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N/A ONWARD HOLDINGS CO LTD COMMON STOCK N/A 83900.00000000 NS 197120.01000000 0.005170179927 Long EC JP N 1 N N N Muenchener Rueckversicherungs-Gesellschaft Aktiengesellschaft in Muenchen 529900MUF4C20K50JS49 MUENCHENER RUECKVER AG-REG COMMON STOCK N/A 1263.00000000 NS 409771.72000000 0.010747734445 Long EC DE N 1 N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) 783965593 15833702.88000000 NS USD 15833702.88000000 0.415295701344 Long STIV RF US N 2 N N N Marubeni Corporation 4P4N3ORD02UGQT1T1W12 MARUBENI CORP COMMON STOCK N/A 264800.00000000 NS 3040448.67000000 0.079746681643 Long EC JP N 1 N N N Galaxy Entertainment Group Limited 549300ZSEBV3HR826S10 GALAXY ENTERTAINMENT GROUP L COMMON STOCK N/A 2402000.00000000 NS 15880076.11000000 0.416512005782 Long EC HK N 1 N N N Ateam Inc N/A ATEAM INC COMMON STOCK N/A 5700.00000000 NS 31319.87000000 0.000821476029 Long EC JP N 1 N N N Asahi Group Holdings, Ltd. 353800KAJ02XNHLCJW79 ASAHI GROUP HOLDINGS LTD COMMON STOCK N/A 121700.00000000 NS 3799176.17000000 0.099647034178 Long EC JP N 1 N N INTERNATIONAL PETROLEUM CORPORATION 54930025D80LU0SMR645 INTERNATIONAL PETROLEUM CORP COMMON STOCK 46016U108 81800.00000000 NS 917742.69000000 0.024071096760 Long EC SE N 1 N N N SHINNIHON CORPORATION N/A SHINNIHON CORP COMMON STOCK N/A 3900.00000000 NS 22020.54000000 0.000577567715 Long EC JP N 1 N N N JARDINE MATHESON HOLDINGS LIMITED 2138009KENVUNWOLPK41 JARDINE MATHESON HLDGS LTD COMMON STOCK N/A 9100.00000000 NS USD 463190.00000000 0.012148820611 Long EC SG N 1 N N N ROLLS-ROYCE HOLDINGS PLC 213800EC7997ZBLZJH69 ROLLS-ROYCE HOLDINGS PLC COMMON STOCK N/A 30392964.00000000 NS 34073813.27000000 0.893708078691 Long EC GB N 1 N N N Brenntag SE NNROIXVWJ7CPSR27SV97 BRENNTAG SE COMMON STOCK N/A 4179.00000000 NS 266352.77000000 0.006986057605 Long EC DE N 1 N N N WESFARMERS LIMITED 5493003L32ZX9557ST85 WESFARMERS LTD COMMON STOCK N/A 47586.00000000 NS 1478193.68000000 0.038770936003 Long EC AU N 2 N N N JEOL Ltd. N/A JEOL LTD COMMON STOCK N/A 16500.00000000 NS 448937.06000000 0.011774986091 Long EC JP N 1 N N N Hoosiers Holdings Co., Ltd. N/A HOOSIERS HOLDINGS CO LTD COMMON STOCK N/A 6200.00000000 NS 34960.02000000 0.000916952031 Long EC JP N 1 N N N New Wave Group AB 5493006EIYZZYQILKS31 NEW WAVE GROUP AB -B SHS COMMON STOCK N/A 27957.00000000 NS 553800.55000000 0.014525407579 Long EC SE N 1 N N N 2022-12-31 SEI INSTITUTIONAL INTERNATIONAL TRUST Ankit Puri Ankit Puri CFO XXXX NPORT-EX 2 fp0082427-1_nportex.htm SCHEDULE F
 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

International Equity Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK — 96.5%

Australia — 4.1%

Allkem Ltd *

     236,350     $ 1,783  

ANZ Group Holdings Ltd

    1,231,798       19,764  

Aristocrat Leisure Ltd

    5,907       121  

Australian Clinical Labs Ltd

    33,971       69  

BHP Group Ltd

    737,011       22,740  

BlueScope Steel Ltd

    884,842       10,045  

Commonwealth Bank of Australia

    20,904       1,446  

Computershare Ltd

    950,516       16,678  

CSL Ltd

    31,886       6,193  

CSR Ltd

    807,866       2,573  

Endeavour Group Ltd/Australia

    45,838       199  

Fortescue Metals Group Ltd

    415,541       5,785  

Goodman Group ‡

     26,150       306  

Iluka Resources Ltd

    734,403       4,705  

Imdex Ltd

    106,532       160  

Incitec Pivot Ltd

    3,074,644       7,796  

Jumbo Interactive Ltd

    12,841       121  

Macquarie Group Ltd

    19,697       2,215  

Mineral Resources Ltd

    67,310       3,517  

National Australia Bank Ltd

    98,034       1,983  

Nufarm Ltd/Australia

    30,265       126  

OFX Group Ltd *

     14,631       24  

Orica Ltd

    68,673       699  

Orora Ltd

    1,427,318       2,783  

Pilbara Minerals Ltd *

     1,937,126       4,886  

Propel Funeral Partners Ltd

    1,681       5  

Qantas Airways Ltd *

     126,942       512  

Ridley Corp Ltd

    80,728       108  

Shaver Shop Group Ltd

    30,839       24  

Sierra Rutile Holdings Ltd *

     331,265       50  

South32 Ltd

    6,209,310       16,956  

Wesfarmers Ltd

    47,586       1,478  

Westpac Banking Corp

    58,553       923  

Whitehaven Coal Ltd

    3,181,754       20,190  

Woolworths Group Ltd

    22,497       512  
              157,475  
                 

Austria — 0.5%

ANDRITZ AG

    72,724       4,156  

OMV AG

    230,693       11,843  

Raiffeisen Bank International AG *

     39,393       645  

Verbund AG, Cl A

    8,687       729  

Vienna Insurance Group AG Wiener Versicherung Gruppe

    7,435       178  
              17,551  
                 

Belgium — 0.3%

Anheuser-Busch InBev SA/NV

    159,448       9,575  

D'ieteren Group

    2,578       493  

Elia Group SA/NV

    4,570       648  

Groupe Bruxelles Lambert NV

    3,829       305  

Sipef NV

    128       8  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Solvay SA

    6,094     $ 614  

Umicore SA

    11,167       409  
              12,052  
                 

Brazil — 1.0%

Ambev SA

    7,471,100       20,547  

B3 SA - Brasil Bolsa Balcao

    2,480,851       6,207  

Banco Bradesco SA ADR

    309,778       892  

Gerdau SA ADR

    113,041       626  

JBS SA

    1,751,200       7,294  

Petroleo Brasileiro SA ADR

    147,506       1,571  
              37,137  
                 

Canada — 2.3%

Advantage Energy Ltd *

     253,283       1,770  

AirBoss of America Corp (A)

     13,270       73  

Alimentation Couche-Tard Inc

    193,377       8,492  

Amerigo Resources Ltd

    25,300       25  

Athabasca Oil Corp *

     178,800       318  

Birchcliff Energy Ltd

    279,660       1,946  

Black Diamond Group Ltd

    4,100       15  

Canadian National Railway Co

    113,257       13,444  

Canadian Pacific Railway Ltd

    130,334       9,722  

Canfor Corp *

     120,381       1,893  

Celestica Inc *

     145,600       1,640  

Crescent Point Energy Corp

    777,000       5,540  

Dexterra Group Inc

    104       –  

Dundee Precious Metals Inc

    12,791       62  

Empire Co Ltd, Cl A

    97,700       2,571  

Enerplus Corp

    69,631       1,228  

Enghouse Systems Ltd

    11,200       297  

Ensign Energy Services Inc *

     37,800       95  

Exco Technologies Ltd

    9,200       52  

Finning International Inc

    12,500       311  

Gear Energy Ltd

    115,938       97  

George Weston Ltd

    42,700       5,294  

iA Financial Corp Inc

    33,297       1,948  

Kelt Exploration Ltd *

     98,529       364  

Leon's Furniture Ltd

    12,800       162  

Magna International Inc, Cl A

    137,707       7,732  

Martinrea International Inc

    80,935       673  

MEG Energy Corp *

     364,500       5,071  

Mullen Group Ltd

    79,475       853  

NuVista Energy Ltd *

     48,900       450  

Parex Resources Inc

    28,100       418  

Pason Systems Inc

    7,700       91  

Pet Valu Holdings Ltd

    4,300       124  

Peyto Exploration & Development Corp

    209,700       2,147  

Pine Cliff Energy Ltd (A)

     27,500       34  

Pipestone Energy Corp

    9,178       20  

Power Corp of Canada

    52,800       1,241  

Primo Water Corp

    5,000       78  

Russel Metals Inc

    31,084       660  

 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

1

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

International Equity Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Stelco Holdings Inc

    44,800     $ 1,464  

Stella-Jones Inc

    3,800       136  

Thomson Reuters Corp

    36,497       4,161  

TMX Group Ltd

    1,600       160  

Torex Gold Resources Inc *

     1,008       12  

Tourmaline Oil Corp

    18,600       938  

Uni-Select Inc *

     62,513       1,977  

Viemed Healthcare Inc *

     32,726       248  
              86,047  
                 

China — 1.5%

Alibaba Group Holding Ltd *

     2,199,500       24,306  

Beijing Capital International Airport Co Ltd, Cl H *

     8,022,000       5,869  

STMicroelectronics NV

    177,257       6,242  

Tencent Holdings Ltd

    54,400       2,328  

Trip.com Group Ltd ADR *

     509,768       17,536  
              56,281  
                 

Denmark — 3.5%

AP Moller - Maersk A/S, Cl A

    530       1,169  

AP Moller - Maersk A/S, Cl B

    8,375       18,774  

Danske Bank A/S *

     599,587       11,815  

DSV A/S

    18,254       2,873  

Genmab A/S *

     34,007       14,354  

ISS A/S *

     20,541       434  

Novo Nordisk A/S, Cl B

    526,762       70,912  

Orsted AS

    58,214       5,274  

Pandora A/S

    101,500       7,110  

Solar A/S, Cl B

    624       56  

TORM PLC, Cl A

    15,645       445  
              133,216  
                 

Finland — 1.1%

Kesko Oyj, Cl B

    562,237       12,373  

Marimekko Oyj

    4,590       43  

Neste Oyj

    18,861       866  

Nokia Oyj

    4,631,838       21,389  

Orion Oyj, Cl B

    92,715       5,070  

UPM-Kymmene Oyj

    43,458       1,620  

Uponor Oyj

    9,306       165  

Vaisala Oyj, Cl A

    564       24  
              41,550  
                 

France — 12.6%

ABC arbitrage

    1,721       12  

Accor SA *

     654,436       16,309  

Air Liquide SA

    310,493       43,874  

AKWEL

    279       5  

Alstom SA

    793,340       19,321  

Amundi SA

    418,848       23,692  

Arkema SA

    2,763       247  

Aubay

    449       23  

AXA SA

    652,015       18,131  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Beneteau SA

    30,414     $ 459  

BioMerieux

    3,830       400  

BNP Paribas SA

    122,733       6,975  

Bouygues SA

    289,608       8,667  

Capgemini SE

    2,041       340  

Carrefour SA

    535,221       8,934  

Christian Dior SE

    387       281  

Cie Generale des Etablissements Michelin SCA

    910,993       25,264  

Danone SA

    711,061       37,360  

Dassault Aviation SA

    39,312       6,637  

Derichebourg SA

    5,660       33  

Engie SA

    947,596       13,539  

Fnac Darty SA

    237       9  

Hermes International

    9,450       14,573  

Ipsen SA

    65,178       6,991  

IPSOS

    18,645       1,164  

Jacquet Metals SACA

    5,998       107  

Lectra

    1,640       62  

Legrand SA

    8,935       713  

L'Oreal SA

    16,324       5,812  

LVMH Moet Hennessy Louis Vuitton SE

    7,982       5,792  

Orange SA

    682,544       6,761  

Pernod Ricard SA

    72,972       14,310  

Publicis Groupe SA

    452,008       28,664  

Rexel SA

    1,765,982       34,755  

Sanofi

    487,116       46,705  

Sartorius Stedim Biotech

    34,701       11,203  

Savencia SA

    539       34  

Schneider Electric SE

    84,737       11,822  

Societe BIC SA

    364       25  

Societe Generale SA

    232,681       5,831  

Sodexo SA (A)

     202,677       19,355  

SPIE SA

    21,148       550  

Stef SA

    602       58  

Technip Energies NV

    44,546       697  

Thales SA

    63,012       8,023  

TotalEnergies SE (A)

     140,103       8,770  

Valeo

    201,598       3,593  

Veolia Environnement SA

    15,489       397  

Vetoquinol SA

    50       5  

Vilmorin & Cie SA

    1,420       69  

Vinci SA (A)

     113,454       11,296  

Wavestone

    3,176       146  

Wendel SE

    5,144       479  
              479,274  
                 

Germany — 8.4%

adidas AG

    107,630       14,641  

Allianz SE

    4,268       915  

AT&S Austria Technologie & Systemtechnik AG

    744       25  

 

 

 

2

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

International Equity Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

BASF SE

    459,533     $ 22,751  

Bayer AG

    563,994       29,088  

Bayerische Motoren Werke AG

    17,820       1,586  

BioNTech SE ADR *

     8,527       1,281  

Brenntag SE

    4,179       266  

Carl Zeiss Meditec AG

    34,097       4,290  

Commerzbank AG *

     104,294       984  

Covestro AG

    731,752       28,544  

Daimler Truck Holding AG *

     722,644       22,324  

Deutsche Bank AG

    113,539       1,283  

Deutsche Boerse AG

    117,233       20,194  

Deutsche Post AG

    61,297       2,301  

Deutsche Telekom AG

    908,911       18,080  

Deutz AG

    21,725       94  

Duerr AG

    18,372       618  

E.ON SE

    123,380       1,229  

Elmos Semiconductor SE

    636       36  

Fresenius Medical Care AG & Co KGaA

    653,689       21,327  

GEA Group AG

    14,875       606  

Hannover Rueck SE

    6,396       1,266  

HUGO BOSS AG

    69,029       3,990  

Knorr-Bremse AG

    141,550       7,711  

Krones AG

    5,055       567  

Linde PLC

    29,763       9,702  

Merck KGaA

    127,568       24,629  

Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen

    1,263       410  

PSI Software AG

    31       1  

RWE AG

    453,254       20,119  

SAP SE

    412,941       42,480  

Siemens AG

    82,904       11,470  

Siemens Healthineers AG

    23,720       1,183  

Stabilus SE

    4,070       273  

Talanx AG

    9,167       434  

Telefonica Deutschland Holding AG

    200,099       492  

Vitesco Technologies Group AG *

     5,387       312  

Wacker Chemie AG

    20,170       2,570  
              320,072  
                 

Hong Kong — 1.2%

AIA Group Ltd

    455,600       5,067  

Chaoda Modern Agriculture Holdings Ltd *

     2,440,000       9  

Galaxy Entertainment Group Ltd *

     2,402,000       15,880  

HKT Trust & HKT Ltd

    327,000       401  

Jardine Matheson Holdings Ltd

    9,100       463  

Johnson Electric Holdings Ltd

    68,837       86  

Li Ning Co Ltd

    463,000       4,019  

Orient Overseas International Ltd

    110,000       1,987  

PAX Global Technology Ltd

    51,000       44  

Power Assets Holdings Ltd

    116,000       635  

Sands China Ltd *

     3,298,800       10,947  

SITC International Holdings Co Ltd

    1,721,000       3,828  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

WH Group Ltd

    2,179,000     $ 1,268  
              44,634  
                 

Hungary — 0.0%

MOL Hungarian Oil & Gas PLC

    49,088       340  
                 

India — 0.1%

ICICI Bank Ltd ADR

    240,511       5,265  

Kewal Kiran Clothing Ltd

    5,821       36  
              5,301  
                 

Indonesia — 0.1%

Adaro Energy Indonesia Tbk PT

    1,080,400       268  

Bank Rakyat Indonesia Persero Tbk PT

    16,717,598       5,301  

Delta Dunia Makmur Tbk PT

    6,958,800       136  

Perusahaan Perkebunan London Sumatra Indonesia Tbk PT

    1,706,500       111  

Sumber Tani Agung Resources Tbk PT

    710,100       48  

Triputra Agro Persada PT

    677,010       27  
              5,891  
                 

Ireland — 1.5%

Accenture PLC, Cl A

    44,184       11,790  

Bank of Ireland Group PLC

    1,267,412       12,039  

Experian PLC

    197,983       6,699  

ICON PLC *

     55,525       10,786  

Ryanair Holdings PLC ADR *

     210,516       15,738  
              57,052  
                 

Israel — 0.8%

Bank Hapoalim BM

    1,076,546       9,656  

Bank Leumi Le-Israel BM

    1,233,000       10,231  

Check Point Software Technologies Ltd *

     61,327       7,737  

FIBI Holdings Ltd

    10,858       449  

Isracard Ltd

    –       –  

Israel Discount Bank Ltd, Cl A

    179,511       939  

YH Dimri Construction & Development Ltd

    33       2  
              29,014  
                 

Italy — 3.0%

Assicurazioni Generali SpA

    88,359       1,567  

Azimut Holding SpA

    122,503       2,736  

Banca IFIS SpA

    4,498       64  

Banca Mediolanum SpA

    65,271       543  

CNH Industrial NV

    627,604       10,024  

Danieli & C Officine Meccaniche SpA

    3,674       56  

Enel SpA

    8,153,492       43,770  

Ferrari NV

    35,996       7,691  

FinecoBank Banca Fineco SpA

    40,607       673  

Intesa Sanpaolo SpA

    317,884       705  

Leonardo SpA

    343,912       2,958  

Piaggio & C SpA

    50,833       152  

Prysmian SpA

    17,137       634  

Recordati Industria Chimica e Farmaceutica SpA

    28,710       1,187  

 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

3

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

International Equity Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Saras SpA *

     647,843     $ 795  

Snam SpA

    124,499       602  

Stellantis NV

    105,991       1,500  

Tenaris SA

    419,565       7,292  

Terna - Rete Elettrica Nazionale

    138,019       1,016  

UniCredit SpA

    2,230,690       31,597  
              115,562  
                 

Japan — 13.3%

77 Bank Ltd/The

    55,964       937  

A&D HOLON Holdings Co Ltd

    14,200       109  

Adastria Co Ltd

    12,100       215  

Advantest Corp

    111,100       7,140  

Adways Inc

    16,000       61  

AEON Financial Service Co Ltd

    172,700       1,832  

Ai Holdings Corp

    6,100       97  

Aidma Holdings Inc *

     7,500       228  

Aisan Industry Co Ltd

    12,100       63  

Alps Alpine Co Ltd

    63,900       580  

Amada Co Ltd

    38,000       298  

Anest Iwata Corp

    4,800       31  

Anritsu Corp

    85,000       826  

AOKI Holdings Inc

    5,200       27  

Arcs Co Ltd

    22,300       371  

ARTERIA Networks Corp

    4,200       40  

Asahi Co Ltd

    3,900       41  

Asahi Group Holdings Ltd (A)

     121,700       3,799  

Astellas Pharma Inc

    53,100       807  

Ateam Inc

    5,700       31  

Awa Bank Ltd/The

    7,800       126  

Axell Corp

    3,000       38  

Axial Retailing Inc

    3,200       82  

Bandai Namco Holdings Inc

    11,200       706  

Bank of Iwate Ltd/The

    4,200       63  

Base Co Ltd

    3,500       93  

Benefit One Inc

    4,900       72  

BIPROGY Inc

    179,900       4,561  

Boutiques Inc *

     1,300       35  

BrainPad Inc *

     9,900       56  

Bridgestone Corp (A)

     123,400       4,387  

Brother Industries Ltd

    100,500       1,529  

Business Brain Showa-Ota Inc

    2,600       37  

BuySell Technologies Co Ltd (A)

     1,500       61  

Canon Inc (A)

     114,400       2,476  

Canon Marketing Japan Inc (A)

     94,900       2,150  

Capcom Co Ltd

    33,100       1,056  

Careerlink Co Ltd

    1,900       41  

Central Glass Co Ltd

    2,100       45  

Chiba Kogyo Bank Ltd/The

    13,000       45  

Chino Corp

    2,700       36  

Chori Co Ltd

    3,400       56  

Chubu Shiryo Co Ltd

    2,800       23  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

CKD Corp

    3,600     $ 51  

COLOPL Inc *

     9,800       47  

Cosel Co Ltd

    2,600       20  

Daihen Corp

    1,400       41  

Dai-ichi Life Holdings Inc

    386,200       8,763  

Daiichi Sankyo Co Ltd

    21,000       676  

Daisue Construction Co Ltd

    5,900       52  

Daito Trust Construction Co Ltd

    74,800       7,676  

Daiwa House Industry Co Ltd

    26,300       606  

DeNA Co Ltd *

     9,800       131  

Dentsu Group Inc (A)

     26,700       839  

Digital Arts Inc

    3,000       127  

Disco Corp

    4,500       1,287  

Double Standard Inc

    4,500       76  

Dowa Holdings Co Ltd

    12,400       390  

Earth Corp

    800       31  

Eiken Chemical Co Ltd

    12,500       162  

Eisai Co Ltd

    6,600       435  

Eizo Corp

    3,400       88  

Elecom Co Ltd

    5,800       59  

en Japan Inc

    77,800       1,429  

Enigmo Inc

    20,500       99  

ESPEC Corp

    4,900       70  

Exedy Corp

    8,300       102  

FANUC Corp

    189,900       28,547  

Financial Partners Group Co Ltd

    38,300       323  

FINDEX Inc

    9,100       34  

FJ Next Holdings Co Ltd

    5,100       37  

Forum Engineering Inc

    5,100       33  

Frontier Management Inc *

     2,900       28  

Fuji Corp/Aichi

    35,600       521  

Fujitsu Ltd

    93,500       12,482  

Fukuoka Financial Group Inc

    345,300       7,864  

Funai Soken Holdings Inc (A)

     8,800       181  

Furyu Corp

    21,300       176  

Futaba Industrial Co Ltd

    10,000       27  

Gakken Holdings Co Ltd

    6,700       47  

Gakujo Co Ltd

    4,000       42  

Giken Ltd

    6,100       134  

Glory Ltd

    93,100       1,548  

GungHo Online Entertainment Inc *

     60,200       973  

Gunze Ltd

    1,600       51  

Hamee Corp

    9,300       50  

Hankyu Hanshin Holdings Inc

    14,100       419  

Heiwa Corp

    26,400       497  

Heiwado Co Ltd

    15,000       244  

Himaraya Co Ltd

    3,000       21  

Hino Motors Ltd *

     43,400       165  

Hioki EE Corp

    1,200       58  

Hirose Electric Co Ltd

    5,500       692  

Hito Communications Holdings Inc

    5,800       67  

Hodogaya Chemical Co Ltd

    700       15  

 

 

 

4

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

International Equity Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Honda Motor Co Ltd

    153,800     $ 3,534  

Hoosiers Holdings Co Ltd

    6,200       35  

Horiba Ltd

    20,500       890  

Hoya Corp

    4,400       424  

IBJ Inc

    5,900       44  

Ichikoh Industries Ltd

    7,800       21  

Iida Group Holdings Co Ltd

    240,900       3,653  

Infocom Corp

    2,600       42  

Inpex Corp (A)

     31,900       337  

Insource Co Ltd

    66,000       778  

Intelligent Wave Inc

    7,400       40  

Inter Action Corp

    4,400       51  

I-PEX Inc

    19,400       175  

IR Japan Holdings Ltd

    11,700       160  

Isuzu Motors Ltd

    977,900       11,465  

ITOCHU Corp

    44,300       1,392  

Iwaki Co Ltd

    3,800       35  

JAC Recruitment Co Ltd

    8,800       162  

Japan Aviation Electronics Industry Ltd

    13,600       217  

Japan Electronic Materials Corp

    5,100       52  

Japan Exchange Group Inc

    364,800       5,246  

Japan Lifeline Co Ltd

    13,000       90  

Japan Post Insurance Co Ltd

    352,500       6,201  

Japan Tobacco Inc (A)

     50,600       1,020  

JCU Corp

    3,900       91  

Jeol Ltd

    16,500       449  

JP-Holdings Inc

    19,300       44  

JSR Corp

    8,400       165  

JTEKT Corp

    52,300       368  

Justsystems Corp

    8,200       175  

JVCKenwood Corp

    26,100       73  

Kanematsu Corp

    13,600       155  

Kao Corp (A)

     360,400       14,354  

KAWADA TECHNOLOGIES Inc

    1,000       25  

Kawasaki Heavy Industries Ltd

    37,600       881  

KDDI Corp

    217,300       6,558  

Kenko Mayonnaise Co Ltd

    3,000       31  

Keyence Corp

    27,901       10,873  

KeyHolder Inc

    7,500       41  

Kimura Unity Co Ltd

    6,200       37  

Kirin Holdings Co Ltd (A)

     42,100       642  

Kitz Corp

    10,100       60  

Kokuyo Co Ltd (A)

     202,900       2,857  

Komatsu Ltd

    1,048,200       22,848  

Komori Corp

    12,000       73  

Konica Minolta Inc

    610,400       2,438  

Konoike Transport Co Ltd

    2,500       30  

Koshidaka Holdings Co Ltd

    14,200       107  

Kubota Corp (A)

     151,900       2,092  

Kumagai Gumi Co Ltd

    10,100       201  

Kurita Water Industries Ltd

    14,700       608  

Kyocera Corp

    10,600       526  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Lasertec Corp (A)

     34,300     $ 5,653  

Lawson Inc

    76,300       2,909  

Lifedrink Co Inc

    2,100       42  

M&A Research Institute Inc *(A)

     14,900       708  

Maezawa Kasei Industries Co Ltd

    3,700       37  

Makita Corp

    426,800       9,963  

Mandom Corp

    6,200       69  

Marubeni Corp

    264,800       3,040  

Maruzen Showa Unyu Co Ltd

    3,400       78  

Maxell Ltd

    3,300       34  

Mazda Motor Corp

    773,600       5,892  

MCJ Co Ltd

    4,700       34  

Media Do Co Ltd *

     7,400       97  

Medical System Network Co Ltd, Cl A

    12,800       42  

Megachips Corp *

     2,400       45  

Megmilk Snow Brand Co Ltd

    25,400       347  

Meidensha Corp

    13,300       189  

MEIJI Holdings Co Ltd

    500       26  

Meitec Corp

    3,000       54  

METAWATER Co Ltd

    5,200       64  

Micronics Japan Co Ltd (A)

     21,100       208  

Mimasu Semiconductor Industry Co Ltd

    11,200       199  

MIRAIT ONE corp

    7,600       88  

Mitsubishi Corp

    22,300       724  

Mitsubishi Electric Corp

    1,484,400       14,777  

Mitsubishi Shokuhin Co Ltd

    15,200       359  

Mitsui & Co Ltd

    181,100       5,288  

Mitsui OSK Lines Ltd

    17,100       426  

MIXI Inc

    70,200       1,312  

Mizuho Medy Co Ltd

    6,200       176  

Mizuno Corp

    48,400       1,032  

Monogatari Corp/The

    5,300       263  

Morinaga Milk Industry Co Ltd

    5,500       208  

Morita Holdings Corp

    2,600       23  

Morito Co Ltd

    4,300       24  

MS&AD Insurance Group Holdings Inc

    122,300       3,915  

Murata Manufacturing Co Ltd

    232,300       11,599  

Musashino Bank Ltd/The

    3,300       52  

Nachi-Fujikoshi Corp

    1,100       30  

Nagaileben Co Ltd

    5,200       79  

Nagano Keiki Co Ltd

    6,100       52  

Naigai Trans Line Ltd

    5,300       85  

NEC Corp

    19,600       689  

NEOJAPAN Inc

    3,500       26  

Nexon Co Ltd

    26,900       604  

NexTone Inc *

     1,600       54  

Nihon Chouzai Co Ltd

    16,300       150  

Nihon Denkei Co Ltd

    4,400       49  

Nihon M&A Center Holdings Inc

    12,300       152  

Nihon Trim Co Ltd

    5,200       107  

Nikon Corp

    232,600       2,073  

Nippon Concept Corp

    4,100       45  

 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

5

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

International Equity Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Nippon Road Co Ltd/The

    1,300     $ 58  

Nippon Seisen Co Ltd

    1,400       45  

Nippon Shinyaku Co Ltd

    1,000       57  

Nippon Steel Corp

    32,100       558  

Nippon Thompson Co Ltd

    13,600       53  

Nippon Yusen KK

    110,700       2,609  

Nissei ASB Machine Co Ltd

    900       29  

Nisshinbo Holdings Inc (A)

     128,400       948  

Nissin Electric Co Ltd

    4,000       38  

Nisso Corp

    3,900       17  

Nitto Kohki Co Ltd

    2,200       25  

Nittoc Construction Co Ltd

    10,000       70  

Nittoku Co Ltd

    6,200       110  

Noda Corp

    2,900       25  

Nohmi Bosai Ltd

    7,400       89  

NS United Kaiun Kaisha Ltd

    4,800       141  

NTT Data Corp

    26,800       392  

Obara Group Inc

    5,000       136  

OBIC Business Consultants Co Ltd

    5,300       172  

Ohsho Food Service Corp

    2,100       95  

Okabe Co Ltd

    8,200       43  

Okamura Corp

    10,600       114  

OKUMA Corp

    1,800       64  

Okuwa Co Ltd

    81,900       551  

Olympus Corp

    18,400       328  

One Career Inc *

     1,300       36  

Ono Pharmaceutical Co Ltd

    243,000       5,678  

Onward Holdings Co Ltd

    83,900       197  

Optorun Co Ltd

    29,000       493  

Oracle Corp Japan *

     8,200       530  

Oriental Land Co Ltd/Japan

    3,100       450  

ORIX Corp

    415,290       6,668  

Oro Co Ltd

    2,100       30  

PC Depot Corp

    16,700       34  

Pegasus Sewing Machine Manufacturing Co Ltd

    8,800       52  

Persol Holdings Co Ltd

    163,600       3,506  

Pickles Holdings Co Ltd

    6,100       52  

Pronexus Inc

    7,100       52  

Proto Corp

    4,400       41  

QB Net Holdings Co Ltd

    2,400       24  

Qol Holdings Co Ltd

    14,100       125  

Recruit Holdings Co Ltd

    422,400       13,372  

Renesas Electronics Corp *

     47,300       424  

Resona Holdings Inc

    2,936,400       16,095  

Resorttrust Inc

    12,400       221  

Ricoh Co Ltd

    40,700       311  

Ride On Express Holdings Co Ltd

    6,000       49  

Riken Technos Corp

    7,100       26  

Riken Vitamin Co Ltd

    2,600       38  

Riso Kagaku Corp

    4,600       73  

Rohm Co Ltd

    5,500       397  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

RS Technologies Co Ltd

    3,200     $ 86  

Ryohin Keikaku Co Ltd

    62,900       747  

Sakai Heavy Industries Ltd

    1,000       26  

Sakai Moving Service Co Ltd

    3,300       108  

Sangetsu Corp

    17,800       290  

Sanken Electric Co Ltd

    1,400       69  

Sankyo Co Ltd

    125,700       5,125  

Sanwa Holdings Corp

    202,900       1,878  

Sanyo Denki Co Ltd

    1,000       43  

Sanyo Shokai Ltd

    11,200       119  

Sato Holdings Corp

    7,000       101  

SCREEN Holdings Co Ltd

    22,200       1,423  

Scroll Corp

    42,800       231  

Secom Co Ltd

    14,600       835  

Seiko Epson Corp

    260,300       3,800  

Seino Holdings Co Ltd

    33,500       298  

SERAKU Co Ltd

    3,000       26  

Seven & i Holdings Co Ltd

    131,800       5,654  

Shibaura Machine Co Ltd

    13,000       258  

Shibaura Mechatronics Corp

    6,300       477  

Shibuya Corp

    2,900       51  

Shimadzu Corp

    38,000       1,079  

Shimamura Co Ltd

    57,100       5,669  

Shimojima Co Ltd

    3,600       25  

Shindengen Electric Manufacturing Co Ltd

    10,600       241  

Shinnihon Corp

    3,900       22  

Shinnihonseiyaku Co Ltd

    2,500       26  

Shofu Inc

    1,600       28  

SIGMAXYZ Holdings Inc

    15,200       149  

Sinfonia Technology Co Ltd

    4,200       47  

Sinko Industries Ltd

    2,200       24  

SMK Corp

    1,300       23  

SMS Co Ltd *

     7,600       193  

SoftBank Corp

    222,600       2,510  

Soliton Systems KK

    5,500       44  

Sompo Holdings Inc

    76,900       3,415  

Sony Group Corp

    73,665       5,603  

Sprix Inc

    1,500       10  

Step Co Ltd

    1,900       26  

Strike Co Ltd

    3,500       119  

Subaru Corp

    943,600       14,500  

SUMCO Corp

    25,100       334  

Sumitomo Corp

    32,300       538  

Sumitomo Mitsui Financial Group Inc

    460,600       18,488  

Sumitomo Pharma Co Ltd

    16,800       127  

Sun Corp

    1,900       30  

Sun-Wa Technos Corp

    2,600       31  

Suzuki Motor Corp

    13,500       437  

Syuppin Co Ltd

    3,600       34  

T&D Holdings Inc

    781,600       11,267  

Takaoka Toko Co Ltd

    7,700       104  

Takara & Co Ltd

    2,600       40  

 

 

 

6

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

International Equity Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Takara Holdings Inc

    15,200     $ 120  

Takeda Pharmaceutical Co Ltd

    1,018,900       31,746  

Takuma Co Ltd

    4,300       40  

TechMatrix Corp

    3,400       47  

Temairazu Inc

    5,700       216  

TIS Inc

    123,000       3,244  

Tocalo Co Ltd

    4,500       39  

Tochigi Bank Ltd/The

    12,400       29  

Toho Co Ltd/Kobe

    2,700       35  

Tokio Marine Holdings Inc

    286,400       6,137  

Tokyo Electron Ltd

    33,000       9,724  

Tokyo Gas Co Ltd

    16,600       325  

Tokyo Seimitsu Co Ltd

    65,800       2,129  

Tokyotokeiba Co Ltd

    12,400       356  

Tomy Co Ltd

    119,000       1,140  

Tonami Holdings Co Ltd

    800       22  

Topcon Corp

    49,000       569  

Toray Industries Inc

    1,859,000       10,378  

Toshiba TEC Corp

    3,500       96  

Tosho Co Ltd

    14,200       121  

Toyo Engineering Corp *

     26,300       112  

Transcosmos Inc *

     5,100       126  

Trend Micro Inc/Japan *(A)

     15,400       717  

Tri Chemical Laboratories Inc

    2,500       38  

Trusco Nakayama Corp

    7,900       122  

Tsubakimoto Chain Co

    8,600       194  

Tsukuba Bank Ltd

    19,500       35  

Tsuruha Holdings Inc

    2,700       209  

Ulvac Inc

    2,600       110  

United Arrows Ltd

    13,700       192  

Ushio Inc

    9,900       122  

USS Co Ltd

    30,200       480  

UT Group Co Ltd

    19,300       331  

V Technology Co Ltd

    4,600       88  

Valor Holdings Co Ltd

    20,700       286  

ValueCommerce Co Ltd

    10,900       150  

VINX Corp

    2,300       26  

Visional Inc *

     1,400       93  

Warabeya Nichiyo Holdings Co Ltd

    29,400       411  

Waseda Academy Co Ltd

    3,100       26  

WingArc1st Inc

    19,600       301  

Xebio Holdings Co Ltd

    7,200       50  

YAMABIKO Corp

    11,600       97  

Yamaha Motor Co Ltd (A)

     48,500       1,106  

Yamaichi Electronics Co Ltd

    6,300       81  

Yamazen Corp

    10,200       78  

Yokogawa Electric Corp

    24,500       391  

Yokowo Co Ltd

    2,900       48  

Yossix Holdings Co Ltd

    4,600       75  

ZIGExN Co Ltd

    12,900       37  

Zuken Inc

    5,000       115  
              506,226  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)
                 

Jordan — 0.0%

Hikma Pharmaceuticals PLC

    60,113     $ 1,122  
                 

Malaysia — 0.0%

Genting Plantations Bhd

    31,100       45  

Power Root Bhd

    61,500       29  

Taliworks Corp Bhd

    151,400       30  
              104  
                 

Malta — 0.0%

BGP Holdings *(B)

     198,683       –  
                 

Mexico — 0.0%

Grupo Herdez SAB de CV

    27,929       62  
                 

Netherlands — 6.3%

ABN AMRO Bank NV

    42,905       592  

Adyen NV *

     3,790       5,211  

Aegon NV

    244,753       1,238  

Akzo Nobel NV

    274,433       18,323  

ArcelorMittal SA

    750,883       19,694  

ASM International NV

    17,116       4,304  

ASML Holding NV, Cl G

    9,369       5,119  

EXOR NV *

     33,291       2,427  

HAL Trust

    421       54  

Heineken Holding NV

    58,192       4,475  

Heineken NV

    4,564       428  

IMCD NV

    1,259       179  

ING Groep NV

    2,932,281       35,638  

Koninklijke Ahold Delhaize NV

    1,049,809       30,072  

Koninklijke DSM NV

    4,561       556  

Koninklijke Philips NV

    795,271       11,886  

NN Group NV

    142,668       5,810  

Pharming Group NV *

     52,412       61  

Randstad NV

    627,614       38,153  

RELX PLC

    321,560       8,868  

Shell PLC

    791,779       22,376  

Unibail-Rodamco-Westfield *‡

     10,445       542  

Wolters Kluwer NV

    225,304       23,507  
              239,513  
                 

New Zealand — 0.0%

Mainfreight Ltd

    2,737       117  
                 

Norway — 0.5%

Aker BP ASA

    14,722       454  

Bouvet ASA

    9,949       61  

Equinor ASA

    419,829       14,993  

Kongsberg Gruppen ASA

    13,555       572  

Mowi ASA

    177       3  

Norsk Hydro ASA

    107,904       803  

Sparebanken Vest

    1,610       15  

Stolt-Nielsen Ltd

    1,480       41  

Yara International ASA

    57,751       2,524  
              19,466  

 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

7

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

International Equity Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)
                 

Poland — 0.0%

Enea SA *

     63,733     $ 87  

PGE Polska Grupa Energetyczna SA *

     75,850       119  

Tim SA/Siechnice

    5,020       33  
              239  
                 

Portugal — 0.3%

Altri SGPS SA

    37,111       198  

Jeronimo Martins SGPS SA

    589,544       12,697  
              12,895  
                 

Qatar — 0.0%

Mekdam Holding Group

    22,573       48  

Ooredoo QPSC

    171,417       435  
              483  
                 

Saudi Arabia — 0.7%

Abdullah Al Othaim Markets Co

    4,658       129  

Alamar Foods

    1,628       60  

Arab National Bank

    12,123       103  

Bupa Arabia for Cooperative Insurance Co

    3,283       125  

Dar Al Arkan Real Estate Development Co *

     1,983,104       6,126  

Elm Co

    6,101       542  

Etihad Etisalat Co *

     220,984       2,043  

Kingdom Holding Co

    13,200       27  

Mobile Telecommunications Co Saudi Arabia *

     565,674       1,511  

Najran Cement Co

    49,115       159  

Sahara International Petrochemical Co

    46,809       428  

Saudi Basic Industries Corp

    260,129       6,223  

Saudi Electricity Co

    969,527       5,993  

Saudi Investment Bank/The

    153,302       707  

Saudi Paper Manufacturing Co *

     16,127       100  

Saudi Telecom Co

    73,143       712  

Savola Group/The

    8,485       62  

United Wire Factories Co

    10,536       68  
              25,118  
                 

Singapore — 0.3%

DBS Group Holdings Ltd

    417,600       10,561  

Keppel Corp Ltd

    153,300       830  

Oversea-Chinese Banking Corp Ltd

    41,300       375  
              11,766  
                 

South Africa — 0.1%

DataTec Ltd

    100,188       183  

Investec PLC

    634,672       4,016  
              4,199  
                 

South Korea — 1.6%

BNK Financial Group Inc

    691,155       3,561  

JLS Co Ltd

    3,880       22  

LG Electronics Inc

    361       25  

Samsung Electronics Co Ltd

    824,762       36,201  

Shinhan Financial Group Co Ltd

    353,824       9,850  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

SK Hynix Inc

    165,479     $ 9,873  
              59,532  
                 

Spain — 3.2%

Acciona SA

    1,790       329  

Aena SME SA *

     107,661       13,478  

Amadeus IT Group SA, Cl A *

     826,900       42,846  

Applus Services SA

    6,001       41  

Banco Bilbao Vizcaya Argentaria SA

    674,399       4,055  

CaixaBank SA

    5,122,555       20,075  

Cia de Distribucion Integral Logista Holdings SA

    8,716       219  

Corp ACCIONA Energias Renovables SA

    105,187       4,057  

Iberdrola SA

    742,842       8,665  

Industria de Diseno Textil SA

    1,065,203       28,250  

Laboratorios Farmaceuticos Rovi SA

    11,284       434  

Naturgy Energy Group SA

    7,438       193  

Repsol SA

    45,158       716  
              123,358  
                 

Sweden — 1.8%

Atlas Copco AB, Cl A

    266,781       3,152  

Betsson AB, Cl B

    44,087       359  

Electrolux AB, Cl B (A)

     155,912       2,106  

EQT AB

    212,915       4,508  

Essity AB, Cl B

    628,090       16,475  

Evolution AB

    68,568       6,682  

Fenix Outdoor International AG

    374       30  

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

     644,610       6,944  

International Petroleum Corp *

     81,800       918  

New Wave Group AB, Cl B

    27,957       554  

Nordea Bank Abp

    128,029       1,372  

Securitas AB, Cl B

    2,173,142       18,137  

SkiStar AB

    5,679       60  

Swedbank AB, Cl A

    515,965       8,780  
              70,077  
                 

Switzerland — 7.7%

ABB Ltd

    92,968       2,820  

Alcon Inc

    178,854       12,214  

Burckhardt Compression Holding AG

    197       117  

Cie Financiere Richemont SA, Cl A

    102,085       13,229  

Coca-Cola HBC AG

    116,681       2,769  

Comet Holding AG

    930       197  

Credit Suisse Group AG

    1,004,802       3,002  

dormakaba Holding AG

    3,839       1,404  

Geberit AG

    4,905       2,309  

Georg Fischer AG

    1,517       93  

Implenia AG *

     1,932       79  

Julius Baer Group Ltd

    156,694       9,122  

Kuehne + Nagel International AG

    51,712       12,028  

Lonza Group AG

    17,632       8,635  

Mobilezone Holding AG

    16,721       277  

Nestle SA

    277,638       32,151  

 

 

 

8

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

International Equity Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Novartis AG

    236,339     $ 21,353  

Partners Group Holding AG

    8,005       7,067  

Roche Holding AG

    302,026       94,832  

Sika AG

    24,316       5,827  

Sonova Holding AG

    17,398       4,124  

Straumann Holding AG

    30,978       3,536  

Swatch Group AG/The

    99,704       28,342  

u-blox Holding AG

    871       104  

UBS Group AG

    996,742       18,535  

Zurich Insurance Group AG

    18,189       8,695  
              292,861  
                 

Taiwan — 0.6%

Evergreen Marine Corp Taiwan Ltd

    781,600       4,131  

Hon Hai Precision Industry Co Ltd

    6,231,000       20,196  

Taiwan FU Hsing Industrial Co Ltd

    21,000       28  
              24,355  
                 

Thailand — 0.1%

Banpu PCL NVDR

    10,532,000       4,163  

Lanna Resources PCL NVDR (A)

     155,400       79  

Star Petroleum Refining PCL NVDR (A)

     909,600       281  
              4,523  
                 

United Kingdom — 16.8%

4imprint Group PLC

    103       5  

Admiral Group PLC

    26,083       671  

AG Barr PLC

    22,151       142  

Anglo American PLC

    569,071       22,155  

Aon PLC, Cl A

    25,543       7,666  

Aptiv PLC *

     59,301       5,523  

Ashtead Group PLC

    91,853       5,215  

AstraZeneca PLC

    231,673       31,262  

Aviva PLC

    1,530,127       8,150  

B&M European Value Retail SA

    1,084,580       5,366  

BAE Systems PLC

    869,700       8,955  

Barclays PLC

    13,336,223       25,430  

Berkeley Group Holdings PLC

    87,365       3,965  

BP PLC

    1,438,179       8,216  

BP PLC ADR

    90,464       3,160  

British American Tobacco PLC

    170,017       6,711  

Burberry Group PLC

    23,586       576  

Cairn Homes PLC

    50,448       48  

Centrica PLC

    3,866,133       4,489  

Clarkson PLC

    734       29  

Coca-Cola Europacific Partners PLC

    169,062       9,353  

Compass Group PLC

    994,938       22,949  

Computacenter PLC

    78,102       1,795  

Croda International PLC

    10,092       802  

Devro PLC

    1,895       7  

Diageo PLC

    568,123       24,944  

FDM Group Holdings PLC

    4,079       37  

Ferguson PLC

    79,664       10,005  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Ferrexpo PLC

    524,939     $ 993  

Firstgroup PLC

    265,755       323  

Frasers Group PLC *

     75,852       648  

Glencore PLC

    2,058,898       13,681  

Greggs PLC

    85,192       2,404  

GSK PLC

    1,474,242       25,494  

GSK PLC ADR

    273,696       9,618  

Gulf Keystone Petroleum Ltd

    18,572       45  

Haleon PLC *

     317,170       1,249  

Hays PLC

    953,090       1,326  

Howden Joinery Group PLC

    245,483       1,658  

HSBC Holdings PLC

    2,535,154       15,727  

IG Group Holdings PLC

    322,479       3,033  

Imperial Brands PLC

    188,156       4,687  

Inchcape PLC

    290,147       2,862  

Indivior PLC *

     40,930       912  

International Distributions Services PLC

    97,790       251  

Intertek Group PLC

    244,980       11,888  

Investec PLC

    779,649       4,796  

J Sainsbury PLC

    7,358,763       19,271  

Just Group PLC

    553,597       543  

London Stock Exchange Group PLC

    61,111       5,246  

Man Group PLC/Jersey

    834,115       2,144  

Mitie Group PLC

    134,935       121  

MP Evans Group PLC

    1,232       12  

National Grid PLC

    30,116       361  

NatWest Group PLC

    5,855,746       18,680  

Ninety One PLC

    500,336       1,124  

Numis Corp PLC

    1,540       4  

Pagegroup PLC

    299,458       1,661  

Pearson PLC

    41,774       472  

Playtech Plc *

     7,860       48  

Plus500 Ltd

    130,443       2,831  

Polar Capital Holdings PLC

    163       1  

Prudential PLC

    2,392,494       32,449  

QinetiQ Group PLC

    90,352       388  

Reckitt Benckiser Group PLC

    470,240       32,548  

RELX PLC

    506,570       13,942  

Rio Tinto PLC

    223,237       15,570  

Rio Tinto PLC ADR

    3,335       237  

Rolls-Royce Holdings PLC *

     30,392,964       34,074  

Sage Group PLC/The

    158,909       1,425  

Segro PLC ‡

     93,113       855  

Severn Trent PLC

    19,268       614  

Smith & Nephew PLC

    1,550,450       20,693  

Smiths Group PLC

    19,456       374  

Speedy Hire PLC

    272,398       130  

SSE PLC

    73,855       1,521  

Standard Chartered PLC

    1,910,500       14,304  

STERIS PLC

    27,380       5,057  

TechnipFMC PLC *

     375,169       4,573  

Telecom Plus PLC

    4,583       121  

 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

9

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

International Equity Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Tesco PLC

    5,596,580     $ 15,094  

Thungela Resources Ltd

    3,967       65  

Travis Perkins PLC

    1,453,029       15,545  

Unilever PLC

    872,301       43,882  

United Utilities Group PLC

    18,986       226  

Vodafone Group PLC

    4,943,242       5,009  

WH Smith PLC

    542,813       9,693  

WPP PLC

    77,164       761  
              640,890  
                 

United States — 1.2%

Atlassian Corp Ltd, Cl A *

     89,708       11,544  

EPAM Systems Inc *

     16,831       5,516  

Globant SA *

     29,117       4,896  

Inmode Ltd *

     7,559       270  

Lululemon Athletica Inc *

     12,750       4,085  

Mettler-Toledo International Inc *

     3,252       4,700  

QIAGEN NV *

     139,497       6,957  

ResMed Inc

    17,707       3,685  

STMicroelectronics NV, Cl Y

    9,356       333  

Waste Connections Inc

    28,515       3,780  
              45,766  
                 

Total Common Stock

               

(Cost $3,619,735) ($ Thousands)

             3,681,121  
                 
                 
                 

PREFERRED STOCK — 0.9%

Brazil — 0.3%

Itau Unibanco Holding ADR *(C)

     1,184,198       5,578  

Petroleo Brasileiro SA (C)

     1,334,900       6,194  
              11,772  
                 

Germany — 0.6%

Bayerische Motoren Werke AG (C)

     15,816       1,343  

Jungheinrich AG (C)

     2,571       73  

Sartorius AG (C)

     13,807       5,443  

Schaeffler AG (C)

     228,253       1,550  

Volkswagen AG (C)

     105,076       13,056  
              21,465  
                 

Total Preferred Stock

               

(Cost $38,510) ($ Thousands)

             33,237  
                 
                 
                 

EXCHANGE TRADED FUND — 0.1%

United States — 0.1%

iShares Trust iShares ESG Aware MSCI EAFE ETF *

     48,110       3,163  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

EXCHANGE TRADED FUND (continued)
                 

Total Exchange Traded Fund

               

(Cost $2,946) ($ Thousands)

           $ 3,163  
                 
                 
                 

AFFILIATED PARTNERSHIP — 2.4%

SEI Liquidity Fund, LP

                

4.240% **†(D)

     91,598,396       91,642  
                 
                 

Total Affiliated Partnership

                

(Cost $91,607) ($ Thousands)

     91,642  
                 
                 
                 

CASH EQUIVALENT — 0.4%

SEI Daily Income Trust, Government Fund, Cl F

                

3.810%**†

     15,833,703       15,834  
                 

Total Cash Equivalent

                

(Cost $15,834) ($ Thousands)

             15,834  
                 
                 

Total Investments in Securities — 100.3%

                

(Cost $3,768,632) ($ Thousands)

  $ 3,824,997  
                 
                 

 

 

 

10

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

International Equity Fund (Concluded)

 

 

A list of the open futures contracts held by the Fund at December 31, 2022, is as follows:

 

Type of Contract

  

Number of
Contracts

    

Expiration Date

    

Notional Amount (Thousands)

    

Value (Thousands)

    

Unrealized Appreciation/ (Depreciation) (Thousands)

  

Long Contracts

                                        

Euro STOXX 50

     159       Mar-2023     $ 6,743     $ 6,423     $ (336 )

FTSE 100 Index

     44       Mar-2023       4,094       3,952       (18 )

Hang Seng Index

     4       Jan-2023       507       510       4  

SPI 200 Index

     21       Mar-2023       2,589       2,489       (70 )

TOPIX Index

     40       Mar-2023       5,853       5,734       (244 )
                    $ 19,786     $ 19,108     $ (664 )

 

 

 

Percentages are based on Net Assets of $3,812,534 ($ Thousands).

*

Non-income producing security.

**

The rate reported is the 7-day effective yield as of December 31, 2022.

†

Investment in Affiliated Security.

‡

Real Estate Investment Trust.

(A)

Certain securities or partial positions of certain securities are on loan at December 31, 2022. The total market value of securities on loan at December 31, 2022 was $86,008 ($ Thousands).

(B)

Level 3 security in accordance with fair value hierarchy.

(C)

No interest rate available.

(D)

This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2022 was $91,642 ($ Thousands).

 

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

 

 
 

 

The following is a summary of the transactions with affiliates for the period ended December 31, 2022 ($ Thousands):

 

Security Description

 

Value 9/30/22

    

Purchases at Cost

   

Proceeds from Sales

   

Realized Gain/(Loss)

    

Change in Unrealized Appreciation/​(Depreciation)

   

Value 12/31/22

    

Income

   

Capital Gains

  

SEI Liquidity Fund, LP

   $ 113,836     $ 162,315     $ (184,521 )   $ -     $ 12     $ 91,642     $ 169     $ -  

SEI Daily Income Trust, Government Fund, Cl F

     68,913       136,459       (189,538 )     -       -       15,834       345       -  

Totals

   $ 182,749     $ 298,774     $ (374,059 )   $ -     $ 12     $ 107,476     $ 514     $ -  

 

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

 

See “Glossary” for abbreviations.

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

11

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Emerging Markets Equity Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK — 95.1%

Austria — 0.3%

Erste Group Bank AG *

     122,261     $ 3,901  
                 

Brazil — 4.7%

Ambev SA

    583,700       1,605  

Ambev SA ADR

    328,654       894  

Arcos Dorados Holdings Inc, Cl A

    302,072       2,525  

Arezzo Industria e Comercio SA *

     82,700       1,226  

B3 SA - Brasil Bolsa Balcao

    1,358,922       3,400  

Banco Bradesco SA ADR

    665,129       1,916  

Banco do Brasil SA

    816,013       5,368  

Banco Santander Brasil SA

    854,800       4,564  

BB Seguridade Participacoes SA

    631,608       4,033  

Cia Brasileira de Aluminio

    588,000       1,286  

Cia Energetica de Minas Gerais ADR

    394,546       801  

Cia Siderurgica Nacional SA

    572,900       1,579  

CPFL Energia SA

    616,295       3,875  

Gerdau SA ADR

    161,022       892  

Hapvida Participacoes e Investimentos S/A *

     1,694,600       1,630  

Hypera SA *

     39,698       340  

JBS SA

    166,515       693  

Klabin SA

    726,485       2,748  

MercadoLibre Inc *

     2,627       2,223  

Multiplan Empreendimentos Imobiliarios SA *

     486,700       2,019  

Pagseguro Digital Ltd, Cl A *

     145,046       1,268  

Petro Rio SA *

     358,100       2,524  

Petroleo Brasileiro SA ADR *

     245,204       2,611  

Sendas Distribuidora SA

    1,588,400       5,857  

SLC Agricola SA

    71,097       632  

Suzano SA

    44,183       404  

TIM SA/Brazil *

     962,200       2,260  

TIM SA/Brazil ADR *

     46,719       544  

TOTVS SA *

     68,775       360  

Vale SA

    31,900       537  

Vale SA ADR, Cl B

    257,551       4,371  

Vibra Energia SA

    568,859       1,675  

WEG SA

    93,153       679  
              67,339  
                 

Canada — 0.2%

Ivanhoe Mines Ltd, Cl A *

     131,354       1,038  

Parex Resources Inc

    163,882       2,437  
              3,475  
                 

Chile — 0.4%

Banco de Chile

    6,309,255       652  

Banco Santander Chile ADR

    16,764       266  

Cencosud SA

    357,172       585  

Enel Chile SA

    36,649,931       1,677  

Sociedad Quimica y Minera de Chile SA ADR

    39,836       3,180  
              6,360  
                 

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

China — 20.3%

Agricultural Bank of China Ltd, Cl H

    12,473,000     $ 4,283  

Alibaba Group Holding Ltd *

     3,904,859       43,151  

Aluminum Corp of China Ltd, Cl A

    551,082       354  

Anhui Conch Cement Co Ltd, Cl H (A)

     878,889       3,074  

ANTA Sports Products Ltd

    55,000       721  

Autohome Inc ADR

    92,917       2,843  

Baidu Inc ADR *

     30,950       3,540  

Bank of China Ltd, Cl H

    14,858,801       5,407  

Bank of Communications Co Ltd, Cl H

    4,675,707       2,690  

Bank of Jiangsu Co Ltd, Cl A

    734,392       770  

Bank of Nanjing Co Ltd, Cl A

    472,937       709  

Bank of Ningbo Co Ltd, Cl A

    473,300       2,209  

BeiGene Ltd ADR *

     2,680       589  

Bosideng International Holdings Ltd (A)

     5,522,486       2,625  

BYD Co Ltd, Cl H

    123,256       3,042  

BYD Electronic International Co Ltd (A)

     127,000       408  

China CITIC Bank Corp Ltd, Cl H

    1,145,276       508  

China Construction Bank Corp, Cl H

    12,984,513       8,135  

China Lesso Group Holdings Ltd

    2,955,714       3,086  

China Merchants Bank Co Ltd, Cl H (A)

     167,378       936  

China Merchants Securities Co Ltd, Cl A

    175,276       335  

China National Building Material Co Ltd, Cl H

    866,263       711  

China Pacific Insurance Group Co Ltd, Cl H

    276,937       617  

China Petroleum & Chemical Corp, Cl H

    8,606,981       4,158  

China Shenhua Energy Co Ltd, Cl H

    187,124       541  

China Tourism Group Duty Free Corp Ltd, Cl A

    126,500       3,931  

Chongqing Brewery Co Ltd, Cl A

    100,800       1,847  

Chongqing Zhifei Biological Products Co Ltd, Cl A

    45,700       577  

CMOC Group Ltd, Cl A

    2,499,000       1,636  

Contemporary Amperex Technology Co Ltd, Cl A

    8,084       458  

Daqin Railway Co Ltd, Cl A

    526,000       505  

Daqo New Energy Corp ADR *

     6,689       258  

Dongfeng Motor Group Co Ltd, Cl H

    3,584,000       2,057  

ENN Energy Holdings Ltd

    43,683       613  

G-bits Network Technology Xiamen Co Ltd, Cl A

    59,983       2,700  

GigaDevice Semiconductor Inc, Cl A

    145,632       2,147  

Great Wall Motor Co Ltd, Cl H

    2,015,000       2,623  

Gree Electric Appliances Inc of Zhuhai, Cl A

    117,926       548  

H World Group Ltd ADR *

     9,893       420  

Haier Smart Home Co Ltd, Cl A

    986,261       3,470  

Haier Smart Home Co Ltd, Cl H (A)

     2,228,059       7,593  

Heilongjiang Agriculture Co Ltd, Cl A

    334,924       663  

Henan Shenhuo Coal & Power Co Ltd, Cl A

    247,141       532  

Huayu Automotive Systems Co Ltd, Cl A

    206,779       516  

Industrial & Commercial Bank of China Ltd, Cl H

    19,604,804       10,098  

 

 

 

12

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Emerging Markets Equity Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Inner Mongolia ERDOS Resources Co Ltd, Cl A

    122,800     $ 268  

JD.com Inc ADR *

     62,777       3,524  

Jiangsu Changshu Rural Commercial Bank Co Ltd, Cl A

    2,318,292       2,518  

Jointown Pharmaceutical Group Co Ltd, Cl A

    267,058       501  

KE Holdings Inc ADR *

     37,829       528  

Kingsoft Corp Ltd

    311,000       1,040  

Kweichow Moutai Co Ltd, Cl A

    19,300       4,794  

LB Group Co Ltd, Cl A

    322,700       878  

Li Auto Inc ADR *

     53,043       1,082  

Longfor Group Holdings Ltd (A)

     304,561       948  

LONGi Green Energy Technology Co Ltd, Cl A *

     456,696       2,776  

Lufax Holding Ltd ADR

    792,159       1,537  

Luxi Chemical Group Co Ltd, Cl A

    227,016       405  

Montage Technology Co Ltd, Cl A

    184,597       1,662  

NARI Technology Co Ltd, Cl A

    615,180       2,159  

NetEase Inc ADR

    19,301       1,402  

NIO Inc ADR *

     56,108       547  

PetroChina Co Ltd, Cl H

    2,811,728       1,286  

PICC Property & Casualty Co Ltd, Cl H

    7,735,207       7,344  

Pinduoduo Inc ADR *

     37,661       3,071  

Ping An Insurance Group Co of China Ltd, Cl A

    813,800       5,502  

Ping An Insurance Group Co of China Ltd, Cl H

    2,391,406       15,825  

Poly Developments and Holdings Group Co Ltd, Cl A

    264,338       575  

Shanghai International Port Group Co Ltd, Cl A

    372,757       286  

Shanghai Rural Commercial Bank Co Ltd, Cl A

    349,477       296  

Shanxi Lu'an Environmental Energy Development Co Ltd, Cl A

    130,600       317  

Shenzhen Overseas Chinese Town Co Ltd, Cl A

    414,700       318  

Shenzhen Topband Co Ltd, Cl A

    1,352,500       2,018  

Shenzhou International Group Holdings Ltd

    41,100       462  

Sichuan Kelun Pharmaceutical Co Ltd, Cl A

    665,998       2,550  

Sinotrans Ltd, Cl A

    943,347       521  

TAL Education Group ADR *

     55,136       389  

Tencent Holdings Ltd

    864,782       37,007  

Tencent Music Entertainment Group ADR *

     162,720       1,347  

Tongling Nonferrous Metals Group Co Ltd, Cl A

    1,126,600       506  

TravelSky Technology Ltd, Cl H

    107,298       227  

Trip.com Group Ltd ADR *

     133,077       4,578  

Tsingtao Brewery Co Ltd, Cl A

    41,216       637  

Tsingtao Brewery Co Ltd, Cl H

    255,000       2,519  

Uni-President China Holdings Ltd

    445,726       446  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Vipshop Holdings Ltd ADR *

     629,052     $ 8,580  

Weichai Power Co Ltd, Cl A

    469,273       687  

Weichai Power Co Ltd, Cl H (A)

     984,000       1,321  

Wingtech Technology Co Ltd, Cl A

    278,100       2,104  

Wuchan Zhongda Group Co Ltd, Cl A

    438,000       303  

Wuxi NCE Power Co Ltd, Cl A

    171,200       1,911  

Xianhe Co Ltd, Cl A

    615,475       2,698  

Yifeng Pharmacy Chain Co Ltd, Cl A

    466,317       4,282  

Yum China Holdings Inc

    26,524       1,450  

Zhejiang Expressway Co Ltd, Cl H (A)

     3,948,000       3,040  

Zhejiang HangKe Technology Inc Co, Cl A

    223,932       1,410  

Zhejiang Juhua Co Ltd, Cl A

    565,906       1,263  

Zhejiang Semir Garment Co Ltd, Cl A

    465,246       351  

Zhejiang Supor Co Ltd, Cl A

    106,600       758  

Zhongsheng Group Holdings Ltd (A)

     524,500       2,698  

Zhuzhou CRRC Times Electric Co Ltd, Cl H

    59,388       295  

Zijin Mining Group Co Ltd, Cl H

    1,799,800       2,440  

ZTE Corp, Cl H

    276,780       610  

ZTO Express Cayman Inc ADR *

     37,519       1,008  
              290,439  
                 

Colombia — 0.0%

Bancolombia SA ADR, Cl R

    21,248       606  
                 

Greece — 0.7%

Alpha Services and Holdings SA *

     4,632,430       4,944  

Eurobank Ergasias Services and Holdings SA *

     2,901,404       3,267  

Hellenic Telecommunications Organization SA

    9,331       145  

National Bank of Greece SA *

     149,718       599  

OPAP SA

    50,079       707  
              9,662  
                 

Hong Kong — 9.8%

3SBio Inc

    694,092       738  

BeiGene Ltd *

     118,382       2,035  

Beijing Enterprises Holdings Ltd

    760,173       2,435  

Budweiser Brewing Co APAC Ltd

    1,485,700       4,673  

Chaoda Modern Agriculture Holdings Ltd *

     2,056,181       7  

China Cinda Asset Management Co Ltd, Cl H

    673,414       93  

China Everbright Bank Co Ltd, Cl H

    4,381,900       1,336  

China Feihe Ltd

    2,790,000       2,374  

China High Precision Automation Group Ltd *(B)

     1,385,624       –  

China Hongqiao Group Ltd

    468,664       443  

China International Capital Corp Ltd, Cl H (A)

     1,874,000       3,578  

China Medical System Holdings Ltd

    2,717,000       4,275  

China Meidong Auto Holdings Ltd

    512,000       1,051  

China Mengniu Dairy Co Ltd

    827,000       3,751  

China Merchants Port Holdings Co Ltd

    878,000       1,287  

China Overseas Land & Investment Ltd

    987,000       2,605  

China Resources Beer Holdings Co Ltd

    90,000       629  

 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

13

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Emerging Markets Equity Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

China Resources Land Ltd

    3,789,881     $ 17,359  

China Resources Pharmaceutical Group Ltd

    689,572       558  

China Tower Corp Ltd, Cl H

    6,790,000       731  

Chinasoft International Ltd

    482,601       420  

CITIC Ltd

    460,560       486  

Country Garden Services Holdings Co Ltd

    528,064       1,315  

CSPC Pharmaceutical Group Ltd

    294,911       310  

Galaxy Entertainment Group Ltd *(A)

     742,000       4,905  

Geely Automobile Holdings Ltd (A)

     2,104,721       3,074  

Guangzhou Automobile Group Co Ltd, Cl H

    4,446,000       2,996  

Haidilao International Holding Ltd *

     1,141,000       3,275  

Hengan International Group Co Ltd (A)

     51,323       273  

Hong Kong Exchanges & Clearing Ltd

    73,900       3,193  

JD Health International Inc *(A)

     61,450       562  

JD Logistics Inc *

     164,000       318  

JD.com Inc, Cl A *

     450,645       12,714  

Jiumaojiu International Holdings Ltd (A)

     1,130,000       3,019  

JS Global Lifestyle Co Ltd

    115,373       130  

Kingboard Holdings Ltd

    180,454       574  

Kuaishou Technology, Cl B *

     88,500       806  

Kunlun Energy Co Ltd

    6,932,000       4,947  

Lenovo Group Ltd

    3,432,000       2,819  

Li Ning Co Ltd

    276,288       2,398  

Meituan, Cl B *

     575,552       12,883  

NetEase Inc

    404,430       5,933  

New Oriental Education & Technology Group Inc *

     79,964       292  

Nongfu Spring Co Ltd, Cl H (A)

     95,200       538  

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

    2,346,934       779  

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

     908,000       564  

Powerlong Real Estate Holdings Ltd (A)

     1,839,000       370  

Shandong Weigao Group Medical Polymer Co Ltd, Cl H (A)

     1,720,969       2,827  

Shenzhen International Holdings Ltd

    17,532       17  

Sunny Optical Technology Group Co Ltd

    35,500       422  

Super Hi International Holding Ltd *

     114,100       145  

Topsports International Holdings Ltd

    830,484       659  

Vinda International Holdings Ltd (A)

     499,000       1,470  

WH Group Ltd

    1,206,329       702  

Wuxi Biologics Cayman Inc *

     189,359       1,452  

Xiaomi Corp, Cl B *(A)

     527,958       740  

Xinyi Glass Holdings Ltd

    344,000       641  

Xinyi Solar Holdings Ltd

    4,028,458       4,459  

Yadea Group Holdings Ltd

    3,424,000       5,729  

Yuexiu Property Co Ltd

    662,165       802  

ZhongAn Online P&C Insurance Co Ltd, Cl H *

     240,300       662  
              140,578  
                 

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Hungary — 1.2%

MOL Hungarian Oil & Gas PLC

    688,953     $ 4,778  

OTP Bank Nyrt

    182,918       4,929  

Richter Gedeon Nyrt

    325,878       7,208  
              16,915  
                 

India — 12.4%

Aditya Birla Fashion and Retail Ltd *

     13,732       48  

Ambuja Cements Ltd

    106,881       677  

Apollo Hospitals Enterprise Ltd

    59,979       3,246  

Apollo Tyres Ltd

    684,442       2,683  

Aptus Value Housing Finance India Ltd

    642,472       2,359  

Ashok Leyland Ltd

    857,554       1,486  

Asian Paints Ltd

    10,784       403  

Avenue Supermarts Ltd *

     6,658       327  

Axis Bank Ltd

    90,141       1,017  

Bajaj Finance Ltd

    7,470       594  

Best Agrolife Ltd

    62,129       1,144  

Bharat Electronics Ltd

    2,154,860       2,602  

Bharti Airtel Ltd

    227,070       2,213  

Bosch Ltd

    630       131  

Britannia Industries Ltd

    5,308       276  

Campus Activewear Ltd *

     166,321       831  

Cartrade Tech Ltd *

     88,701       502  

Cholamandalam Investment and Finance Co Ltd

    59,027       516  

Cipla Ltd/India

    53,836       700  

Coal India Ltd

    291,642       793  

Container Corp Of India Ltd

    272,084       2,430  

Coromandel International Ltd

    39,593       425  

DLF Ltd

    179,081       812  

Dr Reddy's Laboratories Ltd ADR

    5,532       286  

EPL Ltd

    798,497       1,647  

Exide Industries Ltd

    95,977       209  

GAIL India Ltd

    609,348       707  

GMM Pfaudler Ltd

    83,218       1,576  

Grasim Industries Ltd

    30,041       626  

HCL Technologies Ltd

    656,080       8,242  

HDFC Bank Ltd

    406,282       7,996  

Hero MotoCorp Ltd

    103,815       3,437  

Hindalco Industries Ltd

    67,089       384  

Hindustan Aeronautics Ltd

    21,194       648  

Hindustan Petroleum Corp Ltd

    216,896       617  

Hindustan Unilever Ltd

    40,827       1,264  

Housing Development Finance Corp Ltd

    387,031       12,339  

ICICI Bank Ltd

    1,049,379       11,300  

ICICI Bank Ltd ADR

    523,343       11,456  

Indraprastha Gas Ltd

    147,567       738  

Indus Towers Ltd

    130,438       300  

IndusInd Bank Ltd

    257,073       3,791  

Infosys Ltd

    299,352       5,457  

Infosys Ltd ADR

    253,046       4,557  

 

 

 

14

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Emerging Markets Equity Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

IRB Infrastructure Developers Ltd

    650,652     $ 2,287  

ITC Ltd

    146,347       587  

JB Chemicals & Pharmaceuticals Ltd

    74,971       1,762  

Jindal Steel & Power Ltd

    91,654       643  

Kotak Mahindra Bank Ltd

    20,497       453  

KPIT Technologies Ltd

    257,808       2,195  

Larsen & Toubro Ltd

    38,474       970  

LTIMindtree Ltd

    32,757       1,729  

Mahindra & Mahindra Financial Services Ltd

    211,277       599  

Mahindra & Mahindra Ltd

    43,694       660  

Marico Ltd

    162,368       1,001  

Maruti Suzuki India Ltd

    25,344       2,572  

Motherson Sumi Wiring India Ltd

    973,775       686  

NTPC Ltd

    471,238       948  

Oil & Natural Gas Corp Ltd

    3,028,535       5,372  

Petronet LNG Ltd

    1,060,898       2,763  

Power Finance Corp Ltd

    369,119       630  

Power Grid Corp of India Ltd

    1,713,743       4,427  

PVR Ltd *

     109,941       2,286  

Rainbow Children's Medicare Ltd

    168,457       1,505  

Redington Ltd

    276,252       604  

Reliance Industries Ltd

    462,781       14,249  

SBI Life Insurance Co Ltd

    46,571       693  

State Bank of India

    811,523       6,020  

Sun Pharmaceutical Industries Ltd

    195,564       2,367  

Tata Consultancy Services Ltd

    117,053       4,608  

Tata Steel Ltd

    397,329       541  

Titan Co Ltd

    12,065       379  

Torrent Pharmaceuticals Ltd

    117,849       2,209  

Torrent Power Ltd

    235,878       1,404  

Tube Investments of India Ltd

    8,788       295  

UltraTech Cement Ltd

    5,869       494  

United Breweries Ltd

    78,906       1,621  

UPL Ltd

    359,680       3,114  

Vedanta Ltd

    156,931       585  

WNS Holdings Ltd ADR *

     7,788       623  
              177,673  
                 

Indonesia — 2.0%

Adaro Energy Indonesia Tbk PT

    1,258,809       312  

Aneka Tambang Tbk

    18,648,300       2,373  

Astra International Tbk PT

    840,752       308  

Bank Central Asia Tbk PT

    5,139,626       2,818  

Bank Mandiri Persero Tbk PT

    1,883,067       1,201  

Bank Negara Indonesia Persero Tbk PT

    5,743,596       3,403  

Bank Rakyat Indonesia Persero Tbk PT

    41,855,709       13,270  

Indofood Sukses Makmur Tbk PT

    191,585       83  

Kalbe Farma Tbk PT

    5,835,717       783  

Merdeka Copper Gold Tbk PT *

     8,475,377       2,239  

Telkom Indonesia Persero Tbk PT

    8,370,089       2,016  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

United Tractors Tbk PT

    171,899     $ 288  
              29,094  
                 

Kuwait — 0.2%

Agility Public Warehousing Co KSC

    679,033       1,599  

National Bank of Kuwait SAKP

    465,022       1,638  
              3,237  
                 

Malaysia — 0.8%

AMMB Holdings Bhd

    867,184       815  

CIMB Group Holdings Bhd

    3,530,302       4,648  

Hong Leong Bank Bhd

    114,935       536  

Kuala Lumpur Kepong Bhd

    194,000       985  

Malayan Banking Bhd

    1,528,800       3,019  

Petronas Chemicals Group Bhd

    161,878       316  

Public Bank Bhd

    681,670       669  

Sime Darby Bhd

    525,803       275  

Sime Darby Plantation Bhd

    354,443       374  
              11,637  
                 

Mexico — 2.1%

Alfa SAB de CV, Cl A

    804,516       513  

America Movil SAB de CV ADR, Cl L

    56,508       1,029  

Arca Continental SAB de CV

    102,481       831  

Fibra Uno Administracion SA de CV ‡

     232,974       275  

Fomento Economico Mexicano SAB de CV

    108,000       844  

Fomento Economico Mexicano SAB de CV ADR

    10,702       836  

Gruma SAB de CV, Cl B

    61,850       826  

Grupo Aeroportuario del Centro Norte SAB de CV, Cl B

    219,000       1,684  

Grupo Aeroportuario del Sureste SAB de CV, Cl B

    34,364       801  

Grupo Financiero Banorte SAB de CV, Cl O

    1,900,449       13,676  

Grupo Mexico SAB de CV, Ser B

    686,153       2,419  

Orbia Advance Corp SAB de CV

    389,456       691  

Sitios Latinoamerica SAB de CV *

     59,924       28  

Wal-Mart de Mexico SAB de CV

    1,387,367       4,904  
              29,357  
                 

Panama — 0.1%

Copa Holdings SA, Cl A *

     19,935       1,658  
                 

Peru — 0.3%

Credicorp Ltd

    28,249       3,832  
                 

Philippines — 0.3%

BDO Unibank Inc

    1,666,031       3,168  

International Container Terminal Services Inc

    111,915       402  
              3,570  
                 

Poland — 0.6%

Dino Polska SA *

     56,258       4,814  

KGHM Polska Miedz SA

    133,800       3,866  

 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

15

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Emerging Markets Equity Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

PGE Polska Grupa Energetyczna SA *

     93,064     $ 146  
              8,826  
                 

Portugal — 0.1%

Jeronimo Martins SGPS SA

    61,355       1,321  
                 

Qatar — 0.4%

Commercial Bank PSQC/The

    202,381       278  

Ooredoo QPSC

    148,479       377  

Qatar Islamic Bank SAQ

    168,044       860  

Qatar National Bank QPSC

    703,081       3,485  
              5,000  
                 

Russia — 0.0%

Alrosa PJSC (B)

     605,728       –  

Gazprom PJSC

    279,264       –  

Gazprom PJSC ADR *

     35,029       –  

LUKOIL PJSC

    109,206       –  

Magnit PJSC GDR *

     83,607       –  

Mobile TeleSystems PJSC

    1,398,028       –  

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 — 2.0%

Al Rajhi Bank *

     93,015       1,860  

Alinma Bank

    55,667       482  

Americana Restaurants International PLC *

     1,727,937       1,402  

Arabian Drilling Co *

     22,400       671  

Bank Al-Jazira

    120,888       612  

Banque Saudi Fransi

    82,065       885  

Bupa Arabia for Cooperative Insurance Co

    7,425       283  

Elm Co

    4,641       412  

Etihad Etisalat Co *

     75,060       694  

Jarir Marketing Co

    32,320       1,290  

Riyad Bank

    37,796       321  

SABIC Agri-Nutrients Co

    75,007       2,928  

Sahara International Petrochemical Co

    32,481       297  

Saudi Arabian Oil Co

    638,702       5,483  

Saudi Basic Industries Corp

    37,615       900  

Saudi British Bank/The

    50,895       524  

Saudi Electricity Co

    125,866       778  

Saudi National Bank/The

    518,118       6,974  

Saudi Tadawul Group Holding Co

    23,280       1,127  

Saudi Telecom Co

    144,312       1,404  
              29,327  
                 

Singapore — 0.3%

Sea Ltd ADR *

     27,427       1,427  

Yangzijiang Shipbuilding Holdings Ltd

    2,250,304       2,282  
              3,709  
                 

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

South Africa — 4.3%

Absa Group Ltd

    369,645     $ 4,212  

African Rainbow Minerals Ltd

    28,717       486  

Anglo American Platinum Ltd

    5,927       496  

Bid Corp Ltd

    198,868       3,855  

Bidvest Group Ltd/The

    247,142       3,114  

Cie Financiere Richemont SA

    122,052       1,601  

Exxaro Resources Ltd

    21,261       272  

FirstRand Ltd

    498,793       1,821  

Foschini Group Ltd/The

    868       5  

Gold Fields Ltd

    155,736       1,612  

Gold Fields Ltd ADR

    351,456       3,638  

Growthpoint Properties Ltd ‡

     678,103       580  

Impala Platinum Holdings Ltd

    87,736       1,099  

Kumba Iron Ore Ltd

    52,274       1,512  

Mr Price Group Ltd

    210,176       1,963  

MTN Group Ltd

    98,423       736  

Naspers Ltd, Cl N

    133,447       22,151  

Nedbank Group Ltd

    364,183       4,550  

Sanlam Ltd

    184,065       527  

Shoprite Holdings Ltd

    180,913       2,403  

Sibanye Stillwater Ltd

    942,038       2,476  

Standard Bank Group Ltd

    48,012       474  

Vodacom Group Ltd

    259,607       1,872  

Woolworths Holdings Ltd/South Africa

    201,764       788  
              62,243  
                 

South Korea — 12.6%

Amorepacific Corp

    3,075       337  

BGF retail Co Ltd

    32,642       5,463  

BH Co Ltd

    30,706       547  

Celltrion Inc

    5,695       727  

Cheil Worldwide Inc

    144,416       2,638  

CJ CheilJedang Corp

    24,306       7,312  

CJ Corp

    16,609       1,109  

Coway Co Ltd

    74,885       3,325  

DB HiTek Co Ltd

    14,187       418  

DB Insurance Co Ltd

    18,338       951  

Doosan Bobcat Inc

    22,194       607  

GS Holdings Corp

    22,601       784  

Hana Financial Group Inc

    523,435       17,430  

Hankook Tire & Technology Co Ltd

    80,996       2,000  

Hanmi Pharm Co Ltd

    3,153       747  

Hanwha Solutions Corp *

     40,283       1,378  

HD Hyundai Co Ltd

    7,449       337  

Hyundai Glovis Co Ltd

    4,512       586  

Hyundai Marine & Fire Insurance Co Ltd

    26,594       620  

Hyundai Mobis Co Ltd

    5,358       850  

Hyundai Motor Co

    5,056       605  

Hyundai Steel Co

    25,123       612  

Industrial Bank of Korea

    77,564       603  

Kakao Corp

    7,294       311  

 

 

 

16

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Emerging Markets Equity Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

KB Financial Group Inc

    10,911     $ 418  

Kia Corp

    211,215       9,938  

Korea Aerospace Industries Ltd

    9,255       374  

Korean Air Lines Co Ltd *

     14,991       273  

KT&G Corp

    13,002       940  

Kumho Petrochemical Co Ltd

    29,074       2,897  

L&F Co Ltd *(A)

     1,969       271  

LG Chem Ltd

    24,780       11,833  

LG Corp

    14,002       867  

LG Electronics Inc

    73,518       5,054  

LG Energy Solution Ltd *

     1,225       422  

LG Uplus Corp

    550,766       4,823  

Lotte Shopping Co Ltd

    219       16  

NAVER Corp

    2,281       324  

NCSoft Corp

    8,317       2,971  

NICE Information Service Co Ltd

    12,867       125  

Orion Corp/Republic of Korea

    75,595       7,696  

Pan Ocean Co Ltd

    90,896       414  

POSCO Holdings Inc

    1,363       298  

Samsung Biologics Co Ltd *

     880       572  

Samsung C&T Corp

    1,634       147  

Samsung Electronics Co Ltd

    1,317,008       57,808  

Samsung SDI Co Ltd

    6,644       3,120  

Samsung SDS Co Ltd

    7,655       746  

Shinhan Financial Group Co Ltd

    24,820       691  

Shinsegae Inc

    1,815       317  

SK Hynix Inc

    189,053       11,280  

SK Telecom Co Ltd

    64,433       2,417  

Soulbrain Co Ltd

    10,146       1,763  

Woori Financial Group Inc

    85,699       783  

Youngone Corp

    18,344       685  
              180,580  
                 

Taiwan — 13.1%

Accton Technology Corp

    132,200       1,004  

ASE Technology Holding Co Ltd

    355,608       1,080  

ASPEED Technology Inc

    39,189       2,139  

Catcher Technology Co Ltd

    153,677       844  

Chailease Holding Co Ltd

    370,780       2,612  

China Development Financial Holding Corp

    738,000       302  

Chroma ATE Inc

    364,000       2,138  

Chunghwa Telecom Co Ltd

    953,426       3,506  

CTBC Financial Holding Co Ltd

    15,698,817       11,265  

Delta Electronics Inc

    787,000       7,295  

E Ink Holdings Inc

    46,000       241  

Far Eastern New Century

    511,000       530  

Feng TAY Enterprise Co Ltd

    88,000       590  

First Financial Holding Co Ltd

    587,000       506  

Formosa Plastics Corp

    194,501       549  

Fubon Financial Holding Co Ltd

    2,126,857       3,890  

Globalwafers Co Ltd

    36,000       499  

Hiwin Technologies Corp

    385,119       2,279  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

Hon Hai Precision Industry Co Ltd

    622,947     $ 2,019  

Keystone Microtech Corp

    158,000       920  

Largan Precision Co Ltd

    13,364       883  

Lite-On Technology Corp

    160,887       333  

Lotus Pharmaceutical Co Ltd *

     263,000       2,099  

Macronix International Co Ltd

    3,998,000       4,378  

Makalot Industrial Co Ltd

    28,000       212  

MediaTek Inc

    81,339       1,645  

Micro-Star International Co Ltd

    1,139,000       4,417  

momo.com Inc

    170,600       3,550  

Nan Ya Plastics Corp

    265,209       612  

Nien Made Enterprise Co Ltd

    183,000       1,749  

Parade Technologies Ltd

    76,000       1,904  

Pegatron Corp

    280,673       579  

Pou Chen Corp

    711,000       790  

President Chain Store Corp

    37,471       331  

Radiant Opto-Electronics Corp

    204,351       696  

Shanghai Commercial & Savings Bank Ltd/The

    219,133       314  

Silergy Corp

    118,160       1,669  

SinoPac Financial Holdings Co Ltd

    1,814,048       987  

Taiwan Semiconductor Manufacturing Co Ltd

    5,344,498       77,620  

Taiwan Semiconductor Manufacturing Co Ltd ADR

    148,030       11,027  

Tong Hsing Electronic Industries Ltd

    350,381       2,166  

Unimicron Technology Corp

    651,000       2,527  

Uni-President Enterprises Corp

    3,219,875       6,969  

United Microelectronics Corp

    3,873,884       5,090  

Winbond Electronics Corp

    264,000       168  

Wiwynn Corp

    215,000       5,561  

Yageo Corp

    214,369       3,124  

Yuanta Financial Holding Co Ltd

    2,081,800       1,467  

Zhen Ding Technology Holding Ltd

    187,712       639  
              187,714  
                 

Thailand — 2.8%

Bangchak Corp PCL NVDR

    38,574       35  

Bangkok Dusit Medical Services PCL NVDR

    899,616       752  

Bumrungrad Hospital PCL NVDR

    85,163       521  

Central Pattana PCL

    1,781,100       3,646  

Central Retail Corp PCL NVDR

    356,800       476  

Charoen Pokphand Foods PCL NVDR

    720,557       515  

Chularat Hospital PCL NVDR (A)

     3,712,403       394  

CP ALL PCL NVDR

    170,200       335  

Home Product Center PCL

    14,707,154       6,575  

Indorama Ventures PCL NVDR

    653,901       768  

Kasikornbank PCL NVDR

    1,569,300       6,672  

Kiatnakin Phatra Bank PCL NVDR

    329,128       700  

Krung Thai Bank PCL NVDR

    1,494,237       763  

Land & Houses PCL NVDR

    2,958,278       846  

PTT Exploration & Production PCL

    974,900       4,965  

 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

17

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Emerging Markets Equity Fund (Continued)

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

COMMON STOCK (continued)

PTT Exploration & Production PCL NVDR

    133,802     $ 681  

PTT PCL NVDR

    7,440,500       7,140  

Siam Global House PCL

    774,849       501  

Supalai PCL NVDR

    660,915       464  

Thai Oil PCL NVDR

    270,519       439  

Thai Union Group PCL, Cl F

    3,493,400       1,704  

Thanachart Capital PCL NVDR

    591,689       726  
              39,618  
                 

Turkey — 0.6%

BIM Birlesik Magazalar AS

    689,563       5,043  

Haci Omer Sabanci Holding AS

    280,158       675  

KOC Holding AS

    167,300       748  

Tofas Turk Otomobil Fabrikasi AS

    45,433       402  

Turk Hava Yollari AO *

     114,305       860  

Turkiye Petrol Rafinerileri AS *

     18,431       522  
              8,250  
                 

United Arab Emirates — 1.4%

Abu Dhabi Islamic Bank PJSC

    256,334       636  

Borouge PLC

    2,500,700       1,723  

Dubai Islamic Bank PJSC

    3,272,509       5,079  

Emaar Properties PJSC

    5,487,511       8,756  

Emirates NBD Bank PJSC

    436,582       1,545  

Emirates Telecommunications Group Co PJSC

    81,939       510  

Fertiglobe plc

    1,261,657       1,453  

First Abu Dhabi Bank PJSC

    79,876       372  
              20,074  
                 

United Kingdom — 0.7%

Anglo American PLC

    190,997       7,441  

Network International Holdings PLC *

     602,217       2,159  
              9,600  
                 

Vietnam — 0.4%

Hoa Phat Group JSC

    538,217       411  

Vincom Retail JSC *

     655,545       731  

Vinhomes JSC

    2,438,600       4,965  
              6,107  
                 

Total Common Stock

               

(Cost $1,290,229) ($ Thousands)

             1,361,702  
                 
                 
                 

PREFERRED STOCK — 2.7%

Brazil — 1.7%

Centrais Eletricas Brasileiras SA (C)

     36,571       299  

Cia Energetica de Minas Gerais (C)

     1,283,340       2,708  

Itau Unibanco Holding SA *(C)

     1,023,729       4,847  

Itau Unibanco Holding SA ADR *(C)

     1,678,894       7,908  

Itausa SA *(C)

     272,488       439  

Petroleo Brasileiro SA ADR, Cl A (C)

     627,171       5,826  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

PREFERRED STOCK (continued)

Petroleo Brasileiro SA (C)

     525,286     $ 2,438  
              24,465  
                 

South Korea — 1.0%

Hyundai Motor Co (C)

     67,157       3,932  

LG Chem Ltd (C)

     11,840       2,612  

LG Electronics Inc (C)

     29,217       975  

Samsung Electronics Co Ltd (C)

     162,739       6,521  
              14,040  
                 

Total Preferred Stock

               

(Cost $45,632) ($ Thousands)

             38,505  
                 
                 
   

Face Amount
(Thousands)

          

DEBENTURE BOND — 0.0%

Brazil — 0.0%

        

Vale SA, Ser 1997

               

0.000% (C)(D)(E)

   BRL 8       1  
                 
                 

Total Debenture Bond

                

(Cost $—) ($ Thousands)

             1  
                 
                 
      Number of
Rights		          

RIGHTS — 0.0%

Thailand — 0.0%

        

Thai Union Group PCL *‡‡

     99,059       –  

Total Rights

                

(Cost $—) ($ Thousands)

             –  
                 
                 
   


Shares

          

AFFILIATED PARTNERSHIP — 1.9%

SEI Liquidity Fund, LP

                

4.240% **†(F)

     27,844,999       27,851  
                 
                 

Total Affiliated Partnership

                

(Cost $27,848) ($ Thousands)

     27,851  
                 
                 
                 

CASH EQUIVALENT — 0.5%

SEI Daily Income Trust, Government Fund, Cl F

                

3.810%**†

     7,131,981       7,132  
                 

Total Cash Equivalent

                

(Cost $7,132) ($ Thousands)

             7,132  
                 
                 

Total Investments in Securities — 100.2%

                

(Cost $1,370,841) ($ Thousands)

  $ 1,435,191  
                 
                 

 

 

 

18

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Emerging Markets Equity Fund (Concluded)

 

 

A list of the open futures contracts held by the Fund at December 31, 2022, is as follows:

 

Type of Contract

  

Number of
Contracts

    

Expiration Date

    

Notional Amount (Thousands)

    

Value (Thousands)

    

Unrealized Appreciation/ (Depreciation) (Thousands)

  

Long Contracts

                                        

MSCI Emerging Markets

     145       Mar-2023     $ 7,058     $ 6,956     $ (102 )
                                         
                                         

 

 

 

Percentages are based on Net Assets of $1,431,692 ($ Thousands).

*

Non-income producing security.

**

The rate reported is the 7-day effective yield as of December 31, 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 December 31, 2022. The total market value of securities on loan at December 31, 2022 was $25,496 ($ 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 December 31, 2022 was $27,851 ($ Thousands).

 

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

 

 
 

The following is a summary of the transactions with affiliates for the period ended December 31, 2022 ($ Thousands):

 

Security Description

 

Value 9/30/22

    

Purchases at Cost

   

Proceeds from Sales

   

Realized Gain/(Loss)

    

Change in Unrealized Appreciation/​(Depreciation)

   

Value 12/31/22

    

Income

   

Capital Gains

  

SEI Liquidity Fund, LP

   $ 8,462     $ 88,954     $ (69,570 )   $ 2     $ 3     $ 27,851     $ 46     $ -  

SEI Daily Income Trust, Government Fund, Cl F

     19,914       51,316       (64,098 )     -       -       7,132       103       -  

Totals

   $ 28,376     $ 140,270     $ (133,668 )   $ 2     $ 3     $ 34,983     $ 149     $ -  

 

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

 

See “Glossary” for abbreviations.

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

19

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

International Fixed Income Fund

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS — 94.8%

Australia — 2.6%

        

Australia & New Zealand Banking Group MTN

               

5.000%, 08/16/2023

  AUD 750     $ 511  

Australia Government Bond

               

4.750%, 04/21/2027

    1,070       757  

4.500%, 04/21/2033

    2,313       1,627  

3.750%, 04/21/2037

    393       252  

3.250%, 04/21/2025

    843       569  

3.000%, 03/21/2047

    1,125       606  

2.750%, 11/21/2027

    3,982       2,587  

2.750%, 05/21/2041

    1,042       563  

2.500%, 05/21/2030

    1,401       864  

2.250%, 05/21/2028

    33       21  

1.750%, 06/21/2051

    1,210       476  

0.500%, 09/21/2026

    2,364       1,432  

Commonwealth Bank of Australia

               

0.125%, 10/15/2029

  EUR 270       230  

Glencore Capital Finance DAC MTN

               

0.750%, 03/01/2029

    450       369  

Glencore Finance Europe MTN

               

1.500%, 10/15/2026

    120       115  

National Australia Bank

               

5.000%, 03/11/2024

  AUD 750       511  

National Australia Bank MTN

               

2.250%, 06/06/2025

  EUR 206       214  

Westpac Banking MTN

               

1.250%, 01/14/2033

    310       267  
              11,971  
                 

Austria — 1.1%

        

JAB Holdings BV

               

1.000%, 12/20/2027

    400       367  

Republic of Austria Government Bond (A)

                

4.150%, 03/15/2037

    561       664  

2.400%, 05/23/2034

    110       109  

2.100%, 09/20/2117

    50       39  

1.850%, 05/23/2049

    545       451  

0.850%, 06/30/2120

    87       38  

0.750%, 10/20/2026

    865       859  

0.023%, 02/20/2031

    730       609  

0.000%, 04/20/2025 (B)

     647       647  

Republic of Austria Government Bond, Ser 97-6

               

6.250%, 07/15/2027

    927       1,135  
              4,918  
                 

Belgium — 1.3%

        

Ageas

               

1.875%, 11/24/2051 (C)

     200       152  

Anheuser-Busch InBev MTN

               

9.750%, 07/30/2024

  GBP 250       323  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Kingdom of Belgium Government Bond

               

4.250%, 03/28/2041 (A)

   EUR 470     $ 558  

3.750%, 06/22/2045

    419       474  

3.000%, 06/22/2034 (A)

     580       604  

1.700%, 06/22/2050 (A)

     250       188  

1.600%, 06/22/2047 (A)

     351       267  

1.400%, 06/22/2053 (A)

     315       213  

1.000%, 06/22/2026 (A)

     370       373  

1.000%, 06/22/2031 (A)

     490       445  

0.350%, 06/22/2032 (A)

     920       760  

0.007%, 10/22/2031 (A)

     266       218  

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

     1,133       1,057  

Kingdom of Belgium Government Bond, Ser 44

               

5.000%, 03/28/2035 (A)

     64       80  
              5,712  
                 

Brazil — 0.0%

        

OEC Finance

               

7.125%, 12/26/2046

  $ 185       4  

4.375%, 10/25/2029

    115       3  
              7  
                 

Canada — 7.2%

        

Bank of Nova Scotia

               

1.950%, 02/01/2023

    850       848  

0.010%, 03/18/2025

  EUR 326       322  

Bell Telephone of Canada or Bell Canada MTN

               

4.700%, 09/11/2023

  CAD 80       59  

3.000%, 03/17/2031

    651       413  

Canada Housing Trust No. 1

               

2.250%, 12/15/2025 (A)

     1,325       933  

Canadian Government Bond

               

5.750%, 06/01/2033

    621       554  

3.500%, 12/01/2045

    218       165  

2.750%, 12/01/2048

    400       267  

2.750%, 12/01/2048

    19       13  

2.500%, 06/01/2024

    1,270       916  

2.250%, 06/01/2029

    3,329       2,313  

1.500%, 06/01/2026

    6,646       4,581  

1.500%, 06/01/2031

    268       172  

1.000%, 06/01/2027

    1,375       918  

0.500%, 12/01/2030

    1,028       612  

Canadian Pacific Railway

               

1.350%, 12/02/2024

  $ 805       750  

Canadian When Issued Government Bond

               

2.750%, 09/01/2027

  CAD 881       632  

2.000%, 12/01/2051

    501       281  

CDP Financial

               

1.125%, 04/06/2027 (A)

   EUR 1,062       1,033  

CPPIB Capital

               

3.250%, 06/15/2027 (A)

   $ 565       536  

 

 

 

20

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

International Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

CPPIB Capital MTN

               

0.250%, 04/06/2027

  EUR 1,765     $ 1,657  

Enbridge Pipelines MTN

               

2.820%, 05/12/2031

  CAD 400       247  

OMERS Finance Trust

               

3.500%, 04/19/2032 (A)

   $ 555       500  

Ontario Teachers' Finance Trust

               

2.000%, 04/16/2031 (A)

     1,914       1,572  

1.850%, 05/03/2032 (A)

   EUR 444       408  

0.500%, 05/06/2025

    1,066       1,063  

Ontario Teachers' Finance Trust MTN

               

0.900%, 05/20/2041

    707       486  

Province of Alberta Canada

               

0.500%, 04/16/2025

    400       401  

Province of British Columbia Canada

               

2.950%, 12/18/2028

  CAD 1,653       1,161  

2.750%, 06/18/2052

    835       463  

Province of Ontario Canada

               

4.700%, 06/02/2037

    1,355       1,047  

4.650%, 06/02/2041

    540       413  

2.800%, 06/02/2048

    2,200       1,245  

2.400%, 06/02/2026

    585       411  

Province of Ontario Canada MTN

               

0.250%, 12/15/2026

  GBP 2,337       2,371  

Province of Quebec Canada

               

6.250%, 06/01/2032

  CAD 720       621  

3.500%, 12/01/2048

    520       336  

Province of Quebec Canada MTN

               

3.700%, 05/20/2026

  AUD 568       376  

Province of Saskatchewan Canada

               

3.250%, 06/08/2027

  $ 295       281  

PSP Capital

               

1.625%, 10/26/2028 (A)

     617       525  

Royal Bank of Canada MTN

               

1.125%, 12/15/2025

  GBP 230       247  

TELUS

               

5.250%, 11/15/2032

  CAD 482       353  

TransCanada PipeLines

               

5.330%, 05/12/2032

    241       177  
              32,679  
                 

Cayman Islands — 0.0%

        

Odebrecht Holdco Finance Ltd

               

0.000%, 09/10/2058 (D)

   $ 311       –  
                 
                 

China — 10.2%

        

Agricultural Development Bank of China

               

3.740%, 07/12/2029

  CNY 8,500       1,277  

China Development Bank

               

4.880%, 02/09/2028

    10,600       1,670  

3.700%, 10/20/2030

    9,430       1,417  

3.660%, 03/01/2031

    4,680       703  

3.650%, 05/21/2029

    18,120       2,708  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

3.480%, 01/08/2029

  CNY 23,680     $ 3,506  

3.400%, 01/08/2028

    7,190       1,060  

3.390%, 07/10/2027

    16,630       2,436  

3.230%, 01/10/2025

    11,360       1,658  

3.120%, 09/13/2031

    9,540       1,379  

China Government Bond

               

3.810%, 09/14/2050

    19,820       3,130  

3.720%, 04/12/2051

    39,170       6,111  

3.530%, 10/18/2051

    1,480       224  

3.020%, 05/27/2031

    15,490       2,253  

2.850%, 06/04/2027

    10,790       1,563  

2.800%, 03/24/2029

    39,910       5,744  

2.750%, 02/17/2032

    16,390       2,326  

2.690%, 08/12/2026

    16,200       2,334  

2.370%, 01/20/2027

    10,830       1,541  

2.180%, 06/25/2024

    17,530       2,516  

Export-Import Bank of China

               

3.180%, 03/11/2032

    4,450       646  

Prosus NV MTN

               

2.031%, 08/03/2032

  EUR 245       184  

1.985%, 07/13/2033 (A)

     320       230  
              46,616  
                 

Colombia — 0.9%

        

Colombian TES

               

10.000%, 07/24/2024

  COP 2,757,800       554  

9.250%, 05/28/2042

    828,200       123  

7.750%, 09/18/2030

    5,638,800       873  

7.500%, 08/26/2026

    1,565,300       276  

7.250%, 10/18/2034

    3,974,900       539  

7.000%, 03/26/2031

    1,906,700       277  

7.000%, 06/30/2032

    3,506,900       491  

6.250%, 07/09/2036

    481,100       57  

6.000%, 04/28/2028

    2,966,000       457  

5.750%, 11/03/2027

    1,919,300       300  
              3,947  
                 

Czech Republic — 0.2%

        

Czech Republic Government Bond

               

2.500%, 08/25/2028

  CZK 14,630       560  

1.200%, 03/13/2031

    8,010       261  
              821  
                 

Denmark — 0.2%

        

Denmark Government Bond

               

4.500%, 11/15/2039

  DKK 2,040       365  

0.000%, 11/15/2031 (B)

     2,049       231  

Kommunekredit MTN

               

0.125%, 09/26/2040

  EUR 275       174  
              770  
                 

Finland — 0.4%

        

Finland Government Bond (A)

                

2.625%, 07/04/2042

    139       138  

 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

21

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

International Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

0.875%, 09/15/2025

  EUR 355     $ 361  

0.125%, 09/15/2031

    610       509  

0.125%, 04/15/2052

    135       67  

Nordea Bank Abp MTN

               

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

   $ 200       194  

Nordea Kiinnitysluottopankki MTN

               

0.250%, 03/18/2026

  EUR 480       466  
              1,735  
                 

France — 5.1%

        

BNP Paribas

               

4.625%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.340% (C)(E)

   $ 240       185  

BNP Paribas MTN

               

3.375%, 01/23/2026

  GBP 490       553  

BNP Paribas Home Loan SFH

               

0.375%, 05/07/2025

  EUR 400       399  

BPCE

               

1.000%, 01/20/2026 (A)

   $ 950       833  

BPCE MTN

               

2.000%, 06/05/2025

  AUD 440       274  

Caisse d'Amortissement de la Dette Sociale MTN

               

1.750%, 11/25/2027

  EUR 1,100       1,097  

Caisse Francaise de Financement Local MTN

               

3.000%, 10/02/2028

    100       105  

0.500%, 01/19/2026

    500       491  

Cie de Financement Foncier

               

0.375%, 12/11/2024

    300       302  

Cie de Financement Foncier MTN

               

5.500%, 01/26/2027

  GBP 387       475  

CNP Assurances MTN

               

2.500%, 06/30/2051 (C)

   EUR 200       173  

Credit Agricole Assurances

               

4.750%, 09/27/2048 (C)

     200       206  

Credit Agricole Home Loan SFH MTN

               

1.250%, 03/24/2031

    300       273  

0.500%, 02/19/2026

    300       293  

0.250%, 02/23/2024

    700       722  

Dexia Credit Local MTN

               

0.625%, 02/03/2024

    200       208  

0.500%, 01/17/2025

    300       303  

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       189  

Electricite de France MTN

               

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

   EUR 200       202  

4.000%, 11/12/2025

    350       376  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Faurecia

               

2.750%, 02/15/2027

  EUR 230     $ 207  

French Republic Government Bond OAT

               

5.750%, 10/25/2032

    271       355  

4.500%, 04/25/2041

    389       484  

4.000%, 04/25/2055 (A)

     139       169  

2.500%, 05/25/2030

    442       461  

1.750%, 06/25/2039 (A)

     256       223  

1.750%, 05/25/2066 (A)

     84       61  

1.500%, 05/25/2050 (A)

     1,786       1,305  

1.250%, 05/25/2036 (A)

     240       201  

1.000%, 05/25/2027

    4,748       4,695  

0.750%, 05/25/2052

    202       116  

0.500%, 06/25/2044 (A)

     1,380       858  

0.000%, 02/25/2027 (B)

     2,107       2,008  

0.000%, 11/25/2029 (B)

     504       444  

SNCF Reseau MTN

               

4.250%, 10/07/2026

    200       221  

2.250%, 12/20/2047

    300       242  

2.000%, 02/05/2048

    300       226  

1.125%, 05/19/2027

    300       293  

1.125%, 05/25/2030

    200       184  

Societe Nationale SNCF

               

1.000%, 05/25/2040

    700       476  

TotalEnergies MTN

               

1.625% (C)(E)

     270       234  

TotalEnergies Capital International MTN

               

2.500%, 03/25/2026

    400       417  

Westfield America Management

               

2.625%, 03/30/2029

  GBP 155       143  

2.125%, 03/30/2025

    210       226  
              23,132  
                 

Germany — 4.1%

        

Bundesobligation

               

0.000%, 10/09/2026 (B)

   EUR 3,135       3,047  

Bundesrepublik Deutschland Bundesanleihe

               

3.250%, 07/04/2042

    840       994  

1.250%, 08/15/2048

    898       745  

0.000%, 05/15/2035 (B)

     547       426  

0.000%, 05/15/2036 (B)

     1,061       804  

Cheplapharm Arzneimittel GmbH

               

3.500%, 02/11/2027 (A)

     191       178  

Deutsche Bank MTN

               

1.000%, 11/19/2025 (C)

     400       398  

Deutsche Telekom MTN

               

1.750%, 12/09/2049

    100       69  

Deutsche Telekom International Finance BV MTN

               

0.625%, 04/03/2023

    5       5  

 

 

 

22

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

International Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

E.ON MTN

               

0.000%, 12/18/2023 (B)

   EUR 550     $ 570  

HeidelbergCement Finance Luxembourg MTN

               

1.625%, 04/07/2026

    400       401  

HOCHTIEF MTN

               

1.750%, 07/03/2025

    400       404  

Kreditanstalt fuer Wiederaufbau

               

2.600%, 06/20/2037

  JPY 241,000       2,215  

0.500%, 09/15/2027

  EUR 510       485  

0.125%, 06/07/2023

    1,020       1,078  

Kreditanstalt fuer Wiederaufbau MTN

               

0.875%, 09/15/2026

  GBP 2,600       2,763  

Landwirtschaftliche Rentenbank MTN

               

0.625%, 05/18/2027

  EUR 225       217  

0.000%, 12/13/2028 (B)

     1,085       970  

Mercedes-Benz Finance North America

               

5.375%, 11/26/2025 (A)

   $ 290       292  

Siemens Financieringsmaatschappij

               

1.200%, 03/11/2026 (A)

     775       691  

Volkswagen Bank GmbH MTN

               

1.875%, 01/31/2024

  EUR 400       418  

1.250%, 12/15/2025

    416       409  

Volkswagen International Finance

               

3.875% (C)(E)

     300       265  

Volkswagen Leasing GmbH MTN

               

1.125%, 04/04/2024

    520       536  

ZF Europe Finance BV

               

2.000%, 02/23/2026

    200       183  
              18,563  
                 

Hungary — 0.2%

        

Hungary Government Bond

               

4.750%, 11/24/2032

  HUF 65,060       125  

4.500%, 03/23/2028

    101,260       209  

1.500%, 08/23/2023

    183,970       454  
              788  
                 

Indonesia — 1.3%

        

Indonesia Treasury Bond

               

8.750%, 05/15/2031

  IDR 7,551,000       540  

8.375%, 03/15/2034

    31,922,000       2,244  

7.500%, 06/15/2035

    2,199,000       146  

7.375%, 05/15/2048

    13,040,000       844  

7.000%, 09/15/2030

    11,991,000       778  

6.500%, 06/15/2025

    2,225,000       144  

6.500%, 02/15/2031

    17,235,000       1,074  

5.500%, 04/15/2026

    5,153,000       324  
              6,094  
                 

Ireland — 0.6%

        

AerCap Ireland Capital DAC

               

1.150%, 10/29/2023

  $ 1,000       962  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

AIB Group

               

7.583%, U.S. SOFR + 3.456%, 10/14/2026 (A)(C)

   $ 250     $ 255  

CRH Funding MTN

               

1.875%, 01/09/2024

  EUR 310       326  

Ireland Government Bond

               

1.500%, 05/15/2050

    250       185  

1.100%, 05/15/2029

    670       641  

1.000%, 05/15/2026

    285       288  

0.113%, 10/18/2031

    304       250  
              2,907  
                 

Israel — 0.1%

        

Israel Government Bond - Fixed

               

5.500%, 01/31/2042

  ILS 675       244  

2.000%, 03/31/2027

    925       245  

1.000%, 03/31/2030

    593       141  
              630  
                 

Italy — 5.1%

        

doValue

               

5.000%, 08/04/2025

  EUR 230       235  

Eni

               

3.375% (C)(E)

     135       119  

Eni MTN

               

0.375%, 06/14/2028

    130       115  

Intesa Sanpaolo MTN

               

0.750%, 12/04/2024

    350       354  

Italy Buoni Poliennali Del Tesoro

               

5.000%, 09/01/2040 (A)

     1,065       1,168  

4.000%, 04/30/2035 (A)

     2,330       2,312  

3.500%, 03/01/2030 (A)

     527       539  

3.100%, 03/01/2040 (A)

     472       406  

3.000%, 08/01/2029

    853       852  

2.800%, 12/01/2028

    123       123  

2.800%, 03/01/2067 (A)

     292       210  

2.700%, 03/01/2047 (A)

     55       43  

2.500%, 12/01/2032

    355       317  

2.450%, 09/01/2033 (A)

     552       480  

2.150%, 03/01/2072 (A)

     76       45  

2.000%, 02/01/2028

    1,046       1,020  

1.800%, 03/01/2041 (A)

     247       171  

1.750%, 05/30/2024

    1,930       2,017  

1.700%, 09/01/2051 (A)

     507       301  

1.500%, 04/30/2045 (A)

     1,034       624  

1.450%, 03/01/2036 (A)

     529       388  

1.100%, 04/01/2027

    82       78  

0.950%, 12/01/2031 (A)

     2,340       1,863  

0.950%, 06/01/2032

    1,166       913  

0.500%, 07/15/2028

    2,352       2,075  

0.019%, 04/01/2026

    3,907       3,705  

0.000%, 04/15/2024 (B)

     1,429       1,466  

 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

23

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

International Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Rimini Bidco

               

7.296%, Euribor 3 Month + 5.250%, 12/14/2026 (A)(C)

   EUR 200     $ 189  

Societa Cattolica Di Assicurazione SPA

               

4.250%, 12/14/2047 (C)

     200       205  

UniCredit MTN

               

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

     220       232  

1.250%, 06/16/2026 (C)

     460       453  
              23,018  
                 

Japan — 18.1%

        

Development Bank of Japan

               

2.300%, 03/19/2026

  JPY 180,000       1,445  

Development Bank of Japan MTN

               

0.875%, 10/10/2025

  EUR 1,145       1,140  

Japan Finance Organization for Municipalities MTN

               

0.050%, 02/12/2027

    720       670  

Japan Government Forty Year Bond

               

0.400%, 03/20/2056

  JPY 444,450       2,320  

Japan Government Ten Year Bond

               

0.600%, 09/20/2023

    644,100       4,903  

0.500%, 09/20/2024

    945,600       7,223  

0.400%, 06/20/2025

    487,900       3,729  

0.100%, 12/20/2026

    731,450       5,531  

0.100%, 09/20/2027

    642,900       4,842  

Japan Government Thirty Year Bond

               

2.300%, 03/20/2040

    214,950       1,908  

1.400%, 09/20/2052

    98,900       716  

1.000%, 03/20/2052

    28,350       186  

0.800%, 09/20/2047

    520,550       3,406  

0.400%, 12/20/2049

    343,300       1,977  

0.300%, 06/20/2046

    74,600       440  

0.300%, 06/20/2046

    51,800       305  

Japan Government Thirty Year Bond, Ser 29

               

2.400%, 09/20/2038

    133,650       1,203  

Japan Government Thirty Year Bond, Ser 30

               

2.300%, 03/20/2039

    448,100       3,981  

Japan Government Thirty Year Bond, Ser 33

               

2.000%, 09/20/2040

    416,300       3,544  

Japan Government Thirty Year Bond, Ser 36

               

2.000%, 03/20/2042

    427,900       3,645  

Japan Government Thirty Year Bond, Ser 37

               

1.900%, 09/20/2042

    36,550       306  

Japan Government Thirty Year Bond, Ser 38

               

1.800%, 03/20/2043

    158,250       1,306  

Japan Government Twenty Year Bond

               

1.800%, 09/20/2031

    316,950       2,664  

1.700%, 06/20/2033

    810,150       6,821  

1.400%, 09/20/2034

    503,250       4,092  

1.000%, 12/20/2035

    34,400       265  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

0.900%, 06/20/2042

  JPY 97,550     $ 692  

0.700%, 03/20/2037

    38,450       281  

0.600%, 09/20/2037

    81,600       584  

0.500%, 09/20/2036

    557,400       3,992  

0.200%, 06/20/2036

    206,200       1,423  

Japan Government Twenty Year Bond, Ser 144

               

1.500%, 03/20/2033

    21,450       178  

Japan Treasury Discount Bill

               

0.000%, 01/06/2023 (D)

     355,700       2,696  

0.000%, 01/30/2023 (D)

     197,150       1,494  

0.000%, 03/10/2023 (D)

     267,700       2,030  

Nissan Motor

               

2.652%, 03/17/2026

  EUR 165       163  

NTT Finance

               

1.162%, 04/03/2026 (A)

   $ 345       305  
              82,406  
                 

Luxembourg — 0.1%

        

Altice Financing

               

2.250%, 01/15/2025

  EUR 215       210  

Vivion Investments Sarl

               

3.000%, 08/08/2024

    200       165  
              375  
                 

Malaysia — 1.2%

        

Malaysia Government Bond

               

4.392%, 04/15/2026

  MYR 2,816       652  

4.232%, 06/30/2031

    2,626       604  

4.065%, 06/15/2050

    908       188  

3.955%, 09/15/2025

    2,751       628  

3.885%, 08/15/2029

    2,790       629  

3.828%, 07/05/2034

    3,332       732  

3.757%, 05/22/2040

    1,747       366  

3.733%, 06/15/2028

    2,316       519  

3.502%, 05/31/2027

    4,824       1,079  

2.632%, 04/15/2031

    1,040       213  
              5,610  
                 

Mexico — 2.5%

        

Mexican Bonos

               

8.000%, 11/07/2047

  MXN 24,285       1,111  

7.750%, 11/23/2034

    22,761       1,055  

7.750%, 11/13/2042

    44,492       1,992  

7.500%, 06/03/2027

    4,666       226  

5.750%, 03/05/2026

    15,641       726  

5.500%, 03/04/2027

    11,009       493  

Mexican Bonos, Ser M20

               

10.000%, 12/05/2024

    11,942       614  

8.500%, 05/31/2029

    10,038       501  

7.750%, 05/29/2031

    43,706       2,075  

Mexican Bonos, Ser M30

               

10.000%, 11/20/2036

    41,137       2,259  

8.500%, 11/18/2038

    3,530       171  

 

 

 

24

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

International Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Mexico Government International Bond

               

2.875%, 04/08/2039

  EUR 280     $ 216  
              11,439  
                 

Netherlands — 2.4%

        

ASR Nederland

               

3.375%, 05/02/2049 (C)

     255       232  

BNG Bank MTN

               

0.250%, 02/22/2023

    1,260       1,341  

0.000%, 01/20/2031 (B)

     900       747  

Cooperatieve Rabobank UA

               

4.375% (C)(E)

     200       190  

Cooperatieve Rabobank UA MTN

               

5.250%, 09/14/2027

  GBP 195       226  

4.625%, 05/23/2029

    290       318  

1.250%, 05/31/2032

  EUR 300       268  

Heineken MTN

               

1.000%, 05/04/2026

    335       330  

ING Groep

               

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

   $ 505       486  

ING Groep MTN

               

2.125%, 05/26/2031 (C)

   EUR 300       290  

Nederlandse Waterschapsbank MTN

               

1.250%, 05/27/2036

    281       235  

0.625%, 01/18/2027

    225       218  

0.000%, 11/16/2026 (B)

     1,067       1,012  

Netherlands Government Bond (A)

                

4.000%, 01/15/2037

    236       283  

2.500%, 01/15/2033

    874       904  

0.750%, 07/15/2027

    511       502  

0.500%, 07/15/2026

    390       386  

0.240%, 01/15/2038

    1,479       1,034  

0.118%, 01/15/2052

    421       218  

0.000%, 01/15/2027 (B)

     685       657  

0.000%, 07/15/2031 (B)

     1,014       856  

VZ Secured Financing BV

               

3.500%, 01/15/2032

    234       195  
              10,928  
                 

New Zealand — 1.5%

        

New Zealand Government Bond

               

3.500%, 04/14/2033

  NZD 1,948       1,133  

3.000%, 04/20/2029

    345       200  

2.750%, 04/15/2025

    4,260       2,569  

2.750%, 04/15/2037

    80       41  

2.750%, 05/15/2051

    1,214       550  

2.000%, 05/15/2032

    2,248       1,156  

1.750%, 05/15/2041

    77       31  

1.500%, 05/15/2031

    1,712       862  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

New Zealand Local Government Funding Agency Bond

               

4.500%, 04/15/2027

  NZD 803     $ 493  
              7,035  
                 

Norway — 1.4%

        

DNB Boligkreditt MTN

               

0.375%, 11/20/2024

  EUR 795       803  

Equinor MTN

               

6.875%, 03/11/2031

  GBP 185       252  

Norway Government Bond (A)

                

2.000%, 04/26/2028

  NOK 2,972       286  

1.750%, 03/13/2025

    268       26  

1.750%, 02/17/2027

    10,007       965  

1.750%, 09/06/2029

    6,471       603  

1.500%, 02/19/2026

    14,341       1,388  

1.375%, 08/19/2030

    9,406       839  

1.250%, 09/17/2031

    14,924       1,295  
              6,457  
                 

Peru — 0.0%

        

Volcan Cia Minera SAA

               

4.375%, 02/11/2026 (A)

   $ 10       9  
                 
                 

Poland — 0.8%

        

Republic of Poland Government Bond

               

3.750%, 05/25/2027

  PLN 3,382       678  

2.750%, 04/25/2028

    2,890       540  

2.750%, 10/25/2029

    3,091       546  

2.500%, 07/25/2026

    1,354       266  

1.750%, 04/25/2032

    3,543       530  

1.250%, 10/25/2030

    3,666       561  

0.250%, 10/25/2026

    2,272       404  
              3,525  
                 

Portugal — 0.4%

        

Portugal Obrigacoes do Tesouro OT (A)

                

4.100%, 04/15/2037

  EUR 452       498  

1.950%, 06/15/2029

    492       490  

0.700%, 10/15/2027

    735       708  
              1,696  
                 

Romania — 0.2%

        

Romania Government Bond

               

6.700%, 02/25/2032

  RON 625       122  

4.250%, 06/28/2023

    2,655       565  

3.650%, 07/28/2025

    1,540       305  
              992  
                 

Singapore — 3.2%

        

Singapore Government Bond

               

3.500%, 03/01/2027

  SGD 2,801       2,143  

3.375%, 09/01/2033

    528       403  

3.000%, 09/01/2024

    6,631       4,935  

2.875%, 09/01/2030

    347       255  

 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

25

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

International Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

2.750%, 04/01/2042

  SGD 301     $ 229  

2.750%, 03/01/2046

    200       155  

2.625%, 08/01/2032

    214       153  

2.375%, 06/01/2025

    4,769       3,508  

2.250%, 08/01/2036

    1,467       994  

2.125%, 06/01/2026

    1,790       1,303  

Temasek Financial I MTN

               

2.375%, 01/23/2023 (A)

   $ 495       494  
              14,572  
                 

Slovenia — 0.1%

        

Slovenia Government Bond

               

1.250%, 03/22/2027

  EUR 556       549  
                 
                 

South Africa — 0.2%

        

Anglo American Capital MTN

               

1.625%, 09/18/2025

    415       418  

1.625%, 03/11/2026

    230       228  

Bidvest Group UK PLC

               

3.625%, 09/23/2026 (A)

   $ 230       206  
              852  
                 

South Korea — 1.3%

        

Export-Import Bank of Korea

               

0.829%, 04/27/2025

  EUR 399       400  

Korea Housing Finance

               

0.010%, 06/29/2026 (A)

     150       141  

Korea Treasury Bond

               

3.375%, 06/10/2032

  KRW 872,000       666  

2.625%, 09/10/2035

    700,180       489  

2.000%, 06/10/2031

    2,084,740       1,435  

1.875%, 06/10/2029

    496,110       350  

1.500%, 12/10/2026

    738,360       535  

1.500%, 12/10/2030

    1,797,120       1,198  

1.250%, 03/10/2026

    101,780       75  

1.125%, 09/10/2025

    1,184,330       874  
              6,163  
                 

Spain — 3.6%

        

Banco Bilbao Vizcaya Argentaria

               

2.250%, 06/12/2024

  EUR 200       210  

Banco de Sabadell

               

0.625%, 11/07/2025 (C)

     400       397  

Banco Santander

               

5.294%, 08/18/2027

  $ 200       195  

CaixaBank

               

3.500%, GUKG1 + 2.100%, 04/06/2028 (C)

   GBP 300       320  

1.250%, 01/11/2027

  EUR 500       489  

CaixaBank MTN

               

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

   GBP 300       315  

Grifols Escrow Issuer SA

               

3.875%, 10/15/2028 (A)

   EUR 100       89  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Iberdrola International BV

               

1.874% (C)(E)

   EUR 400     $ 380  

Spain Government Bond

               

6.000%, 01/31/2029

    80       99  

4.700%, 07/30/2041 (A)

     699       832  

3.450%, 07/30/2066 (A)

     272       259  

2.550%, 10/31/2032 (A)

     1,052       1,028  

2.350%, 07/30/2033 (A)

     658       626  

1.950%, 07/30/2030 (A)

     188       182  

1.900%, 10/31/2052 (A)

     580       396  

1.850%, 07/30/2035 (A)

     862       749  

1.500%, 04/30/2027 (A)

     393       394  

1.400%, 04/30/2028 (A)

     978       955  

1.000%, 07/30/2042 (A)

     1,170       762  

0.850%, 07/30/2037 (A)

     497       353  

0.600%, 10/31/2029 (A)

     174       156  

0.500%, 04/30/2030 (A)

     353       309  

0.500%, 10/31/2031 (A)

     431       358  

0.054%, 01/31/2028

    2,312       2,107  

0.000%, 05/31/2024 (B)

     1,971       2,021  

0.000%, 05/31/2025 (B)

     1,411       1,402  

0.000%, 01/31/2026 (B)

     770       749  

Telefonica Europe BV

               

4.375%, EUR Swap Annual 6 Yr + 4.107% (C)(E)

     200       203  
              16,335  
                 

Supra-National — 1.8%

        

Asian Development Bank MTN

               

2.350%, 06/21/2027

  JPY 410,000       3,356  

European Financial Stability Facility MTN

               

0.500%, 07/11/2025

  EUR 1,420       1,426  

European Investment Bank

               

1.900%, 01/26/2026

  JPY 50,000       397  

European Investment Bank MTN

               

1.250%, 05/12/2025

  SEK 13,180       1,203  

0.250%, 10/14/2024

  EUR 156       159  

European Stability Mechanism MTN

               

1.000%, 09/23/2025

    570       578  

International Bank for Reconstruction & Development MTN (B)

                

0.000%, 01/15/2027

    268       253  

0.000%, 02/21/2030

    33       28  

International Finance MTN

               

2.375%, 07/19/2023

  CAD 1,000       729  
              8,129  
                 

Sweden — 1.0%

        

Balder Finland MTN

               

1.375%, 05/24/2030

  EUR 380       256  

Heimstaden Bostad Treasury BV MTN

               

1.375%, 03/03/2027

    380       325  

0.250%, 10/13/2024

    135       127  

 

 

 

26

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

International Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Kommunivest I Sverige AB MTN

               

1.000%, 10/02/2024

  SEK 5,830     $ 535  

Samhallsbyggnadsbolaget i Norden MTN

               

1.125%, 09/04/2026

  EUR 140       110  

SBB Treasury MTN

               

1.125%, 11/26/2029

    160       108  

Skandinaviska Enskilda Banken MTN

               

0.250%, 06/20/2024

    460       470  

Stadshypotek

               

0.500%, 07/11/2025

    1,470       1,463  

Svenska Handelsbanken

               

4.750%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.048% (C)(E)

   $ 200       163  

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       193  

Sweden Government Bond

               

0.125%, 05/12/2031 (A)

   SEK 5,545       442  
              4,383  
                 

Switzerland — 0.5%

        

Credit Suisse Group MTN

               

3.250%, 04/02/2026 (C)

   EUR 550       527  

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

     134       128  

Government of Switzerland

               

1.500%, 04/30/2042

  CHF 408       433  

1.250%, 06/11/2024

    739       799  

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       184  
              2,071  
                 

Thailand — 0.4%

        

Thailand Government Bond

               

4.875%, 06/22/2029

  THB 16,455       552  

4.675%, 06/29/2044

    14,039       483  

3.300%, 06/17/2038

    3,522       103  

2.125%, 12/17/2026

    7,336       215  

2.000%, 12/17/2031

    12,933       359  

1.875%, 06/17/2049

    3,746       74  
              1,786  
                 

United Kingdom — 5.6%

        

Allwyn Entertainment Financing UK

               

5.887%, Euribor 3 Month + 4.125%, 02/15/2028 (A)(C)

   EUR 100       103  

Annington Funding MTN

               

3.184%, 07/12/2029

  GBP 355       354  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Aptiv

               

1.500%, 03/10/2025

  EUR 440     $ 445  

Aviva

               

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

   GBP 220       264  

Barclays

               

8.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.431% (C)(E)

   $ 270       253  

Barclays MTN

               

4.000%, 06/26/2029

  AUD 500       283  

BAT International Finance MTN

               

2.250%, 09/09/2052

  GBP 100       50  

1.250%, 03/13/2027

  EUR 333       315  

BAT Netherlands Finance BV MTN

               

3.125%, 04/07/2028

    160       157  

BG Energy Capital MTN

               

5.125%, 12/01/2025

  GBP 215       260  

2.250%, 11/21/2029

  EUR 400       387  

BP Capital Markets (E)

                

3.625% (C)

     281       257  

3.250% (C)

     612       600  

BP Capital Markets MTN

               

0.831%, 11/08/2027

    130       121  

Cadent Finance MTN

               

2.750%, 09/22/2046

  GBP 100       74  

2.625%, 09/22/2038

    100       81  

Castle UK Finco

               

7.428%, Euribor 3 Month + 5.250%, 05/15/2028 (A)(C)

   EUR 100       79  

CCEP Finance Ireland DAC

               

0.500%, 09/06/2029

    335       289  

Centrica MTN

               

4.375%, 03/13/2029

  GBP 179       198  

CK Hutchison Europe Finance 21

               

0.750%, 11/02/2029

  EUR 375       312  

CK Hutchison Finance 16 II

               

0.875%, 10/03/2024

    212       214  

CK Hutchison Group Telecom Finance

               

2.625%, 10/17/2034

  GBP 260       211  

1.500%, 10/17/2031

  EUR 330       269  

CNH Industrial Finance Europe MTN

               

2.875%, 05/17/2023

    220       235  

1.750%, 09/12/2025

    130       131  

CPUK Finance MTN

               

3.690%, 08/28/2028

  GBP 100       104  

3.588%, 08/28/2025

    215       240  

DS Smith MTN

               

1.375%, 07/26/2024

  EUR 430       443  

Gatwick Funding MTN

               

5.250%, 01/23/2024

  GBP 100       120  

 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

27

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

International Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Heathrow Funding MTN

               

2.750%, 08/09/2049

  GBP 315     $ 222  

HSBC Holdings

               

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

   EUR 200       211  

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

   GBP 167       175  

HSBC Holdings MTN

               

6.000%, 03/29/2040

    70       77  

Jaguar Land Rover Automotive

               

4.500%, 10/01/2027 (A)

   $ 200       152  

Lloyds Banking Group

               

7.953%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 3.750%, 11/15/2033 (C)

     245       259  

4.716%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.750%, 08/11/2026 (C)

     335       328  

National Grid Electricity Distribution West Midlands MTN

               

3.875%, 10/17/2024

  GBP 230       269  

Natwest Group

               

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

     410       453  

Pinewood Finance

               

3.625%, 11/15/2027 (A)

     170       179  

Santander UK MTN

               

1.250%, 09/18/2024

  EUR 500       514  

Santander UK Group Holdings PLC MTN

               

3.625%, 01/14/2026

  GBP 100       112  

Sky PLC MTN

               

2.250%, 11/17/2025

  EUR 275       282  

Standard Chartered

               

5.925%, ICE LIBOR USD 3 Month + 1.510% (A)(C)(E)

   $ 500       384  

Thames Water Utilities Finance MTN

               

4.625%, 06/04/2046

  GBP 155       154  

United Kingdom Gilt

               

4.500%, 12/07/2042

    356       455  

4.250%, 12/07/2040

    115       141  

4.250%, 12/07/2046

    476       590  

4.250%, 12/07/2049

    375       468  

3.500%, 01/22/2045

    1,189       1,314  

3.250%, 01/22/2044

    426       454  

2.500%, 07/22/2065

    993       893  

1.250%, 10/22/2041

    163       124  

1.250%, 07/31/2051

    4,381       2,846  

1.125%, 01/31/2039

    1,215       962  

0.875%, 10/22/2029

    1,668       1,678  

0.625%, 10/22/2050

    904       484  

0.500%, 10/22/2061

    1,407       602  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

0.375%, 10/22/2026

  GBP 2,901     $ 3,087  

Virgin Media Finance

               

5.000%, 07/15/2030 (A)

   $ 235       189  

Vodafone Group MTN

               

4.200%, 12/13/2027

  AUD 780       495  
              25,402  
                 

United States — 7.9%

        

AbbVie

               

2.625%, 11/15/2028

  EUR 610       618  

Aircastle

               

4.250%, 06/15/2026

  $ 4       4  

4.125%, 05/01/2024

    22       21  

Ally Financial

               

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

     116       73  

Altria Group

               

3.125%, 06/15/2031

  EUR 310       274  

2.200%, 06/15/2027

    330       316  

American Honda Finance

               

1.950%, 10/18/2024

    159       165  

American Medical Systems Europe BV

               

1.375%, 03/08/2028

    250       236  

American Tower

               

1.300%, 09/15/2025

  $ 535       483  

0.875%, 05/21/2029

  EUR 420       357  

AT&T

               

4.375%, 09/14/2029

  GBP 100       113  

2.875% (C)(E)

   EUR 200       191  

1.650%, 02/01/2028

  $ 870       735  

Bank of America MTN

               

7.000%, 07/31/2028

  GBP 200       258  

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

   $ 700       669  

2.375%, 06/19/2024

  EUR 835       880  

Becton Dickinson Euro Finance Sarl

               

1.336%, 08/13/2041

    300       198  

1.213%, 02/12/2036

    129       97  

0.334%, 08/13/2028

    280       246  

Berkshire Hathaway

               

0.500%, 01/15/2041

    170       99  

Berkshire Hathaway Finance

               

2.625%, 06/19/2059

  GBP 144       109  

Booking Holdings

               

4.500%, 11/15/2031

  EUR 123       133  

2.375%, 09/23/2024

    355       372  

0.500%, 03/08/2028

    110       99  

Boston Scientific

               

0.625%, 12/01/2027

    410       376  

Capital One Financial

               

1.650%, 06/12/2029

    570       484  

CCO Holdings

               

4.500%, 06/01/2033 (A)

   $ 127       97  

 

 

 

28

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

International Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Charles Schwab

               

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

   $ 273     $ 267  

Chubb INA Holdings

               

1.550%, 03/15/2028

  EUR 325       306  

0.875%, 06/15/2027

    115       107  

0.300%, 12/15/2024

    190       189  

Citigroup

               

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

   $ 71       62  

Citigroup MTN

               

0.500%, 10/08/2027 (C)

   EUR 505       469  

Comcast

               

0.250%, 05/20/2027

    190       175  

0.000%, 09/14/2026 (B)

     550       512  

Consolidated Edison

               

0.650%, 12/01/2023

  $ 1,065       1,022  

Corebridge Financial

               

3.500%, 04/04/2025 (A)

     330       316  

Delta Airlines

               

4.500%, 10/20/2025 (A)

     235       229  

DH Europe Finance II

               

1.800%, 09/18/2049

  EUR 105       73  

Digital Dutch Finco BV

               

0.625%, 07/15/2025

    136       130  

Digital Intrepid Holding BV

               

0.625%, 07/15/2031

    410       299  

Directv Financing

               

5.875%, 08/15/2027 (A)

   $ 215       192  

Discovery Communications

               

3.900%, 11/15/2024

    665       644  

Eli Lilly

               

1.375%, 09/14/2061

  EUR 195       107  

Emerson Electric

               

0.375%, 05/22/2024

    350       360  

Encore Capital Group

               

4.875%, 10/15/2025

    205       205  

Exxon Mobil

               

0.835%, 06/26/2032

    600       480  

Fidelity National Information Services

               

2.250%, 12/03/2029

  GBP 370       362  

GE Capital UK Funding Unlimited MTN

               

5.875%, 01/18/2033

    160       195  

GE HealthCare Technologies

               

5.550%, 11/15/2024 (A)

   $ 435       437  

General Motors Financial MTN

               

1.694%, 03/26/2025

  EUR 277       280  

Gilead Sciences

               

0.750%, 09/29/2023

  $ 545       528  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Goldman Sachs Group MTN

               

2.125%, 09/30/2024

  EUR 885     $ 924  

0.250%, 01/26/2028

    292       255  

GSK Consumer Healthcare Capital US

               

3.024%, 03/24/2024

  $ 265       257  

Honeywell International

               

4.125%, 11/02/2034

  EUR 620       653  

International Business Machines

               

0.300%, 02/11/2028

    240       216  

Johnson Controls International PLC

               

1.375%, 02/25/2025

    395       402  

Kraft Heinz Foods

               

2.250%, 05/25/2028

    175       172  

Kyndryl Holdings

               

2.050%, 10/15/2026

  $ 455       371  

Liberty Mutual Group

               

3.625%, 05/23/2059 (C)

   EUR 300       282  

MassMutual Global Funding II MTN

               

0.850%, 06/09/2023 (A)

   $ 998       980  

McKesson

               

3.125%, 02/17/2029

  GBP 315       330  

Medtronic Global Holdings SCA

               

1.375%, 10/15/2040

  EUR 110       76  

1.125%, 03/07/2027

    400       387  

0.250%, 07/02/2025

    115       113  

Metropolitan Life Global Funding I MTN

               

1.950%, 01/13/2023 (A)

   $ 1,000       999  

Mileage Plus Holdings LLC

               

6.500%, 06/20/2027 (A)

     315       313  

Mondelez International

               

0.250%, 03/17/2028

  EUR 470       418  

Mondelez International Holdings Netherlands BV

               

0.625%, 09/09/2032 (A)

     450       358  

Morgan Stanley

               

4.813%, Euribor 3 Month + 1.762%, 10/25/2028 (C)

     435       472  

0.406%, 10/29/2027 (C)

     370       341  

Morgan Stanley MTN

               

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

   $ 1,000       993  

MPT Operating Partnership

               

3.325%, 03/24/2025

  EUR 145       139  

National Grid North America MTN

               

1.000%, 07/12/2024

    300       307  

Newell Brands

               

6.375%, 09/15/2027

  $ 195       194  

Office Properties Income Trust

               

4.500%, 02/01/2025

    270       245  

Penske Truck Leasing Lp

               

2.700%, 03/14/2023 (A)

     1,275       1,268  

 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

29

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

International Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Philip Morris International

               

1.450%, 08/01/2039

  EUR 115     $ 70  

0.625%, 11/08/2024

    285       287  

Philip Morris International MTN

               

2.875%, 03/03/2026

    170       175  

PNC Financial Services Group

               

5.671%, SOFRINDX + 1.090%, 10/28/2025 (C)

   $ 210       212  

Principal Life Global Funding II

               

1.250%, 06/23/2025 (A)

     315       286  

Prologis Euro Finance

               

0.375%, 02/06/2028

  EUR 286       253  

Public Storage

               

0.500%, 09/09/2030

    260       209  

Realty Income

               

1.125%, 07/13/2027

  GBP 385       379  

Sabra Health Care LP

               

3.900%, 10/15/2029

  $ 241       202  

Southern

               

1.875%, 09/15/2081 (C)

   EUR 200       166  

Starbucks

               

4.549%, SOFRINDX + 0.420%, 02/14/2024 (C)

   $ 330       328  

Thermo Fisher Scientific Finance I BV

               

0.800%, 10/18/2030

  EUR 260       225  

0.000%, 11/18/2025 (B)

     206       199  

Time Warner Cable

               

5.750%, 06/02/2031

  GBP 295       333  

Toyota Motor Credit MTN

               

0.625%, 11/21/2024

  EUR 465       471  

TWDC Enterprises 18

               

2.758%, 10/07/2024

  CAD 800       568  

UnitedHealth Group

               

1.250%, 01/15/2026

  $ 175       159  

US Bancorp MTN

               

0.850%, 06/07/2024

  EUR 226       233  

Verizon Communications

               

4.250%, 10/31/2030

    310       335  

2.100%, 03/22/2028

  $ 445       386  

1.125%, 11/03/2028

  GBP 240       231  

Verizon Communications MTN

               

4.050%, 02/17/2025

  AUD 680       453  

VF

               

0.250%, 02/25/2028

  EUR 395       348  

Visa

               

2.000%, 06/15/2029

    362       354  

Vistra

               

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

   $ 68       62  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Wells Fargo

               

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

   $ 132     $ 116  

Wells Fargo MTN

               

2.125%, 12/20/2023

  GBP 345       404  

0.500%, 04/26/2024

  EUR 500       514  

Welltower

               

4.500%, 12/01/2034

  GBP 140       138  

Western Digital

               

2.850%, 02/01/2029

  $ 32       25  

Western Union

               

2.750%, 03/15/2031

    355       269  

WPC Eurobond BV

               

1.350%, 04/15/2028

  EUR 530       470  
              35,974  
                 

Total Global Bonds

                

(Cost $501,730) ($ Thousands)

             430,996  
                 
                 
                 

U.S. TREASURY OBLIGATIONS — 4.3%

U.S. Treasury Bill

               

4.100%, 02/23/2023 (F)

   $ 8,070       8,021  

3.151%, 02/02/2023 (F)

     9,243       9,214  

U.S. Treasury Inflation Indexed Bonds

               

0.125%, 10/15/2026

    2,405       2,254  

U.S. Treasury Notes

               

0.500%, 03/31/2025

    94       86  

0.375%, 01/31/2026

    20       18  
         

Total U.S. Treasury Obligations

        

(Cost $19,787) ($ Thousands)

     19,593  
                 
                 
                 

COMMERCIAL PAPER — 0.4%

Telus Corporation

                

4.314%, 01/17/2023 (F)

     2,000       1,995  
                 
                 
                 

Total Commercial Paper

                

(Cost $1,996) ($ Thousands)

     1,995  
                 
                 
                 

ASSET-BACKED SECURITIES — 0.3%

Other Asset-Backed Securities — 0.3%

        
         

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

                

7.293%, ICE LIBOR USD 3 Month + 3.050%, 01/20/2035 (A)(C)

     750       709  

 

 

 

30

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

International Fixed Income Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

ASSET-BACKED SECURITIES (continued)

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

                

4.743%, Euribor 3 Month + 3.200%, 10/25/2034 (A)(C)

   EUR 663     $ 595  
                 
                 

Total Asset-Backed Securities

                

(Cost $1,507) ($ Thousands)

             1,304  
                 
                 

MORTGAGE-BACKED SECURITIES — 0.0%

Agency Mortgage-Backed Obligation — 0.0%

        

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

                

9.389%, ICE LIBOR USD 1 Month + 5.000%, 11/25/2024(C)

   $ 14       14  
                 

Non-Agency Mortgage-Backed Obligation — 0.0%

        

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

                

4.017%, 09/25/2034(C)

     6       5  

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

                

3.369%, 12/25/2034(C)

     19       18  

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

                

2.579%, 03/10/2049(A)

     45       45  
                 
                 
              68  

Total Mortgage-Backed Securities

                

(Cost $84) ($ Thousands)

             82  
                 
                 

Total Investments in Securities — 99.8%

                

(Cost $525,104) ($ Thousands)

  $ 453,970  
                 
                 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

31

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

International Fixed Income Fund (Continued)

 

 

A list of the open futures contracts held by the Fund at December 31, 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

     48       Mar-2023     $ 3,876     $ 3,766     $ (118 )

Australian 3-Year Bond

     12       Mar-2023       875       869       (12 )

Canadian 5-Year Bond

     29       Mar-2023       2,426       2,386       (12 )

Euro-Bund

     69       Mar-2023       10,188       9,789       (531 )

Euro-OAT

     28       Mar-2023       3,954       3,804       (194 )

Japanese 10-Year Bond

     16       Mar-2023       17,438       17,639       (360 )

Korea 10-Year Bond

     61       Mar-2023       5,296       5,304       (152 )

Korea 3-Year Bond

     62       Mar-2023       4,961       5,072       (40 )

Long Gilt 10-Year Bond

     22       Mar-2023       2,772       2,644       (120 )

Long Gilt 10-Year Bond

     21       Mar-2023       2,526       2,524       1  

U.S. 2-Year Treasury Note

     4       Mar-2023       819       820       1  

U.S. 10-Year Treasury Note

     20       Mar-2023       2,258       2,246       (12 )

U.S. Long Treasury Bond

     23       Mar-2023       2,932       2,883       (49 )

U.S. Ultra Long Treasury Bond

     17       Mar-2023       2,372       2,283       (89 )
                      62,693       62,029       (1,687 )

Short Contracts

                                        

Australian 3-Year Bond

     (17 )     Mar-2023     $ (1,251 )   $ (1,231 )   $ 17  

Canadian 5-Year Bond

     (22 )     Mar-2023       (1,846 )     (1,810 )     13  

Canadian 10-Year Bond

     (12 )     Mar-2023       (1,113 )     (1,085 )     20  

Euro-Bobl

     (43 )     Mar-2023       (5,389 )     (5,312 )     165  

Euro-BTP

     (54 )     Mar-2023       (6,641 )     (6,277 )     466  

Euro-Bund

     (1 )     Mar-2023       (142 )     (142 )     1  

Euro-Buxl

     (9 )     Mar-2023       (1,436 )     (1,299 )     145  

Euro-OAT

     (10 )     Mar-2023       (1,432 )     (1,359 )     93  

Euro-Schatz

     (54 )     Mar-2023       (6,037 )     (6,075 )     74  

Japanese 10-Year Bond

     (4 )     Mar-2023       (4,347 )     (4,410 )     86  

Japanese 10-Year Government Bond E-MINI

     (38 )     Mar-2023       (4,126 )     (4,190 )     78  

U.S. 2-Year Treasury Note

     (73 )     Mar-2023       (14,991 )     (14,970 )     21  

U.S. 5-Year Treasury Note

     (179 )     Mar-2023       (19,393 )     (19,319 )     74  

U.S. 10-Year Treasury Note

     (12 )     Mar-2023       (1,369 )     (1,348 )     21  

U.S. Ultra Long Treasury Bond

     (6 )     Mar-2023       (827 )     (806 )     21  

Ultra 10-Year U.S. Treasury Note

     (24 )     Mar-2023       (2,861 )     (2,839 )     22  
                      (73,201 )     (72,472 )     1,317  
                    $ (10,508 )   $ (10,443 )   $ (370 )

 

A list of the forward foreign currency contracts held by the Fund at December 31, 2022, is as follows:

 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

ANZ

     01/19/23       USD       962       AUD       1,434     $ 11  

Bank of America

     01/10/23       USD       240       CAD       325       —  

Bank of America

     01/10/23       USD       242       AUD       355       (1 )

Bank of America

     01/10/23       CHF       210       USD       228       1  

Bank of America

     01/10/23       CHF       35       USD       38       —  

Bank of America

     01/10/23       USD       598       JPY       81,400       19  

Bank of America

     01/10/23       USD       725       EUR       682       4  

Bank of America

     01/10/23       USD       708       NZD       1,120       —  

Bank of America

     01/10/23       USD       232       NZD       365       (1 )

Bank of America

     01/10/23       USD       962       SEK       9,970       (5 )

Bank of America

     01/10/23       USD       1,335       GBP       1,103       (8 )

Bank of America

     01/10/23       AUD       1,765       USD       1,193       (4 )

 

 

 

32

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

International Fixed Income Fund (Continued)

 

 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

Bank of America

     01/10/23       EUR       2,046       USD       2,135     $ (50 )

Bank of America

     01/10/23       ZAR       3,060       USD       178       (1 )

Bank of America

     01/10/23       MXN       3,450       USD       180       3  

Bank of America

     01/10/23       JPY       140,000       USD       1,049       (13 )

Barclays PLC

     01/10/23       TRY       110       USD       6       —  

Barclays PLC

     01/10/23       USD       184       CHF       170       —  

Barclays PLC

     01/10/23       EUR       227       USD       239       (3 )

Barclays PLC

     01/10/23       CHF       260       USD       278       (3 )

Barclays PLC

     01/10/23       USD       236       CAD       320       —  

Barclays PLC

     01/10/23       USD       128       CAD       171       (2 )

Barclays PLC

     01/10/23       RON       561       USD       119       (2 )

Barclays PLC

     01/10/23       USD       617       SEK       6,400       (3 )

Barclays PLC

     01/10/23       GBP       801       USD       978       15  

Barclays PLC

     01/10/23       PLN       805       USD       178       (6 )

Barclays PLC

     01/10/23       USD       1,123       GBP       919       (17 )

Barclays PLC

     01/10/23       USD       1,492       EUR       1,412       16  

Barclays PLC

     01/10/23       USD       1,855       AUD       2,761       17  

Barclays PLC

     01/10/23       NZD       5,449       USD       3,395       (52 )

Barclays PLC

     01/10/23       AUD       5,925       USD       3,982       (37 )

Barclays PLC

     01/10/23       CAD       12,120       USD       9,055       110  

Barclays PLC

     01/10/23       THB       63,579       USD       1,776       (62 )

Barclays PLC

     01/10/23       JPY       55,800       USD       425       2  

Barclays PLC

     01/10/23       JPY       171,200       USD       1,258       (41 )

BMO Capital

     01/10/23       USD       119       CNY       839       2  

BMO Capital

     01/10/23       USD       1,245       SEK       12,927       (3 )

BNP Paribas

     01/10/23       AUD       355       USD       239       (2 )

BNP Paribas

     01/10/23       USD       457       CHF       425       3  

BNP Paribas

     01/10/23       USD       498       GBP       409       (6 )

BNP Paribas

     01/10/23       USD       618       SEK       6,412       (2 )

BNP Paribas

     01/10/23       NZD       589       USD       375       2  

BNP Paribas

     01/10/23       NZD       385       USD       239       (4 )

BNP Paribas

     01/10/23       USD       231       AUD       345       3  

BNP Paribas

     01/10/23       USD       970       AUD       1,420       (7 )

BNP Paribas

     01/10/23       USD       1,696       JPY       229,700       46  

BNP Paribas

     01/10/23       USD       230       JPY       30,300       —  

BNP Paribas

     01/10/23       USD       357       CAD       485       1  

BNP Paribas

     01/19/23       USD       1,820       CAD       2,441       (18 )

BNP Paribas

     01/10/23       CHF       2,550       USD       2,719       (39 )

BNP Paribas

     01/10/23       USD       3,550       EUR       3,397       77  

BNP Paribas

     01/10/23 - 01/19/23       CAD       2,779       USD       2,065       14  

BNP Paribas

     01/10/23 - 01/19/23       CAD       1,637       USD       1,198       (10 )

BNP Paribas

     01/10/23       MYR       8,704       USD       1,934       (46 )

BNP Paribas

     01/10/23       GBP       192       USD       234       3  

BNP Paribas

     01/10/23       GBP       15,254       USD       18,242       (110 )

BNP Paribas

     01/10/23       CZK       20,349       USD       861       (38 )

BNP Paribas

     01/10/23       SEK       31,531       USD       3,050       23  

BNP Paribas

     01/10/23       EUR       78,100       USD       81,317       (2,068 )

BNP Paribas

     01/10/23 - 03/10/23       JPY       429,900       USD       3,087       (191 )

BNP Paribas

     01/19/23       USD       858       CLP       760,570       34  

 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

33

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

International Fixed Income Fund (Continued)

 

 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

BNP Paribas

     01/19/23       MXN       17,050       USD       856     $ (16 )

BNP Paribas

     01/19/23       CLP       758,802       USD       849       (41 )

BNP Paribas

     01/30/23       KRW       399,646       USD       299       (19 )

BNP Paribas

     02/03/23       NOK       17,566       USD       1,769       (17 )

BNP Paribas

     02/16/23       USD       376       CNH       2,709       17  

Brown Brothers Harriman

     01/18/23       USD       785       GBP       653       —  

Brown Brothers Harriman

     01/19/23       USD       918       CAD       1,249       4  

Brown Brothers Harriman

     01/19/23       CAD       727       USD       547       11  

Brown Brothers Harriman

     01/19/23       CAD       900       USD       661       (3 )

Brown Brothers Harriman

     01/27/23 - 02/27/23       EUR       15,246       USD       15,399       (898 )

Brown Brothers Harriman

     02/09/23       JPY       29,186       USD       211       (11 )

Brown Brothers Harriman

     02/16/23       CNY       1,473       USD       203       (11 )

Brown Brothers Harriman

     02/27/23       USD       2,691       EUR       2,529       17  

Brown Brothers Harriman

     02/27/23       USD       386       EUR       360       (1 )

CIBC

     01/10/23       EUR       249       USD       262       (4 )

CIBC

     01/10/23       USD       1,219       CAD       1,650       (1 )

Citigroup

     01/10/23       USD       232       JPY       31,700       9  

Citigroup

     01/10/23       CHF       215       USD       233       —  

Citigroup

     01/10/23       CHF       225       USD       242       (2 )

Citigroup

     01/10/23       USD       584       SEK       6,060       (3 )

Citigroup

     01/10/23       USD       707       EUR       669       7  

Citigroup

     01/10/23       USD       469       CHF       435       1  

Citigroup

     01/10/23       USD       472       CHF       435       (2 )

Citigroup

     01/10/23       NZD       1,095       USD       701       8  

Citigroup

     01/10/23       EUR       1,125       USD       1,187       (14 )

Citigroup

     01/10/23       RON       2,713       USD       574       (11 )

Citigroup

     01/10/23       MXN       3,460       USD       178       —  

Citigroup

     01/10/23       NOK       2,300       USD       235       2  

Citigroup

     01/10/23       NOK       5,670       USD       574       (2 )

Citigroup

     01/10/23       AUD       195       USD       134       1  

Citigroup

     01/19/23       AUD       8,525       USD       5,409       (375 )

Citigroup

     01/10/23       SEK       9,890       USD       954       5  

Citigroup

     01/18/23       GBP       1,479       USD       1,759       (20 )

Citigroup

     01/19/23       USD       860       MXN       16,631       (9 )

Citigroup

     01/19/23       USD       1,671       CAD       2,232       (23 )

Citigroup

     01/19/23       CAD       2,056       USD       1,537       19  

Citigroup

     01/19/23       CAD       11,637       USD       8,528       (63 )

Citigroup

     01/19/23       CLP       753,492       USD       830       (53 )

Citigroup

     01/30/23       KRW       3,551,037       USD       2,651       (173 )

Citigroup

     03/16/23       USD       861       INR       71,416       (2 )

Citigroup

     03/16/23       INR       142,768       USD       1,717       —  

Credit Suisse First Boston

     01/19/23       USD       788       AUD       1,176       10  

Credit Suisse First Boston

     02/03/23       USD       904       SEK       9,311       (8 )

Goldman Sachs

     01/10/23       USD       99       THB       3,463       1  

Goldman Sachs

     01/10/23       USD       137       ZAR       2,420       6  

Goldman Sachs

     01/10/23       EUR       220       USD       233       (1 )

Goldman Sachs

     01/10/23       CHF       225       USD       241       (2 )

Goldman Sachs

     01/10/23       USD       335       HUF       134,369       22  

 

 

 

34

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

International Fixed Income Fund (Continued)

 

 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

Goldman Sachs

     01/10/23       NZD       370       USD       235     $ 1  

Goldman Sachs

     01/10/23       USD       733       NZD       1,155       (3 )

Goldman Sachs

     01/10/23       USD       961       GBP       799       —  

Goldman Sachs

     01/10/23       USD       1,167       AUD       1,740       13  

Goldman Sachs

     01/10/23       AUD       350       USD       241       4  

Goldman Sachs

     01/10/23       AUD       1,085       USD       726       (10 )

Goldman Sachs

     01/10/23       GBP       582       USD       710       10  

Goldman Sachs

     01/10/23       GBP       908       USD       1,085       (7 )

Goldman Sachs

     01/10/23       USD       1,710       JPY       227,900       19  

Goldman Sachs

     01/10/23       USD       1,736       CNY       12,255       30  

Goldman Sachs

     01/10/23       USD       990       CNY       6,845       (4 )

Goldman Sachs

     01/10/23       USD       3,007       EUR       2,816       (1 )

Goldman Sachs

     01/10/23       USD       2,474       CAD       3,365       10  

Goldman Sachs

     01/10/23       USD       955       CAD       1,290       (3 )

Goldman Sachs

     01/10/23       CAD       970       USD       718       2  

Goldman Sachs

     01/10/23       CAD       2,560       USD       1,878       (12 )

Goldman Sachs

     01/10/23       MXN       6,920       USD       355       1  

Goldman Sachs

     01/10/23       ZAR       8,650       USD       502       (6 )

Goldman Sachs

     01/10/23       JPY       31,700       USD       242       1  

Goldman Sachs

     01/10/23       JPY       40,400       USD       301       (5 )

Goldman Sachs

     01/10/23       HUF       425,534       USD       1,077       (56 )

Goldman Sachs

     01/18/23       USD       839       GBP       683       (17 )

Goldman Sachs

     01/19/23       AUD       1,439       USD       920       (56 )

Goldman Sachs

     02/09/23       USD       889       JPY       120,154       26  

Goldman Sachs

     03/02/23       SGD       1,144       USD       845       (9 )

HSBC

     01/30/23       USD       1,721       PLN       7,808       57  

HSBC

     01/30/23       KRW       742,199       USD       556       (34 )

HSBC

     02/16/23       USD       2,172       CNH       15,248       40  

HSBC

     02/16/23       CNH       77,162       USD       11,106       (87 )

HSBC

     03/02/23       USD       2,583       SGD       3,494       25  

JPMorgan Chase Bank

     01/06/23       JPY       355,700       USD       2,504       (192 )

JPMorgan Chase Bank

     01/09/23       USD       2,952       IDR       45,980,508       5  

JPMorgan Chase Bank

     01/09/23 - 04/11/23       USD       4,117       CNY       29,373       131  

JPMorgan Chase Bank

     01/09/23 - 03/08/23       CNY       69,993       USD       9,857       (292 )

JPMorgan Chase Bank

     01/17/23       IDR       34,305,233       USD       2,228       17  

JPMorgan Chase Bank

     01/09/23 - 02/09/23       IDR       90,680,016       USD       5,804       (49 )

JPMorgan Chase Bank

     01/10/23 - 03/13/23       USD       466       CHF       434       4  

JPMorgan Chase Bank

     01/10/23 - 03/13/23       USD       142       CHF       130       —  

JPMorgan Chase Bank

     01/10/23 - 03/20/23       USD       885       PLN       4,064       41  

JPMorgan Chase Bank

     01/10/23       USD       982       ZAR       16,910       11  

JPMorgan Chase Bank

     01/10/23       RON       1,562       USD       331       (6 )

JPMorgan Chase Bank

     01/10/23 - 03/13/23       USD       2,091       AUD       3,283       137  

JPMorgan Chase Bank

     01/10/23       USD       237       AUD       345       (3 )

JPMorgan Chase Bank

     01/10/23 - 03/13/23       USD       419       NOK       4,147       3  

JPMorgan Chase Bank

     01/10/23 - 03/13/23       USD       1,933       NOK       18,895       (9 )

JPMorgan Chase Bank

     03/13/23       GBP       1,562       USD       1,921       39  

JPMorgan Chase Bank

     01/10/23 - 01/18/23       GBP       1,066       USD       1,271       (12 )

JPMorgan Chase Bank

     01/10/23 - 01/13/23       USD       2,323       EUR       2,207       34  

JPMorgan Chase Bank

     01/10/23 - 01/13/23       USD       967       EUR       905       —  

JPMorgan Chase Bank

     02/02/23 - 03/13/23       USD       1,354       NZD       2,193       34  

 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

35

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

International Fixed Income Fund (Continued)

 

 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

JPMorgan Chase Bank

     01/10/23 - 03/13/23       USD       2,202       NZD       3,447     $ (22 )

JPMorgan Chase Bank

     01/10/23 - 01/24/23       USD       3,710       JPY       502,586       106  

JPMorgan Chase Bank

     01/10/23 - 03/13/23       CHF       8,171       USD       8,754       (143 )

JPMorgan Chase Bank

     01/10/23 - 03/13/23       USD       7,803       SEK       81,201       24  

JPMorgan Chase Bank

     01/10/23       USD       484       SEK       4,950       (9 )

JPMorgan Chase Bank

     01/10/23 - 03/13/23       USD       10,056       GBP       8,226       (149 )

JPMorgan Chase Bank

     01/10/23 - 03/13/23       NOK       11,277       USD       1,137       (11 )

JPMorgan Chase Bank

     01/10/23 - 03/13/23       SEK       15,849       USD       1,538       14  

JPMorgan Chase Bank

     03/13/23       SEK       1,213       USD       117       —  

JPMorgan Chase Bank

     01/10/23 - 03/20/23       PLN       17,097       USD       3,800       (84 )

JPMorgan Chase Bank

     01/10/23 - 03/13/23       SGD       19,504       USD       14,347       (212 )

JPMorgan Chase Bank

     01/10/23 - 03/13/23       NZD       21,362       USD       13,540       26  

JPMorgan Chase Bank

     01/10/23 - 03/13/23       NZD       445       USD       277       (4 )

JPMorgan Chase Bank

     01/10/23 - 01/13/23       EUR       27,601       USD       29,175       (298 )

JPMorgan Chase Bank

     01/24/23       JPY       3,549       USD       27       —  

JPMorgan Chase Bank

     01/10/23 - 01/30/23       JPY       3,211,396       USD       23,324       (1,086 )

JPMorgan Chase Bank

     01/13/23       USD       286       CNY       1,855       (18 )

JPMorgan Chase Bank

     01/17/23       COP       4,855,350       USD       1,001       1  

JPMorgan Chase Bank

     01/17/23       COP       148,155       USD       30       —  

JPMorgan Chase Bank

     03/15/23       USD       35       MXN       708       1  

JPMorgan Chase Bank

     01/19/23 - 03/15/23       USD       977       MXN       19,051       (4 )

JPMorgan Chase Bank

     03/13/23       USD       115       CAD       156       —  

JPMorgan Chase Bank

     01/19/23       USD       1,032       CAD       1,390       (5 )

JPMorgan Chase Bank

     03/15/23       MXN       655       USD       33       —  

JPMorgan Chase Bank

     01/19/23 - 03/15/23       MXN       118,848       USD       5,928       (102 )

JPMorgan Chase Bank

     01/27/23       PEN       3,888       USD       1,005       (12 )

JPMorgan Chase Bank

     02/21/23 - 03/07/23       USD       98       THB       3,444       2  

JPMorgan Chase Bank

     03/07/23       USD       55       THB       1,885       —  

JPMorgan Chase Bank

     02/21/23       ILS       8,581       USD       2,457       18  

JPMorgan Chase Bank

     02/21/23 - 03/07/23       THB       199,606       USD       5,635       (162 )

JPMorgan Chase Bank

     03/13/23       USD       46       KRW       59,586       2  

JPMorgan Chase Bank

     03/13/23       USD       654       SGD       881       4  

JPMorgan Chase Bank

     03/13/23       AUD       1,783       USD       1,221       9  

JPMorgan Chase Bank

     03/13/23       CAD       6,494       USD       4,847       51  

JPMorgan Chase Bank

     03/13/23       KRW       2,013,254       USD       1,552       (53 )

JPMorgan Chase Bank

     04/13/23       CNY       1,855       USD       276       5  

Merrill Lynch

     01/19/23       USD       853       CLP       796,649       81  

Merrill Lynch

     01/19/23       USD       855       MXN       16,696       (1 )

Merrill Lynch

     01/19/23       CAD       1,317       USD       965       (6 )

Merrill Lynch

     01/19/23       AUD       1,413       USD       959       —  

Merrill Lynch

     01/19/23       AUD       4,141       USD       2,665       (145 )

Merrill Lynch

     01/19/23       MXN       16,523       USD       841       (5 )

Merrill Lynch

     01/19/23       CLP       1,583,278       USD       1,683       (173 )

Merrill Lynch

     01/30/23       USD       1,708       KRW       2,369,415       177  

Merrill Lynch

     02/02/23       USD       871       NZD       1,362       (9 )

Merrill Lynch

     02/02/23       NZD       1,367       USD       866       1  

Merrill Lynch

     02/02/23       NZD       1,388       USD       861       (17 )

Merrill Lynch

     02/03/23       USD       867       SEK       8,938       (7 )

Merrill Lynch

     02/03/23       SEK       27,503       USD       2,624       (22 )

Merrill Lynch

     02/09/23       JPY       97,769       USD       722       (23 )

Merrill Lynch

     02/14/23       EUR       15,155       USD       15,928       (289 )

 

 

 

36

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

International Fixed Income Fund (Continued)

 

 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

Merrill Lynch

     02/16/23       CNH       76,813       USD       10,654     $ (489 )

Merrill Lynch

     03/01/23       CHF       808       USD       873       (7 )

Merrill Lynch

     03/16/23       USD       859       INR       71,416       (1 )

Midland Walwyn Capital Inc.

     01/10/23       USD       215       CNY       1,544       8  

Midland Walwyn Capital Inc.

     01/10/23       USD       237       MYR       1,057       3  

Midland Walwyn Capital Inc.

     01/10/23       MYR       748       USD       166       (4 )

Midland Walwyn Capital Inc.

     01/10/23       NZD       1,120       USD       711       2  

Midland Walwyn Capital Inc.

     01/10/23       USD       925       AUD       1,375       7  

Midland Walwyn Capital Inc.

     01/10/23       USD       476       AUD       695       (4 )

Midland Walwyn Capital Inc.

     01/10/23       USD       229       NZD       365       1  

Midland Walwyn Capital Inc.

     01/10/23       USD       1,425       NZD       2,225       (18 )

Midland Walwyn Capital Inc.

     01/10/23       ILS       2,341       USD       681       17  

Midland Walwyn Capital Inc.

     01/10/23       AUD       3,490       USD       2,340       (27 )

Midland Walwyn Capital Inc.

     01/10/23       CNY       182,372       USD       25,374       (905 )

Midland Walwyn Capital Inc.

     01/10/23       JPY       839,900       USD       6,310       (61 )

Morgan Stanley

     01/04/23       USD       804       BRL       4,362       22  

Morgan Stanley

     02/02/23       USD       824       BRL       4,362       (3 )

Morgan Stanley

     01/10/23       USD       241       CHF       225       3  

Morgan Stanley

     01/10/23       HKD       465       USD       60       —  

Morgan Stanley

     01/10/23       USD       1,165       NZD       1,865       15  

Morgan Stanley

     01/10/23 - 01/19/23       AUD       1,971       USD       1,293       (45 )

Morgan Stanley

     01/19/23       USD       1,797       AUD       2,707       40  

Morgan Stanley

     01/10/23       USD       242       AUD       355       (1 )

Morgan Stanley

     01/10/23 - 02/03/23       USD       2,329       NOK       23,101       19  

Morgan Stanley

     01/10/23       USD       3,487       GBP       2,888       (13 )

Morgan Stanley

     01/10/23       NOK       4,072       USD       406       (8 )

Morgan Stanley

     01/10/23       USD       4,678       JPY       641,066       185  

Morgan Stanley

     01/10/23 - 01/30/23       PLN       4,679       USD       1,043       (23 )

Morgan Stanley

     01/10/23       NZD       1,556       USD       990       6  

Morgan Stanley

     02/02/23       NZD       3,832       USD       2,364       (60 )

Morgan Stanley

     01/10/23       USD       5,931       EUR       5,586       33  

Morgan Stanley

     01/10/23 - 01/12/23       EUR       10,488       USD       10,290       (909 )

Morgan Stanley

     01/10/23 - 02/09/23       JPY       6,794,453       USD       49,409       (2,134 )

Morgan Stanley

     01/13/23       CNY       1,855       USD       289       21  

Morgan Stanley

     01/30/23       USD       876       KRW       1,192,673       73  

Morgan Stanley

     02/16/23       CNH       3,314       USD       478       (2 )

Morgan Stanley

     03/02/23       SGD       1,179       USD       876       (4 )

Morgan Stanley

     04/13/23       USD       290       CNY       1,855       (19 )

National Bank of Australia

     01/10/23       USD       159       CAD       213       (2 )

RBC

     01/10/23       USD       241       AUD       355       (1 )

RBC

     01/10/23       EUR       246       USD       262       —  

RBC

     01/10/23       USD       235       CAD       320       1  

RBC

     01/10/23       USD       460       CAD       620       (2 )

RBS

     01/10/23       USD       249       NZD       393       (1 )

RBS

     01/18/23       USD       916       GBP       749       (15 )

RBS

     01/19/23       USD       889       CAD       1,204       (1 )

SCB Securities

     01/10/23       MYR       117       USD       26       (1 )

SCB Securities

     01/10/23       USD       3,529       JPY       486,860       164  

Standard Chartered

     01/18/23       GBP       11,466       USD       13,733       (64 )

 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

37

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

International Fixed Income Fund (Continued)

 

 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

Standard Chartered

     01/30/23       USD       2,598       KRW       3,494,568     $ 181  

Standard Chartered

     01/30/23       KRW       2,354,722       USD       1,720       (153 )

State Street

     01/10/23       USD       276       AUD       410       3  

State Street

     01/10/23       NZD       445       USD       277       (4 )

State Street

     01/10/23       EUR       454       USD       478       (7 )

State Street

     01/10/23       USD       482       JPY       66,300       21  

State Street

     01/10/23       CHF       640       USD       690       (3 )

State Street

     01/10/23       USD       699       GBP       575       (8 )

State Street

     01/10/23       USD       712       CHF       665       7  

State Street

     01/10/23       CAD       965       USD       712       —  

State Street

     01/10/23       GBP       1,213       USD       1,484       25  

State Street

     01/10/23       USD       7,050       EUR       6,774       182  

State Street

     01/10/23       JPY       66,300       USD       481       (22 )

TD Securities

     01/10/23       AUD       355       USD       238       (3 )

TD Securities

     01/10/23       JPY       971       USD       7       —  

UBS

     01/10/23       GBP       85       USD       106       3  

UBS

     01/10/23       USD       110       EUR       103       —  

UBS

     01/10/23       USD       121       CNY       852       1  

UBS

     01/10/23       USD       229       GBP       190       —  

UBS

     01/10/23       USD       242       AUD       355       (1 )

UBS

     01/10/23       USD       245       JPY       33,200       6  

UBS

     01/10/23       EUR       437       USD       465       (2 )

UBS

     01/10/23       USD       470       CHF       440       6  

UBS

     01/10/23       NZD       637       USD       406       3  

UBS

     01/10/23       CNY       862       USD       122       (2 )

UBS

     01/10/23       USD       1,311       MXN       25,595       1  

UBS

     01/10/23       DKK       4,529       USD       640       (10 )

UBS

     01/10/23       MXN       43,692       USD       2,238       (2 )

UBS

     01/19/23       USD       1,701       CLP       1,532,861       96  

UBS

     02/03/23       SEK       8,995       USD       872       6  

UBS

     02/27/23       EUR       16,925       USD       17,866       (261 )

UBS

     03/01/23       USD       882       CHF       817       6  
                                            $ (10,956 )

 

A list of open OTC swap agreements held by the Fund at December 31, 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
(Depreciation)
(Thousands)

  

Deutsche Bank

  

China 7-Day Reverse Repo Rate

       2.985%       Quarterly       06/03/2024       CNY       23,220     $ 46     $ –     $ 46  

Deutsche Bank

  

China 7-Day Reverse Repo Rate

       2.755%       Quarterly       09/09/2024       CNY       31,000       47       –       47  
                                                    $ 93     $ –     $ 93  

 

 

 

38

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

International Fixed Income Fund (Concluded)

 

 

A list of the open centrally cleared swap agreements held by the Fund at December 31, 2022, is as follows:

 

Interest Rate Swaps

Fund Pays

  

Fund Receives

    

Payment Frequency

    

Termination Date

    

Currency

    

Notional Amount
(Thousands)

    

Value
(Thousands)

    

Upfront Payments/ Receipts
(Thousands)

    

Net Unrealized
Appreciation
(Depreciation)
(Thousands)

  

2.0099%

  

Daily GBP Overnight Index Ave (SONIA) Rate

       Annually       03/31/2024       GBP       1,400     $ 50     $ –     $ 50  

3-MONTH NZD RATE

     2.58%       Quarterly       11/01/2024       NZD       980       (30 )     –       (30 )

3-MONTH NZD RATE

     2.0525%       Quarterly       11/02/2024       NZD       2,620       (83 )     –       (83 )

2.8%

     2.8000%       Quarterly       04/02/2026       CNY       12,090       8       –       8  

1.897%

  

Daily GBP Overnight Index Ave (SONIA) Rate

       Annually       03/31/2027       GBP       1,150       120       –       120  

2.0339%

  

Daily GBP Overnight Index Ave (SONIA) Rate

       Annually       05/10/2027       GBP       1,082       108       –       108  

2.0055%

     FLOATING       Annually       05/11/2027       GBP       828       84       –       84  

2.3493%

     2.3493%       Quarterly       08/05/2027       CNY       48,010       104       –       104  

2.4003%

     2.4003%       Quarterly       08/11/2027       CNY       7,840       15       –       15  

6-MONTH EURIBOR

     1.5455%       Semi-Annually       08/18/2027       EUR       7,610       (556 )     –       (556 )

6-MONTH EURIBOR

     1.7940%       Semi-Annually       08/18/2032       EUR       3,720       (438 )     –       (438 )

4.107227%

  

Daily Sterling Overnight Index Average (SONIA) Rate

       Annually       10/25/2032       GBP       4,780       (92 )     –       (92 )

1.395%

  

Daily GBP Overnight Index Ave (SONIA) Rate

       Annually       10/03/2047       GBP       230       95       (46 )     141  

Daily GBP Overnight Index Ave (SONIA) Rate

     2.9865%       Annually       09/15/2052       GBP       422       (43 )     –       (43 )
                                            $ (658 )   $ (46 )   $ (612 )

 

 

 

Percentages are based on Net Assets of $454,812 ($ Thousands).

(A)

Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On December 31, 2022, the value of these securities amounted to $58,124 ($ Thousands), representing 12.8% 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.

 

 

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.

 

See “Glossary” for abbreviations.

 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

39

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Emerging Markets Debt Fund

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS — 95.6%

Angola — 1.4%

        

Angolan Government International Bond

               

9.500%, 11/12/2025

  $ 325     $ 334  

9.375%, 05/08/2048 (A)

     3,580       2,828  

8.750%, 04/14/2032

    2,454       2,121  

8.750%, 04/14/2032 (B)

     2,177       1,882  

8.250%, 05/09/2028

    1,085       986  

8.250%, 05/09/2028 (B)

     415       377  

Angolan Government International Bond MTN

               

9.125%, 11/26/2049 (B)

     792       617  

9.125%, 11/26/2049

    409       318  

8.000%, 11/26/2029 (A)

     1,552       1,359  

8.000%, 11/26/2029 (B)

     731       640  

Republic of Angola Via Avenir II BV MTN

               

12.638%, ICE LIBOR USD 6 Month + 7.500%, 07/01/2023 (C)

     2,476       2,482  

Republic of Angola Via Avenir Issuer II Ireland DAC

               

6.927%, 02/19/2027

    3,189       2,894  
              16,838  
                 

Argentina — 1.1%

        

Argentine Republic Government International Bond

               

3.500%, 07/09/2041 (D)

     8,373       2,362  

1.500%, 07/09/2035 (D)

     28,973       7,349  

1.000%, 07/09/2029

    1,117       297  

0.500%, 07/09/2029

  EUR 13       3  

0.500%, 07/09/2030 (D)

   $ 10,781       2,908  

0.125%, 07/09/2030

  EUR 403       102  

MSU Energy

               

6.875%, 02/01/2025 (B)

   $ 285       192  

Provincia de Buenos Aires MTN

               

3.000%, 09/01/2037 (D)

   EUR 666       160  

Provincia de Cordoba

               

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

   $ 540       435  
              13,808  
                 

Armenia — 0.1%

        

Republic of Armenia International Bond

               

3.950%, 09/26/2029

    200       166  

3.600%, 02/02/2031

    1,065       845  
              1,011  
                 

Australia — 0.0%

        

AngloGold Ashanti Holdings

               

3.750%, 10/01/2030

    229       199  
                 
                 

Azerbaijan — 1.0%

        

Republic of Azerbaijan International Bond

               

5.125%, 09/01/2029

    2,045       1,924  

3.500%, 09/01/2032 (A)

     1,324       1,102  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Southern Gas Corridor CJSC

               

6.875%, 03/24/2026 (B)

   $ 1,132     $ 1,159  

6.875%, 03/24/2026

    5,772       5,909  

State Oil of the Azerbaijan Republic

               

6.950%, 03/18/2030

    2,380       2,453  

6.950%, 03/18/2030

    430       443  
              12,990  
                 

Bahamas — 0.1%

        

Bahamas Government International Bond

               

6.000%, 11/21/2028

    950       725  
                 
                 

Bahrain — 0.5%

        

Bahrain Government International Bond

               

5.450%, 09/16/2032 (A)

     3,779       3,334  

Bahrain Government International Bond MTN

               

4.250%, 01/25/2028

    797       730  

CBB International Sukuk Programme WLL

               

3.875%, 05/18/2029 (B)

     1,094       974  

Oil and Gas Holding BSCC

               

8.375%, 11/07/2028 (A)(B)

     560       587  

8.375%, 11/07/2028

    450       472  

7.625%, 11/07/2024 (B)

     220       223  
              6,320  
                 

Benin — 0.3%

        

Benin Government International Bond

               

6.875%, 01/19/2052

  EUR 158       122  

4.950%, 01/22/2035

    1,153       890  

4.875%, 01/19/2032 (B)

     2,449       2,024  

4.875%, 01/19/2032

    102       84  
              3,120  
                 

Bermuda — 0.3%

        

Bermuda Government International Bond

               

5.000%, 07/15/2032 (B)

   $ 896       890  

5.000%, 07/15/2032

    409       406  

4.750%, 02/15/2029

    2,067       2,058  

3.717%, 01/25/2027

    774       744  

2.375%, 08/20/2030

    221       186  
              4,284  
                 

Brazil — 7.5%

        

Braskem Netherlands Finance BV

               

5.875%, 01/31/2050 (B)

     654       507  

Brazil Letras do Tesouro Nacional

               

0.000%, 07/01/2023 (E)

   BRL 70,349       12,502  

0.000%, 01/01/2024 (E)

     68,366       11,427  

0.000%, 01/01/2025 (E)

     34,000       5,070  

Brazil Loan Trust 1

               

5.477%, 07/24/2023 (A)(B)

   $ 57       57  

Brazil Minas SPE via State of Minas Gerais

               

5.333%, 02/15/2028

    788       765  

 

 

 

40

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Emerging Markets Debt Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

5.333%, 02/15/2028

  $ 616     $ 598  

5.333%, 02/15/2028 (B)

     134       130  

Brazil Notas do Tesouro Nacional, Serie B

               

6.000%, 05/15/2035

  BRL 268       199  

6.000%, 05/15/2045

    119       88  

6.000%, 08/15/2050

    519       383  

Brazil Notas do Tesouro Nacional, Serie F

               

10.000%, 01/01/2025

    66,773       12,069  

10.000%, 01/01/2027

    65,880       11,478  

10.000%, 01/01/2029

    66,220       11,157  

10.000%, 01/01/2031

    25,306       4,159  

10.000%, 01/01/2033

    3,882       629  

Brazilian Government International Bond

               

5.625%, 01/07/2041 (A)

   $ 757       640  

5.625%, 02/21/2047

    1,589       1,257  

5.000%, 01/27/2045

    2,079       1,540  

4.750%, 01/14/2050

    7,405       5,179  

3.875%, 06/12/2030

    389       338  

3.750%, 09/12/2031

    1,999       1,679  

2.875%, 06/06/2025

    3,091       2,918  

Centrais Eletricas Brasileiras

               

4.625%, 02/04/2030 (B)

     226       198  

CSN Inova Ventures

               

6.750%, 01/28/2028 (B)

     592       565  

CSN Resources

               

4.625%, 06/10/2031 (B)

     625       495  

Gol Finance

               

7.000%, 01/31/2025 (B)

     884       389  

Iochpe-Maxion Austria GmbH

               

5.000%, 05/07/2028 (B)

     620       515  

MC Brazil Downstream Trading SARL

               

7.250%, 06/30/2031 (B)

     1,225       1,010  

7.250%, 06/30/2031

    350       289  

Minerva Luxembourg

               

4.375%, 03/18/2031 (B)

     297       244  

MV24 Capital BV

               

6.748%, 06/01/2034 (B)

     355       325  

Nexa Resources

               

5.375%, 05/04/2027 (B)

     2,591       2,439  

Suzano Austria GmbH (B)

                

7.000%, 03/16/2047

    399       398  

6.000%, 01/15/2029

    288       286  

5.000%, 01/15/2030

    494       462  
              92,384  
                 

Cameroon — 0.0%

        

Republic of Cameroon International Bond

               

5.950%, 07/07/2032

  EUR 543       427  
                 
                 

Cayman Islands — 0.1%

        

Neon Capital MTN

               

2.015%, 01/06/2028 (C)

   JPY 245,168       1,619  
                 
                 

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Chile — 2.3%

        

Alfa Desarrollo SpA

               

4.550%, 09/27/2051 (B)

   $ 226     $ 172  

ATP Tower Holdings LLC

               

4.050%, 04/27/2026 (B)

     255       225  

Banco de Credito e Inversiones

               

3.500%, 10/12/2027 (B)

     1,046       963  

Bonos de la Tesoreria de la Republica

               

1.900%, 09/01/2030

  CLP 608,673       731  

Bonos de la Tesoreria de la Republica en pesos

               

7.000%, 05/01/2034 (B)

     2,910,000       3,954  

6.000%, 01/01/2043

    375,000       486  

5.000%, 10/01/2028 (B)

     1,115,000       1,282  

5.000%, 03/01/2035

    465,000       540  

4.700%, 09/01/2030 (B)

     2,945,000       3,390  

4.500%, 03/01/2026

    2,160,000       2,463  

2.800%, 10/01/2033 (B)

     640,000       616  

Cencosud

               

4.375%, 07/17/2027 (B)

   $ 1,819       1,728  

Chile Government International Bond

               

4.000%, 01/31/2052 (A)

     287       221  

3.625%, 10/30/2042

    925       705  

3.500%, 01/31/2034

    228       194  

3.250%, 09/21/2071

    379       233  

3.100%, 05/07/2041

    893       641  

3.100%, 01/22/2061 (A)

     308       192  

2.750%, 01/31/2027

    1,103       1,014  

2.550%, 01/27/2032

    893       731  

2.550%, 07/27/2033

    6,134       4,801  

2.450%, 01/31/2031

    327       271  

1.875%, 05/27/2030

  EUR 230       212  

Empresa de los Ferrocarriles del Estado

               

3.830%, 09/14/2061

  $ 350       240  

3.068%, 08/18/2050

    250       156  

Empresa Nacional del Petroleo

               

5.250%, 11/06/2029

    749       724  

4.500%, 09/14/2047

    200       152  

3.450%, 09/16/2031 (B)

     331       278  

Nacional del Cobre de Chile

               

3.750%, 01/15/2031 (B)

     234       211  

3.700%, 01/30/2050 (B)

     452       336  

3.150%, 01/14/2030

    600       529  

3.000%, 09/30/2029

    224       196  
              28,587  
                 

China — 2.7%

        

Blossom Joy

               

3.100% (C)(F)

     202       189  

China Government Bond

               

3.810%, 09/14/2050

  CNY 5,900       932  

3.720%, 04/12/2051

    3,000       468  

 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

41

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Emerging Markets Debt Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

3.530%, 10/18/2051

  CNY 13,910     $ 2,101  

3.280%, 12/03/2027

    23,300       3,442  

3.270%, 11/19/2030

    12,100       1,797  

3.020%, 10/22/2025

    24,700       3,606  

3.020%, 05/27/2031

    1,500       218  

2.890%, 11/18/2031

    40,670       5,842  

2.850%, 06/04/2027

    8,360       1,211  

2.800%, 03/24/2029

    3,500       504  

2.750%, 06/15/2029

    3,000       430  

2.750%, 02/17/2032

    3,000       426  

2.690%, 08/12/2026

    4,000       576  

2.620%, 09/25/2029

    3,000       426  

2.600%, 09/01/2032

    3,000       422  

China Government International Bond

               

3.250%, 10/19/2023

  $ 1,392       1,380  

1.250%, 10/26/2026 (B)

     1,460       1,313  

0.550%, 10/21/2025

    1,150       1,032  

0.400%, 10/21/2023

    2,610       2,527  

Chinalco Capital Holdings

               

4.100% (C)(F)

     224       218  

2.125%, 06/03/2026

    173       157  

CNAC HK Finbridge

               

5.125%, 03/14/2028

    246       237  

4.125%, 07/19/2027

    320       297  

Dianjian Haiyu

               

4.300% (C)(F)

     204       200  

Dianjian International Finance

               

4.600% (C)(F)

     303       302  

Leader Goal International Ltd MTN

               

4.250% (C)(F)

     212       212  

Meituan

               

3.050%, 10/28/2030 (A)

     204       157  

Minmetals Bounteous Finance BVI

               

3.375% (C)(F)

     805       773  

Powerchina Roadbridge Group British Virgin Islands

               

3.080% (C)(F)

     285       262  

Prosus NV MTN

               

3.061%, 07/13/2031 (B)

     907       699  

Shimao Group Holdings

               

5.600%, 07/15/2026

    1,949       356  

5.200%, 01/30/2025

    1,406       257  

Tencent Holdings Ltd MTN

               

3.240%, 06/03/2050 (B)

     450       284  

Wanda Properties International

               

7.250%, 01/29/2024

    600       539  

Wanda Properties Overseas

               

6.875%, 07/23/2023

    232       220  
              34,012  
                 

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Colombia — 5.2%

        

AI Candelaria Spain (B)

                

7.500%, 12/15/2028

  $ 377     $ 357  

5.750%, 06/15/2033

    780       593  

Colombia Government International Bond

               

9.850%, 06/28/2027

  COP 5,060,000       919  

8.000%, 04/20/2033

  $ 6,599       6,615  

6.125%, 01/18/2041

    4,040       3,212  

5.625%, 02/26/2044

    132       97  

5.200%, 05/15/2049 (A)

     3,364       2,291  

5.000%, 06/15/2045

    3,397       2,311  

4.500%, 03/15/2029

    843       728  

4.375%, 03/21/2023

  COP 2,871,000       580  

4.125%, 02/22/2042

  $ 4,490       2,807  

4.125%, 05/15/2051 (A)

     1,675       1,002  

3.875%, 02/15/2061

    1,035       575  

3.250%, 04/22/2032

    1,280       931  

3.125%, 04/15/2031

    332       246  

3.000%, 01/30/2030 (A)

     2,886       2,207  

Colombian TES

               

10.000%, 07/24/2024

  COP 6,950,100       1,396  

9.250%, 05/28/2042

    11,156,000       1,662  

7.750%, 09/18/2030

    4,278,900       663  

7.500%, 08/26/2026

    30,231,300       5,323  

7.250%, 10/18/2034

    20,633,000       2,799  

7.250%, 10/26/2050

    4,553,000       532  

7.000%, 03/26/2031

    31,499,800       4,582  

7.000%, 03/26/2031

    1,211,900       176  

7.000%, 06/30/2032

    26,128,900       3,660  

6.250%, 11/26/2025

    17,313,500       3,055  

6.250%, 07/09/2036

    7,144,600       848  

6.000%, 04/28/2028

    25,091,300       3,861  

5.750%, 11/03/2027

    29,205,000       4,556  

2.250%, 04/18/2029

    1,479,600       829  

Ecopetrol

               

6.875%, 04/29/2030

  $ 492       446  

5.875%, 11/02/2051

    346       233  

Empresas Publicas de Medellin ESP (B)

                

8.375%, 11/08/2027

  COP 2,351,000       361  

7.625%, 09/10/2024

    3,116,000       574  

Financiera de Desarrollo Territorial Findeter

               

7.875%, 08/12/2024 (B)

     1,127,000       210  

7.875%, 08/12/2024

    884,000       165  

Geopark

               

5.500%, 01/17/2027 (B)

   $ 974       837  

Gran Tierra Energy

               

7.750%, 05/23/2027 (B)

     293       237  

Grupo Aval

               

4.375%, 02/04/2030 (B)

     812       658  

Promigas ESP

               

3.750%, 10/16/2029

    740       602  

 

 

 

42

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Emerging Markets Debt Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

SierraCol Energy Andina

               

6.000%, 06/15/2028 (B)

   $ 1,237     $ 971  
              64,707  
                 

Costa Rica — 0.2%

        

Costa Rica Government International Bond

               

7.158%, 03/12/2045

    387       370  

7.000%, 04/04/2044

    1,229       1,156  

7.000%, 04/04/2044

    230       216  

6.125%, 02/19/2031

    797       774  
              2,516  
                 

Czech Republic — 1.9%

        

Czech Republic Government Bond

               

6.000%, 02/26/2026

  CZK 72,840       3,288  

5.500%, 12/12/2028

    11,380       510  

5.000%, 09/30/2030

    19,660       858  

4.200%, 12/04/2036

    7,740       315  

2.750%, 07/23/2029

    80,900       3,085  

2.500%, 08/25/2028

    121,460       4,647  

2.400%, 09/17/2025

    29,490       1,207  

2.000%, 10/13/2033

    62,050       2,056  

1.950%, 07/30/2037

    4,580       140  

1.750%, 06/23/2032

    18,680       619  

1.500%, 04/24/2040

    27,480       725  

1.200%, 03/13/2031

    29,710       970  

1.000%, 06/26/2026

    46,200       1,764  

0.950%, 05/15/2030

    5,750       189  

0.250%, 02/10/2027

    44,470       1,607  

0.050%, 11/29/2029

    49,560       1,548  
              23,528  
                 

Dominican Republic — 1.5%

        

Dominican Republic International Bond

               

9.750%, 06/05/2026

  DOP 19,150       327  

7.450%, 04/30/2044 (B)

   $ 687       640  

7.450%, 04/30/2044

    2,443       2,274  

6.850%, 01/27/2045 (A)

     1,386       1,202  

6.500%, 02/15/2048

    2,764       2,273  

6.400%, 06/05/2049 (A)

     1,171       945  

6.000%, 02/22/2033

    4,795       4,325  

6.000%, 02/22/2033 (A)(B)

     230       208  

5.875%, 04/18/2024 (B)

     47       47  

5.875%, 01/30/2060

    3,002       2,198  

5.300%, 01/21/2041 (A)

     2,947       2,274  

4.500%, 01/30/2030

    1,723       1,467  

4.500%, 01/30/2030 (A)(B)

     206       175  
              18,355  
                 

Ecuador — 1.1%

        

Ecuador Government International Bond

               

6.699%, 07/31/2030 (B)(E)

     1,613       630  

5.500%, 07/31/2030 (B)(D)

     1,815       1,166  

5.500%, 07/31/2030 (D)

     1,422       914  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

2.500%, 07/31/2035 (B)(D)

   $ 6,955     $ 3,197  

2.500%, 07/31/2035 (D)

     12,640       5,811  

1.500%, 07/31/2040 (B)(D)

     2,886       1,178  

1.500%, 07/31/2040 (A)(D)

     2,636       1,076  
              13,972  
                 

Egypt — 2.2%

        

Egypt Government Bond

               

14.664%, 10/06/2030

  EGP 4,750       161  

14.556%, 10/13/2027

    11,537       406  

14.382%, 01/12/2031

    4,531       151  

14.292%, 01/05/2028

    19,000       659  

Egypt Government International Bond

               

16.100%, 05/07/2029

    14,920       545  

8.875%, 05/29/2050

  $ 2,820       1,901  

8.875%, 05/29/2050 (B)

     2,766       1,865  

8.700%, 03/01/2049 (A)

     1,190       792  

8.700%, 03/01/2049 (B)

     869       578  

7.903%, 02/21/2048

    854       538  

7.903%, 02/21/2048 (B)

     290       183  

7.625%, 05/29/2032 (B)

     2,092       1,545  

7.625%, 05/29/2032 (A)

     3,489       2,577  

6.588%, 02/21/2028 (B)

     429       349  

Egypt Government International Bond MTN

               

8.500%, 01/31/2047

    2,691       1,789  

8.500%, 01/31/2047 (B)

     1,435       954  

8.150%, 11/20/2059

    539       352  

7.600%, 03/01/2029 (B)

     583       474  

7.600%, 03/01/2029

    200       162  

7.500%, 01/31/2027

    472       422  

7.500%, 02/16/2061 (B)

     658       405  

7.300%, 09/30/2033 (B)

     1,959       1,386  

7.300%, 09/30/2033

    2,160       1,528  

7.053%, 01/15/2032 (B)

     1,152       840  

6.375%, 04/11/2031

  EUR 2,720       2,011  

6.375%, 04/11/2031 (B)

     1,327       981  

5.800%, 09/30/2027 (A)

   $ 685       565  

5.800%, 09/30/2027 (A)(B)

     498       411  

5.625%, 04/16/2030 (A)

   EUR 732       540  

4.750%, 04/11/2025

    457       434  

4.750%, 04/11/2025 (B)

     443       421  

4.750%, 04/16/2026

    867       767  
              26,692  
                 

El Salvador — 0.4%

        

El Salvador Government International Bond

               

9.500%, 07/15/2052

  $ 7,191       3,145  

8.625%, 02/28/2029

    1,431       625  

8.250%, 04/10/2032

    297       130  

7.625%, 02/01/2041 (B)

     545       210  

7.125%, 01/20/2050

    640       247  

6.375%, 01/18/2027 (B)

     838       367  
              4,724  
                 

 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

43

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Emerging Markets Debt Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Ethiopia — 0.0%

        

Ethiopia International Bond

               

6.625%, 12/11/2024 (B)

   $ 477     $ 295  

6.625%, 12/11/2024 (A)

     400       247  
              542  
                 

Gabon — 0.1%

        

Gabon Government International Bond

               

7.000%, 11/24/2031 (B)

     1,261       1,031  

6.625%, 02/06/2031 (A)

     240       196  

6.375%, 12/12/2024 (B)

     481       450  
              1,677  
                 

Georgia — 0.0%

        

Georgia Government International Bond

               

2.750%, 04/22/2026

    280       253  

Georgian Railway JSC

               

4.000%, 06/17/2028 (B)

     209       183  
              436  
                 

Ghana — 0.7%

        

Ghana Government International Bond

               

10.750%, 10/14/2030 (B)

     1,055       737  

10.750%, 10/14/2030 (A)

     5,024       3,508  

8.875%, 05/07/2042

    1,286       452  

8.750%, 03/11/2061

    693       240  

8.625%, 04/07/2034

    3,190       1,136  

7.875%, 02/11/2035

    1,101       390  

7.750%, 04/07/2029

    870       318  

7.625%, 05/16/2029

    2,188       805  

Republic of Ghana Government Bonds

               

20.750%, 03/06/2023

  GHS 1,920       183  

19.250%, 12/18/2023

    4,011       332  

Tullow Oil (B)

                

10.250%, 05/15/2026

  $ 351       282  

7.000%, 03/01/2025 (A)

     1,241       749  
              9,132  
                 

Guatemala — 0.5%

        

CT Trust

               

5.125%, 02/03/2032 (A)(B)

     962       845  

Guatemala Government Bond

               

5.375%, 04/24/2032

    540       529  

5.250%, 08/10/2029

    1,450       1,392  

5.250%, 08/10/2029 (A)(B)

     701       673  

4.900%, 06/01/2030

    1,385       1,308  

4.650%, 10/07/2041

    449       361  

4.500%, 05/03/2026

    185       178  

3.700%, 10/07/2033

    700       576  

3.700%, 10/07/2033 (B)

     226       186  

Millicom International Cellular (B)

                

6.250%, 03/25/2029

    288       275  

5.125%, 01/15/2028

    508       472  
              6,795  
                 

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Honduras — 0.1%

        

Honduras Government International Bond

               

6.250%, 01/19/2027

  $ 416     $ 366  

5.625%, 06/24/2030 (A)

     1,281       1,025  
              1,391  
                 

Hong Kong — 0.1%

        

NWD

               

4.125%, 07/18/2029

    757       615  
                 
                 

Hungary — 1.0%

        

Hungary Government Bond

               

4.750%, 11/24/2032

  HUF 538,140       1,037  

4.500%, 03/23/2028

    1,275,500       2,630  

4.500%, 05/27/2032

    354,560       677  

3.000%, 10/27/2038

    410,390       578  

Hungary Government International Bond

               

5.250%, 06/16/2029 (B)

   $ 378       361  

4.250%, 06/16/2031

  EUR 759       729  

3.125%, 09/21/2051 (A)

   $ 3,779       2,269  

3.125%, 09/21/2051 (B)

     299       180  

2.125%, 09/22/2031

    1,438       1,065  

2.125%, 09/22/2031 (B)

     1,179       873  

1.750%, 06/05/2035

  EUR 1,812       1,267  

1.500%, 11/17/2050 (A)

     552       291  
              11,957  
                 

India — 0.5%

        

Adani Electricity Mumbai

               

3.949%, 02/12/2030 (B)

   $ 540       409  

Export-Import Bank of India MTN

               

3.250%, 01/15/2030

    1,060       917  

2.250%, 01/13/2031

    615       483  

Greenko Power II

               

4.300%, 12/13/2028

    500       418  

Network i2i

               

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

     260       248  

Power Finance MTN

               

3.950%, 04/23/2030 (B)

     569       498  

Reliance Industries (B)

                

3.625%, 01/12/2052

    671       440  

2.875%, 01/12/2032

    800       649  

UPL

               

4.625%, 06/16/2030

    950       740  

Vedanta Resources

               

7.125%, 05/31/2023

    200       187  

Vedanta Resources Finance II

               

13.875%, 01/21/2024 (B)

     286       249  

8.950%, 03/11/2025

    540       367  
              5,605  
                 

 

 

 

44

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Emerging Markets Debt Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Indonesia — 6.5%

        

Freeport Indonesia

               

6.200%, 04/14/2052 (B)

   $ 662     $ 578  

Freeport Indonesia MTN

               

5.315%, 04/14/2032 (B)

     1,099       1,008  

5.315%, 04/14/2032

    641       588  

Indonesia Asahan Aluminium Persero (B)

                

5.800%, 05/15/2050

    1,165       977  

5.710%, 11/15/2023

    618       618  

4.750%, 05/15/2025

    240       236  

Indonesia Government International Bond

               

8.500%, 10/12/2035

    1,265       1,597  

4.750%, 02/11/2029

    119       119  

4.650%, 09/20/2032

    464       454  

4.300%, 03/31/2052

    311       263  

4.150%, 09/20/2027

    372       365  

3.550%, 03/31/2032

    249       224  

3.500%, 01/11/2028

    1,859       1,764  

3.050%, 03/12/2051 (A)

     1,187       852  

2.850%, 02/14/2030

    2,929       2,600  

2.150%, 07/28/2031

    2,059       1,704  

1.400%, 10/30/2031

  EUR 641       532  

1.300%, 03/23/2034

    743       570  

1.100%, 03/12/2033

    690       535  

Indonesia Government International Bond MTN

               

5.250%, 01/17/2042

  $ 3,260       3,189  

5.125%, 01/15/2045

    333       321  

4.625%, 04/15/2043

    698       629  

3.750%, 06/14/2028

  EUR 1,057       1,093  

Indonesia Treasury Bond

               

9.000%, 03/15/2029

  IDR 36,550,000       2,613  

8.750%, 05/15/2031

    47,748,000       3,418  

8.375%, 03/15/2024

    20,173,000       1,338  

8.375%, 03/15/2034

    63,445,000       4,459  

8.375%, 04/15/2039

    44,180,000       3,139  

8.250%, 05/15/2029

    34,660,000       2,397  

8.250%, 06/15/2032

    12,030,000       837  

8.250%, 05/15/2036

    74,289,000       5,203  

8.125%, 05/15/2024

    73,060,000       4,840  

7.500%, 08/15/2032

    26,770,000       1,779  

7.500%, 06/15/2035

    17,596,000       1,164  

7.500%, 05/15/2038

    24,494,000       1,619  

7.500%, 04/15/2040

    30,705,000       2,026  

7.125%, 06/15/2042

    12,000,000       772  

7.125%, 06/15/2043

    34,766,000       2,233  

7.000%, 05/15/2027

    28,700,000       1,887  

7.000%, 09/15/2030

    22,578,000       1,464  

7.000%, 02/15/2033

    17,009,000       1,094  

6.875%, 08/15/2051

    28,231,000       1,730  

6.500%, 06/15/2025

    5,895,000       382  

6.500%, 02/15/2031

    28,458,000       1,774  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

6.375%, 08/15/2028

  IDR 46,052,000     $ 2,926  

6.375%, 04/15/2032

    45,027,000       2,782  

6.375%, 07/15/2037

    1,500,000       93  

5.125%, 04/15/2027

    19,322,000       1,194  

Medco Bell Pte

               

6.375%, 01/30/2027 (B)

   $ 466       420  

Minejesa Capital BV (B)

                

5.625%, 08/10/2037

    995       775  

4.625%, 08/10/2030

    386       338  

Pertamina Persero MTN

               

3.650%, 07/30/2029 (B)

     1,035       947  

Perusahaan Listrik Negara

               

1.875%, 11/05/2031 (B)

   EUR 891       678  

Perusahaan Listrik Negara MTN

               

6.150%, 05/21/2048

  $ 740       703  

6.150%, 05/21/2048 (B)

     657       624  

4.375%, 02/05/2050 (B)

     265       198  

Perusahaan Penerbit SBSN Indonesia III

               

4.700%, 06/06/2032

    355       349  

Perusahaan Perseroan Persero Perusahaan Listrik Negara

               

4.875%, 07/17/2049 (A)

     311       245  

1.875%, 11/05/2031

  EUR 250       190  

Perusahaan Perseroan Persero Perusahaan Listrik Negara MTN

               

5.250%, 05/15/2047

  $ 480       405  

3.375%, 02/05/2030

    750       636  

3.000%, 06/30/2030 (A)

     565       463  
              80,950  
                 

Iraq — 0.2%

        

Iraq International Bond

               

5.800%, 01/15/2028

    1,713       1,576  

5.800%, 01/15/2028

    859       790  
              2,366  
                 

Israel — 0.6%

        

Bank Leumi Le-Israel

               

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

     431       381  

Israel Government Bond - Fixed

               

1.300%, 04/30/2032

  ILS 22,098       5,204  

Leviathan Bond

               

6.750%, 06/30/2030 (A)(B)

   $ 394       371  

State of Israel

               

4.500%, 04/03/2120

    1,199       1,049  
              7,005  
                 

Ivory Coast — 0.6%

        

Ivory Coast Government International Bond

               

6.875%, 10/17/2040

  EUR 1,619       1,294  

6.625%, 03/22/2048 (B)

     1,115       835  

6.625%, 03/22/2048

    795       596  

 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

45

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Emerging Markets Debt Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

6.625%, 03/22/2048

  EUR 3,715     $ 2,784  

5.875%, 10/17/2031 (B)

     205       183  

5.250%, 03/22/2030

    1,583       1,421  

4.875%, 01/30/2032

    370       311  
              7,424  
                 

Jordan — 0.2%

        

Jordan Government International Bond

               

7.750%, 01/15/2028 (A)(B)

   $ 418       422  

7.375%, 10/10/2047 (A)

     667       571  

7.375%, 10/10/2047 (B)

     228       195  

5.850%, 07/07/2030 (B)

     559       500  

5.850%, 07/07/2030 (A)

     505       451  

4.950%, 07/07/2025

    270       259  
              2,398  
                 

Kazakhstan — 1.2%

        

Development Bank of Kazakhstan JSC

               

2.950%, 05/06/2031 (B)

     465       367  

Kazakhstan Government International Bond

               

4.875%, 10/14/2044 (B)

     1,020       909  

4.875%, 10/14/2044 (A)

     2,204       1,965  

Kazakhstan Government International Bond MTN

               

6.500%, 07/21/2045 (B)

     1,765       1,830  

1.500%, 09/30/2034

  EUR 1,759       1,384  

KazMunayGas National JSC

               

6.375%, 10/24/2048 (B)

   $ 720       592  

6.375%, 10/24/2048

    200       164  

5.750%, 04/19/2047 (B)

     2,292       1,772  

5.750%, 04/19/2047 (A)

     63       49  

5.375%, 04/24/2030 (B)

     984       879  

5.375%, 04/24/2030 (A)

     2,485       2,220  

3.500%, 04/14/2033

    1,818       1,347  

3.500%, 04/14/2033 (B)

     212       157  

KazTransGas JSC

               

4.375%, 09/26/2027

    815       735  

4.375%, 09/26/2027 (B)

     165       149  

Tengizchevroil Finance International

               

3.250%, 08/15/2030 (B)

     450       318  
              14,837  
                 

Kenya — 0.4%

        

Kenya Government International Bond

               

8.250%, 02/28/2048

    801       619  

8.000%, 05/22/2032 (A)

     1,548       1,318  

8.000%, 05/22/2032 (B)

     301       256  

7.000%, 05/22/2027 (A)

     1,914       1,709  

7.000%, 05/22/2027 (B)

     493       440  

6.875%, 06/24/2024 (B)

     662       607  

6.875%, 06/24/2024

    200       184  
              5,133  
                 

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Kuwait — 0.1%

        

Meglobal Canada ULC MTN

               

5.875%, 05/18/2030 (B)

   $ 222     $ 223  

NBK SPC

               

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

     680       597  

NBK Tier 1 Financing 2

               

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

     513       470  
              1,290  
                 

Lebanon — 0.3%

        

Lebanon Government International Bond

               

8.250%, 05/17/2034 (G)

     7,412       428  

8.200%, 05/17/2033 (G)

     2,700       156  

6.850%, 03/23/2027 (G)

     742       43  

6.750%, 11/29/2027 (G)

     1,123       64  

6.650%, 04/22/2024 (G)

     2,250       130  

6.000%, 01/27/2023 (G)

     560       32  

Lebanon Government International Bond MTN

               

8.250%, 12/31/2023 (G)

     8,178       468  

7.000%, 03/20/2028 (G)

     2,048       118  

6.850%, 05/25/2029 (G)

     1,996       115  

6.650%, 11/03/2028 (G)

     2,310       133  

6.650%, 02/26/2030 (G)

     3,095       177  

6.600%, 11/27/2026 (G)

     1,613       93  

6.400%, 05/26/2023 (G)

     2,649       152  

6.375%, 12/31/2023 (G)

     5,489       319  

6.150%, 12/31/2023 (G)

     2,616       150  

6.100%, 10/04/2022 (G)

     9,077       520  

6.100%, 10/04/2022 (G)

     569       32  

5.800%, 04/14/2023 (G)

     2,787       160  
              3,290  
                 

Macau — 0.0%

        

Studio City Finance (B)

                

6.500%, 01/15/2028

    371       288  

6.000%, 07/15/2025

    87       75  
              363  
                 

Malaysia — 6.5%

        

1MDB Global Investments

               

4.400%, 03/09/2023

    3,600       3,524  

4.400%, 03/09/2023

    6,400       6,266  

Malaysia Government Bond

               

5.248%, 09/15/2028

  MYR 3,617       873  

4.935%, 09/30/2043

    2,200       530  

4.921%, 07/06/2048

    3,070       726  

4.762%, 04/07/2037

    1,000       238  

4.696%, 10/15/2042

    2,200       519  

4.642%, 11/07/2033

    500       118  

4.504%, 04/30/2029

    2,500       583  

4.392%, 04/15/2026

    3,480       805  

 

 

 

46

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Emerging Markets Debt Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

4.254%, 05/31/2035

  MYR 16,524     $ 3,765  

4.232%, 06/30/2031

    1,200       276  

4.181%, 07/15/2024

    4,186       956  

4.065%, 06/15/2050

    3,119       646  

4.059%, 09/30/2024

    7,200       1,643  

3.955%, 09/15/2025

    35,156       8,020  

3.906%, 07/15/2026

    17,274       3,936  

3.900%, 11/30/2026

    4,085       930  

3.899%, 11/16/2027

    12,332       2,804  

3.885%, 08/15/2029

    11,247       2,535  

3.882%, 03/14/2025

    26,322       6,002  

3.828%, 07/05/2034

    32,019       7,037  

3.800%, 08/17/2023

    13,526       3,075  

3.757%, 04/20/2023

    1,500       341  

3.757%, 05/22/2040

    19,430       4,073  

3.733%, 06/15/2028

    22,341       5,011  

3.582%, 07/15/2032

    4,937       1,076  

3.502%, 05/31/2027

    8,086       1,808  

3.480%, 03/15/2023

    4,136       939  

3.478%, 06/14/2024

    4,234       958  

2.632%, 04/15/2031

    18,547       3,797  

Malaysia Government Investment Issue

               

4.369%, 10/31/2028

    1,200       277  

4.119%, 11/30/2034

    1,248       279  

4.070%, 09/30/2026

    6,500       1,485  

Malaysia Wakala Sukuk

               

2.070%, 04/28/2031

  $ 1,230       1,039  

Petronas Capital MTN

               

4.550%, 04/21/2050

    1,401       1,247  

3.500%, 04/21/2030

    405       369  

2.480%, 01/28/2032

    1,724       1,424  
              79,930  
                 

Mexico — 9.9%

        

Alpek SAB

               

4.250%, 09/18/2029 (B)

     653       593  

America Movil

               

7.125%, 12/09/2024

  MXN 18,110       864  

Banco Mercantil del Norte (B)(F)

                

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

   $ 476       436  

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

     609       594  

5.875%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.643% (C)

     417       371  

Banco Nacional de Comercio Exterior SNC

               

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

     991       827  

Cemex (B)

                

5.450%, 11/19/2029

    750       720  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

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

   $ 200     $ 185  

3.875%, 07/11/2031 (A)

     572       483  

Comision Federal de Electricidad

               

7.350%, 11/25/2025

  MXN 39,785       1,884  

6.264%, 02/15/2052 (B)

   $ 263       207  

4.750%, 02/23/2027 (B)

     258       241  

4.688%, 05/15/2029 (B)

     1,872       1,656  

3.875%, 07/26/2033

    720       545  

3.348%, 02/09/2031 (B)

     391       305  

FEL Energy VI Sarl

               

5.750%, 12/01/2040 (B)

     178       152  

Mexican Bonos

               

8.000%, 11/07/2047

  MXN 65,574       3,000  

7.750%, 11/13/2042

    104,917       4,698  

7.500%, 06/03/2027

    168,348       8,142  

5.750%, 03/05/2026

    57,733       2,680  

5.000%, 03/06/2025

    19,109       889  

Mexican Bonos, Ser M20

               

10.000%, 12/05/2024

    122,394       6,295  

8.500%, 05/31/2029

    109,983       5,487  

7.750%, 05/29/2031

    336,259       15,967  

Mexican Bonos, Ser M30

               

8.500%, 11/18/2038

    126,743       6,153  

Mexican Udibonos

               

4.500%, 12/04/2025

    137,940       7,037  

4.000%, 11/30/2028

    97,935       4,955  

3.500%, 11/16/2023

    72,009       3,614  

Mexico City Airport Trust

               

5.500%, 07/31/2047 (B)

   $ 715       550  

Mexico Government International Bond

               

4.875%, 05/19/2033

    492       452  

4.750%, 04/27/2032

    1,230       1,152  

4.600%, 02/10/2048 (A)

     394       304  

4.280%, 08/14/2041

    676       521  

3.771%, 05/24/2061 (A)

     999       631  

3.750%, 04/19/2071

    1,228       762  

3.500%, 02/12/2034

    203       162  

2.659%, 05/24/2031 (A)

     3,651       2,945  

2.375%, 02/11/2030

  EUR 800       747  

Mexico Government International Bond MTN

               

5.750%, 10/12/2110 (A)

   $ 2,756       2,318  

4.750%, 03/08/2044

    386       311  

Minera Mexico

               

4.500%, 01/26/2050 (B)

     627       473  

Petroleos Mexicanos

               

7.690%, 01/23/2050

    7,209       4,988  

7.690%, 01/23/2050 (B)

     427       295  

7.470%, 11/12/2026

  MXN 15,660       683  

7.190%, 09/12/2024 (A)

     45,182       2,145  

 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

47

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Emerging Markets Debt Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

6.950%, 01/28/2060 (B)

   $ 308     $ 195  

6.950%, 01/28/2060

    359       227  

6.700%, 02/16/2032 (B)

     183       144  

6.700%, 02/16/2032

    8,393       6,590  

6.625%, 06/15/2035 (A)

     4,683       3,397  

6.500%, 01/23/2029

    955       817  

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

     785       672  

6.500%, 06/02/2041

    279       181  

6.375%, 01/23/2045

    710       440  

6.350%, 02/12/2048

    370       226  

6.350%, 02/12/2048

    678       414  

6.350%, 02/12/2048 (B)

     430       263  

5.950%, 01/28/2031 (B)

     540       409  

5.950%, 01/28/2031

    1,490       1,128  

5.350%, 02/12/2028 (B)

     279       235  

Petroleos Mexicanos MTN

               

8.750%, 06/02/2029

    1,862       1,746  

6.750%, 09/21/2047

    3,197       2,040  

6.750%, 09/21/2047

    553       353  

4.875%, 02/21/2028

  EUR 755       657  

Poinsettia Finance

               

6.625%, 06/17/2031

  $ 5,230       4,419  
              122,972  
                 

Mongolia — 0.4%

        

Development Bank of Mongolia

               

7.250%, 10/23/2023 (B)

     784       694  

Mongolia Government International Bond

               

5.125%, 04/07/2026

    781       668  

3.500%, 07/07/2027

    1,351       1,077  

Mongolia Government International Bond MTN

               

8.750%, 03/09/2024

    2,651       2,552  
              4,991  
                 

Morocco — 0.1%

        

Morocco Government International Bond

               

5.500%, 12/11/2042

    200       171  

4.000%, 12/15/2050

    673       460  

3.000%, 12/15/2032 (A)

     1,017       808  
              1,439  
                 

Mozambique — 0.1%

        

Mozambique International Bond

               

5.000%, 09/15/2031 (B)(D)

     1,356       1,031  

5.000%, 09/15/2031 (D)

     200       152  
              1,183  
                 

Nigeria — 0.8%

        

IHS Netherlands Holdco

               

8.000%, 09/18/2027 (B)

     299       262  

Nigeria Government International Bond

               

9.248%, 01/21/2049 (A)

     322       240  

7.875%, 02/16/2032

    923       694  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

7.696%, 02/23/2038

  $ 1,811     $ 1,227  

7.696%, 02/23/2038 (B)

     601       407  

Nigeria Government International Bond MTN

               

8.375%, 03/24/2029

    1,976       1,635  

8.375%, 03/24/2029 (A)(B)

     1,261       1,044  

8.250%, 09/28/2051 (B)

     903       601  

7.625%, 11/28/2047 (B)

     1,461       937  

7.375%, 09/28/2033 (B)

     1,039       738  

7.375%, 09/28/2033

    2,953       2,098  

6.500%, 11/28/2027 (B)

     287       231  
              10,114  
                 

Oman — 0.8%

        

Oman Government International Bond

               

7.000%, 01/25/2051 (A)

     1,199       1,157  

6.750%, 10/28/2027

    3,535       3,658  

6.750%, 01/17/2048 (A)

     3,769       3,526  

6.250%, 01/25/2031 (A)

     1,188       1,195  
              9,536  
                 

Pakistan — 0.3%

        

Pakistan Government International Bond

               

8.250%, 09/30/2025

    1,000       479  

7.875%, 03/31/2036

    200       70  

6.875%, 12/05/2027

    319       123  

Pakistan Government International Bond MTN

               

8.875%, 04/08/2051

    805       276  

7.375%, 04/08/2031

    2,780       973  

6.000%, 04/08/2026 (B)

     3,033       1,198  
              3,119  
                 

Panama — 1.4%

        

Aeropuerto Internacional de Tocumen

               

5.125%, 08/11/2061 (B)

     311       254  

AES Panama Generation Holdings SRL

               

4.375%, 05/31/2030 (B)

     492       427  

Banco Nacional de Panama

               

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

     791       634  

Empresa de Transmision Electrica

               

5.125%, 05/02/2049 (B)

     635       512  

Panama Government International Bond

               

9.375%, 04/01/2029

    514       610  

8.125%, 04/28/2034

    478       570  

6.400%, 02/14/2035

    3,396       3,445  

4.500%, 04/16/2050

    735       554  

4.500%, 04/01/2056

    2,043       1,489  

4.500%, 01/19/2063

    2,551       1,796  

4.300%, 04/29/2053

    200       144  

3.870%, 07/23/2060

    1,952       1,257  

3.750%, 03/16/2025

    600       580  

3.160%, 01/23/2030 (A)

     165       142  

2.252%, 09/29/2032 (A)

     5,260       3,895  

 

 

 

48

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Emerging Markets Debt Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Republic of Panama

               

6.700%, 01/26/2036

  $ 520     $ 542  

Telecomunicaciones Digitales

               

4.500%, 01/30/2030 (B)

     208       187  
              17,038  
                 

Papua New Guinea — 0.0%

        

Papua New Guinea Government International Bond

               

8.375%, 10/04/2028

    282       245  

8.375%, 10/04/2028 (B)

     275       238  
              483  
                 

Paraguay — 0.4%

        

Bioceanico Sovereign Certificate Ltd

               

0.000%, 06/05/2034 (E)

     1,605       1,102  

Paraguay Government International Bond

               

6.100%, 08/11/2044

    1,260       1,211  

5.600%, 03/13/2048

    903       787  

5.400%, 03/30/2050

    571       492  

4.950%, 04/28/2031

    880       850  

2.739%, 01/29/2033

    874       700  
              5,142  
                 

Peru — 2.5%

        

Atlantica Transmision Sur

               

6.875%, 04/30/2043 (B)

     259       234  

Fondo MIVIVIENDA

               

7.000%, 02/14/2024 (B)

   PEN 3,704       947  

Kallpa Generacion (B)

                

4.875%, 05/24/2026

  $ 263       253  

4.125%, 08/16/2027

    936       858  

Peru Government Bond

               

6.950%, 08/12/2031

  PEN 2,670       659  

5.350%, 08/12/2040

    2,134       415  

5.200%, 09/12/2023

    800       208  

Peruvian Government International Bond

               

8.750%, 11/21/2033 (A)

   $ 490       595  

8.200%, 08/12/2026

  PEN 15       4  

8.200%, 08/12/2026

    2,240       614  

6.900%, 08/12/2037

    1,171       274  

6.900%, 08/12/2037

    3,326       779  

6.850%, 02/12/2042

    613       141  

6.350%, 08/12/2028

    1,880       468  

6.150%, 08/12/2032

    13,548       3,117  

5.940%, 02/12/2029

    5,290       1,270  

5.700%, 08/12/2024 (B)

     4,932       1,274  

5.400%, 08/12/2034

    1,243       261  

5.400%, 08/12/2034

    9,457       1,982  

3.750%, 03/01/2030

  EUR 200       198  

3.550%, 03/10/2051

  $ 602       428  

3.230%, 07/28/2121

    2,105       1,222  

3.000%, 01/15/2034 (A)

     1,768       1,393  

2.783%, 01/23/2031

    4,917       4,068  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

1.950%, 11/17/2036

  EUR 1,550     $ 1,132  

1.250%, 03/11/2033

    2,088       1,545  

Petroleos del Peru

               

5.625%, 06/19/2047

  $ 6,793       4,439  

5.625%, 06/19/2047 (B)

     812       531  

4.750%, 06/19/2032 (B)

     1,201       928  

4.750%, 06/19/2032

    754       583  
              30,820  
                 

Philippines — 0.6%

        

Philippine Government International Bond

               

6.375%, 10/23/2034

    200       221  

5.609%, 04/13/2033

    210       222  

5.170%, 10/13/2027

    499       512  

3.200%, 07/06/2046

    347       253  

3.000%, 02/01/2028

    271       252  

1.950%, 01/06/2032

    5,087       4,127  

1.750%, 04/28/2041

  EUR 402       292  

1.648%, 06/10/2031

  $ 1,728       1,379  
              7,258  
                 

Poland — 3.6%

        

Republic of Poland Government Bond

               

7.500%, 07/25/2028

  PLN 9,759       2,289  

3.750%, 05/25/2027

    16,154       3,241  

3.250%, 07/25/2025

    8,670       1,813  

2.750%, 04/25/2028

    22,021       4,113  

2.750%, 10/25/2029

    29,551       5,224  

2.500%, 07/25/2026

    50,358       9,887  

2.500%, 07/25/2027

    10,957       2,080  

1.750%, 04/25/2032 (A)

     37,016       5,534  

1.250%, 10/25/2030

    28,152       4,307  

0.250%, 10/25/2026

    6,870       1,222  

Republic of Poland Government International Bond

               

5.750%, 11/16/2032

  $ 3,601       3,832  

5.500%, 11/16/2027

    1,155       1,185  
              44,727  
                 

Qatar — 1.4%

        

Ooredoo International Finance MTN

               

2.625%, 04/08/2031 (B)

     363       312  

Qatar Government International Bond

               

5.103%, 04/23/2048

    567       569  

4.817%, 03/14/2049

    2,837       2,759  

4.817%, 03/14/2049 (A)(B)

     1,863       1,812  

4.400%, 04/16/2050 (A)(B)

     1,150       1,052  

4.400%, 04/16/2050 (A)

     2,865       2,621  

4.000%, 03/14/2029 (B)

     759       746  

3.875%, 04/23/2023

    239       238  

3.750%, 04/16/2030 (A)

     2,744       2,655  

3.375%, 03/14/2024

    936       917  

QatarEnergy Trading

               

3.300%, 07/12/2051 (B)

     234       172  

 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

49

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Emerging Markets Debt Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

3.125%, 07/12/2041 (B)

   $ 292     $ 224  

2.250%, 07/12/2031 (B)

     705       583  

2.250%, 07/12/2031

    2,491       2,061  
              16,721  
                 

Romania — 3.1%

        

Romania Government Bond

               

8.250%, 09/29/2032

  RON 10,420       2,251  

6.700%, 02/25/2032

    24,775       4,853  

4.850%, 07/25/2029

    13,525       2,443  

4.750%, 10/11/2034

    2,535       395  

4.150%, 01/26/2028

    2,145       394  

4.150%, 10/24/2030

    2,875       485  

3.650%, 07/28/2025

    12,120       2,397  

3.650%, 09/24/2031

    5,510       881  

3.250%, 06/24/2026

    3,585       673  

2.500%, 10/25/2027

    20,235       3,464  

Romanian Government International Bond

               

5.250%, 11/25/2027 (B)

   $ 740       710  

5.125%, 06/15/2048

    244       193  

5.000%, 02/12/2029

  RON 13,270       2,460  

4.000%, 02/14/2051

  $ 1,774       1,174  

3.625%, 03/27/2032 (B)

     1,168       928  

3.624%, 05/26/2030

  EUR 409       356  

3.000%, 02/27/2027 (B)

   $ 394       348  

2.750%, 04/14/2041 (B)

   EUR 2,422       1,446  

2.625%, 12/02/2040 (B)

     1,164       691  

2.000%, 04/14/2033 (B)

     179       122  

Romanian Government International Bond MTN

               

4.625%, 04/03/2049 (A)

     1,242       956  

4.125%, 03/11/2039

    1,057       803  

3.875%, 10/29/2035

    1,700       1,334  

3.750%, 02/07/2034

    2,450       1,948  

3.375%, 02/08/2038 (B)

     1,163       836  

3.375%, 01/28/2050

    2,100       1,288  

3.375%, 01/28/2050 (B)

     1,085       665  

2.875%, 05/26/2028 (A)

     261       241  

2.875%, 04/13/2042

    675       402  

2.875%, 04/13/2042 (B)

     260       155  

2.500%, 02/08/2030 (B)

     657       541  

2.125%, 03/07/2028

    715       635  

2.124%, 07/16/2031

    471       345  

2.000%, 01/28/2032

    960       681  

2.000%, 04/14/2033

    1,665       1,135  
              38,629  
                 

Russia — 0.2%

        

Russian Federal Bond - OFZ

               

8.150%, 02/03/2027

  RUB 87,350       323  

7.050%, 01/19/2028

    271,518       1,004  

7.000%, 07/30/2036

    86,250       319  

6.900%, 07/23/2031

    32,372       120  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

6.700%, 03/14/2029

  RUB 35,842     $ 133  

Russian Foreign Bond - Eurobond

               

7.500%, 03/31/2030

  $ –       –  

4.375%, 03/21/2029

    3,000       780  

Vnesheconombank Via VEB Finance

               

6.800%, 11/22/2025

    580       31  

6.800%, 11/22/2025 (B)

     150       7  
              2,717  
                 

Saudi Arabia — 1.6%

        

EIG Pearl Holdings Sarl (B)

                

4.387%, 11/30/2046

    822       631  

3.545%, 08/31/2036

    657       550  

Global Sukuk

               

1.602%, 06/17/2026 (A)

     847       756  

Saudi Arabian Oil MTN

               

4.250%, 04/16/2039 (B)

     920       821  

4.250%, 04/16/2039 (A)

     160       143  

Saudi Government International Bond

               

5.500%, 10/25/2032 (B)

     1,927       2,036  

5.250%, 01/16/2050 (A)

     680       667  

4.375%, 04/16/2029

    3,970       3,918  

Saudi Government International Bond MTN

               

5.000%, 04/17/2049 (B)

     724       681  

4.625%, 10/04/2047 (B)

     2,683       2,397  

4.500%, 10/26/2046

    1,865       1,653  

3.750%, 01/21/2055 (B)

     748       589  

3.450%, 02/02/2061

    599       428  

3.250%, 11/17/2051 (A)(B)

     1,380       994  

2.875%, 03/04/2023 (A)

     1,341       1,334  

2.250%, 02/02/2033 (B)

     2,776       2,251  
              19,849  
                 

Senegal — 0.1%

        

Senegal Government International Bond

               

6.750%, 03/13/2048

    952       669  

4.750%, 03/13/2028

  EUR 827       759  

4.750%, 03/13/2028 (B)

     113       104  
              1,532  
                 

Serbia — 0.3%

        

Serbia International Bond

               

3.125%, 05/15/2027

    320       293  

2.125%, 12/01/2030 (A)

   $ 400       287  

1.650%, 03/03/2033

  EUR 270       174  

1.500%, 06/26/2029

    2,863       2,184  

Serbia International Bond MTN

               

2.050%, 09/23/2036

    1,141       682  

Serbia Treasury Bonds

               

5.875%, 02/08/2028

  RSD 43,860       380  

4.500%, 01/11/2026

    15,250       130  

4.500%, 08/20/2032

    10,270       77  
              4,207  
                 

 

 

 

50

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Emerging Markets Debt Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

South Africa — 6.7%

        

Bidvest Group UK PLC

               

3.625%, 09/23/2026 (B)

   $ 344     $ 309  

Eskom Holdings SOC

               

7.125%, 02/11/2025 (B)

     2,564       2,328  

4.314%, 07/23/2027

    1,189       1,035  

Eskom Holdings SOC MTN

               

8.450%, 08/10/2028 (B)

     391       342  

7.500%, 09/15/2033

  ZAR 35,200       1,481  

6.750%, 08/06/2023 (B)

   $ 1,063       1,021  

Republic of South Africa

               

10.500%, 12/21/2026

  ZAR 115,266       7,127  

9.000%, 01/31/2040

    43,952       2,088  

8.875%, 02/28/2035

    223,707       11,070  

8.750%, 01/31/2044

    118,076       5,405  

8.750%, 02/28/2048

    140,353       6,423  

8.500%, 01/31/2037

    241,987       11,271  

8.250%, 03/31/2032

    179,762       8,998  

8.000%, 01/31/2030

    50,429       2,640  

7.000%, 02/28/2031

    104,874       4,972  

6.500%, 02/28/2041

    23,055       847  

6.300%, 06/22/2048

  $ 540       429  

6.250%, 03/31/2036

  ZAR 64,745       2,501  

5.875%, 09/16/2025

  $ 852       853  

5.750%, 09/30/2049

    4,934       3,610  

5.650%, 09/27/2047

    946       693  

5.000%, 10/12/2046 (A)

     357       249  

4.850%, 09/27/2027 (A)

     420       398  

Republic of South Africa Government International Bond

               

7.300%, 04/20/2052

    2,798       2,405  

5.875%, 04/20/2032

    3,239       2,915  

Sasol Financing USA

               

6.500%, 09/27/2028

    360       326  

5.875%, 03/27/2024

    442       432  

4.375%, 09/18/2026

    351       310  
              82,478  
                 

South Korea — 0.8%

        

Export-Import Bank of Korea MTN

               

8.000%, 05/15/2024

  IDR 8,800,000       575  

7.250%, 12/07/2024

    700,000       45  

5.750%, 03/05/2024

    12,200,000       776  

Korea Treasury Bond

               

3.125%, 09/10/2027

  KRW 10,654,590       8,199  
              9,595  
                 

Sri Lanka — 0.4%

        

Sri Lanka Government International Bond

               

7.850%, 03/14/2029

  $ 1,598       496  

7.550%, 03/28/2030

    1,255       388  

6.850%, 03/14/2024

    512       158  

6.850%, 11/03/2025

    1,339       422  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

6.825%, 07/18/2026 (B)

   $ 909     $ 283  

6.825%, 07/18/2026

    500       156  

6.750%, 04/18/2028 (B)

     5,379       1,669  

6.750%, 04/18/2028

    2,648       821  

6.350%, 06/28/2024 (B)

     864       267  

6.200%, 05/11/2027

    1,924       595  

5.750%, 04/18/2023

    434       134  
              5,389  
                 

Supra-National — 0.6%

        

Africa Finance

               

2.875%, 04/28/2028 (B)

     1,679       1,441  

African Export-Import Bank

               

3.798%, 05/17/2031 (B)

     200       165  

African Export-Import Bank MTN

               

3.994%, 09/21/2029 (B)

     363       315  

Banque Ouest Africaine de Developpement

               

5.000%, 07/27/2027 (B)

     865       811  

4.700%, 10/22/2031 (B)

     683       580  

4.700%, 10/22/2031

    280       238  

European Bank for Reconstruction & Development MTN

               

5.200%, 05/28/2024

  IDR 11,593,600       736  

Inter-American Development Bank MTN

               

7.875%, 03/14/2023

    44,650,000       2,880  
              7,166  
                 

Taiwan — 0.1%

        

TSMC Arizona

               

4.250%, 04/22/2032 (A)

   $ 444       429  

3.250%, 10/25/2051

    220       158  

2.500%, 10/25/2031

    200       164  
              751  
                 

Thailand — 3.0%

        

GC Treasury Center MTN

               

4.300%, 03/18/2051 (B)

     735       510  

Thailand Government Bond

               

5.670%, 03/13/2028

  THB 3,000       102  

3.775%, 06/25/2032

    181,773       5,750  

3.650%, 06/20/2031

    58,000       1,824  

3.625%, 06/16/2023

    30,000       876  

3.450%, 06/17/2043

    56,234       1,638  

3.400%, 06/17/2036

    188,484       5,637  

3.300%, 06/17/2038

    88,684       2,597  

2.875%, 12/17/2028

    19,665       593  

2.875%, 06/17/2046

    3,431       88  

2.750%, 06/17/2052

    1,861       44  

2.650%, 06/17/2028

    61,000       1,818  

2.400%, 12/17/2023

    88,000       2,569  

2.125%, 12/17/2026

    10,313       302  

2.000%, 12/17/2031

    129,004       3,583  

2.000%, 06/17/2042

    93,520       2,175  

1.600%, 12/17/2029

    7,000       193  

 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

51

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Emerging Markets Debt Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

1.600%, 06/17/2035

  THB 27,023     $ 669  

1.585%, 12/17/2035

    73,597       1,810  

1.450%, 12/17/2024

    67,979       1,955  

1.250%, 03/12/2028

    63,922       1,790  

1.000%, 06/17/2027

    39,000       1,081  
              37,604  
                 

Tunisia — 0.4%

        

Tunisian Republic

               

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

   EUR 2,375       1,582  

6.375%, 07/15/2026

    622       414  

5.750%, 01/30/2025 (A)

   $ 426       293  

5.625%, 02/17/2024

  EUR 3,105       2,586  
              4,875  
                 

Turkey — 1.7%

        

Aydem Yenilenebilir Enerji

               

7.750%, 02/02/2027 (B)

   $ 655       533  

Hazine Mustesarligi Varlik Kiralama

               

7.250%, 02/24/2027 (B)

     2,508       2,444  

Turkey Government Bond

               

1.500%, 06/18/2025

  TRY 32,559       2,422  

Turkey Government International Bond

               

9.875%, 01/15/2028

  $ 2,494       2,581  

6.875%, 03/17/2036

    550       459  

6.500%, 09/20/2033

    711       590  

6.375%, 10/14/2025

    819       784  

6.125%, 10/24/2028

    1,295       1,154  

5.950%, 01/15/2031

    2,585       2,133  

5.875%, 06/26/2031

    2,181       1,783  

5.750%, 05/11/2047

    1,363       927  

5.125%, 02/17/2028

    711       614  

4.875%, 10/09/2026

    1,017       909  

4.875%, 04/16/2043 (A)

     3,429       2,224  

Turkiye Ihracat Kredi Bankasi

               

5.750%, 07/06/2026

    671       610  

Turkiye Sise ve Cam Fabrikalari

               

6.950%, 03/14/2026 (B)

     500       487  

Yapi ve Kredi Bankasi MTN

               

5.850%, 06/21/2024 (B)

     429       421  
              21,075  
                 

Uganda — 0.1%

        

Republic of Uganda Government Bonds

               

14.250%, 06/22/2034

  UGX 3,800,000       912  
                 
                 

Ukraine — 0.5%

        

NAK Naftogaz Ukraine via Kondor Finance

               

7.625%, 11/08/2026 (B)

   $ 990       168  

7.125%, 07/19/2024

  EUR 720       130  

NPC Ukrenergo

               

6.875%, 11/09/2028 (B)

   $ 1,031       178  

State Agency of Roads of Ukraine

               

6.250%, 06/24/2030

    1,016       172  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

6.250%, 06/24/2030 (B)

   $ 363     $ 62  

Ukraine Government International Bond

               

15.840%, 02/26/2025

  UAH 66,553       925  

9.750%, 11/01/2030

  $ 497       100  

7.750%, 09/01/2025 (B)

     24       5  

7.750%, 09/01/2027 (B)

     2,445       505  

7.750%, 09/01/2028

    1,905       393  

7.750%, 09/01/2028 (B)

     636       131  

7.750%, 09/01/2029

    1,425       295  

7.750%, 09/01/2029 (B)

     223       46  

7.375%, 09/25/2034

    2,001       363  

7.253%, 03/15/2035

    1,009       182  

6.876%, 05/21/2031

    6,242       1,139  

6.876%, 05/21/2031 (B)

     281       51  

6.750%, 06/20/2028

  EUR 1,299       240  

3.000%, 08/01/2041 (B)(C)

   $ 2,206       615  

1.258%, 08/01/2041 (C)

     410       114  
              5,814  
                 

United Arab Emirates — 1.7%

        

Abu Dhabi Crude Oil Pipeline

               

4.600%, 11/02/2047

    1,010       927  

4.600%, 11/02/2047 (A)(B)

     2,523       2,315  

3.650%, 11/02/2029 (B)

     207       193  

Abu Dhabi Government International Bond

               

3.125%, 09/30/2049

    1,049       774  

Abu Dhabi Government International Bond MTN

               

3.875%, 04/16/2050 (A)

     260       220  

3.000%, 09/15/2051 (A)

     720       516  

3.000%, 09/15/2051 (B)

     519       372  

2.500%, 04/16/2025 (A)

     901       861  

1.700%, 03/02/2031

    200       165  

1.625%, 06/02/2028 (A)

     1,399       1,227  

DAE Funding LLC

               

3.375%, 03/20/2028 (B)

     550       487  

DP World MTN (B)

                

6.850%, 07/02/2037 (A)

     210       223  

5.625%, 09/25/2048

    439       411  

4.700%, 09/30/2049

    826       694  

DP World Crescent MTN

               

4.848%, 09/26/2028 (A)

     475       469  

DP World Salaam

               

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

     877       867  

Emirate of Dubai Government International Bonds MTN

               

3.900%, 09/09/2050 (A)

     490       350  

Finance Department Government of Sharjah MTN

               

4.000%, 07/28/2050 (B)

     2,703       1,771  

 

 

 

52

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Emerging Markets Debt Fund (Continued)

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

Galaxy Pipeline Assets Bidco

               

2.940%, 09/30/2040

  $ 3,622     $ 2,908  

2.940%, 09/30/2040 (B)

     593       476  

2.625%, 03/31/2036 (B)

     580       467  

2.160%, 03/31/2034

    1,535       1,304  

MDGH GMTN RSC

               

5.500%, 04/28/2033 (B)

     1,216       1,284  

MDGH GMTN RSC MTN

               

4.500%, 11/07/2028 (B)

     548       543  

3.950%, 05/21/2050

    200       174  

Sharjah Sukuk Program MTN

               

3.854%, 04/03/2026

    359       342  

UAE International Government Bond MTN

               

4.951%, 07/07/2052

    332       331  

2.000%, 10/19/2031 (B)

     620       520  
              21,191  
                 

United Kingdom — 0.0%

        

Standard Chartered Bank MTN

               

8.250%, 05/18/2029 (B)

   IDR 6,861,000       474  
                 
                 

United States — 0.5%

        

JPMorgan Chase Bank MTN (B)

                

7.500%, 06/15/2035

    36,336,000       2,404  

7.000%, 09/18/2030 (C)

     43,433,000       2,817  

Sagicor Financial

               

5.300%, 05/13/2028 (B)

   $ 520       487  
              5,708  
                 

Uruguay — 0.4%

        

Uruguay Government International Bond

               

8.250%, 05/21/2031

  UYU 13,840       301  

5.750%, 10/28/2034

  $ 2,946       3,184  

5.100%, 06/18/2050

    170       167  

4.975%, 04/20/2055 (A)

     1,866       1,782  
              5,434  
                 

Uzbekistan — 0.4%

        

Republic of Uzbekistan International Bond

               

3.900%, 10/19/2031

    505       414  

Republic of Uzbekistan International Bond MTN

               

5.375%, 02/20/2029

    1,433       1,326  

3.700%, 11/25/2030

    205       171  

Uzauto Motors AJ

               

4.850%, 05/04/2026 (A)(B)

     1,744       1,437  

4.850%, 05/04/2026

    769       634  

Uzbekneftegaz JSC

               

4.750%, 11/16/2028 (B)

     810       647  
              4,629  
                 

Venezuela — 0.2%

        

Petroleos de Venezuela

               

9.750%, 05/17/2035 (G)

     1,000       48  

 

             

Description

  

Face Amount
(Thousands)

    

Market Value
($ Thousands)

  

GLOBAL BONDS (continued)

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

   $ 4,300     $ 194  

6.000%, 05/16/2024 (G)

     10,192       484  

6.000%, 05/16/2024 (G)

     7,785       370  

6.000%, 11/15/2026 (G)

     13,215       595  

5.500%, 04/12/2037 (G)

     1,740       78  

5.375%, 04/12/2027 (G)

     4,563       205  

Venezuela Government International Bond

               

9.250%, 09/15/2027 (G)

     2,300       201  

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  
              2,970  
                 

Vietnam — 0.1%

        

Mong Duong Finance Holdings BV

               

5.125%, 05/07/2029 (B)

     1,111       922  
                 
                 

Zambia — 0.9%

        

First Quantum Minerals (B)

                

6.875%, 03/01/2026

    403       382  

6.875%, 10/15/2027 (A)

     529       496  

Zambia Government Bond

               

13.000%, 08/29/2026

  ZMW 1,375       54  

13.000%, 12/18/2027

    5,630       199  

13.000%, 01/25/2031

    12,744       360  

11.000%, 01/25/2026

    18,620       732  

11.000%, 06/28/2026

    78,885       2,969  

10.000%, 06/28/2024

    66,325       3,167  

Zambia Government International Bond

               

8.970%, 07/30/2027 (A)

   $ 2,711       1,197  

8.500%, 04/14/2024

    200       90  

5.375%, 09/20/2022

    3,557       1,471  

5.375%, 09/20/2022 (B)

     299       124  
              11,241  
                 

Total Global Bonds

                

(Cost $1,388,390) ($ Thousands)

             1,184,659  
                 
                 
   


Shares

          

AFFILIATED PARTNERSHIP — 5.4%

SEI Liquidity Fund, LP

                

4.240% **†(H)

     67,283,998       67,290  
                 
                 

Total Affiliated Partnership

                

(Cost $67,290) ($ Thousands)

     67,290  
                 
                 

Total Investments in Securities — 101.0%

                

(Cost $1,455,680) ($ Thousands)

  $ 1,251,949  
                 
                 

 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

53

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Emerging Markets Debt Fund (Continued)

 

 

A list of the open futures contracts held by the Fund at December 31, 2022, is as follows:

 

Type of Contract

  

Number of
Contracts

    

Expiration Date

    

Notional Amount (Thousands)

    

Value (Thousands)

    

Unrealized Appreciation/ (Depreciation) (Thousands)

  

Long Contracts

                                        

Euro-Bobl

     14       Mar-2023     $ 1,737     $ 1,730     $ (17 )

Korea 10-Year Bond

     22       Mar-2023       1,920       1,913       (54 )

Korea 3-Year Bond

     116       Mar-2023       9,311       9,490       (73 )

R186 Bond Future

     519       Feb-2023       2,962       3,260       58  

R2030 Bond Future

     593       Feb-2023       2,762       3,111       125  

R2032 Bond Future

     608       Feb-2023       2,801       3,152       123  

R2035 Bond Future

     314       Feb-2023       1,447       1,625       60  

R2037 Bond Future

     446       Feb-2023       1,853       2,081       77  

R213 Bond Future

     851       Feb-2023       3,718       4,190       171  

U.S. 2-Year Treasury Note

     42       Mar-2023       8,602       8,613       11  

U.S. 5-Year Treasury Note

     76       Mar-2023       8,202       8,203       1  

U.S. 10-Year Treasury Note

     54       Mar-2023       6,211       6,064       (147 )

U.S. Long Treasury Bond

     18       Mar-2023       2,256       2,256       –  

U.S. Ultra Long Treasury Bond

     39       Mar-2023       5,227       5,238       11  
                      59,009       60,926       346  

Short Contracts

                                        

Euro-Bund

     (93 )     Mar-2023     $ (13,752 )   $ (13,194 )   $ 767  

Euro-Buxl

     (29 )     Mar-2023       (4,866 )     (4,186 )     764  
                      (18,618 )     (17,380 )     1,531  
                    $ 40,391     $ 43,546     $ 1,877  

 

 

 

54

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Emerging Markets Debt Fund (Continued)

 

 

A list of the open forward foreign currency contracts held by the Fund at December 31, 2022, is as follows:

 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

Barclays PLC

     01/03/23       THB       56,625       USD       1,628     $ (7 )

Barclays PLC

     01/06/23       USD       1,461       COP       7,032,047       (11 )

Barclays PLC

     01/10/23       EUR       931       HUF       385,429       32  

Barclays PLC

     02/09/23       RON       13       EUR       3       —  

Barclays PLC

     03/02/23       BRL       8,290       USD       1,569       15  

Barclays PLC

     03/15/23       MXN       6,355       USD       320       (2 )

Barclays PLC

     03/15/23       PHP       154,594       USD       2,781       5  

Barclays PLC

     03/16/23       USD       2,781       PEN       10,755       23  

Barclays PLC

     03/16/23       ZAR       92,550       USD       5,254       (155 )

Barclays PLC

     03/21/23       USD       1,644       THB       56,625       4  

Citigroup

     03/15/23       TWD       75,366       USD       2,494       20  

Citigroup

     01/03/23 - 01/30/23       TWD       58,449       USD       1,857       (48 )

Citigroup

     01/04/23 - 01/27/23       EUR       4,293       USD       4,476       (110 )

Citigroup

     01/05/23       EUR       1,400       PLN       6,647       21  

Citigroup

     01/05/23       IDR       37,222,893       USD       2,387       (5 )

Citigroup

     01/09/23 - 03/15/23       USD       18,871       CNY       130,722       108  

Citigroup

     01/18/23       EGP       30,713       USD       1,388       187  

Citigroup

     01/20/23       PLN       7,365       EUR       1,542       (30 )

Citigroup

     01/23/23 - 03/16/23       EUR       7,054       HUF       2,991,588       338  

Citigroup

     01/24/23 - 03/15/23       USD       2,859       IDR       44,623,496       24  

Citigroup

     01/27/23       USD       359       EUR       337       2  

Citigroup

     02/07/23       USD       672       PHP       37,309       —  

Citigroup

     03/15/23       PHP       112,305       USD       2,022       5  

Citigroup

     02/07/23       PHP       29,507       USD       500       (32 )

Citigroup

     02/09/23       RON       2,188       EUR       440       (1 )

Citigroup

     03/02/23       USD       1,315       BRL       6,930       (16 )

Citigroup

     03/02/23       BRL       90,748       USD       16,516       (494 )

Citigroup

     03/15/23       USD       1,011       PEN       3,890       3  

Citigroup

     03/15/23       USD       1,593       GHS       18,595       273  

Citigroup

     03/15/23       USD       2,560       SGD       3,452       18  

Citigroup

     03/15/23       USD       2,676       COP       13,030,760       (20 )

Citigroup

     03/15/23 - 03/16/23       USD       3,749       ILS       12,793       (106 )

Citigroup

     03/15/23       USD       5,682       ZAR       98,870       97  

Citigroup

     03/15/23       USD       6,219       THB       213,661       (5 )

Citigroup

     03/15/23       RON       7,582       USD       1,627       (4 )

Citigroup

     03/15/23       MXN       86,890       USD       4,329       (74 )

Citigroup

     03/15/23       CLP       2,265,430       USD       2,621       (14 )

Citigroup

     03/16/23       EUR       982       CZK       24,148       10  

Citigroup

     03/16/23       USD       8,170       HUF       3,330,047       540  

Citigroup

     03/22/23       NGN       236,298       USD       502       24  

Citigroup

     05/17/23 - 06/21/23       USD       6,492       EGP       141,357       (1,456 )

Deutsche Bank

     01/03/23 - 03/15/23       USD       3,357       THB       117,751       52  

Deutsche Bank

     01/19/23       USD       956       KRW       1,253,090       39  

Goldman Sachs

     01/04/23       USD       2,433       EUR       2,278       (2 )

Goldman Sachs

     03/15/23       USD       8,728       IDR       136,180,046       88  

Goldman Sachs

     01/05/23       USD       986       IDR       15,224,641       (7 )

Goldman Sachs

     01/06/23 - 01/23/23       EUR       1,633       HUF       680,634       68  

 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

55

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Emerging Markets Debt Fund (Continued)

 

 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

Goldman Sachs

     02/02/23 - 03/01/23       USD       14,585       BRL       79,022     $ 258  

Goldman Sachs

     01/06/23       USD       1,471       BRL       7,684       (16 )

Goldman Sachs

     01/06/23       THB       101,939       USD       2,925       (19 )

Goldman Sachs

     01/17/23       USD       2,382       CNY       16,547       7  

Goldman Sachs

     01/20/23 - 03/16/23       PLN       27,750       EUR       5,817       (69 )

Goldman Sachs

     01/23/23       HUF       467,684       EUR       1,122       (41 )

Goldman Sachs

     01/30/23       CZK       18,032       EUR       735       (10 )

Goldman Sachs

     02/02/23 - 03/01/23       BRL       9,898       USD       1,874       16  

Goldman Sachs

     02/02/23       BRL       1,868       USD       350       (2 )

Goldman Sachs

     02/08/23       USD       873       KRW       1,134,733       31  

Goldman Sachs

     02/09/23       EUR       2,771       RON       13,772       5  

Goldman Sachs

     02/09/23       COP       13,321,435       USD       2,755       22  

Goldman Sachs

     03/15/23       USD       1,862       PEN       7,178       10  

Goldman Sachs

     03/15/23       USD       2,782       THB       95,657       —  

Goldman Sachs

     03/15/23       USD       8,040       PLN       36,113       153  

Goldman Sachs

     03/15/23       RON       9,245       USD       1,996       7  

Goldman Sachs

     03/15/23       EGP       24,715       USD       1,080       172  

Goldman Sachs

     03/15/23       TRY       99,560       USD       4,949       (103 )

Goldman Sachs

     03/15/23       ZAR       105,179       USD       6,073       (75 )

Goldman Sachs

     03/15/23       TWD       237,051       USD       7,862       80  

Goldman Sachs

     03/15/23       NGN       433,270       USD       906       25  

Goldman Sachs

     03/15/23       INR       534,728       USD       6,458       27  

Goldman Sachs

     03/20/23       USD       1,004       EGP       29,377       74  

Goldman Sachs

     05/17/23       USD       123       EGP       2,624       (29 )

JPMorgan Chase Bank

     01/03/23       USD       951       TWD       29,161       (2 )

JPMorgan Chase Bank

     01/03/23 - 03/15/23       USD       4,002       MYR       17,840       68  

JPMorgan Chase Bank

     01/03/23       MYR       8,426       USD       1,904       (9 )

JPMorgan Chase Bank

     01/03/23 - 03/15/23       THB       19,499       USD       555       (8 )

JPMorgan Chase Bank

     01/04/23 - 03/15/23       USD       2,436       EUR       2,321       46  

JPMorgan Chase Bank

     01/04/23       EUR       3,267       USD       3,418       (68 )

JPMorgan Chase Bank

     01/09/23 - 02/09/23       USD       498       IDR       7,777,261       5  

JPMorgan Chase Bank

     01/09/23 - 02/09/23       USD       6,693       PHP       390,055       320  

JPMorgan Chase Bank

     01/17/23       PHP       1,715       USD       31       —  

JPMorgan Chase Bank

     01/09/23 - 01/17/23       PHP       129,450       USD       2,318       (6 )

JPMorgan Chase Bank

     01/17/23       IDR       57,982,835       USD       3,766       28  

JPMorgan Chase Bank

     01/09/23 - 02/09/23       IDR       229,195,219       USD       14,640       (156 )

JPMorgan Chase Bank

     01/13/23       USD       44       PEN       170       —  

JPMorgan Chase Bank

     01/13/23       PEN       18,694       USD       4,839       (59 )

JPMorgan Chase Bank

     01/17/23       USD       179       COP       856,835       (3 )

JPMorgan Chase Bank

     01/17/23       USD       4,985       THB       171,772       (18 )

JPMorgan Chase Bank

     01/17/23 - 03/13/23       USD       11,391       HUF       4,758,547       1,153  

JPMorgan Chase Bank

     01/17/23 - 03/15/23       USD       13,030       ZAR       240,447       1,061  

JPMorgan Chase Bank

     01/17/23 - 03/16/23       ZAR       362,651       USD       20,165       (1,125 )

JPMorgan Chase Bank

     01/17/23 - 03/13/23       HUF       1,633,829       USD       3,813       (523 )

JPMorgan Chase Bank

     01/17/23 - 02/09/23       COP       10,831,531       USD       2,235       6  

JPMorgan Chase Bank

     01/20/23       EUR       –       PLN       –       —  

JPMorgan Chase Bank

     01/20/23       EUR       927       PLN       4,427       18  

JPMorgan Chase Bank

     01/20/23       PLN       3,446       EUR       720       (16 )

JPMorgan Chase Bank

     01/25/23 - 03/15/23       USD       4,794       SGD       6,499       57  

JPMorgan Chase Bank

     01/27/23       USD       1,364       EUR       1,319       45  

 

 

 

56

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Emerging Markets Debt Fund (Continued)

 

 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

JPMorgan Chase Bank

     01/27/23       EUR       21,488       USD       21,692     $ (1,277 )

JPMorgan Chase Bank

     01/27/23       JPY       185,000       USD       1,263       (144 )

JPMorgan Chase Bank

     01/30/23       EUR       1,834       CZK       44,965       24  

JPMorgan Chase Bank

     01/30/23       TWD       29,161       USD       955       3  

JPMorgan Chase Bank

     02/02/23 - 03/13/23       USD       5,135       BRL       27,894       102  

JPMorgan Chase Bank

     02/22/23 - 03/13/23       USD       664       BRL       3,506       (6 )

JPMorgan Chase Bank

     02/08/23 - 02/21/23       USD       10,901       KRW       14,500,256       648  

JPMorgan Chase Bank

     02/08/23 - 03/14/23       KRW       2,334,244       USD       1,720       (140 )

JPMorgan Chase Bank

     02/09/23       GHS       1,874       USD       197       8  

JPMorgan Chase Bank

     02/09/23       RON       2,350       EUR       473       (1 )

JPMorgan Chase Bank

     02/13/23       USD       6       RON       31       1  

JPMorgan Chase Bank

     02/13/23       USD       1,659       MXN       33,033       23  

JPMorgan Chase Bank

     02/13/23       USD       58       MXN       1,137       —  

JPMorgan Chase Bank

     02/13/23       PLN       2,328       USD       515       (15 )

JPMorgan Chase Bank

     02/13/23       USD       9,460       PLN       45,928       989  

JPMorgan Chase Bank

     02/13/23 - 03/06/23       USD       10,625       CNY       75,494       349  

JPMorgan Chase Bank

     02/13/23       MXN       3,166       USD       162       1  

JPMorgan Chase Bank

     02/13/23       MXN       18,799       USD       945       (13 )

JPMorgan Chase Bank

     02/13/23 - 03/13/23       CNY       75,494       USD       10,499       (469 )

JPMorgan Chase Bank

     02/21/23 - 03/13/23       USD       4,805       CLP       4,331,988       244  

JPMorgan Chase Bank

     03/13/23       BRL       30,414       USD       5,736       47  

JPMorgan Chase Bank

     02/22/23 - 03/13/23       BRL       922       USD       170       (3 )

JPMorgan Chase Bank

     03/07/23       CNH       28,575       USD       4,137       (14 )

JPMorgan Chase Bank

     03/13/23       USD       105       CZK       2,461       4  

JPMorgan Chase Bank

     03/13/23       CLP       24,000       USD       27       (1 )

JPMorgan Chase Bank

     03/15/23       USD       1,133       GHS       14,818       353  

JPMorgan Chase Bank

     03/15/23       TRY       5,059       USD       255       (2 )

JPMorgan Chase Bank

     05/17/23       USD       3,731       EGP       79,364       (894 )

Merrill Lynch

     03/02/23       BRL       24,950       USD       4,607       (70 )

Merrill Lynch

     03/15/23       NGN       93,998       USD       199       8  

Merrill Lynch

     05/17/23       USD       263       NGN       135,240       (3 )

Midland Walwyn Capital Inc.

     01/05/23       USD       712       IDR       11,011,198       (4 )

Midland Walwyn Capital Inc.

     01/09/23       CNY       2,090       USD       300       (1 )

Midland Walwyn Capital Inc.

     01/20/23       PLN       1,267       EUR       270       —  

Midland Walwyn Capital Inc.

     01/20/23       EUR       1,947       PLN       9,283       35  

Midland Walwyn Capital Inc.

     02/08/23       KRW       1,327,729       USD       935       (122 )

Midland Walwyn Capital Inc.

     03/16/23       USD       994       ILS       3,371       (35 )

Midland Walwyn Capital Inc.

     03/16/23       EUR       3,033       HUF       1,289,889       122  

Midland Walwyn Capital Inc.

     03/21/23       THB       8,815       USD       257       —  

Morgan Stanley

     01/05/23       USD       713       IDR       10,987,053       (8 )

Morgan Stanley

     01/10/23       HUF       767,917       EUR       1,855       (63 )

Morgan Stanley

     01/20/23       PLN       2,008       EUR       427       (2 )

Morgan Stanley

     02/09/23       USD       3,173       CLP       2,826,314       132  

Morgan Stanley

     02/09/23       COP       10,180,380       USD       2,093       5  

Morgan Stanley

     03/01/23       USD       1,972       BRL       10,536       3  

Morgan Stanley

     03/15/23       MXN       2,743       USD       136       (3 )

Morgan Stanley

     03/16/23       USD       599       ZAR       10,417       10  

Morgan Stanley

     03/16/23       CZK       5,848       EUR       239       (1 )

Standard Bank

     01/05/23       EUR       28,948       USD       30,278       (619 )

 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

57

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Emerging Markets Debt Fund (Continued)

 

 

Counterparty

  

Settlement Date

    

Currency to Deliver
(Thousands)

    

Currency to Receive
(Thousands)

    

Unrealized Appreciation
(Depreciation)
(Thousands)

  

Standard Bank

     03/02/23       USD       2,016       BRL       10,770     $ 3  

Standard Bank

     03/15/23       USD       791       GHS       10,413       253  

Standard Bank

     03/15/23       USD       1,106       COP       5,441,835       3  

Standard Bank

     03/15/23       USD       2,133       CZK       49,388       42  

Standard Bank

     03/15/23       USD       2,954       MXN       59,206       47  

Standard Bank

     03/15/23       USD       3,128       CLP       2,730,021       47  

Standard Bank

     03/15/23       USD       3,635       ZAR       63,385       70  

Standard Bank

     03/15/23       USD       3,093       PEN       11,940       20  

Standard Bank

     03/15/23       USD       579       PEN       2,220       —  

Standard Bank

     03/15/23       USD       4,276       CNY       29,506       16  

Standard Bank

     03/15/23       MYR       5,364       USD       1,225       (10 )

Standard Bank

     03/15/23       USD       9,229       THB       316,301       (29 )

Standard Bank

     03/15/23       USD       9,377       INR       778,090       (20 )

Standard Bank

     03/15/23       PEN       10,282       USD       2,664       (16 )

Standard Bank

     03/15/23       TWD       45,733       USD       1,514       13  

Standard Bank

     03/15/23       ZMW       9,828       USD       571       34  

Standard Bank

     03/15/23       ZMW       47,853       USD       2,608       (10 )

Standard Bank

     03/15/23       PHP       78,043       USD       1,398       (3 )

Standard Bank

     03/15/23       EGP       113,693       USD       4,146       (32 )

Standard Bank

     03/15/23       INR       232,457       USD       2,802       7  

Standard Bank

     03/15/23 - 05/17/23       NGN       1,453,704       USD       2,985       151  

Standard Bank

     03/15/23       KRW       1,924,330       USD       1,461       (73 )

Standard Chartered

     03/15/23       ZMW       9,999       USD       571       24  

State Street

     01/06/23       KRW       3,821,879       USD       2,928       (96 )

State Street

     02/02/23       BRL       1,258       USD       244       7  

State Street

     03/01/23       BRL       6,350       USD       1,176       (15 )
                                            $ 368  

 

A list of open OTC swap agreements held by the Fund at December 31, 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     $ 285     $ –     $ 285  

Goldman Sachs

     1-DAY BRL - CETIP       10.04%       Annually       01/03/2023       BRL       5,012       333       –       333  

Goldman Sachs

     1-DAY BRL - CETIP       12.80% FIXED       Annually       01/01/2024       BRL       11,903       (30 )     –       (30 )

Goldman Sachs

     1-DAY BRL - CETIP       12.765% FIXED       Annually       01/02/2024       BRL       49,740       (129 )     –       (129 )

Goldman Sachs

     1-DAY BRL - CETIP       12.82% FIXED       Annually       01/02/2024       BRL       13,887       (23 )     –       (23 )

Goldman Sachs

     1-DAY BRL - CETIP       12.83% FIXED       Annually       01/04/2024       BRL       49,740       (79 )     –       (79 )

Goldman Sachs

     1-DAY BRL - CETIP       12.93% FIXED       Annually       02/01/2024       BRL       23,806       (33 )     –       (33 )

Goldman Sachs

     2.45% FIXED       THB-THOR-OIS COMPOUND 3 MONTH       Quarterly       10/03/2024       THB       65,040       (18 )     –       (18 )

Goldman Sachs

     2.36% FIXED       THB-THOR-OIS COMPOUND 3 MONTH       Quarterly       10/04/2024       THB       63,732       (14 )     –       (14 )

Goldman Sachs

     2.3883% FIXED       THB-THOR-OIS COMPOUND 3 MONTH       Quarterly       10/04/2024       THB       182,310       (44 )     –       (44 )

Goldman Sachs

     2.4233% FIXED       THB-THOR-OIS COMPOUND 3 MONTH       Quarterly       10/04/2024       THB       195,119       (51 )     –       (51 )

Goldman Sachs

     28-DAY MXN - TIIE       6.355%       Monthly       05/21/2025       MXN       23,145       (80 )     –       (80 )

Goldman Sachs

     28-DAY MXN - TIIE       6.205%       Monthly       12/08/2025       MXN       16,624       (66 )     –       (66 )

Goldman Sachs

     28-DAY MXN - TIIE       6.165%       Monthly       03/05/2026       MXN       47,200       (195 )     –       (195 )

 

 

 

58

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Emerging Markets Debt Fund (Continued)

 

 

Counterparty

  

Fund Pays

    

Fund Receives

    

Payment Frequency

    

Termination Date

    

Currency

    

Notional Amount
(Thousands)

    

Value
(Thousands)

    

Upfront Payments
(Thousands)

    

Net Unrealized
Appreciation
(Depreciation)
(Thousands)

  

JPMorgan Chase

     28-DAY MXN - TIIE       6.13%       Monthly       06/18/2026       MXN       40,000     $ (175 )   $ –     $ (175 )

Goldman Sachs

     28-DAY MXN - TIIE       6.381%       Monthly       09/16/2026       MXN       26,000       (107 )     –       (107 )

Goldman Sachs

     5.87% FIXED       INR-FBIL-MIBOR-OIS-COMPOUND       Semi-Annually       02/04/2027       INR       504,948       42       –       42  

Goldman Sachs

     6.96% FIXED       INR-FBIL-MIBOR-OIS-COMPOUND       Semi-Annually       06/24/2027       INR       188,804       (58 )     –       (58 )

Goldman Sachs

     7.00%       INR-FBIL-MIBOR-OIS-COMPOUND       Semi-Annually       06/27/2027       INR       264,996       (86 )     –       (86 )
                                                    $ (528 )   $ –     $ (528 )

 

Credit Default Swap

Counterparty

  

Reference Entity/ Obligation

    

Buy/Sell Protection

    

(Pays)/Receives Rate

    

Payment Frequency

    

Termination Date

    

Notional Amount
(Thousands)

    

Value
(Thousands)

    

Upfront Payments/ Receipts
(Thousands)

    

Net Unrealized
Depreciation
(Thousands)

  

Goldman Sachs

     CDX.EM.38.V1       Buy       1.00%       Quarterly       12/20/2027     $ 8,990     $ 523     $ 734     $ (211 )
                                                                         

 

A list of open centrally cleared swap agreements held by the Fund at December 31, 2022, are as follows:

 

Credit Default Swap

Reference Entity/ Obligation

  

Buy/Sell Protection

    

(Pays)/Receives Rate

    

Payment Frequency

    

Termination Date

    

Notional Amount
(Thousands)

    

Value
(Thousands)

    

Upfront Payments/ Receipts
(Thousands)

    

Net Unrealized
Depreciation
(Thousands)

  

CDX.EM.38.V1

     Buy       1.00%       Quarterly       12/20/2027       12,643     $ 739     $ 1,193     $ (454 )

 

Interest Rate Swaps

Fund Pays

  

Fund Receives

    

Payment Frequency

    

Termination Date

    

Currency

    

Notional Amount
(Thousands)

    

Value
(Thousands)

    

Upfront Payments/ Receipts
(Thousands)

    

Net Unrealized
Appreciation
(Depreciation)
(Thousands)

  

1-DAY BRL - CETIP

     5.25%       Annually       01/02/2023       BRL       11,519     $ (1 )   $ –     $ (1 )

1-DAY BRL - CETIP

     11.57% FIXED       Annually       01/02/2026       BRL       7,697       117       –       117  

1-DAY BRL - CETIP

     11.4025% FIXED       Annually       01/02/2026       BRL       2,544       (15 )     –       (15 )

1-DAY-CLP - Sinacofi Chile Interbank Rate Avg

     2.26%       Semi-Annually       03/16/2026       CLP       1,623,158       (239 )     –       (239 )

1-DAY BRL - CETIP

     11.32%       Annually       01/04/2027       BRL       12,593       (107 )     –       (107 )

1-DAY BRL - CETIP

     12.68% FIXED       Annually       01/04/2027       BRL       11,490       15       –       15  

6.395%

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

7.14%

     1-DAY COP- COLUMBIA IBR       Quarterly       01/31/2027       COP       10,885,264       229       –       229  

6-MONTH BUDAPEST - BUBOR

     9.981% FIXED       Semi-Annually       08/04/2027       HUF       539,018       (67 )     –       (67 )

6-MONTH BUDAPEST - BUBOR

     9.87%       Semi-Annually       08/05/2027       HUF       256,484       (34 )     –       (34 )

6-MONTH BUDAPEST - BUBOR

     9.48% FIXED       Semi-Annually       08/16/2027       HUF       577,725       (95 )     –       (95 )

6.325% FIXED

     6-MONTH PLN - WIBOR       Annually       11/18/2027       PLN       11,109       (13 )     –       (13 )

9.3% FIXED

  

1-DAY-CLP - Sinacofi Chile Interbank Rate Avg

       Semi-Annually       10/03/2025       CLP       1,726,292       (122 )     –       (122 )

6-MONTH CZK - PRIBOR

     4.508% FIXED       Annually       12/06/2027       CZK       53,176       (80 )     –       (80 )

6.9225%

     28-DAY MXN - TIIE       Monthly       08/31/2029       MXN       42,602       200       –       200  

6.82%

     28-DAY MXN - TIIE       Monthly       09/10/2029       MXN       17,915       89       –       89  

2.33%

  

1-DAY-CLP - Sinacofi Chile Interbank Rate Avg

       Semi-Annually       06/05/2030       CLP       830,041       141       –       141  

1-DAY-CLP - Sinacofi Chile Interbank Rate Avg

     2.145%       Semi-Annually       08/24/2030       CLP       444,725       (109 )     –       (109 )

6-MONTH BUDAPEST - BUBOR

     3.305% FIXED       Semi-Annually       10/04/2031       HUF       424,147       (410 )     –       (410 )

7.345%

     28-DAY MXN - TIIE       Monthly       11/10/2031       MXN       15,930       69       –       69  

6-MONTH BUDAPEST - BUBOR

     3.69%       Semi-Annually       11/11/2031       HUF       345,651       (322 )     –       (322 )

7.64%

     28-DAY MXN - TIIE       Monthly       01/01/2032       MXN       23,014       79       –       79  

9.02% FIXED

     1-DAY COP- COLUMBIA IBR       Quarterly       08/11/2032       COP       2,184,690       20       –       20  

9.00% FIXED

     28-DAY MXN - TIIE       Monthly       09/22/2032       MXN       46,230       217       –       217  

 

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

59

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 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)

  

6.74% FIXED

     6-MONTH PLN - WIBOR       Annually       09/28/2032       PLN       3,028     $ (28 )   $ –     $ (28 )

5.695% FIXED

     6-MONTH PLN - WIBOR       Annually       12/14/2027       PLN       7,101       34       –       34  

1-DAY-CLP - Sinacofi Chile Interbank Rate Avg

     1.16%       Semi-Annually       06/23/2025       CLP       2,335,691       (374 )     –       (374 )

1-DAY-CLP - Sinacofi Chile Interbank Rate Avg

     1.36%       Semi-Annually       06/17/2025       CLP       1,931,133       (298 )     –       (298 )

28-DAY MXN - TIIE

     8.84211402% FIXED       Monthly       05/29/2025       MXN       50,000       (38 )     (3 )     (35 )

1-DAY BRL - CETIP

     5.655%       Annually       01/02/2023       BRL       2,705       –       –       –  

1-DAY BRL - CETIP

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

1-DAY BRL - CETIP

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

1-DAY BRL - CETIP

     6.77% FIXED       Annually       01/02/2023       BRL       6,361       –       –       –  

1-DAY BRL - CETIP

     6.23% FIXED       Annually       01/02/2023       BRL       5,579       –       –       –  

4.43%

     1-DAY BRL - CETIP       Annually       01/02/2023       BRL       12,558       1       –       1  

1-DAY BRL - CETIP

     5.9725%       Annually       01/02/2024       BRL       5,677       (80 )     –       (80 )

1-DAY BRL - CETIP

     5.76%       Annually       01/02/2024       BRL       8,953       (133 )     –       (133 )

1-DAY BRL - CETIP

     6.5% FIXED       Annually       01/02/2024       BRL       4,808       (66 )     –       (66 )

1-DAY BRL - CETIP

     4.835%       Annually       01/02/2024       BRL       21,544       (347 )     –       (347 )

1-DAY BRL - CETIP

     4.99%       Annually       01/02/2024       BRL       6,670       (104 )     –       (104 )

1.9865%

     6-MONTH PLN - WIBOR       Annually       03/25/2024       PLN       12,430       172       –       172  

6-MONTH BUDAPEST - BUBOR

     7.61%       Semi-Annually       03/31/2024       HUF       804,913       (162 )     –       (162 )

6-MONTH BUDAPEST - BUBOR

     7.505%       Semi-Annually       04/04/2024       HUF       347,626       (79 )     –       (79 )

8.37%

     1-DAY COP- COLUMBIA IBR       Quarterly       04/13/2024       COP       11,102,749       88       –       88  

9.8% FIXED

  

1-DAY-CLP - Sinacofi Chile Interbank Rate Avg

       Semi-Annually       09/14/2024       CLP       3,894,490       (123 )     –       (123 )

5.02% FIXED

     3-MONTH CZK - PRIBOR       Annually       11/30/2024       CZK       246,271       59       –       59  

1-DAY BRL - CETIP

     5.65%       Annually       01/02/2025       BRL       12,389       (332 )     –       (332 )

1-DAY BRL - CETIP

     6.455%       Annually       01/02/2025       BRL       3,591       (83 )     –       (83 )

1-DAY BRL - CETIP

     6.82%       Annually       01/02/2025       BRL       3,362       (78 )     –       (78 )

1-DAY BRL - CETIP

     7.7325% FIXED       Annually       01/02/2025       BRL       10,902       (204 )     –       (204 )

1-DAY BRL - CETIP

     6.77% FIXED       Annually       01/02/2025       BRL       4,102       (96 )     –       (96 )

1-DAY BRL - CETIP

     11.656% FIXED       Annually       01/02/2025       BRL       24,924       (86 )     –       (86 )

28-DAY MXN - TIIE

     6.45% FIXED       Monthly       04/01/2025       MXN       27,064       (89 )     –       (89 )

7.51%

  

1-DAY-CLP - Sinacofi Chile Interbank Rate Avg

       Semi-Annually       04/13/2025       CLP       1,479,240       (5 )     –       (5 )

6.86%

     6-MONTH PLN - WIBOR       Annually       09/30/2032       PLN       6,859       (76 )     –       (76 )

7.316% FIXED

     6-MONTH PLN - WIBOR       Annually       10/28/2032       PLN       4,293       (77 )     –       (77 )
                                            $ (3,023 )   $ (3 )   $ (3,020 )

 

 

 

Percentages are based on Net Assets of $1,239,330 ($ Thousands).

**

The rate reported is the 7-day effective yield as of December 31, 2022.

†

Investment in Affiliated Security.

(A)

Certain securities or partial positions of certain securities are on loan at December 31, 2022. The total market value of securities on loan at December 31, 2022 was $62,712 ($ Thousands).

(B)

Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On December 31, 2022, the value of these securities amounted to $170,822 ($ Thousands), representing 13.8% of the Net Assets of the Fund.

(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)

Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect.

(E)

Zero coupon security.

(F)

Perpetual security with no stated maturity date.

(G)

Security is in default on interest payment.

 

(H)

This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2022 was $67,290 ($ Thousands).

 

 

 

60

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Emerging Markets Debt Fund (Concluded)

 

 

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

 

The following is a summary of the transactions with affiliates for the period ended December 31, 2022 ($ Thousands):

 

Security Description

 

Value 9/30/22

    

Purchases at Cost

   

Proceeds from Sales

   

Realized Gain/(Loss)

    

Change in Unrealized Appreciation/​(Depreciation)

   

Value 12/31/22

    

Income

   

Capital Gains

  

SEI Liquidity Fund, LP

   $ 55,210     $ 78,380     $ (66,307 )   $ 2     $ 5     $ 67,290     $ 65     $ -  

 

Amount designated as “-” are $0 or have been rounded to $0.

 

See “Glossary” for abbreviations.

 

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022

 

61

 

 

 

 

 

Glossary (abbreviations which may be used in the preceding Scheduled of Investments):

 

 

 

Currency Abbreviations

 

AUD — Australian Dollar

BRL — Brazilian Real

CAD — Canadian Dollar

CHF — Swiss Franc

CLP — Chilean Peso

CNH — Chinese Yuan Offshore

CNY — Chinese Yuan Onshore

COP — Colombian Peso

CZK — Czech Koruna

DKK — Danish Krone

DOP — Dominican Peso

EGP — Egyptian Pound

EUR — Euro

GBP — British Pound Sterling

GHS — Ghanaian Cedi

HKD — Hong Kong Dollar

HUF — Hungarian Forint

IDR — Indonesian Rupiah

ILS — Israeli New Sheckels

INR — Indian Rupee

JPY — Japanese Yen

KRW — Korean Won

MXN — Mexican Peso

MYR — Malaysian Ringgit

NGN — Nigerian Naira

NOK — Norwegian Krone

NZD — New Zealand Dollar

PEN — Peruvian Nuevo Sol

PHP— Philippine Peso

PLN — Polish Zloty

RON — Romanian Leu

RSD — Dinar

RUB — Russian Ruble

SEK — Swedish Krona

SGD — Singapore Dollar

THB — Thai Baht

TRY — Turkish Lira

TWD — Taiwan Dollar

UAH — Ukrainian Hryvnia

UGX — Ugandan Shilling

USD — U.S. Dollar

UYU — Uruguayan Peso

VND — Vietnamese Dong

ZAR — South African Rand

ZMW — Zambian Kwacha

 

Portfolio Abbreviations

 

ACES — Alternative Credit Enhancement Structure

ADR — American Depositary Receipt

AGC — Assured Guaranty Corporation

AGM— Assured Guaranty Municipal

ARM — Adjustable Rate Mortgage

BUBOR — Budapest Interbank Offered Rate

CDO — Collateralized Debt Obligation

CETIP — Central Custody and Financial Settlement of Securities

Cl — Class

CMO — Collateralized Mortgage Obligation

CPI — Consumer Price Index

DAC — Designated Activity Company

ETF — Exchange-Traded Fund

EURIBOR — Euro London Interbank Offered Rate

FEDEF — U.S. Federal Funds Effective Rate

FFCB — Federal Farm Credit Bank

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

GO — General Obligation

H15T7Y — US Treasury Yield Curve Rate T Note Constant Maturity 7 Year

IO — Interest Only — face amount represents notional amount

JSC — Joint-Stock Company

LIBOR— London Interbank Offered Rate

LLLP — Limited Liability Limited Partnership

LP — Limited Partnership

MIBOR — Mumbai Interbank Offered Rate

MTN — Medium Term Note

MXN TIIE — Mexican Interbank TIIE 28-Day

NIBOR — Norwegian Interbank Offered Rate

NVDR — Non-voting Depository Receipt

OIS — Overnight Index Swap

OTC — Over The Counter

PIK — Payment-in-Kind

PJSC — Public Joint-Stock Company

PO — Principal Only

PRIBOR — Prague Interbank Offered Rate

RB — Revenue Bond

REIT — Real Estate Investment Trust

REMIC — Real Estate Mortgage Investment Conduit

Re-REMIC — Resecuritization of Real Estate Mortgage Investment Conduit

Ser — Series

SOFR — Secured Overnight Financing Rate

SOFR30A — Secured Overnight Financing Rate 30-day Average

SOFRINDX — Custom SOFR Index

SPDR — Standard & Poor's Depository Receipt

STACR — Structured Agency Credit Risk

TBA — To Be Announced

WIBOR— Warsaw Interbank Offered Rate

 

 

 

62

 

SEI Institutional International Trust / Quarterly Report / December 31, 2022