($)

    

Total
($)

  

Futures Contracts*

                                

Unrealized Appreciation

     42       –       –       42  

Total Other Financial Instruments

     42       –       –       42  

 

(1) A reconciliation of Level 3 investments is presented when the Fund has a significant amount of Level 3 investments at the end of the period in relation to net assets. Management has concluded that Level 3 investments are not material in relation to net assets.

 

^One security with a market value of $0.

 

*

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

 

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

 

For information on the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.

 

 
 

The following is a summary of the transactions with affiliates for the period ended June 30, 2022 ($ Thousands):

 

Security Description

 

Value 9/30/2021

    

Purchases at Cost

   

Proceeds from Sales

   

Realized Gain/(Loss)

    

Change in Unrealized Depreciation

    

Value 6/30/2022

    

Shares

    

Income

   

Capital Gains

  

SEI Liquidity Fund, L.P.

   $ 17,858     $ 156,153     $ (162,586 )   $ (4 )   $ (2 )   $ 11,419       11,417,842     $ 162     $ —  

SEI Daily Income Trust, Government Fund, Cl F

     60,832       129,345       (180,112 )     —       —       10,065       10,065,052       33       —  

Totals

   $ 78,690     $ 285,498     $ (342,698 )   $ (4 )   $ (2 )   $ 21,484             $ 195     $ —  

 

 

 

18

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

International Fixed Income Fund

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS — 91.1%

Australia — 2.8%

        

Australia & New Zealand Banking Group MTN

               

5.000%, 08/16/2023

  AUD 750     $ 523  

Australia Government Bond

               

4.750%, 04/21/2027

    1,040       759  

4.500%, 04/21/2033

    801       590  

3.750%, 04/21/2037

    393       268  

3.250%, 04/21/2025

    843       582  

3.000%, 03/21/2047

    1,285       759  

2.750%, 11/21/2027

    5,930       3,946  

2.750%, 06/21/2035

    1,243       765  

2.750%, 05/21/2041

    1,042       610  

2.500%, 05/21/2030

    1,492       950  

2.250%, 05/21/2028

    33       21  

1.750%, 06/21/2051

    427       186  

0.500%, 09/21/2026

    1,763       1,079  

Commonwealth Bank of Australia

               

0.125%, 10/15/2029

  EUR 270       243  

Commonwealth Bank of Australia MTN

               

0.375%, 04/11/2024

    455       468  

Glencore Capital Finance DAC MTN

               

0.750%, 03/01/2029

    450       359  

Glencore Finance Europe MTN

               

1.500%, 10/15/2026

    120       111  

National Australia Bank

               

5.000%, 03/11/2024

  AUD 750       524  

2.990%, 05/21/2031 (A)

   $ 520       435  

National Australia Bank MTN

               

2.250%, 06/06/2025

  EUR 206       219  

Westpac Banking Corp MTN

               

1.250%, 01/14/2033

    310       288  

0.500%, 05/17/2024

    505       519  
              14,204  
                 

Austria — 1.1%

        

JAB Holdings BV

               

1.000%, 12/20/2027

    400       356  

Republic of Austria Government Bond (A)

                

4.150%, 03/15/2037

    561       734  

2.400%, 05/23/2034

    110       120  

2.100%, 09/20/2117

    50       44  

1.850%, 05/23/2049

    545       522  

0.850%, 06/30/2120

    87       40  

0.750%, 10/20/2026

    1,197       1,226  

0.023%, 02/20/2031

    730       652  

0.000%, 04/20/2025 (B)

     647       658  

Republic of Austria Government Bond, Ser 97-6

               

6.250%, 07/15/2027

    789       1,024  
              5,376  
                 

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Belgium — 1.1%

        

Ageas

               

1.875%, 11/24/2051 (C)

   EUR 200     $ 160  

Kingdom of Belgium Government Bond

               

4.250%, 03/28/2041 (A)

     470       615  

3.750%, 06/22/2045

    419       525  

3.000%, 06/22/2034 (A)

     580       659  

1.700%, 06/22/2050 (A)

     123       105  

1.600%, 06/22/2047 (A)

     351       299  

1.400%, 06/22/2053 (A)

     315       242  

1.000%, 06/22/2026 (A)

     370       384  

1.000%, 06/22/2031 (A)

     490       476  

0.350%, 06/22/2032 (A)

     620       551  

0.007%, 10/22/2031 (A)

     266       233  

0.000%, 10/22/2027 (A)(B)

     1,133       1,102  

Kingdom of Belgium Government Bond, Ser 44

               

5.000%, 03/28/2035 (A)

     64       88  
              5,439  
                 

Brazil — 0.0%

        

OEC Finance

               

7.125%, 12/26/2046

  $ 176       2  

4.375%, 10/25/2029

    111       2  
              4  
                 

Canada — 6.8%

        

Bank of Nova Scotia

               

1.950%, 02/01/2023

    850       844  

0.010%, 03/18/2025

  EUR 645       646  

Bell Canada MTN

               

4.700%, 09/11/2023

  CAD 80       62  

Canada Housing Trust No. 1

               

2.250%, 12/15/2025 (A)

     1,325       990  

Canadian Government Bond

               

5.750%, 06/01/2033

    621       590  

3.500%, 12/01/2045

    158       128  

2.750%, 12/01/2048

    400       287  

2.750%, 12/01/2048

    300       215  

2.500%, 06/01/2024

    2,460       1,886  

2.250%, 06/01/2029

    3,329       2,437  

1.500%, 06/01/2026

    8,217       6,002  

1.500%, 06/01/2031

    268       180  

1.000%, 06/01/2027

    1,375       965  

Canadian Pacific Railway

               

1.350%, 12/02/2024

  $ 805       757  

Canadian When Issued Government Bond

               

2.000%, 12/01/2051

  CAD 719       434  

CDP Financial

               

1.125%, 04/06/2027 (A)

   EUR 1,062       1,074  

CPPIB Capital MTN

               

0.250%, 04/06/2027

    1,765       1,715  

 

 

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

19

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

International Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

OMERS Finance Trust

               

3.500%, 04/19/2032 (A)

   $ 555     $ 541  

Ontario Teachers' Finance Trust

               

2.000%, 04/16/2031 (A)

     1,914       1,679  

1.850%, 05/03/2032 (A)

   EUR 444       437  

0.500%, 05/06/2025

    1,066       1,080  

Ontario Teachers' Finance Trust MTN

               

0.900%, 05/20/2041

    707       537  

Province of British Columbia Canada

               

2.950%, 12/18/2028

  CAD 1,653       1,224  

2.750%, 06/18/2052

    835       494  

Province of Ontario Canada

               

4.700%, 06/02/2037

    1,355       1,106  

4.650%, 06/02/2041

    540       441  

2.800%, 06/02/2048

    2,200       1,325  

2.400%, 06/02/2026

    585       435  

Province of Ontario Canada MTN

               

0.250%, 12/15/2026

  GBP 2,337       2,545  

Province of Quebec Canada

               

6.250%, 06/01/2032

  CAD 720       659  

3.500%, 12/01/2048

    520       359  

3.100%, 12/01/2051

    780       497  

Province of Quebec Canada MTN

               

3.700%, 05/20/2026

  AUD 568       382  

Province of Saskatchewan Canada

               

3.250%, 06/08/2027

  $ 295       293  

PSP Capital

               

1.625%, 10/26/2028 (A)

     617       556  

Royal Bank of Canada MTN

               

1.125%, 12/15/2025

  GBP 230       255  

0.250%, 01/29/2024

  EUR 189       195  

Toronto-Dominion Bank

               

0.000%, 02/09/2024 (B)

     490       502  
              34,754  
                 

Cayman Islands — 0.0%

        

Odebrecht Holdco Finance Ltd

               

0.000%, 09/10/2058 (D)

   $ 311       2  
                 
                 

China — 9.1%

        

China Development Bank

               

4.880%, 02/09/2028

  CNY 10,600       1,736  

3.900%, 08/03/2040

    4,280       679  

3.700%, 10/20/2030

    9,430       1,468  

3.660%, 03/01/2031

    4,680       727  

3.650%, 05/21/2029

    18,120       2,805  

3.480%, 01/08/2029

    23,680       3,625  

3.410%, 06/07/2031

    6,740       1,029  

3.390%, 07/10/2027

    16,630       2,538  

3.230%, 01/10/2025

    11,360       1,724  

3.120%, 09/13/2031

    9,540       1,425  

2.730%, 11/11/2024

    14,450       2,168  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

China Government Bond

               

3.810%, 09/14/2050

  CNY 19,820     $ 3,195  

3.720%, 04/12/2051

    36,460       5,804  

3.270%, 11/19/2030

    13,260       2,039  

3.020%, 05/27/2031

    14,700       2,219  

2.850%, 06/04/2027

    14,060       2,118  

2.800%, 03/24/2029

    45,790       6,831  

2.690%, 08/12/2026

    16,200       2,427  

2.680%, 05/21/2030

    9,380       1,379  

Prosus NV MTN

               

2.031%, 08/03/2032

  EUR 245       177  

1.985%, 07/13/2033 (A)

     320       223  
              46,336  
                 

Colombia — 0.7%

        

Colombian TES

               

10.000%, 07/24/2024

  COP 2,757,800       661  

9.250%, 05/28/2042

    828,200       159  

7.750%, 09/18/2030

    5,638,800       1,099  

7.500%, 08/26/2026

    1,565,300       336  

7.250%, 10/18/2034

    2,201,800       382  

7.000%, 03/26/2031

    427,100       78  

7.000%, 06/30/2032

    1,791,000       319  

6.250%, 07/09/2036

    481,100       73  

6.000%, 04/28/2028

    2,966,000       559  

5.750%, 11/03/2027

    279,700       53  
              3,719  
                 

Czech Republic — 0.2%

        

Czech Republic Government Bond

               

4.700%, 09/12/2022

  CZK 7,470       314  

2.500%, 08/25/2028

    14,630       531  

1.200%, 03/13/2031

    8,010       249  
              1,094  
                 

Denmark — 0.2%

        

Denmark Government Bond

               

4.500%, 11/15/2039

  DKK 2,040       392  

0.000%, 11/15/2031 (B)

     2,049       245  

Kommunekredit MTN

               

0.125%, 09/26/2040

  EUR 275       189  

Orsted

               

6.250%, EUR Swap Annual 5 Yr + 4.750%, 06/26/2099 (C)

     210       223  
              1,049  
                 

Finland — 0.3%

        

Finland Government Bond (A)

                

0.875%, 09/15/2025

    355       369  

0.125%, 09/15/2031

    610       547  

0.125%, 04/15/2052

    135       79  

Nordea Bank Abp MTN

               

6.125%, USD Swap Semi 30/360 5 Yr Curr + 3.388% (C)(E)

   $ 200       193  

 

 

 

20

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

International Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Nordea Kiinnitysluottopankki MTN

               

0.250%, 03/18/2026

  EUR 480     $ 476  
              1,664  
                 

France — 5.5%

        

BNP Paribas MTN

               

3.375%, 01/23/2026

  GBP 490       577  

1.250%, 03/19/2025

  EUR 375       377  

0.500%, 02/19/2028 (C)

     200       182  

BNP Paribas Home Loan SFH

               

0.375%, 05/07/2025

    400       405  

BPCE

               

1.000%, 01/20/2026 (A)

   $ 950       842  

BPCE MTN

               

2.000%, 06/05/2025

  AUD 440       280  

Caisse Francaise de Financement Local MTN

               

3.000%, 10/02/2028

  EUR 100       111  

0.500%, 01/19/2026

    500       502  

Cie de Financement Foncier

               

0.375%, 12/11/2024

    300       305  

Cie de Financement Foncier MTN

               

5.500%, 01/26/2027

  GBP 387       525  

CNP Assurances MTN

               

2.500%, 06/30/2051 (C)

   EUR 200       174  

Credit Agricole Assurances

               

4.750%, 09/27/2048 (C)

     200       203  

Credit Agricole Home Loan SFH MTN

               

1.250%, 03/24/2031

    300       289  

0.250%, 02/23/2024

    700       720  

Dexia Credit Local MTN

               

0.625%, 02/03/2024

    200       207  

0.500%, 01/17/2025

    300       306  

0.000%, 05/29/2024 (B)

     1,200       1,224  

Electricite de France

               

5.625%, USD Swap Semi 30/360 10 Yr Curr + 3.041% (A)(C)(E)

   $ 200       183  

Electricite de France MTN

               

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

   EUR 200       191  

4.000%, 11/12/2025

    350       386  

Engie MTN

               

0.875%, 03/27/2024

    300       310  

French Republic Government Bond OAT

               

5.750%, 10/25/2032

    271       384  

4.500%, 04/25/2041

    239       329  

4.000%, 04/25/2055 (A)

     139       191  

2.750%, 10/25/2027

    339       379  

2.500%, 05/25/2030

    442       492  

1.750%, 05/25/2023

    2,359       2,497  

1.750%, 06/25/2039 (A)

     256       249  

1.750%, 05/25/2066 (A)

     84       70  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

1.500%, 05/25/2050 (A)

   EUR 1,786     $ 1,510  

1.250%, 05/25/2036 (A)

     672       622  

1.000%, 05/25/2027

    4,151       4,269  

0.750%, 05/25/2028

    345       346  

0.750%, 05/25/2052

    202       134  

0.500%, 05/25/2029

    395       384  

0.500%, 06/25/2044 (A)

     1,380       978  

0.100%, 07/25/2031 (A)

     176       192  

0.000%, 03/25/2025 (B)

     661       672  

0.000%, 02/25/2024 (B)

     2,048       2,121  

0.000%, 11/25/2029 (B)

     504       467  

Kapla Holding SAS

               

3.250%, 12/15/2026 (C)

     200       178  

SNCF Reseau MTN

               

4.250%, 10/07/2026

    200       232  

2.250%, 12/20/2047

    300       282  

2.000%, 02/05/2048

    300       264  

1.125%, 05/19/2027

    300       306  

1.125%, 05/25/2030

    200       197  

Societe Generale (A)

                

4.250%, 04/14/2025

  $ 325       319  

2.797%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.300%, 01/19/2028 (C)

     300       268  

Societe Nationale SNCF

               

1.000%, 05/25/2040

  EUR 700       546  

TotalEnergies MTN

               

1.625% (C)(E)

     270       224  

TotalEnergies Capital International MTN

               

2.500%, 03/25/2026

    400       424  

Westfield America Management

               

2.625%, 03/30/2029

  GBP 155       156  

2.125%, 03/30/2025

    210       232  
              28,213  
                 

Germany — 4.9%

        

Bundesobligation (B)

                

0.000%, 04/11/2025

  EUR 1,775       1,815  

0.000%, 10/09/2026

    3,135       3,144  

Bundesrepublik Deutschland Bundesanleihe

               

4.000%, 01/04/2037

    234       321  

3.250%, 07/04/2042

    954       1,276  

1.250%, 08/15/2048

    1,013       977  

0.170%, 08/15/2050

    672       451  

0.000%, 08/15/2031 (B)

     2,225       2,066  

0.000%, 05/15/2035 (B)

     671       576  

0.000%, 05/15/2036 (B)

     174       146  

Cheplapharm Arzneimittel GmbH

               

3.500%, 02/11/2027 (A)

     191       170  

Deutsche Bank MTN

               

1.000%, 11/19/2025 (C)

     400       394  

 

 

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

21

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

International Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Deutsche Bundesrepublik Inflation Linked Bond

               

0.500%, 04/15/2030

  EUR 199     $ 233  

Deutsche Telekom MTN

               

3.125%, 02/06/2034

  GBP 328       358  

1.750%, 12/09/2049

  EUR 100       70  

Deutsche Telekom International Finance BV MTN

               

0.625%, 04/03/2023

    5       5  

E.ON MTN

               

0.000%, 12/18/2023 (B)

     550       563  

HeidelbergCement Finance Luxembourg MTN

               

1.750%, 04/24/2028

    120       111  

1.625%, 04/07/2026

    400       391  

HOCHTIEF MTN

               

1.750%, 07/03/2025

    400       399  

Kreditanstalt fuer Wiederaufbau

               

2.600%, 06/20/2037

  JPY 241,000       2,293  

0.500%, 09/15/2027

  EUR 510       504  

0.125%, 06/07/2023

    1,020       1,063  

Kreditanstalt fuer Wiederaufbau MTN

               

0.875%, 09/15/2026

  GBP 2,600       2,963  

Landwirtschaftliche Rentenbank MTN

               

0.625%, 05/18/2027

  EUR 225       224  

0.000%, 12/13/2028 (B)

     1,085       1,013  

Mercedes-Benz International Finance BV MTN

               

0.250%, 11/06/2023

    430       442  

Merck Financial Services GmbH MTN

               

0.125%, 07/16/2025

    400       395  

Siemens Financieringsmaatschappij

               

1.200%, 03/11/2026 (A)

   $ 775       701  

Volkswagen Bank GmbH MTN

               

1.875%, 01/31/2024

  EUR 400       415  

1.250%, 12/15/2025

    416       411  

Volkswagen International Finance

               

3.875% (C)(E)

     300       260  

Volkswagen Leasing GmbH MTN

               

1.125%, 04/04/2024

    520       534  

ZF Europe Finance BV

               

2.000%, 02/23/2026

    200       173  
              24,857  
                 

Greece — 0.0%

        

Hellenic Republic Government Bond

               

1.875%, 01/24/2052 (A)

     96       61  
                 
                 

Hungary — 0.2%

        

Hungary Government Bond

               

3.000%, 06/26/2024

  HUF 297,650       710  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

1.500%, 08/23/2023

  HUF 183,970     $ 454  
              1,164  
                 

Indonesia — 1.1%

        

Indonesia Treasury Bond

               

8.750%, 05/15/2031

  IDR 7,551,000       550  

8.375%, 03/15/2034

    32,395,000       2,314  

7.500%, 06/15/2035

    2,199,000       148  

7.375%, 05/15/2048

    13,040,000       862  

7.000%, 09/15/2030

    2,959,000       197  

6.500%, 06/15/2025

    3,115,000       214  

6.500%, 02/15/2031

    18,489,000       1,184  

5.500%, 04/15/2026

    5,153,000       339  
              5,808  
                 

Ireland — 0.7%

        

AerCap Ireland Capital DAC

               

4.500%, 09/15/2023

  $ 205       204  

3.300%, 01/30/2032

    450       360  

1.150%, 10/29/2023

    1,000       953  

CRH Funding MTN

               

1.875%, 01/09/2024

  EUR 310       323  

Ireland Government Bond

               

1.500%, 05/15/2050

    250       208  

1.100%, 05/15/2029

    670       677  

1.000%, 05/15/2026

    285       296  

0.113%, 10/18/2031

    304       266  

Smurfit Kappa Acquisitions ULC

               

2.875%, 01/15/2026

    265       273  
              3,560  
                 

Israel — 0.1%

        

Israel Government Bond - Fixed

               

5.500%, 01/31/2042

  ILS 675       257  

2.000%, 03/31/2027

    925       259  

1.000%, 03/31/2030

    593       151  
              667  
                 

Italy — 4.1%

        

Eni

               

3.375% (C)(E)

   EUR 135       111  

Eni MTN

               

0.375%, 06/14/2028

    130       118  

Intesa Sanpaolo MTN

               

2.125%, 05/26/2025

    330       336  

0.750%, 12/04/2024

    350       351  

Italy Buoni Poliennali Del Tesoro

               

5.000%, 09/01/2040 (A)

     1,644       2,054  

3.500%, 03/01/2030 (A)

     407       444  

3.100%, 03/01/2040 (A)

     122       120  

3.000%, 08/01/2029

    853       900  

2.800%, 03/01/2067 (A)

     292       244  

2.700%, 03/01/2047 (A)

     55       49  

2.450%, 09/01/2033 (A)

     483       463  

 

 

 

22

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

International Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

2.150%, 03/01/2072 (A)

   EUR 76     $ 53  

2.000%, 02/01/2028

    542       550  

1.800%, 03/01/2041 (A)

     247       197  

1.700%, 09/01/2051 (A)

     420       293  

1.500%, 04/30/2045 (A)

     1,034       744  

1.450%, 03/01/2036 (A)

     448       368  

0.950%, 12/01/2031 (A)

     2,794       2,386  

0.950%, 06/01/2032

    883       743  

0.950%, 03/01/2037 (A)

     1,549       1,158  

0.500%, 07/15/2028

    2,352       2,163  

0.019%, 04/01/2026

    4,802       4,627  

0.000%, 04/15/2024 (B)

     1,429       1,459  

Rimini Bidco

               

5.250%, 12/14/2026 (A)(C)

     200       178  

Societa Cattolica Di Assicurazione SPA

               

4.250%, 12/14/2047 (C)

     200       195  

UniCredit MTN

               

4.875%, EUAMDB05 + 4.739%, 02/20/2029 (C)

     220       229  

1.250%, 06/16/2026 (C)

     460       449  
              20,982  
                 

Japan — 16.1%

        

Development Bank of Japan

               

2.300%, 03/19/2026

  JPY 180,000       1,426  

Development Bank of Japan MTN

               

0.875%, 10/10/2025

  EUR 1,145       1,163  

Japan Finance Organization for Municipalities MTN

               

0.050%, 02/12/2027

    440       423  

Japan Government Five Year Bond

               

0.100%, 09/20/2024

  JPY 61,150       452  

Japan Government Forty Year Bond

               

0.400%, 03/20/2056

    403,300       2,285  

Japan Government Forty Year Bond, Ser 6

               

1.900%, 03/20/2053

    38,700       335  

Japan Government Ten Year Bond

               

0.600%, 03/20/2023

    415,750       3,076  

0.500%, 09/20/2024

    1,478,250       11,017  

0.400%, 06/20/2025

    916,800       6,837  

0.100%, 12/20/2026

    121,000       895  

0.100%, 09/20/2027

    697,900       5,150  

Japan Government Thirty Year Bond

               

1.000%, 03/20/2052

    28,350       198  

0.800%, 09/20/2047

    709,500       4,879  

0.400%, 12/20/2049

    142,950       864  

0.300%, 06/20/2046

    85,800       531  

0.300%, 06/20/2046

    74,600       461  

Japan Government Thirty Year Bond, Ser 29

               

2.400%, 09/20/2038

    133,650       1,239  

Japan Government Thirty Year Bond, Ser 30

               

2.300%, 03/20/2039

    448,100       4,105  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Japan Government Thirty Year Bond, Ser 33

               

2.000%, 09/20/2040

  JPY 370,550     $ 3,262  

Japan Government Thirty Year Bond, Ser 36

               

2.000%, 03/20/2042

    427,900       3,783  

Japan Government Thirty Year Bond, Ser 37

               

1.900%, 09/20/2042

    166,850       1,451  

Japan Government Thirty Year Bond, Ser 38

               

1.800%, 03/20/2043

    207,550       1,777  

Japan Government Twenty Year Bond

               

1.800%, 09/20/2031

    166,700       1,398  

1.700%, 06/20/2033

    1,324,350       11,121  

1.400%, 09/20/2034

    503,250       4,113  

1.000%, 12/20/2035

    50,000       390  

0.700%, 03/20/2037

    38,450       286  

0.500%, 09/20/2036

    557,400       4,054  

0.200%, 06/20/2036

    206,200       1,441  

Japan Government Twenty Year Bond, Ser 144

               

1.500%, 03/20/2033

    98,300       809  

Japan Treasury Discount Bill

               

0.000%, 07/25/2022 (D)

     280,350       2,064  

Mitsubishi UFJ Financial Group

               

0.339%, 07/19/2024

  EUR 250       251  

Nissan Motor

               

2.652%, 03/17/2026

    165       161  

NTT Finance

               

1.162%, 04/03/2026 (A)

   $ 345       310  
              82,007  
                 

Luxembourg — 0.1%

        

Prologis International Funding II

               

2.375%, 11/14/2030

  EUR 200       188  

Vivion Investments Sarl

               

3.000%, 08/08/2024

    200       180  
              368  
                 

Malaysia — 1.9%

        

Malaysia Government Bond

               

4.392%, 04/15/2026

  MYR 2,816       651  

4.232%, 06/30/2031

    1,537       346  

4.181%, 07/15/2024

    6,636       1,530  

3.955%, 09/15/2025

    7,319       1,671  

3.885%, 08/15/2029

    2,890       640  

3.828%, 07/05/2034

    3,332       700  

3.795%, 09/30/2022

    4,878       1,111  

3.757%, 05/22/2040

    1,747       345  

3.733%, 06/15/2028

    2,316       513  

3.502%, 05/31/2027

    7,477       1,656  

3.478%, 06/14/2024

    1,305       297  

2.632%, 04/15/2031

    1,040       207  
              9,667  
                 

 

 

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

23

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

International Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Mexico — 2.2%

        

Mexican Bonos

               

8.000%, 11/07/2047

  MXN 24,285     $ 1,073  

7.750%, 11/23/2034

    23,735       1,061  

7.750%, 11/13/2042

    40,580       1,758  

7.500%, 06/03/2027

    27,467       1,272  

5.750%, 03/05/2026

    14,711       648  

5.750%, 03/05/2026

    1,530       68  

Mexican Bonos, Ser M20

               

10.000%, 12/05/2024

    11,942       600  

8.500%, 05/31/2029

    10,038       483  

7.750%, 05/29/2031

    39,174       1,786  

Mexican Bonos, Ser M30

               

10.000%, 11/20/2036

    41,751       2,228  

8.500%, 11/18/2038

    5,364       252  

Mexico Government International Bond

               

2.875%, 04/08/2039

  EUR 280       210  
              11,439  
                 

Netherlands — 2.2%

        

ABN AMRO Bank

               

3.324%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.900%, 03/13/2037 (A)(C)

   $ 400       320  

ASR Nederland

               

3.375%, 05/02/2049 (C)

   EUR 255       234  

BNG Bank MTN

               

0.250%, 02/22/2023

    1,260       1,316  

0.000%, 01/20/2031 (B)

     900       790  

Cooperatieve Rabobank UA

               

4.375% (C)(E)

     200       184  

Cooperatieve Rabobank UA MTN

               

5.250%, 09/14/2027

  GBP 195       238  

4.625%, 05/23/2029

    290       340  

1.250%, 05/31/2032

  EUR 300       285  

Heineken MTN

               

1.000%, 05/04/2026

    335       331  

ING Groep

               

3.869%, U.S. SOFR + 1.640%, 03/28/2026 (C)

   $ 505       495  

0.250%, 02/01/2030 (C)

   EUR 300       251  

Nederlandse Waterschapsbank MTN

               

1.250%, 05/27/2036

    281       252  

0.625%, 01/18/2027

    225       225  

0.000%, 11/16/2026 (B)

     1,067       1,041  

Netherlands Government Bond (A)

                

4.000%, 01/15/2037

    236       312  

2.500%, 01/15/2033

    874       980  

0.500%, 07/15/2026

    390       398  

0.240%, 01/15/2038

    1,479       1,142  

0.118%, 01/15/2052

    421       253  

0.000%, 01/15/2027 (B)

     685       678  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

0.000%, 07/15/2031 (B)

   EUR 1,014     $ 918  
              10,983  
                 

New Zealand — 1.0%

        

New Zealand Government Bond

               

5.500%, 04/15/2023

  NZD 2,356       1,489  

3.000%, 04/20/2029

    345       204  

2.750%, 04/15/2025

    1,896       1,153  

2.750%, 04/15/2037

    80       43  

2.000%, 05/15/2032

    2,201       1,159  

1.750%, 05/15/2041

    124       53  

1.500%, 05/15/2031

    548       281  

New Zealand Local Government Funding Agency Bond

               

4.500%, 04/15/2027

    803       504  
              4,886  
                 

Norway — 1.7%

        

DNB Boligkreditt MTN

               

0.375%, 11/20/2024

  EUR 795       810  

Equinor MTN

               

6.875%, 03/11/2031

  GBP 185       279  

Norway Government Bond (A)

                

3.000%, 03/14/2024

  NOK 7,018       713  

2.125%, 05/18/2032

    6,307       589  

2.000%, 05/24/2023

    2,680       270  

2.000%, 04/26/2028

    3,667       351  

1.750%, 03/13/2025

    1,213       119  

1.750%, 02/17/2027

    10,007       958  

1.750%, 09/06/2029

    6,471       600  

1.500%, 02/19/2026

    14,994       1,440  

1.375%, 08/19/2030

    9,406       839  

1.250%, 09/17/2031

    14,924       1,294  

Var Energi

               

5.000%, 05/18/2027 (A)

   $ 415       413  
              8,675  
                 

Peru — 0.0%

        

Volcan Cia Minera SAA

               

4.375%, 02/11/2026 (A)

     10       9  
                 
                 

Poland — 0.7%

        

Republic of Poland Government Bond

               

3.750%, 05/25/2027

  PLN 1,980       378  

2.750%, 04/25/2028

    3,008       534  

2.750%, 10/25/2029

    4,584       779  

2.500%, 07/25/2026

    1,354       250  

2.500%, 07/25/2027

    1,860       331  

1.750%, 04/25/2032

    1,090       153  

1.250%, 10/25/2030

    3,666       532  

0.250%, 10/25/2026

    2,272       378  
              3,335  
                 

 

 

 

24

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

International Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Portugal — 0.6%

        

EDP Finance BV MTN

               

0.375%, 09/16/2026

  EUR 440     $ 420  

Portugal Obrigacoes do Tesouro OT (A)

                

4.100%, 04/15/2037

    277       340  

2.200%, 10/17/2022

    775       815  

1.950%, 06/15/2029

    492       515  

0.700%, 10/15/2027

    735       729  
              2,819  
                 

Romania — 0.2%

        

Romania Government Bond

               

4.250%, 06/28/2023

  RON 2,655       539  

3.650%, 07/28/2025

    1,540       281  
              820  
                 

Singapore — 2.9%

        

Singapore Government Bond

               

3.500%, 03/01/2027

  SGD 2,994       2,216  

3.375%, 09/01/2033

    515       382  

3.125%, 09/01/2022

    190       137  

3.000%, 09/01/2024

    6,783       4,907  

2.875%, 07/01/2029

    200       143  

2.875%, 09/01/2030

    347       248  

2.750%, 07/01/2023

    1,441       1,039  

2.750%, 04/01/2042

    301       204  

2.750%, 03/01/2046

    200       134  

2.375%, 06/01/2025

    3,785       2,691  

2.250%, 08/01/2036

    1,467       955  

2.125%, 06/01/2026

    1,790       1,255  

Temasek Financial I MTN

               

2.375%, 01/23/2023 (A)

   $ 495       494  
              14,805  
                 

Slovenia — 0.1%

        

Slovenia Government Bond

               

1.250%, 03/22/2027

  EUR 556       576  
                 
                 

South Africa — 0.2%

        

Anglo American Capital MTN

               

1.625%, 09/18/2025

    415       413  

1.625%, 03/11/2026

    230       227  

Bidvest Group UK PLC

               

3.625%, 09/23/2026 (A)

   $ 230       201  
              841  
                 

South Korea — 1.1%

        

Korea Housing Finance

               

0.010%, 06/29/2026 (A)

   EUR 150       146  

Korea Treasury Bond

               

2.625%, 09/10/2035

  KRW 700,180       484  

2.000%, 06/10/2031

    2,084,740       1,399  

1.875%, 06/10/2029

    496,110       340  

1.500%, 12/10/2026

    1,626,980       1,141  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

1.500%, 12/10/2030

  KRW 1,797,120     $ 1,165  

1.250%, 03/10/2026

    101,780       72  

1.125%, 09/10/2025

    1,252,200       891  
              5,638  
                 

Spain — 3.3%

        

Banco Bilbao Vizcaya Argentaria

               

2.250%, 06/12/2024

  EUR 200       212  

Banco de Sabadell

               

0.625%, 11/07/2025 (C)

     400       392  

CaixaBank

               

1.250%, 01/11/2027

    500       507  

CaixaBank MTN

               

1.500%, GUKG1 + 1.320%, 12/03/2026 (C)

   GBP 300       328  

1.375%, 06/19/2026

  EUR 300       288  

Grifols Escrow Issuer SA

               

3.875%, 10/15/2028 (A)

     100       86  

Iberdrola International BV

               

1.874% (C)(E)

     400       365  

Lorca Telecom Bondco

               

4.000%, 09/18/2027

    130       114  

Spain Government Bond

               

6.000%, 01/31/2029

    80       105  

4.700%, 07/30/2041 (A)

     699       930  

3.450%, 07/30/2066 (A)

     272       295  

2.350%, 07/30/2033 (A)

     658       677  

1.950%, 07/30/2030 (A)

     188       194  

1.900%, 10/31/2052 (A)

     346       272  

1.850%, 07/30/2035 (A)

     862       819  

1.500%, 04/30/2027 (A)

     393       407  

1.400%, 04/30/2028 (A)

     1,014       1,033  

1.000%, 07/30/2042 (A)

     1,170       872  

0.850%, 07/30/2037 (A)

     497       394  

0.600%, 10/31/2029 (A)

     174       164  

0.500%, 04/30/2030 (A)

     418       387  

0.500%, 10/31/2031 (A)

     1,239       1,094  

0.054%, 01/31/2028

    3,295       3,109  

0.000%, 05/31/2024 (B)

     2,802       2,875  

0.000%, 01/31/2026 (B)

     770       762  
              16,681  
                 

Supra-National — 2.1%

        

Asian Development Bank MTN

               

2.350%, 06/21/2027

  JPY 410,000       3,339  

European Financial Stability Facility MTN

               

0.500%, 07/11/2025

  EUR 1,420       1,449  

European Investment Bank

               

1.900%, 01/26/2026

  JPY 50,000       392  

European Investment Bank MTN

               

1.250%, 05/12/2025

  SEK 13,180       1,236  

0.875%, 12/15/2023

  GBP 2,075       2,467  

0.250%, 10/14/2024

  EUR 156       160  

 

 

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

25

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

International Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

European Stability Mechanism MTN

               

1.000%, 09/23/2025

  EUR 570     $ 589  

International Bank for Reconstruction & Development MTN (B)

                

0.000%, 01/15/2027

    268       260  

0.000%, 02/21/2030

    33       30  

International Finance MTN

               

2.375%, 07/19/2023

  CAD 1,000       769  
              10,691  
                 

Sweden — 0.9%

        

Balder Finland MTN

               

1.375%, 05/24/2030

  EUR 380       232  

Heimstaden Bostad Treasury BV MTN

               

1.375%, 03/03/2027

    380       326  

0.250%, 10/13/2024

    135       128  

Kommunivest I Sverige AB MTN

               

1.000%, 10/02/2024

  SEK 5,830       547  

Samhallsbyggnadsbolaget i Norden MTN

               

1.125%, 09/04/2026

  EUR 140       97  

SBB Treasury MTN

               

1.125%, 11/26/2029

    160       99  

Skandinaviska Enskilda Banken MTN

               

0.250%, 06/20/2024

    460       471  

Stadshypotek

               

0.500%, 07/11/2025

    1,470       1,488  

Svenska Handelsbanken

               

4.375%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.942% (C)(E)

   $ 200       170  

Swedbank

               

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

     200       191  

Swedbank Hypotek MTN

               

0.050%, 05/28/2025

  EUR 195       195  

Sweden Government Bond

               

0.125%, 05/12/2031 (A)

    SEK 5,545       470  
              4,414  
                 

Switzerland — 0.3%

        

Credit Suisse Group MTN

               

1.250%, EUSA1 + 0.750%, 07/17/2025 (C)

   EUR 134       133  

Government of Switzerland

               

1.500%, 04/30/2042

  CHF 408       443  

1.250%, 06/11/2024

    739       790  

Swiss Re Finance Luxembourg

               

5.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.582%, 04/02/2049 (A)(C)

   $ 200       189  
              1,555  
                 

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Thailand — 0.3%

        

Thailand Government Bond

               

4.875%, 06/22/2029

  THB 16,455     $ 527  

4.675%, 06/29/2044

    17,119       542  

3.300%, 06/17/2038

    3,522       95  

2.125%, 12/17/2026

    7,336       205  

1.875%, 06/17/2049

    3,746       67  
              1,436  
                 

United Arab Emirates — 0.0%

        

Sweihan PV Power PJSC

               

3.625%, 01/31/2049 (A)

   $ 300       248  
                 
                 

United Kingdom — 6.0%

        

Allwyn Entertainment Financing UK

               

4.125%, 02/15/2028 (A)(C)

   EUR 100       95  

Aptiv

               

1.500%, 03/10/2025

    440       441  

Aviva

               

6.125%, UK Govt Bonds 5 Year Note Generic Bid Yield + 2.850%, 11/14/2036 (C)

   GBP 220       274  

Barclays MTN

               

4.000%, 06/26/2029

   AUD 500       300  

BAT Capital

               

4.906%, 04/02/2030

  $ 105       97  

BAT International Finance MTN

               

2.250%, 09/09/2052

  GBP 100       59  

1.250%, 03/13/2027

  EUR 333       309  

BAT Netherlands Finance BV MTN

               

3.125%, 04/07/2028

    160       158  

BG Energy Capital MTN

               

2.250%, 11/21/2029

    400       394  

BP Capital Markets (E)

                

3.625% (C)

     281       245  

3.250% (C)

     612       578  

BP Capital Markets MTN

               

0.831%, 11/08/2027

    130       123  

Cadent Finance MTN

               

2.750%, 09/22/2046

  GBP 100       86  

2.625%, 09/22/2038

    100       94  

Castle UK Finco

               

4.829%, 05/15/2028 (A)(C)

   EUR 100       88  

CCEP Finance Ireland DAC

               

0.500%, 09/06/2029

    335       291  

CK Hutchison Europe Finance 21

               

0.750%, 11/02/2029

    375       322  

CK Hutchison Finance 16 II

               

0.875%, 10/03/2024

    212       215  

CK Hutchison Group Telecom Finance

               

2.625%, 10/17/2034

  GBP 260       237  

1.500%, 10/17/2031

  EUR 330       274  

 

 

 

26

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

International Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

CNH Industrial Finance Europe MTN

               

2.875%, 05/17/2023

  EUR 220     $ 233  

1.750%, 09/12/2025

    130       131  

CPUK Finance MTN

               

3.690%, 08/28/2028

  GBP 100       117  

3.588%, 08/28/2025

    215       258  

DS Smith MTN

               

1.375%, 07/26/2024

  EUR 430       437  

Gatwick Funding MTN

               

5.250%, 01/23/2024

  GBP 250       311  

Heathrow Funding MTN

               

2.750%, 08/09/2049

    315       264  

HSBC Holdings

               

6.000%, EUR Swap Annual 5 Yr + 5.338% (C)(E)

   EUR 200       207  

3.000%, BPSW1 + 1.650%, 07/22/2028 (C)

   GBP 167       189  

HSBC Holdings MTN

               

6.000%, 03/29/2040

    70       81  

Natwest Group

               

3.622%, UK Govt Bonds 5 Year Note Generic Bid Yield + 3.550%, 08/14/2030 (C)

     410       467  

NatWest Markets MTN

               

0.125%, 06/18/2026

  EUR 280       261  

Northumbrian Water Finance

               

6.875%, 02/06/2023

  GBP 190       236  

Pinewood Finance

               

3.625%, 11/15/2027 (A)

     170       168  

Santander UK MTN

               

1.250%, 09/18/2024

  EUR 500       520  

Santander UK Group Holdings PLC MTN

               

3.625%, 01/14/2026

  GBP 100       118  

Sky PLC MTN

               

2.250%, 11/17/2025

  EUR 275       287  

Standard Chartered

               

2.749%, ICE LIBOR USD 3 Month + 1.510% (A)(C)(E)

   $ 500       406  

Thames Water Utilities Finance MTN

               

4.625%, 06/04/2046

  GBP 155       187  

United Kingdom Gilt

               

5.000%, 03/07/2025

    43       56  

4.750%, 12/07/2038

    76       119  

4.500%, 12/07/2042

    356       558  

4.250%, 03/07/2036

    56       81  

4.250%, 09/07/2039

    53       79  

4.250%, 12/07/2040

    1,418       2,126  

4.250%, 12/07/2046

    476       744  

4.250%, 12/07/2049

    393       626  

3.500%, 01/22/2045

    1,001       1,387  

3.250%, 01/22/2044

    457       609  

2.750%, 09/07/2024

    868       1,071  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

2.500%, 07/22/2065

  GBP 1,101     $ 1,367  

1.750%, 09/07/2037

    213       231  

1.500%, 07/22/2047

    194       187  

1.250%, 10/22/2041

    163       157  

1.250%, 07/31/2051

    621       550  

1.000%, 04/22/2024

    77       92  

0.875%, 10/22/2029

    1,668       1,866  

0.750%, 07/22/2023

    948       1,138  

0.625%, 06/07/2025

    78       91  

0.625%, 07/31/2035

    200       191  

0.625%, 10/22/2050

    904       670  

0.500%, 10/22/2061

    1,084       680  

0.375%, 10/22/2026

    2,724       3,093  

0.250%, 07/31/2031

    536       546  

0.125%, 01/31/2024

    885       1,044  

United Kingdom Gilt - Inflation Linked

               

1.250%, 11/22/2027

    467       660  

Vodafone Group MTN

               

4.200%, 12/13/2027

  AUD 780       507  

Western Power Distribution West Midlands PLC MTN

               

3.875%, 10/17/2024

  GBP 230       282  

Zurich Finance PLC MTN

               

6.625%, 10/30/2049 (C)

     235       285  
              30,651  
                 

United States — 8.3%

        

AbbVie

               

2.625%, 11/15/2028

  EUR 610       622  

2.300%, 11/21/2022

  $ 800       799  

Air Lease

               

2.100%, 09/01/2028

    186       149  

1.875%, 08/15/2026

    110       95  

Air Lease MTN

               

2.875%, 01/15/2026

    40       37  

Aircastle

               

5.250%, 08/11/2025 (A)

     261       252  

4.250%, 06/15/2026

    4       4  

4.125%, 05/01/2024

    22       21  

Ally Financial

               

4.700%, H15T7Y + 3.481% (C)(E)

     116       86  

Altria Group

               

3.125%, 06/15/2031

  EUR 310       284  

2.200%, 06/15/2027

    330       310  

American Honda Finance

               

1.950%, 10/18/2024

    159       166  

0.300%, 07/07/2028

    320       283  

American Medical Systems Europe BV

               

1.375%, 03/08/2028

    250       239  

American Tower

               

1.300%, 09/15/2025

  $ 535       484  

0.875%, 05/21/2029

  EUR 420       357  

 

 

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

27

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

International Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

AT&T

               

4.375%, 09/14/2029

  GBP 100     $ 124  

2.875% (C)(E)

   EUR 200       182  

1.650%, 02/01/2028

  $ 870       753  

Aviation Capital Group LLC (A)

                

5.500%, 12/15/2024

    80       79  

3.500%, 11/01/2027

    8       7  

1.950%, 01/30/2026

    108       94  

1.950%, 09/20/2026

    231       196  

Axalta Coating Systems LLC

               

3.375%, 02/15/2029 (A)

     210       171  

Bank of America MTN

               

7.000%, 07/31/2028

  GBP 200       283  

3.559%, ICE LIBOR USD 3 Month + 1.060%, 04/23/2027 (C)

   $ 79       76  

3.384%, U.S. SOFR + 1.330%, 04/02/2026 (C)

     767       743  

2.375%, 06/19/2024

  EUR 835       874  

Becton Dickinson

               

1.336%, 08/13/2041

    300       197  

1.213%, 02/12/2036

    129       96  

Becton Dickinson Euro Finance Sarl

               

0.334%, 08/13/2028

    280       245  

Berkshire Hathaway

               

0.500%, 01/15/2041

    170       103  

Berkshire Hathaway Finance

               

2.625%, 06/19/2059

  GBP 144       127  

Booking Holdings

               

2.375%, 09/23/2024

  EUR 355       372  

0.500%, 03/08/2028

    110       101  

Boston Scientific

               

0.625%, 12/01/2027

    410       378  

Bristol-Myers Squibb

               

0.537%, 11/13/2023

  $ 950       917  

Broadcom

               

3.187%, 11/15/2036 (A)

     185       141  

Capital One Financial

               

1.650%, 06/12/2029

  EUR 570       501  

CCO Holdings

               

4.500%, 06/01/2033 (A)

   $ 127       100  

CDW

               

2.670%, 12/01/2026

    305       272  

Charles Schwab

               

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

     395       390  

Charter Communications Operating

               

3.900%, 06/01/2052

    225       156  

Chubb INA Holdings

               

1.550%, 03/15/2028

  EUR 325       314  

0.875%, 06/15/2027

    115       110  

0.300%, 12/15/2024

    190       190  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Citigroup

               

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

   $ 71     $ 61  

Citigroup MTN

               

0.750%, 10/26/2023

  EUR 115       119  

0.500%, 10/08/2027 (C)

     505       473  

Comcast

               

0.250%, 05/20/2027

    190       177  

0.000%, 09/14/2026 (B)

     550       520  

Continental Resources

               

2.875%, 04/01/2032 (A)

   $ 170       133  

Corebridge Financial

               

3.500%, 04/04/2025 (A)

     330       321  

Delta Airlines

               

4.500%, 10/20/2025 (A)

     480       466  

DH Europe Finance II

               

1.800%, 09/18/2049

  EUR 105       72  

Digital Dutch Finco BV

               

0.625%, 07/15/2025

    136       131  

Digital Intrepid Holding BV

               

0.625%, 07/15/2031

    410       302  

Discovery Communications

               

5.300%, 05/15/2049

  $ 18       15  

5.200%, 09/20/2047

    36       31  

4.650%, 05/15/2050

    14       11  

3.900%, 11/15/2024

    665       654  

Eli Lilly

               

1.375%, 09/14/2061

  EUR 195       113  

Emerson Electric

               

0.375%, 05/22/2024

    350       355  

Entegris Escrow

               

4.750%, 04/15/2029 (A)

   $ 290       270  

Essential Properties

               

2.950%, 07/15/2031

    215       169  

Exxon Mobil

               

0.835%, 06/26/2032

  EUR 600       500  

Fidelity National Information Services

               

0.625%, 12/03/2025

    185       180  

0.125%, 12/03/2022

    500       522  

Ford Credit Canada

               

3.349%, 09/19/2022

  CAD 730       565  

Ford Motor Credit

               

2.979%, 08/03/2022

  $ 200       200  

GE Capital UK Funding Unlimited MTN

               

5.875%, 01/18/2033

  GBP 160       215  

General Motors Financial MTN

               

1.694%, 03/26/2025

  EUR 277       278  

Gilead Sciences

               

0.750%, 09/29/2023

  $ 545       527  

Global Payments

               

2.900%, 11/15/2031

    455       372  

 

 

 

28

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

International Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

GLP Capital

               

3.250%, 01/15/2032

  $ 189     $ 152  

Goldman Sachs Group

               

0.627%, U.S. SOFR + 0.538%, 11/17/2023 (C)

     715       706  

Goldman Sachs Group MTN

               

2.125%, 09/30/2024

  EUR 885       917  

0.250%, 01/26/2028

    292       255  

GSK Consumer Healthcare Capital US

               

3.024%, 03/24/2024 (A)

   $ 265       261  

International Business Machines

               

0.300%, 02/11/2028

  EUR 240       220  

Johnson Controls International PLC

               

1.375%, 02/25/2025

    395       396  

JPMorgan Chase

               

7.900%, ICE LIBOR USD 3 Month + 3.470% (C)(E)

   $ 91       86  

5.597%, ICE LIBOR USD 3 Month + 3.320% (C)(E)

     46       43  

2.947%, U.S. SOFR + 1.170%, 02/24/2028 (C)

     295       273  

JPMorgan Chase MTN

               

1.090%, Euribor 3 Month + 0.760%, 03/11/2027 (C)

   EUR 660       644  

Kraft Heinz Foods

               

2.250%, 05/25/2028

    175       172  

Kyndryl Holdings

               

2.050%, 10/15/2026 (A)

   $ 455       383  

Las Vegas Sands

               

3.900%, 08/08/2029

    275       225  

Liberty Mutual Group

               

3.625%, 05/23/2059 (C)

   EUR 300       282  

Magallanes (A)

                

5.050%, 03/15/2042

  $ 220       187  

4.054%, 03/15/2029

    92       84  

3.755%, 03/15/2027

    137       129  

MassMutual Global Funding II MTN

               

0.850%, 06/09/2023 (A)

     998       975  

McKesson

               

3.125%, 02/17/2029

  GBP 315       361  

Medtronic Global Holdings SCA

               

1.375%, 10/15/2040

  EUR 110       81  

1.125%, 03/07/2027

    400       393  

0.250%, 07/02/2025

    115       114  

Metropolitan Life Global Funding I MTN

               

1.950%, 01/13/2023 (A)

   $ 1,000       994  

Mileage Plus Holdings LLC

               

6.500%, 06/20/2027 (A)

     350       344  

Mondelez International

               

0.250%, 03/17/2028

  EUR 470       423  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Mondelez International Holdings Netherlands BV

               

0.625%, 09/09/2032 (A)

   EUR 450     $ 346  

Morgan Stanley

               

0.406%, 10/29/2027 (C)

     370       344  

Morgan Stanley MTN

               

0.529%, U.S. SOFR + 0.455%, 01/25/2024 (C)

   $ 1,000       980  

National Grid North America MTN

               

1.000%, 07/12/2024

  EUR 300       305  

Office Properties Income Trust

               

4.500%, 02/01/2025

  $ 270       259  

ONEOK

               

6.350%, 01/15/2031

    89       93  

Oracle

               

3.650%, 03/25/2041

    160       119  

Philip Morris International

               

1.450%, 08/01/2039

  EUR 115       68  

0.625%, 11/08/2024

    285       284  

Philip Morris International MTN

               

2.875%, 03/03/2026

    170       173  

PPG Industries

               

1.875%, 06/01/2025

    395       405  

Principal Life Global Funding II

               

1.250%, 06/23/2025 (A)

   $ 315       289  

Prologis Euro Finance

               

0.375%, 02/06/2028

  EUR 286       255  

Prudential Financial

               

5.875%, ICE LIBOR USD 3 Month + 4.175%, 09/15/2042 (C)

   $ 199       195  

Public Storage

               

0.500%, 09/09/2030

  EUR 260       212  

Realty Income

               

1.125%, 07/13/2027

  GBP 385       409  

S&P Global (A)

                

4.750%, 08/01/2028

  $ 17       17  

4.250%, 05/01/2029

    72       71  

Sabra Health Care LP

               

3.900%, 10/15/2029

    241       213  

Schlumberger Finance France SAS

               

1.000%, 02/18/2026

  EUR 305       304  

Southern

               

1.875%, 09/15/2081 (C)

     200       142  

Starbucks

               

1.651%, SOFRINDX + 0.420%, 02/14/2024 (C)

   $ 330       328  

Thermo Fisher Scientific Finance I BV

               

0.800%, 10/18/2030

  EUR 260       230  

0.000%, 11/18/2025 (B)

     206       200  

Time Warner Cable

               

5.750%, 06/02/2031

  GBP 295       369  

 

 

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

29

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

International Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

T-Mobile USA

               

3.375%, 04/15/2029 (A)

   $ 52     $ 46  

2.875%, 02/15/2031

    77       64  

2.625%, 02/15/2029

    87       73  

Toyota Motor Credit MTN

               

0.625%, 11/21/2024

  EUR 465       470  

TWDC Enterprises 18

               

2.758%, 10/07/2024

  CAD 800       602  

Tyco Electronics Group

               

0.000%, 02/16/2029 (B)

   EUR 308       266  

UnitedHealth Group

               

1.250%, 01/15/2026

  $ 175       161  

US Bancorp MTN

               

0.850%, 06/07/2024

  EUR 226       229  

Verizon Communications

               

4.016%, 12/03/2029

  $ 391       379  

2.100%, 03/22/2028

    445       395  

1.125%, 11/03/2028

  GBP 240       248  

Verizon Communications MTN

               

4.050%, 02/17/2025

  AUD 680       461  

VF

               

0.250%, 02/25/2028

  EUR 395       351  

Visa

               

2.000%, 06/15/2029

    362       365  

Vistra

               

7.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.740% (A)(C)(E)

   $ 68       62  

Vornado Realty

               

3.400%, 06/01/2031

    334       280  

Wells Fargo

               

3.900%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.453% (C)(E)

     132       114  

Wells Fargo MTN

               

2.125%, 12/20/2023

  GBP 345       409  

0.500%, 04/26/2024

  EUR 500       506  

Welltower

               

4.500%, 12/01/2034

  GBP 140       164  

Western Digital

               

3.100%, 02/01/2032

  $ 150       115  

2.850%, 02/01/2029

    32       26  

Western Union

               

2.750%, 03/15/2031

    355       291  

WPC Eurobond BV

               

1.350%, 04/15/2028

  EUR 530       463  
              42,482  
                 

Total Global Bonds

                

(Cost $544,611) ($ Thousands)

             463,979  
                 
                 

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

U.S. TREASURY OBLIGATIONS — 3.5%

U.S. Treasury Bills

               

1.404%, 09/01/2022 (F)

   $ 12,769     $ 12,735  

0.924%, 08/11/2022 (F)

     4,050       4,044  

U.S. Treasury Inflation Indexed Bonds

               

0.125%, 10/15/2026

    756       750  

U.S. Treasury Notes

               

0.500%, 03/31/2025

    94       88  

0.375%, 01/31/2026

    20       18  
         

Total U.S. Treasury Obligations

        

(Cost $17,708) ($ Thousands)

     17,635  
                 
                 
                 

COMMERCIAL PAPER — 0.9%

NRW BK

                

1.403%, 07/11/2022 (F)

     2,500       2,499  

PSP CAP Inc

                

1.799%, 08/17/2022 (F)

     2,000       1,995  

Total Commercial Paper

        

(Cost $4,494) ($ Thousands)

     4,494  
                 
                 
                 

ASSET-BACKED SECURITIES — 0.2%

Other Asset-Backed Securities — 0.2%

        
         

Elmwood CLO XII, Ser 2021-5A, Cl D

                

5.760%, ICE LIBOR USD 3 Month + 3.050%, 01/20/2035 (A)(C)

     750       683  

Neuberger Berman Loan Advisers Euro CLO 3 DAC, Ser 2022-3A, Cl D

                

3.200%, 10/25/2034 (A)(C)

   EUR 663       606  
              1,289  
                 

Total Asset-Backed Securities

                

(Cost $1,507) ($ Thousands)

             1,289  
                 
                 

MORTGAGE-BACKED SECURITIES — 0.0%

Agency Mortgage-Backed Obligation — 0.0%

        

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

                

7.259%, ICE LIBOR USD 1 Month + 5.000%, 11/25/2024(C)

   $ 27       27  

 

 

 

30

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

International Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

MORTGAGE-BACKED SECURITIES (continued)

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

                

5.974%, ICE LIBOR USD 1 Month + 4.350%, 05/25/2029(C)

   $ 71     $ 73  
                 
                 
              100  

Non-Agency Mortgage-Backed Obligation — 0.0%

        

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

                

0.000%, 09/25/2034(B)(C)

     6       6  

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

                

2.755%, 12/25/2034(C)

     20       19  

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

                

2.579%, 03/10/2049(A)

     48       47  
                 
                 
              72  

Total Mortgage-Backed Securities

                

(Cost $172) ($ Thousands)

             172  
                 
                 

Total Investments in Securities — 95.7%

                

(Cost $568,492) ($ Thousands)

  $ 487,569  
                 
                 
                 

 

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

31

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

International Fixed Income Fund (Continued)

 

 

A list of the open futures contracts held by the Fund at June 30, 2022, 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

     84       Sep-2022     $ 6,889     $ 6,868     $ 7  

Australian 3-Year Bond

     12       Sep-2022       890       887       1  

Euro-Bob

     76       Sep-2022       10,096       9,867       (10 )

Euro-BTP

     4       Sep-2022       531       515       (6 )

Euro-Bund

     63       Sep-2022       10,124       9,799       (75 )

Euro-Buxl

     11       Sep-2022       1,991       1,881       (61 )

Euro-OAT

     35       Sep-2022       5,264       5,069       (96 )

Euro-Schatz

     22       Sep-2022       2,573       2,511       4  

Japanese 10-Year Bond

     17       Sep-2022       18,955       18,596       (76 )

Long Gilt 10-Year Bond

     12       Oct-2022       1,643       1,661       32  

U.S. 2-Year Treasury Note

     12       Oct-2022       2,527       2,520       (7 )

U.S. 10-Year Treasury Note

     7       Sep-2022       827       829       2  

U.S. 10-Year Treasury Note

     22       Sep-2022       2,640       2,608       (32 )

U.S. Long Treasury Bond

     23       Sep-2022       3,240       3,188       (52 )

U.S. Ultra Long Treasury Bond

     16       Sep-2022       2,393       2,469       76  
                      70,583       69,268       (293 )

Short Contracts

                                        

Australian 3-Year Bond

     (17 )     Sep-2022     $ (1,260 )   $ (1,256 )   $ (1 )

Canadian 5-Year Bond

     (18 )     Sep-2022       (1,605 )     (1,575 )     26  

Canadian 10-Year Bond

     (24 )     Sep-2022       (2,351 )     (2,307 )     37  

Euro FX

     (240 )     Sep-2022       (32,387 )     (31,614 )     773  

Euro-Bob

     (22 )     Sep-2022       (2,931 )     (2,856 )     17  

Euro-Bund

     (4 )     Sep-2022       (646 )     (622 )     11  

Euro-Buxl

     (4 )     Sep-2022       (658 )     (684 )     (28 )

Euro-OAT

     (11 )     Sep-2022       (1,617 )     (1,593 )     (6 )

Euro-Schatz

     (109 )     Sep-2022       (12,760 )     (12,438 )     12  

Japanese 10-Year Bond

     (4 )     Sep-2022       (4,550 )     (4,376 )     23  

Japanese 10-Year Government Bond E-MINI

     (27 )     Sep-2022       (3,040 )     (2,954 )     11  

Japanese 10-Year Government Bond E-MINI

     (22 )     Sep-2022       (2,440 )     (2,407 )     (4 )

Long Gilt 10-Year Bond

     (27 )     Oct-2022       (4,005 )     (3,737 )     146  

U.S. 2-Year Treasury Note

     (94 )     Oct-2022       (19,783 )     (19,742 )     41  

U.S. 5-Year Treasury Note

     (15 )     Oct-2022       (1,682 )     (1,684 )     (2 )

U.S. 5-Year Treasury Note

     (86 )     Oct-2022       (9,665 )     (9,653 )     12  

U.S. Ultra Long Treasury Bond

     (8 )     Sep-2022       (1,273 )     (1,235 )     38  

Ultra 10-Year U.S. Treasury Note

     (77 )     Sep-2022       (9,911 )     (9,808 )     103  
                      (112,564 )     (110,541 )     1,209  
                    $ (41,981 )   $ (41,273 )   $ 916  

 

A list of the forward foreign currency contracts held by the Fund at June 30, 2022, is as follows:

 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

ANZ

     07/21/22       AUD       4,904       USD       3,411     $ 39  

ANZ

     07/28/22       EUR       648       USD       698       19  

Bank of America

     07/07/22       USD       154       MXN       3,190       4  

Bank of America

     07/07/22       GBP       210       USD       258       3  

Bank of America

     07/07/22       USD       257       AUD       370       (2 )

Bank of America

     07/07/22       USD       260       NOK       2,590       2  

Bank of America

     07/07/22       USD       387       ZAR       6,180       (10 )

Bank of America

     07/07/22       EUR       493       USD       529       14  

Bank of America

     07/07/22       AUD       1,219       USD       876       38  

Bank of America

     07/07/22       USD       822       JPY       111,756       1  

 

 

 

32

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

International Fixed Income Fund (Continued)

 

 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

Bank of America

     07/07/22       USD       525       JPY       69,100     $ (16 )

Barclays PLC

     07/07/22       USD       17       SEK       170       (1 )

Barclays PLC

     07/07/22       EUR       19       USD       20       —  

Barclays PLC

     07/07/22       SGD       180       USD       130       —  

Barclays PLC

     07/07/22       GBP       209       USD       262       8  

Barclays PLC

     07/07/22       USD       241       NOK       2,290       (9 )

Barclays PLC

     07/07/22       CHF       260       USD       261       (11 )

Barclays PLC

     07/07/22       USD       277       GBP       230       3  

Barclays PLC

     07/07/22       USD       17       GBP       14       —  

Barclays PLC

     07/07/22       USD       530       EUR       495       (13 )

Barclays PLC

     07/07/22       AUD       745       USD       520       8  

Barclays PLC

     07/07/22       USD       851       ILS       2,941       (11 )

Barclays PLC

     07/07/22       USD       2,624       ZAR       41,650       (82 )

Barclays PLC

     07/07/22       USD       3,471       JPY       439,100       (239 )

Barclays PLC

     07/07/22       SEK       5,408       USD       548       20  

Barclays PLC

     07/07/22 - 08/05/22       ILS       5,882       USD       1,732       51  

Barclays PLC

     07/07/22       NOK       13,479       USD       1,419       54  

Barclays PLC

     07/07/22       JPY       8,033,070       USD       63,509       4,367  

Barclays PLC

     07/15/22       COP       3,575,966       USD       935       77  

BMO Capital

     07/07/22       USD       450       CAD       575       (4 )

BMO Capital

     07/07/22       NZD       4,121       USD       2,669       106  

BMO Capital

     07/07/22 - 08/05/22       CAD       13,851       USD       10,943       206  

BNP Paribas

     07/07/22       CAD       330       USD       257       1  

BNP Paribas

     07/07/22       SGD       360       USD       261       2  

BNP Paribas

     07/07/22       AUD       380       USD       269       8  

BNP Paribas

     07/07/22       USD       254       JPY       34,500       —  

BNP Paribas

     07/07/22       USD       259       JPY       34,700       (3 )

BNP Paribas

     07/07/22       USD       522       EUR       489       (10 )

BNP Paribas

     07/07/22       USD       734       PLN       3,274       (6 )

BNP Paribas

     07/07/22 - 08/26/22       USD       1,769       NZD       2,773       (46 )

BNP Paribas

     07/07/22 - 07/08/22       USD       2,116       SGD       2,895       (36 )

BNP Paribas

     07/07/22       NZD       2,440       USD       1,559       42  

BNP Paribas

     07/07/22 - 07/21/22       USD       2,561       AUD       3,621       (70 )

BNP Paribas

     07/07/22       MYR       9,582       USD       2,177       2  

BNP Paribas

     07/07/22       EUR       748       USD       788       6  

BNP Paribas

     08/31/22 - 09/15/22       EUR       20,044       USD       21,038       (14 )

BNP Paribas

     07/07/22       CZK       27,819       USD       1,199       23  

BNP Paribas

     07/15/22       USD       878       COP       3,553,697       (25 )

BNP Paribas

     07/20/22       USD       1,936       MXN       38,997       (9 )

BNP Paribas

     07/20/22       MXN       37,400       USD       1,883       34  

BNP Paribas

     07/20/22       MXN       19,640       USD       971       —  

BNP Paribas

     07/28/22       USD       489       IDR       7,112,488       (13 )

BNP Paribas

     08/05/22       PLN       3,274       USD       731       6  

Brown Brothers Harriman

     07/08/22       USD       947       SGD       1,303       (11 )

Brown Brothers Harriman

     07/13/22       IDR       4,549,412       USD       309       4  

Brown Brothers Harriman

     07/15/22       JPY       28,188       USD       221       14  

Brown Brothers Harriman

     07/21/22       USD       319       AUD       446       (12 )

Brown Brothers Harriman

     07/21/22       USD       479       CNY       3,215       1  

Brown Brothers Harriman

     07/21/22       AUD       606       USD       432       16  

 

 

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

33

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

International Fixed Income Fund (Continued)

 

 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

Brown Brothers Harriman

     07/21/22       USD       464       CAD       600     $ 1  

Brown Brothers Harriman

     07/21/22       USD       582       CAD       738       (9 )

Brown Brothers Harriman

     07/21/22       CNY       2,569       USD       384       —  

Brown Brothers Harriman

     07/28/22       USD       1,597       EUR       1,528       2  

Brown Brothers Harriman

     07/28/22       USD       427       EUR       405       (3 )

Brown Brothers Harriman

     07/28/22 - 10/14/22       EUR       22,159       USD       23,673       394  

Brown Brothers Harriman

     08/25/22       USD       571       GBP       466       (5 )

Citigroup

     07/05/22       USD       2,327       BRL       11,250       (177 )

Citigroup

     07/05/22       BRL       5,104       USD       1,038       63  

Citigroup

     07/07/22       USD       19       NOK       180       (1 )

Citigroup

     07/07/22       USD       20       JPY       2,600       —  

Citigroup

     07/07/22       CAD       25       USD       19       —  

Citigroup

     07/07/22       USD       197       CAD       250       (3 )

Citigroup

     07/07/22       USD       235       EUR       222       (3 )

Citigroup

     07/07/22       GBP       230       USD       284       5  

Citigroup

     07/07/22       GBP       16       USD       19       —  

Citigroup

     07/07/22       USD       249       AUD       361       (1 )

Citigroup

     07/07/22       USD       276       GBP       226       (2 )

Citigroup

     07/07/22       USD       411       SGD       565       (5 )

Citigroup

     07/07/22       USD       131       CNY       879       —  

Citigroup

     07/13/22       USD       280       CNY       1,855       (4 )

Citigroup

     07/07/22       USD       513       NZD       820       (3 )

Citigroup

     07/07/22       USD       521       SEK       5,200       (13 )

Citigroup

     07/07/22       USD       577       RON       2,713       (4 )

Citigroup

     07/07/22       CHF       760       USD       789       (5 )

Citigroup

     07/07/22 - 07/28/22       EUR       808       USD       868       22  

Citigroup

     07/07/22       NZD       1,266       USD       799       11  

Citigroup

     07/07/22       CNY       1,329       USD       199       —  

Citigroup

     07/07/22       AUD       1,485       USD       1,059       37  

Citigroup

     07/07/22       USD       21       CHF       20       —  

Citigroup

     07/07/22 - 07/13/22       USD       1,534       CHF       1,450       (18 )

Citigroup

     07/07/22       NOK       2,550       USD       257       (1 )

Citigroup

     07/07/22       SGD       3,214       USD       2,339       30  

Citigroup

     07/07/22       SEK       5,210       USD       531       23  

Citigroup

     07/07/22 - 08/05/22       RON       5,426       USD       1,157       12  

Citigroup

     07/07/22       USD       126       MXN       2,600       3  

Citigroup

     07/07/22 - 08/05/22       USD       5,772       MXN       116,669       (9 )

Citigroup

     07/07/22 - 08/05/22       MXN       110,366       USD       5,475       19  

Citigroup

     07/07/22       MXN       3,130       USD       154       (1 )

Citigroup

     07/07/22       JPY       136,200       USD       1,069       67  

Citigroup

     07/15/22       USD       885       CLP       769,486       (66 )

Citigroup

     07/27/22       TWD       9,769       USD       336       7  

Citigroup

     07/27/22       KRW       2,442,818       USD       1,922       39  

Citigroup

     07/28/22       IDR       14,116,352       USD       958       13  

Citigroup

     08/18/22       USD       933       ZAR       14,966       (24 )

Credit Suisse First Boston

     07/07/22       USD       130       CNY       871       1  

Credit Suisse First Boston

     09/22/22       NOK       8,895       USD       892       (11 )

Daiwa Securities America, Inc

     07/15/22       USD       853       JPY       115,790       —  

Deutsche Bank

     07/28/22       EUR       10,636       USD       11,422       285  

 

 

 

34

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

International Fixed Income Fund (Continued)

 

 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

Goldman Sachs

     07/07/22       USD       187       TRY       3,355     $ 14  

Goldman Sachs

     07/07/22       USD       255       NZD       405       (3 )

Goldman Sachs

     07/07/22       USD       269       JPY       34,300       (17 )

Goldman Sachs

     07/07/22       NZD       410       USD       268       13  

Goldman Sachs

     07/07/22       USD       531       GBP       421       (19 )

Goldman Sachs

     07/07/22       EUR       716       USD       755       6  

Goldman Sachs

     07/07/22       USD       936       INR       73,223       (9 )

Goldman Sachs

     07/07/22 - 07/21/22       USD       1,189       AUD       1,675       (38 )

Goldman Sachs

     07/28/22       USD       539       EUR       518       3  

Goldman Sachs

     07/07/22       USD       789       EUR       735       (20 )

Goldman Sachs

     07/07/22       CNY       1,962       USD       293       —  

Goldman Sachs

     07/07/22       JPY       45,700       USD       337       —  

Goldman Sachs

     07/08/22       SGD       1,303       USD       944       8  

Goldman Sachs

     07/27/22       USD       974       TWD       28,909       (1 )

Goldman Sachs

     07/27/22       USD       975       KRW       1,220,911       (34 )

Goldman Sachs

     07/27/22       TWD       28,141       USD       950       3  

Goldman Sachs

     07/27/22       KRW       1,210,283       USD       937       4  

Goldman Sachs

     08/02/22       USD       1,165       BRL       6,183       6  

Goldman Sachs

     08/25/22       GBP       13,890       USD       17,411       529  

HSBC

     07/05/22       USD       908       BRL       4,676       (14 )

HSBC

     07/07/22       USD       193       GBP       158       (1 )

HSBC

     07/07/22       USD       452       JPY       60,000       (11 )

HSBC

     07/07/22       MYR       748       USD       171       1  

HSBC

     07/07/22       JPY       69,500       USD       524       13  

HSBC

     07/07/22       INR       73,894       USD       945       9  

HSBC

     07/08/22       USD       968       SGD       1,325       (16 )

HSBC

     07/15/22       USD       958       CLP       805,474       (101 )

HSBC

     07/15/22       JPY       129,904       USD       1,007       50  

HSBC

     07/15/22       CLP       780,629       USD       934       103  

HSBC

     07/21/22       USD       1,024       CNH       6,894       4  

HSBC

     07/27/22       USD       954       TWD       27,826       (17 )

HSBC

     07/27/22       USD       989       KRW       1,220,468       (48 )

HSBC

     07/27/22       TWD       18,962       USD       652       13  

HSBC

     07/28/22       IDR       28,832,686       USD       1,958       28  

HSBC

     08/26/22       NZD       2,935       USD       1,895       72  

JPMorgan Chase Bank

     07/05/22       USD       2,788       PLN       12,452       (19 )

JPMorgan Chase Bank

     07/05/22 - 10/03/22       PLN       24,904       USD       5,583       78  

JPMorgan Chase Bank

     07/07/22       GBP       16       USD       20       —  

JPMorgan Chase Bank

     07/07/22       USD       253       NOK       2,520       2  

JPMorgan Chase Bank

     07/07/22       USD       332       RON       1,562       (2 )

JPMorgan Chase Bank

     07/07/22       USD       352       GBP       282       (10 )

JPMorgan Chase Bank

     07/07/22       CHF       500       USD       523       1  

JPMorgan Chase Bank

     07/07/22       CHF       20       USD       21       —  

JPMorgan Chase Bank

     07/07/22       EUR       576       USD       617       15  

JPMorgan Chase Bank

     07/07/22       USD       729       THB       25,670       (2 )

JPMorgan Chase Bank

     07/07/22       NZD       815       USD       513       7  

JPMorgan Chase Bank

     07/07/22 - 08/05/22       USD       816       SEK       8,208       (15 )

JPMorgan Chase Bank

     07/07/22       AUD       1,145       USD       817       29  

JPMorgan Chase Bank

     07/07/22       USD       1,322       CHF       1,290       26  

 

 

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

35

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

International Fixed Income Fund (Continued)

 

 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

JPMorgan Chase Bank

     07/07/22       CAD       1,320       USD       1,042     $ 19  

JPMorgan Chase Bank

     07/07/22       CAD       335       USD       259       (1 )

JPMorgan Chase Bank

     07/07/22       MXN       2,060       USD       105       3  

JPMorgan Chase Bank

     07/07/22       USD       2,082       NZD       3,245       (65 )

JPMorgan Chase Bank

     07/07/22       USD       2,102       AUD       2,955       (70 )

JPMorgan Chase Bank

     07/07/22       USD       2,311       EUR       2,161       (51 )

JPMorgan Chase Bank

     07/07/22       USD       518       CAD       670       1  

JPMorgan Chase Bank

     07/07/22       USD       1,815       CAD       2,315       (20 )

JPMorgan Chase Bank

     07/07/22       USD       508       JPY       69,100       1  

JPMorgan Chase Bank

     07/07/22       USD       1,910       JPY       256,773       (20 )

JPMorgan Chase Bank

     07/07/22 - 04/13/23       CNY       2,523       USD       375       (3 )

JPMorgan Chase Bank

     07/07/22       NOK       2,550       USD       260       2  

JPMorgan Chase Bank

     07/07/22 - 08/05/22       RON       3,124       USD       667       8  

JPMorgan Chase Bank

     07/07/22       PLN       3,966       USD       882       —  

JPMorgan Chase Bank

     07/07/22 - 08/05/22       SEK       5,568       USD       548       4  

JPMorgan Chase Bank

     07/07/22       DKK       5,649       USD       812       18  

JPMorgan Chase Bank

     07/07/22       TRY       6,240       USD       367       (6 )

JPMorgan Chase Bank

     07/07/22       JPY       228,300       USD       1,718       37  

JPMorgan Chase Bank

     07/08/22       USD       1,070       SGD       1,481       (5 )

JPMorgan Chase Bank

     07/08/22       SGD       4,210       USD       3,021       (5 )

JPMorgan Chase Bank

     07/13/22       USD       298       CNY       1,991       —  

JPMorgan Chase Bank

     07/13/22       USD       309       IDR       4,549,412       (4 )

JPMorgan Chase Bank

     07/13/22       USD       320       COP       1,211,342       (29 )

JPMorgan Chase Bank

     07/13/22       USD       3,012       EUR       2,856       (25 )

JPMorgan Chase Bank

     07/13/22       EUR       25,091       USD       27,015       770  

JPMorgan Chase Bank

     07/13/22       COP       1,893,028       USD       477       23  

JPMorgan Chase Bank

     07/13/22 - 08/01/22       IDR       78,819,826       USD       5,377       97  

JPMorgan Chase Bank

     07/15/22       USD       963       JPY       125,004       (42 )

JPMorgan Chase Bank

     07/15/22       CLP       798,073       USD       970       120  

JPMorgan Chase Bank

     07/20/22       USD       967       MXN       19,512       (3 )

JPMorgan Chase Bank

     07/21/22 - 09/12/22       USD       1,153       CAD       1,464       (19 )

JPMorgan Chase Bank

     07/21/22       AUD       1,219       USD       870       31  

JPMorgan Chase Bank

     07/25/22       USD       93       JPY       12,585       —  

JPMorgan Chase Bank

     07/25/22       JPY       2,923,370       USD       22,041       493  

JPMorgan Chase Bank

     07/25/22       JPY       15,306       USD       113       —  

JPMorgan Chase Bank

     07/26/22       PEN       3,888       USD       1,041       18  

JPMorgan Chase Bank

     07/27/22       USD       968       KRW       1,222,631       (25 )

JPMorgan Chase Bank

     07/28/22       USD       1,923       IDR       27,987,936       (50 )

JPMorgan Chase Bank

     08/05/22       THB       25,670       USD       729       2  

JPMorgan Chase Bank

     08/18/22       ZAR       14,888       USD       911       6  

JPMorgan Chase Bank

     08/22/22       USD       36       ILS       124       (1 )

JPMorgan Chase Bank

     08/22/22       ILS       8,705       USD       2,528       33  

JPMorgan Chase Bank

     08/22/22 - 09/06/22       THB       203,675       USD       5,924       146  

JPMorgan Chase Bank

     08/22/22       CLP       1,003,683       USD       1,130       70  

JPMorgan Chase Bank

     09/06/22       USD       82       THB       2,906       —  

JPMorgan Chase Bank

     09/09/22       CNY       22,375       USD       3,366       25  

JPMorgan Chase Bank

     09/06/22       CNY       28,467       USD       4,215       (36 )

JPMorgan Chase Bank

     09/12/22       GBP       63       USD       77       1  

JPMorgan Chase Bank

     09/12/22       USD       97       AUD       140       (1 )

 

 

 

36

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

International Fixed Income Fund (Continued)

 

 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

JPMorgan Chase Bank

     09/12/22       USD       117       CHF       112     $ 1  

JPMorgan Chase Bank

     09/12/22       USD       127       NZD       202       (1 )

JPMorgan Chase Bank

     09/12/22       SEK       915       USD       91       1  

JPMorgan Chase Bank

     09/12/22       USD       2,258       GBP       1,796       (75 )

JPMorgan Chase Bank

     09/12/22       USD       6,618       SEK       64,156       (336 )

JPMorgan Chase Bank

     09/12/22       CHF       7,839       USD       8,220       (12 )

JPMorgan Chase Bank

     09/12/22       CAD       7,914       USD       6,297       160  

JPMorgan Chase Bank

     09/12/22       AUD       9,942       USD       7,193       354  

JPMorgan Chase Bank

     09/12/22       NOK       13,011       USD       1,384       65  

JPMorgan Chase Bank

     09/12/22       NOK       691       USD       70       —  

JPMorgan Chase Bank

     09/12/22       SGD       15,437       USD       11,243       144  

JPMorgan Chase Bank

     09/12/22       NZD       19,180       USD       12,530       620  

JPMorgan Chase Bank

     09/13/22       KRW       1,109,162       USD       882       25  

JPMorgan Chase Bank

     09/13/22       KRW       85,618       USD       66       —  

JPMorgan Chase Bank

     09/19/22       MXN       190,158       USD       9,379       89  

JPMorgan Chase Bank

     09/30/22       EUR       9,840       USD       10,417       65  

JPMorgan Chase Bank

     01/13/23       USD       286       CNY       1,855       (8 )

Merrill Lynch

     07/05/22       USD       925       BRL       4,774       (12 )

Merrill Lynch

     07/05/22       BRL       4,745       USD       926       19  

Merrill Lynch

     07/08/22       USD       917       SGD       1,271       (3 )

Merrill Lynch

     07/20/22       MXN       19,820       USD       953       (26 )

Merrill Lynch

     07/21/22       AUD       1,412       USD       971       1  

Merrill Lynch

     07/28/22       USD       969       EUR       901       (25 )

Merrill Lynch

     09/22/22       USD       877       NOK       8,763       12  

Merrill Lynch

     09/22/22       USD       1,877       SEK       19,073       (8 )

Morgan Stanley

     07/07/22       USD       28       CHF       27       —  

Morgan Stanley

     07/07/22       USD       130       SGD       180       (1 )

Morgan Stanley

     07/07/22       USD       252       NOK       2,520       3  

Morgan Stanley

     07/07/22       USD       800       DKK       5,649       (6 )

Morgan Stanley

     07/07/22       USD       945       PLN       4,195       (12 )

Morgan Stanley

     07/07/22       USD       999       INR       76,486       (31 )

Morgan Stanley

     07/07/22       USD       1,182       CZK       27,819       (7 )

Morgan Stanley

     07/07/22       USD       1,317       HUF       493,834       (16 )

Morgan Stanley

     07/07/22       EUR       496       USD       534       15  

Morgan Stanley

     07/07/22 - 07/28/22       EUR       1,726       USD       1,802       (5 )

Morgan Stanley

     07/07/22       USD       2,625       NZD       4,219       (2 )

Morgan Stanley

     07/07/22       SEK       2,640       USD       259       2  

Morgan Stanley

     07/07/22       ZAR       3,020       USD       198       13  

Morgan Stanley

     07/07/22 - 07/13/22       CHF       3,452       USD       3,572       (35 )

Morgan Stanley

     07/07/22       USD       258       AUD       375       —  

Morgan Stanley

     07/07/22 - 08/05/22       USD       3,790       AUD       5,503       (6 )

Morgan Stanley

     07/07/22       HKD       4,225       USD       539       —  

Morgan Stanley

     07/07/22       PLN       11,860       USD       2,671       34  

Morgan Stanley

     07/07/22 - 08/05/22       AUD       17,566       USD       12,449       370  

Morgan Stanley

     07/07/22       JPY       69,700       USD       523       10  

Morgan Stanley

     07/13/22 - 01/13/23       CNY       3,710       USD       580       26  

Morgan Stanley

     07/07/22       CNY       157,338       USD       23,265       (237 )

Morgan Stanley

     07/07/22 - 08/05/22       HUF       987,668       USD       2,640       45  

Morgan Stanley

     07/21/22       CAD       1,179       USD       917       3  

 

 

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

37

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

International Fixed Income Fund (Continued)

 

 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

Morgan Stanley

     07/21/22       CNH       114,763       USD       16,786     $ (330 )

Morgan Stanley

     07/28/22       USD       699       EUR       671       4  

Morgan Stanley

     07/28/22       USD       561       EUR       533       (3 )

Morgan Stanley

     08/05/22       NZD       3,804       USD       2,365       2  

Morgan Stanley

     08/05/22       DKK       5,649       USD       802       6  

Morgan Stanley

     08/05/22       CZK       27,819       USD       1,177       7  

Morgan Stanley

     04/13/23       USD       290       CNY       1,855       (12 )

National Bank of Australia

     07/07/22       USD       307       CAD       395       (1 )

RBC

     07/07/22       AUD       125       USD       87       1  

RBC

     07/07/22       USD       255       CAD       330       1  

RBC

     07/07/22       USD       1,237       GBP       983       (43 )

RBC

     07/07/22       USD       2,963       MXN       58,835       (49 )

RBC

     07/07/22       MXN       44,171       USD       2,225       37  

RBS

     07/21/22       CAD       1,197       USD       930       2  

RBS

     08/26/22       NZD       1,424       USD       895       10  

Standard Chartered

     07/05/22       BRL       4,670       USD       951       58  

Standard Chartered

     07/07/22       MYR       117       USD       27       —  

Standard Chartered

     07/07/22       THB       51,340       USD       1,494       42  

Standard Chartered

     07/07/22       INR       75,818       USD       986       26  

Standard Chartered

     07/27/22       USD       907       KRW       1,177,255       1  

Standard Chartered

     07/28/22       USD       1,496       IDR       21,551,006       (53 )

State Street

     07/07/22       CHF       20       USD       20       (1 )

State Street

     07/07/22       GBP       101       USD       126       3  

State Street

     07/07/22       USD       256       AUD       370       (2 )

State Street

     07/07/22       USD       261       JPY       35,000       (4 )

State Street

     07/07/22       USD       19       GBP       16       —  

State Street

     07/07/22       USD       257       GBP       209       (3 )

State Street

     07/07/22       USD       517       NZD       830       (1 )

State Street

     07/07/22       USD       651       MXN       12,920       (11 )

State Street

     07/07/22       AUD       740       USD       517       8  

State Street

     07/07/22       CAD       1,020       USD       805       15  

State Street

     07/07/22       NZD       1,630       USD       1,031       18  

State Street

     07/07/22       JPY       34,800       USD       264       7  

State Street

     07/07/22       JPY       34,800       USD       255       (1 )

TD Securities

     07/07/22 - 08/05/22       USD       9,838       CAD       12,646       (34 )

TD Securities

     07/07/22 - 08/05/22       CAD       12,617       USD       9,804       22  

TD Securities

     07/07/22       GBP       18,309       USD       23,021       785  

UBS

     07/07/22       NZD       82       USD       54       3  

UBS

     07/07/22       USD       257       GBP       210       (2 )

UBS

     07/07/22       SGD       355       USD       259       4  

UBS

     07/07/22       USD       523       CHF       510       10  

UBS

     07/07/22       CHF       765       USD       787       (12 )

UBS

     07/07/22       USD       812       EUR       754       (24 )

UBS

     07/07/22       USD       254       NOK       2,520       1  

UBS

     07/07/22 - 08/05/22       USD       1,637       NOK       16,029       (14 )

UBS

     07/07/22 - 08/05/22       NOK       20,999       USD       2,152       25  

UBS

     07/07/22       EUR       46,695       USD       50,052       1,226  

UBS

     07/07/22 - 08/05/22       USD       58,812       JPY       8,038,541       374  

UBS

     07/07/22 - 08/05/22       JPY       8,038,541       USD       58,907       (386 )

 

 

 

38

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

International Fixed Income Fund (Continued)

 

 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

UBS

     07/08/22       SGD       1,325       USD       966     $ 14  

UBS

     07/13/22       CHF       918       USD       956       (4 )

UBS

     07/13/22       USD       955       CHF       928       15  

UBS

     07/13/22       USD       993       CHF       936       (15 )

UBS

     07/15/22       USD       977       CLP       831,985       (91 )

UBS

     07/15/22       CLP       832,742       USD       1,002       115  

UBS

     07/20/22       MXN       19,751       USD       1,005       29  

UBS

     07/21/22       CAD       12,389       USD       9,907       302  

UBS

     07/28/22       USD       1,432       EUR       1,344       (24 )

UBS

     09/22/22       USD       893       SEK       8,990       (12 )

UBS

     09/22/22       SEK       27,743       USD       2,723       5  
                                            $ 10,538  

 

A list of open OTC swap agreements held by the Fund at June 30, 2022, is as follows:

 

Interest Rate Swaps

Counterparty

  

Fund Pays

    

Fund Receives

    

Payment Frequency

    

Termination Date

    

Currency

    

Notional Amount
(Thousands)

    

Value
(Thousands)

    

Upfront Payments
(Thousands)

    

Net Unrealized
Appreciation
(Thousands)

  

Deutsche Bank

  

China 7-Day Reverse Repo Rate

       2.985%       Quarterly       06/03/2024       CNY       23,220     $ 60     $ –     $ 60  

Deutsche Bank

  

China 7-Day Reverse Repo Rate

       2.755%       Quarterly       09/09/2024       CNY       31,000       59       –       59  
                                                    $ 119     $ –     $ 119  

 

A list of the open centrally cleared swap agreements held by the Fund at June 30, 2022, is as follows:

 

e

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

     4.915%       Annually       01/02/2023       BRL       9,678     $ (80 )   $ –     $ (80 )

1-DAY BRL - CETIP

     4.94%       Annually       01/02/2023       BRL       5,658       (47 )     –       (47 )

1-DAY BRL - CETIP

     4.945%       Annually       01/02/2023       BRL       5,062       (42 )     –       (42 )

2.00%

  

Daily GBP Overnight Index Ave (SONIA) Rate

       Annually       03/31/2024       GBP       1,400       17       –       17  

3-MONTH NZD RATE

     2.58%       Semi-Annually       11/01/2024       NZD       980       (20 )     –       (20 )

3-MONTH NZD RATE

     2.0525%       Semi-Annually       11/02/2024       NZD       2,620       (56 )     –       (56 )

2.8%

  

Overnight CNY Interbank Deposit Rate

       Quarterly       04/02/2026       CNY       12,090       19       –       19  

1.897%

  

Daily GBP Overnight Index Ave (SONIA) Rate

       Annually       03/31/2027       GBP       1,150       (36 )     –       (36 )

1-Day Sterling Overnight Index Average (SONIA) Rate

     2.0055%       Annually       05/10/2027       GBP       1,082       26       –       26  

2.055%

     FLOATING       Annually       05/11/2027       GBP       828       22       –       22  

1.395%

  

Daily GBP Overnight Index Ave (SONIA) Rate

       Annually       10/03/2047       GBP       230       45       (47 )     92  

Daily GBP Overnight Index Ave (SONIA) Rate

     0.1711%       Annually       07/20/2050       GBP       85       (43 )     (17 )     (26 )
                                            $ (195 )   $ (64 )   $ (131 )

 

Credit Default Swaps

Reference Entity/ Obligation

  

Buy/Sell Protection

    

(Pays)/Receives Rate

    

Payment Frequency

    

Termination Date

    

Notional Amount
(Thousands)

    

Value
(Thousands)

    

Upfront Payments/ Receipts
(Thousands)

    

Net Unrealized
Depreciation
(Thousands)

  

iTraxx.XOVER.37

     Sell       5.00%       Quarterly       06/20/2027       (190 )   $ (6 )   $ –     $ (6 )

iTraxx.XOVER.37

     Sell       5.00%       Quarterly       06/20/2027       (190 )     (6 )     1       (7 )
                                            $ (12 )   $ 1     $ (13 )

 

 

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

39

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

International Fixed Income Fund (Continued)

 

 

Percentages are based on Net Assets of $509,527 ($ Thousands).

(A)

Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On June 30, 2022, the value of these securities amounted to $63,975 ($ Thousands), representing 12.6% of the Net Assets of the Fund.

(B)

No interest rate available.

(C)

Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.

(D)

Zero coupon security.

(E)

Perpetual security with no stated maturity date.

(F)

Interest rate represents the security's effective yield at the time of purchase.

 

AUD — Australian Dollar

BRL — Brazilian Real

CAD — Canadian Dollar

CHF — Swiss Franc

Cl — Class

CLO — Collateralized Loan Obligation

CLP — Chilean Peso

CNH — Chinese Yuan Offshore

CNY — Chinese Yuan Onshore

COP — Colombian Peso

CZK — Czech Koruna

DAC — Designated Activity Company

DKK — Danish Krone

EUR — Euro

FNMA — Federal National Mortgage Association

GBP — British Pound Sterling

HKD — Hong Kong Dollar

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

PJSC — Public Joint Stock Company

PLC — Public Limited Company

PLN — Polish Zloty

RON — Romanian Leu

SEK — Swedish Krona

Ser — Series

SGD — Singapore Dollar

SOFR — Secured Overnight Financing Rate

THB — Thai Baht

TRY — Turkish Lira

 

TWD — Taiwan Dollar

ULC — Unlimited Liability Company

USD — U.S. Dollar

ZAR — South African Rand

 

 

 

40

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

International Fixed Income Fund (Concluded)

 

The following is a summary of the level of inputs used as of June 30, 2022, 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

     –       463,979       –       463,979  

U.S. Treasury Obligations

     –       17,635       –       17,635  

Commercial Paper

     –       4,494       –       4,494  

Asset-Backed Securities

     –       1,289       –       1,289  

Mortgage-Backed Securities

     –       172       –       172  

Total Investments in Securities

     –       487,569       –       487,569  

 

Other Financial Instruments

  

Level 1
($)

    

Level 2
($)

    

Level 3
($)

    

Total
($)

  

Futures Contracts*

                                

Unrealized Appreciation

     1,372       –       –       1,372  

Unrealized Depreciation

     (456 )     –       –       (456 )

Forwards Contracts*

                                

Unrealized Appreciation

     –       14,433       –       14,433  

Unrealized Depreciation

     –       (3,895 )     –       (3,895 )

OTC Swaps

                                

Interest Rate Swaps*

                                

Unrealized Appreciation

     –       119       –       119  

Centrally Cleared Swaps

                                

Credit Default Swaps*

                                

Unrealized Depreciation

     –       (13 )     –       (13 )

Interest Rate Swaps*

                                

Unrealized Appreciation

     –       176       –       176  

Unrealized Depreciation

     –       (307 )     –       (307 )

Total Other Financial Instruments

     916       10,513       –       11,429  

 

*

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

 

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 / June 30, 2022

 

41

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Emerging Markets Debt Fund

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS — 94.0%

Angola — 1.1%

        

Angolan Government International Bond

               

9.375%, 05/08/2048

  $ 3,350     $ 2,414  

8.750%, 04/14/2032 (A)

     2,331       1,857  

8.750%, 04/14/2032

    300       239  

8.250%, 05/09/2028

    1,085       899  

Angolan Government International Bond MTN

               

9.125%, 11/26/2049

    1,023       721  

9.125%, 11/26/2049 (A)

     999       705  

8.000%, 11/26/2029 (A)

     1,163       917  

8.000%, 11/26/2029

    1,137       897  

Republic of Angola Via Avenir II BV MTN

               

7.845%, ICE LIBOR USD 6 Month + 7.500%, 07/01/2023 (B)

     2,708       2,695  

Republic of Angola Via Avenir Issuer II Ireland DAC

               

6.927%, 02/19/2027

    3,014       2,758  
              14,102  
                 

Argentina — 1.3%

        

Argentine Republic Government International Bond

               

2.500%, 3.500%, 07/09/2022, 07/09/2041 (C)

     13,223       3,540  

2.000%, 3.875%, 07/09/2022, 01/09/2038 (C)

     4,768       1,352  

1.500%, 3.625%, 07/09/2023, 07/09/2046 (C)

     1,056       240  

1.125%, 1.500%, 07/09/2022, 07/09/2035 (C)

     14,267       3,073  

1.000%, 07/09/2029

    3,383       769  

0.500%, 07/09/2029

  EUR 13       3  

0.500%, 0.750%, 07/09/2023, 07/09/2030 (C)

   $ 27,337       6,415  

0.125%, 07/09/2030

  EUR 403       88  

MSU Energy

               

6.875%, 02/01/2025 (A)

   $ 285       208  

Provincia de Buenos Aires MTN

               

2.000%, 3.000%, 09/01/2022, 09/01/2037 (C)

   EUR 666       174  

Provincia de Cordoba

               

6.875%, 12/10/2025 (A)(D)

   $ 540       411  
              16,273  
                 

Armenia — 0.0%

        

Republic of Armenia International Bond

               

3.600%, 02/02/2031 (D)

     805       557  
                 
                 

Azerbaijan — 0.8%

        

Republic of Azerbaijan International Bond

               

5.125%, 09/01/2029 (D)

     2,195       1,947  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Southern Gas Corridor CJSC

               

6.875%, 03/24/2026

  $ 5,562     $ 5,456  

State Oil of the Azerbaijan Republic

               

6.950%, 03/18/2030

    2,380       2,253  
              9,656  
                 

Bahamas — 0.0%

        

Bahamas Government International Bond

               

6.000%, 11/21/2028

    650       459  
                 
                 

Bahrain — 0.9%

        

Bahrain Government International Bond

               

7.500%, 09/20/2047 (D)

     398       333  

7.000%, 01/26/2026 (A)

     957       984  

7.000%, 10/12/2028 (A)

     507       502  

6.750%, 09/20/2029

    200       191  

6.125%, 08/01/2023

    520       523  

6.000%, 09/19/2044

    297       220  

5.625%, 09/30/2031 (A)

     946       815  

5.625%, 09/30/2031

    200       172  

5.450%, 09/16/2032 (D)

     4,179       3,501  

Bahrain Government International Bond MTN

               

6.250%, 01/25/2051

    232       173  

5.250%, 01/25/2033 (A)

     1,347       1,090  

4.250%, 01/25/2028 (D)

     797       714  

CBB International Sukuk Programme WLL

               

3.875%, 05/18/2029 (A)

     1,094       961  

Oil and Gas Holding BSCC

               

8.375%, 11/07/2028 (A)

     560       590  

8.375%, 11/07/2028

    250       264  

7.625%, 11/07/2024 (A)

     794       815  
              11,848  
                 

Belarus — 0.1%

        

Development Bank of the Republic of Belarus JSC

               

6.750%, 05/02/2024

    1,172       152  

Republic of Belarus International Bond

               

6.875%, 02/28/2023 (A)

     1,612       282  

6.875%, 02/28/2023

    409       72  

6.378%, 02/24/2031 (A)

     899       121  

5.875%, 02/24/2026

    1,564       219  
              846  
                 

Belize — 0.0%

        

Belize Government International Bond

               

5.000%, 02/20/2038

    55       28  
                 
                 

Benin — 0.0%

        

Benin Government International Bond

               

6.875%, 01/19/2052

  EUR 158       112  

4.950%, 01/22/2035

    389       264  

 

 

 

42

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Emerging Markets Debt Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

4.875%, 01/19/2032

  EUR 102     $ 76  
              452  
                 

Bermuda — 0.2%

        

Bermuda Government International Bond

               

4.750%, 02/15/2029 (D)

   $ 1,754       1,753  

3.717%, 01/25/2027

    631       608  

2.375%, 08/20/2030 (D)

     514       429  
              2,790  
                 

Brazil — 6.9%

        

Braskem Netherlands Finance BV

               

5.875%, 01/31/2050 (A)(D)

     309       244  

Brazil Letras do Tesouro Nacional

               

0.000%, 07/01/2023 (E)

   BRL 14,000       2,353  

0.000%, 01/01/2024 (E)

     58,000       9,172  

0.000%, 01/01/2025 (E)

     34,000       4,806  

Brazil Loan Trust 1

               

5.477%, 07/24/2023 (A)

   $ 83       82  

Brazil Minas SPE via State of Minas Gerais

               

5.333%, 02/15/2028

    1,699       1,660  

5.333%, 02/15/2028

    1,176       1,150  

5.333%, 02/15/2028 (A)

     134       131  

Brazil Notas do Tesouro Nacional, Serie B

               

6.000%, 05/15/2045

  BRL 119       90  

6.000%, 08/15/2050

    91       69  

Brazil Notas do Tesouro Nacional, Serie F

               

10.000%, 01/01/2023

    94,859       17,827  

10.000%, 01/01/2025

    74,141       13,364  

10.000%, 01/01/2027

    50,760       8,812  

10.000%, 01/01/2029

    35,652       5,973  

10.000%, 01/01/2031

    22,272       3,634  

Brazilian Government International Bond

               

5.625%, 01/07/2041

  $ 757       603  

5.625%, 02/21/2047

    1,389       1,069  

5.000%, 01/27/2045 (D)

     2,329       1,661  

4.750%, 01/14/2050

    790       535  

3.750%, 09/12/2031 (D)

     7,361       6,000  

Centrais Eletricas Brasileiras

               

4.625%, 02/04/2030 (A)

     226       191  

CSN Inova Ventures

               

6.750%, 01/28/2028 (A)

     592       516  

CSN Resources

               

4.625%, 06/10/2031 (A)

     625       444  

Globo Comunicacao e Participacoes

               

5.500%, 01/14/2032

    410       319  

Gol Finance

               

7.000%, 01/31/2025 (A)

     998       622  

Iochpe-Maxion Austria GmbH

               

5.000%, 05/07/2028 (A)

     620       513  

MC Brazil Downstream Trading SARL

               

7.250%, 06/30/2031 (A)

     1,225       974  

7.250%, 06/30/2031

    350       278  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Minerva Luxembourg

               

4.375%, 03/18/2031 (A)

   $ 297     $ 237  

MV24 Capital BV

               

6.748%, 06/01/2034 (A)

     369       330  

Nexa Resources

               

5.375%, 05/04/2027 (A)

     2,591       2,420  

Suzano Austria GmbH (A)

                

7.000%, 03/16/2047

    399       380  

6.000%, 01/15/2029

    288       285  

5.000%, 01/15/2030

    494       450  
              87,194  
                 

Cameroon — 0.0%

        

Republic of Cameroon International Bond

               

5.950%, 07/07/2032

  EUR 543       420  
                 
                 

Cayman Islands — 0.1%

        

Neon Capital MTN

               

2.015%, 01/06/2028 (B)

   JPY 245,168       1,473  
                 
                 

Chile — 2.4%

        

Alfa Desarrollo SpA

               

4.550%, 09/27/2051 (A)

   $ 227       163  

ATP Tower Holdings LLC

               

4.050%, 04/27/2026 (A)

     255       210  

Banco de Credito e Inversiones

               

3.500%, 10/12/2027 (A)

     1,046       982  

Bonos de la Tesoreria de la Republica

               

1.900%, 09/01/2030

  CLP 1,312,301       1,407  

Bonos de la Tesoreria de la Republica en pesos

               

6.000%, 01/01/2043

    375,000       384  

5.000%, 10/01/2028 (A)

     1,115,000       1,115  

5.000%, 03/01/2035

    1,655,000       1,556  

4.700%, 09/01/2030 (A)

     3,945,000       3,835  

4.500%, 03/01/2026

    1,090,000       1,111  

2.800%, 10/01/2033 (A)

     820,000       633  

Cencosud

               

4.375%, 07/17/2027 (A)

   $ 1,819       1,706  

Chile Government International Bond

               

4.340%, 03/07/2042 (D)

     547       487  

4.000%, 01/31/2052

    287       238  

3.625%, 10/30/2042

    925       740  

3.500%, 01/31/2034

    228       203  

3.250%, 09/21/2071

    4,162       2,783  

3.100%, 05/07/2041

    243       185  

3.100%, 01/22/2061 (D)

     308       208  

2.750%, 01/31/2027

    1,597       1,491  

2.550%, 01/27/2032 (D)

     893       758  

2.550%, 07/27/2033

    8,219       6,709  

2.450%, 01/31/2031

    236       201  

Empresa de los Ferrocarriles del Estado

               

3.830%, 09/14/2061

    350       241  

 

 

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

43

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Emerging Markets Debt Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Empresa de Transporte de Pasajeros Metro

               

3.650%, 05/07/2030 (A)

   $ 217     $ 195  

Empresa Nacional del Petroleo

               

5.250%, 11/06/2029

    749       709  

3.450%, 09/16/2031 (A)

     331       267  

Nacional del Cobre de Chile

               

3.750%, 01/15/2031 (A)

     234       210  

3.700%, 01/30/2050 (A)

     452       336  

3.150%, 01/14/2030

    800       698  

3.000%, 09/30/2029

    224       195  
              29,956  
                 

China — 5.8%

        

Blossom Joy

               

3.100% (B)(F)

     202       192  

China Government Bond

               

3.810%, 09/14/2050

  CNY 5,900       951  

3.720%, 04/12/2051

    4,000       637  

3.530%, 10/18/2051

    11,400       1,765  

3.280%, 12/03/2027

    49,950       7,683  

3.270%, 11/19/2030

    58,090       8,934  

3.020%, 10/22/2025

    37,700       5,720  

3.020%, 05/27/2031

    1,500       226  

3.010%, 05/13/2028

    8,850       1,340  

2.890%, 11/18/2031

    40,670       6,080  

2.880%, 11/05/2023

    25,000       3,771  

2.850%, 06/04/2027

    48,130       7,251  

2.800%, 03/24/2029

    10,930       1,631  

2.750%, 02/17/2032

    3,000       444  

2.690%, 08/12/2026

    4,000       599  

1.990%, 04/09/2025

    60,830       8,971  

China Government International Bond

               

3.250%, 10/19/2023 (D)

   $ 1,592       1,592  

1.875%, 12/03/2022

    200       199  

1.250%, 10/26/2026 (A)

     1,460       1,357  

0.550%, 10/21/2025 (D)

     1,150       1,055  

0.400%, 10/21/2023 (D)

     2,410       2,333  

China Minmetals

               

3.750% (B)(F)

     1,647       1,646  

Chinalco Capital Holdings

               

4.100% (B)(F)

     224       222  

2.125%, 06/03/2026

    173       160  

CNAC HK Finbridge

               

5.125%, 03/14/2028

    246       248  

4.125%, 07/19/2027

    1,363       1,323  

3.875%, 06/19/2029

    1,156       1,077  

3.000%, 09/22/2030

    561       484  

Dianjian Haiyu

               

4.300% (B)(F)

     204       204  

Dianjian International Finance

               

4.600% (B)(D)(F)

     303       304  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Huarong Finance II MTN

               

5.500%, 01/16/2025

  $ 440     $ 426  

Leader Goal International Ltd MTN

               

4.250% (B)(F)

     212       212  

Meituan

               

3.050%, 10/28/2030 (D)

     204       152  

Minmetals Bounteous Finance BVI

               

3.375% (B)(F)

     805       787  

Powerchina Roadbridge Group British Virgin Islands

               

3.080% (B)(F)

     285       269  

Prosus NV MTN

               

3.061%, 07/13/2031 (A)(D)

     907       668  

Shimao Group Holdings

               

5.600%, 07/15/2026

    1,949       210  

5.200%, 01/30/2025 (D)

     1,406       148  

Sinopec Group Overseas Development 2018

               

2.300%, 01/08/2031 (D)

     863       753  

Sunac China Holdings

               

7.000%, 07/09/2025

    214       31  

6.500%, 01/26/2026

    206       29  

Tencent Holdings Ltd MTN

               

3.240%, 06/03/2050 (A)

     450       310  

Wanda Properties International

               

7.250%, 01/29/2024 (D)

     600       444  

Wanda Properties Overseas

               

6.950%, 12/05/2022

    200       178  

6.875%, 07/23/2023

    232       184  
              73,200  
                 

Colombia — 5.0%

        

AI Candelaria Spain

               

7.500%, 12/15/2028 (A)

     975       874  

Colombia Government International Bond

               

9.850%, 06/28/2027

  COP 5,060,000       1,192  

7.375%, 09/18/2037 (D)

   $ 260       240  

6.125%, 01/18/2041 (D)

     3,138       2,457  

5.625%, 02/26/2044

    132       95  

5.200%, 05/15/2049 (D)

     3,527       2,388  

5.000%, 06/15/2045

    3,397       2,270  

4.500%, 03/15/2029 (D)

     2,077       1,791  

4.375%, 03/21/2023

  COP 2,871,000       658  

4.125%, 02/22/2042

  $ 4,042       2,511  

4.125%, 05/15/2051

    1,675       1,003  

3.875%, 04/25/2027

    763       675  

3.875%, 02/15/2061

    673       386  

3.250%, 04/22/2032

    1,230       889  

3.125%, 04/15/2031

    332       245  

3.000%, 01/30/2030

    945       719  

Colombian TES

               

10.000%, 07/24/2024

  COP 9,674,900       2,320  

9.250%, 05/28/2042

    4,580,700       881  

 

 

 

44

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Emerging Markets Debt Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

7.750%, 09/18/2030

  COP 13,333,400     $ 2,598  

7.500%, 08/26/2026

    30,231,300       6,480  

7.250%, 10/18/2034

    17,461,900       3,027  

7.250%, 10/26/2050

    4,553,000       692  

7.000%, 03/26/2031

    23,299,400       4,243  

7.000%, 03/26/2031

    1,211,900       221  

7.000%, 06/30/2032

    21,794,700       3,881  

6.250%, 11/26/2025

    25,365,400       5,349  

6.250%, 07/09/2036

    6,707,500       1,023  

6.000%, 04/28/2028

    13,944,000       2,627  

5.750%, 11/03/2027

    22,928,000       4,357  

3.000%, 03/25/2033

    1,051,100       656  

2.250%, 04/18/2029

    883,500       568  

Ecopetrol

               

6.875%, 04/29/2030

  $ 492       435  

5.875%, 11/02/2051

    346       226  

Empresas Publicas de Medellin ESP (A)

                

8.375%, 11/08/2027

  COP 2,351,000       444  

7.625%, 09/10/2024

    3,116,000       692  

Financiera de Desarrollo Territorial Findeter

               

7.875%, 08/12/2024 (A)

     1,127,000       249  

7.875%, 08/12/2024

    884,000       195  

Geopark

               

5.500%, 01/17/2027 (A)

   $ 974       816  

Gran Tierra Energy

               

7.750%, 05/23/2027 (A)

     293       249  

Grupo Aval

               

4.375%, 02/04/2030 (A)

     812       605  

Millicom International Cellular (A)

                

6.250%, 03/25/2029

    403       350  

5.125%, 01/15/2028

    508       436  

SierraCol Energy Andina

               

6.000%, 06/15/2028 (A)

     1,237       903  
              62,916  
                 

Costa Rica — 0.2%

        

Costa Rica Government International Bond

               

7.158%, 03/12/2045

    500       434  

7.158%, 03/12/2045

    426       370  

7.158%, 03/12/2045 (A)(D)

     387       336  

7.000%, 04/04/2044

    329       282  

7.000%, 04/04/2044

    230       198  

6.125%, 02/19/2031 (D)

     1,669       1,556  
              3,176  
                 

Croatia — 0.2%

        

Croatia Government International Bond

               

2.875%, 04/22/2032

  EUR 686       677  

1.500%, 06/17/2031

    650       581  

1.125%, 03/04/2033 (D)

     1,252       1,024  
              2,282  
                 

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Czech Republic — 2.4%

        

Czech Republic Government Bond

               

6.000%, 02/26/2026

  CZK 114,510     $ 4,878  

4.200%, 12/04/2036

    7,740       304  

2.750%, 07/23/2029

    91,430       3,327  

2.500%, 08/25/2028

    163,970       5,946  

2.400%, 09/17/2025

    165,160       6,293  

2.000%, 10/13/2033

    38,630       1,233  

1.250%, 02/14/2025

    48,060       1,791  

1.200%, 03/13/2031

    29,710       924  

1.000%, 06/26/2026

    81,400       2,876  

0.950%, 05/15/2030

    5,750       179  

0.250%, 02/10/2027

    71,710       2,391  

0.050%, 11/29/2029

    31,030       903  
              31,045  
                 

Dominican Republic — 1.4%

        

Dominican Republic International Bond

               

9.750%, 06/05/2026

  DOP 19,150       341  

7.450%, 04/30/2044

  $ 2,443       2,083  

7.450%, 04/30/2044 (A)

     687       586  

6.850%, 01/27/2045

    1,386       1,093  

6.500%, 02/15/2048

    2,764       2,087  

6.400%, 06/05/2049

    1,171       873  

6.000%, 02/22/2033 (A)

     1,498       1,246  

6.000%, 02/22/2033

    3,277       2,726  

5.875%, 04/18/2024 (A)

     71       72  

5.875%, 01/30/2060

    3,002       2,047  

5.500%, 02/22/2029

    927       806  

5.300%, 01/21/2041

    2,694       1,866  

4.500%, 01/30/2030 (D)

     1,873       1,499  

4.500%, 01/30/2030 (A)

     206       165  
              17,490  
                 

Ecuador — 1.0%

        

Ecuador Government International Bond

               

6.699%, 07/31/2030 (A)(D)(E)

     1,613       666  

5.000%, 5.500%, 07/31/2022, 07/31/2030 (A)(C)

     1,560       1,004  

5.000%, 5.500%, 07/31/2022, 07/31/2030 (C)

     170       109  

1.000%, 2.500%, 07/31/2022, 07/31/2035 (A)(C)(D)

     6,621       3,192  

1.000%, 2.500%, 07/31/2022, 07/31/2035 (C)

     11,816       5,696  

0.500%, 1.500%, 07/31/2022, 07/31/2040 (C)(D)

     3,168       1,289  

0.500%, 1.500%, 07/31/2022, 07/31/2040 (A)(C)

     1,903       775  
              12,731  
                 

Egypt — 1.9%

        

Egypt Government Bond

               

14.664%, 10/06/2030

  EGP 4,750       239  

 

 

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

45

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Emerging Markets Debt Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

14.556%, 10/13/2027

  EGP 11,537     $ 605  

14.483%, 04/06/2026

    31,272       1,606  

14.406%, 07/07/2027

    17,842       889  

14.382%, 01/12/2031

    4,531       215  

14.292%, 01/05/2028

    19,000       934  

14.196%, 07/07/2023

    6,084       320  

Egypt Government International Bond

               

16.100%, 05/07/2029

    14,920       776  

8.875%, 05/29/2050 (A)

   $ 2,804       1,698  

8.875%, 05/29/2050

    1,650       999  

8.700%, 03/01/2049

    1,190       708  

8.700%, 03/01/2049 (A)

     529       315  

7.903%, 02/21/2048 (D)

     2,912       1,660  

7.903%, 02/21/2048 (A)

     110       63  

7.625%, 05/29/2032 (D)

     2,302       1,503  

7.625%, 05/29/2032 (A)

     2,092       1,366  

Egypt Government International Bond MTN

               

8.500%, 01/31/2047

    2,970       1,753  

8.150%, 11/20/2059

    539       311  

8.150%, 11/20/2059 (A)

     406       234  

7.600%, 03/01/2029 (A)

     742       540  

7.600%, 03/01/2029

    200       146  

7.300%, 09/30/2033 (A)

     3,264       2,088  

7.300%, 09/30/2033

    647       414  

7.053%, 01/15/2032 (A)(D)

     1,340       869  

6.375%, 04/11/2031

  EUR 2,720       1,780  

5.800%, 09/30/2027 (A)

   $ 498       350  

5.800%, 09/30/2027 (D)

     414       291  

5.625%, 04/16/2030

  EUR 732       473  

4.750%, 04/11/2025

    457       398  

4.750%, 04/11/2025 (A)

     443       385  

4.750%, 04/16/2026

    670       522  
              24,450  
                 

El Salvador — 0.3%

        

El Salvador Government International Bond

               

9.500%, 07/15/2052 (D)

   $ 5,773       1,895  

8.625%, 02/28/2029

    249       81  

8.250%, 04/10/2032

    965       324  

7.625%, 02/01/2041 (A)

     545       170  

7.625%, 02/01/2041 (D)

     527       164  

7.125%, 01/20/2050

    640       199  

6.375%, 01/18/2027 (A)

     838       280  

5.875%, 01/30/2025

    1,398       494  

5.875%, 01/30/2025 (A)

     965       341  
              3,948  
                 

Ethiopia — 0.0%

        

Ethiopia International Bond

               

6.625%, 12/11/2024 (D)

     400       228  

6.625%, 12/11/2024 (A)

     296       168  
              396  
                 

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Gabon — 0.3%

        

Gabon Government International Bond

               

7.000%, 11/24/2031 (A)

   $ 3,024     $ 2,200  

6.625%, 02/06/2031 (A)

     832       614  

6.625%, 02/06/2031

    240       177  

6.375%, 12/12/2024 (A)

     481       456  
              3,447  
                 

Georgia — 0.0%

        

Georgia Government International Bond

               

2.750%, 04/22/2026

    480       397  
                 
                 

Ghana — 0.9%

        

Ghana Government International Bond

               

10.750%, 10/14/2030

    3,054       2,626  

8.950%, 03/26/2051 (A)

     613       288  

8.875%, 05/07/2042

    1,286       615  

8.875%, 05/07/2042 (A)

     426       204  

8.750%, 03/11/2061

    693       324  

8.750%, 03/11/2061 (A)

     77       36  

8.627%, 06/16/2049 (A)

     593       277  

8.625%, 04/07/2034

    3,559       1,713  

8.125%, 03/26/2032 (A)

     160       77  

7.875%, 02/11/2035 (A)

     1,289       599  

7.875%, 02/11/2035 (D)

     514       239  

7.750%, 04/07/2029 (D)

     870       433  

7.750%, 04/07/2029 (A)

     413       205  

7.625%, 05/16/2029

    2,475       1,202  

7.625%, 05/16/2029 (A)

     908       441  

6.375%, 02/11/2027 (A)

     451       257  

Republic of Ghana Government Bonds

               

20.750%, 03/06/2023

  GHS 1,920       229  

19.250%, 12/18/2023

    4,011       447  

Tullow Oil (A)

                

10.250%, 05/15/2026

  $ 351       335  

7.000%, 03/01/2025

    1,241       1,010  
              11,557  
                 

Guatemala — 0.4%

        

CT Trust

               

5.125%, 02/03/2032 (A)

     962       771  

Guatemala Government Bond

               

5.375%, 04/24/2032 (D)

     1,038       953  

5.375%, 04/24/2032 (A)

     248       228  

4.900%, 06/01/2030

    1,085       988  

4.650%, 10/07/2041

    971       705  

4.500%, 05/03/2026

    649       623  

3.700%, 10/07/2033 (D)

     700       538  

3.700%, 10/07/2033 (A)(D)

     226       174  
              4,980  
                 

Honduras — 0.1%

        

Honduras Government International Bond

               

6.250%, 01/19/2027

    326       255  

 

 

 

46

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Emerging Markets Debt Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

5.625%, 06/24/2030

  $ 1,407     $ 944  
              1,199  
                 

Hong Kong — 0.1%

        

NWD

               

4.125%, 07/18/2029

    757       664  
                 
                 

Hungary — 1.3%

        

Hungary Government Bond

               

4.750%, 11/24/2032

  HUF 1,317,540       2,664  

4.500%, 03/23/2028

    680,060       1,481  

4.000%, 04/28/2051

    124,570       184  

3.250%, 10/22/2031

    173,200       318  

3.000%, 10/27/2027

    689,930       1,414  

3.000%, 10/27/2038

    138,140       202  

2.750%, 12/22/2026

    675,760       1,413  

2.250%, 04/20/2033

    36,320       57  

2.250%, 06/22/2034

    84,940       127  

Hungary Government International Bond

               

5.500%, 06/16/2034

  $ 381       369  

5.250%, 06/16/2029 (A)

     978       974  

5.250%, 06/16/2029

    432       430  

3.125%, 09/21/2051

    2,887       1,902  

2.125%, 09/22/2031 (D)

     1,183       913  

2.125%, 09/22/2031 (A)

     2,292       1,768  

1.750%, 06/05/2035

  EUR 2,086       1,539  

1.500%, 11/17/2050

    552       321  
              16,076  
                 

India — 0.4%

        

Adani Electricity Mumbai

               

3.949%, 02/12/2030 (A)

   $ 540       439  

Export-Import Bank of India MTN

               

3.250%, 01/15/2030

    1,060       920  

2.250%, 01/13/2031

    615       483  

Greenko Power II MTN

               

4.300%, 12/13/2028

    500       399  

Network i2i

               

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

     260       241  

Power Finance MTN

               

3.950%, 04/23/2030 (A)

     569       503  

Reliance Industries (A)

                

3.625%, 01/12/2052

    671       486  

2.875%, 01/12/2032

    800       664  

Vedanta Resources

               

7.125%, 05/31/2023

    200       163  

6.375%, 07/30/2022

    350       346  

Vedanta Resources Finance II

               

13.875%, 01/21/2024 (A)

     286       254  

8.950%, 03/11/2025

    540       427  
              5,325  
                 

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Indonesia — 5.9%

        

Freeport Indonesia MTN

               

5.315%, 04/14/2032 (A)

   $ 1,099     $ 996  

Indonesia Asahan Aluminium Persero

               

6.757%, 11/15/2048 (A)

     365       329  

6.757%, 11/15/2048

    257       232  

5.800%, 05/15/2050 (A)

     1,165       938  

5.710%, 11/15/2023 (A)

     618       626  

4.750%, 05/15/2025 (A)

     240       238  

Indonesia Government International Bond

               

9.000%, 03/15/2029

  IDR 38,550,000       2,846  

8.500%, 10/12/2035

  $ 1,459       1,834  

8.375%, 03/15/2024

  IDR 20,173,000       1,425  

8.375%, 04/15/2039

    39,496,000       2,808  

8.250%, 05/15/2029

    38,175,000       2,723  

8.250%, 06/15/2032

    12,030,000       851  

8.250%, 05/15/2036

    74,289,000       5,256  

8.125%, 05/15/2024

    77,240,000       5,457  

7.750%, 01/17/2038

  $ 1,089       1,290  

7.500%, 08/15/2032

  IDR 26,770,000       1,806  

7.500%, 05/15/2038

    22,482,000       1,495  

7.000%, 05/15/2027

    28,700,000       1,975  

4.750%, 02/11/2029

  $ 119       120  

3.550%, 03/31/2032

    249       227  

3.500%, 01/11/2028

    1,859       1,775  

3.200%, 09/23/2061 (D)

     772       545  

3.050%, 03/12/2051 (D)

     1,387       1,054  

2.850%, 02/14/2030

    2,929       2,614  

2.150%, 07/28/2031 (D)

     1,973       1,621  

1.400%, 10/30/2031

  EUR 520       419  

1.300%, 03/23/2034

    514       382  

1.100%, 03/12/2033

    690       512  

Indonesia Government International Bond MTN

               

5.250%, 01/17/2042

  $ 3,460       3,371  

5.125%, 01/15/2045

    333       319  

4.625%, 04/15/2043

    920       834  

3.750%, 06/14/2028

  EUR 1,057       1,083  

Indonesia Treasury Bond

               

8.750%, 05/15/2031

  IDR 49,384,000       3,598  

8.375%, 03/15/2034

    84,822,000       6,058  

7.500%, 06/15/2035

    20,896,000       1,410  

7.500%, 04/15/2040

    17,705,000       1,187  

7.000%, 09/15/2030

    28,348,000       1,886  

6.500%, 06/15/2025

    5,895,000       406  

6.500%, 02/15/2031

    29,150,000       1,867  

6.375%, 04/15/2032

    27,304,000       1,721  

5.125%, 04/15/2027

    16,000,000       1,028  

Medco Bell Pte

               

6.375%, 01/30/2027 (A)(D)

   $ 466       399  

Minejesa Capital BV (A)

                

5.625%, 08/10/2037

    297       240  

 

 

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

47

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Emerging Markets Debt Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

4.625%, 08/10/2030

  $ 386     $ 346  

Pertamina Persero

               

2.300%, 02/09/2031 (A)

     1,375       1,113  

Pertamina Persero MTN

               

3.650%, 07/30/2029 (A)

     1,035       953  

Perusahaan Listrik Negara

               

1.875%, 11/05/2031 (A)

   EUR 891       699  

Perusahaan Listrik Negara MTN

               

6.150%, 05/21/2048

  $ 740       677  

6.150%, 05/21/2048 (A)

     657       601  

4.375%, 02/05/2050 (A)

     265       195  

Perusahaan Penerbit SBSN Indonesia III

               

4.400%, 06/06/2027 (A)

     690       685  

Perusahaan Perseroan Persero Perusahaan Listrik Negara MTN

               

5.250%, 05/15/2047

    480       397  

3.375%, 02/05/2030

    750       634  

3.000%, 06/30/2030 (D)

     565       463  
              74,564  
                 

Iraq — 0.1%

        

Iraq International Bond

               

5.800%, 01/15/2028

    937       841  
                 
                 

Israel — 0.5%

        

Bank Leumi Le-Israel

               

3.275%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.631%, 01/29/2031 (A)(B)

     431       378  

Bank of Israel Bill - Makam

               

0.000%, 08/03/2022 (E)

   ILS 3,380       965  

0.000%, 11/02/2022 (E)

     10,168       2,895  

Leviathan Bond

               

6.750%, 06/30/2030 (A)

   $ 394       354  

State of Israel

               

4.500%, 04/03/2120

    1,199       1,085  

3.800%, 05/13/2060

    200       166  
              5,843  
                 

Ivory Coast — 0.6%

        

Ivory Coast Government International Bond

               

6.875%, 10/17/2040

  EUR 1,619       1,201  

6.625%, 03/22/2048

    3,359       2,341  

6.625%, 03/22/2048

    795       554  

5.875%, 10/17/2031 (A)

     205       167  

5.750%, 12/31/2032

  $ 401       346  

5.250%, 03/22/2030 (A)

   EUR 1,074       875  

5.250%, 03/22/2030

    1,041       848  

4.875%, 01/30/2032

    2,070       1,552  
              7,884  
                 

Jamaica — 0.1%

        

Digicel International Finance (A)

                

8.750%, 05/25/2024

  $ 530       493  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

8.750%, 05/25/2024

  $ 435     $ 404  
              897  
                 

Jordan — 0.3%

        

Jordan Government International Bond

               

7.750%, 01/15/2028 (A)

     1,540       1,433  

7.375%, 10/10/2047

    867       635  

7.375%, 10/10/2047 (A)

     228       167  

5.850%, 07/07/2030 (A)

     559       442  

5.850%, 07/07/2030 (D)

     505       399  

4.950%, 07/07/2025

    270       243  
              3,319  
                 

Kazakhstan — 1.4%

        

Development Bank of Kazakhstan JSC

               

4.125%, 12/10/2022

    770       766  

2.950%, 05/06/2031 (D)

     530       399  

2.950%, 05/06/2031 (A)

     465       350  

Kazakhstan Government International Bond

               

4.875%, 10/14/2044

    1,204       1,000  

4.875%, 10/14/2044 (A)

     993       824  

Kazakhstan Government International Bond MTN

               

6.500%, 07/21/2045 (A)

     775       778  

2.375%, 11/09/2028

  EUR 350       330  

KazMunayGas National JSC

               

6.375%, 10/24/2048 (A)

   $ 3,107       2,576  

6.375%, 10/24/2048

    200       166  

5.750%, 04/19/2047 (A)

     1,852       1,416  

5.750%, 04/19/2047 (D)

     63       48  

5.375%, 04/24/2030 (A)(D)

     984       867  

5.375%, 04/24/2030 (D)

     4,863       4,285  

3.500%, 04/14/2033 (D)

     1,271       912  

3.500%, 04/14/2033 (A)

     212       152  

KazTransGas JSC

               

4.375%, 09/26/2027 (D)

     1,815       1,602  

4.375%, 09/26/2027 (A)

     165       146  

Tengizchevroil Finance International

               

3.250%, 08/15/2030 (A)

     450       342  

2.625%, 08/15/2025

    1,071       912  
              17,871  
                 

Kenya — 0.4%

        

Kenya Government International Bond

               

8.250%, 02/28/2048 (D)

     1,838       1,121  

8.000%, 05/22/2032 (D)

     1,471       1,040  

8.000%, 05/22/2032 (A)

     301       213  

7.000%, 05/22/2027 (D)

     1,914       1,425  

7.000%, 05/22/2027 (A)

     493       367  

6.875%, 06/24/2024 (A)

     662       554  
              4,720  
                 

 

 

 

48

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Emerging Markets Debt Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Kuwait — 0.1%

        

Meglobal Canada ULC MTN

               

5.875%, 05/18/2030 (A)

   $ 222     $ 233  

NBK SPC

               

1.625%, U.S. SOFR + 1.050%, 09/15/2027 (A)(B)

     680       606  

NBK Tier 1 Financing 2

               

4.500%, CMTUSD6Y + 2.832% (A)(B)(F)

     513       482  
              1,321  
                 

Lebanon — 0.3%

        

Lebanon Government International Bond

               

8.250%, 05/17/2034 (G)

     7,412       446  

8.200%, 05/17/2033 (G)

     2,700       163  

6.850%, 03/23/2027 (G)

     742       45  

6.750%, 11/29/2027 (G)

     1,123       68  

6.650%, 04/22/2024 (G)

     2,250       135  

6.000%, 01/27/2023 (G)

     560       34  

Lebanon Government International Bond MTN

               

8.250%, 12/31/2023 (G)

     11,902       717  

7.000%, 03/20/2028 (G)

     2,048       123  

6.850%, 05/25/2029 (G)

     1,996       120  

6.650%, 02/26/2030 (G)

     3,095       186  

6.600%, 11/27/2026 (G)

     1,613       97  

6.400%, 05/26/2023 (G)

     2,649       160  

6.375%, 12/31/2023 (G)

     5,489       330  

6.150%, 12/31/2023 (G)

     5,287       318  

6.100%, 10/04/2022 (G)

     9,077       546  

6.100%, 10/04/2022 (G)

     569       34  

5.800%, 04/14/2023 (G)

     6,672       402  
              3,924  
                 

Macau — 0.0%

        

Studio City Finance (A)

                

6.500%, 01/15/2028

    371       208  

6.000%, 07/15/2025

    87       55  
              263  
                 

Malaysia — 6.5%

        

1MDB Global Investments

               

4.400%, 03/09/2023

    1,800       1,745  

4.400%, 03/09/2023

    7,400       7,174  

Malaysia Government Bond

               

5.248%, 09/15/2028

  MYR 1,517       363  

4.935%, 09/30/2043

    2,200       501  

4.921%, 07/06/2048

    3,070       688  

4.642%, 11/07/2033

    500       114  

4.392%, 04/15/2026

    3,480       805  

4.254%, 05/31/2035

    16,524       3,595  

4.232%, 06/30/2031

    1,200       270  

4.181%, 07/15/2024

    19,773       4,560  

4.065%, 06/15/2050

    3,119       611  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

4.059%, 09/30/2024

  MYR 9,827     $ 2,258  

3.955%, 09/15/2025

    35,693       8,150  

3.906%, 07/15/2026

    17,274       3,912  

3.900%, 11/30/2026

    4,085       924  

3.899%, 11/16/2027

    3,026       679  

3.885%, 08/15/2029

    7,420       1,643  

3.828%, 07/05/2034

    32,019       6,728  

3.800%, 08/17/2023

    20,205       4,621  

3.795%, 09/30/2022

    3,200       729  

3.757%, 04/20/2023

    14,611       3,334  

3.757%, 05/22/2040

    19,730       3,896  

3.733%, 06/15/2028

    22,341       4,943  

3.582%, 07/15/2032

    1,900       408  

3.502%, 05/31/2027

    7,626       1,689  

3.480%, 03/15/2023

    7,692       1,752  

3.478%, 06/14/2024

    6,671       1,519  

3.418%, 08/15/2022

    10,200       2,318  

2.632%, 04/15/2031

    22,321       4,445  

Malaysia Government Investment Issue

               

4.369%, 10/31/2028

    1,200       274  

4.119%, 11/30/2034

    5,564       1,199  

4.070%, 09/30/2026

    6,500       1,490  

Malaysia Wakala Sukuk

               

2.070%, 04/28/2031

  $ 1,230       1,090  

Petronas Capital MTN

               

4.550%, 04/21/2050

    1,401       1,335  

3.500%, 04/21/2030

    819       769  

2.480%, 01/28/2032

    1,939       1,650  
              82,181  
                 

Mexico — 9.3%

        

America Movil

               

7.125%, 12/09/2024

  MXN 18,110       828  

5.375%, 04/04/2032 (A)

   $ 1,005       892  

Banco Mercantil del Norte (A)(F)

                

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

     476       431  

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

     609       573  

Banco Nacional de Comercio Exterior SNC

               

2.720%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 2.000%, 08/11/2031 (A)(B)

     1,191       1,045  

Cemex (A)

                

5.450%, 11/19/2029

    750       667  

5.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.534% (B)(F)

     200       170  

3.875%, 07/11/2031

    572       429  

Comision Federal de Electricidad

               

7.350%, 11/25/2025

  MXN 39,785       1,800  

6.264%, 02/15/2052 (A)

   $ 671       533  

5.750%, 02/14/2042 (A)

     500       413  

 

 

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

49

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Emerging Markets Debt Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

4.750%, 02/23/2027 (A)

   $ 258     $ 247  

4.688%, 05/15/2029 (A)

     1,872       1,673  

4.688%, 05/15/2029

    2,075       1,854  

3.875%, 07/26/2033

    424       320  

3.348%, 02/09/2031 (A)

     391       298  

FEL Energy VI Sarl

               

5.750%, 12/01/2040 (A)

     187       135  

Mexican Bonos

               

8.000%, 11/07/2047

  MXN 65,574       2,897  

7.750%, 11/13/2042

    123,617       5,354  

7.500%, 06/03/2027

    155,613       7,208  

5.750%, 03/05/2026 (D)

     48,685       2,146  

Mexican Bonos, Ser M20

               

10.000%, 12/05/2024

    81,082       4,071  

8.500%, 05/31/2029

    104,935       5,048  

7.750%, 05/29/2031

    265,868       12,121  

Mexican Bonos, Ser M30

               

8.500%, 11/18/2038

    197,796       9,295  

Mexican Udibonos

               

4.500%, 12/04/2025

    130,043       6,542  

4.000%, 11/30/2028

    96,372       4,792  

3.500%, 11/16/2023

    172,908       8,595  

Mexico City Airport Trust

               

5.500%, 07/31/2047 (A)

   $ 715       490  

Mexico Government International Bond

               

4.600%, 02/10/2048

    394       311  

3.771%, 05/24/2061

    725       470  

3.750%, 04/19/2071

    466       291  

3.500%, 02/12/2034

    643       531  

2.659%, 05/24/2031 (D)

     2,821       2,322  

2.375%, 02/11/2030

  EUR 550       485  

Mexico Government International Bond MTN

               

5.750%, 10/12/2110 (D)

   $ 2,756       2,311  

4.750%, 03/08/2044

    386       321  

Minera Mexico

               

4.500%, 01/26/2050 (A)

     627       486  

Petroleos Mexicanos

               

7.690%, 01/23/2050

    1,257       855  

7.690%, 01/23/2050 (A)

     427       290  

7.470%, 11/12/2026

  MXN 15,660       674  

7.190%, 09/12/2024 (D)

     45,182       2,055  

6.950%, 01/28/2060 (A)

   $ 308       190  

6.840%, 01/23/2030 (D)

     916       720  

6.700%, 02/16/2032 (A)

     183       140  

6.700%, 02/16/2032

    5,089       3,880  

6.625%, 06/15/2035

    7,443       5,075  

6.500%, 01/23/2029 (A)(D)

     785       639  

6.500%, 06/02/2041

    640       399  

6.375%, 01/23/2045

    874       529  

6.350%, 02/12/2048

    678       398  

6.350%, 02/12/2048 (A)

     430       253  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

5.950%, 01/28/2031 (A)

   $ 540     $ 395  

5.950%, 01/28/2031

    1,490       1,090  

5.350%, 02/12/2028 (A)

     279       222  

Petroleos Mexicanos MTN

               

8.750%, 06/02/2029 (A)

     6,129       5,547  

6.750%, 09/21/2047

    2,212       1,366  

6.750%, 09/21/2047

    553       341  

4.875%, 02/21/2028

  EUR 755       624  

Poinsettia Finance

               

6.625%, 06/17/2031

  $ 4,990       4,502  
              118,579  
                 

Mongolia — 0.4%

        

Development Bank of Mongolia

               

7.250%, 10/23/2023 (A)

     784       753  

Mongolia Government International Bond

               

5.125%, 04/07/2026

    381       342  

3.500%, 07/07/2027

    1,766       1,426  

Mongolia Government International Bond MTN

               

8.750%, 03/09/2024

    2,651       2,672  
              5,193  
                 

Morocco — 0.1%

        

Morocco Government International Bond

               

5.500%, 12/11/2042

    200       145  

4.000%, 12/15/2050

    673       394  

3.000%, 12/15/2032 (D)

     1,269       870  
              1,409  
                 

Mozambique — 0.0%

        

Mozambique International Bond

               

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

     245       177  

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

     200       144  
              321  
                 

Nigeria — 0.9%

        

IHS Netherlands Holdco

               

8.000%, 09/18/2027 (A)

     299       262  

Nigeria Government International Bond

               

9.248%, 01/21/2049 (D)

     322       218  

7.875%, 02/16/2032

    3,965       2,750  

7.696%, 02/23/2038

    1,811       1,115  

7.696%, 02/23/2038 (A)

     601       370  

Nigeria Government International Bond MTN

               

8.375%, 03/24/2029 (A)

     2,985       2,265  

8.375%, 03/24/2029

    300       228  

8.250%, 09/28/2051 (A)

     2,100       1,302  

7.625%, 11/28/2047 (A)

     478       286  

7.375%, 09/28/2033

    2,486       1,623  

7.375%, 09/28/2033 (A)

     799       522  

 

 

 

50

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Emerging Markets Debt Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

6.500%, 11/28/2027 (A)

   $ 667     $ 507  

6.500%, 11/28/2027

    130       99  
              11,547  
                 

Oman — 1.1%

        

Oman Government International Bond

               

7.000%, 01/25/2051

    995       875  

7.000%, 01/25/2051 (A)

     448       394  

6.750%, 10/28/2027

    3,535       3,601  

6.750%, 01/17/2048 (D)

     3,809       3,277  

6.750%, 01/17/2048 (A)

     1,089       937  

6.500%, 03/08/2047 (A)

     1,797       1,505  

6.250%, 01/25/2031 (D)

     1,418       1,367  

6.250%, 01/25/2031 (A)

     96       93  

4.750%, 06/15/2026

    900       856  

Oman Government International Bond MTN (A)

                

6.000%, 08/01/2029

    1,051       1,011  

4.875%, 02/01/2025

    449       439  
              14,355  
                 

Pakistan — 0.3%

        

Pakistan Government International Bond

               

8.250%, 09/30/2025

    1,000       717  

7.875%, 03/31/2036

    200       120  

6.875%, 12/05/2027

    749       509  

Pakistan Government International Bond MTN

               

8.875%, 04/08/2051

    1,138       677  

7.375%, 04/08/2031 (D)

     1,415       889  

6.000%, 04/08/2026

    1,094       738  

6.000%, 04/08/2026 (A)

     843       569  
              4,219  
                 

Panama — 1.2%

        

Aeropuerto Internacional de Tocumen

               

5.125%, 08/11/2061 (A)

     311       245  

AES Panama Generation Holdings SRL

               

4.375%, 05/31/2030 (A)

     492       420  

Banco Nacional de Panama

               

2.500%, 08/11/2030 (A)(D)

     791       628  

Cable Onda

               

4.500%, 01/30/2030 (A)

     208       175  

Empresa de Transmision Electrica

               

5.125%, 05/02/2049 (A)

     635       532  

Panama Government International Bond

               

9.375%, 04/01/2029 (D)

     804       982  

8.125%, 04/28/2034

    478       597  

4.500%, 04/16/2050

    136       111  

4.500%, 04/01/2056 (D)

     1,177       933  

4.500%, 01/19/2063

    1,357       1,042  

4.300%, 04/29/2053

    200       157  

3.870%, 07/23/2060 (D)

     2,108       1,488  

3.750%, 03/16/2025

    859       848  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

3.298%, 01/19/2033 (D)

   $ 1,160     $ 992  

3.160%, 01/23/2030

    1,762       1,565  

2.252%, 09/29/2032 (D)

     5,784       4,506  
              15,221  
                 

Papua New Guinea — 0.0%

        

Papua New Guinea Government International Bond

               

8.375%, 10/04/2028

    282       243  

8.375%, 10/04/2028 (A)

     275       236  
              479  
                 

Paraguay — 0.4%

        

Bioceanico Sovereign Certificate Ltd

               

0.000%, 06/05/2034 (E)

     1,639       1,024  

Paraguay Government International Bond

               

6.100%, 08/11/2044

    1,260       1,095  

5.600%, 03/13/2048

    403       318  

5.400%, 03/30/2050

    571       443  

4.950%, 04/28/2031

    880       812  

2.739%, 01/29/2033

    1,074       798  
              4,490  
                 

Peru — 3.7%

        

Atlantica Transmision Sur

               

6.875%, 04/30/2043 (A)

     261       309  

Fondo MIVIVIENDA

               

7.000%, 02/14/2024 (A)

   PEN 3,704       965  

Inkia Energy

               

5.875%, 11/09/2027 (A)

   $ 359       329  

Kallpa Generacion (A)

                

4.875%, 05/24/2026

    263       252  

4.125%, 08/16/2027

    936       842  

Peru Government Bond

               

6.950%, 08/12/2031

  PEN 2,780       694  

5.350%, 08/12/2040

    708       139  

5.200%, 09/12/2023

    800       209  

Peruvian Government International Bond

               

8.750%, 11/21/2033

  $ 490       620  

8.200%, 08/12/2026

  PEN 15       4  

8.200%, 08/12/2026

    3,397       935  

6.950%, 08/12/2031

    19,744       4,930  

6.950%, 08/12/2031

    154       38  

6.900%, 08/12/2037

    7,222       1,717  

6.850%, 02/12/2042

    613       142  

6.350%, 08/12/2028

    2,426       602  

6.350%, 08/12/2028

    11,856       2,940  

6.150%, 08/12/2032

    20,915       4,861  

5.940%, 02/12/2029

    8,016       1,926  

5.940%, 02/12/2029

    10,794       2,593  

5.700%, 08/12/2024 (A)

     4,932       1,290  

5.625%, 11/18/2050

  $ 417       432  

5.400%, 08/12/2034

  PEN 7,865       1,666  

5.400%, 08/12/2034

    1,243       263  

 

 

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

51

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Emerging Markets Debt Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

3.750%, 03/01/2030

  EUR 200     $ 204  

3.600%, 01/15/2072

  $ 326       220  

3.230%, 07/28/2121 (D)

     2,510       1,537  

3.000%, 01/15/2034 (D)

     1,768       1,450  

2.844%, 06/20/2030

    173       151  

2.783%, 01/23/2031

    6,927       5,889  

1.950%, 11/17/2036

  EUR 1,050       750  

1.250%, 03/11/2033

    2,088       1,542  

Petroleos del Peru

               

5.625%, 06/19/2047 (A)

   $ 917       622  

5.625%, 06/19/2047 (D)

     5,667       3,845  

4.750%, 06/19/2032 (A)

     1,201       927  

4.750%, 06/19/2032

    754       582  
              46,417  
                 

Philippines — 0.7%

        

Philippine Government International Bond

               

4.200%, 03/29/2047 (D)

     1,606       1,409  

3.900%, 11/26/2022

  PHP 45,000       796  

3.200%, 07/06/2046

  $ 805       602  

3.000%, 02/01/2028

    471       445  

1.950%, 01/06/2032

    5,087       4,143  

1.750%, 04/28/2041

  EUR 402       282  

1.648%, 06/10/2031

  $ 1,728       1,384  
              9,061  
                 

Poland — 2.1%

        

Republic of Poland Government Bond

               

3.750%, 05/25/2027

  PLN 5,421       1,034  

3.250%, 07/25/2025

    8,670       1,714  

2.750%, 04/25/2028

    11,756       2,087  

2.750%, 10/25/2029

    16,380       2,785  

2.500%, 04/25/2024

    5,096       1,039  

2.500%, 07/25/2026

    34,605       6,388  

2.500%, 07/25/2027 (D)

     20,260       3,608  

1.750%, 04/25/2032 (D)

     26,325       3,701  

1.250%, 10/25/2030

    17,995       2,609  

0.250%, 10/25/2026

    9,365       1,558  
              26,523  
                 

Qatar — 1.4%

        

Ooredoo International Finance MTN

               

2.625%, 04/08/2031 (A)

   $ 363       315  

Qatar Energy

               

3.300%, 07/12/2051 (A)

     234       181  

3.125%, 07/12/2041 (A)

     292       229  

2.250%, 07/12/2031

    2,776       2,370  

2.250%, 07/12/2031 (A)

     705       602  

Qatar Government International Bond

               

6.400%, 01/20/2040 (A)

     547       649  

5.103%, 04/23/2048 (A)

     2,367       2,476  

5.103%, 04/23/2048

    567       593  

4.817%, 03/14/2049 (A)

     1,036       1,041  

4.817%, 03/14/2049

    2,837       2,850  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

4.400%, 04/16/2050 (D)

   $ 1,877     $ 1,788  

4.400%, 04/16/2050 (A)

     878       836  

4.000%, 03/14/2029 (A)

     759       765  

3.750%, 04/16/2030

    3,181       3,154  
              17,849  
                 

Romania — 1.9%

        

Romania Government Bond

               

6.700%, 02/25/2032

  RON 2,000       363  

5.850%, 04/26/2023

    1,720       356  

4.850%, 07/25/2029

    2,915       489  

4.750%, 10/11/2034

    2,535       371  

4.400%, 09/25/2023

    790       159  

4.250%, 06/28/2023

    2,730       554  

4.150%, 01/26/2028

    2,145       361  

4.150%, 10/24/2030

    2,875       442  

4.000%, 10/25/2023

    3,430       683  

3.650%, 07/28/2025

    12,120       2,214  

3.650%, 09/24/2031

    5,510       790  

3.250%, 06/24/2026

    3,585       620  

Romanian Government International Bond

               

5.250%, 11/25/2027 (A)

   $ 700       667  

5.125%, 06/15/2048

    244       189  

5.000%, 02/12/2029

  RON 8,095       1,384  

4.000%, 02/14/2051 (D)

   $ 1,774       1,153  

3.625%, 03/27/2032 (A)

     1,168       916  

3.624%, 05/26/2030

  EUR 409       349  

3.000%, 02/27/2027 (A)

   $ 546       481  

2.750%, 04/14/2041 (A)

   EUR 3,053       1,859  

2.625%, 12/02/2040 (A)

     296       180  

2.000%, 04/14/2033 (A)

     179       121  

Romanian Government International Bond MTN

               

4.625%, 04/03/2049 (D)

     1,242       922  

4.125%, 03/11/2039

    753       570  

3.875%, 10/29/2035 (D)

     1,700       1,313  

3.750%, 02/07/2034

    2,160       1,694  

3.750%, 02/07/2034 (A)

     195       153  

3.375%, 02/08/2038 (A)

     890       623  

3.375%, 01/28/2050 (A)

     1,085       670  

3.375%, 01/28/2050

    2,100       1,296  

2.875%, 05/26/2028

    261       233  

2.875%, 04/13/2042

    297       181  

2.875%, 04/13/2042 (A)

     260       159  

2.500%, 02/08/2030 (A)

     657       537  

2.125%, 03/07/2028

    715       614  

2.124%, 07/16/2031

    158       117  

2.000%, 01/28/2032

    40       28  

2.000%, 04/14/2033

    1,329       898  
              24,709  
                 

 

 

 

52

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Emerging Markets Debt Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Russia — 0.6%

        

Gazprom OAO Via Gaz Capital

               

4.950%, 02/06/2028 (A)

   $ 497     $ 173  

Gazprom PJSC via Gaz Finance

               

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

     774       116  

Russian Federal Bond - OFZ

               

8.500%, 09/17/2031

  RUB 118,055       183  

8.150%, 02/03/2027

    799,924       1,242  

7.950%, 10/07/2026

    267,449       415  

7.750%, 09/16/2026

    62,302       97  

7.700%, 03/23/2033

    98,296       153  

7.700%, 03/16/2039

    105,608       164  

7.650%, 04/10/2030

    7,375       11  

7.250%, 05/10/2034

    85,825       133  

7.100%, 10/16/2024

    41,950       65  

7.050%, 01/19/2028

    450,860       700  

7.000%, 08/16/2023

    48,857       76  

7.000%, 07/30/2036

    86,250       134  

6.900%, 05/23/2029

    128,640       200  

6.900%, 07/23/2031

    368,850       573  

6.700%, 03/14/2029

    448,334       696  

6.100%, 07/18/2035

    74,413       115  

6.000%, 10/06/2027

    16,284       25  

4.500%, 07/16/2025

    633,644       984  

Russian Federal Inflation Linked Bond

               

2.500%, 07/17/2030

    27,360       48  

Russian Foreign Bond - Eurobond

               

7.500%, 03/31/2030

  $ –       –  

5.250%, 06/23/2047

    600       150  

5.100%, 03/28/2035

    1,200       300  

4.375%, 03/21/2029

    5,200       1,352  

Vnesheconombank Via VEB Finance

               

6.800%, 11/22/2025

    580       12  

6.800%, 11/22/2025 (A)

     150       3  
              8,120  
                 

Saudi Arabia — 1.4%

        

EIG Pearl Holdings Sarl (A)

                

4.387%, 11/30/2046

    822       650  

3.545%, 08/31/2036

    657       560  

Global Sukuk

               

1.602%, 06/17/2026

    2,527       2,303  

KSA Sukuk

               

2.250%, 05/17/2031 (A)

     1,716       1,478  

Saudi Arabian Oil

               

1.625%, 11/24/2025

    703       649  

Saudi Arabian Oil MTN

               

4.250%, 04/16/2039 (A)

     920       848  

4.250%, 04/16/2039 (D)

     160       148  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Saudi Government International Bond

               

5.250%, 01/16/2050

  $ 680     $ 691  

Saudi Government International Bond MTN

               

5.000%, 04/17/2049 (A)

     200       196  

4.625%, 10/04/2047 (A)

     3,461       3,201  

4.500%, 10/26/2046 (A)

     663       604  

4.500%, 10/26/2046

    580       528  

3.450%, 02/02/2061

    1,061       794  

3.250%, 10/26/2026 (A)

     1,497       1,461  

3.250%, 10/22/2030 (D)

     1,641       1,543  

3.250%, 11/17/2051 (A)

     1,380       1,038  

2.250%, 02/02/2033 (A)(D)

     1,268       1,054  
              17,746  
                 

Senegal — 0.2%

        

Senegal Government International Bond

               

6.750%, 03/13/2048

    2,259       1,432  

5.375%, 06/08/2037

  EUR 668       438  

5.375%, 06/08/2037 (A)

     470       308  

4.750%, 03/13/2028 (A)

     113       96  
              2,274  
                 

Serbia — 0.3%

        

Serbia International Bond

               

3.125%, 05/15/2027

    320       292  

2.125%, 12/01/2030 (D)

   $ 917       671  

1.650%, 03/03/2033

  EUR 270       176  

1.500%, 06/26/2029

    1,373       1,038  

Serbia International Bond MTN

               

2.050%, 09/23/2036

    1,141       699  

1.000%, 09/23/2028

    606       460  

Serbia Treasury Bonds

               

5.875%, 02/08/2028

  RSD 22,990       192  

4.500%, 01/11/2026

    15,250       126  

4.500%, 08/20/2032

    10,270       72  
              3,726  
                 

South Africa — 5.6%

        

AngloGold Ashanti Holdings

               

3.750%, 10/01/2030

  $ 229       189  

Bidvest Group UK PLC

               

3.625%, 09/23/2026 (A)

     344       301  

Eskom Holdings SOC

               

7.125%, 02/11/2025 (A)

     2,948       2,479  

4.314%, 07/23/2027 (D)

     1,189       974  

Eskom Holdings SOC MTN

               

8.450%, 08/10/2028 (A)

     619       500  

7.500%, 09/15/2033

  ZAR 35,200       1,530  

6.750%, 08/06/2023 (A)

   $ 1,063       978  

6.750%, 08/06/2023

    846       778  

Republic of South Africa

               

10.500%, 12/21/2026

  ZAR 80,813       5,218  

9.000%, 01/31/2040

    69,545       3,420  

8.875%, 02/28/2035

    176,503       9,030  

 

 

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

53

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Emerging Markets Debt Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

8.750%, 01/31/2044

  ZAR 130,353     $ 6,182  

8.750%, 02/28/2048

    209,034       9,810  

8.500%, 01/31/2037

    163,070       7,862  

8.250%, 03/31/2032

    72,363       3,696  

8.000%, 01/31/2030

    48,100       2,548  

7.000%, 02/28/2031

    30,014       1,440  

6.500%, 02/28/2041

    23,055       862  

6.300%, 06/22/2048

  $ 540       401  

6.250%, 03/31/2036

  ZAR 69,274       2,747  

5.875%, 09/16/2025

  $ 341       338  

5.750%, 09/30/2049 (D)

     4,557       3,108  

5.650%, 09/27/2047

    946       644  

5.000%, 10/12/2046

    357       230  

4.850%, 09/27/2027 (D)

     420       382  

Republic of South Africa Government International Bond

               

7.300%, 04/20/2052 (D)

     2,148       1,713  

5.875%, 04/20/2032

    2,619       2,233  

Sasol Financing USA

               

6.500%, 09/27/2028

    360       326  

5.875%, 03/27/2024

    442       432  

4.375%, 09/18/2026

    351       309  
              70,660  
                 

South Korea — 0.1%

        

Export-Import Bank of Korea MTN

               

8.000%, 05/15/2024

  IDR 8,800,000       609  

7.250%, 12/07/2024

    700,000       48  

5.750%, 03/05/2024

    12,200,000       815  
              1,472  
                 

Sri Lanka — 0.4%

        

Sri Lanka Government International Bond

               

7.850%, 03/14/2029

  $ 1,598       509  

7.550%, 03/28/2030

    1,255       397  

6.850%, 03/14/2024

    512       163  

6.850%, 11/03/2025

    1,339       431  

6.825%, 07/18/2026 (A)

     909       309  

6.825%, 07/18/2026

    500       170  

6.750%, 04/18/2028 (A)(D)

     4,956       1,562  

6.750%, 04/18/2028

    2,878       907  

6.350%, 06/28/2024 (A)

     864       274  

6.200%, 05/11/2027 (D)

     1,924       607  

5.750%, 04/18/2023

    434       137  
              5,466  
                 

Supra-National — 0.6%

        

Africa Finance

               

2.875%, 04/28/2028 (A)

     1,679       1,449  

African Export-Import Bank

               

3.798%, 05/17/2031 (A)

     200       164  

African Export-Import Bank MTN

               

3.994%, 09/21/2029 (A)

     363       312  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Banque Ouest Africaine de Developpement

               

5.000%, 07/27/2027 (A)

   $ 865     $ 786  

4.700%, 10/22/2031 (A)

     683       567  

4.700%, 10/22/2031

    280       232  

European Bank for Reconstruction & Development MTN

               

6.450%, 12/13/2022

  IDR 9,486,000       641  

5.200%, 05/28/2024

    11,593,600       772  

Inter-American Development Bank MTN

               

7.875%, 03/14/2023

    44,650,000       3,047  
              7,970  
                 

Taiwan — 0.1%

        

TSMC Arizona

               

4.250%, 04/22/2032

  $ 444       438  

3.250%, 10/25/2051

    220       176  

2.500%, 10/25/2031

    200       172  
              786  
                 

Thailand — 2.6%

        

Thailand Government Bond

               

5.670%, 03/13/2028

  THB 3,000       98  

3.775%, 06/25/2032

    181,773       5,526  

3.650%, 06/20/2031

    58,000       1,741  

3.625%, 06/16/2023

    30,000       869  

3.400%, 06/17/2036

    193,984       5,390  

3.300%, 06/17/2038

    93,684       2,537  

2.875%, 12/17/2028

    56,951       1,628  

2.875%, 06/17/2046

    3,431       81  

2.400%, 12/17/2023

    88,000       2,526  

2.125%, 12/17/2026

    10,313       288  

2.000%, 12/17/2031

    75,815       2,000  

2.000%, 06/17/2042

    86,120       1,828  

1.600%, 12/17/2029

    7,000       182  

1.600%, 06/17/2035

    27,023       623  

1.585%, 12/17/2035

    80,197       1,828  

1.450%, 12/17/2024

    85,200       2,384  

1.250%, 03/12/2028

    56,563       1,792  

1.000%, 06/17/2027

    39,000       1,027  
              32,348  
                 

Trinidad & Tobago — 0.0%

        

Trinidad & Tobago Government International Bond

               

4.500%, 08/04/2026

  $ 6       6  
                 
                 

Tunisia — 0.3%

        

Tunisian Republic

               

6.750%, 10/31/2023 (A)(D)

   EUR 674       485  

6.375%, 07/15/2026 (A)(D)

     2,213       1,238  

6.375%, 07/15/2026

    622       348  

5.750%, 01/30/2025 (D)

   $ 426       234  

 

 

 

54

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Emerging Markets Debt Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

5.625%, 02/17/2024

  EUR 1,794     $ 1,085  
              3,390  
                 

Turkey — 1.5%

        

Aydem Yenilenebilir Enerji

               

7.750%, 02/02/2027 (A)

   $ 655       473  

Hazine Mustesarligi Varlik Kiralama

               

7.250%, 02/24/2027 (A)

     2,813       2,637  

Turkey Government Bond

               

1.500%, 06/18/2025

  TRY 12,602       2,019  

Turkey Government International Bond

               

6.875%, 03/17/2036

  $ 550       401  

6.500%, 09/20/2033

    300       215  

6.375%, 10/14/2025

    819       725  

6.350%, 08/10/2024

    1,654       1,526  

6.125%, 10/24/2028

    1,295       1,015  

5.950%, 01/15/2031

    1,975       1,432  

5.875%, 06/26/2031

    2,181       1,560  

5.750%, 05/11/2047 (D)

     440       270  

5.125%, 02/17/2028

    1,293       983  

4.875%, 10/09/2026

    1,017       813  

4.875%, 04/16/2043

    3,418       2,015  

3.250%, 03/23/2023

    302       292  

Turkiye Ihracat Kredi Bankasi

               

6.125%, 05/03/2024 (A)

     247       230  

5.750%, 07/06/2026

    671       560  

5.375%, 10/24/2023 (A)

     1,033       975  

Turkiye Sise ve Cam Fabrikalari

               

6.950%, 03/14/2026 (A)

     500       444  

Turkiye Vakiflar Bankasi TAO

               

6.500%, 01/08/2026 (A)

     379       330  

Yapi ve Kredi Bankasi MTN

               

5.850%, 06/21/2024 (A)(D)

     429       396  
              19,311  
                 

Uganda — 0.2%

        

Republic of Uganda Government Bonds

               

17.000%, 04/03/2031

  UGX 2,194,800       642  

16.375%, 03/04/2032

    956,500       272  

14.250%, 06/22/2034

    4,611,800       1,107  
              2,021  
                 

Ukraine — 0.5%

        

NAK Naftogaz Ukraine via Kondor Finance

               

7.625%, 11/08/2026 (A)

   $ 990       297  

7.125%, 07/19/2024

  EUR 720       227  

NPC Ukrenergo

               

6.875%, 11/09/2026 (A)

   $ 1,031       257  

State Agency of Roads of Ukraine

               

6.250%, 06/24/2028

    1,016       253  

6.250%, 06/24/2028 (A)

     363       90  

Ukraine Government International Bond

               

15.840%, 02/26/2025

  UAH 66,553       964  

7.750%, 09/01/2023 (A)

   $ 24       8  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

7.750%, 09/01/2025 (A)

   $ 2,445     $ 611  

7.750%, 09/01/2026

    1,905       495  

7.750%, 09/01/2026 (A)

     636       165  

7.750%, 09/01/2027

    1,425       368  

7.750%, 09/01/2027 (A)

     223       58  

7.375%, 09/25/2032

    1,508       370  

7.253%, 03/15/2033

    724       179  

6.876%, 05/21/2029

    6,042       1,467  

6.876%, 05/21/2029 (A)

     281       68  

6.750%, 06/20/2026

  EUR 1,299       350  

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

   $ 2,206       545  

1.258%, 05/31/2040 (B)

     410       101  
              6,873  
                 

United Arab Emirates — 1.7%

        

Abu Dhabi Crude Oil Pipeline

               

4.600%, 11/02/2047

    580       548  

4.600%, 11/02/2047 (A)

     2,523       2,386  

3.650%, 11/02/2029 (A)

     207       199  

Abu Dhabi Government International Bond

               

4.125%, 10/11/2047 (A)

     591       548  

Abu Dhabi Government International Bond MTN

               

3.875%, 04/16/2050 (A)(D)

     612       543  

3.875%, 04/16/2050

    260       231  

3.000%, 09/15/2051

    720       543  

3.000%, 09/15/2051 (A)

     519       392  

2.500%, 04/16/2025 (D)

     1,853       1,797  

1.700%, 03/02/2031 (D)

     970       814  

1.625%, 06/02/2028 (D)

     1,599       1,417  

DAE Funding LLC

               

3.375%, 03/20/2028 (A)

     550       483  

DP World MTN (A)

                

6.850%, 07/02/2037

    210       226  

5.625%, 09/25/2048

    439       411  

4.700%, 09/30/2049

    134       109  

DP World Crescent MTN

               

4.848%, 09/26/2028 (D)

     475       474  

DP World Salaam

               

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

     877       880  

Emirate of Dubai Government International Bonds MTN

               

5.250%, 01/30/2043 (D)

     490       445  

Finance Department Government of Sharjah MTN

               

4.000%, 07/28/2050 (A)

     1,978       1,332  

Galaxy Pipeline Assets Bidco

               

2.940%, 09/30/2040 (D)

     3,622       2,954  

2.940%, 09/30/2040 (A)

     593       484  

2.625%, 03/31/2036 (A)

     580       470  

2.160%, 03/31/2034

    1,660       1,410  

 

 

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

55

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Emerging Markets Debt Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

MDGH GMTN RSC MTN

               

4.500%, 11/07/2028 (A)

   $ 548     $ 558  

3.950%, 05/21/2050

    200       178  

Sharjah Sukuk Program MTN

               

3.854%, 04/03/2026

    359       356  

UAE International Government Bond MTN

               

4.951%, 07/07/2052

    332       335  

2.000%, 10/19/2031 (A)

     620       527  
              21,050  
                 

United Kingdom — 0.0%

        

Standard Chartered Bank MTN

               

8.250%, 05/18/2029 (A)

   IDR 6,861,000       489  
                 
                 

United States — 0.5%

        

JPMorgan Chase Bank MTN (A)

                

7.500%, 06/15/2035

    36,336,000       2,451  

7.000%, 09/18/2030 (B)

     50,431,000       3,355  

Sagicor Financial

               

5.300%, 05/13/2028 (A)

   $ 520       476  
              6,282  
                 

Uruguay — 0.5%

        

Uruguay Government International Bond

               

8.250%, 05/21/2031

  UYU 13,840       298  

5.100%, 06/18/2050

  $ 170       171  

4.975%, 04/20/2055

    1,820       1,796  

4.375%, 01/23/2031 (D)

     4,008       4,050  
              6,315  
                 

Uzbekistan — 0.3%

        

Republic of Uzbekistan International Bond

               

3.900%, 10/19/2031

    505       357  

Republic of Uzbekistan International Bond MTN (D)

                

5.375%, 02/20/2029

    1,233       1,084  

3.700%, 11/25/2030

    205       148  

Uzauto Motors AJ

               

4.850%, 05/04/2026 (A)

     1,169       982  

Uzbekneftegaz JSC

               

4.750%, 11/16/2028 (A)

     810       639  
              3,210  
                 

Venezuela — 0.3%

        

Petroleos de Venezuela

               

9.750%, 05/17/2035 (G)

     1,000       46  

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

     4,300       249  

6.000%, 05/16/2024 (G)

     10,192       601  

6.000%, 05/16/2024 (G)

     7,785       459  

6.000%, 11/15/2026 (G)

     13,215       740  

5.500%, 04/12/2037 (G)

     1,740       98  

5.375%, 04/12/2027 (G)

     4,563       256  

Venezuela Government International Bond

               

9.250%, 09/15/2027 (G)

     2,300       190  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

9.250%, 05/07/2028 (G)

   $ 2,941     $ 243  

8.250%, 10/13/2024 (G)

     3,304       264  

7.750%, 10/13/2019 (G)

     3,976       288  
              3,434  
                 

Vietnam — 0.1%

        

Mong Duong Finance Holdings BV

               

5.125%, 05/07/2029 (A)

     1,111       894  
                 
                 

Zambia — 1.0%

        

First Quantum Minerals (A)

                

7.500%, 04/01/2025

    404       382  

6.875%, 03/01/2026

    403       371  

6.875%, 10/15/2027 (D)

     529       473  

Zambia Government Bond

               

13.000%, 08/29/2026

  ZMW 1,375       56  

13.000%, 12/18/2027

    5,630       207  

13.000%, 01/25/2031

    17,744       573  

11.000%, 01/25/2026

    18,620       746  

11.000%, 06/28/2026

    78,885       3,027  

10.000%, 06/28/2024

    66,325       3,162  

Zambia Government International Bond

               

8.970%, 07/30/2027

  $ 2,431       1,416  

5.375%, 09/20/2022

    3,557       2,016  

5.375%, 09/20/2022 (A)

     299       170  
              12,599  
                 

Total Global Bonds

                

(Cost $1,524,718) ($ Thousands)

             1,191,775  
                 
                 
                 

U.S. TREASURY OBLIGATION — 0.3%

U.S. Treasury Bill

               

0.634%, 07/21/2022 (H)

     4,150       4,148  
                 

Total U.S. Treasury Obligation

                

(Cost $4,149) ($ Thousands)

     4,148  
                 
                 
   


Shares

          

AFFILIATED PARTNERSHIP — 8.0%

SEI Liquidity Fund, L.P.

                

1.330% **† (I)

     100,919,973       100,924  
                 
                 

Total Affiliated Partnership

                

(Cost $100,929) ($ Thousands)

     100,924  
                 
                 

Total Investments in Securities — 102.3%

                

(Cost $1,629,796) ($ Thousands)

  $ 1,296,847  
                 
                 
                 

 

 

 

56

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Emerging Markets Debt Fund (Continued)

 

 

A list of the open futures contracts held by the Fund at June 30, 2022, is as follows:

 

Type of Contract

  

Number of
Contracts

    

Expiration Date

    

Notional Amount (Thousands)

    

Value (Thousands)

    

Unrealized Appreciation/ (Depreciation) (Thousands)

  

Long Contracts

                                        

R186 Bond Future

     511       Aug-2022     $ 3,693     $ 3,333     $ (64 )

R2030 Bond Future

     586       Aug-2022       3,478       3,104       (96 )

R2032 Bond Future

     833       Aug-2022       4,964       4,392       (235 )

R2035 Bond Future

     615       Aug-2022       3,711       3,280       (136 )

R2037 Bond Future

     875       Aug-2022       4,809       4,211       (218 )

R213 Bond Future

     842       Aug-2022       4,727       4,189       (216 )

U.S. 2-Year Treasury Note

     42       Oct-2022       8,872       8,820       (52 )

U.S. 5-Year Treasury Note

     47       Oct-2022       5,292       5,276       (16 )

U.S. 10-Year Treasury Note

     98       Sep-2022       11,705       11,616       (89 )

U.S. Long Treasury Bond

     3       Sep-2022       407       416       9  

U.S. Ultra Long Treasury Bond

     45       Sep-2022       7,100       6,946       (154 )
                      58,758       55,583       (1,267 )

Short Contracts

                                        

Euro-Bob

     (34)     Sep-2022     $ (4,531 )   $ (4,414 )   $ 27  

Euro-Bund

     (91)       Sep-2022       (14,663 )     (14,154 )     220  

Euro-Buxl

     (28)       Sep-2022       (5,112 )     (4,788 )     226  
                      (24,306 )     (23,356 )     473  
                    $ 34,452     $ 32,227     $ (794 )

 

 

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

57

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Emerging Markets Debt Fund (Continued)

 

 

A list of the open forward foreign currency contracts held by the Fund at June 30, 2022, is as follows:

 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

Barclays PLC

     09/21/22       USD       164       MXN       3,286     $ (3 )

Barclays PLC

     09/21/22       EUR       977       RON       4,955       8  

Barclays PLC

     09/21/22       USD       1,683       TRY       32,459       134  

Barclays PLC

     09/21/22       EUR       4,790       USD       5,158       122  

Barclays PLC

     09/21/22       USD       5,042       RON       23,680       (95 )

Barclays PLC

     09/21/22       THB       9,060       USD       265       8  

Barclays PLC

     09/21/22       TRY       57,526       USD       2,977       (244 )

Barclays PLC

     09/21/22       CLP       247,513       USD       288       28  

Barclays PLC

     09/21/22       COP       11,580,419       USD       2,998       247  

BNP Paribas

     07/18/22       USD       1,604       SGD       2,234       1  

BNP Paribas

     07/21/22       CNY       6,745       USD       1,003       (4 )

BNP Paribas

     08/02/22       BRL       7,513       USD       1,560       136  

BNP Paribas

     09/21/22       MXN       7,178       USD       349       (1 )

BNP Paribas

     09/21/22       COP       766,141       USD       188       6  

Citigroup

     07/05/22       USD       3,505       EUR       3,309       (45 )

Citigroup

     07/05/22       EUR       989       HUF       393,327       2  

Citigroup

     07/06/22 - 08/31/22       EUR       2,951       HUF       1,167,679       (37 )

Citigroup

     07/05/22 - 09/21/22       KRW       4,347,295       USD       3,480       124  

Citigroup

     09/21/22       USD       962       PHP       53,176       —  

Citigroup

     07/11/22 - 09/21/22       USD       4,476       PHP       245,905       (22 )

Citigroup

     07/26/22       IDR       17,631,864       USD       1,203       23  

Citigroup

     07/27/22       TWD       29,552       USD       995       —  

Citigroup

     08/29/22 - 09/21/22       USD       10,045       IDR       146,803,670       (240 )

Citigroup

     09/02/22       USD       1,182       BRL       6,281       (3 )

Citigroup

     09/21/22       USD       514       ZAR       8,278       (12 )

Citigroup

     09/21/22       USD       557       CZK       13,048       (11 )

Citigroup

     09/21/22       USD       785       MXN       15,820       (12 )

Citigroup

     09/21/22       EUR       835       RON       4,283       17  

Citigroup

     09/21/22       EUR       961       CZK       24,208       2  

Citigroup

     09/21/22       USD       1,762       KRW       2,265,506       (11 )

Citigroup

     09/21/22       USD       1,780       COP       6,805,426       (163 )

Citigroup

     05/17/23       USD       4,213       EGP       92,160       99  

Citigroup

     09/21/22       USD       472       EGP       9,079       (7 )

Citigroup

     09/21/22       USD       4,958       PLN       21,470       (234 )

Citigroup

     09/21/22       USD       6,149       THB       209,560       (197 )

Citigroup

     09/21/22       USD       7,036       PEN       26,420       (111 )

Citigroup

     09/21/22       USD       8,575       CLP       7,488,850       (705 )

Citigroup

     09/21/22       EGP       15,329       USD       777       (8 )

Citigroup

     09/21/22       CZK       54,145       EUR       2,144       (11 )

Citigroup

     09/21/22       PEN       65,159       USD       17,310       232  

Citigroup

     09/21/22       CNY       7,940       USD       1,187       2  

Citigroup

     09/21/22       CNY       101,571       USD       15,042       (125 )

Citigroup

     09/21/22       ZAR       121,162       USD       7,455       117  

Citigroup

     09/21/22       THB       126,536       USD       3,666       72  

Citigroup

     09/21/22       CZK       190,600       USD       8,147       174  

Citigroup

     09/21/22       INR       246,162       USD       3,133       40  

 

 

 

58

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Emerging Markets Debt Fund (Continued)

 

 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

Citigroup

     09/21/22       CLP       1,156,282       USD       1,347     $ 132  

Citigroup

     10/19/22 - 11/16/22       UGX       903,437       USD       235       1  

Citigroup

     09/21/22 - 11/14/22       UGX       2,104,893       USD       545       (2 )

Citigroup

     09/21/22       COP       4,097,298       USD       986       13  

Citigroup

     12/21/22       USD       2,232       GHS       18,595       (1 )

Citigroup

     03/22/23       NGN       236,298       USD       502       (2 )

Goldman Sachs

     07/05/22       USD       1,681       EUR       1,598       (11 )

Goldman Sachs

     07/05/22 - 08/31/22       EUR       1,803       HUF       726,196       13  

Goldman Sachs

     07/06/22       EUR       974       HUF       374,348       (33 )

Goldman Sachs

     07/06/22       HUF       802,289       EUR       2,100       83  

Goldman Sachs

     07/05/22       HUF       765,424       EUR       1,925       (4 )

Goldman Sachs

     07/22/22       USD       991       PHP       54,518       —  

Goldman Sachs

     07/25/22       RUB       95,998       USD       1,343       (344 )

Goldman Sachs

     07/28/22 - 09/21/22       EUR       3,140       RON       15,890       48  

Goldman Sachs

     07/29/22       EUR       257       RSD       30,533       3  

Goldman Sachs

     09/02/22       USD       4,152       BRL       22,208       19  

Goldman Sachs

     08/02/22       USD       12,563       BRL       61,674       (877 )

Goldman Sachs

     08/08/22       USD       1,123       VND       26,217,787       4  

Goldman Sachs

     08/08/22       VND       4,477,632       USD       191       (1 )

Goldman Sachs

     08/10/22       ZAR       61,009       USD       3,953       242  

Goldman Sachs

     08/29/22 - 09/21/22       USD       6,807       IDR       99,654,368       (153 )

Goldman Sachs

     08/30/22       USD       334       ILS       1,109       (16 )

Goldman Sachs

     08/30/22       ILS       14,561       USD       4,250       73  

Goldman Sachs

     09/02/22       BRL       38,522       USD       7,832       598  

Goldman Sachs

     09/21/22       USD       489       EGP       9,079       (24 )

Goldman Sachs

     09/21/22       USD       2,404       HUF       902,917       (55 )

Goldman Sachs

     09/21/22       USD       2,618       KRW       3,369,825       (14 )

Goldman Sachs

     09/21/22       EUR       4,141       PLN       19,373       (91 )

Goldman Sachs

     09/21/22       USD       5,287       THB       181,368       (136 )

Goldman Sachs

     09/21/22       USD       6,567       MXN       131,830       (129 )

Goldman Sachs

     09/21/22       USD       9,584       ZAR       151,515       (408 )

Goldman Sachs

     09/21/22       USD       13,161       PLN       57,213       (572 )

Goldman Sachs

     09/21/22       TRY       15,289       USD       833       (23 )

Goldman Sachs

     09/21/22       CZK       17,082       EUR       676       (3 )

Goldman Sachs

     09/21/22       USD       17,124       SGD       23,529       (204 )

Goldman Sachs

     09/21/22       MXN       17,449       USD       873       21  

Goldman Sachs

     09/21/22       MXN       4,908       USD       238       (1 )

Goldman Sachs

     09/21/22       PHP       414,583       USD       7,835       334  

Goldman Sachs

     09/21/22 - 09/27/22       INR       773,777       USD       9,859       139  

Goldman Sachs

     09/21/22       CLP       1,774,172       USD       2,112       248  

Goldman Sachs

     09/21/22       KRW       5,635,383       USD       4,528       173  

Goldman Sachs

     09/21/22       COP       7,727,798       USD       2,011       175  

Goldman Sachs

     09/21/22       IDR       12,131,538       USD       814       4  

Goldman Sachs

     03/15/23       NGN       433,270       USD       906       (20 )

HSBC

     07/05/22 - 07/06/22       EUR       1,187       HUF       471,539       2  

HSBC

     09/21/22       USD       –       KRW       –       —  

HSBC

     07/05/22       USD       1,985       KRW       2,567,254       (7 )

HSBC

     07/11/22       PHP       56,898       USD       1,073       38  

HSBC

     07/25/22       USD       4,323       SGD       6,008       (4 )

 

 

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

59

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Emerging Markets Debt Fund (Continued)

 

 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

HSBC

     07/28/22       RON       2,533       EUR       506     $ (4 )

HSBC

     08/02/22       BRL       5,886       USD       1,131       16  

HSBC

     09/21/22       MXN       47       USD       2       —  

HSBC

     09/21/22       USD       157       CLP       139,875       (11 )

HSBC

     09/21/22       USD       1,052       ZAR       16,375       (61 )

HSBC

     09/21/22       ZAR       15,045       USD       977       66  

HSBC

     09/21/22       PLN       25,843       EUR       5,468       62  

JPMorgan Chase Bank

     08/24/22       USD       702       MYR       3,086       1  

JPMorgan Chase Bank

     07/05/22 - 07/27/22       USD       2,305       MYR       9,905       (55 )

JPMorgan Chase Bank

     07/05/22       EUR       1,977       HUF       786,654       5  

JPMorgan Chase Bank

     07/06/22       EUR       3,215       HUF       1,253,296       (60 )

JPMorgan Chase Bank

     07/05/22       USD       1,597       EUR       1,534       7  

JPMorgan Chase Bank

     07/05/22 - 08/03/22       USD       13,365       EUR       12,609       (168 )

JPMorgan Chase Bank

     07/05/22 - 09/06/22       EUR       21,434       USD       23,384       972  

JPMorgan Chase Bank

     07/21/22       EUR       1,405       USD       1,464       (7 )

JPMorgan Chase Bank

     07/06/22       HUF       378,929       EUR       980       27  

JPMorgan Chase Bank

     07/11/22 - 07/18/22       USD       3,248       PHP       168,382       (186 )

JPMorgan Chase Bank

     09/21/22       USD       3,298       THB       116,137       —  

JPMorgan Chase Bank

     07/11/22       USD       1,003       THB       35,257       (5 )

JPMorgan Chase Bank

     07/12/22       MYR       7,914       USD       1,795       (2 )

JPMorgan Chase Bank

     07/13/22       USD       156       COP       625,563       (6 )

JPMorgan Chase Bank

     07/13/22 - 08/01/22       USD       5,922       IDR       86,815,423       (104 )

JPMorgan Chase Bank

     07/13/22       PEN       9,519       USD       2,556       51  

JPMorgan Chase Bank

     07/13/22       COP       16,033,105       USD       4,157       308  

JPMorgan Chase Bank

     07/13/22 - 08/01/22       IDR       241,827,500       USD       16,607       399  

JPMorgan Chase Bank

     07/15/22       TWD       30,272       USD       1,019       —  

JPMorgan Chase Bank

     07/18/22 - 09/12/22       USD       8,021       HUF       2,945,059       (339 )

JPMorgan Chase Bank

     07/18/22 - 09/21/22       USD       12,599       ZAR       198,275       (549 )

JPMorgan Chase Bank

     07/18/22 - 09/12/22       HUF       53,286       USD       141       2  

JPMorgan Chase Bank

     09/12/22       HUF       17,627       USD       46       —  

JPMorgan Chase Bank

     07/18/22 - 08/15/22       ZAR       351,864       USD       23,522       2,076  

JPMorgan Chase Bank

     07/20/22       USD       2,004       PHP       104,800       (99 )

JPMorgan Chase Bank

     07/21/22       EUR       17,140       USD       18,301       363  

JPMorgan Chase Bank

     07/21/22       THB       34,910       USD       994       6  

JPMorgan Chase Bank

     07/21/22       JPY       221,380       USD       1,736       105  

JPMorgan Chase Bank

     08/02/22       BRL       5,311       USD       1,071       65  

JPMorgan Chase Bank

     08/15/22 - 09/21/22       USD       4,468       MXN       91,926       48  

JPMorgan Chase Bank

     08/15/22       USD       2,087       MXN       41,952       (24 )

JPMorgan Chase Bank

     09/06/22 - 09/21/22       USD       21,077       CNY       142,373       183  

JPMorgan Chase Bank

     08/15/22       USD       1,245       CNY       8,322       (3 )

JPMorgan Chase Bank

     08/15/22 - 09/21/22       CNY       60,035       USD       9,008       42  

JPMorgan Chase Bank

     08/15/22 - 09/09/22       CNY       21,071       USD       3,109       (37 )

JPMorgan Chase Bank

     08/15/22 - 09/21/22       MXN       81,164       USD       4,043       58  

JPMorgan Chase Bank

     08/15/22       MXN       40,309       USD       1,970       (13 )

JPMorgan Chase Bank

     08/16/22       USD       7       RON       31       —  

JPMorgan Chase Bank

     08/16/22       USD       20,219       PLN       89,792       (363 )

JPMorgan Chase Bank

     08/16/22       PLN       41,205       USD       9,380       269  

JPMorgan Chase Bank

     08/16/22       PLN       844       USD       185       (2 )

JPMorgan Chase Bank

     08/22/22       USD       3,284       BRL       17,470       7  

JPMorgan Chase Bank

     08/22/22 - 09/12/22       USD       3,045       BRL       15,346       (161 )

 

 

 

60

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Emerging Markets Debt Fund (Continued)

 

 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

JPMorgan Chase Bank

     08/22/22       USD       10,391       KRW       13,313,076     $ (115 )

JPMorgan Chase Bank

     08/22/22 - 09/12/22       BRL       44,682       USD       9,065       695  

JPMorgan Chase Bank

     09/12/22       BRL       606       USD       113       —  

JPMorgan Chase Bank

     08/22/22       KRW       304,012       USD       238       3  

JPMorgan Chase Bank

     08/22/22       KRW       75,664       USD       58       —  

JPMorgan Chase Bank

     08/29/22       USD       504       IDR       7,357,642       (13 )

JPMorgan Chase Bank

     09/12/22       USD       106       CZK       2,461       (3 )

JPMorgan Chase Bank

     09/12/22       CLP       4,295,795       USD       5,168       646  

JPMorgan Chase Bank

     09/19/22       THB       1,183       USD       34       1  

JPMorgan Chase Bank

     09/21/22       USD       416       EGP       7,836       (15 )

JPMorgan Chase Bank

     09/21/22       EUR       493       RON       2,493       3  

JPMorgan Chase Bank

     09/21/22       USD       3,885       SGD       5,333       (50 )

JPMorgan Chase Bank

     09/21/22       TRY       20,296       USD       1,023       (113 )

JPMorgan Chase Bank

     09/21/22       COP       1,187,802       USD       305       23  

JPMorgan Chase Bank

     12/21/22       USD       986       GHS       8,182       (4 )

JPMorgan Chase Bank

     02/09/23       GHS       1,874       USD       197       (24 )

Merrill Lynch

     09/21/22       USD       863       CNY       5,790       1  

Merrill Lynch

     09/21/22       USD       1,166       COP       4,825,640       (19 )

Merrill Lynch

     09/21/22       USD       7,396       IDR       107,750,835       (202 )

Merrill Lynch

     09/21/22       CNY       63,293       USD       9,415       (36 )

Merrill Lynch

     03/15/23       NGN       93,998       USD       199       (2 )

Morgan Stanley

     07/05/22       USD       838       EUR       802       —  

Morgan Stanley

     07/05/22       KRW       1,321,159       USD       1,068       51  

Morgan Stanley

     07/06/22       EUR       1,249       HUF       468,278       (72 )

Morgan Stanley

     07/21/22       TWD       29,501       USD       994       1  

Morgan Stanley

     07/26/22       USD       2,357       IDR       33,957,453       (83 )

Morgan Stanley

     08/10/22       USD       8,576       CNY       57,409       (3 )

Morgan Stanley

     09/21/22       ZAR       10,077       USD       620       9  

Morgan Stanley

     09/21/22       PLN       10,344       EUR       2,159       (6 )

Morgan Stanley

     09/21/22       EGP       20,400       USD       1,036       (9 )

Morgan Stanley

     09/22/22       EUR       7,655       USD       8,073       24  

Standard Bank

     07/05/22 - 09/21/22       USD       6,224       EUR       5,782       (148 )

Standard Bank

     08/10/22       USD       5,306       ZAR       83,269       (242 )

Standard Bank

     09/06/22       EUR       13,725       USD       14,758       343  

Standard Bank

     09/21/22       USD       977       ZMW       17,780       66  

Standard Bank

     09/21/22       USD       1,083       MYR       4,752       (2 )

Standard Bank

     09/21/22       USD       1,084       INR       85,230       (13 )

Standard Bank

     09/21/22       SGD       1,480       USD       1,068       4  

Standard Bank

     09/21/22       USD       2,354       KRW       3,034,409       (9 )

Standard Bank

     09/21/22       USD       3,858       IDR       56,309,260       (99 )

Standard Bank

     09/21/22       USD       5,947       THB       202,941       (184 )

Standard Bank

     09/21/22       MXN       125,890       USD       6,161       13  

Standard Bank

     09/21/22       INR       289,448       USD       3,692       55  

Standard Bank

     09/21/22       PHP       324,019       USD       6,105       243  

Standard Bank

     09/21/22       CLP       508,119       USD       569       34  

Standard Bank

     09/21/22       COP       19,199,852       USD       4,967       406  

Standard Bank

     09/21/22       IDR       48,759,840       USD       3,276       21  

Standard Bank

     12/21/22       USD       1,261       GHS       10,413       (11 )

Standard Bank

     03/15/23 - 05/17/23       NGN       1,453,704       USD       2,985       (56 )

 

 

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

61

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Emerging Markets Debt Fund (Continued)

 

 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

Standard Chartered

     07/11/22       THB       24,160       USD       701     $ 17  

Standard Chartered

     08/24/22       USD       1,943       MYR       8,553       4  

Standard Chartered

     07/12/22       USD       1,205       MYR       5,305       (1 )

Standard Chartered

     07/22/22       PHP       133,174       USD       2,446       26  

Standard Chartered

     08/10/22       CNY       57,409       USD       8,589       17  

Standard Chartered

     07/25/22       CNY       15,244       USD       2,264       (13 )

Standard Chartered

     07/26/22       USD       582       IDR       8,547,073       (9 )

Standard Chartered

     08/24/22       MYR       1,020       USD       232       —  

State Street

     07/05/22       EUR       580       USD       641       34  
                                            $ 2,584  

 

A list of open OTC swap agreements held by the Fund at June 30, 2022, are as follows:

 

Interest Rate Swaps

Counterparty

  

Fund Pays

    

Fund Receives

    

Payment Frequency

    

Termination Date

    

Currency

    

Notional Amount
(Thousands)

    

Value
(Thousands)

    

Upfront Payments
(Thousands)

    

Net Unrealized
Appreciation
(Depreciation)
(Thousands)

  

Goldman Sachs

     1-DAY BRL - CETIP       11.985%       Annually       01/02/2023       BRL       3,000     $ 269     $ –     $ 269  

Goldman Sachs

     1-DAY BRL - CETIP       10.04%       Annually       01/03/2023       BRL       5,012       314       –       314  

Goldman Sachs

     12.8875%       1-DAY BRL - CETIP       Annually       01/02/2024       BRL       60,063       (85 )     –       (85 )

Goldman Sachs

     28-DAY MXN - TIIE       6.355%       Monthly       05/21/2025       MXN       23,145       (86 )     –       (86 )

Goldman Sachs

     28-DAY MXN - TIIE       6.205%       Monthly       12/08/2025       MXN       16,624       (73 )     –       (73 )

Goldman Sachs

     28-DAY MXN - TIIE       6.165%       Monthly       03/05/2026       MXN       47,200       (220 )     –       (220 )

JPMorgan Chase

     28-DAY MXN - TIIE       6.13%       Monthly       06/18/2026       MXN       40,000       (197 )     –       (197 )

Goldman Sachs

     2.158%       6-MONTH CZK - PRIBOR       Annually       08/30/2026       CZK       66,603       (319 )     –       (319 )

Goldman Sachs

     28-DAY MXN - TIIE       6.381%       Monthly       09/16/2026       MXN       26,000       (122 )     –       (122 )

Goldman Sachs

     5.87%       6-MONTH FBIL MIBOR       Semi-Annually       02/04/2027       INR       504,948       163       –       163  

Citibank

     2.4251%       3-Month CNRR007       Quarterly       03/16/2027       CNY       99,100       71       –       71  

State Street

     7.8278%       3-Month ZAR - JIBAR       Quarterly       05/09/2027       ZAR       50,700       24       –       24  

Goldman Sachs

     6.96%       1-DAY FBIL - MIBOR       Semi-Annually       06/24/2027       INR       188,804       (21 )     –       (21 )

Goldman Sachs

     7%       1-DAY FBIL - MIBOR       Semi-Annually       06/27/2027       INR       264,996       (35 )     –       (35 )

Goldman Sachs

     5.662%       CZK-PRIBOR-PRBO       Semi-Annually       06/27/2027       CZK       97,335       368       –       368  

Goldman Sachs

     5.735%       CZK-PRIBOR-PRBO       Semi-Annually       06/27/2027       CZK       118,965       448       –       448  
                                                    $ 499     $ –     $ 499  

 

A list of open centrally cleared swap agreements held by the Fund at June 30, 2022, are as follows:

 

Credit Default Swaps

Reference Entity/ Obligation

  

Buy/Sell Protection

    

(Pays)/Receives Rate

    

Payment Frequency

    

Termination Date

    

Notional Amount
(Thousands)

    

Value
(Thousands)

    

Upfront Payments/ Receipts
(Thousands)

    

Net Unrealized
Appreciation
(Thousands)

  

CDX.EM.37

     Buy       1.00%       Quarterly       06/20/2027       8,065     $ 812     $ 757     $ 55  

CDX.EM.37.V1

     Buy       1.00%       Quarterly       06/20/2027       8,995       905       849       56  
                                            $ 1,717     $ 1,606     $ 111  

 

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

     .43%       Annually       01/02/2023       BRL       12,558     $ 110     $ –     $ 110  

1-DAY-CLP - Sinacofi Chile Interbank Rate Avg

     .36%       Semi-Annually       06/17/2025       CLP       1,931,133       (340 )     –       (340 )

1-DAY-CLP - Sinacofi Chile Interbank Rate Avg

     1.16%       Semi-Annually       06/23/2025       CLP       2,335,691       (426 )     –       (426 )

 

 

 

62

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Emerging Markets Debt Fund (Continued)

 

 

Fund Pays

  

Fund Receives

    

Payment Frequency

    

Termination Date

    

Currency

    

Notional Amount
(Thousands)

    

Value
(Thousands)

    

Upfront Payments/ Receipts
(Thousands)

    

Net Unrealized
Appreciation
(Depreciation)
(Thousands)

  

1-DAY-CLP - Sinacofi Chile Interbank Rate Avg

     .26%       Semi-Annually       03/16/2026       CLP       1,623,158     $ (278 )   $ –     $ (278 )

28-DAY MXN - TIIE

     .815%       Monthly       04/06/2026       MXN       27,590       (145 )     –       (145 )

5.145%

    1-DAY FBIL - MIBOR       Semi-Annually       08/27/2026       INR       200,000       146       –       146  

5.148%

    1-DAY FBIL - MIBOR       Semi-Annually       09/02/2026       INR       200,000       146       –       146  

2.23%

     1-DAY BRL - CETIP       Annually       01/04/2027       BRL       4,507       (10 )     –       (10 )

10.29 %

    1-DAY BRL - CETIP       Annually       01/04/2027       BRL       2,660       49       –       49  

6.395%

     1-DAY COP- COLOMBIA IBR       Quarterly       01/06/2027       COP       752,360       19       –       19  

5.1%

     6-MONTH HUF - BUBOR       Semi-Annually       01/11/2027       HUF       839,296       290       –       290  

0.355%

     7-DAY CHINA FIXING REPO RATES       Quarterly       01/18/2027       CNY       15,800       (20 )     –       (20 )

0.14%

     1-DAY COP- COLOMBIA IBR       Quarterly       01/31/2027       COP       10,885,264       199       –       199  

0.39%

     6-MONTH PLN - WIBOR       Semi-Annually       03/28/2027       PLN       2,812       35       –       35  

0.899%

     6-MONTH PLN - WIBOR       Semi-Annually       04/14/2027       PLN       6,312       16       –       16  

6.88%

     6-MONTH PLN - WIBOR       Semi-Annually       05/13/2027       PLN       10,929       (20 )     –       (20 )

7.01%

     1-DAY FBIL - MIBOR       Semi-Annually       05/17/2027       INR       230,000       31       –       31  

8.5799122%

    28-DAY MXN - TIIE       Monthly       05/27/2027       MXN       38,000       (31 )     (4 )     (27 )

7.28%

     6-MONTH PLN - WIBOR       Semi-Annually       06/24/2027       PLN       11,778       (41 )     –       (41 )

6-MONTH PLN - WIBOR

     7.375%       Annually       06/30/2027       PLN       6,312       (28 )     –       (28 )

6.9225%

     28-DAY MXN - TIIE       Monthly       08/31/2029       MXN       42,602       224       –       224  

6.82%

     28-DAY MXN - TIIE       Monthly       09/10/2029       MXN       17,915       100       –       100  

0.33%

  

1-DAY-CLP - Sinacofi Chile Interbank Rate Avg

       Semi-Annually       06/05/2030       CLP       830,041       182       –       182  

1-DAY-CLP - Sinacofi Chile Interbank Rate Avg

     0.145%       Semi-Annually       08/24/2030       CLP       444,725       (131 )     –       (131 )

3.305%

    6-MONTH BUDAPEST - BUBOR       Annually       10/04/2031       HUF       424,147       (328 )     –       (328 )

7.345

     28-DAY MXN - TIIE       Monthly       11/10/2031       MXN       15,930       78       –       78  

8.84211402%

    28-DAY MXN - TIIE       Monthly       05/29/2025       MXN       50,000       (29 )     (3 )     (26 )

6-MONTH BUDAPEST - BUBOR

     3.69%       Annually       11/11/2031       HUF       345,651       (246 )     –       (246 )

0.51%

  

1-DAY-CLP - Sinacofi Chile Interbank Rate Avg

       Semi-Annually       04/13/2025       CLP       1,479,240       9       –       9  

1-DAY BRL - CETIP

     0.455%       Annually       01/02/2025       BRL       3,591       (101 )     –       (101 )

1-DAY BRL - CETIP

     5.25%       Annually       01/02/2023       BRL       11,519       (96 )     –       (96 )

1-DAY BRL - CETIP

     6.61%       Annually       01/02/2023       BRL       4,693       (34 )     –       (34 )

1-DAY BRL - CETIP

     5.655       Annually       01/02/2023       BRL       2,705       (22 )     –       (22 )

1-DAY BRL - CETIP

     9.255%       Annually       01/02/2023       BRL       2,368       (13 )     –       (13 )

1-DAY BRL - CETIP

     0.77%       Annually       01/02/2023       BRL       6,361       (45 )     –       (45 )

1-DAY BRL - CETIP

     0.23%       Annually       01/02/2023       BRL       5,579       (42 )     –       (42 )

0.45%

    1-DAY BRL - CETIP       Annually       01/02/2024       BRL       9,407       (154 )     –       (154 )

1-DAY BRL - CETIP

     0.76%       Annually       01/02/2024       BRL       8,953       (195 )     –       (195 )

1-DAY BRL - CETIP

     5.56 %       Annually       01/02/2024       BRL       18,819       (417 )     –       (417 )

1-DAY BRL - CETIP

     5.9725%       Annually       01/02/2024       BRL       5,677       (117 )     –       (117 )

1-DAY BRL - CETIP

     0.5%       Annually       01/02/2024       BRL       4,808       (96 )     –       (96 )

1-DAY BRL - CETIP

     5.715%       Annually       01/02/2024       BRL       3,999       (85 )     –       (85 )

1-DAY BRL - CETIP

     4.835%       Annually       01/02/2024       BRL       21,544       (507 )     –       (507 )

1-DAY BRL - CETIP

     0.99%       Annually       01/02/2024       BRL       6,670       (152 )     –       (152 )

0.3%

     6-MONTH BUDAPEST - BUBOR       Semi-Annually       01/11/2024       HUF       1,958,793       (334 )     –       (334 )

5.741%

     1-DAY FBIL - MIBOR       Annually       01/20/2024       INR       930,000       (130 )     –       (130 )

1.9865%

     6-MONTH PLN - WIBOR       Semi-Annually       03/25/2024       PLN       12,430       242       –       242  

0.61%

     6-MONTH BUDAPEST - BUBOR       Annually       03/31/2024       HUF       2,064,374       (183 )     –       (183 )

0.505%

     6-MONTH BUDAPEST - BUBOR       Annually       04/04/2024       HUF       1,968,874       (173 )     –       (173 )

0.37%

     1-DAY COP- COLOMBIA IBR       Quarterly       04/13/2024       COP       11,102,749       53       –       53  

1-DAY BRL - CETIP

     0.77%       Annually       01/02/2025       BRL       4,102       (116 )     –       (116 )

7.7325%

    1-DAY BRL - CETIP       Annually       01/02/2025       BRL       10,902       (247 )     –       (247 )

1-DAY BRL - CETIP

     0.65%       Annually       01/02/2025       BRL       12,389       (402 )     –       (402 )

1.135%

     1-DAY BRL - CETIP       Annually       01/02/2025       BRL       20,170       (136 )     –       (136 )

1-DAY BRL - CETIP

     6.82%       Annually       01/02/2025       BRL       3,362       (94 )     –       (94 )

 

 

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

63

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

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)6

  

28-DAY MXN - TIIE

     0.45%       Monthly       04/01/2025       MXN       27,064     $ (94 )   $ –     $ (94 )

7.64%

     28-DAY MXN - TIIE       Monthly       01/01/2032       MXN       23,014       93       –       93  
                                            $ (4,036 )   $ (7 )   $ (4,029 )

 

 

 

Percentages are based on Net Assets of $1,268,194 ($ Thousands).

**

The rate reported is the 7-day effective yield as of June 30, 2022.

†

Investment in Affiliated Security.

(A)

Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On June 30, 2022, the value of these securities amounted to $188,238 ($ Thousands), representing 14.8% of the Net Assets of the Fund.

(B)

Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.

(C)

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

(D)

Certain securities or partial positions of certain securities are on loan at June 30, 2022. The total market value of securities on loan at June 30, 2022 was $85,246 ($ Thousands).

(E)

Zero coupon security.

(F)

Perpetual security with no stated maturity date.

(G)

Security is in default on interest payment.

(H)

Interest rate represents the security's effective yield at the time of purchase.

(I)

This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2022 was $100,924 ($ Thousands).

 

BRL — Brazilian Real

BUBOR— Budapest Interbank Offered Rate

CETIP— Central of Custody and Financial Settlement of Securities

CLP — Chilean Peso

CNY — Chinese Yuan Onshore

COP — Colombian Peso

CZK — Czech Koruna

DAC — Designated Activity Company

DOP — Dominican Peso

EGP — Egyptian Pound

EUR — Euro

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

JIBAR — Johannesburg Interbank Average Rate

JPY — Japanese Yen

JSC — Joint-Stock Company

KRW — Korean Won

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

L.P. — Limited Partnership

Ltd. — Limited

MIBOR — Mumbai InterBank Overnight Rate

MTN — Medium Term Note

MXN — Mexican Peso

MYR — Malaysian Ringgit

 

NGN — Nigerian Naira

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

SOFR — Secured Overnight Financing 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

VND — Vietnamese Dong

ZAR — South African Rand

ZMW — Zambian Kwacha

 

 

 

64

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Emerging Markets Debt Fund (Concluded)

 

The following is a summary of the level of inputs used as of June 30, 2022, 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

     –       1,191,775       –       1,191,775  

U.S. Treasury Obligation

     –       4,148       –       4,148  

Affiliated Partnership

     –       100,924       –       100,924  

Total Investments in Securities

     –       1,296,847       –       1,296,847  

 

Other Financial Instruments

  

Level 1
($)

    

Level 2
($)

    

Level 3
($)

    

Total
($)

  

Futures Contracts*

                                

Unrealized Appreciation

     482       –       –       482  

Unrealized Depreciation

     (1,276 )     –       –       (1,276 )

Forwards Contracts*

                                

Unrealized Appreciation

     –       11,835       –       11,835  

Unrealized Depreciation

     –       (9,251 )     –       (9,251 )

OTC Swaps

                                

Interest Rate Swaps*

                                

Unrealized Appreciation

     –       1,657       –       1,657  

Unrealized Depreciation

     –       (1,158 )     –       (1,158 )

Centrally Cleared Swaps

                                

Credit Default Swaps*

                                

Unrealized Appreciation

     –       111       –       111  

Interest Rate Swaps*

                                

Unrealized Appreciation

     –       2,022       –       2,022  

Unrealized Depreciation

     –       (6,051 )     –       (6,051 )

Total Other Financial Instruments

     (794 )     (835 )     –       (1,629 )

 

*

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

 

For information on the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.

 

 
 

 

The following is a summary of the transactions with affiliates for the period ended June 30, 2022 ($ Thousands):

 

Security Description

 

Value 9/30/2021

    

Purchases at Cost

   

Proceeds from Sales

   

Realized Gain/ (Loss)

    

Change in Unrealized Depreciation

    

Value 6/30/2022

    

Shares

    

Income

   

Capital Gains

  

SEI Liquidity Fund, L.P.

   $ 51,021     $ 286,477     $ (236,568 )   $ —     $ (6 )   $ 100,924       100,919,973     $ 177     $ —  

 

Amount designated as “-” are $0 or have been rounded to $0.

 

 

SEI Institutional International Trust / Quarterly Report / June 30, 2022

 

65