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
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 |
|
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
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 |
|
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
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 |
|
| |
|
|
|
|
|
|
|
|
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
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 |
|
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
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 $0.
SEI Institutional International Trust / Quarterly Report / June 30, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2022
Emerging Markets Equity Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ 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
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 |
|
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
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 |
|
| |
|
|
|
|
|
|
|
|
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
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 |
|
| |
|
|
|
|
|
|
|
|
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
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 |
|
|
$ |
— |
|
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
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 |
|
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
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 |
|
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
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 |
|
| |
|
|
|
|
|
|
|
|
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
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 |
|
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
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 |
|
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
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 |
|
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
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 |
|
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
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 |
|
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
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 |
) |
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
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 |
) |
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
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 |
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 $0.
For information on the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.
SEI Institutional International Trust / Quarterly Report / June 30, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2022
Emerging Markets Debt Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ 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 |
|
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
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 |
|
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
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 |
|
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
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 |
|
| |
|
|
|
|
|
|
|
|
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
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 |
|
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
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 |
|
| |
|
|
|
|
|
|
|
|
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
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 |
|
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
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 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
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
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 |
|
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
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 |
) |
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
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 |
) |
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
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 |
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