# EDGAR Filing Document

**Accession Number:** 0000835597
**File Stem:** 0001752724-25-210852
**Filing Date:** 2025-8
**Character Count:** 872084
**Document Hash:** 477c7b5737f6d553757af037757098d9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-210852.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0001752724-25-210852

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250828

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL INTERNATIONAL TRUST
- **CENTRAL INDEX KEY:** 0000835597

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05601
- **FILM NUMBER:** 251269621

**BUSINESS ADDRESS:**
- **STREET 1:** SEI INVESTMENTS ATTN: CAREN ROSCH
- **STREET 2:** 1FREEDOM CIRCLE DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456
- **BUSINESS PHONE:** 610 676-3097

**MAIL ADDRESS:**
- **STREET 1:** SEI INVESTMENTS ATTN: CAREN ROSCH
- **STREET 2:** 1FREEDOM CIRCLE DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SEI INTERNATIONAL TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SEI WEALTH MANAGEMENT TRUST
- **DATE OF NAME CHANGE:** 19900129

## Series and Classes Contracts Data

### SIT INTERNATIONAL FIXED INCOME FUND (Series ID: S000006419)

| Class ID   | Class Name                                                                            | Ticker Symbol   |
|:---|:---|:---|
| C000017608 | SIT INTERNATIONAL FIXED INCOME FUND - CLASS F, effective 1-31-2017 (formerly Class A) | SEFIX           |
| C000147408 | Class Y                                                                               | SIFIX           |

## Nport-Ex

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**International Equity Fund** 

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK — 93.2%** | **COMMON STOCK — 93.2%** | **COMMON STOCK — 93.2%** |
| **Australia — 4.3%** | **Australia — 4.3%** | **Australia — 4.3%** |
| **Communication Services — 0.3%** | **Communication Services — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;REA Group Ltd  | 71256 | $11236 |
| **Consumer Discretionary — 0.6%** | **Consumer Discretionary — 0.6%** |  |
| &nbsp;&nbsp;&nbsp;Aristocrat Leisure Ltd  | 321599 | 13720 |
| &nbsp;&nbsp;&nbsp;JB Hi-Fi Ltd  | 62730 | 4539 |
| &nbsp;&nbsp;&nbsp;Lottery Corp Ltd/The  | 640851 | 2239 |
|  |  | 20498 |
| **Energy — 0.0%** | **Energy — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Beach Energy  | 120848 | 104 |
| **Financials — 0.2%** | **Financials — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Bendigo & Adelaide Bank Ltd  | 182682 | 1513 |
| &nbsp;&nbsp;&nbsp;Helia Group Ltd  | 109333 | 404 |
| &nbsp;&nbsp;&nbsp;HUB24 Ltd  | 13707 | 801 |
| &nbsp;&nbsp;&nbsp;Medibank Pvt Ltd  | 1634722 | 5406 |
| &nbsp;&nbsp;&nbsp;National Australia Bank Ltd  | 53412 | 1378 |
| &nbsp;&nbsp;&nbsp;Pepper Money  | 65618 | 77 |
| &nbsp;&nbsp;&nbsp;QBE Insurance Group Ltd  | 4540 | 70 |
|  |  | 9649 |
| **Health Care — 0.5%** | **Health Care — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;Cochlear Ltd  | 15489 | 3050 |
| &nbsp;&nbsp;&nbsp;Pro Medicus Ltd  | 85157 | 15868 |
| &nbsp;&nbsp;&nbsp;Regis Healthcare Ltd  | 11851 | 61 |
|  |  | 18979 |
| **Industrials — 1.2%** | **Industrials — 1.2%** |  |
| &nbsp;&nbsp;&nbsp;Aurizon Holdings  | 776792 | 1543 |
| &nbsp;&nbsp;&nbsp;Brambles Ltd  | 810476 | 12464 |
| &nbsp;&nbsp;&nbsp;Computershare Ltd  | 404537 | 10567 |
| &nbsp;&nbsp;&nbsp;GenusPlus Group  | 7212 | 19 |
| &nbsp;&nbsp;&nbsp;Qantas Airways Ltd  | 2155520 | 15163 |
| &nbsp;&nbsp;&nbsp;Qube Holdings Ltd  | 987838 | 2773 |
| &nbsp;&nbsp;&nbsp;Service Stream  | 24201 | 31 |
|  |  | 42560 |
| **Information Technology — 0.0%** | **Information Technology — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Bravura Solutions  | 19803 | 29 |
| &nbsp;&nbsp;&nbsp;Codan Ltd  | 5162 | 68 |
| &nbsp;&nbsp;&nbsp;Technology One Ltd  | 41152 | 1105 |
|  |  | 1202 |
| **Materials — 1.1%** | **Materials — 1.1%** |  |
| &nbsp;&nbsp;&nbsp;BlueScope Steel Ltd  | 555047 | 8422 |
| &nbsp;&nbsp;&nbsp;Capricorn Metals <sup>\*</sup> | 246602 | 1564 |
| &nbsp;&nbsp;&nbsp;Emerald Resources NL <sup>\*</sup> | 16861 | 44 |
| &nbsp;&nbsp;&nbsp;Evolution Mining Ltd  | 1492116 | 7735 |
| &nbsp;&nbsp;&nbsp;Fortescue Metals Group Ltd  | 152232 | 1524 |
| &nbsp;&nbsp;&nbsp;Northern Star Resources Ltd  | 792276 | 9745 |
| &nbsp;&nbsp;&nbsp;Orora Ltd  | 1297138 | 1609 |
| &nbsp;&nbsp;&nbsp;Perseus Mining Ltd  | 872217 | 1972 |
| &nbsp;&nbsp;&nbsp;Regis Resources Ltd <sup>\*</sup> | 280833 | 821 |
| &nbsp;&nbsp;&nbsp;Resolute Mining Ltd <sup>\*</sup> | 841885 | 341 |
| &nbsp;&nbsp;&nbsp;Rio Tinto PLC  | 71722 | 4167 |
|  |  | 37944 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Real Estate — 0.3%** | **Real Estate — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Charter Hall Group <sup>‡</sup> | 248816 | $| 3140 |
| &nbsp;&nbsp;&nbsp;Dexus <sup>‡</sup> | 632807 |  | 2766 |
| &nbsp;&nbsp;&nbsp;GPT Group/The <sup>‡</sup> | 1085567 |  | 3451 |
| &nbsp;&nbsp;&nbsp;Stockland <sup>‡</sup> | 67849 |  | 239 |
|  |  |  | 9596 |
| **Utilities — 0.1%** | **Utilities — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;AGL Energy Ltd  | 710507 |  | 4537 |
| Total Australia  |  |  | 156305 |
| **Austria — 1.1%** | **Austria — 1.1%** | **Austria — 1.1%** | **Austria — 1.1%** |
| **Energy — 0.1%** | **Energy — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;OMV AG  | 92796 |  | 5029 |
| **Financials — 0.8%** | **Financials — 0.8%** |  |  |
| &nbsp;&nbsp;&nbsp;BAWAG Group AG  | 32930 |  | 4196 |
| &nbsp;&nbsp;&nbsp;Erste Group Bank AG  | 239242 |  | 20295 |
| &nbsp;&nbsp;&nbsp;Raiffeisen Bank International AG  | 114317 |  | 3485 |
| &nbsp;&nbsp;&nbsp;Vienna Insurance Group AG Wiener Versicherung Gruppe  | 42166 |  | 2164 |
|  |  |  | 30140 |
| **Industrials — 0.1%** | **Industrials — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;ANDRITZ AG  | 40713 |  | 3022 |
| &nbsp;&nbsp;&nbsp;Palfinger AG  | 2403 |  | 101 |
|  |  |  | 3123 |
| **Materials — 0.1%** | **Materials — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;voestalpine AG  | 86815 |  | 2439 |
| Total Austria  |  |  | 40731 |
| **Belgium — 1.0%** | **Belgium — 1.0%** | **Belgium — 1.0%** | **Belgium — 1.0%** |
| **Communication Services — 0.1%** | **Communication Services — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Proximus SADP  | 195590 |  | 1901 |
| **Consumer Discretionary — 0.1%** | **Consumer Discretionary — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;D'ieteren Group  | 7872 |  | 1689 |
| **Consumer Staples — 0.0%** | **Consumer Staples — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Colruyt Group N.V  | 16509 |  | 712 |
| **Financials — 0.7%** | **Financials — 0.7%** |  |  |
| &nbsp;&nbsp;&nbsp;Ageas SA/NV  | 89772 |  | 6052 |
| &nbsp;&nbsp;&nbsp;KBC Group NV  | 185841 |  | 19114 |
|  |  |  | 25166 |
| **Health Care — 0.1%** | **Health Care — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;UCB SA  | 19035 |  | 3732 |
| **Industrials — 0.0%** | **Industrials — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Deme Group NV  | 9118 |  | 1383 |
| **Information Technology — 0.0%** | **Information Technology — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Barco NV  | 10143 |  | 148 |
| &nbsp;&nbsp;&nbsp;Materialise ADR <sup>\*</sup> | 6532 |  | 37 |
|  |  |  | 185 |
| **Materials — 0.0%** | **Materials — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Bekaert SA  | 1465 |  | 61 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**International Equity Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Real Estate — 0.0%** | **Real Estate — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Cofinimmo <sup>‡</sup> | 3346 | $| 305 |
| Total Belgium  |  |  | 35134 |
| **Brazil — 0.8%** | **Brazil — 0.8%** | **Brazil — 0.8%** | **Brazil — 0.8%** |
| **Consumer Discretionary — 0.2%** | **Consumer Discretionary — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;MercadoLibre Inc <sup>\*</sup> | 2818 |  | 7365 |
| **Consumer Staples — 0.1%** | **Consumer Staples — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Ambev SA  | 1971400 |  | 4800 |
| **Financials — 0.4%** | **Financials — 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;Banco do Brasil SA  | 1464400 |  | 5948 |
| &nbsp;&nbsp;&nbsp;NU Holdings Ltd, Cl A <sup>\*</sup> | 390807 |  | 5362 |
|  |  |  | 11310 |
| **Materials — 0.1%** | **Materials — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Yara International ASA  | 113656 |  | 4178 |
| Total Brazil  |  |  | 27653 |
| **Canada — 1.3%** | **Canada — 1.3%** | **Canada — 1.3%** | **Canada — 1.3%** |
| **Consumer Discretionary — 0.6%** | **Consumer Discretionary — 0.6%** |  |  |
| &nbsp;&nbsp;&nbsp;Aritzia Inc <sup>\*</sup> | 33700 |  | 1742 |
| &nbsp;&nbsp;&nbsp;Canada Goose Holdings <sup>\*</sup> | 3364 |  | 38 |
| &nbsp;&nbsp;&nbsp;Exco Technologies Ltd  | 7454 |  | 38 |
| &nbsp;&nbsp;&nbsp;KITS Eyecare <sup>\*</sup> | 2600 |  | 29 |
| &nbsp;&nbsp;&nbsp;Magna International Inc, Cl A  | 431748 |  | 16661 |
| &nbsp;&nbsp;&nbsp;Martinrea International Inc  | 52481 |  | 326 |
|  |  |  | 18834 |
| **Consumer Staples — 0.1%** | **Consumer Staples — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Empire Co Ltd, Cl A  | 87600 |  | 3628 |
| &nbsp;&nbsp;&nbsp;North West Co Inc/The  | 3400 |  | 120 |
|  |  |  | 3748 |
| **Energy — 0.2%** | **Energy — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd  | 128099 |  | 4018 |
| &nbsp;&nbsp;&nbsp;Enerflex Ltd  | 351300 |  | 2768 |
| &nbsp;&nbsp;&nbsp;Ensign Energy Services Inc <sup>\*</sup> | 31927 |  | 53 |
| &nbsp;&nbsp;&nbsp;Paramount Resources Ltd, Cl A  | 18700 |  | 297 |
| &nbsp;&nbsp;&nbsp;Pason Systems Inc  | 10433 |  | 94 |
|  |  |  | 7230 |
| **Financials — 0.0%** | **Financials — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;AGF Management Ltd, Cl B  | 14781 |  | 143 |
| &nbsp;&nbsp;&nbsp;Canaccord Genuity Group  | 5800 |  | 44 |
| &nbsp;&nbsp;&nbsp;Fiera Capital Corp, Cl A  | 162315 |  | 764 |
| &nbsp;&nbsp;&nbsp;Sprott  | 4500 |  | 310 |
|  |  |  | 1261 |
| **Health Care — 0.0%** | **Health Care — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Knight Therapeutics Inc <sup>\*</sup> | 13700 |  | 58 |
| **Industrials — 0.2%** | **Industrials — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;ADENTRA Inc  | 6200 |  | 131 |
| &nbsp;&nbsp;&nbsp;Aecon Group Inc <sup>‡</sup> | 30200 |  | 455 |
| &nbsp;&nbsp;&nbsp;Black Diamond Group Ltd  | 9100 |  | 66 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Kansas City Ltd  | 92615 |  | 7342 |
| &nbsp;&nbsp;&nbsp;Chorus Aviation <sup>\*</sup> | 8057 |  | 132 |
| &nbsp;&nbsp;&nbsp;Finning International Inc  | 20900 |  | 892 |
|  |  |  | 9018 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Information Technology — 0.1%** | **Information Technology — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Celestica <sup>\*</sup> | 22200 | $| 3461 |
| &nbsp;&nbsp;&nbsp;Coveo Solutions Inc <sup>\*</sup> | 17400 |  | 98 |
|  |  |  | 3559 |
| **Materials — 0.1%** | **Materials — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Amerigo Resources Ltd  | 54600 |  | 87 |
| &nbsp;&nbsp;&nbsp;Centerra Gold Inc, Cl Common Subs. Receipt  | 12746 |  | 92 |
| &nbsp;&nbsp;&nbsp;Fortuna Mining Corp <sup>\*</sup> | 446200 |  | 2914 |
| &nbsp;&nbsp;&nbsp;HudBay Minerals  | 2600 |  | 27 |
| &nbsp;&nbsp;&nbsp;Torex Gold Resources Inc <sup>\*</sup> | 11700 |  | 381 |
|  |  |  | 3501 |
| Total Canada  |  |  | 47209 |
| **China — 2.5%** | **China — 2.5%** | **China — 2.5%** | **China — 2.5%** |
| **Communication Services — 0.1%** | **Communication Services — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Tencent Holdings Ltd  | 85300 |  | 5496 |
| **Consumer Discretionary — 1.1%** | **Consumer Discretionary — 1.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd  | 1244654 |  | 17619 |
| &nbsp;&nbsp;&nbsp;China Beststudy Education Group  | 515000 |  | 346 |
| &nbsp;&nbsp;&nbsp;Haier Smart Home Co Ltd, Cl A  | 3528339 |  | 10139 |
| &nbsp;&nbsp;&nbsp;Meituan, Cl B <sup>\*</sup> | 366200 |  | 5891 |
| &nbsp;&nbsp;&nbsp;Prosus NV  | 55469 |  | 3101 |
|  |  |  | 37096 |
| **Consumer Staples — 0.1%** | **Consumer Staples — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Wilmar International Ltd  | 1104252 |  | 2489 |
| **Financials — 0.4%** | **Financials — 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;BOC Hong Kong Holdings Ltd  | 2468500 |  | 10746 |
| &nbsp;&nbsp;&nbsp;China Merchants Bank Co Ltd, Cl H  | 733342 |  | 5144 |
|  |  |  | 15890 |
| **Industrials — 0.4%** | **Industrials — 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;SITC International Holdings Co Ltd  | 2252729 |  | 7222 |
| &nbsp;&nbsp;&nbsp;Weichai Power Co Ltd, Cl H  | 2511930 |  | 5114 |
| &nbsp;&nbsp;&nbsp;Yangzijiang Shipbuilding Holdings Ltd  | 2656845 |  | 4629 |
|  |  |  | 16965 |
| **Information Technology — 0.1%** | **Information Technology — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;VSTECS Holdings Ltd  | 1894000 |  | 1883 |
| **Real Estate — 0.3%** | **Real Estate — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;China Overseas Land & Investment Ltd  | 5717421 |  | 9967 |
| Total China  |  |  | 89786 |
| **Cote d'Ivoire — 0.0%** | **Cote d'Ivoire — 0.0%** | **Cote d'Ivoire — 0.0%** | **Cote d'Ivoire — 0.0%** |
| **Materials — 0.0%** | **Materials — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Endeavour Mining PLC  | 23799 |  | 730 |
| **Denmark — 1.6%** | **Denmark — 1.6%** | **Denmark — 1.6%** | **Denmark — 1.6%** |
| **Consumer Discretionary — 0.1%** | **Consumer Discretionary — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Pandora A/S  | 30702 |  | 5391 |
| **Financials — 0.5%** | **Financials — 0.5%** |  |  |
| &nbsp;&nbsp;&nbsp;Danske Bank A/S  | 407452 |  | 16584 |
| &nbsp;&nbsp;&nbsp;Ringkjoebing Landbobank  | 9058 |  | 1975 |
| &nbsp;&nbsp;&nbsp;Sydbank AS  | 17051 |  | 1260 |
|  |  |  | 19819 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**International Equity Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Health Care — 0.3%** | **Health Care — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Genmab A/S <sup>\*</sup> | 15983 | $| 3308 |
| &nbsp;&nbsp;&nbsp;H Lundbeck A/S  | 214202 |  | 1226 |
| &nbsp;&nbsp;&nbsp;Novo Nordisk A/S, Cl B  | 117772 |  | 8133 |
|  |  |  | 12667 |
| **Industrials — 0.7%** | **Industrials — 0.7%** |  |  |
| &nbsp;&nbsp;&nbsp;AP Moller - Maersk A/S, Cl A  | 1115 |  | 2050 |
| &nbsp;&nbsp;&nbsp;AP Moller - Maersk A/S, Cl B  | 7161 |  | 13271 |
| &nbsp;&nbsp;&nbsp;DSV A/S  | 1728 |  | 413 |
| &nbsp;&nbsp;&nbsp;Per Aarsleff Holding A/S  | 21177 |  | 2192 |
| &nbsp;&nbsp;&nbsp;ROCKWOOL, Cl B  | 54860 |  | 2562 |
| &nbsp;&nbsp;&nbsp;Solar A/S, Cl B  | 525 |  | 26 |
|  |  |  | 20514 |
| Total Denmark  |  |  | 58391 |
| **Finland — 1.0%** | **Finland — 1.0%** | **Finland — 1.0%** | **Finland — 1.0%** |
| **Communication Services — 0.0%** | **Communication Services — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Sanoma Oyj  | 14529 |  | 169 |
| **Consumer Discretionary — 0.0%** | **Consumer Discretionary — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Puuilo Oyj  | 8408 |  | 129 |
| &nbsp;&nbsp;&nbsp;YIT <sup>\*</sup> | 4435 |  | 12 |
|  |  |  | 141 |
| **Consumer Staples — 0.0%** | **Consumer Staples — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Olvi Oyj, Cl A  | 1170 |  | 46 |
| **Financials — 0.1%** | **Financials — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Nordea Bank Abp  | 346895 |  | 5129 |
| **Health Care — 0.3%** | **Health Care — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Orion Oyj, Cl B  | 121371 |  | 9099 |
| &nbsp;&nbsp;&nbsp;Terveystalo Oyj  | 6988 |  | 94 |
|  |  |  | 9193 |
| **Industrials — 0.4%** | **Industrials — 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;Konecranes Oyj  | 36564 |  | 2895 |
| &nbsp;&nbsp;&nbsp;Wartsila OYJ Abp, Cl B  | 385008 |  | 9068 |
|  |  |  | 11963 |
| **Information Technology — 0.2%** | **Information Technology — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Nokia Oyj  | 1725833 |  | 8924 |
| &nbsp;&nbsp;&nbsp;Nokia Oyj ADR  | 314599 |  | 1630 |
| &nbsp;&nbsp;&nbsp;Vaisala Oyj, Cl A  | 476 |  | 28 |
|  |  |  | 10582 |
| Total Finland  |  |  | 37223 |
| **France — 6.3%** | **France — 6.3%** | **France — 6.3%** | **France — 6.3%** |
| **Communication Services — 0.2%** | **Communication Services — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;IPSOS  | 32352 |  | 1732 |
| &nbsp;&nbsp;&nbsp;Orange SA  | 225579 |  | 3423 |
| &nbsp;&nbsp;&nbsp;Publicis Groupe SA  | 35198 |  | 3962 |
| &nbsp;&nbsp;&nbsp;Vivendi SE  | 126054 |  | 433 |
|  |  |  | 9550 |
| **Consumer Discretionary — 1.1%** | **Consumer Discretionary — 1.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Accor SA  | 121234 |  | 6332 |
| &nbsp;&nbsp;&nbsp;Cie Generale des Etablissements Michelin SCA  | 553775 |  | 20525 |
| &nbsp;&nbsp;&nbsp;Hermes International SCA  | 1157 |  | 3126 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;La Francaise des Jeux SAEM  | 31961 | $1250 |
| &nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis Vuitton SE  | 4397 | 2293 |
| &nbsp;&nbsp;&nbsp;Renault SA  | 115545 | 5313 |
|  |  | 38839 |
| **Consumer Staples — 0.2%** | **Consumer Staples — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Carrefour SA  | 322317 | 4531 |
| &nbsp;&nbsp;&nbsp;L'Oreal SA  | 7661 | 3270 |
|  |  | 7801 |
| **Energy — 0.2%** | **Energy — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Gaztransport Et Technigaz SA  | 10422 | 2054 |
| &nbsp;&nbsp;&nbsp;Technip Energies NV  | 15289 | 641 |
| &nbsp;&nbsp;&nbsp;TotalEnergies SE  | 34944 | 2128 |
|  |  | 4823 |
| **Financials — 1.0%** | **Financials — 1.0%** |  |
| &nbsp;&nbsp;&nbsp;Amundi SA  | 182920 | 14775 |
| &nbsp;&nbsp;&nbsp;AXA SA  | 131368 | 6428 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA  | 119641 | 10695 |
| &nbsp;&nbsp;&nbsp;SCOR SE  | 81992 | 2714 |
|  |  | 34612 |
| **Health Care — 0.2%** | **Health Care — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;EssilorLuxottica SA  | 13266 | 3630 |
| &nbsp;&nbsp;&nbsp;Ipsen SA  | 27245 | 3234 |
|  |  | 6864 |
| **Industrials — 2.4%** | **Industrials — 2.4%** |  |
| &nbsp;&nbsp;&nbsp;Bureau Veritas SA  | 182280 | 6200 |
| &nbsp;&nbsp;&nbsp;Cie de Saint-Gobain SA  | 78827 | 9228 |
| &nbsp;&nbsp;&nbsp;Eiffage SA  | 36900 | 5167 |
| &nbsp;&nbsp;&nbsp;ID Logistics Group <sup>\*</sup> | 3419 | 1656 |
| &nbsp;&nbsp;&nbsp;Legrand SA  | 97267 | 12991 |
| &nbsp;&nbsp;&nbsp;Nexans SA  | 794 | 104 |
| &nbsp;&nbsp;&nbsp;Rexel SA  | 714406 | 21957 |
| &nbsp;&nbsp;&nbsp;Safran SA  | 29993 | 9747 |
| &nbsp;&nbsp;&nbsp;Societe BIC SA  | 3522 | 219 |
| &nbsp;&nbsp;&nbsp;STIF  | 1076 | 82 |
| &nbsp;&nbsp;&nbsp;Teleperformance SE  | 189413 | 18333 |
| &nbsp;&nbsp;&nbsp;Thales SA  | 8720 | 2566 |
|  |  | 88250 |
| **Information Technology — 0.1%** | **Information Technology — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Dassault Systemes SE  | 57422 | 2074 |
| &nbsp;&nbsp;&nbsp;Neurones  | 996 | 53 |
| &nbsp;&nbsp;&nbsp;OVH Groupe SAS <sup>\*</sup> | 10407 | 133 |
| &nbsp;&nbsp;&nbsp;VusionGroup  | 5238 | 1688 |
| &nbsp;&nbsp;&nbsp;Wallix Group <sup>\*</sup> | 535 | 15 |
|  |  | 3963 |
| **Materials — 0.4%** | **Materials — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;Arkema SA  | 216487 | 15930 |
| **Real Estate — 0.3%** | **Real Estate — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;Klepierre SA <sup>‡</sup> | 131078 | 5165 |
| &nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield <sup>‡</sup> | 62764 | 6012 |
|  |  | 11177 |
| **Utilities — 0.2%** | **Utilities — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Engie SA  | 276146 | 6468 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**International Equity Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Rubis SCA  | 53160 | $| 1713 |
|  |  |  | 8181 |
| Total France  |  |  | 229990 |
| **Georgia — 0.1%** | **Georgia — 0.1%** | **Georgia — 0.1%** | **Georgia — 0.1%** |
| **Financials — 0.1%** | **Financials — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Bank of Georgia Group  | 22356 |  | 2174 |
| &nbsp;&nbsp;&nbsp;TBC Bank Group PLC  | 33815 |  | 2151 |
|  |  |  | 4325 |
| Total Georgia  |  |  | 4325 |
| **Germany — 10.8%** | **Germany — 10.8%** | **Germany — 10.8%** | **Germany — 10.8%** |
| **Communication Services — 0.9%** | **Communication Services — 0.9%** |  |  |
| &nbsp;&nbsp;&nbsp;Borussia Dortmund GmbH & KGaA  | 15845 |  | 73 |
| &nbsp;&nbsp;&nbsp;CTS Eventim AG & Co KGaA  | 51339 |  | 6362 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom AG  | 287897 |  | 10501 |
| &nbsp;&nbsp;&nbsp;Scout24 SE  | 96125 |  | 13224 |
|  |  |  | 30160 |
| **Consumer Discretionary — 1.3%** | **Consumer Discretionary — 1.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Auto1 Group <sup>\*</sup> | 73898 |  | 2384 |
| &nbsp;&nbsp;&nbsp;Continental AG  | 210341 |  | 18294 |
| &nbsp;&nbsp;&nbsp;Fielmann Group  | 991 |  | 66 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Group AG  | 252560 |  | 14663 |
| &nbsp;&nbsp;&nbsp;TUI AG <sup>\*</sup> | 5081 |  | 44 |
| &nbsp;&nbsp;&nbsp;Zalando SE <sup>\*</sup> | 317056 |  | 10426 |
| &nbsp;&nbsp;&nbsp;Zeal Network  | 44 |  | 2 |
|  |  |  | 45879 |
| **Financials — 1.8%** | **Financials — 1.8%** |  |  |
| &nbsp;&nbsp;&nbsp;Commerzbank AG  | 346175 |  | 10871 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG  | 361349 |  | 10675 |
| &nbsp;&nbsp;&nbsp;Deutsche Boerse AG  | 92903 |  | 30245 |
| &nbsp;&nbsp;&nbsp;DWS Group GmbH & Co KGaA  | 31848 |  | 1882 |
| &nbsp;&nbsp;&nbsp;MLP SE  | 19863 |  | 197 |
| &nbsp;&nbsp;&nbsp;Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen  | 8894 |  | 5755 |
| &nbsp;&nbsp;&nbsp;Talanx AG  | 21044 |  | 2719 |
|  |  |  | 62344 |
| **Health Care — 0.9%** | **Health Care — 0.9%** |  |  |
| &nbsp;&nbsp;&nbsp;Bayer AG  | 495492 |  | 14876 |
| &nbsp;&nbsp;&nbsp;Fresenius Medical Care AG  | 285004 |  | 16318 |
| &nbsp;&nbsp;&nbsp;Fresenius SE & Co KGaA  | 46785 |  | 2346 |
|  |  |  | 33540 |
| **Industrials — 2.9%** | **Industrials — 2.9%** |  |  |
| &nbsp;&nbsp;&nbsp;Bilfinger Berger  | 19941 |  | 1913 |
| &nbsp;&nbsp;&nbsp;Cewe Stiftung & Co KGAA  | 1219 |  | 140 |
| &nbsp;&nbsp;&nbsp;Daimler Truck Holding AG  | 513500 |  | 24278 |
| &nbsp;&nbsp;&nbsp;Deutsche Lufthansa AG  | 313436 |  | 2652 |
| &nbsp;&nbsp;&nbsp;Deutsche Post AG  | 37178 |  | 1716 |
| &nbsp;&nbsp;&nbsp;Duerr AG  | 25134 |  | 668 |
| &nbsp;&nbsp;&nbsp;GEA Group AG  | 113578 |  | 7934 |
| &nbsp;&nbsp;&nbsp;HOCHTIEF AG  | 8534 |  | 1678 |
| &nbsp;&nbsp;&nbsp;Indus Holding AG  | 2579 |  | 69 |
| &nbsp;&nbsp;&nbsp;Knorr-Bremse AG  | 18720 |  | 1809 |
| &nbsp;&nbsp;&nbsp;Krones AG  | 3432 |  | 565 |
| &nbsp;&nbsp;&nbsp;MTU Aero Engines AG  | 12140 |  | 5374 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Rational AG  | 1060 | $| 888 |
| &nbsp;&nbsp;&nbsp;Rheinmetall AG  | 4014 |  | 8471 |
| &nbsp;&nbsp;&nbsp;Siemens Energy AG <sup>\*</sup> | 430256 |  | 50114 |
|  |  |  | 108269 |
| **Information Technology — 1.2%** | **Information Technology — 1.2%** |  |  |
| &nbsp;&nbsp;&nbsp;IONOS Group SE <sup>\*</sup> | 7642 |  | 358 |
| &nbsp;&nbsp;&nbsp;Nemetschek SE  | 8107 |  | 1171 |
| &nbsp;&nbsp;&nbsp;PSI Software AG <sup>\*</sup> | 525 |  | 19 |
| &nbsp;&nbsp;&nbsp;SAP SE  | 147643 |  | 44989 |
| &nbsp;&nbsp;&nbsp;SUESS MicroTec SE  | 23794 |  | 1303 |
| &nbsp;&nbsp;&nbsp;TeamViewer <sup>\*</sup> | 1855 |  | 21 |
|  |  |  | 47861 |
| **Materials — 1.4%** | **Materials — 1.4%** |  |  |
| &nbsp;&nbsp;&nbsp;Aurubis  | 16384 |  | 1700 |
| &nbsp;&nbsp;&nbsp;BASF SE  | 471283 |  | 23228 |
| &nbsp;&nbsp;&nbsp;Evonik Industries AG  | 483429 |  | 9952 |
| &nbsp;&nbsp;&nbsp;Heidelberg Materials AG  | 49970 |  | 11727 |
| &nbsp;&nbsp;&nbsp;K+S AG  | 205077 |  | 3749 |
| &nbsp;&nbsp;&nbsp;thyssenkrupp AG  | 423114 |  | 4544 |
|  |  |  | 54900 |
| **Real Estate — 0.1%** | **Real Estate — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Aroundtown SA <sup>\*</sup> | 574102 |  | 2105 |
| **Utilities — 0.3%** | **Utilities — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;E.ON SE  | 141713 |  | 2602 |
| &nbsp;&nbsp;&nbsp;RWE AG  | 145834 |  | 6073 |
|  |  |  | 8675 |
| Total Germany  |  |  | 393733 |
| **Hong Kong — 1.3%** | **Hong Kong — 1.3%** | **Hong Kong — 1.3%** | **Hong Kong — 1.3%** |
| **Consumer Discretionary — 0.0%** | **Consumer Discretionary — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Cafe de Coral Holdings Ltd  | 27152 |  | 24 |
| &nbsp;&nbsp;&nbsp;Johnson Electric Holdings Ltd  | 56486 |  | 156 |
| &nbsp;&nbsp;&nbsp;Luk Fook Holdings International  | 49000 |  | 125 |
| &nbsp;&nbsp;&nbsp;Stella International Holdings Ltd  | 253500 |  | 468 |
| &nbsp;&nbsp;&nbsp;Yue Yuen Industrial Holdings Ltd  | 942900 |  | 1447 |
|  |  |  | 2220 |
| **Consumer Staples — 0.3%** | **Consumer Staples — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Chaoda Modern Agriculture Holdings <sup>\*</sup> | 122000 |  | 3 |
| &nbsp;&nbsp;&nbsp;WH Group Ltd  | 11509906 |  | 11093 |
|  |  |  | 11096 |
| **Financials — 0.2%** | **Financials — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Dah Sing Banking Group  | 89200 |  | 103 |
| &nbsp;&nbsp;&nbsp;Futu Holdings Ltd ADR  | 14204 |  | 1755 |
| &nbsp;&nbsp;&nbsp;Hong Kong Exchanges & Clearing Ltd  | 33519 |  | 1803 |
| &nbsp;&nbsp;&nbsp;Hongkong Land Holdings Ltd  | 302200 |  | 1745 |
| &nbsp;&nbsp;&nbsp;Prudential PLC  | 188087 |  | 2350 |
|  |  |  | 7756 |
| **Health Care — 0.1%** | **Health Care — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;United Laboratories International Holdings Ltd/The  | 1053401 |  | 2020 |
| **Industrials — 0.4%** | **Industrials — 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;Jardine Matheson Holdings Ltd  | 122059 |  | 5867 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**International Equity Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Swire Pacific Ltd, Cl A  | 225600 | $| 1934 |
| &nbsp;&nbsp;&nbsp;Techtronic Industries Co Ltd  | 268412 |  | 2962 |
|  |  |  | 10763 |
| **Real Estate — 0.3%** | **Real Estate — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;CK Asset Holdings Ltd  | 1735623 |  | 7669 |
| &nbsp;&nbsp;&nbsp;Hang Lung Group Ltd  | 39000 |  | 68 |
| &nbsp;&nbsp;&nbsp;Hysan Development Co Ltd  | 77000 |  | 138 |
| &nbsp;&nbsp;&nbsp;Kerry Properties Ltd  | 10827 |  | 28 |
| &nbsp;&nbsp;&nbsp;Link REIT <sup>‡</sup> | 765162 |  | 4099 |
| &nbsp;&nbsp;&nbsp;Sun Hung Kai Properties Ltd  | 154815 |  | 1784 |
| &nbsp;&nbsp;&nbsp;Swire Properties Ltd  | 134400 |  | 336 |
|  |  |  | 14122 |
| Total Hong Kong  |  |  | 47977 |
| **India — 0.2%** | **India — 0.2%** | **India — 0.2%** | **India — 0.2%** |
| **Financials — 0.2%** | **Financials — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;ICICI Bank Ltd ADR  | 188950 |  | 6356 |
| **Indonesia — 0.2%** | **Indonesia — 0.2%** | **Indonesia — 0.2%** | **Indonesia — 0.2%** |
| **Consumer Staples — 0.0%** | **Consumer Staples — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;First Pacific Co Ltd  | 1078505 |  | 764 |
| &nbsp;&nbsp;&nbsp;First Resources Ltd  | 116300 |  | 134 |
|  |  |  | 898 |
| **Financials — 0.2%** | **Financials — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Bank Rakyat Indonesia Persero Tbk PT  | 32116308 |  | 7405 |
| Total Indonesia  |  |  | 8303 |
| **Ireland — 1.1%** | **Ireland — 1.1%** | **Ireland — 1.1%** | **Ireland — 1.1%** |
| **Consumer Staples — 0.1%** | **Consumer Staples — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Kerry Group PLC, Cl A  | 28815 |  | 3173 |
| **Financials — 0.9%** | **Financials — 0.9%** |  |  |
| &nbsp;&nbsp;&nbsp;AIB Group PLC  | 1305947 |  | 10740 |
| &nbsp;&nbsp;&nbsp;Bank of Ireland Group PLC  | 1697742 |  | 24109 |
|  |  |  | 34849 |
| **Health Care — 0.0%** | **Health Care — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Amarin ADR <sup>\*</sup> | 1993 |  | 32 |
| **Industrials — 0.1%** | **Industrials — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;AerCap Holdings NV  | 20648 |  | 2416 |
| Total Ireland  |  |  | 40470 |
| **Israel — 1.7%** | **Israel — 1.7%** | **Israel — 1.7%** | **Israel — 1.7%** |
| **Communication Services — 0.0%** | **Communication Services — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Nexxen International ADR <sup>\*</sup> | 19882 |  | 207 |
| &nbsp;&nbsp;&nbsp;Perion Network Ltd <sup>\*</sup> | 12349 |  | 125 |
|  |  |  | 332 |
| **Consumer Staples — 0.0%** | **Consumer Staples — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Diplomat Holdings  | 1969 |  | 28 |
| &nbsp;&nbsp;&nbsp;Oddity Tech, Cl A <sup>\*</sup> | 5828 |  | 440 |
|  |  |  | 468 |
| **Energy — 0.1%** | **Energy — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Delek Group  | 9327 |  | 1934 |
| **Financials — 0.7%** | **Financials — 0.7%** |  |  |
| &nbsp;&nbsp;&nbsp;Bank Hapoalim BM  | 367470 |  | 7060 |
| &nbsp;&nbsp;&nbsp;Bank Leumi Le-Israel BM  | 862421 |  | 16050 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;First International Bank Of Israel Ltd/The  | 8581 | $| 622 |
| &nbsp;&nbsp;&nbsp;Mizrahi Tefahot Bank Ltd  | 6406 |  | 418 |
| &nbsp;&nbsp;&nbsp;Nawi Group  | 1461 |  | 26 |
| &nbsp;&nbsp;&nbsp;Plus500 Ltd  | 11900 |  | 554 |
| &nbsp;&nbsp;&nbsp;Telephone Aviv Stock Exchange  | 21555 |  | 417 |
|  |  |  | 25147 |
| **Industrials — 0.0%** | **Industrials — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;El Al Israel Airlines <sup>\*</sup> | 158263 |  | 621 |
| **Information Technology — 0.9%** | **Information Technology — 0.9%** |  |  |
| &nbsp;&nbsp;&nbsp;Allot <sup>\*</sup> | 32904 |  | 281 |
| &nbsp;&nbsp;&nbsp;Camtek Ltd <sup>\*</sup> | 610 |  | 52 |
| &nbsp;&nbsp;&nbsp;Check Point Software Technologies Ltd <sup>\*</sup> | 88228 |  | 19520 |
| &nbsp;&nbsp;&nbsp;Nice Ltd ADR <sup>\*</sup> | 10295 |  | 1739 |
| &nbsp;&nbsp;&nbsp;Nova Ltd <sup>\*</sup> | 9726 |  | 2677 |
| &nbsp;&nbsp;&nbsp;One Software Technologies  | 2714 |  | 70 |
| &nbsp;&nbsp;&nbsp;Tower Semiconductor Ltd <sup>\*</sup> | 29475 |  | 1282 |
| &nbsp;&nbsp;&nbsp;Wix.com Ltd <sup>\*</sup> | 54480 |  | 8633 |
|  |  |  | 34254 |
| Total Israel  |  |  | 62756 |
| **Italy — 4.1%** | **Italy — 4.1%** | **Italy — 4.1%** | **Italy — 4.1%** |
| **Communication Services — 0.0%** | **Communication Services — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Arnoldo Mondadori Editore SpA  | 95697 |  | 242 |
| &nbsp;&nbsp;&nbsp;MFE-MediaForEurope NV, Cl A  | 251609 |  | 860 |
|  |  |  | 1102 |
| **Consumer Discretionary — 0.5%** | **Consumer Discretionary — 0.5%** |  |  |
| &nbsp;&nbsp;&nbsp;CIR SpA-Compagnie Industriali <sup>\*</sup> | 257347 |  | 177 |
| &nbsp;&nbsp;&nbsp;Ferrari NV  | 18551 |  | 9057 |
| &nbsp;&nbsp;&nbsp;Lottomatica Group Spa  | 136114 |  | 3765 |
| &nbsp;&nbsp;&nbsp;Moncler SpA  | 34191 |  | 1944 |
| &nbsp;&nbsp;&nbsp;OVS SpA  | 40614 |  | 176 |
|  |  |  | 15119 |
| **Consumer Staples — 0.2%** | **Consumer Staples — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Coca-Cola HBC AG  | 120356 |  | 6277 |
| **Energy — 0.2%** | **Energy — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;d'Amico International Shipping SA  | 98940 |  | 401 |
| &nbsp;&nbsp;&nbsp;Eni SpA  | 516322 |  | 8312 |
|  |  |  | 8713 |
| **Financials — 1.4%** | **Financials — 1.4%** |  |  |
| &nbsp;&nbsp;&nbsp;Banca IFIS SpA  | 40030 |  | 1068 |
| &nbsp;&nbsp;&nbsp;Banca Mediolanum SpA  | 344139 |  | 5910 |
| &nbsp;&nbsp;&nbsp;Banca Popolare di Sondrio SPA  | 27817 |  | 385 |
| &nbsp;&nbsp;&nbsp;Banco di Desio e della Brianza SpA  | 62838 |  | 524 |
| &nbsp;&nbsp;&nbsp;BPER Banca SPA  | 4982 |  | 45 |
| &nbsp;&nbsp;&nbsp;Credito Emiliano  | 11665 |  | 172 |
| &nbsp;&nbsp;&nbsp;FinecoBank Banca Fineco SpA  | 149957 |  | 3315 |
| &nbsp;&nbsp;&nbsp;Generali  | 246572 |  | 8740 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA  | 930056 |  | 5339 |
| &nbsp;&nbsp;&nbsp;Poste Italiane SpA  | 108362 |  | 2320 |
| &nbsp;&nbsp;&nbsp;UniCredit SpA  | 184735 |  | 12349 |
| &nbsp;&nbsp;&nbsp;Unipol Gruppo SpA  | 597958 |  | 11801 |
|  |  |  | 51968 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**International Equity Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Health Care — 0.1%** | **Health Care — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Philogen <sup>\*</sup> | 809 | $| 20 |
| &nbsp;&nbsp;&nbsp;Recordati Industria Chimica e Farmaceutica SpA  | 29374 |  | 1840 |
|  |  |  | 1860 |
| **Industrials — 0.5%** | **Industrials — 0.5%** |  |  |
| &nbsp;&nbsp;&nbsp;Iveco Group NV  | 52121 |  | 1023 |
| &nbsp;&nbsp;&nbsp;Leonardo SpA  | 270366 |  | 15203 |
| &nbsp;&nbsp;&nbsp;Webuild SpA  | 541062 |  | 2286 |
|  |  |  | 18512 |
| **Information Technology — 0.1%** | **Information Technology — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Reply  | 14552 |  | 2506 |
| **Materials — 0.0%** | **Materials — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;SOL  | 1383 |  | 78 |
| **Utilities — 1.1%** | **Utilities — 1.1%** |  |  |
| &nbsp;&nbsp;&nbsp;A2A SpA  | 3848968 |  | 10331 |
| &nbsp;&nbsp;&nbsp;ACEA SpA  | 43769 |  | 1054 |
| &nbsp;&nbsp;&nbsp;Ascopiave SpA  | 41746 |  | 149 |
| &nbsp;&nbsp;&nbsp;Enel SpA  | 2164872 |  | 20475 |
| &nbsp;&nbsp;&nbsp;Hera SpA  | 221953 |  | 1068 |
| &nbsp;&nbsp;&nbsp;Iren SpA  | 493045 |  | 1518 |
| &nbsp;&nbsp;&nbsp;Italgas  | 867142 |  | 7330 |
|  |  |  | 41925 |
| Total Italy  |  |  | 148060 |
| **Japan — 15.9%** | **Japan — 15.9%** | **Japan — 15.9%** | **Japan — 15.9%** |
| **Communication Services — 0.8%** | **Communication Services — 0.8%** |  |  |
| &nbsp;&nbsp;&nbsp;Capcom Co Ltd  | 29234 |  | 995 |
| &nbsp;&nbsp;&nbsp;Kakaku.com Inc  | 92790 |  | 1715 |
| &nbsp;&nbsp;&nbsp;KDDI Corp  | 26600 |  | 455 |
| &nbsp;&nbsp;&nbsp;Konami Group Corp  | 13543 |  | 2135 |
| &nbsp;&nbsp;&nbsp;Nexon Co Ltd  | 152600 |  | 3064 |
| &nbsp;&nbsp;&nbsp;Nintendo Co Ltd  | 109100 |  | 10445 |
| &nbsp;&nbsp;&nbsp;Nippon Telegraph & Telephone Corp  | 1687040 |  | 1798 |
| &nbsp;&nbsp;&nbsp;Septeni Holdings  | 9400 |  | 27 |
| &nbsp;&nbsp;&nbsp;SKY Perfect JSAT Holdings Inc  | 172489 |  | 1723 |
|  |  |  | 22357 |
| **Consumer Discretionary — 2.1%** | **Consumer Discretionary — 2.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Aisin Seiki  | 150249 |  | 1916 |
| &nbsp;&nbsp;&nbsp;Asics Corp  | 241598 |  | 6142 |
| &nbsp;&nbsp;&nbsp;Aucnet  | 2200 |  | 25 |
| &nbsp;&nbsp;&nbsp;Bandai Namco Holdings Inc  | 202449 |  | 7234 |
| &nbsp;&nbsp;&nbsp;Bridgestone Corp  | 210735 |  | 8591 |
| &nbsp;&nbsp;&nbsp;Fast Retailing Co Ltd  | 14243 |  | 4869 |
| &nbsp;&nbsp;&nbsp;Haseko Corp  | 271164 |  | 4060 |
| &nbsp;&nbsp;&nbsp;Honda Motor Co Ltd  | 162434 |  | 1562 |
| &nbsp;&nbsp;&nbsp;Iida Group Holdings Co Ltd  | 317680 |  | 4461 |
| &nbsp;&nbsp;&nbsp;JTEKT Corp  | 198022 |  | 1625 |
| &nbsp;&nbsp;&nbsp;JVCKenwood Corp  | 23110 |  | 185 |
| &nbsp;&nbsp;&nbsp;Mazda Motor Corp  | 375386 |  | 2251 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Motors Corp  | 473751 |  | 1335 |
| &nbsp;&nbsp;&nbsp;Niterra Co Ltd  | 43339 |  | 1437 |
| &nbsp;&nbsp;&nbsp;NOK Corp  | 97612 |  | 1436 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Open House Group Co Ltd  | 36995 | $1668 |
| &nbsp;&nbsp;&nbsp;Panasonic Holdings Corp  | 407114 | 4343 |
| &nbsp;&nbsp;&nbsp;Ryohin Keikaku Co Ltd  | 148303 | 7091 |
| &nbsp;&nbsp;&nbsp;Sankyo Co Ltd  | 232622 | 4292 |
| &nbsp;&nbsp;&nbsp;Sanrio Co Ltd  | 74975 | 3614 |
| &nbsp;&nbsp;&nbsp;Sekisui House Ltd  | 16320 | 358 |
| &nbsp;&nbsp;&nbsp;Shimamura Co Ltd  | 29148 | 2039 |
| &nbsp;&nbsp;&nbsp;Subaru Corp  | 229576 | 3968 |
| &nbsp;&nbsp;&nbsp;Sumitomo Rubber Industries Ltd  | 117952 | 1335 |
| &nbsp;&nbsp;&nbsp;Takashimaya Co Ltd  | 127912 | 997 |
| &nbsp;&nbsp;&nbsp;USS Co Ltd  | 410948 | 4515 |
| &nbsp;&nbsp;&nbsp;Yamada Holdings Co Ltd  | 454422 | 1426 |
| &nbsp;&nbsp;&nbsp;Yokohama Rubber Co Ltd/The  | 65615 | 1799 |
| &nbsp;&nbsp;&nbsp;ZOZO Inc  | 68532 | 738 |
|  |  | 85312 |
| **Consumer Staples — 0.6%** | **Consumer Staples — 0.6%** |  |
| &nbsp;&nbsp;&nbsp;Cosmos Pharmaceutical  | 28301 | 1791 |
| &nbsp;&nbsp;&nbsp;Japan Tobacco Inc  | 116896 | 3433 |
| &nbsp;&nbsp;&nbsp;Nissui Corp  | 251600 | 1524 |
| &nbsp;&nbsp;&nbsp;Suntory Beverage & Food Ltd  | 466430 | 14871 |
| &nbsp;&nbsp;&nbsp;Toyo Suisan Kaisha Ltd  | 1284 | 85 |
|  |  | 21704 |
| **Energy — 0.3%** | **Energy — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;ENEOS Holdings Inc  | 413865 | 2045 |
| &nbsp;&nbsp;&nbsp;Inpex Corp  | 540014 | 7557 |
|  |  | 9602 |
| **Financials — 1.7%** | **Financials — 1.7%** |  |
| &nbsp;&nbsp;&nbsp;Credit Saison Co Ltd  | 63467 | 1707 |
| &nbsp;&nbsp;&nbsp;Daiwa Securities Group Inc  | 394552 | 2794 |
| &nbsp;&nbsp;&nbsp;Fukuoka Financial Group Inc  | 221757 | 5907 |
| &nbsp;&nbsp;&nbsp;Japan Post Holdings Co Ltd  | 630208 | 5819 |
| &nbsp;&nbsp;&nbsp;Japan Post Insurance Co Ltd  | 114667 | 2588 |
| &nbsp;&nbsp;&nbsp;Kita-Nippon Bank  | 1300 | 27 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc  | 879007 | 11948 |
| &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc  | 48300 | 1337 |
| &nbsp;&nbsp;&nbsp;Ogaki Kyoritsu Bank  | 1500 | 26 |
| &nbsp;&nbsp;&nbsp;Resona Holdings Inc  | 1497714 | 13790 |
| &nbsp;&nbsp;&nbsp;SBI Holdings Inc/Japan  | 1700 | 59 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc  | 172973 | 4342 |
| &nbsp;&nbsp;&nbsp;T&D Holdings Inc  | 194192 | 4250 |
| &nbsp;&nbsp;&nbsp;Tokio Marine Holdings Inc  | 41178 | 1740 |
|  |  | 56334 |
| **Health Care — 1.8%** | **Health Care — 1.8%** |  |
| &nbsp;&nbsp;&nbsp;Alfresa Holdings Corp  | 94249 | 1285 |
| &nbsp;&nbsp;&nbsp;Chugai Pharmaceutical Co Ltd  | 127920 | 6659 |
| &nbsp;&nbsp;&nbsp;Daiichi Sankyo Co Ltd  | 49438 | 1142 |
| &nbsp;&nbsp;&nbsp;Hisamitsu Pharmaceutical Co Inc  | 51662 | 1467 |
| &nbsp;&nbsp;&nbsp;Hoya Corp  | 32756 | 3878 |
| &nbsp;&nbsp;&nbsp;Medipal Holdings Corp  | 99871 | 1615 |
| &nbsp;&nbsp;&nbsp;Nippon Shinyaku Co Ltd  | 35536 | 773 |
| &nbsp;&nbsp;&nbsp;Olympus Corp  | 1176097 | 13927 |
| &nbsp;&nbsp;&nbsp;Santen Pharmaceutical Co Ltd  | 301306 | 3447 |
| &nbsp;&nbsp;&nbsp;Shionogi & Co Ltd  | 944286 | 16948 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**International Equity Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Ship Healthcare Holdings Inc  | 98676 | $1324 |
| &nbsp;&nbsp;&nbsp;Suzuken Co Ltd/Aichi Japan  | 54145 | 1952 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co Ltd  | 330040 | 10158 |
| &nbsp;&nbsp;&nbsp;Terumo Corp  | 33114 | 606 |
| &nbsp;&nbsp;&nbsp;Toho Holdings Co Ltd  | 52330 | 1686 |
|  |  | 66867 |
| **Industrials — 4.1%** | **Industrials — 4.1%** |  |
| &nbsp;&nbsp;&nbsp;AGC Inc  | 51788 | 1515 |
| &nbsp;&nbsp;&nbsp;Amada Co Ltd  | 291308 | 3169 |
| &nbsp;&nbsp;&nbsp;Central Japan Railway Co  | 356512 | 7945 |
| &nbsp;&nbsp;&nbsp;COMSYS Holdings Corp  | 68844 | 1587 |
| &nbsp;&nbsp;&nbsp;Daikin Industries Ltd  | 107500 | 12580 |
| &nbsp;&nbsp;&nbsp;Fuji Corp/Aichi  | 13148 | 244 |
| &nbsp;&nbsp;&nbsp;Fujikura Ltd  | 157411 | 8255 |
| &nbsp;&nbsp;&nbsp;Fujitec  | 2610 | 112 |
| &nbsp;&nbsp;&nbsp;Gakujo Co Ltd  | 2000 | 24 |
| &nbsp;&nbsp;&nbsp;gremz  | 1500 | 25 |
| &nbsp;&nbsp;&nbsp;Hanwa Co Ltd  | 171 | 6 |
| &nbsp;&nbsp;&nbsp;Hikari Tsushin Inc  | 10872 | 3200 |
| &nbsp;&nbsp;&nbsp;Hitachi Ltd  | 263185 | 7626 |
| &nbsp;&nbsp;&nbsp;Inaba Denki Sangyo  | 61417 | 1680 |
| &nbsp;&nbsp;&nbsp;Japan Airlines Co Ltd  | 88121 | 1792 |
| &nbsp;&nbsp;&nbsp;Kanaden Corp  | 2000 | 28 |
| &nbsp;&nbsp;&nbsp;Kanematsu Corp  | 77063 | 1462 |
| &nbsp;&nbsp;&nbsp;Kinden Corp  | 74106 | 2170 |
| &nbsp;&nbsp;&nbsp;Kokuyo Co Ltd  | 136624 | 781 |
| &nbsp;&nbsp;&nbsp;Komatsu Ltd  | 481070 | 15824 |
| &nbsp;&nbsp;&nbsp;KPP Group Holdings  | 5100 | 26 |
| &nbsp;&nbsp;&nbsp;Makino Milling Machine  | 3498 | 278 |
| &nbsp;&nbsp;&nbsp;MINEBEA MITSUMI Inc  | 863406 | 12588 |
| &nbsp;&nbsp;&nbsp;MIRAIT ONE corp  | 96263 | 1688 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Heavy Industries Ltd  | 735807 | 18357 |
| &nbsp;&nbsp;&nbsp;Nagase & Co Ltd  | 66521 | 1278 |
| &nbsp;&nbsp;&nbsp;NGK Insulators Ltd  | 145900 | 1826 |
| &nbsp;&nbsp;&nbsp;NIPPON EXPRESS HOLDINGS INC  | 86557 | 1731 |
| &nbsp;&nbsp;&nbsp;Nippon Yusen KK  | 110600 | 3967 |
| &nbsp;&nbsp;&nbsp;NSK Ltd  | 316013 | 1482 |
| &nbsp;&nbsp;&nbsp;Obayashi  | 352080 | 5318 |
| &nbsp;&nbsp;&nbsp;Recruit Holdings Co Ltd  | 75135 | 4405 |
| &nbsp;&nbsp;&nbsp;Sankyu Inc  | 38767 | 2073 |
| &nbsp;&nbsp;&nbsp;Sanwa Holdings Corp  | 102065 | 3375 |
| &nbsp;&nbsp;&nbsp;Shimizu  | 201973 | 2249 |
| &nbsp;&nbsp;&nbsp;SIGMAXYZ Holdings Inc  | 3400 | 29 |
| &nbsp;&nbsp;&nbsp;Sinfonia Technology Co Ltd  | 27781 | 1869 |
| &nbsp;&nbsp;&nbsp;Sohgo Security Services Co Ltd  | 193369 | 1350 |
| &nbsp;&nbsp;&nbsp;Sojitz Corp  | 106878 | 2618 |
| &nbsp;&nbsp;&nbsp;Terasaki Electric  | 1100 | 27 |
| &nbsp;&nbsp;&nbsp;Toyota Tsusho Corp  | 82009 | 1852 |
| &nbsp;&nbsp;&nbsp;Tsubakimoto Chain Co  | 11429 | 142 |
|  |  | 138553 |
| **Information Technology — 2.4%** | **Information Technology — 2.4%** |  |
| &nbsp;&nbsp;&nbsp;Advantest Corp  | 22262 | 1645 |
| &nbsp;&nbsp;&nbsp;Alps Alpine Co Ltd  | 145537 | 1561 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Amano Corp  | 23100 | $716 |
| &nbsp;&nbsp;&nbsp;Anritsu Corp  | 177272 | 2285 |
| &nbsp;&nbsp;&nbsp;BIPROGY Inc  | 46690 | 1946 |
| &nbsp;&nbsp;&nbsp;Brother Industries Ltd  | 116592 | 2005 |
| &nbsp;&nbsp;&nbsp;Canon Inc  | 451773 | 13063 |
| &nbsp;&nbsp;&nbsp;Canon Marketing Japan Inc  | 19150 | 700 |
| &nbsp;&nbsp;&nbsp;Celsys  | 3000 | 31 |
| &nbsp;&nbsp;&nbsp;Citizen Watch Co Ltd  | 234804 | 1387 |
| &nbsp;&nbsp;&nbsp;Comture Corp  | 6900 | 81 |
| &nbsp;&nbsp;&nbsp;Freee <sup>\*</sup> | 4100 | 109 |
| &nbsp;&nbsp;&nbsp;Fujitsu Ltd  | 7818 | 189 |
| &nbsp;&nbsp;&nbsp;Furuno Electric  | 2100 | 54 |
| &nbsp;&nbsp;&nbsp;Japan Aviation Electronics Industry Ltd  | 12700 | 225 |
| &nbsp;&nbsp;&nbsp;Japan Electronic Materials Corp  | 4800 | 81 |
| &nbsp;&nbsp;&nbsp;Japan Material  | 2700 | 28 |
| &nbsp;&nbsp;&nbsp;Keyence Corp  | 8809 | 3511 |
| &nbsp;&nbsp;&nbsp;Koa  | 6700 | 39 |
| &nbsp;&nbsp;&nbsp;Konica Minolta Inc <sup>\*</sup> | 382945 | 1242 |
| &nbsp;&nbsp;&nbsp;Lasertec Corp  | 17200 | 2299 |
| &nbsp;&nbsp;&nbsp;Mabuchi Motor Co Ltd  | 95603 | 1407 |
| &nbsp;&nbsp;&nbsp;Marubun  | 3600 | 26 |
| &nbsp;&nbsp;&nbsp;Murata Manufacturing Co Ltd  | 1106000 | 16298 |
| &nbsp;&nbsp;&nbsp;NEC Corp  | 59059 | 1718 |
| &nbsp;&nbsp;&nbsp;Nippon Ceramic  | 1300 | 25 |
| &nbsp;&nbsp;&nbsp;Nomura Research Institute Ltd  | 10258 | 409 |
| &nbsp;&nbsp;&nbsp;NS Solutions Corp  | 50233 | 1415 |
| &nbsp;&nbsp;&nbsp;Optex Group  | 2300 | 28 |
| &nbsp;&nbsp;&nbsp;Oracle Corp Japan  | 12214 | 1451 |
| &nbsp;&nbsp;&nbsp;Rakus  | 14300 | 229 |
| &nbsp;&nbsp;&nbsp;Ricoh Co Ltd  | 34606 | 326 |
| &nbsp;&nbsp;&nbsp;SCSK Corp  | 95705 | 2875 |
| &nbsp;&nbsp;&nbsp;Seiko Epson Corp  | 259689 | 3403 |
| &nbsp;&nbsp;&nbsp;Smaregi  | 1200 | 25 |
| &nbsp;&nbsp;&nbsp;Socionext Inc  | 10300 | 197 |
| &nbsp;&nbsp;&nbsp;System Support  | 1400 | 26 |
| &nbsp;&nbsp;&nbsp;Tazmo  | 6300 | 96 |
| &nbsp;&nbsp;&nbsp;TDK Corp  | 1558696 | 18139 |
| &nbsp;&nbsp;&nbsp;TIS Inc  | 132292 | 4420 |
| &nbsp;&nbsp;&nbsp;Wacom  | 20200 | 96 |
| &nbsp;&nbsp;&nbsp;Yokogawa Electric Corp  | 69717 | 1857 |
|  |  | 87663 |
| **Materials — 1.3%** | **Materials — 1.3%** |  |
| &nbsp;&nbsp;&nbsp;Asahi Kasei Corp  | 586638 | 4163 |
| &nbsp;&nbsp;&nbsp;Daicel Corp  | 160039 | 1338 |
| &nbsp;&nbsp;&nbsp;JFE Holdings Inc  | 321368 | 3727 |
| &nbsp;&nbsp;&nbsp;Kobe Steel Ltd  | 235565 | 2564 |
| &nbsp;&nbsp;&nbsp;Kuraray Co Ltd  | 97260 | 1233 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Materials Corp  | 87217 | 1374 |
| &nbsp;&nbsp;&nbsp;Mitsui Mining & Smelting Co Ltd  | 46497 | 1616 |
| &nbsp;&nbsp;&nbsp;Nippon Paint Holdings Co Ltd  | 552909 | 4433 |
| &nbsp;&nbsp;&nbsp;Nippon Shokubai Co Ltd  | 114220 | 1299 |
| &nbsp;&nbsp;&nbsp;Nippon Steel Corp  | 369549 | 6968 |
| &nbsp;&nbsp;&nbsp;Nissan Chemical Corp  | 55717 | 1694 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**International Equity Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Nitto Denko Corp  | 175259 | $| 3374 |
| &nbsp;&nbsp;&nbsp;Oji Holdings Corp  | 466555 |  | 2342 |
| &nbsp;&nbsp;&nbsp;Rengo Co Ltd  | 236993 |  | 1281 |
| &nbsp;&nbsp;&nbsp;Soken Chemical & Engineering  | 2300 |  | 24 |
| &nbsp;&nbsp;&nbsp;Sumitomo Chemical Co Ltd  | 695720 |  | 1677 |
| &nbsp;&nbsp;&nbsp;Taiheiyo Cement Corp  | 61680 |  | 1526 |
| &nbsp;&nbsp;&nbsp;Tokuyama Corp  | 79628 |  | 1659 |
| &nbsp;&nbsp;&nbsp;Toray Industries Inc  | 1221927 |  | 8339 |
| &nbsp;&nbsp;&nbsp;Tosoh Corp  | 131358 |  | 1916 |
| &nbsp;&nbsp;&nbsp;UBE Corp  | 100159 |  | 1567 |
|  |  |  | 54114 |
| **Real Estate — 0.4%** | **Real Estate — 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;Daito Trust Construction Co Ltd  | 12215 |  | 1326 |
| &nbsp;&nbsp;&nbsp;Daiwa House Industry Co Ltd  | 234683 |  | 8040 |
| &nbsp;&nbsp;&nbsp;Sumitomo Realty & Development Co Ltd  | 194538 |  | 7490 |
|  |  |  | 16856 |
| **Utilities — 0.4%** | **Utilities — 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;Chubu Electric Power Co Inc  | 364396 |  | 4495 |
| &nbsp;&nbsp;&nbsp;Chugoku Electric Power Co Inc/The  | 325299 |  | 1607 |
| &nbsp;&nbsp;&nbsp;Electric Power Development Co Ltd  | 80068 |  | 1362 |
| &nbsp;&nbsp;&nbsp;Kansai Electric Power Co Inc/The  | 284751 |  | 3367 |
| &nbsp;&nbsp;&nbsp;Kyushu Electric Power Co Inc  | 360715 |  | 3215 |
| &nbsp;&nbsp;&nbsp;Shikoku Electric Power Co Inc  | 166433 |  | 1390 |
| &nbsp;&nbsp;&nbsp;Tohoku Electric Power Co Inc  | 207395 |  | 1510 |
| &nbsp;&nbsp;&nbsp;Tokyo Electric Power Co Holdings Inc <sup>\*</sup> | 815933 |  | 2708 |
|  |  |  | 19654 |
| Total Japan  |  |  | 579016 |
| **Liechtenstein — 0.0%** | **Liechtenstein — 0.0%** | **Liechtenstein — 0.0%** | **Liechtenstein — 0.0%** |
| **Financials — 0.0%** | **Financials — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;VP Bank AG, Cl A  | 353 |  | 36 |
| **Luxembourg — 0.8%** | **Luxembourg — 0.8%** | **Luxembourg — 0.8%** | **Luxembourg — 0.8%** |
| **Communication Services — 0.0%** | **Communication Services — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;SES SA, Cl A  | 157829 |  | 1121 |
| **Materials — 0.8%** | **Materials — 0.8%** |  |  |
| &nbsp;&nbsp;&nbsp;ArcelorMittal SA  | 848467 |  | 26849 |
| Total Luxembourg  |  |  | 27970 |
| **Macao — 0.5%** | **Macao — 0.5%** | **Macao — 0.5%** | **Macao — 0.5%** |
| **Consumer Discretionary — 0.5%** | **Consumer Discretionary — 0.5%** |  |  |
| &nbsp;&nbsp;&nbsp;Galaxy Entertainment Group Ltd  | 3966091 |  | 17679 |
| **Netherlands — 5.2%** | **Netherlands — 5.2%** | **Netherlands — 5.2%** | **Netherlands — 5.2%** |
| **Consumer Discretionary — 0.0%** | **Consumer Discretionary — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Kendrion  | 447 |  | 6 |
| **Consumer Staples — 0.8%** | **Consumer Staples — 0.8%** |  |  |
| &nbsp;&nbsp;&nbsp;Heineken Holding NV  | 1756 |  | 131 |
| &nbsp;&nbsp;&nbsp;Koninklijke Ahold Delhaize NV  | 669951 |  | 27884 |
|  |  |  | 28015 |
| **Energy — 0.1%** | **Energy — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Koninklijke Vopak NV  | 29336 |  | 1452 |
| &nbsp;&nbsp;&nbsp;SBM Offshore NV  | 83226 |  | 2193 |
|  |  |  | 3645 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Financials — 2.6%** | **Financials — 2.6%** |  |  |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV  | 864024 | $| 23511 |
| &nbsp;&nbsp;&nbsp;Adyen NV <sup>\*</sup> | 4136 |  | 7569 |
| &nbsp;&nbsp;&nbsp;Aegon Ltd  | 771025 |  | 5568 |
| &nbsp;&nbsp;&nbsp;Euronext NV  | 36165 |  | 6175 |
| &nbsp;&nbsp;&nbsp;Flow Traders Ltd  | 23822 |  | 771 |
| &nbsp;&nbsp;&nbsp;ING Groep NV  | 1518718 |  | 33171 |
| &nbsp;&nbsp;&nbsp;NN Group NV  | 195948 |  | 12993 |
|  |  |  | 89758 |
| **Health Care — 0.2%** | **Health Care — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Argenx SE <sup>\*</sup> | 2042 |  | 1126 |
| &nbsp;&nbsp;&nbsp;Koninklijke Philips NV  | 316798 |  | 7581 |
|  |  |  | 8707 |
| **Industrials — 1.0%** | **Industrials — 1.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Koninklijke BAM Groep SE  | 191106 |  | 1699 |
| &nbsp;&nbsp;&nbsp;Randstad NV  | 302740 |  | 13944 |
| &nbsp;&nbsp;&nbsp;Wolters Kluwer NV  | 118922 |  | 19819 |
|  |  |  | 35462 |
| **Information Technology — 0.5%** | **Information Technology — 0.5%** |  |  |
| &nbsp;&nbsp;&nbsp;ASM International NV  | 8331 |  | 5326 |
| &nbsp;&nbsp;&nbsp;ASML Holding NV  | 10685 |  | 8532 |
| &nbsp;&nbsp;&nbsp;ASML Holding NV, Cl G  | 11014 |  | 8826 |
| &nbsp;&nbsp;&nbsp;Nedap NV  | 1390 |  | 118 |
|  |  |  | 22802 |
| Total Netherlands  |  |  | 188395 |
| **New Zealand — 0.2%** | **New Zealand — 0.2%** | **New Zealand — 0.2%** | **New Zealand — 0.2%** |
| **Energy — 0.0%** | **Energy — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Channel Infrastructure NZ Ltd  | 37937 |  | 51 |
| **Health Care — 0.1%** | **Health Care — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Fisher & Paykel Healthcare Corp Ltd  | 205274 |  | 4490 |
| **Industrials — 0.0%** | **Industrials — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Freightways Group Ltd  | 8186 |  | 55 |
| **Information Technology — 0.1%** | **Information Technology — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Xero Ltd <sup>\*</sup> | 21972 |  | 2589 |
| Total New Zealand  |  |  | 7185 |
| **Norway — 1.2%** | **Norway — 1.2%** | **Norway — 1.2%** | **Norway — 1.2%** |
| **Communication Services — 0.0%** | **Communication Services — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Telenor ASA  | 11057 |  | 172 |
| **Consumer Discretionary — 0.0%** | **Consumer Discretionary — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;SATS <sup>\*</sup> | 8582 |  | 31 |
| **Consumer Staples — 0.2%** | **Consumer Staples — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Orkla ASA  | 449953 |  | 4881 |
| **Energy — 0.8%** | **Energy — 0.8%** |  |  |
| &nbsp;&nbsp;&nbsp;Aker Solutions ASA  | 313569 |  | 1078 |
| &nbsp;&nbsp;&nbsp;Equinor ASA  | 1148161 |  | 28880 |
|  |  |  | 29958 |
| **Financials — 0.0%** | **Financials — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;DNB Bank ASA  | 40051 |  | 1103 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**International Equity Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Industrials — 0.2%** | **Industrials — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;AF Gruppen ASA  | 3040 | $| 46 |
| &nbsp;&nbsp;&nbsp;Hoegh Autoliners ASA  | 2255 |  | 20 |
| &nbsp;&nbsp;&nbsp;Kongsberg Gruppen  | 212986 |  | 8227 |
| &nbsp;&nbsp;&nbsp;Wallenius Wilhelmsen ASA, Cl B  | 2279 |  | 19 |
| &nbsp;&nbsp;&nbsp;Wilh Wilhelmsen Holding ASA, Cl B  | 1218 |  | 51 |
|  |  |  | 8363 |
| **Information Technology — 0.0%** | **Information Technology — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Bouvet ASA  | 3456 |  | 27 |
| &nbsp;&nbsp;&nbsp;NORBIT ASA  | 3128 |  | 67 |
| &nbsp;&nbsp;&nbsp;Pexip Holding  | 13265 |  | 77 |
|  |  |  | 171 |
| Total Norway  |  |  | 44679 |
| **Portugal — 0.2%** | **Portugal — 0.2%** | **Portugal — 0.2%** | **Portugal — 0.2%** |
| **Communication Services — 0.0%** | **Communication Services — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;NOS SGPS SA  | 20836 |  | 95 |
| **Consumer Staples — 0.1%** | **Consumer Staples — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Jeronimo Martins SGPS SA  | 187233 |  | 4724 |
| **Financials — 0.1%** | **Financials — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Banco Comercial Portugues SA, Cl R  | 2267791 |  | 1760 |
| Total Portugal  |  |  | 6579 |
| **Singapore — 2.2%** | **Singapore — 2.2%** | **Singapore — 2.2%** | **Singapore — 2.2%** |
| **Communication Services — 1.0%** | **Communication Services — 1.0%** |  |  |
| &nbsp;&nbsp;&nbsp;IGG Inc  | 237587 |  | 134 |
| &nbsp;&nbsp;&nbsp;Sea Ltd ADR <sup>\*</sup> | 190471 |  | 30464 |
| &nbsp;&nbsp;&nbsp;Singapore Telecommunications  | 2125800 |  | 6398 |
|  |  |  | 36996 |
| **Energy — 0.0%** | **Energy — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Hafnia Ltd  | 39685 |  | 199 |
| **Financials — 0.6%** | **Financials — 0.6%** |  |  |
| &nbsp;&nbsp;&nbsp;DBS Group Holdings Ltd  | 104358 |  | 3678 |
| &nbsp;&nbsp;&nbsp;Oversea-Chinese Banking Corp Ltd  | 588000 |  | 7527 |
| &nbsp;&nbsp;&nbsp;Singapore Exchange Ltd  | 341863 |  | 3996 |
| &nbsp;&nbsp;&nbsp;United Overseas Bank Ltd  | 75608 |  | 2136 |
| &nbsp;&nbsp;&nbsp;Yangzijiang Financial Holding Ltd  | 2813228 |  | 1636 |
|  |  |  | 18973 |
| **Industrials — 0.3%** | **Industrials — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;ComfortDelGro Corp Ltd  | 1253958 |  | 1408 |
| &nbsp;&nbsp;&nbsp;Pan-United  | 15100 |  | 10 |
| &nbsp;&nbsp;&nbsp;Singapore Airlines Ltd  | 712538 |  | 3902 |
| &nbsp;&nbsp;&nbsp;Singapore Technologies Engineering Ltd  | 1312307 |  | 8033 |
|  |  |  | 13353 |
| **Information Technology — 0.0%** | **Information Technology — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Venture Corp Ltd  | 141724 |  | 1270 |
| **Real Estate — 0.2%** | **Real Estate — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;City Developments Ltd  | 356882 |  | 1455 |
| &nbsp;&nbsp;&nbsp;Keppel DC REIT <sup>‡</sup> | 911000 |  | 1667 |
| &nbsp;&nbsp;&nbsp;Singapore Land Group Ltd  | 6600 |  | 12 |
| &nbsp;&nbsp;&nbsp;Suntec Real Estate Investment Trust <sup>‡</sup> | 1605967 |  | 1427 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;UOL Group Ltd  | 342258 | $| 1662 |
|  |  |  | 6223 |
| **Utilities — 0.1%** | **Utilities — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Sembcorp Industries  | 605145 |  | 3254 |
| Total Singapore  |  |  | 80268 |
| **South Korea — 1.1%** | **South Korea — 1.1%** | **South Korea — 1.1%** | **South Korea — 1.1%** |
| **Consumer Discretionary — 0.2%** | **Consumer Discretionary — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Coupang Inc, Cl A <sup>\*</sup> | 264164 |  | 7914 |
| **Financials — 0.2%** | **Financials — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Shinhan Financial Group Co Ltd  | 168524 |  | 7640 |
| **Information Technology — 0.7%** | **Information Technology — 0.7%** |  |  |
| &nbsp;&nbsp;&nbsp;Samsung Electronics Co Ltd  | 523832 |  | 23165 |
| Total South Korea  |  |  | 38719 |
| **Spain — 2.1%** | **Spain — 2.1%** | **Spain — 2.1%** | **Spain — 2.1%** |
| **Communication Services — 0.0%** | **Communication Services — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Telefonica SA  | 299187 |  | 1569 |
| **Consumer Discretionary — 0.2%** | **Consumer Discretionary — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Amadeus IT Group SA, Cl A  | 61279 |  | 5159 |
| &nbsp;&nbsp;&nbsp;Industria de Diseno Textil SA  | 74473 |  | 3871 |
|  |  |  | 9030 |
| **Consumer Staples — 0.0%** | **Consumer Staples — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Distribuidora Internacional de Alimentacion <sup>\*</sup> | 834 |  | 26 |
| **Energy — 0.2%** | **Energy — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Repsol SA  | 495875 |  | 7228 |
| **Financials — 1.1%** | **Financials — 1.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA  | 918568 |  | 14095 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA  | 1905901 |  | 15728 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA  | 1014012 |  | 8756 |
| &nbsp;&nbsp;&nbsp;Mapfre SA  | 505475 |  | 2063 |
| &nbsp;&nbsp;&nbsp;Unicaja Banco SA  | 850 |  | 2 |
|  |  |  | 40644 |
| **Health Care — 0.0%** | **Health Care — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Faes Farma  | 28425 |  | 152 |
| **Industrials — 0.5%** | **Industrials — 0.5%** |  |  |
| &nbsp;&nbsp;&nbsp;ACS Actividades de Construccion y Servicios SA  | 139965 |  | 9695 |
| &nbsp;&nbsp;&nbsp;Aena SME  | 196300 |  | 5222 |
|  |  |  | 14917 |
| **Utilities — 0.1%** | **Utilities — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Iberdrola SA  | 142724 |  | 2736 |
| Total Spain  |  |  | 76302 |
| **Sweden — 1.5%** | **Sweden — 1.5%** | **Sweden — 1.5%** | **Sweden — 1.5%** |
| **Communication Services — 0.0%** | **Communication Services — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Acast <sup>\*</sup> | 15216 |  | 24 |
| **Consumer Discretionary — 0.2%** | **Consumer Discretionary — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Betsson AB, Cl B  | 145133 |  | 3050 |
| &nbsp;&nbsp;&nbsp;Clas Ohlson AB, Cl B  | 50719 |  | 1722 |
| &nbsp;&nbsp;&nbsp;Evolution AB  | 32006 |  | 2523 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**International Equity Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;SkiStar AB  | 1603 | $| 26 |
|  |  |  | 7321 |
| **Consumer Staples — 0.1%** | **Consumer Staples — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;AAK AB  | 105246 |  | 2745 |
| **Financials — 0.3%** | **Financials — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Avanza Bank Holding  | 71283 |  | 2401 |
| &nbsp;&nbsp;&nbsp;Industrivarden AB, Cl A  | 2533 |  | 91 |
| &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken AB, Cl A  | 256296 |  | 4435 |
| &nbsp;&nbsp;&nbsp;Swedbank AB, Cl A  | 181177 |  | 4764 |
|  |  |  | 11691 |
| **Industrials — 0.3%** | **Industrials — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Assa Abloy AB, Cl B  | 56955 |  | 1768 |
| &nbsp;&nbsp;&nbsp;Atlas Copco AB, Cl A  | 218648 |  | 3509 |
| &nbsp;&nbsp;&nbsp;Loomis AB, Cl B  | 47302 |  | 1974 |
| &nbsp;&nbsp;&nbsp;NCC AB, Cl B  | 99476 |  | 1848 |
| &nbsp;&nbsp;&nbsp;Peab AB, Cl B  | 207275 |  | 1685 |
| &nbsp;&nbsp;&nbsp;Saab AB, Cl B  | 17816 |  | 989 |
| &nbsp;&nbsp;&nbsp;Skanska AB, Cl B  | 1907 |  | 44 |
|  |  |  | 11817 |
| **Information Technology — 0.5%** | **Information Technology — 0.5%** |  |  |
| &nbsp;&nbsp;&nbsp;Lime Technologies  | 574 |  | 25 |
| &nbsp;&nbsp;&nbsp;Mycronic  | 39404 |  | 836 |
| &nbsp;&nbsp;&nbsp;Proact IT Group  | 8051 |  | 88 |
| &nbsp;&nbsp;&nbsp;Telefonaktiebolaget LM Ericsson ADR  | 1696672 |  | 14388 |
| &nbsp;&nbsp;&nbsp;Truecaller, Cl B  | 341563 |  | 2404 |
|  |  |  | 17741 |
| **Materials — 0.1%** | **Materials — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;SSAB AB, Cl B  | 574337 |  | 3375 |
| **Real Estate — 0.0%** | **Real Estate — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Pandox AB, Cl B  | 4213 |  | 74 |
| &nbsp;&nbsp;&nbsp;Wihlborgs Fastigheter AB  | 16618 |  | 179 |
|  |  |  | 253 |
| Total Sweden  |  |  | 54967 |
| **Switzerland — 3.3%** | **Switzerland — 3.3%** | **Switzerland — 3.3%** | **Switzerland — 3.3%** |
| **Consumer Discretionary — 0.4%** | **Consumer Discretionary — 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;Autoneum Holding AG  | 1390 |  | 243 |
| &nbsp;&nbsp;&nbsp;Cie Financiere Richemont SA, Cl A  | 49462 |  | 9330 |
| &nbsp;&nbsp;&nbsp;On Holding AG, Cl A <sup>\*</sup> | 46760 |  | 2434 |
| &nbsp;&nbsp;&nbsp;Sportradar Group, Cl A <sup>\*</sup> | 10585 |  | 297 |
| &nbsp;&nbsp;&nbsp;V-ZUG Holding  | 279 |  | 23 |
|  |  |  | 12327 |
| **Consumer Staples — 0.1%** | **Consumer Staples — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Chocoladefabriken Lindt & Spruengli AG  | 238 |  | 3998 |
| **Financials — 1.4%** | **Financials — 1.4%** |  |  |
| &nbsp;&nbsp;&nbsp;Helvetia Holding AG  | 20353 |  | 4763 |
| &nbsp;&nbsp;&nbsp;Julius Baer Group Ltd  | 249983 |  | 16903 |
| &nbsp;&nbsp;&nbsp;UBS Group AG  | 678890 |  | 22976 |
| &nbsp;&nbsp;&nbsp;Vontobel Holding  | 767 |  | 62 |
| &nbsp;&nbsp;&nbsp;Zurich Insurance Group AG  | 9379 |  | 6542 |
|  |  |  | 51246 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Health Care — 0.1%** | **Health Care — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;AC Immune SA <sup>\*</sup> | 11256 | $| 23 |
| &nbsp;&nbsp;&nbsp;Galenica  | 15547 |  | 1696 |
| &nbsp;&nbsp;&nbsp;Lonza Group AG  | 1499 |  | 1069 |
| &nbsp;&nbsp;&nbsp;Sandoz Group  | 14393 |  | 786 |
| &nbsp;&nbsp;&nbsp;Sonova Holding AG  | 3960 |  | 1177 |
|  |  |  | 4751 |
| **Industrials — 1.0%** | **Industrials — 1.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Accelleron Industries AG  | 23449 |  | 1647 |
| &nbsp;&nbsp;&nbsp;Belimo Holding AG  | 3873 |  | 3935 |
| &nbsp;&nbsp;&nbsp;DKSH Holding  | 22542 |  | 1748 |
| &nbsp;&nbsp;&nbsp;dormakaba Holding AG  | 4017 |  | 3661 |
| &nbsp;&nbsp;&nbsp;Geberit AG  | 4926 |  | 3867 |
| &nbsp;&nbsp;&nbsp;Phoenix Mecano  | 51 |  | 28 |
| &nbsp;&nbsp;&nbsp;Schindler Holding AG  | 36321 |  | 13482 |
| &nbsp;&nbsp;&nbsp;SGS SA  | 9327 |  | 944 |
| &nbsp;&nbsp;&nbsp;Stadler Rail  | 59302 |  | 1460 |
| &nbsp;&nbsp;&nbsp;Sulzer  | 11626 |  | 2094 |
|  |  |  | 32866 |
| **Information Technology — 0.3%** | **Information Technology — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;ALSO Holding  | 154 |  | 52 |
| &nbsp;&nbsp;&nbsp;Cicor Technologies Ltd <sup>\*</sup> | 670 |  | 136 |
| &nbsp;&nbsp;&nbsp;Logitech International SA  | 114748 |  | 10372 |
|  |  |  | 10560 |
| **Materials — 0.0%** | **Materials — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;DSM-Firmenich AG  | 4561 |  | 484 |
| &nbsp;&nbsp;&nbsp;EMS-Chemie Holding AG  | 2081 |  | 1568 |
| &nbsp;&nbsp;&nbsp;Givaudan SA  | 158 |  | 764 |
|  |  |  | 2816 |
| **Utilities — 0.0%** | **Utilities — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;BKW AG  | 2545 |  | 556 |
| Total Switzerland  |  |  | 119120 |
| **Taiwan — 0.4%** | **Taiwan — 0.4%** | **Taiwan — 0.4%** | **Taiwan — 0.4%** |
| **Information Technology — 0.4%** | **Information Technology — 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;Taiwan Semiconductor Manufacturing Co Ltd ADR  | 63743 |  | 14437 |
| **Turkey — 0.0%** | **Turkey — 0.0%** | **Turkey — 0.0%** | **Turkey — 0.0%** |
| **Materials — 0.0%** | **Materials — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Eldorado Gold <sup>\*</sup> | 7600 |  | 154 |
| **United Kingdom — 11.3%** | **United Kingdom — 11.3%** | **United Kingdom — 11.3%** | **United Kingdom — 11.3%** |
| **Communication Services — 0.4%** | **Communication Services — 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;Auto Trader Group PLC  | 215489 |  | 2437 |
| &nbsp;&nbsp;&nbsp;BT Group PLC, Cl A  | 799989 |  | 2127 |
| &nbsp;&nbsp;&nbsp;Vodafone Group PLC  | 6702559 |  | 7163 |
|  |  |  | 11727 |
| **Consumer Discretionary — 0.8%** | **Consumer Discretionary — 0.8%** |  |  |
| &nbsp;&nbsp;&nbsp;Bellway PLC  | 3894 |  | 154 |
| &nbsp;&nbsp;&nbsp;Berkeley Group Holdings PLC  | 18365 |  | 971 |
| &nbsp;&nbsp;&nbsp;Carnival PLC ADR <sup>\*</sup> | 148871 |  | 3798 |
| &nbsp;&nbsp;&nbsp;Compass Group PLC  | 152360 |  | 5152 |
| &nbsp;&nbsp;&nbsp;Games Workshop Group PLC  | 9156 |  | 2035 |
| &nbsp;&nbsp;&nbsp;Inchcape PLC  | 186498 |  | 1855 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**International Equity Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Kingfisher PLC  | 1153112 | $4597 |
| &nbsp;&nbsp;&nbsp;Next PLC  | 71763 | 12236 |
| &nbsp;&nbsp;&nbsp;WH Smith PLC  | 25552 | 382 |
|  |  | 31180 |
| **Consumer Staples — 2.9%** | **Consumer Staples — 2.9%** |  |
| &nbsp;&nbsp;&nbsp;Associated British Foods PLC  | 4240 | 120 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Europacific Partners PLC  | 18520 | 1717 |
| &nbsp;&nbsp;&nbsp;Cranswick PLC  | 28010 | 2054 |
| &nbsp;&nbsp;&nbsp;Diageo PLC  | 162929 | 4102 |
| &nbsp;&nbsp;&nbsp;Imperial Brands PLC  | 324709 | 12808 |
| &nbsp;&nbsp;&nbsp;J Sainsbury PLC  | 6243477 | 24807 |
| &nbsp;&nbsp;&nbsp;Marks & Spencer Group PLC  | 2256687 | 10965 |
| &nbsp;&nbsp;&nbsp;Premier Foods PLC  | 589255 | 1611 |
| &nbsp;&nbsp;&nbsp;Reckitt Benckiser Group PLC  | 297516 | 20235 |
| &nbsp;&nbsp;&nbsp;Tesco PLC  | 3397429 | 18700 |
| &nbsp;&nbsp;&nbsp;Unilever PLC  | 94706 | 5770 |
|  |  | 102889 |
| **Energy — 0.0%** | **Energy — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Petronor E&P ASA  | 25623 | 28 |
| **Financials — 3.9%** | **Financials — 3.9%** |  |
| &nbsp;&nbsp;&nbsp;3i Group PLC  | 164920 | 9318 |
| &nbsp;&nbsp;&nbsp;AJ Bell PLC  | 243666 | 1714 |
| &nbsp;&nbsp;&nbsp;Aviva PLC  | 199952 | 1697 |
| &nbsp;&nbsp;&nbsp;Barclays PLC  | 6747808 | 31128 |
| &nbsp;&nbsp;&nbsp;Barclays PLC ADR  | 998405 | 18560 |
| &nbsp;&nbsp;&nbsp;HSBC Holdings PLC  | 2011163 | 24287 |
| &nbsp;&nbsp;&nbsp;Investec PLC  | 979760 | 7294 |
| &nbsp;&nbsp;&nbsp;Just Group PLC  | 860691 | 1564 |
| &nbsp;&nbsp;&nbsp;Lancashire Holdings Ltd  | 175985 | 1387 |
| &nbsp;&nbsp;&nbsp;Lloyds Banking Group PLC  | 1615985 | 1696 |
| &nbsp;&nbsp;&nbsp;Man Group PLC/Jersey  | 854012 | 1981 |
| &nbsp;&nbsp;&nbsp;NatWest Group PLC  | 1856851 | 13019 |
| &nbsp;&nbsp;&nbsp;Ninety One PLC  | 192875 | 485 |
| &nbsp;&nbsp;&nbsp;OSB Group PLC  | 281256 | 2017 |
| &nbsp;&nbsp;&nbsp;Paragon Banking Group PLC  | 148654 | 1925 |
| &nbsp;&nbsp;&nbsp;Quilter PLC  | 15184 | 33 |
| &nbsp;&nbsp;&nbsp;Schroders PLC  | 347547 | 1725 |
| &nbsp;&nbsp;&nbsp;Standard Chartered PLC  | 1254593 | 20727 |
|  |  | 140557 |
| **Health Care — 0.5%** | **Health Care — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;Adaptimmune Therapeutics PLC ADR <sup>\*</sup> | 167248 | 40 |
| &nbsp;&nbsp;&nbsp;AstraZeneca PLC  | 91789 | 12753 |
| &nbsp;&nbsp;&nbsp;GSK PLC ADR  | 31346 | 1204 |
| &nbsp;&nbsp;&nbsp;Haleon ADR  | 427730 | 4436 |
| &nbsp;&nbsp;&nbsp;Hikma Pharmaceuticals PLC  | 674 | 18 |
|  |  | 18451 |
| **Industrials — 2.3%** | **Industrials — 2.3%** |  |
| &nbsp;&nbsp;&nbsp;BAE Systems PLC  | 521447 | 13510 |
| &nbsp;&nbsp;&nbsp;Balfour Beatty PLC  | 247299 | 1771 |
| &nbsp;&nbsp;&nbsp;CK Hutchison Holdings Ltd  | 1169115 | 7199 |
| &nbsp;&nbsp;&nbsp;easyJet PLC  | 208380 | 1522 |
| &nbsp;&nbsp;&nbsp;Firstgroup PLC  | 213376 | 674 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Grafton Group  | 135245 | $| 1893 |
| &nbsp;&nbsp;&nbsp;Howden Joinery Group PLC  | 146894 |  | 1724 |
| &nbsp;&nbsp;&nbsp;IMI PLC  | 63494 |  | 1824 |
| &nbsp;&nbsp;&nbsp;Intertek Group PLC  | 11181 |  | 727 |
| &nbsp;&nbsp;&nbsp;JET2 PLC  | 75895 |  | 1922 |
| &nbsp;&nbsp;&nbsp;Luceco  | 3209 |  | 7 |
| &nbsp;&nbsp;&nbsp;Morgan Sindall Group PLC  | 28057 |  | 1760 |
| &nbsp;&nbsp;&nbsp;RELX PLC  | 79466 |  | 4300 |
| &nbsp;&nbsp;&nbsp;Rolls-Royce Holdings PLC  | 2229393 |  | 29496 |
| &nbsp;&nbsp;&nbsp;Rotork PLC  | 342050 |  | 1506 |
| &nbsp;&nbsp;&nbsp;Travis Perkins PLC  | 728801 |  | 6066 |
| &nbsp;&nbsp;&nbsp;Weir Group PLC/The  | 56024 |  | 1913 |
|  |  |  | 77814 |
| **Information Technology — 0.3%** | **Information Technology — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Computacenter PLC  | 53335 |  | 1755 |
| &nbsp;&nbsp;&nbsp;dotdigital group  | 25376 |  | 26 |
| &nbsp;&nbsp;&nbsp;Halma PLC  | 156085 |  | 6849 |
| &nbsp;&nbsp;&nbsp;Sage Group PLC/The  | 208379 |  | 3572 |
| &nbsp;&nbsp;&nbsp;Softcat PLC  | 67700 |  | 1593 |
|  |  |  | 13795 |
| **Materials — 0.0%** | **Materials — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Breedon Group PLC  | 246620 |  | 1306 |
| &nbsp;&nbsp;&nbsp;Hill & Smith  | 60989 |  | 1501 |
| &nbsp;&nbsp;&nbsp;Johnson Matthey PLC  | 7908 |  | 188 |
|  |  |  | 2995 |
| **Real Estate — 0.0%** | **Real Estate — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;British Land Co PLC/The  | 227237 |  | 1177 |
| &nbsp;&nbsp;&nbsp;Land Securities Group PLC <sup>‡</sup> | 194487 |  | 1686 |
|  |  |  | 2863 |
| **Utilities — 0.2%** | **Utilities — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Centrica PLC  | 1404987 |  | 3112 |
| &nbsp;&nbsp;&nbsp;Drax Group  | 250437 |  | 2383 |
| &nbsp;&nbsp;&nbsp;National Grid PLC  | 75120 |  | 1101 |
|  |  |  | 6596 |
| Total United Kingdom  |  |  | 408895 |
| **United States — 7.9%** | **United States — 7.9%** | **United States — 7.9%** | **United States — 7.9%** |
| **Communication Services — 0.9%** | **Communication Services — 0.9%** |  |  |
| &nbsp;&nbsp;&nbsp;Spotify Technology SA <sup>\*</sup> | 40810 |  | 31315 |
| **Consumer Discretionary — 0.1%** | **Consumer Discretionary — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Stellantis NV  | 250497 |  | 2500 |
| **Consumer Staples — 0.5%** | **Consumer Staples — 0.5%** |  |  |
| &nbsp;&nbsp;&nbsp;Nestle SA  | 81291 |  | 8057 |
| &nbsp;&nbsp;&nbsp;Philip Morris International  | 65341 |  | 11901 |
|  |  |  | 19958 |
| **Energy — 0.8%** | **Energy — 0.8%** |  |  |
| &nbsp;&nbsp;&nbsp;BP PLC  | 467332 |  | 2325 |
| &nbsp;&nbsp;&nbsp;Navigator Holdings Ltd  | 2009 |  | 28 |
| &nbsp;&nbsp;&nbsp;Shell PLC  | 651154 |  | 22755 |
| &nbsp;&nbsp;&nbsp;Tenaris SA  | 138090 |  | 2579 |
|  |  |  | 27687 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**International Equity Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Financials — 0.5%** | **Financials — 0.5%** |  |  |
| &nbsp;&nbsp;&nbsp;Aon PLC, Cl A  | 11249 | $| 4013 |
| &nbsp;&nbsp;&nbsp;Arch Capital Group Ltd  | 72686 |  | 6618 |
| &nbsp;&nbsp;&nbsp;Swiss Re AG  | 42816 |  | 7383 |
|  |  |  | 18014 |
| **Health Care — 4.1%** | **Health Care — 4.1%** |  |  |
| &nbsp;&nbsp;&nbsp;GSK PLC  | 1517405 |  | 28883 |
| &nbsp;&nbsp;&nbsp;Inmode Ltd <sup>\*</sup> | 74563 |  | 1077 |
| &nbsp;&nbsp;&nbsp;Medtronic PLC  | 138744 |  | 12094 |
| &nbsp;&nbsp;&nbsp;Novartis AG  | 278549 |  | 33701 |
| &nbsp;&nbsp;&nbsp;Roche Holding AG  | 171848 |  | 55915 |
| &nbsp;&nbsp;&nbsp;Sanofi SA  | 182189 |  | 17577 |
| &nbsp;&nbsp;&nbsp;STERIS PLC  | 11524 |  | 2768 |
|  |  |  | 152015 |
| **Industrials — 0.3%** | **Industrials — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Experian PLC  | 92931 |  | 4784 |
| &nbsp;&nbsp;&nbsp;Signify NV  | 68364 |  | 1850 |
| &nbsp;&nbsp;&nbsp;Waste Connections Inc  | 22766 |  | 4251 |
|  |  |  | 10885 |
| **Information Technology — 0.3%** | **Information Technology — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Atlassian Corp, Cl A <sup>\*</sup> | 19217 |  | 3903 |
| &nbsp;&nbsp;&nbsp;CyberArk Software Ltd <sup>\*</sup> | 3992 |  | 1624 |
| &nbsp;&nbsp;&nbsp;Monday.com Ltd <sup>\*</sup> | 24971 |  | 7853 |
|  |  |  | 13380 |
| **Materials — 0.4%** | **Materials — 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;Acerinox SA  | 143849 |  | 1830 |
| &nbsp;&nbsp;&nbsp;Amrize Ltd <sup>\*</sup> | 36203 |  | 1800 |
| &nbsp;&nbsp;&nbsp;Holcim AG  | 36203 |  | 2680 |
| &nbsp;&nbsp;&nbsp;Linde PLC  | 11123 |  | 5219 |
|  |  |  | 11529 |
| Total United States  |  |  | 287283 |
| Total Common Stock  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,687,191) ($ Thousands) |  |  | 3386816 |
|  | Face Amount <br> (Thousands) |  |  |
| **U.S. TREASURY OBLIGATION — 2.2%** | **U.S. TREASURY OBLIGATION — 2.2%** | **U.S. TREASURY OBLIGATION — 2.2%** | **U.S. TREASURY OBLIGATION — 2.2%** |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Bill  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.262%, 08/28/2025 (A) | $81086 |  | 80521 |
| Total U.S. Treasury Obligation |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $80,541) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $80,541) ($ Thousands) |  | 80521 |
|  | <br> Shares |  |  |
| **PREFERRED STOCK — 0.3%** | **PREFERRED STOCK — 0.3%** | **PREFERRED STOCK — 0.3%** | **PREFERRED STOCK — 0.3%** |
| **Germany — 0.3%** | **Germany — 0.3%** | **Germany — 0.3%** | **Germany — 0.3%** |
| **Consumer Discretionary — 0.3%** | **Consumer Discretionary — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Bayerische Motoren Werke AG (B) | 30801 |  | 2549 |
| &nbsp;&nbsp;&nbsp;Volkswagen AG, 7.200% | 64245 |  | 6768 |
|  |  |  | 9317 |
| **Industrials — 0.0%** | **Industrials — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Jungheinrich AG(B) | 16178 |  | 761 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **PREFERRED STOCK (continued)** | **PREFERRED STOCK (continued)** | **PREFERRED STOCK (continued)** |
| **Materials — 0.0%** | **Materials — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;FUCHS SE, 2.800% | 29423 | $1620 |
| Total Preferred Stock  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $10,246) ($ Thousands) |  | 11698 |
| **CASH EQUIVALENT — 1.5%** | **CASH EQUIVALENT — 1.5%** | **CASH EQUIVALENT — 1.5%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Institutional Class |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.230%\*\*<sup>†</sup> | 52782780 | 52783 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $52,783) ($ Thousands) |  | 52783 |
| Total Investments in Securities — 97.2% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,830,761) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $2,830,761) ($ Thousands)  | $3531818 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**International Equity Fund** (Continued)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| A list of the open futures contracts held by the Fund at June 30, 2025, is as follows: | A list of the open futures contracts held by the Fund at June 30, 2025, is as follows: | A list of the open futures contracts held by the Fund at June 30, 2025, is as follows: | A list of the open futures contracts held by the Fund at June 30, 2025, is as follows: | A list of the open futures contracts held by the Fund at June 30, 2025, is as follows: | A list of the open futures contracts held by the Fund at June 30, 2025, is as follows: |
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value<br> (Thousands)** | **Unrealized Appreciation <br> (Depreciation)(Thousands)** |
| Long Contracts |  |  |  |  |  |
| &nbsp;&nbsp;Euro STOXX 50 | 311 | Sep-2025 | $19058 | $19447 | $43 |
| &nbsp;&nbsp;FTSE 100 Index | 100 | Sep-2025 | 11971 | 12045 | (93) |
| &nbsp;&nbsp;Hang Seng Index | 7 | Jul-2025 | 1084 | 1074 | (10) |
| &nbsp;&nbsp;SPI 200 Index | 48 | Sep-2025 | 6654 | 6713 | 22 |
| &nbsp;&nbsp;TOPIX Index | 73 | Sep-2025 | 14002 | 14431 | 358 |
|  |  |  | $52769 | $53710 | $320 |

---

A list of the open OTC Swap agreement held by the Fund at June 30, 2025, is as follows:

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swap** | **Total Return Swap** | **Total Return Swap** | **Total Return Swap** | **Total Return Swap** | **Total Return Swap** | **Total Return Swap** | **Total Return Swap** | **Total Return Swap** | **Total Return Swap** | **Total Return Swap** |
| **Counterparty** | **Reference Entity/ Obligation** | **Fund Pays** | **Fund Receives** | **Payment Frequency** | **Termination Date** | **Currency** | **Notional<br> Amount<br> (Thousands)** | **Value<br> (Thousands)** | **Upfront Payments/<br> Receipts<br> (Thousands)** | **Net Unrealized<br> Appreciation<br> (Depreciation)<br> (Thousands)** |
| Bank of America | Custom Basket of International Equity Securities | Federal Funds Effective Rate (Daily) + custom spread | Asset Returns | Annually | 12/15/2029 | USD |  | $1441 | $– | $1441 |

---

The following table represents the top 50 individual stock exposures comprising the Custom Basket Total Return Swap as of June 30, 2025:

United States Custom Basket of Long Securities

---

| | | | | |
|:---|:---|:---|:---|:---|
| Shares | Description | Notional Amount (Thousands) | Value (Thousands) | Percentage of Basket |
| 87100 | BNP PARIBAS SA ACT - A- | $&nbsp;&nbsp;&nbsp;&nbsp;18386 | $&nbsp;&nbsp;&nbsp;&nbsp;171 | &nbsp;&nbsp;&nbsp;&nbsp;15.5% |
| 138299 | RECRUIT HOLDINGS CO. LTD. | 17557 | &nbsp;&nbsp;&nbsp;&nbsp;597 | 14.8 |
| 53400 | TOKYO ELECTRON LTD. | &nbsp;&nbsp;&nbsp;&nbsp;12836 | 1137 | &nbsp;&nbsp;&nbsp;&nbsp;10.8 |
| 59292 | NATWEST GROUP PLC REGISTERED SHS | &nbsp;&nbsp;&nbsp;&nbsp;12305 | &nbsp;&nbsp;&nbsp;&nbsp;(90) | &nbsp;&nbsp;&nbsp;&nbsp;10.3 |
| 19321 | NEC CORP. | 11670 | 927 | &nbsp;&nbsp;&nbsp;&nbsp;9.8 |
| 65303 | CAIXABANK S.A. SHS | &nbsp;&nbsp;&nbsp;&nbsp;11698 | 36 | &nbsp;&nbsp;&nbsp;&nbsp;9.8 |
| 6640 | DASSAULT AVIATION SA ACT | &nbsp;&nbsp;&nbsp;&nbsp;11505 | &nbsp;&nbsp;&nbsp;&nbsp;(44) | &nbsp;&nbsp;&nbsp;&nbsp;9.7 |
| 172694 | FUJITSU LTD. | &nbsp;&nbsp;&nbsp;&nbsp;11586 | &nbsp;&nbsp;&nbsp;&nbsp;143 | &nbsp;&nbsp;&nbsp;&nbsp;9.7 |
| 55877 | INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA REGIS | 11445 | 629 | &nbsp;&nbsp;&nbsp;&nbsp;9.6 |
| 27900 | SOCIETE GENERALE SA ACT | 9615 | 56 | &nbsp;&nbsp;&nbsp;&nbsp;8.1 |
| 84033 | STANDARD CHARTERED PLC REGISTERED SHS | 9290 | 460 | &nbsp;&nbsp;&nbsp;&nbsp;7.8 |
| 263861 | BANCO BILBAO VIZCAYA ARGENTARIA SA REGISTERED SHS | 8948 | (7) | &nbsp;&nbsp;&nbsp;&nbsp;7.5 |
| 25390 | CENTRICA PLC REGISTERED SHS | 8282 | (191) | &nbsp;&nbsp;&nbsp;&nbsp;7.0 |
| 62190 | SANKYO CO. LTD. | 8292 | 667 | &nbsp;&nbsp;&nbsp;&nbsp;7.0 |
| 114740 | BANCO SANTANDER SA REGISTERED SHS | 7213 | &nbsp;&nbsp;&nbsp;&nbsp;112 | &nbsp;&nbsp;&nbsp;&nbsp;6.1 |
| 12883 | IPSEN ACT | 6384 | (113) | &nbsp;&nbsp;&nbsp;&nbsp;5.4 |
| 55649 | EXPERIAN PLC REGISTERED SHS | 6465 | 102 | &nbsp;&nbsp;&nbsp;&nbsp;5.4 |
| 34596 | BIPROGY INC. | 5731 | &nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;4.8 |
| 416576 | SOFTBANK GROUP CORP. | 5188 | &nbsp;&nbsp;&nbsp;&nbsp;2653 | &nbsp;&nbsp;&nbsp;&nbsp;4.4 |
| 66850 | TREND MICRO INC. | 5210 | (408) | &nbsp;&nbsp;&nbsp;&nbsp;4.4 |
| 114485 | DNB BANK ASA REGISTERED SHS | 5048 | (121) | &nbsp;&nbsp;&nbsp;&nbsp;4.2 |
| 248761 | SAGE GROUP PLC REGISTERED SHS | 4364 | &nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;3.7 |
| 62434 | CAPCOM CO. LTD. | 4365 | 458 | &nbsp;&nbsp;&nbsp;&nbsp;3.7 |
| 84635 | REXEL SA ACT | 4248 | 199 | &nbsp;&nbsp;&nbsp;&nbsp;3.6 |
| 160862 | SUMITOMO MITSUI FINANCIAL GROUP INC. | 4204 | 74 | &nbsp;&nbsp;&nbsp;&nbsp;3.5 |
| 504266 | LOTTOMATICA GROUP S.P.A. REGISTERED SHS | 3906 | &nbsp;&nbsp;&nbsp;&nbsp;117 | &nbsp;&nbsp;&nbsp;&nbsp;3.3 |
| 467080 | FRESNILLO PLC REGISTERED SHS | 3972 | 52 | &nbsp;&nbsp;&nbsp;&nbsp;3.3 |
| 145733 | DAI-ICHI LIFE HOLDINGS INC. | 3523 | 90 | &nbsp;&nbsp;&nbsp;&nbsp;3.0 |
| 206607 | IVECO GROUP N.V. REGISTERED SHS | 3057 | 91 | &nbsp;&nbsp;&nbsp;&nbsp;2.6 |
| 166500 | MAZDA MOTOR CORP. | 3069 | 61 | &nbsp;&nbsp;&nbsp;&nbsp;2.6 |
| 144857 | SANWA HOLDINGS CORP. | 2934 | &nbsp;&nbsp;&nbsp;&nbsp;(87) | &nbsp;&nbsp;&nbsp;&nbsp;2.5 |
| 252172 | PLUS500 LTD REGISTERED SHS | 2877 | 79 | &nbsp;&nbsp;&nbsp;&nbsp;2.4 |
| 140622 | JAPAN POST INSURANCE CO. LTD. | &nbsp;&nbsp;&nbsp;&nbsp;2628 | 22 | &nbsp;&nbsp;&nbsp;&nbsp;2.2 |
| 179368 | VALEO SE ACT | 2636 | 72 | &nbsp;&nbsp;&nbsp;&nbsp;2.2 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**International Equity Fund** (Continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| Shares | Description | Notional Amount (Thousands) | Value (Thousands) | Percentage of Basket |
| 92500 | CANON MARKETING JAPAN INC. | $2506 | $&nbsp;&nbsp;&nbsp;&nbsp;(32) | &nbsp;&nbsp;&nbsp;&nbsp;2.1% |
| 69512 | TECHNIP ENERGIES N.V. BEARER AND REGISTERED SHS | 2238 | 92 | &nbsp;&nbsp;&nbsp;&nbsp;1.9 |
| 136211 | ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA BE | 2292 | 97 | &nbsp;&nbsp;&nbsp;&nbsp;1.9 |
| 52943 | KOKUYO CO. LTD. | 2317 | 97 | &nbsp;&nbsp;&nbsp;&nbsp;1.9 |
| 126175 | MIZUNO CORP. | 2105 | 28 | &nbsp;&nbsp;&nbsp;&nbsp;1.8 |
| 889814 | EURONEXT NV BEARER AND REGISTERED SHS | 2131 | 59 | &nbsp;&nbsp;&nbsp;&nbsp;1.8 |
| 3686836 | TEMENOS AG NAMEN-AKT | 1992 | (186) | 1.7 |
| 475108 | TIS INC. | 2081 | 15 | 1.7 |
| 584575 | SUMITOMO PHARMA CO. LTD. | 1900 | (127) | &nbsp;&nbsp;&nbsp;&nbsp;1.6 |
| 590909 | OTSUKA CORP. | 1746 | &nbsp;&nbsp;&nbsp;&nbsp;(13) | &nbsp;&nbsp;&nbsp;&nbsp;1.5 |
| 170031 | SHIBAURA MECHATRONICS CORP. | 1681 | 425 | 1.4 |
| 2560498 | SCREEN HOLDINGS CO. LTD. | 1496 | &nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp;&nbsp;&nbsp;1.3 |
| 32588 | TECNICAS REUNIDAS SA BEARER SHS | 1498 | &nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;1.3 |
| 481864 | HELVETIA HOLDING AG NAMEN-AKT | 1535 | 14 | &nbsp;&nbsp;&nbsp;&nbsp;1.3 |
| 431115 | RICOH CO. LTD. | 1570 | 83 | &nbsp;&nbsp;&nbsp;&nbsp;1.3 |
| 1361910 | EISAI CO. LTD. | 1605 |  | &nbsp;&nbsp;&nbsp;&nbsp;1.3 |
| 1750130 | MIXI INC. | 1390 | 38 | &nbsp;&nbsp;&nbsp;&nbsp;1.2 |
| 72843 | SANSAN INC. | 1279 | &nbsp;&nbsp;&nbsp;&nbsp;9 | 1.1 |
| 306708 | JAPAN POST HOLDINGS CO. LTD. | 1297 | 28 | 1.1 |
| 207561 | CYBOZU INC. | 1334 | 49 | 1.1 |

---

United States Custom Basket of Short Securities

---

| | | | | |
|:---|:---|:---|:---|:---|
| Shares | Description | Notional Amount (Thousands) | Value (Thousands) | Percentage of Basket |
| (694860) | EDP RENOVAVEIS SA BEARER SHS | $&nbsp;&nbsp;&nbsp;&nbsp;(7827) | $&nbsp;&nbsp;&nbsp;&nbsp;102 | (6.6)% |
| (592907) | NESTE CORPORATION REGISTERED SHS | &nbsp;&nbsp;&nbsp;&nbsp;(7358) | (769) | (6.2) |
| (5698) | BARRY CALLEBAUT AG NAMEN-AKT | &nbsp;&nbsp;&nbsp;&nbsp;(6089) | &nbsp;&nbsp;&nbsp;&nbsp;(85) | (5.1) |
| (121905) | SALMAR ASA REGISTERED SHS | (5619) | 115 | (4.7) |
| (112305) | DR. ING. H.C. F. PORSCHE AKTIENGESELLSCHAFT VORZ-I | &nbsp;&nbsp;&nbsp;&nbsp;(5524) | &nbsp;&nbsp;&nbsp;&nbsp;3 | (4.6) |
| (808730) | DAVIDE CAMPARI-MILANO N.V. REGISTERED SHS | (5461) | 50 | (4.6) |
| (180055) | EQT AB REGISTERED SHS | &nbsp;&nbsp;&nbsp;&nbsp;(5364) | (596) | (4.5) |
| (48248) | REDCARE PHARMACY N.V. BEARER SHS | &nbsp;&nbsp;&nbsp;&nbsp;(5052) | (243) | (4.2) |
| (2928000) | DENISON MINES CORP REGISTERED SHS | &nbsp;&nbsp;&nbsp;&nbsp;(4868) | (467) | &nbsp;&nbsp;&nbsp;&nbsp;(4.1) |
| (520322) | NEXTDC LTD REGISTERED SHS | (4768) | (188) | (4.0) |
| (62693) | ZEALAND PHARMA A/S SHS | (4618) | 1128 | (3.9) |
| (237000) | NAMURA SHIPBUILD. CO. LTD. | (4612) | (556) | (3.9) |
| (172384) | PUMA SE INHABER-AKT | (4343) | (340) | (3.7) |
| (87256) | ORSTED REGISTERED SHS | &nbsp;&nbsp;&nbsp;&nbsp;(3753) | 26 | (3.2) |
| (498792) | NOKIAN TYRES PLC REGISTERED SHS | &nbsp;&nbsp;&nbsp;&nbsp;(3686) | 95 | (3.1) |
| (132064) | BASIC-FIT N.V. REGISTERED SHS | &nbsp;&nbsp;&nbsp;&nbsp;(3656) | (359) | (3.1) |
| (152306) | STEVANATO GROUP S.P.A. AZ NOMINATIVA | &nbsp;&nbsp;&nbsp;&nbsp;(3576) | (171) | (3.0) |
| (174587) | FRONTLINE PLC REGISTERED SHS | (3446) | 703 | (2.9) |
| (587689) | ENERGY FUELS INC REGISTERED SHS | &nbsp;&nbsp;&nbsp;&nbsp;(3303) | (107) | (2.8) |
| (318742) | NEUREN PHARMACEUTICALS LTD REGISTERED SHS | &nbsp;&nbsp;&nbsp;&nbsp;(2880) | &nbsp;&nbsp;&nbsp;&nbsp;(85) | (2.4) |
| (48275) | REMY COINTREAU SA ACT | &nbsp;&nbsp;&nbsp;&nbsp;(2789) | 338 | (2.3) |
| (402946) | YELLOW CAKE PLC REGISTERED SHS | &nbsp;&nbsp;&nbsp;&nbsp;(2729) | (173) | (2.3) |
| (263989) | GENIUS SPORTS LIMITED REGISTERED SHS | &nbsp;&nbsp;&nbsp;&nbsp;(2596) | (146) | (2.2) |
| (12506) | KERING SA ACT | &nbsp;&nbsp;&nbsp;&nbsp;(2546) | (160) | (2.1) |
| (91365) | NATIONAL AUSTRALIA BANK LTD REGISTERED SHS | (2315) | &nbsp;&nbsp;&nbsp;&nbsp;(51) | (1.9) |
| (994492) | IDP EDUCATION LTD REGISTERED SHS | (2310) | &nbsp;&nbsp;&nbsp;&nbsp;(89) | (1.9) |
| (168497) | BURFORD CAPITAL LIMITED REGISTERED SHS | (2120) | (199) | (1.8) |
| (63400) | MONEY FORWARD INC. | (2104) | &nbsp;&nbsp;&nbsp;&nbsp;(54) | (1.8) |
| (72400) | SEIBU HOLDINGS INC. | (2047) | (726) | &nbsp;&nbsp;&nbsp;&nbsp;(1.7) |
| (39800) | SWCC CORP. | (1875) | (218) | (1.6) |
| (34222) | ERAMET SA ACT | (1863) | 20 | (1.6) |
| (172293) | STORA ENSO OYJ REGISTERED SHS - R- | (1861) | (4) | (1.6) |
| (311300) | ENERGY FUELS INC REGISTERED SHS | (1752) | &nbsp;&nbsp;&nbsp;&nbsp;(43) | (1.5) |
| (1034424) | OXFORD NANOPORE TECHNOLOGIES PLC REGISTERED SHS | (1717) | (221) | &nbsp;&nbsp;&nbsp;&nbsp;(1.4) |
| (43844) | PORSCHE AUTOMOBIL HOLDING SE VORZ-INHABER-AKT STIM | (1705) | &nbsp;&nbsp;&nbsp;&nbsp;(28) | &nbsp;&nbsp;&nbsp;&nbsp;(1.4) |
| (105856) | WIZZ AIR HOLDINGS PLC REGISTERED SHS | (1705) | 130 | &nbsp;&nbsp;&nbsp;&nbsp;(1.4) |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**International Equity Fund** (Concluded)

---

| | | | | |
|:---|:---|:---|:---|:---|
| Shares | Description | Notional Amount (Thousands) | Value (Thousands) | Percentage of Basket |
| (139400) | OSAKA SODA CO. LTD. | $&nbsp;&nbsp;&nbsp;&nbsp;(1679) | &nbsp;&nbsp;&nbsp;&nbsp;$(56) | &nbsp;&nbsp;&nbsp;&nbsp;(1.4)% |
| (630088) | IPERIONX LIMITED REGISTERED SHS | (1679) | (288) | &nbsp;&nbsp;&nbsp;&nbsp;(1.4) |
| (1787663) | INNOVIZ TECHNOLOGIES LTD REGISTERED SHS | (1636) | (1299) | &nbsp;&nbsp;&nbsp;&nbsp;(1.4) |
| (267305) | WORLDLINE SA ACT | (1535) | &nbsp;&nbsp;&nbsp;&nbsp;412 | (1.3) |
| (613809) | BOSS ENERGY LTD REGISTERED SHS | (1520) | (364) | (1.3) |
| (55500) | JMDC INC. | (1500) | &nbsp;&nbsp;&nbsp;&nbsp;(32) | (1.3) |
| (490258) | ENERGIX-RENEWABLE ENERGIES LTD REGISTERED SHS | (1472) | (336) | (1.2) |
| (76300) | MUSASHI SEIMITSU INDUSTRY CO. LTD. | (1420) | (212) | (1.2) |
| (119600) | YAHAGI CONSTRUCTION CO. LTD. | (1407) | (4) | (1.2) |
| (62812) | WESTPAC BANKING CORP REGISTERED SHS | (1362) | &nbsp;&nbsp;&nbsp;&nbsp;(46) | &nbsp;&nbsp;&nbsp;&nbsp;(1.1) |
| (379487) | OCADO GROUP PLC REGISTERED SHS | (1359) | 196 | &nbsp;&nbsp;&nbsp;&nbsp;(1.1) |
| (14000) | SHOCHIKU CO. LTD. | (1338) | 23 | &nbsp;&nbsp;&nbsp;&nbsp;(1.1) |
| (483037) | HEXATRONIC GROUP AB REGISTERED SHS | (1316) | 58 | &nbsp;&nbsp;&nbsp;&nbsp;(1.1) |
| (2384889) | AUTOSTORE HOLDINGS LTD REGISTERED SHS REG S | (1310) | (106) | &nbsp;&nbsp;&nbsp;&nbsp;(1.1) |
| (119220) | AYVENS ACT | (1236) | (105) | (1.0) |
| (516886) | SILEX SYSTEMS LTD REGISTERED SHS | (1232) | (202) | (1.0) |
| (70936) | MANCHESTER UNITED PLC REGISTERED SHS - A- | (1224) | &nbsp;&nbsp;&nbsp;&nbsp;(38) | (1.0) |
| (106835) | THYSSENKRUPP NUCERA AG & CO. KGAA INHABER-AKT | (1224) | &nbsp;&nbsp;&nbsp;&nbsp;(13) | (1.0) |
| (689078) | HEXAGON COMPOSITES ASA REGISTERED SHS | (1187) | &nbsp;&nbsp;&nbsp;&nbsp;(46) | (1.0) |
| (91619) | GH RESEARCH PLC REGISTERED SHS | (1169) | 51 | (1.0) |
| (56600) | FUJI OIL CO. LTD. | (1148) | 34 | (1.0) |

---

------

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $3,634,557 ($ Thousands). |
| \* | Non-income producing security. |
| \*\* | The rate reported is the 7-day effective yield as of June 30, 2025. |

---

---

| | |
|:---|:---|
| <sup>†</sup> | Investment in Affiliated Security. |
| <sup>‡</sup> | Real Estate Investment Trust. |
| (A) | Interest rate represents the security's effective yield at the time of purchase. |
| (B) | No interest rate available. |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| The following is a summary of the Fund's transactions with affiliates for the period ended June 30, 2025 ($ Thousands): | The following is a summary of the Fund's transactions with affiliates for the period ended June 30, 2025 ($ Thousands): | The following is a summary of the Fund's transactions with affiliates for the period ended June 30, 2025 ($ Thousands): | The following is a summary of the Fund's transactions with affiliates for the period ended June 30, 2025 ($ Thousands): | The following is a summary of the Fund's transactions with affiliates for the period ended June 30, 2025 ($ Thousands): | The following is a summary of the Fund's transactions with affiliates for the period ended June 30, 2025 ($ Thousands): | The following is a summary of the Fund's transactions with affiliates for the period ended June 30, 2025 ($ Thousands): | The following is a summary of the Fund's transactions with affiliates for the period ended June 30, 2025 ($ Thousands): | The following is a summary of the Fund's transactions with affiliates for the period ended June 30, 2025 ($ Thousands): |
| **Security Description** | **Value <br> 9/30/2024** | **Purchases<br> at Cost** | **Proceeds<br> from Sales** | **Realized Gain (Loss)** | **Change in Unrealized Appreciation (Depreciation)** | **Value <br> 6/30/2025** | **Income** | **Capital Gains** |
| SEI Daily Income Trust, Government Fund,<br> Institutional Class  | $61716 | $568648 | $(577581) | $— | $— | $52783 | $1206 | $— |

---

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

See "Glossary" for abbreviations.

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**Emerging Markets Equity Fund** 

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK — 95.8%** | **COMMON STOCK — 95.8%** | **COMMON STOCK — 95.8%** |
| **Austria — 0.1%** | **Austria — 0.1%** | **Austria — 0.1%** |
| **Financials — 0.1%** | **Financials — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Erste Group Bank AG  | 15780 | $1339 |
| **Brazil — 5.5%** | **Brazil — 5.5%** | **Brazil — 5.5%** |
| **Communication Services — 0.6%** | **Communication Services — 0.6%** |  |
| &nbsp;&nbsp;&nbsp;Telefonica Brasil SA  | 401844 | 2282 |
| &nbsp;&nbsp;&nbsp;TIM SA/Brazil  | 1662200 | 6667 |
|  |  | 8949 |
| **Consumer Discretionary — 0.8%** | **Consumer Discretionary — 0.8%** |  |
| &nbsp;&nbsp;&nbsp;C&A MODAS SA  | 475400 | 1726 |
| &nbsp;&nbsp;&nbsp;Cyrela Brazil Realty SA Empreendimentos e Participacoes  | 294800 | 1412 |
| &nbsp;&nbsp;&nbsp;Lojas Renner SA  | 582279 | 2094 |
| &nbsp;&nbsp;&nbsp;MercadoLibre Inc <sup>\*</sup> | 711 | 1858 |
| &nbsp;&nbsp;&nbsp;Vibra Energia SA  | 1429288 | 5693 |
|  |  | 12783 |
| **Consumer Staples — 1.2%** | **Consumer Staples — 1.2%** |  |
| &nbsp;&nbsp;&nbsp;Ambev SA  | 536800 | 1307 |
| &nbsp;&nbsp;&nbsp;Ambev SA ADR  | 413410 | 996 |
| &nbsp;&nbsp;&nbsp;Natura & Co Holding SA <sup>\*</sup> | 3571500 | 7231 |
| &nbsp;&nbsp;&nbsp;Raia Drogasil SA  | 1707300 | 4739 |
| &nbsp;&nbsp;&nbsp;Sendas Distribuidora S/A  | 1323800 | 2748 |
|  |  | 17021 |
| **Energy — 0.4%** | **Energy — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;Petroleo Brasileiro SA  | 59812 | 373 |
| &nbsp;&nbsp;&nbsp;Petroleo Brasileiro SA ADR, Cl A  | 548707 | 6332 |
|  |  | 6705 |
| **Financials — 1.3%** | **Financials — 1.3%** |  |
| &nbsp;&nbsp;&nbsp;Banco Bradesco SA ADR  | 822184 | 2541 |
| &nbsp;&nbsp;&nbsp;BB Seguridade Participacoes SA  | 134807 | 886 |
| &nbsp;&nbsp;&nbsp;Itau Unibanco Holding SA ADR  | 1960750 | 13313 |
| &nbsp;&nbsp;&nbsp;Porto Seguro SA  | 55228 | 557 |
| &nbsp;&nbsp;&nbsp;StoneCo Ltd, Cl A <sup>\*</sup> | 109608 | 1758 |
|  |  | 19055 |
| **Health Care — 0.0%** | **Health Care — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Odontoprev  | 91800 | 198 |
| **Industrials — 0.3%** | **Industrials — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;Embraer SA ADR  | 45571 | 2593 |
| &nbsp;&nbsp;&nbsp;WEG SA  | 288700 | 2261 |
|  |  | 4854 |
| **Information Technology — 0.1%** | **Information Technology — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;TOTVS SA  | 218100 | 1691 |
| **Materials — 0.2%** | **Materials — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Vale SA  | 387365 | 3740 |
| **Utilities — 0.6%** | **Utilities — 0.6%** |  |
| &nbsp;&nbsp;&nbsp;Cia de Saneamento Basico do Estado de Sao Paulo  | 189362 | 4150 |
| &nbsp;&nbsp;&nbsp;CPFL Energia SA  | 427195 | 3186 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Equatorial Energia SA  | 248700 | $| 1655 |
|  |  |  | 8991 |
| Total Brazil  |  |  | 83987 |
| **Canada — 0.2%** | **Canada — 0.2%** | **Canada — 0.2%** | **Canada — 0.2%** |
| **Materials — 0.2%** | **Materials — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Pan American Silver Corp  | 89766 |  | 2549 |
| **Chile — 0.7%** | **Chile — 0.7%** | **Chile — 0.7%** | **Chile — 0.7%** |
| **Consumer Discretionary — 0.1%** | **Consumer Discretionary — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Falabella SA  | 287969 |  | 1527 |
| **Financials — 0.5%** | **Financials — 0.5%** |  |  |
| &nbsp;&nbsp;&nbsp;Banco de Chile  | 48201664 |  | 7276 |
| **Utilities — 0.1%** | **Utilities — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Colbun SA  | 5398414 |  | 867 |
| &nbsp;&nbsp;&nbsp;Enel Chile SA  | 14735884 |  | 1089 |
| &nbsp;&nbsp;&nbsp;Engie Energia Chile  | 318440 |  | 443 |
|  |  |  | 2399 |
| Total Chile  |  |  | 11202 |
| **China — 24.0%** | **China — 24.0%** | **China — 24.0%** | **China — 24.0%** |
| **Communication Services — 5.1%** | **Communication Services — 5.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Baidu Inc ADR <sup>\*</sup> | 90028 |  | 7721 |
| &nbsp;&nbsp;&nbsp;Baidu Inc, Cl A <sup>\*</sup> | 12600 |  | 135 |
| &nbsp;&nbsp;&nbsp;Hello Group Inc ADR  | 204546 |  | 1726 |
| &nbsp;&nbsp;&nbsp;iQIYI Inc ADR <sup>\*</sup> | 1093410 |  | 1935 |
| &nbsp;&nbsp;&nbsp;JOYY Inc ADR  | 9665 |  | 492 |
| &nbsp;&nbsp;&nbsp;NetEase Inc  | 616068 |  | 16603 |
| &nbsp;&nbsp;&nbsp;Tencent Holdings Ltd  | 775700 |  | 49982 |
| &nbsp;&nbsp;&nbsp;Xinhua Winshare Publishing and Media, Cl H  | 109500 |  | 159 |
|  |  |  | 78753 |
| **Consumer Discretionary — 7.2%** | **Consumer Discretionary — 7.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd  | 3075800 |  | 43541 |
| &nbsp;&nbsp;&nbsp;BAIC Motor Corp Ltd, Cl H <sup>\*</sup> | 1190792 |  | 295 |
| &nbsp;&nbsp;&nbsp;Bosideng International Holdings Ltd  | 1151746 |  | 683 |
| &nbsp;&nbsp;&nbsp;BYD Co Ltd, Cl A  | 15200 |  | 705 |
| &nbsp;&nbsp;&nbsp;BYD Co Ltd, Cl H  | 318600 |  | 4961 |
| &nbsp;&nbsp;&nbsp;China Meidong Auto Holdings Ltd  | 8024000 |  | 2320 |
| &nbsp;&nbsp;&nbsp;Fuyao Glass Industry Group Co Ltd, Cl A  | 72100 |  | 574 |
| &nbsp;&nbsp;&nbsp;Geely Automobile Holdings Ltd  | 2718463 |  | 5549 |
| &nbsp;&nbsp;&nbsp;Haier Smart Home Co Ltd, Cl A  | 2537400 |  | 7291 |
| &nbsp;&nbsp;&nbsp;JD.com Inc ADR  | 212645 |  | 6941 |
| &nbsp;&nbsp;&nbsp;JD.com Inc, Cl A  | 327963 |  | 5356 |
| &nbsp;&nbsp;&nbsp;Meituan, Cl B <sup>\*</sup> | 760125 |  | 12227 |
| &nbsp;&nbsp;&nbsp;PDD Holdings Inc ADR <sup>\*</sup> | 19072 |  | 1996 |
| &nbsp;&nbsp;&nbsp;Pop Mart International Group Ltd  | 220732 |  | 7520 |
| &nbsp;&nbsp;&nbsp;TCL Electronics Holdings  | 358857 |  | 438 |
| &nbsp;&nbsp;&nbsp;Trip.com Group Ltd  | 41067 |  | 2405 |
| &nbsp;&nbsp;&nbsp;Vipshop Holdings Ltd ADR  | 446453 |  | 6719 |
| &nbsp;&nbsp;&nbsp;Zhejiang China Commodities City Group, Cl A  | 165182 |  | 477 |
|  |  |  | 109998 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**Emerging Markets Equity Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Consumer Staples — 1.4%** | **Consumer Staples — 1.4%** |  |
| &nbsp;&nbsp;&nbsp;China Feihe Ltd  | 1434372 | $1046 |
| &nbsp;&nbsp;&nbsp;Eastroc Beverage Group Co Ltd, Cl A  | 97153 | 4259 |
| &nbsp;&nbsp;&nbsp;Foshan Haitian Flavouring & Food Co Ltd <sup>\*</sup> | 505500 | 2257 |
| &nbsp;&nbsp;&nbsp;Foshan Haitian Flavouring & Food Co Ltd, Cl A  | 1204160 | 6544 |
| &nbsp;&nbsp;&nbsp;Giant Biogene Holding Co ltd  | 257061 | 1897 |
| &nbsp;&nbsp;&nbsp;Kweichow Moutai Co Ltd, Cl A  | 6400 | 1260 |
| &nbsp;&nbsp;&nbsp;Tingyi Cayman Islands Holding Corp  | 1242500 | 1824 |
| &nbsp;&nbsp;&nbsp;Weilong Delicious Global Holdings  | 718843 | 1330 |
|  |  | 20417 |
| **Financials — 4.5%** | **Financials — 4.5%** |  |
| &nbsp;&nbsp;&nbsp;China CITIC Bank Corp Ltd, Cl H  | 5546000 | 5287 |
| &nbsp;&nbsp;&nbsp;China Construction Bank Corp, Cl H  | 1643079 | 1663 |
| &nbsp;&nbsp;&nbsp;China Everbright Bank Co Ltd, Cl H  | 377818 | 189 |
| &nbsp;&nbsp;&nbsp;China Life Insurance Co Ltd, Cl A  | 55000 | 316 |
| &nbsp;&nbsp;&nbsp;China Life Insurance Co Ltd, Cl H  | 2178689 | 5257 |
| &nbsp;&nbsp;&nbsp;China Merchants Securities Co Ltd, Cl A  | 147107 | 361 |
| &nbsp;&nbsp;&nbsp;China Pacific Insurance Group Co Ltd, Cl A  | 203400 | 1065 |
| &nbsp;&nbsp;&nbsp;China Pacific Insurance Group Co Ltd, Cl H  | 500441 | 1722 |
| &nbsp;&nbsp;&nbsp;China Reinsurance Group, Cl H  | 5440600 | 849 |
| &nbsp;&nbsp;&nbsp;Far East Horizon Ltd  | 2671617 | 2321 |
| &nbsp;&nbsp;&nbsp;FinVolution Group ADR  | 157124 | 1490 |
| &nbsp;&nbsp;&nbsp;GF Securities, Cl A  | 121753 | 286 |
| &nbsp;&nbsp;&nbsp;Guotai Junan Securities Co Ltd, Cl A  | 320200 | 857 |
| &nbsp;&nbsp;&nbsp;Hithink RoyalFlush Information Network, Cl A  | 11297 | 431 |
| &nbsp;&nbsp;&nbsp;Industrial & Commercial Bank of China Ltd, Cl H  | 10998709 | 8734 |
| &nbsp;&nbsp;&nbsp;New China Life Insurance Co Ltd, Cl A  | 158300 | 1294 |
| &nbsp;&nbsp;&nbsp;New China Life Insurance Co Ltd, Cl H  | 372664 | 2041 |
| &nbsp;&nbsp;&nbsp;Orient Securities Co Ltd/China, Cl A  | 157100 | 212 |
| &nbsp;&nbsp;&nbsp;People's Insurance Co Group of China Ltd/The, Cl A  | 784200 | 954 |
| &nbsp;&nbsp;&nbsp;People's Insurance Co Group of China Ltd/The, Cl H  | 10927367 | 8341 |
| &nbsp;&nbsp;&nbsp;PICC Property & Casualty Co Ltd, Cl H  | 3638038 | 7069 |
| &nbsp;&nbsp;&nbsp;Ping An Insurance Group Co of China Ltd, Cl H  | 1773372 | 11320 |
| &nbsp;&nbsp;&nbsp;Qifu Technology Inc ADR  | 81863 | 3550 |
| &nbsp;&nbsp;&nbsp;Shenwan Hongyuan Group Co Ltd, Cl A  | 1292085 | 906 |
| &nbsp;&nbsp;&nbsp;SY Holdings Group  | 134600 | 202 |
|  |  | 66717 |
| **Health Care — 1.0%** | **Health Care — 1.0%** |  |
| &nbsp;&nbsp;&nbsp;3SBio Inc  | 1122510 | 3393 |
| &nbsp;&nbsp;&nbsp;Akeso Inc <sup>\*</sup> | 123000 | 1447 |
| &nbsp;&nbsp;&nbsp;Beijing Tiantan Biological Products Corp Ltd, Cl A  | 141460 | 379 |
| &nbsp;&nbsp;&nbsp;Consun Pharmaceutical Group  | 293211 | 423 |
| &nbsp;&nbsp;&nbsp;Dong-E-E-Jiao Co Ltd, Cl E  | 26800 | 196 |
| &nbsp;&nbsp;&nbsp;Genertec Universal Medical Group  | 804000 | 575 |
| &nbsp;&nbsp;&nbsp;Guangzhou Kingmed Diagnostics Group Co Ltd, Cl A  | 1052289 | 4195 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Hubei Jumpcan Pharmaceutical Co Ltd, Cl A  | 42200 | $155 |
| &nbsp;&nbsp;&nbsp;Jiangsu Hengrui Pharmaceuticals Co Ltd, Cl A  | 531900 | 3853 |
| &nbsp;&nbsp;&nbsp;Jiangsu Yuyue Medical Equipment & Supply Co Ltd, Cl A  | 145400 | 722 |
| &nbsp;&nbsp;&nbsp;Sichuan Kelun Pharmaceutical Co Ltd, Cl A  | 58994 | 296 |
|  |  | 15634 |
| **Industrials — 2.2%** | **Industrials — 2.2%** |  |
| &nbsp;&nbsp;&nbsp;Airtac International Group  | 95310 | 2838 |
| &nbsp;&nbsp;&nbsp;Centre Testing International Group Co Ltd, Cl A  | 3068500 | 5010 |
| &nbsp;&nbsp;&nbsp;China Communications Services Corp Ltd, Cl H  | 3903872 | 2119 |
| &nbsp;&nbsp;&nbsp;CITIC Ltd  | 1863709 | 2566 |
| &nbsp;&nbsp;&nbsp;Contemporary Amperex Technology Co Ltd, Cl A  | 269600 | 9504 |
| &nbsp;&nbsp;&nbsp;COSCO SHIPPING Holdings Co Ltd, Cl A  | 263000 | 552 |
| &nbsp;&nbsp;&nbsp;COSCO SHIPPING Holdings Co Ltd, Cl H  | 801057 | 1395 |
| &nbsp;&nbsp;&nbsp;Goneo Group Co Ltd, Cl A  | 43107 | 290 |
| &nbsp;&nbsp;&nbsp;Lonking Holdings Ltd  | 1308400 | 352 |
| &nbsp;&nbsp;&nbsp;Qingdao Port International Co Ltd, Cl H  | 931300 | 781 |
| &nbsp;&nbsp;&nbsp;Sany Heavy Industry, Cl A  | 184300 | 462 |
| &nbsp;&nbsp;&nbsp;SF Holding Co Ltd, Cl A  | 239900 | 1634 |
| &nbsp;&nbsp;&nbsp;Shanghai Industrial Holdings Ltd  | 583344 | 1009 |
| &nbsp;&nbsp;&nbsp;Shenzhen Envicool Technology Co Ltd, Cl A  | 470081 | 1950 |
| &nbsp;&nbsp;&nbsp;Shenzhen International Holdings Ltd  | 20929 | 21 |
| &nbsp;&nbsp;&nbsp;Sinopec Engineering Group Co Ltd, Cl H  | 1176619 | 897 |
| &nbsp;&nbsp;&nbsp;Yangzijiang Shipbuilding Holdings Ltd  | 550216 | 959 |
| &nbsp;&nbsp;&nbsp;Yutong Bus Co Ltd, Cl A  | 178600 | 620 |
| &nbsp;&nbsp;&nbsp;Zhejiang Sanhua Intelligent Controls, Cl A  | 290600 | 1071 |
| &nbsp;&nbsp;&nbsp;Zoomlion Heavy Industry Science and Technology Co Ltd, Cl A  | 368019 | 371 |
|  |  | 34401 |
| **Information Technology — 1.5%** | **Information Technology — 1.5%** |  |
| &nbsp;&nbsp;&nbsp;AAC Technologies Holdings Inc  | 248578 | 1293 |
| &nbsp;&nbsp;&nbsp;Anker Innovations Technology, Cl A  | 23000 | 365 |
| &nbsp;&nbsp;&nbsp;Cambricon Technologies, Cl A <sup>\*</sup> | 5200 | 437 |
| &nbsp;&nbsp;&nbsp;China Railway Signal & Communication Corp Ltd, Cl H  | 1002389 | 413 |
| &nbsp;&nbsp;&nbsp;GDS Holdings, Cl A <sup>\*</sup> | 352900 | 1346 |
| &nbsp;&nbsp;&nbsp;Hygon Information Technology Co Ltd, Cl A  | 42200 | 833 |
| &nbsp;&nbsp;&nbsp;WUS Printed Circuit Kunshan Co Ltd, Cl A  | 118800 | 708 |
| &nbsp;&nbsp;&nbsp;Xiaomi Corp, Cl B <sup>\*</sup> | 2205401 | 16976 |
|  |  | 22371 |
| **Materials — 0.5%** | **Materials — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;Anhui Conch Cement Co Ltd, Cl A  | 62800 | 188 |
| &nbsp;&nbsp;&nbsp;Anhui Conch Cement Co Ltd, Cl H  | 1245422 | 3173 |
| &nbsp;&nbsp;&nbsp;China Hongqiao Group Ltd  | 1203043 | 2770 |
| &nbsp;&nbsp;&nbsp;Fufeng Group Ltd  | 1991347 | 1750 |
| &nbsp;&nbsp;&nbsp;Jinan Acetate Chemical  | 6800 | 21 |
| &nbsp;&nbsp;&nbsp;Yintai Gold Co Ltd, Cl A  | 56600 | 150 |
| &nbsp;&nbsp;&nbsp;Yunnan Yuntianhua Co Ltd, Cl A  | 134600 | 413 |
|  |  | 8465 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**Emerging Markets Equity Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Real Estate — 0.5%** | **Real Estate — 0.5%** |  |  |
| &nbsp;&nbsp;&nbsp;China Overseas Land & Investment Ltd  | 656000 | $| 1144 |
| &nbsp;&nbsp;&nbsp;China Resources Land Ltd  | 1562000 |  | 5318 |
| &nbsp;&nbsp;&nbsp;Seazen Group Ltd <sup>\*</sup> | 1454254 |  | 433 |
|  |  |  | 6895 |
| **Utilities — 0.1%** | **Utilities — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Kunlun Energy Co Ltd  | 1784165 |  | 1734 |
| Total China  |  |  | 365385 |
| **Colombia — 0.1%** | **Colombia — 0.1%** | **Colombia — 0.1%** | **Colombia — 0.1%** |
| **Financials — 0.1%** | **Financials — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Grupo Cibest SA ADR <sup>\*</sup> | 25154 |  | 1162 |
| **Egypt — 0.3%** | **Egypt — 0.3%** | **Egypt — 0.3%** | **Egypt — 0.3%** |
| **Consumer Staples — 0.0%** | **Consumer Staples — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Eastern Co SAE  | 946000 |  | 572 |
| **Financials — 0.3%** | **Financials — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Commercial International Bank - Egypt (CIB) GDR  | 2527435 |  | 4300 |
| &nbsp;&nbsp;&nbsp;Egyptian Financial Group-Hermes Holding <sup>\*</sup> | 186991 |  | 99 |
| &nbsp;&nbsp;&nbsp;U Consumer Finance <sup>\*</sup> | 56199 |  | 10 |
|  |  |  | 4409 |
| Total Egypt  |  |  | 4981 |
| **Greece — 1.4%** | **Greece — 1.4%** | **Greece — 1.4%** | **Greece — 1.4%** |
| **Communication Services — 0.2%** | **Communication Services — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Hellenic Telecommunications Organization SA  | 120790 |  | 2289 |
| **Consumer Discretionary — 0.3%** | **Consumer Discretionary — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;JUMBO SA  | 50458 |  | 1735 |
| &nbsp;&nbsp;&nbsp;OPAP SA  | 104887 |  | 2370 |
|  |  |  | 4105 |
| **Financials — 0.7%** | **Financials — 0.7%** |  |  |
| &nbsp;&nbsp;&nbsp;Alpha Bank SA <sup>\*</sup> | 932298 |  | 3272 |
| &nbsp;&nbsp;&nbsp;Eurobank Ergasias Services and Holdings SA  | 2334990 |  | 8014 |
| &nbsp;&nbsp;&nbsp;National Bank of Greece SA  | 32509 |  | 413 |
|  |  |  | 11699 |
| **Industrials — 0.2%** | **Industrials — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Danaos Corp  | 4644 |  | 401 |
| &nbsp;&nbsp;&nbsp;Metlen Energy & Metals SA  | 55307 |  | 2988 |
|  |  |  | 3389 |
| Total Greece  |  |  | 21482 |
| **Hong Kong — 1.7%** | **Hong Kong — 1.7%** | **Hong Kong — 1.7%** | **Hong Kong — 1.7%** |
| **Consumer Staples — 0.4%** | **Consumer Staples — 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;Chaoda Modern Agriculture Holdings <sup>\*</sup> | 102809 |  | 3 |
| &nbsp;&nbsp;&nbsp;Vitasoy International Holdings Ltd  | 1828000 |  | 2140 |
| &nbsp;&nbsp;&nbsp;WH Group Ltd  | 4446207 |  | 4285 |
|  |  |  | 6428 |
| **Financials — 1.0%** | **Financials — 1.0%** |  |  |
| &nbsp;&nbsp;&nbsp;AIA Group Ltd  | 1196800 |  | 10841 |
| &nbsp;&nbsp;&nbsp;Hong Kong Exchanges & Clearing Ltd  | 90400 |  | 4862 |
|  |  |  | 15703 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Health Care — 0.3%** | **Health Care — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Sino Biopharmaceutical Ltd  | 6007605 | $| 4042 |
| **Information Technology — 0.0%** | **Information Technology — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;China High Precision Automation Group Ltd <sup>\*</sup>(A) | 1385624 |  | 61 |
| Total Hong Kong  |  |  | 26234 |
| **Hungary — 1.8%** | **Hungary — 1.8%** | **Hungary — 1.8%** | **Hungary — 1.8%** |
| **Communication Services — 0.2%** | **Communication Services — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Magyar Telekom Telecommunications PLC ADR  | 724429 |  | 3792 |
| **Energy — 0.3%** | **Energy — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;MOL Hungarian Oil & Gas PLC  | 569426 |  | 4942 |
| **Financials — 1.2%** | **Financials — 1.2%** |  |  |
| &nbsp;&nbsp;&nbsp;OTP Bank Nyrt  | 221770 |  | 17661 |
| **Health Care — 0.1%** | **Health Care — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Richter Gedeon Nyrt  | 45348 |  | 1332 |
| Total Hungary  |  |  | 27727 |
| **India — 12.1%** | **India — 12.1%** | **India — 12.1%** | **India — 12.1%** |
| **Communication Services — 0.6%** | **Communication Services — 0.6%** |  |  |
| &nbsp;&nbsp;&nbsp;Bharti Airtel Ltd  | 256085 |  | 6004 |
| &nbsp;&nbsp;&nbsp;Indus Towers Ltd <sup>\*</sup> | 569476 |  | 2793 |
|  |  |  | 8797 |
| **Consumer Discretionary — 0.9%** | **Consumer Discretionary — 0.9%** |  |  |
| &nbsp;&nbsp;&nbsp;Ceat  | 6500 |  | 279 |
| &nbsp;&nbsp;&nbsp;Dixon Technologies India  | 6256 |  | 1094 |
| &nbsp;&nbsp;&nbsp;Hero MotoCorp Ltd  | 10795 |  | 533 |
| &nbsp;&nbsp;&nbsp;ITC Hotels Ltd <sup>\*</sup> | 133802 |  | 347 |
| &nbsp;&nbsp;&nbsp;Mahindra & Mahindra Ltd  | 18075 |  | 671 |
| &nbsp;&nbsp;&nbsp;Mahindra & Mahindra Ltd GDR  | 219713 |  | 8041 |
| &nbsp;&nbsp;&nbsp;Maruti Suzuki India Ltd  | 13579 |  | 1964 |
| &nbsp;&nbsp;&nbsp;MRF  | 126 |  | 209 |
| &nbsp;&nbsp;&nbsp;Vishal Mega Mart Ltd <sup>\*</sup> | 1068267 |  | 1668 |
|  |  |  | 14806 |
| **Consumer Staples — 0.7%** | **Consumer Staples — 0.7%** |  |  |
| &nbsp;&nbsp;&nbsp;Britannia Industries Ltd  | 66206 |  | 4517 |
| &nbsp;&nbsp;&nbsp;Gillette India Ltd  | 8284 |  | 1054 |
| &nbsp;&nbsp;&nbsp;Marico Ltd  | 175400 |  | 1478 |
| &nbsp;&nbsp;&nbsp;United Spirits Ltd  | 132600 |  | 2208 |
|  |  |  | 9257 |
| **Energy — 2.0%** | **Energy — 2.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Bharat Petroleum Corp Ltd  | 1925450 |  | 7456 |
| &nbsp;&nbsp;&nbsp;Great Eastern Shipping Co Ltd/The  | 139039 |  | 1588 |
| &nbsp;&nbsp;&nbsp;Hindustan Petroleum Corp Ltd  | 384713 |  | 1966 |
| &nbsp;&nbsp;&nbsp;Indian Oil Corp Ltd  | 945700 |  | 1621 |
| &nbsp;&nbsp;&nbsp;Oil & Natural Gas Corp Ltd  | 2274268 |  | 6477 |
| &nbsp;&nbsp;&nbsp;Petronet LNG Ltd  | 1574372 |  | 5544 |
| &nbsp;&nbsp;&nbsp;Reliance Industries Ltd  | 350981 |  | 6143 |
|  |  |  | 30795 |
| **Financials — 4.0%** | **Financials — 4.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Aditya Birla Sun Life Asset Management  | 40600 |  | 379 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**Emerging Markets Equity Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Bank of Baroda  | 123600 | $359 |
| &nbsp;&nbsp;&nbsp;Canara Bank  | 623951 | 831 |
| &nbsp;&nbsp;&nbsp;General Insurance Corp of India  | 284295 | 1275 |
| &nbsp;&nbsp;&nbsp;HDFC Bank Ltd  | 185128 | 4322 |
| &nbsp;&nbsp;&nbsp;HDFC Bank Ltd ADR  | 236424 | 18127 |
| &nbsp;&nbsp;&nbsp;ICICI Bank Ltd  | 192357 | 3251 |
| &nbsp;&nbsp;&nbsp;ICICI Bank Ltd ADR  | 444300 | 14946 |
| &nbsp;&nbsp;&nbsp;L&T Finance Ltd  | 520650 | 1252 |
| &nbsp;&nbsp;&nbsp;LIC Housing Finance Ltd  | 193047 | 1394 |
| &nbsp;&nbsp;&nbsp;Life Insurance Corp of India  | 55900 | 634 |
| &nbsp;&nbsp;&nbsp;Manappuram Finance Ltd  | 171056 | 550 |
| &nbsp;&nbsp;&nbsp;Muthoot Finance Ltd  | 173505 | 5313 |
| &nbsp;&nbsp;&nbsp;Nuvama Wealth Management Ltd  | 5100 | 490 |
| &nbsp;&nbsp;&nbsp;PNB Housing Finance Ltd <sup>\*</sup> | 53600 | 694 |
| &nbsp;&nbsp;&nbsp;REC Ltd  | 328732 | 1545 |
| &nbsp;&nbsp;&nbsp;Sammaan Capital Ltd  | 211700 | 352 |
| &nbsp;&nbsp;&nbsp;SBI Cards & Payment Services Ltd  | 95700 | 1064 |
| &nbsp;&nbsp;&nbsp;Shriram Finance  | 398771 | 3288 |
|  |  | 60066 |
| **Health Care — 0.9%** | **Health Care — 0.9%** |  |
| &nbsp;&nbsp;&nbsp;Ajanta Pharma Ltd  | 8500 | 255 |
| &nbsp;&nbsp;&nbsp;Apollo Hospitals Enterprise Ltd  | 24584 | 2077 |
| &nbsp;&nbsp;&nbsp;Divi's Laboratories Ltd  | 38500 | 3059 |
| &nbsp;&nbsp;&nbsp;Dr Reddy's Laboratories Ltd ADR  | 523732 | 7872 |
| &nbsp;&nbsp;&nbsp;Sun Pharmaceutical Industries Ltd  | 91126 | 1781 |
|  |  | 15044 |
| **Industrials — 0.4%** | **Industrials — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;Ashok Leyland Ltd  | 855403 | 2504 |
| &nbsp;&nbsp;&nbsp;eClerx Services Ltd  | 12400 | 506 |
| &nbsp;&nbsp;&nbsp;InterGlobe Aviation Ltd <sup>\*</sup> | 8033 | 560 |
| &nbsp;&nbsp;&nbsp;IRB Infrastructure Developers Ltd  | 3251350 | 1882 |
| &nbsp;&nbsp;&nbsp;Mazagon Dock Shipbuilders  | 37717 | 1427 |
| &nbsp;&nbsp;&nbsp;Nava  | 43000 | 304 |
|  |  | 7183 |
| **Information Technology — 1.1%** | **Information Technology — 1.1%** |  |
| &nbsp;&nbsp;&nbsp;HCL Technologies Ltd  | 159585 | 3218 |
| &nbsp;&nbsp;&nbsp;Infosys Ltd  | 96971 | 1812 |
| &nbsp;&nbsp;&nbsp;Infosys Ltd ADR  | 429594 | 7960 |
| &nbsp;&nbsp;&nbsp;Redington Ltd  | 250000 | 949 |
| &nbsp;&nbsp;&nbsp;Tech Mahindra Ltd  | 123829 | 2437 |
|  |  | 16376 |
| **Materials — 1.2%** | **Materials — 1.2%** |  |
| &nbsp;&nbsp;&nbsp;Castrol India  | 274132 | 709 |
| &nbsp;&nbsp;&nbsp;Chambal Fertilisers and Chemicals Ltd  | 219600 | 1448 |
| &nbsp;&nbsp;&nbsp;Coromandel International Ltd  | 158350 | 4628 |
| &nbsp;&nbsp;&nbsp;Deepak Fertilisers & Petrochemicals  | 19800 | 394 |
| &nbsp;&nbsp;&nbsp;EID Parry India <sup>\*</sup> | 30501 | 395 |
| &nbsp;&nbsp;&nbsp;GHCL Ltd  | 44143 | 315 |
| &nbsp;&nbsp;&nbsp;Hindalco Industries Ltd  | 152306 | 1232 |
| &nbsp;&nbsp;&nbsp;Hindustan Zinc Ltd  | 87988 | 463 |
| &nbsp;&nbsp;&nbsp;Jindal Saw Ltd  | 104557 | 294 |
| &nbsp;&nbsp;&nbsp;National Aluminium Co Ltd  | 825200 | 1860 |
| &nbsp;&nbsp;&nbsp;NMDC Ltd  | 1899709 | 1552 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;UltraTech Cement Ltd  | 7155 | $| 1009 |
| &nbsp;&nbsp;&nbsp;Vedanta Ltd  | 640797 |  | 3450 |
| &nbsp;&nbsp;&nbsp;Welspun  | 83100 |  | 897 |
|  |  |  | 18646 |
| **Real Estate — 0.1%** | **Real Estate — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Phoenix Mills Ltd/The  | 90232 |  | 1644 |
| **Utilities — 0.2%** | **Utilities — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Mahanagar Gas Ltd  | 47000 |  | 813 |
| &nbsp;&nbsp;&nbsp;Power Grid Corp of India Ltd  | 412214 |  | 1441 |
| &nbsp;&nbsp;&nbsp;PTC India  | 79400 |  | 167 |
|  |  |  | 2421 |
| Total India  |  |  | 185035 |
| **Indonesia — 2.1%** | **Indonesia — 2.1%** | **Indonesia — 2.1%** | **Indonesia — 2.1%** |
| **Consumer Staples — 0.2%** | **Consumer Staples — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Indofood Sukses Makmur Tbk PT  | 6284414 |  | 3147 |
| &nbsp;&nbsp;&nbsp;Japfa Comfeed Indonesia  | 4919100 |  | 459 |
|  |  |  | 3606 |
| **Financials — 1.1%** | **Financials — 1.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Bank Central Asia Tbk PT  | 16147000 |  | 8631 |
| &nbsp;&nbsp;&nbsp;Bank Rakyat Indonesia Persero Tbk PT  | 29617228 |  | 6829 |
| &nbsp;&nbsp;&nbsp;Bank Syariah Indonesia Tbk PT  | 9234300 |  | 1469 |
|  |  |  | 16929 |
| **Health Care — 0.4%** | **Health Care — 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;Kalbe Farma Tbk PT  | 64018900 |  | 6021 |
| **Industrials — 0.3%** | **Industrials — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Astra International Tbk PT  | 15042845 |  | 4172 |
| **Utilities — 0.1%** | **Utilities — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Perusahaan Gas Negara Tbk PT  | 12011000 |  | 1195 |
| Total Indonesia  |  |  | 31923 |
| **Japan — 0.3%** | **Japan — 0.3%** | **Japan — 0.3%** | **Japan — 0.3%** |
| **Consumer Staples — 0.3%** | **Consumer Staples — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Unicharm Corp  | 577000 |  | 4154 |
| **Kuwait — 0.1%** | **Kuwait — 0.1%** | **Kuwait — 0.1%** | **Kuwait — 0.1%** |
| **Communication Services — 0.1%** | **Communication Services — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Mobile Telecommunications Co KSCP  | 540231 |  | 854 |
| **Consumer Discretionary — 0.0%** | **Consumer Discretionary — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Humansoft Holding Co KSC  | 96900 |  | 777 |
| Total Kuwait  |  |  | 1631 |
| **Luxembourg — 0.1%** | **Luxembourg — 0.1%** | **Luxembourg — 0.1%** | **Luxembourg — 0.1%** |
| **Consumer Staples — 0.1%** | **Consumer Staples — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;ZABKA GROUP SA <sup>\*</sup> | 245839 |  | 1474 |
| **Macao — 0.1%** | **Macao — 0.1%** | **Macao — 0.1%** | **Macao — 0.1%** |
| **Consumer Discretionary — 0.1%** | **Consumer Discretionary — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;MGM China Holdings Ltd  | 954800 |  | 1570 |
| **Malaysia — 0.6%** | **Malaysia — 0.6%** | **Malaysia — 0.6%** | **Malaysia — 0.6%** |
| **Consumer Staples — 0.0%** | **Consumer Staples — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;United Plantations  | 88150 |  | 461 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**Emerging Markets Equity Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Financials — 0.3%** | **Financials — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Public Bank Bhd  | 4345100 | $| 4448 |
| **Health Care — 0.1%** | **Health Care — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;KPJ Healthcare Bhd  | 1805956 |  | 1141 |
| **Industrials — 0.0%** | **Industrials — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;My EG Services Bhd  | 2504089 |  | 565 |
| **Real Estate — 0.0%** | **Real Estate — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Eco World Development Group  | 331745 |  | 153 |
| &nbsp;&nbsp;&nbsp;SP Setia Group  | 1319322 |  | 351 |
| &nbsp;&nbsp;&nbsp;Sunway Real Estate Investment Trust <sup>‡</sup> | 1181000 |  | 590 |
|  |  |  | 1094 |
| **Utilities — 0.2%** | **Utilities — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Tenaga Nasional Bhd  | 646837 |  | 2210 |
| Total Malaysia  |  |  | 9919 |
| **Mexico — 2.2%** | **Mexico — 2.2%** | **Mexico — 2.2%** | **Mexico — 2.2%** |
| **Consumer Staples — 1.3%** | **Consumer Staples — 1.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Arca Continental SAB de CV  | 37530 |  | 395 |
| &nbsp;&nbsp;&nbsp;BBB Foods Inc, Cl A <sup>\*</sup> | 35130 |  | 975 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Femsa SAB de CV  | 398520 |  | 3834 |
| &nbsp;&nbsp;&nbsp;Fomento Economico Mexicano SAB de CV ADR  | 18430 |  | 1898 |
| &nbsp;&nbsp;&nbsp;Fomento Economico Mexicano SAB de CV  | 1147000 |  | 11720 |
|  |  |  | 18822 |
| **Financials — 0.8%** | **Financials — 0.8%** |  |  |
| &nbsp;&nbsp;&nbsp;Banco del Bajio SA  | 286433 |  | 687 |
| &nbsp;&nbsp;&nbsp;Gentera SAB de CV  | 485400 |  | 1029 |
| &nbsp;&nbsp;&nbsp;Grupo Financiero Banorte SAB de CV, Cl O  | 1019628 |  | 9293 |
| &nbsp;&nbsp;&nbsp;Regional SAB de CV  | 279600 |  | 2294 |
|  |  |  | 13303 |
| **Health Care — 0.0%** | **Health Care — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Genomma Lab Internacional SAB de CV, Cl B  | 377057 |  | 408 |
| **Materials — 0.1%** | **Materials — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Cemex SAB de CV ADR  | 209880 |  | 1455 |
| Total Mexico  |  |  | 33988 |
| **Netherlands — 0.2%** | **Netherlands — 0.2%** | **Netherlands — 0.2%** | **Netherlands — 0.2%** |
| **Energy — 0.2%** | **Energy — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;SBM Offshore NV  | 94297 |  | 2484 |
| **New Zealand — 0.1%** | **New Zealand — 0.1%** | **New Zealand — 0.1%** | **New Zealand — 0.1%** |
| **Consumer Staples — 0.1%** | **Consumer Staples — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;a2 Milk Co Ltd/The  | 244719 |  | 1285 |
| **Peru — 0.1%** | **Peru — 0.1%** | **Peru — 0.1%** | **Peru — 0.1%** |
| **Financials — 0.1%** | **Financials — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Intercorp Financial Services  | 23500 |  | 896 |
| **Philippines — 0.7%** | **Philippines — 0.7%** | **Philippines — 0.7%** | **Philippines — 0.7%** |
| **Communication Services — 0.1%** | **Communication Services — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Converge Information and Communications Technology Solutions  | 2668600 |  | 923 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Consumer Discretionary — 0.0%** | **Consumer Discretionary — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;DigiPlus Interactive  | 765700 | $| 707 |
| **Consumer Staples — 0.1%** | **Consumer Staples — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Puregold Price Club Inc  | 1289600 |  | 824 |
| **Financials — 0.2%** | **Financials — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;BDO Unibank Inc  | 814074 |  | 2208 |
| &nbsp;&nbsp;&nbsp;Metropolitan Bank & Trust Co  | 618679 |  | 796 |
|  |  |  | 3004 |
| **Industrials — 0.1%** | **Industrials — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Alliance Global Group Inc  | 2047705 |  | 328 |
| &nbsp;&nbsp;&nbsp;GT Capital Holdings Inc  | 66632 |  | 679 |
| &nbsp;&nbsp;&nbsp;International Container Terminal Services Inc  | 238628 |  | 1740 |
|  |  |  | 2747 |
| **Utilities — 0.2%** | **Utilities — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Aboitiz Power  | 110958 |  | 81 |
| &nbsp;&nbsp;&nbsp;Manila Electric Co  | 236960 |  | 2265 |
|  |  |  | 2346 |
| Total Philippines  |  |  | 10551 |
| **Poland — 0.9%** | **Poland — 0.9%** | **Poland — 0.9%** | **Poland — 0.9%** |
| **Communication Services — 0.1%** | **Communication Services — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;CD Projekt SA  | 15941 |  | 1241 |
| **Financials — 0.4%** | **Financials — 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;Alior Bank  | 80978 |  | 2123 |
| &nbsp;&nbsp;&nbsp;KRUK SA  | 1255 |  | 140 |
| &nbsp;&nbsp;&nbsp;Powszechny Zaklad Ubezpieczen SA  | 211019 |  | 3680 |
|  |  |  | 5943 |
| **Materials — 0.1%** | **Materials — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;KGHM Polska Miedz SA <sup>\*</sup> | 47027 |  | 1679 |
| **Utilities — 0.3%** | **Utilities — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Enea SA <sup>\*</sup> | 362120 |  | 1960 |
| &nbsp;&nbsp;&nbsp;PGE Polska Grupa Energetyczna SA <sup>\*</sup> | 938600 |  | 2964 |
|  |  |  | 4924 |
| Total Poland  |  |  | 13787 |
| **Portugal — 0.4%** | **Portugal — 0.4%** | **Portugal — 0.4%** | **Portugal — 0.4%** |
| **Consumer Staples — 0.3%** | **Consumer Staples — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Jeronimo Martins SGPS SA  | 180615 |  | 4557 |
| **Energy — 0.1%** | **Energy — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Galp Energia SGPS SA, Cl B  | 121169 |  | 2210 |
| Total Portugal  |  |  | 6767 |
| **Qatar — 0.3%** | **Qatar — 0.3%** | **Qatar — 0.3%** | **Qatar — 0.3%** |
| **Communication Services — 0.2%** | **Communication Services — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Ooredoo QPSC  | 1138778 |  | 4003 |
| **Energy — 0.0%** | **Energy — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Gulf International Services QSC  | 362873 |  | 319 |
| **Real Estate — 0.1%** | **Real Estate — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Barwa Real Estate Co  | 1408700 |  | 1074 |
| Total Qatar  |  |  | 5396 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**Emerging Markets Equity Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Romania — 0.2%** | **Romania — 0.2%** | **Romania — 0.2%** |
| **Real Estate — 0.2%** | **Real Estate — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;NEPI Rockcastle NV  | 399525 | $3034 |
| **Russia — 0.0%** | **Russia — 0.0%** | **Russia — 0.0%** |
| **Communication Services — 0.0%** | **Communication Services — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Mobile TeleSystems PJSC  | 1398028 | – |
| **Energy — 0.0%** | **Energy — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Gazprom PJSC <sup>\*</sup> | 279264 |  |
| &nbsp;&nbsp;&nbsp;Gazprom PJSC ADR  | 35029 |  |
| &nbsp;&nbsp;&nbsp;LUKOIL PJSC  | 109206 |  |
| &nbsp;&nbsp;&nbsp;Rosneft Oil Co PJSC (A) | 230389 |  |
| &nbsp;&nbsp;&nbsp;Surgutneftegas PJSC ADR <sup>\*</sup> | 501658 | – |
|  |  | – |
| **Financials — 0.0%** | **Financials — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Sberbank of Russia PJSC (A) | 417388 |  |
| &nbsp;&nbsp;&nbsp;Sberbank of Russia PJSC ADR  | 58444 | – |
|  |  | – |
| **Materials — 0.0%** | **Materials — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Alrosa PJSC (A) | 605728 | – |
| Total Russia  |  | – |
| **Saudi Arabia — 1.0%** | **Saudi Arabia — 1.0%** | **Saudi Arabia — 1.0%** |
| **Communication Services — 0.4%** | **Communication Services — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;Etihad Etisalat Co  | 302165 | 4778 |
| &nbsp;&nbsp;&nbsp;Saudi Telecom Co  | 61011 | 692 |
|  |  | 5470 |
| **Consumer Discretionary — 0.0%** | **Consumer Discretionary — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;United Electronics Co  | 11395 | 268 |
| **Energy — 0.3%** | **Energy — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;Saudi Arabian Oil Co  | 807082 | 5233 |
| **Financials — 0.1%** | **Financials — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Riyad Bank  | 99457 | 762 |
| **Health Care — 0.1%** | **Health Care — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;National Medical Care Co  | 48393 | 2108 |
| **Materials — 0.1%** | **Materials — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;SABIC Agri-Nutrients Co  | 27546 | 788 |
| **Real Estate — 0.0%** | **Real Estate — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Arabian Centres Co  | 21469 | 111 |
| Total Saudi Arabia  |  | 14740 |
| **Singapore — 0.2%** | **Singapore — 0.2%** | **Singapore — 0.2%** |
| **Communication Services — 0.2%** | **Communication Services — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Sea Ltd ADR <sup>\*</sup> | 15364 | 2457 |
| **Financials — 0.0%** | **Financials — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Yangzijiang Financial Holding Ltd  | 656209 | 382 |
| Total Singapore  |  | 2839 |
| **South Africa — 4.8%** | **South Africa — 4.8%** | **South Africa — 4.8%** |
| **Communication Services — 0.2%** | **Communication Services — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Telkom SA SOC Ltd <sup>\*</sup> | 80500 | 245 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Vodacom Group Ltd  | 437100 | $| 3362 |
|  |  |  | 3607 |
| **Consumer Discretionary — 1.6%** | **Consumer Discretionary — 1.6%** |  |  |
| &nbsp;&nbsp;&nbsp;Mr Price Group Ltd  | 20930 |  | 261 |
| &nbsp;&nbsp;&nbsp;Naspers Ltd, Cl N  | 72235 |  | 22453 |
| &nbsp;&nbsp;&nbsp;Pepkor Holdings Ltd  | 1016300 |  | 1559 |
| &nbsp;&nbsp;&nbsp;Truworths International Ltd  | 143814 |  | 578 |
|  |  |  | 24851 |
| **Consumer Staples — 0.9%** | **Consumer Staples — 0.9%** |  |  |
| &nbsp;&nbsp;&nbsp;AVI Ltd  | 1998179 |  | 10584 |
| &nbsp;&nbsp;&nbsp;Clicks Group Ltd  | 120379 |  | 2511 |
| &nbsp;&nbsp;&nbsp;Tiger Brands Ltd  | 3766 |  | 68 |
|  |  |  | 13163 |
| **Financials — 1.4%** | **Financials — 1.4%** |  |  |
| &nbsp;&nbsp;&nbsp;Absa Group Ltd  | 458859 |  | 4550 |
| &nbsp;&nbsp;&nbsp;Capitec Bank Holdings Ltd  | 26826 |  | 5343 |
| &nbsp;&nbsp;&nbsp;Discovery Ltd  | 186771 |  | 2262 |
| &nbsp;&nbsp;&nbsp;Momentum Group Ltd  | 1490445 |  | 2876 |
| &nbsp;&nbsp;&nbsp;Nedbank Group Ltd  | 378733 |  | 5180 |
| &nbsp;&nbsp;&nbsp;Sanlam Ltd  | 425138 |  | 2122 |
|  |  |  | 22333 |
| **Health Care — 0.1%** | **Health Care — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Life Healthcare Group Holdings Ltd  | 1226200 |  | 985 |
| **Information Technology — 0.0%** | **Information Technology — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;DataTec Ltd  | 69035 |  | 254 |
| **Materials — 0.3%** | **Materials — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Harmony Gold Mining Co Ltd  | 89300 |  | 1238 |
| &nbsp;&nbsp;&nbsp;Impala Platinum Holdings Ltd <sup>\*</sup> | 368140 |  | 3295 |
| &nbsp;&nbsp;&nbsp;Kumba Iron Ore Ltd  | 38911 |  | 624 |
| &nbsp;&nbsp;&nbsp;Omnia Holdings Ltd  | 56358 |  | 252 |
|  |  |  | 5409 |
| **Real Estate — 0.3%** | **Real Estate — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Hyprop Investments Ltd <sup>‡</sup> | 440327 |  | 1061 |
| &nbsp;&nbsp;&nbsp;Redefine Properties Ltd <sup>‡</sup> | 1456639 |  | 376 |
| &nbsp;&nbsp;&nbsp;Resilient REIT Ltd <sup>‡</sup> | 349879 |  | 1186 |
| &nbsp;&nbsp;&nbsp;Vukile Property Fund Ltd <sup>‡</sup> | 728129 |  | 805 |
|  |  |  | 3428 |
| Total South Africa  |  |  | 74030 |
| **South Korea — 11.7%** | **South Korea — 11.7%** | **South Korea — 11.7%** | **South Korea — 11.7%** |
| **Communication Services — 0.6%** | **Communication Services — 0.6%** |  |  |
| &nbsp;&nbsp;&nbsp;Krafton Inc <sup>\*</sup> | 12301 |  | 3303 |
| &nbsp;&nbsp;&nbsp;KT Corp ADR  | 97375 |  | 2023 |
| &nbsp;&nbsp;&nbsp;KT Corp  | 3891 |  | 159 |
| &nbsp;&nbsp;&nbsp;LG Uplus Corp  | 294340 |  | 3116 |
| &nbsp;&nbsp;&nbsp;NAVER Corp  | 10098 |  | 1961 |
|  |  |  | 10562 |
| **Consumer Discretionary — 2.4%** | **Consumer Discretionary — 2.4%** |  |  |
| &nbsp;&nbsp;&nbsp;Coway Co Ltd  | 79718 |  | 5696 |
| &nbsp;&nbsp;&nbsp;DoubleUGames Co Ltd  | 4400 |  | 186 |
| &nbsp;&nbsp;&nbsp;Hankook Tire & Technology Co Ltd  | 102330 |  | 3006 |
| &nbsp;&nbsp;&nbsp;Hyundai Department Store Co Ltd  | 9288 |  | 520 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**Emerging Markets Equity Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Hyundai Mobis Co Ltd  | 19957 | $4234 |
| &nbsp;&nbsp;&nbsp;Kia Corp  | 231935 | 16596 |
| &nbsp;&nbsp;&nbsp;LG Electronics Inc  | 85041 | 4638 |
| &nbsp;&nbsp;&nbsp;Youngone Corp  | 23095 | 1079 |
|  |  | 35955 |
| **Consumer Staples — 0.4%** | **Consumer Staples — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;Cosmax Inc  | 13725 | 2833 |
| &nbsp;&nbsp;&nbsp;KT&G Corp  | 19601 | 1850 |
| &nbsp;&nbsp;&nbsp;Orion Corp/Republic of Korea  | 15700 | 1263 |
|  |  | 5946 |
| **Financials — 2.5%** | **Financials — 2.5%** |  |
| &nbsp;&nbsp;&nbsp;BNK Financial Group Inc  | 91800 | 845 |
| &nbsp;&nbsp;&nbsp;Hana Financial Group Inc  | 284702 | 18135 |
| &nbsp;&nbsp;&nbsp;Hyundai Marine & Fire Insurance Co Ltd <sup>\*</sup> | 16527 | 324 |
| &nbsp;&nbsp;&nbsp;Industrial Bank of Korea  | 222682 | 3008 |
| &nbsp;&nbsp;&nbsp;JB Financial Group Co Ltd  | 42100 | 640 |
| &nbsp;&nbsp;&nbsp;Kakaopay <sup>\*</sup> | 18789 | 1068 |
| &nbsp;&nbsp;&nbsp;KB Financial Group Inc  | 19611 | 1612 |
| &nbsp;&nbsp;&nbsp;Korea Investment Holdings Co Ltd  | 31254 | 3225 |
| &nbsp;&nbsp;&nbsp;NH Investment & Securities Co Ltd  | 34141 | 505 |
| &nbsp;&nbsp;&nbsp;Samsung Fire & Marine Insurance Co Ltd  | 3765 | 1207 |
| &nbsp;&nbsp;&nbsp;Samsung Securities Co Ltd  | 22434 | 1220 |
| &nbsp;&nbsp;&nbsp;Shinhan Financial Group Co Ltd  | 14100 | 639 |
| &nbsp;&nbsp;&nbsp;Woori Financial Group Inc  | 315683 | 5253 |
|  |  | 37681 |
| **Health Care — 0.1%** | **Health Care — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Samsung Biologics Co Ltd <sup>\*</sup> | 2410 | 1768 |
| &nbsp;&nbsp;&nbsp;Seegene Inc  | 7155 | 175 |
|  |  | 1943 |
| **Industrials — 2.5%** | **Industrials — 2.5%** |  |
| &nbsp;&nbsp;&nbsp;DL E&C  | 20200 | 773 |
| &nbsp;&nbsp;&nbsp;Doosan Enerbility Co Ltd <sup>\*</sup> | 26092 | 1322 |
| &nbsp;&nbsp;&nbsp;GS Holdings Corp  | 30626 | 1056 |
| &nbsp;&nbsp;&nbsp;HD Korea Shipbuilding & Offshore Engineering Co Ltd  | 4268 | 1153 |
| &nbsp;&nbsp;&nbsp;Hyundai Glovis Co Ltd  | 36009 | 3585 |
| &nbsp;&nbsp;&nbsp;Hyundai Rotem Co Ltd  | 40071 | 5815 |
| &nbsp;&nbsp;&nbsp;Korean Air Lines Co Ltd  | 72547 | 1226 |
| &nbsp;&nbsp;&nbsp;LG Corp  | 97734 | 5750 |
| &nbsp;&nbsp;&nbsp;LG International  | 9414 | 217 |
| &nbsp;&nbsp;&nbsp;Samsung E&A Co Ltd  | 41200 | 673 |
| &nbsp;&nbsp;&nbsp;Samsung Heavy Industries <sup>\*</sup> | 167194 | 2067 |
| &nbsp;&nbsp;&nbsp;SK Holdings Co Ltd  | 13890 | 2098 |
| &nbsp;&nbsp;&nbsp;SK Square Co Ltd <sup>\*</sup> | 86545 | 11632 |
|  |  | 37367 |
| **Information Technology — 3.1%** | **Information Technology — 3.1%** |  |
| &nbsp;&nbsp;&nbsp;Samsung Electronics Co Ltd  | 703205 | 31097 |
| &nbsp;&nbsp;&nbsp;SK Hynix Inc  | 74340 | 16019 |
|  |  | 47116 |
| **Materials — 0.1%** | **Materials — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;LG Chem Ltd  | 11340 | 1771 |
| Total South Korea  |  | 178341 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Taiwan — 15.8%** | **Taiwan — 15.8%** | **Taiwan — 15.8%** |
| **Consumer Discretionary — 0.3%** | **Consumer Discretionary — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;Fusheng Precision Co Ltd  | 117235 | $1192 |
| &nbsp;&nbsp;&nbsp;Nien Made Enterprise Co Ltd  | 72186 | 1006 |
| &nbsp;&nbsp;&nbsp;Pou Chen Corp  | 982055 | 1041 |
|  |  | 3239 |
| **Consumer Staples — 1.1%** | **Consumer Staples — 1.1%** |  |
| &nbsp;&nbsp;&nbsp;Uni-President Enterprises Corp  | 5797795 | 16071 |
| **Financials — 0.7%** | **Financials — 0.7%** |  |
| &nbsp;&nbsp;&nbsp;Cathay Financial Holding Co Ltd  | 367880 | 792 |
| &nbsp;&nbsp;&nbsp;CTBC Financial Holding Co Ltd  | 5284000 | 7908 |
| &nbsp;&nbsp;&nbsp;Fubon Financial Holding Co Ltd  | 399776 | 1197 |
|  |  | 9897 |
| **Industrials — 0.5%** | **Industrials — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;Acter Group Corp Ltd  | 96147 | 1309 |
| &nbsp;&nbsp;&nbsp;China Airlines  | 1067000 | 788 |
| &nbsp;&nbsp;&nbsp;CyberPower Systems  | 41672 | 370 |
| &nbsp;&nbsp;&nbsp;Eva Airways Corp  | 2672534 | 3648 |
| &nbsp;&nbsp;&nbsp;Evergreen Marine Corp Taiwan Ltd  | 148237 | 1010 |
|  |  | 7125 |
| **Information Technology — 13.2%** | **Information Technology — 13.2%** |  |
| &nbsp;&nbsp;&nbsp;Accton Technology Corp  | 144100 | 3602 |
| &nbsp;&nbsp;&nbsp;Advantech Co Ltd  | 873720 | 10136 |
| &nbsp;&nbsp;&nbsp;Alchip Technologies Ltd  | 17000 | 1803 |
| &nbsp;&nbsp;&nbsp;Arcadyan Technology Corp  | 22000 | 151 |
| &nbsp;&nbsp;&nbsp;Asia Vital Components Co Ltd  | 104000 | 2656 |
| &nbsp;&nbsp;&nbsp;Asustek Computer Inc  | 176334 | 3898 |
| &nbsp;&nbsp;&nbsp;Catcher Technology Co Ltd  | 264467 | 1920 |
| &nbsp;&nbsp;&nbsp;Chipbond Technology Corp  | 140100 | 256 |
| &nbsp;&nbsp;&nbsp;Chroma ATE Inc  | 194000 | 2937 |
| &nbsp;&nbsp;&nbsp;Delta Electronics Inc  | 470781 | 6662 |
| &nbsp;&nbsp;&nbsp;Elite Material Co Ltd  | 25110 | 759 |
| &nbsp;&nbsp;&nbsp;Gold Circuit Electronics  | 234000 | 2365 |
| &nbsp;&nbsp;&nbsp;Hon Hai Precision Industry Co Ltd  | 394000 | 2174 |
| &nbsp;&nbsp;&nbsp;King Slide Works  | 33300 | 2318 |
| &nbsp;&nbsp;&nbsp;Largan Precision Co Ltd  | 79838 | 6520 |
| &nbsp;&nbsp;&nbsp;Macronix International Co Ltd <sup>\*</sup> | 1896000 | 1379 |
| &nbsp;&nbsp;&nbsp;MediaTek Inc  | 265923 | 11395 |
| &nbsp;&nbsp;&nbsp;Micro-Star International Co Ltd  | 223000 | 1096 |
| &nbsp;&nbsp;&nbsp;Pixart Imaging  | 46191 | 363 |
| &nbsp;&nbsp;&nbsp;Posiflex Technology  | 16100 | 160 |
| &nbsp;&nbsp;&nbsp;Primax Electronics Ltd  | 265600 | 663 |
| &nbsp;&nbsp;&nbsp;Realtek Semiconductor Corp  | 248024 | 4817 |
| &nbsp;&nbsp;&nbsp;Simplo Technology Co Ltd  | 26861 | 354 |
| &nbsp;&nbsp;&nbsp;Taiwan Semiconductor Manufacturing Co Ltd  | 3179974 | 116290 |
| &nbsp;&nbsp;&nbsp;Taiwan Semiconductor Manufacturing Co Ltd ADR  | 77884 | 17640 |
| &nbsp;&nbsp;&nbsp;Topco Scientific Co Ltd  | 58994 | 555 |
| &nbsp;&nbsp;&nbsp;Universal Microwave Technology Inc  | 100000 | 1228 |
|  |  | 204097 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**Emerging Markets Equity Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Materials — 0.0%** | **Materials — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Nan Pao Resins Chemical Co Ltd  | 33764 | $| 346 |
| Total Taiwan  |  |  | 240775 |
| **Thailand — 1.3%** | **Thailand — 1.3%** | **Thailand — 1.3%** | **Thailand — 1.3%** |
| **Communication Services — 0.3%** | **Communication Services — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Advanced Info Service PCL NVDR  | 464100 |  | 3978 |
| **Energy — 0.3%** | **Energy — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;PTT Exploration & Production PCL NVDR  | 1139460 |  | 3840 |
| **Financials — 0.7%** | **Financials — 0.7%** |  |  |
| &nbsp;&nbsp;&nbsp;Kasikornbank PCL NVDR  | 1888200 |  | 8919 |
| &nbsp;&nbsp;&nbsp;Krung Thai Bank PCL NVDR  | 2259630 |  | 1482 |
| &nbsp;&nbsp;&nbsp;Thanachart Capital PCL NVDR  | 414118 |  | 583 |
|  |  |  | 10984 |
| **Real Estate — 0.0%** | **Real Estate — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;CPN Retail Growth Leasehold REIT <sup>‡</sup> | 433900 |  | 146 |
| &nbsp;&nbsp;&nbsp;Supalai PCL NVDR  | 456038 |  | 204 |
|  |  |  | 350 |
| **Utilities — 0.0%** | **Utilities — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Electricity Generating PCL NVDR  | 81461 |  | 253 |
| Total Thailand  |  |  | 19405 |
| **Turkey — 0.7%** | **Turkey — 0.7%** | **Turkey — 0.7%** | **Turkey — 0.7%** |
| **Communication Services — 0.0%** | **Communication Services — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Turkcell Iletisim Hizmetleri AS  | 221406 |  | 536 |
| **Energy — 0.0%** | **Energy — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Turkiye Petrol Rafinerileri AS  | 91000 |  | 320 |
| **Financials — 0.4%** | **Financials — 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;Akbank TAS  | 341912 |  | 586 |
| &nbsp;&nbsp;&nbsp;Haci Omer Sabanci Holding AS  | 1439773 |  | 3245 |
| &nbsp;&nbsp;&nbsp;Turkiye Garanti Bankasi AS  | 385148 |  | 1308 |
| &nbsp;&nbsp;&nbsp;Turkiye Is Bankasi AS, Cl C  | 3249040 |  | 1091 |
| &nbsp;&nbsp;&nbsp;Yapi ve Kredi Bankasi AS <sup>\*</sup> | 496042 |  | 395 |
|  |  |  | 6625 |
| **Industrials — 0.2%** | **Industrials — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Turk Hava Yollari AO  | 301871 |  | 2152 |
| **Real Estate — 0.1%** | **Real Estate — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Emlak Konut Gayrimenkul Yatirim Ortakligi AS <sup>‡</sup> | 1419611 |  | 643 |
| Total Turkey  |  |  | 10276 |
| **United Arab Emirates — 2.3%** | **United Arab Emirates — 2.3%** | **United Arab Emirates — 2.3%** | **United Arab Emirates — 2.3%** |
| **Communication Services — 0.2%** | **Communication Services — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Emirates Telecommunications Group Co PJSC  | 470819 |  | 2256 |
| **Consumer Discretionary — 0.1%** | **Consumer Discretionary — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Talabat Holding PLC  | 2215474 |  | 808 |
| **Financials — 0.3%** | **Financials — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Abu Dhabi Commercial Bank PJSC  | 188887 |  | 693 |
| &nbsp;&nbsp;&nbsp;Abu Dhabi Islamic Bank PJSC  | 301900 |  | 1768 |
| &nbsp;&nbsp;&nbsp;Dubai Islamic Bank PJSC  | 593723 |  | 1466 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Emirates NBD Bank PJSC  | 267354 | $| 1660 |
|  |  |  | 5587 |
| **Industrials — 0.1%** | **Industrials — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Air Arabia PJSC  | 1888250 |  | 1763 |
| &nbsp;&nbsp;&nbsp;Parkin PJSC  | 213000 |  | 377 |
|  |  |  | 2140 |
| **Real Estate — 1.6%** | **Real Estate — 1.6%** |  |  |
| &nbsp;&nbsp;&nbsp;Aldar Properties PJSC  | 1284143 |  | 3120 |
| &nbsp;&nbsp;&nbsp;Emaar Development PJSC  | 810214 |  | 2983 |
| &nbsp;&nbsp;&nbsp;Emaar Properties PJSC  | 4837823 |  | 17945 |
|  |  |  | 24048 |
| Total United Arab Emirates  |  |  | 34839 |
| **United Kingdom — 1.0%** | **United Kingdom — 1.0%** | **United Kingdom — 1.0%** | **United Kingdom — 1.0%** |
| **Consumer Staples — 0.9%** | **Consumer Staples — 0.9%** |  |  |
| &nbsp;&nbsp;&nbsp;Unilever PLC  | 237091 |  | 14444 |
| **Materials — 0.1%** | **Materials — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Anglogold Ashanti  | 22667 |  | 1033 |
| Total United Kingdom  |  |  | 15477 |
| **United States — 0.3%** | **United States — 0.3%** | **United States — 0.3%** | **United States — 0.3%** |
| **Information Technology — 0.2%** | **Information Technology — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;EPAM Systems Inc <sup>\*</sup> | 13877 |  | 2454 |
| **Materials — 0.1%** | **Materials — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Titan Cement International SA  | 31799 |  | 1434 |
| Total United States  |  |  | 3888 |
| **Vietnam — 0.4%** | **Vietnam — 0.4%** | **Vietnam — 0.4%** | **Vietnam — 0.4%** |
| **Real Estate — 0.4%** | **Real Estate — 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;Vinhomes JSC <sup>\*</sup> | 2191500 |  | 6441 |
| Total Common Stock  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,116,408) ($ Thousands) |  |  | 1460993 |
| **PREFERRED STOCK — 2.1%** | **PREFERRED STOCK — 2.1%** | **PREFERRED STOCK — 2.1%** | **PREFERRED STOCK — 2.1%** |
| **Brazil — 1.2%** | **Brazil — 1.2%** | **Brazil — 1.2%** | **Brazil — 1.2%** |
| **Energy — 0.3%** | **Energy — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Petroleo Brasileiro SA(B) | 930537 |  | 5348 |
| **Financials — 0.9%** | **Financials — 0.9%** |  |  |
| &nbsp;&nbsp;&nbsp;Banco Bradesco SA (B) | 2248900 |  | 6927 |
| &nbsp;&nbsp;&nbsp;Itausa SA(B) | 2685194 |  | 5387 |
|  |  |  | 12314 |
| **Materials — 0.0%** | **Materials — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Bradespar SA(B) | 178863 |  | 516 |
| Total Brazil  |  |  | 18178 |
| **South Korea — 0.9%** | **South Korea — 0.9%** | **South Korea — 0.9%** | **South Korea — 0.9%** |
| **Consumer Discretionary — 0.4%** | **Consumer Discretionary — 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;Hyundai Motor Co (B) | 45807 |  | 5305 |
| &nbsp;&nbsp;&nbsp;LG Electronics Inc(B) | 38776 |  | 1047 |
|  |  |  | 6352 |
| **Information Technology — 0.4%** | **Information Technology — 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;Samsung Electronics Co Ltd(B) | 180745 |  | 6631 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**Emerging Markets Equity Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **PREFERRED STOCK (continued)** | **PREFERRED STOCK (continued)** | **PREFERRED STOCK (continued)** |
| **Materials — 0.1%** | **Materials — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;LG Chem Ltd(B) | 11805 | $932 |
| Total South Korea  |  | 13915 |
| Total Preferred Stock  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $34,456) ($ Thousands) |  | 32093 |
|  | Number of<br> Rights |  |
| **RIGHTS — 0.0%** | **RIGHTS — 0.0%** | **RIGHTS — 0.0%** |
| **South Korea — 0.0%** | **South Korea — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Hanwha Aerospace Co, Expires 07/02/2025 \* | 22 | 4 |
| Total Rights |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $—) ($ Thousands) |  | 4 |
|  | Face Amount <br> (Thousands) |  |
| **DEBENTURE BOND — 0.0%** | **DEBENTURE BOND — 0.0%** | **DEBENTURE BOND — 0.0%** |
| **Brazil — 0.0%** | **Brazil — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Vale SA, Ser 1997  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.641%, 03/31/2174 (C)(D) | 8 | 1 |
| Total Debenture Bond |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $—) ($ Thousands) |  | 1 |
|  | <br> Shares |  |
| **CASH EQUIVALENT — 0.7%** | **CASH EQUIVALENT — 0.7%** | **CASH EQUIVALENT — 0.7%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Institutional Class |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.230%\*\*<sup>†</sup> | 10130243 | 10130 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $10,130) ($ Thousands) |  | 10130 |
| Total Investments in Securities — 98.6% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,160,994) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $1,160,994) ($ Thousands)  | $1503221 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| A list of the open futures contracts held by the Fund at June 30, 2025, is as follows: | A list of the open futures contracts held by the Fund at June 30, 2025, is as follows: | A list of the open futures contracts held by the Fund at June 30, 2025, is as follows: | A list of the open futures contracts held by the Fund at June 30, 2025, is as follows: | A list of the open futures contracts held by the Fund at June 30, 2025, is as follows: | A list of the open futures contracts held by the Fund at June 30, 2025, is as follows: |
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value<br> (Thousands)** | **Unrealized Appreciation(Thousands)** |
| Long Contracts |  |  |  |  |  |
| &nbsp;&nbsp;MSCI Emerging Markets | 92 | Sep-2025 | $5522 | $5674 | $152 |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $1,525,118 ($ Thousands). |
| \* | Non-income producing security. |
| \*\* | The rate reported is the 7-day effective yield as of June 30, 2025. |
| <sup>†</sup> | Investment in Affiliated Security. |
| <sup>‡</sup> | Real Estate Investment Trust. |
| (A) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (B) | No interest rate available. |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

(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) Perpetual security with no stated maturity date.

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**Emerging Markets Equity Fund** (Concluded)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| The following is a summary of the Fund's transactions with affiliates for the period ended June 30, 2025 ($ Thousands): | The following is a summary of the Fund's transactions with affiliates for the period ended June 30, 2025 ($ Thousands): | The following is a summary of the Fund's transactions with affiliates for the period ended June 30, 2025 ($ Thousands): | The following is a summary of the Fund's transactions with affiliates for the period ended June 30, 2025 ($ Thousands): | The following is a summary of the Fund's transactions with affiliates for the period ended June 30, 2025 ($ Thousands): | The following is a summary of the Fund's transactions with affiliates for the period ended June 30, 2025 ($ Thousands): | The following is a summary of the Fund's transactions with affiliates for the period ended June 30, 2025 ($ Thousands): | The following is a summary of the Fund's transactions with affiliates for the period ended June 30, 2025 ($ Thousands): | The following is a summary of the Fund's transactions with affiliates for the period ended June 30, 2025 ($ Thousands): |
| **Security Description** | **Value <br> 9/30/2024** | **Purchases<br> at Cost** | **Proceeds<br> from Sales** | **Realized Gain (Loss)** | **Change in Unrealized Appreciation (Depreciation)** | **Value <br> 6/30/2025** | **Income** | **Capital Gains** |
| SEI Daily Income Trust, Government Fund,<br> Institutional Class  | $15496 | $204504 | $(209870) | $— | $— | $10130 | $461 | $— |

---

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

See "Glossary" for abbreviations.

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**International Fixed Income Fund** 

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS — 92.8%** | **GLOBAL BONDS — 92.8%** | **GLOBAL BONDS — 92.8%** | **GLOBAL BONDS — 92.8%** |
| **Australia — 3.3%** | **Australia — 3.3%** | **Australia — 3.3%** |  |
| &nbsp;&nbsp;&nbsp;Amcor UK Finance  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 05/29/2032 | EUR | 650 | $774 |
| &nbsp;&nbsp;&nbsp;Australia Government Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/21/2033 | AUD | 929 | 633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 03/21/2036 |  | 325 | 214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 12/21/2034 |  | 796 | 497 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 06/21/2039 |  | 649 | 374 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/21/2047 |  | 627 | 314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 05/21/2041 |  | 1200 | 629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 05/21/2030 |  | 3005 | 1884 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 05/21/2028 |  | 2640 | 1682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 06/21/2051 |  | 4018 | 1428 |
| &nbsp;&nbsp;&nbsp;NBN MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 03/15/2033 | EUR | 380 | 477 |
| &nbsp;&nbsp;&nbsp;New South Wales Treasury  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/20/2035 | AUD | 878 | 573 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 03/08/2033 |  | 1010 | 555 |
| &nbsp;&nbsp;&nbsp;Queensland Treasury  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/21/2035(A) | EUR | 195 | 229 |
| &nbsp;&nbsp;&nbsp;South Australian Government Financing Authority  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 05/24/2038 | AUD | 1002 | 626 |
| &nbsp;&nbsp;&nbsp;Treasury Corp of Victoria MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 11/20/2037 |  | 2435 | 1120 |
|  |  |  | 12009 |
| **Austria — 0.6%** | **Austria — 0.6%** | **Austria — 0.6%** |  |
| &nbsp;&nbsp;&nbsp;Republic of Austria Government Bond (A) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 03/15/2037 | EUR | 519 | 668 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 10/20/2030 |  | 283 | 349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 02/20/2035 |  | 499 | 585 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.850%, 05/23/2049 |  | 497 | 429 |
|  |  |  | 2031 |
| **Belgium — 1.8%** | **Belgium — 1.8%** | **Belgium — 1.8%** |  |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 03/22/2044 |  | 320 | 368 |
| &nbsp;&nbsp;&nbsp;FLUVIUS System Operator MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 05/02/2034 |  | 400 | 478 |
| &nbsp;&nbsp;&nbsp;Kingdom of Belgium Government Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 03/28/2041(A) |  | 30 | 38 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 06/22/2045 |  | 378 | 445 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 06/22/2055(A) |  | 406 | 438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 06/22/2043(A) |  | 288 | 328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 06/22/2035(A) |  | 2220 | 2592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/22/2034(A) |  | 575 | 674 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 10/22/2034(A) |  | 34 | 39 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 10/22/2029(A) |  | 271 | 323 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 10/22/2030(A) |  | 460 | 542 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.600%, 06/22/2047(A) |  | 41 | 32 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.800%, 06/22/2027(A) |  | 210 | 241 |
|  |  |  | 6538 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| **Brazil — 0.1%** | **Brazil — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Nexa Resources  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 04/09/2034(A) | $200 | $209 |
| &nbsp;&nbsp;&nbsp;OEC Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%cash/0% PIK, 12/26/2046(B) | 204 | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%cash/0% PIK, 10/25/2029 | 125 | 1 |
| &nbsp;&nbsp;&nbsp;Raizen Fuels Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.450%, 03/05/2034(A) | 200 | 200 |
|  |  | 411 |
| **Canada — 5.2%** | **Canada — 5.2%** |  |
| &nbsp;&nbsp;&nbsp;Alimentation Couche-Tard  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.011%, 02/12/2036 | 234 | 271 |
| &nbsp;&nbsp;&nbsp;Canada Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 04/30/2029 | $270 | 278 |
| &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.100%, 09/15/2029(A) | 1225 | 870 |
| &nbsp;&nbsp;&nbsp;Canadian Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 06/01/2041 | 523 | 409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 06/01/2035 | 578 | 422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/01/2034 | 490 | 353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 03/01/2030 | 1775 | 1296 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 06/01/2033 | 188 | 134 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 12/01/2032 | 961 | 676 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 06/01/2029 | 2713 | 1952 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 12/01/2051 | 1579 | 846 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 12/01/2053 | 737 | 365 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 06/01/2026 | 1133 | 822 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 03/01/2027 | 1274 | 914 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.508%, SOFRRATE + 0.930%, 09/11/2027 (C) | $355 | 356 |
| &nbsp;&nbsp;&nbsp;CDP Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 04/06/2027(A) | 559 | 644 |
| &nbsp;&nbsp;&nbsp;CPPIB Capital MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 03/04/2034 | 274 | 186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 04/06/2027 | 857 | 974 |
| &nbsp;&nbsp;&nbsp;OMERS Finance Trust (A) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 11/15/2033 | $284 | 300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/20/2028 | 250 | 250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 01/25/2029 | 250 | 299 |
| &nbsp;&nbsp;&nbsp;Ontario Teachers' Finance Trust MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.100%, 05/19/2028 | 143 | 157 |
| &nbsp;&nbsp;&nbsp;Province of Alberta Canada  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 04/02/2035 | 100 | 119 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia Canada  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 12/18/2028 | 1653 | 1216 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia Canada MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 05/23/2034 | 380 | 256 |
| &nbsp;&nbsp;&nbsp;Province of Manitoba Canada MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 08/28/2034 | 119 | 78 |
| &nbsp;&nbsp;&nbsp;Province of Ontario Canada  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 06/02/2037 | 570 | 443 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 06/02/2041 | 540 | 411 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**International Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 12/02/2046 | 1419 | $821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 06/02/2048 | 1540 | 863 |
| &nbsp;&nbsp;&nbsp;Province of Quebec Canada  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 06/01/2032 | 720 | 617 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 12/01/2048 | 635 | 399 |
| &nbsp;&nbsp;&nbsp;Province of Quebec Canada MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 05/02/2034 | 752 | 507 |
| &nbsp;&nbsp;&nbsp;PSP Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 02/27/2035 | 373 | 251 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 07/02/2034(A) | 250 | 294 |
|  |  | 19049 |
| **Chile — 0.1%** | **Chile — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Nacional del Cobre de Chile  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 01/08/2034(A) | $295 | 301 |
| **China — 10.9%** | **China — 10.9%** |  |
| &nbsp;&nbsp;&nbsp;Bank of China MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 10/18/2025 | 43100 | 6107 |
| &nbsp;&nbsp;&nbsp;China Development Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 08/02/2032 | 4000 | 645 |
| &nbsp;&nbsp;&nbsp;China Development Bank MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 04/23/2029 | 7510 | 1079 |
| &nbsp;&nbsp;&nbsp;China Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.810%, 09/14/2050 | 12450 | 2370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.120%, 10/25/2052 | 24050 | 4168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 06/04/2027 | 20410 | 2928 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 09/15/2030 | 20620 | 3023 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 10/15/2028 | 34750 | 5018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.350%, 02/25/2034 | 26550 | 3896 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.110%, 08/25/2034 | 3400 | 491 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.910%, 07/15/2029 | 6970 | 987 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.850%, 05/15/2027 | 14740 | 2074 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.740%, 10/15/2029 | 2240 | 316 |
| &nbsp;&nbsp;&nbsp;CNPC Global Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 01/25/2026 | 11940 | 1672 |
| &nbsp;&nbsp;&nbsp;Industrial & Commercial Bank of China MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 10/25/2025 | 34000 | 4765 |
|  |  | 39539 |
| **Colombia — 1.7%** | **Colombia — 1.7%** |  |
| &nbsp;&nbsp;&nbsp;Colombian TES  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750% 09/18/2030  | 1622900 | 342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 03/26/2031 | 1776000 | 350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 04/28/2028 | 23991200 | 5271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 11/03/2027 | 760200 | 171 |
|  |  | 6134 |
| **Czechia — 0.2%** | **Czechia — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Czech Republic Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/30/2035 | 1290 | 58 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.950%, 07/30/2037 | 1330 | 49 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 04/24/2040 | 2920 | 93 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.200%, 03/13/2031 | 9080 | 373 |
|  |  | 573 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| **Denmark — 0.1%** | **Denmark — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Denmark Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 11/15/2039 | 1533 | $291 |
| **Finland — 0.1%** | **Finland — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Finland Government Bond (A) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/15/2035 | 287 | 336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 04/15/2055 | 130 | 135 |
|  |  | 471 |
| **France — 5.1%** | **France — 5.1%** |  |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, EUSA5 + 2.200%, 06/16/2032 (C) | 300 | 358 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 02/03/2034 | 300 | 356 |
| &nbsp;&nbsp;&nbsp;BNP Paribas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.176%, SOFRRATE + 1.520%, 01/09/2030 (A)(C) | $390 | 398 |
| &nbsp;&nbsp;&nbsp;BNP Paribas MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, EUR003M + 1.600%, 11/13/2032 (C) | 600 | 755 |
| &nbsp;&nbsp;&nbsp;BPCE  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, EUSA5 + 2.050%, 10/13/2046 (C) | 1400 | 1437 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 01/20/2026(A) | $950 | 932 |
| &nbsp;&nbsp;&nbsp;BPCE MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, EUR003M + 1.450%, 03/08/2033 (C) | 1100 | 1328 |
| &nbsp;&nbsp;&nbsp;Credit Agricole MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, EUAMDB05 + 4.207% (C)(D) | 400 | 493 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Assurances  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 09/27/2048(C) | 200 | 246 |
| &nbsp;&nbsp;&nbsp;Electricite de France MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, EUSA5 + 4.860% (C)(D) | 600 | 775 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, BPISDS15 + 3.323% (C)(D) | 400 | 536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 01/25/2043 | 900 | 1046 |
| &nbsp;&nbsp;&nbsp;Engie MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/06/2042 | 300 | 361 |
| &nbsp;&nbsp;&nbsp;French Republic Government Bond OAT (A) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 05/25/2042 | 1439 | 1662 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/25/2055 | 1268 | 1287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 11/25/2034 | 185 | 213 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 02/25/2029 | 719 | 856 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 02/25/2030 | 269 | 319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/24/2026 | 112 | 132 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/24/2027 | 2027 | 2403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 06/25/2039 | 197 | 186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 05/25/2053 | 623 | 338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 05/25/2040 | 668 | 503 |
| &nbsp;&nbsp;&nbsp;Indigo Group SAS  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/18/2030 | 300 | 370 |
| &nbsp;&nbsp;&nbsp;TDF Infrastructure SASU  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 07/21/2028 | 700 | 875 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**International Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;Ubisoft Entertainment  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.878%, 11/24/2027 | 500 | $527 |
|  |  | 18692 |
| **Germany — 4.3%** | **Germany — 4.3%** |  |
| &nbsp;&nbsp;&nbsp;Bayer  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, EUSA5 + 3.896%, 09/25/2083 (C) | 400 | 503 |
| &nbsp;&nbsp;&nbsp;Bundesobligation  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/11/2029 | 2185 | 2606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 10/09/2026(E) | 378 | 434 |
| &nbsp;&nbsp;&nbsp;Bundesrepublik Deutschland Bundesanleihe  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 05/15/2041 | 77 | 87 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/15/2035 | 1552 | 1807 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/04/2044 | 475 | 519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.200%, 02/15/2034 | 2417 | 2767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.800%, 08/15/2053 | 201 | 180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 08/15/2050(E) | 1350 | 748 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 08/15/2052(E) | 50 | 26 |
| &nbsp;&nbsp;&nbsp;Commerzbank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%(C)(D) | 400 | 495 |
| &nbsp;&nbsp;&nbsp;Commerzbank MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, EUAMDB05 + 5.129% (C)(D) | 200 | 261 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, EUR003M + 2.950%, 09/05/2030 (C) | 300 | 375 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 11/19/2030(C) | 900 | 990 |
| &nbsp;&nbsp;&nbsp;Kreditanstalt fuer Wiederaufbau  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 06/20/2037 | 207000 | 1617 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 11/26/2025(A) | $290 | 291 |
| &nbsp;&nbsp;&nbsp;Robert Bosch GmbH MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 06/02/2043 | 200 | 237 |
| &nbsp;&nbsp;&nbsp;Sartorius Finance BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 09/14/2035 | 200 | 251 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 02/22/2044 | 100 | 112 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 02/22/2037 | 600 | 691 |
| &nbsp;&nbsp;&nbsp;Volkswagen International Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%(C)(D) | 200 | 225 |
| &nbsp;&nbsp;&nbsp;Wintershall Dea Finance 2 BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%(C)(D) | 500 | 551 |
|  |  | 15773 |
| **Greece — 0.1%** | **Greece — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Hellenic Republic Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 06/15/2035(A) | 344 | 415 |
| **Hungary — 0.1%** | **Hungary — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Hungary Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 10/24/2035 | 25180 | 74 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 11/24/2032 | 18630 | 48 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/23/2028 | 115200 | 323 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/27/2038 | HUF | 4830 | $9 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 05/23/2029 |  | 3270 | 8 |
|  |  |  | 462 |
| **Iceland — 0.3%** | **Iceland — 0.3%** | **Iceland — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;Iceland Rikisbref  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 01/24/2031 | ISK | 117539 | 935 |
| **Indonesia — 2.0%** | **Indonesia — 2.0%** | **Indonesia — 2.0%** |  |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 05/15/2031 | IDR | 7551000 | 515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 03/15/2034 |  | 32882000 | 2250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 06/15/2035 |  | 2305000 | 151 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 05/15/2048 |  | 11760000 | 747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 09/15/2030 |  | 10814000 | 683 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 07/15/2035 |  | 5431000 | 337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 02/15/2034 |  | 4177000 | 257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 02/15/2031 |  | 11940000 | 737 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 08/15/2028 |  | 17914000 | 1108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/15/2026 |  | 5497000 | 337 |
|  |  |  | 7122 |
| **Ireland — 0.1%** | **Ireland — 0.1%** | **Ireland — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Ireland Government Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 10/18/2055 | EUR | 149 | 162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.113%, 10/18/2031 |  | 364 | 365 |
|  |  |  | 527 |
| **Israel — 0.0%** | **Israel — 0.0%** | **Israel — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Israel Government Bond - Fixed  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 03/31/2030 | ILS | 593 | 154 |
| **Italy — 4.7%** | **Italy — 4.7%** | **Italy — 4.7%** |  |
| &nbsp;&nbsp;&nbsp;ASTM MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 11/25/2033 | EUR | 620 | 647 |
| &nbsp;&nbsp;&nbsp;Autostrade per l'Italia  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 01/15/2030 |  | 545 | 608 |
| &nbsp;&nbsp;&nbsp;Autostrade per l'Italia MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 01/25/2032 |  | 720 | 783 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 05/19/2030 |  | 275 | 350 |
| &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/01/2040(A) |  | 961 | 1280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 10/01/2054(A) |  | 541 | 637 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 04/30/2046(A) |  | 222 | 264 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 02/01/2035 |  | 180 | 220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 10/01/2040(A) |  | 1960 | 2292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/01/2030(A) |  | 475 | 582 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 07/01/2029 |  | 3796 | 4605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 08/28/2026 |  | 763 | 907 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 12/01/2032 |  | 449 | 508 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 09/01/2033(A) |  | 625 | 698 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 02/01/2028 |  | 604 | 707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.450%, 03/01/2036(A) |  | 477 | 459 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.950%, 06/01/2032 |  | 1122 | 1153 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**International Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;UniCredit  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.127%, H15T1Y + 1.550%, 06/03/2032 (A)(C) | $305 | $276 |
|  |  | 16976 |
| **Japan — 15.0%** | **Japan — 15.0%** |  |
| &nbsp;&nbsp;&nbsp;Development Bank of Japan  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 03/19/2026 | 150000 | 1051 |
| &nbsp;&nbsp;&nbsp;East Japan Railway MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.533%, 09/04/2036 | 330 | 384 |
| &nbsp;&nbsp;&nbsp;Japan Government Forty Year Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.200%, 03/20/2064 | 282600 | 1571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.400%, 03/20/2055 | 430350 | 2136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 03/20/2062 | 301050 | 1161 |
| &nbsp;&nbsp;&nbsp;Japan Government Ten Year Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.900%, 09/20/2034 | 87900 | 584 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 12/20/2032 | 617550 | 4068 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.100%, 09/20/2027 | 413350 | 2821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.100%, 12/20/2031 | 277950 | 1805 |
| &nbsp;&nbsp;&nbsp;Japan Government Thirty Year Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400%, 03/20/2055 | 168800 | 1072 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 03/20/2040 | 689850 | 4957 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 12/20/2054 | 146350 | 909 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.100%, 09/20/2054 | 89050 | 529 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.800%, 09/20/2053 | 261000 | 1460 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.800%, 03/20/2054 | 40000 | 222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.800%, 09/20/2047 | 126100 | 624 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.700%, 12/20/2051 | 241000 | 1033 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.400%, 12/20/2049 | 455650 | 1908 |
| &nbsp;&nbsp;&nbsp;Japan Government Thirty Year Bond, Ser 29  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400%, 09/20/2038 | 50650 | 373 |
| &nbsp;&nbsp;&nbsp;Japan Government Thirty Year Bond, Ser 30  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 03/20/2039 | 134600 | 976 |
| &nbsp;&nbsp;&nbsp;Japan Government Thirty Year Bond, Ser 36  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 03/20/2042 | 274450 | 1854 |
| &nbsp;&nbsp;&nbsp;Japan Government Twenty Year Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.800%, 09/20/2031 | 361600 | 2613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.700%, 06/20/2033 | 475200 | 3407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.400%, 09/20/2034 | 263300 | 1826 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.900%, 06/20/2042 | 489800 | 2776 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 09/20/2036 | 284050 | 1743 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.200%, 06/20/2036 | 89650 | 535 |
| &nbsp;&nbsp;&nbsp;Japan Government Twenty Year Bond, Ser 144  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 03/20/2033 | 8300 | 59 |
| &nbsp;&nbsp;&nbsp;Japan Treasury Discount Bill  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 07/14/2025(F)(G) | 402900 | 2789 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 08/04/2025(F)(G) | 400000 | 2768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 08/18/2025(F)(G) | 600000 | 4151 |
| &nbsp;&nbsp;&nbsp;NTT Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.162%, 04/03/2026(A) | $345 | 336 |
|  |  | 54501 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| **Luxembourg — 0.3%** | **Luxembourg — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;Eurofins Scientific  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 09/06/2030 | 660 | $816 |
| &nbsp;&nbsp;&nbsp;JAB Holdings BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 06/29/2032 | 300 | 373 |
|  |  | 1189 |
| **Malaysia — 1.9%** | **Malaysia — 1.9%** |  |
| &nbsp;&nbsp;&nbsp;Malaysia Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.642%, 11/07/2033 | 242 | 62 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.457%, 03/31/2053 | 182 | 46 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.392% 04/15/2026  | 2422 | 581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.232%, 06/30/2031 | 2295 | 569 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.065%, 06/15/2050 | 657 | 158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.955%, 09/15/2025 | 2627 | 625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.906%, 07/15/2026 | 2953 | 708 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.885%, 08/15/2029 | 3948 | 959 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.828%, 07/05/2034 | 3266 | 793 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.757%, 05/22/2040 | 1066 | 254 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.733%, 06/15/2028 | 1992 | 481 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.582%, 07/15/2032 | 459 | 110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.519%, 04/20/2028 | 1557 | 373 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.502% 05/31/2027  | 3247 | 777 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.632%, 04/15/2031 | 1040 | 237 |
|  |  | 6733 |
| **Mexico — 4.3%** | **Mexico — 4.3%** |  |
| &nbsp;&nbsp;&nbsp;Mexican Bonos  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 02/28/2030 | 2733 | 143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 11/07/2047 | 30857 | 1360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 07/31/2053 | 31380 | 1369 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 11/23/2034 | 39656 | 1917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 11/13/2042 | 35367 | 1553 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500% 06/03/2027  | 18731 | 980 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos, Ser M20  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750% 05/29/2031  | 13 | 1 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos, Ser M30  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000% 11/20/2036  | 34036 | 1893 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 11/18/2038 | 6240 | 304 |
| &nbsp;&nbsp;&nbsp;Mexico Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/15/2115 | 2530 | 1962 |
| &nbsp;&nbsp;&nbsp;Petroleos Mexicanos  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.700%, 02/16/2032 | $57 | 53 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/26/2029 | 3681 | 4124 |
|  |  | 15659 |
| **Netherlands — 1.3%** | **Netherlands — 1.3%** |  |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%(C)(D) | 200 | 234 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, EUR003M + 1.550%, 01/27/2028 (C) | 200 | 243 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 05/31/2032 | 300 | 318 |
| &nbsp;&nbsp;&nbsp;CTP  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 03/10/2035 | 160 | 184 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**International Fixed Income Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 11/16/2026(E) | EUR | 432 | $493 |
| &nbsp;&nbsp;&nbsp;Netherlands Government Bond (A) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 01/15/2037 |  | 236 | 307 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 01/15/2030 |  | 188 | 223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 01/15/2033 |  | 793 | 926 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/15/2034 |  | 79 | 91 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.240%, 01/15/2038 |  | 1554 | 1257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 07/15/2030(E) |  | 256 | 268 |
|  |  |  | 4544 |
| **New Zealand — 2.3%** | **New Zealand — 2.3%** | **New Zealand — 2.3%** |  |
| &nbsp;&nbsp;&nbsp;New Zealand Government Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 05/15/2054 | NZD | 38 | 22 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/15/2027 |  | 2513 | 1556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/15/2030 |  | 2452 | 1529 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/15/2035 |  | 324 | 196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/14/2033 |  | 291 | 167 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/20/2029 |  | 813 | 481 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 04/15/2037 |  | 349 | 174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 05/15/2041 |  | 231 | 91 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 05/15/2031 |  | 191 | 101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 05/15/2028 |  | 2725 | 1508 |
| &nbsp;&nbsp;&nbsp;New Zealand Government Inflation Linked Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/20/2035 |  | 1905 | 1496 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/20/2040 |  | 722 | 531 |
| &nbsp;&nbsp;&nbsp;New Zealand Local Government Funding Agency Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/15/2027 |  | 803 | 496 |
|  |  |  | 8348 |
| **Norway — 1.6%** | **Norway — 1.6%** | **Norway — 1.6%** |  |
| &nbsp;&nbsp;&nbsp;Norway Government Bond (A) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 06/12/2035 | NOK | 1252 | 123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 04/13/2034 |  | 1373 | 134 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 05/31/2039 |  | 845 | 82 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 05/18/2032 |  | 4654 | 415 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 04/26/2028 |  | 2624 | 249 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 02/17/2027 |  | 13225 | 1271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 09/06/2029 |  | 7731 | 710 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 02/19/2026 |  | 1686 | 164 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375%, 08/19/2030 |  | 12778 | 1130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 09/17/2031 |  | 12182 | 1041 |
| &nbsp;&nbsp;&nbsp;Var Energi  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.862%, EUAMDB05 + 4.765%, 11/15/2083 (C) | EUR | 510 | 657 |
|  |  |  | 5976 |
| **Poland — 1.5%** | **Poland — 1.5%** | **Poland — 1.5%** |  |
| &nbsp;&nbsp;&nbsp;Republic of Poland Government Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 10/25/2033 | PLN | 3028 | 873 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 10/25/2034 |  | 2912 | 781 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 08/25/2036 |  | 14359 | 3779 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 04/25/2032 | PLN | 719 | $160 |
|  |  |  | 5593 |
| **Portugal — 0.2%** | **Portugal — 0.2%** | **Portugal — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Portugal Obrigacoes do Tesouro OT (A) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 02/15/2030 | EUR | 258 | 324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 06/12/2054 |  | 139 | 157 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/15/2035 |  | 201 | 235 |
|  |  |  | 716 |
| **Romania — 2.6%** | **Romania — 2.6%** | **Romania — 2.6%** |  |
| &nbsp;&nbsp;&nbsp;Romania Government Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.900%, 02/24/2038 | RON | 115 | 28 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 04/25/2035 |  | 305 | 67 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.300%, 04/26/2028 |  | 915 | 206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 07/25/2029 |  | 955 | 201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 10/11/2034 |  | 795 | 152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 07/28/2025 |  | 1540 | 355 |
| &nbsp;&nbsp;&nbsp;Romanian Government International Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 07/11/2032(A) | EUR | 528 | 625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 12/02/2040 |  | 2340 | 1709 |
| &nbsp;&nbsp;&nbsp;Romanian Government International Bond MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 02/22/2036 |  | 1085 | 1213 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 09/18/2028 |  | 580 | 708 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 10/29/2035 |  | 265 | 258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 01/28/2050 |  | 1030 | 729 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 04/14/2041 |  | 2314 | 1693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 04/14/2033 |  | 1229 | 1106 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 07/13/2030 |  | 528 | 531 |
|  |  |  | 9581 |
| **Singapore — 0.2%** | **Singapore — 0.2%** | **Singapore — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Singapore Government Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/01/2027 | SGD | 390 | 315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 09/01/2030 |  | 139 | 115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 10/01/2051 |  | 157 | 112 |
|  |  |  | 542 |
| **Slovak Republic — 0.1%** | **Slovak Republic — 0.1%** | **Slovak Republic — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Slovakia Government Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 10/19/2032 | EUR | 389 | 486 |
| **Slovenia — 0.2%** | **Slovenia — 0.2%** | **Slovenia — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Slovenia Government Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 03/22/2027 |  | 556 | 647 |
| **South Africa — 0.8%** | **South Africa — 0.8%** | **South Africa — 0.8%** |  |
| &nbsp;&nbsp;&nbsp;Republic of South Africa Government Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875%, 02/28/2035 | ZAR | 42829 | 2248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 03/31/2032 |  | 12492 | 671 |
|  |  |  | 2919 |
| **South Korea — 0.8%** | **South Korea — 0.8%** | **South Korea — 0.8%** |  |
| &nbsp;&nbsp;&nbsp;Korea Treasury Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 06/10/2034 | KRW | 169850 | 133 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**International Fixed Income Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 06/10/2032 | KRW | 570570 | $440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 09/10/2027 |  | 990430 | 745 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 06/10/2031 |  | 1772690 | 1264 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 06/10/2029 |  | 450460 | 325 |
|  |  |  | 2907 |
| **Spain — 3.6%** | **Spain — 3.6%** | **Spain — 3.6%** |  |
| &nbsp;&nbsp;&nbsp;Banco Santander  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 07/10/2029 | EUR | 400 | 430 |
| &nbsp;&nbsp;&nbsp;Banco Santander MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, EUSA5 + 2.850%, 08/23/2033 (C) |  | 300 | 376 |
| &nbsp;&nbsp;&nbsp;CaixaBank  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 01/11/2027 |  | 300 | 347 |
| &nbsp;&nbsp;&nbsp;CaixaBank MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, EUR003M + 1.650%, 07/19/2029 (C) |  | 200 | 249 |
| &nbsp;&nbsp;&nbsp;Cepsa Finance MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 04/11/2031 |  | 600 | 718 |
| &nbsp;&nbsp;&nbsp;Spain Government Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/31/2029 |  | 242 | 320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 07/30/2041(A) |  | 576 | 761 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/31/2041(A) |  | 420 | 483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 10/31/2034(A) |  | 1627 | 1962 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 07/30/2043(A) |  | 380 | 428 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 01/31/2030 |  | 2129 | 2526 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400%, 05/31/2028 |  | 352 | 416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.350%, 07/30/2033(A) |  | 201 | 226 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.950%, 07/30/2030(A) |  | 319 | 365 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.900%, 10/31/2052(A) |  | 653 | 508 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.850%, 07/30/2035(A) |  | 684 | 712 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.400%, 04/30/2028(A) |  | 1322 | 1522 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.600%, 10/31/2029(A) |  | 447 | 486 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 04/30/2030(A) |  | 353 | 378 |
|  |  |  | 13213 |
| **Supra-National — 1.9%** | **Supra-National — 1.9%** | **Supra-National — 1.9%** |  |
| &nbsp;&nbsp;&nbsp;Asian Development Bank MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.350%, 06/21/2027 | JPY | 350000 | 2501 |
| &nbsp;&nbsp;&nbsp;European Investment Bank  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.900%, 01/26/2026 |  | 50000 | 349 |
| &nbsp;&nbsp;&nbsp;European Union Bill  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 08/08/2025(F)(G) | EUR | 2100 | 2460 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 04/21/2033 | AUD | 2520 | 1621 |
|  |  |  | 6931 |
| **Sweden — 0.2%** | **Sweden — 0.2%** | **Sweden — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Sweden Government Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 11/11/2033 | SEK | 2375 | 242 |
| &nbsp;&nbsp;&nbsp;Sweden Inflation Linked Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 12/01/2027 |  | 2615 | 462 |
|  |  |  | 704 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| **Switzerland — 1.6%** | **Switzerland — 1.6%** |  |
| &nbsp;&nbsp;&nbsp;Government of Switzerland  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/08/2033 | 1664 | $2605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 04/30/2042 | 316 | 451 |
| &nbsp;&nbsp;&nbsp;Swisscom Finance BV MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 11/29/2031 | 460 | 552 |
| &nbsp;&nbsp;&nbsp;Tyco Electronics Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 01/31/2033 | 247 | 288 |
| &nbsp;&nbsp;&nbsp;UBS Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.250%, H15T5Y + 4.745% (A)(C)(D) | $237 | 259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, EUAMDB01 + 4.950%, 03/01/2029 (C) | 995 | 1315 |
| &nbsp;&nbsp;&nbsp;UBS Group MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, EUAMDB01 + 1.150%, 03/17/2028 (C) | 265 | 322 |
|  |  | 5792 |
| **Thailand — 0.3%** | **Thailand — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;Thailand Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.675%, 06/29/2044 | 2840 | 123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400%, 11/17/2027 | 19022 | 597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 12/17/2031 | 1865 | 59 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 06/17/2049 | 9892 | 282 |
|  |  | 1061 |
| **United Kingdom — 6.2%** | **United Kingdom — 6.2%** |  |
| &nbsp;&nbsp;&nbsp;Barclays (D) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.250%, BPSWS5 + 5.639% (C) | 350 | 516 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875%, GUKG5 + 6.955% (C) | 210 | 303 |
| &nbsp;&nbsp;&nbsp;Barclays MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.262%, EUSA1 + 2.550%, 01/29/2034 (C) | 250 | 323 |
| &nbsp;&nbsp;&nbsp;Cadent Finance MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/16/2033 | 390 | 460 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 03/11/2032 | 355 | 349 |
| &nbsp;&nbsp;&nbsp;Centrica  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, GUKG5 + 2.512%, 05/21/2055 (C) | 350 | 485 |
| &nbsp;&nbsp;&nbsp;Centrica MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 03/13/2029 | 179 | 243 |
| &nbsp;&nbsp;&nbsp;DS Smith MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 07/27/2030 | 440 | 546 |
| &nbsp;&nbsp;&nbsp;HSBC Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.364%, EUSA5 + 3.300%, 11/16/2032 (C) | 249 | 314 |
| &nbsp;&nbsp;&nbsp;Motability Operations Group MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 06/17/2035 | 160 | 194 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 01/24/2034 | 220 | 262 |
| &nbsp;&nbsp;&nbsp;National Grid MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.275%, 01/16/2035 | 370 | 451 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/07/2034 | 327 | 451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/07/2035 | 195 | 267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 12/07/2042 | 20 | 26 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 07/31/2054 | 2057 | 2442 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**International Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 06/07/2032 | 398 | $550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 07/31/2034 | 648 | 876 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 12/07/2049 | 393 | 466 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 07/22/2029 | 3006 | 4158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 10/22/2063 | 921 | 1005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 03/07/2027 | 1084 | 1484 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 01/29/2038 | 129 | 160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/22/2045 | 1116 | 1218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 07/31/2051 | 3049 | 1827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 01/31/2029 | 263 | 322 |
| &nbsp;&nbsp;&nbsp;United Kingdom Inflation-Linked Gilt  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 09/22/2035 | 1702 | 2320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 11/22/2033 | 462 | 657 |
|  |  | 22675 |
| **United States — 5.1%** | **United States — 5.1%** |  |
| &nbsp;&nbsp;&nbsp;Alphabet  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 05/06/2037 | 228 | 263 |
| &nbsp;&nbsp;&nbsp;American Express  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.731%, SOFRRATE + 1.260%, 04/25/2029 (C) | $165 | 167 |
| &nbsp;&nbsp;&nbsp;American National Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 07/15/2035 | 300 | 302 |
| &nbsp;&nbsp;&nbsp;American Tower  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.300%, 09/15/2025 | 535 | 531 |
| &nbsp;&nbsp;&nbsp;Amgen  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 03/02/2028 | 205 | 209 |
| &nbsp;&nbsp;&nbsp;Aptiv Swiss Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 06/11/2036 | 291 | 339 |
| &nbsp;&nbsp;&nbsp;AT&T  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 02/01/2028 | $870 | 816 |
| &nbsp;&nbsp;&nbsp;Bank of America  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.623%, SOFRRATE + 1.110%, 05/09/2029 (C) | 280 | 282 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.828%, 06/07/2032 | 291 | 349 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 03/01/2050 | $630 | 504 |
| &nbsp;&nbsp;&nbsp;Citadel Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.900%, 02/10/2030(A) | 1000 | 1010 |
| &nbsp;&nbsp;&nbsp;Citigroup  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.113%, EUR003M + 1.582%, 04/29/2036 (C) | 380 | 456 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, H15T5Y + 3.597% (C)(D) | $71 | 70 |
| &nbsp;&nbsp;&nbsp;Columbia Pipelines Holding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.055%, 08/15/2026(A) | 120 | 121 |
| &nbsp;&nbsp;&nbsp;Comcast  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 09/14/2026(E) | 450 | 514 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 04/18/2027 | $470 | 476 |
| &nbsp;&nbsp;&nbsp;Energy Transfer  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 04/01/2030 | 55 | 56 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;First Citizens BancShares  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.254%, H15T5Y + 1.970%, 03/12/2040 (C) | $400 | $398 |
| &nbsp;&nbsp;&nbsp;Fiserv Funding ULC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 06/15/2036 | 193 | 226 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 05/15/2028 | 205 | 259 |
| &nbsp;&nbsp;&nbsp;Foundry JV Holdco  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.100%, 01/25/2036(A) | $610 | 631 |
| &nbsp;&nbsp;&nbsp;Global Payments  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 03/17/2031 | 359 | 442 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 10/15/2031 | $237 | 236 |
| &nbsp;&nbsp;&nbsp;Huntington Bancshares  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.141%, H15T5Y + 1.700%, 11/18/2039 (C) | 200 | 204 |
| &nbsp;&nbsp;&nbsp;Intel  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 02/21/2054 | 406 | 373 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 02/10/2026 | 250 | 250 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.070%, SOFRRATE + 1.330%, 10/22/2027 (C) | 230 | 235 |
| &nbsp;&nbsp;&nbsp;Kroger  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.650%, 09/15/2064 | 122 | 116 |
| &nbsp;&nbsp;&nbsp;Kyndryl Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.050%, 10/15/2026 | 455 | 441 |
| &nbsp;&nbsp;&nbsp;Mars (A) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.650%, 05/01/2045 | 190 | 191 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 03/01/2032 | 260 | 263 |
| &nbsp;&nbsp;&nbsp;Medtronic  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 10/15/2043 | 428 | 506 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 10/15/2053 | 131 | 148 |
| &nbsp;&nbsp;&nbsp;Medtronic Global Holdings SCA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 03/07/2027 | 400 | 460 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.813%, EUR003M + 1.762%, 10/25/2028 (C) | 435 | 536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.099%, EUR003M + 1.553%, 05/22/2036 (C) | 260 | 312 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.790%, EUR003M + 1.037%, 03/21/2030 (C) | 136 | 164 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.521%, EUR003M + 1.315%, 05/22/2031 (C) | 300 | 358 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.406%, 10/29/2027(C) | 370 | 423 |
| &nbsp;&nbsp;&nbsp;MSD Netherlands Capital BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 05/30/2054 | 250 | 269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/30/2037 | 190 | 220 |
| &nbsp;&nbsp;&nbsp;New York Life Global Funding MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/06/2029(A) | $369 | 377 |
| &nbsp;&nbsp;&nbsp;ONEOK  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 09/24/2027 | 600 | 599 |
| &nbsp;&nbsp;&nbsp;Pfizer Investment Enterprises Pte  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 05/19/2026 | 340 | 340 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**International Fixed Income Fund** (Continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;Realty Income  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 07/06/2034 | EUR | 114 | $| 146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 06/20/2035 |  | 152 |  | 177 |
| &nbsp;&nbsp;&nbsp;Reinsurance Group of America  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.650%, H15T5Y + 2.392%, 09/15/2055 (C) | $| 120 |  | 120 |
| &nbsp;&nbsp;&nbsp;Royalty Pharma  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.900%, 09/02/2054 |  | 200 |  | 195 |
| &nbsp;&nbsp;&nbsp;Santander Holdings USA  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.174%, SOFRRATE + 2.500%, 01/09/2030 (C) |  | 199 |  | 207 |
| &nbsp;&nbsp;&nbsp;Southern  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/15/2029 |  | 320 |  | 333 |
| &nbsp;&nbsp;&nbsp;State Street  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.272%, 08/03/2026 |  | 225 |  | 227 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Finance I BV  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 11/18/2025(E) | EUR | 206 |  | 240 |
| &nbsp;&nbsp;&nbsp;Veralto  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 09/18/2026 | $| 335 |  | 339 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 09/19/2031 | EUR | 100 |  | 122 |
| &nbsp;&nbsp;&nbsp;Verizon Communications  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.100%, 03/22/2028 | $| 445 |  | 422 |
| &nbsp;&nbsp;&nbsp;Wells Fargo  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, H15T5Y + 3.453% (C)(D) |  | 91 |  | 90 |
| &nbsp;&nbsp;&nbsp;WP Carey  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 11/19/2034 | EUR | 218 |  | 248 |
| &nbsp;&nbsp;&nbsp;Zions Bancorp  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.816%, SOFRRATE + 2.830%, 11/19/2035 (C) | $| 250 |  | 260 |
|  |  |  |  | 18568 |
| Total Global Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $338,181) ($ Thousands) |  |  |  | 337688 |
| **U.S. TREASURY OBLIGATIONS — 2.9%** | **U.S. TREASURY OBLIGATIONS — 2.9%** | **U.S. TREASURY OBLIGATIONS — 2.9%** | **U.S. TREASURY OBLIGATIONS — 2.9%** | **U.S. TREASURY OBLIGATIONS — 2.9%** |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Bill  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.263%, 07/29/2025 (G) |  | 2595 |  | 2587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.259%, 07/22/2025 (G) |  | 3722 |  | 3713 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Inflation Indexed Bonds  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625%, 04/15/2030  |  | 2073 |  | 2104 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Note  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 11/15/2054  |  | 572 |  | 545 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 08/15/2025  |  | 1630 |  | 1627 |
| Total U.S. Treasury Obligations | Total U.S. Treasury Obligations | Total U.S. Treasury Obligations |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $10,562) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $10,562) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $10,562) ($ Thousands) |  | 10576 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES — 0.0%** | **MORTGAGE-BACKED SECURITIES — 0.0%** | **MORTGAGE-BACKED SECURITIES — 0.0%** |
| **Non-Agency Mortgage-Backed Obligations — 0.0%** | **Non-Agency Mortgage-Backed Obligations — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-6, Cl 3A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.305%, 09/25/2034(C) | $5 | $5 |
| &nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust, Ser 2004-A5, Cl 3A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.912%, 12/25/2034(C) | 11 | 10 |
| Total Mortgage-Backed Securities |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $16) ($ Thousands) |  | 15 |
| Total Investments in Securities — 95.7% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $348,759) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $348,759) ($ Thousands)  | $348279 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**International Fixed Income Fund** (Continued)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| A list of the open futures contracts held by the Fund at June 30, 2025, is as follows: | A list of the open futures contracts held by the Fund at June 30, 2025, is as follows: | A list of the open futures contracts held by the Fund at June 30, 2025, is as follows: | A list of the open futures contracts held by the Fund at June 30, 2025, is as follows: | A list of the open futures contracts held by the Fund at June 30, 2025, is as follows: | A list of the open futures contracts held by the Fund at June 30, 2025, is as follows: |
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value<br> (Thousands)** | **Unrealized Appreciation <br> (Depreciation)(Thousands)** |
| Long Contracts |  |  |  |  |  |
| &nbsp;&nbsp;Australian 3-Year Bond | 5 | Sep-2025 | $350 | $353 | $1 |
| &nbsp;&nbsp;Canadian 10-Year Bond | 46 | Sep-2025 | 4001 | 4112 | 44 |
| &nbsp;&nbsp;Euro-Bobl | 43 | Sep-2025 | 5791 | 5940 | (23) |
| &nbsp;&nbsp;Euro-BTP | 11 | Sep-2025 | 1519 | 1564 | 1 |
| &nbsp;&nbsp;Euro-Buxl | 5 | Sep-2025 | 694 | 697 | (16) |
| &nbsp;&nbsp;Euro-OAT | 25 | Sep-2025 | 3554 | 3634 | (22) |
| &nbsp;&nbsp;Euro-Schatz | 119 | Sep-2025 | 14607 | 14981 | (22) |
| &nbsp;&nbsp;Japanese 10-Year Bond | 8 | Sep-2025 | 7659 | 7699 | 20 |
| &nbsp;&nbsp;Korea 10-Year Bond | 37 | Sep-2025 | 3216 | 3246 | 8 |
| &nbsp;&nbsp;Korea 3-Year Bond | 70 | Sep-2025 | 5528 | 5563 | (3) |
| &nbsp;&nbsp;Long Gilt 10-Year Bond | 28 | Sep-2025 | 3401 | 3570 | 98 |
| &nbsp;&nbsp;U.S. 2-Year Treasury Note | 144 | Sep-2025 | 29839 | 29955 | 116 |
| &nbsp;&nbsp;U.S. 10-Year Treasury Note | 41 | Sep-2025 | 4537 | 4597 | 60 |
| &nbsp;&nbsp;U.S. Ultra Long Treasury Bond | 1 | Sep-2025 | 116 | 119 | 3 |
|  |  |  | 84812 | 86030 | 265 |
| Short Contracts |  |  |  |  |  |
| &nbsp;&nbsp;Australian 10-Year Bond | (1) | Sep-2025 | $(74) | $(75) | $(1) |
| &nbsp;&nbsp;Euro-Bobl | (4) | Sep-2025 | (540) | (553) | 1 |
| &nbsp;&nbsp;Euro-Bund 10-Year Bond | (38) | Sep-2025 | (5680) | (5805) | 39 |
| &nbsp;&nbsp;Euro-Buxl | (15) | Sep-2025 | (2063) | (2090) | 27 |
| &nbsp;&nbsp;Japanese 10-Year Bond | (18) | Sep-2025 | (17401) | (17324) | (80) |
| &nbsp;&nbsp;U.S. 2-Year Treasury Note | (17) | Sep-2025 | (3525) | (3536) | (11) |
| &nbsp;&nbsp;U.S. 5-Year Treasury Note | (94) | Sep-2025 | (10141) | (10246) | (105) |
| &nbsp;&nbsp;U.S. Long Treasury Bond | (15) | Sep-2025 | (1660) | (1732) | (72) |
| &nbsp;&nbsp;U.S. Ultra Long Treasury Bond | (63) | Sep-2025 | (7146) | (7505) | (359) |
| &nbsp;&nbsp;Ultra 10-Year U.S. Treasury Note | (39) | Sep-2025 | (4364) | (4457) | (93) |
|  |  |  | (52594) | (53323) | (654) |
|  |  |  | $32218 | $32707 | $(389) |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| A list of the open forward foreign currency contracts held by the Fund at June 30, 2025, is as follows: | A list of the open forward foreign currency contracts held by the Fund at June 30, 2025, is as follows: | A list of the open forward foreign currency contracts held by the Fund at June 30, 2025, is as follows: | A list of the open forward foreign currency contracts held by the Fund at June 30, 2025, is as follows: | A list of the open forward foreign currency contracts held by the Fund at June 30, 2025, is as follows: | A list of the open forward foreign currency contracts held by the Fund at June 30, 2025, is as follows: | A list of the open forward foreign currency contracts held by the Fund at June 30, 2025, is as follows: |
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| Bank of America | 07/02/25 | AUD | 40 | USD | 26 | $— |
| Bank of America | 07/02/25 | USD | 50 | GBP | 37 | 1 |
| Bank of America | 07/02/25 | USD | 52 | AUD | 80 | 1 |
| Bank of America | 07/02/25 | USD | 54 | JPY | 7600 | (2) |
| Bank of America | 07/02/25 | NZD | 150 | USD | 90 | (1) |
| Bank of America | 07/02/25 | USD | 631 | EUR | 552 | 17 |
| Bank of America | 07/02/25 | USD | 647 | MXN | 12350 | 7 |
| Bank of America | 07/02/25 | USD | 1347 | NOK | 13490 | (14) |
| Bank of America | 07/02/25 | JPY | 29100 | USD | 204 | 3 |
| Bank of America | 07/09/25 | USD | 765 | KRW | 1059969 | 21 |
| Bank of America | 07/09/25 | KRW | 828794 | USD | 608 | (6) |
| Bank of America | 07/09/25 | IDR | 10062736 | USD | 615 | (4) |
| Bank of America | 08/05/25 | USD | 24 | NZD | 40 |  |
| Bank of America | 08/05/25 | USD | 26 | MXN | 500 | 1 |
| Bank of America | 08/05/25 | AUD | 40 | USD | 26 |  |
| Bank of America | 09/02/25 | USD | 24 | NZD | 40 |  |
| Bank of America | 09/02/25 | AUD | 40 | USD | 26 |  |
| Bank of America | 09/02/25 | CNY | 42489 | USD | 5954 | (12) |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**International Fixed Income Fund** (Continued)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| Bank of America | 09/29/25 | MXN | 11850 | USD | 615 | $(6) |
| Bank of America | 10/16/25 | USD | 1220 | KRW | 1649684 | 8 |
| Barclays PLC | 07/02/25 | USD | 49 | CHF | 40 | 2 |
| Barclays PLC | 07/02/25 | USD | 50 | SEK | 480 | 1 |
| Barclays PLC | 07/02/25 | USD | 51 | CAD | 70 | 1 |
| Barclays PLC | 07/02/25 | USD | 51 | MXN | 1000 | 2 |
| Barclays PLC | 07/02/25 | USD | 56 | RON | 250 | 2 |
| Barclays PLC | 07/02/25 | CAD | 70 | USD | 51 |  |
| Barclays PLC | 07/02/25 | USD | 100 | NOK | 1015 |  |
| Barclays PLC | 07/02/25 | CHF | 125 | USD | 152 | (5) |
| Barclays PLC | 07/02/25 | GBP | 186 | USD | 252 | (3) |
| Barclays PLC | 07/02/25 | RON | 250 | USD | 57 |  |
| Barclays PLC | 07/02/25 | USD | 308 | DKK | 1980 | 3 |
| Barclays PLC | 07/02/25 | USD | 352 | GBP | 260 | 4 |
| Barclays PLC | 07/02/25 | USD | 370 | AUD | 574 | 6 |
| Barclays PLC | 07/02/25 | EUR | 398 | USD | 455 | (12) |
| Barclays PLC | 07/02/25 | USD | 456 | EUR | 400 | 13 |
| Barclays PLC | 07/02/25 | USD | 515 | NZD | 862 | 8 |
| Barclays PLC | 07/02/25 | AUD | 595 | USD | 383 | (6) |
| Barclays PLC | 07/02/25 | USD | 600 | SGD | 768 | 3 |
| Barclays PLC | 07/02/25 | USD | 50 | JPY | 7300 |  |
| Barclays PLC | 07/02/25 | USD | 558 | JPY | 80100 | (4) |
| Barclays PLC | 07/02/25 | USD | 637 | CZK | 13650 | 11 |
| Barclays PLC | 07/02/25 | USD | 678 | PLN | 2500 | 14 |
| Barclays PLC | 07/02/25 | MXN | 900 | USD | 45 | (3) |
| Barclays PLC | 07/02/25 | USD | 1148 | THB | 37420 | 3 |
| Barclays PLC | 07/02/25 | PLN | 1975 | USD | 528 | (18) |
| Barclays PLC | 07/02/25 | DKK | 1980 | USD | 303 | (9) |
| Barclays PLC | 07/02/25 | CZK | 13150 | USD | 600 | (25) |
| Barclays PLC | 07/02/25 | NOK | 15730 | USD | 1552 | (2) |
| Barclays PLC | 07/02/25 | THB | 41380 | USD | 1265 | (8) |
| Barclays PLC | 07/02/25 | JPY | 50100 | USD | 349 | 2 |
| Barclays PLC | 07/03/25 | USD | 26 | MXN | 500 | 1 |
| Barclays PLC | 07/09/25 | USD | 64 | SEK | 641 | 4 |
| Barclays PLC | 07/09/25 | USD | 259 | KRW | 353638 | 3 |
| Barclays PLC | 07/09/25 | USD | 390 | MXN | 7344 | (1) |
| Barclays PLC | 07/09/25 | USD | 384 | THB | 12673 | 6 |
| Barclays PLC | 07/09/25 | USD | 107 | THB | 3478 |  |
| Barclays PLC | 07/09/25 | ZAR | 4883 | USD | 257 | (18) |
| Barclays PLC | 07/09/25 | THB | 87044 | USD | 2561 | (119) |
| Barclays PLC | 07/09/25 | KRW | 418278 | USD | 305 | (5) |
| Barclays PLC | 08/05/25 | USD | 31 | MXN | 600 | 1 |
| Barclays PLC | 08/05/25 | USD | 57 | RON | 250 |  |
| Barclays PLC | 08/05/25 | USD | 148 | GBP | 109 | 1 |
| Barclays PLC | 08/05/25 | USD | 632 | EUR | 552 | 17 |
| Barclays PLC | 08/05/25 | SGD | 768 | USD | 601 | (3) |
| Barclays PLC | 08/05/25 | PLN | 1975 | USD | 537 | (9) |
| Barclays PLC | 08/05/25 | DKK | 1980 | USD | 309 | (4) |
| Barclays PLC | 08/05/25 | CZK | 12230 | USD | 572 | (9) |
| Barclays PLC | 08/05/25 | MXN | 19790 | USD | 997 | (47) |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**International Fixed Income Fund** (Continued)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| Barclays PLC | 08/05/25 | THB | 37420 | USD | 1150 | $(5) |
| Barclays PLC | 08/18/25 | JPY | 600000 | USD | 4165 | (13) |
| Barclays PLC | 09/02/25 | NZD | 1313 | USD | 785 | (14) |
| Barclays PLC | 09/02/25 | MXN | 15470 | USD | 794 | (20) |
| Barclays PLC | 09/02/25 | JPY | 785800 | USD | 5505 | 25 |
| Barclays PLC | 09/29/25 | USD | 26 | MXN | 500 |  |
| Barclays PLC | 09/30/25 | USD | 184 | AUD | 280 |  |
| Barclays PLC | 10/16/25 | USD | 346 | CNH | 2462 |  |
| Barclays PLC | 10/16/25 | MXN | 7344 | USD | 385 | 1 |
| BMO Capital | 07/02/25 | USD | 839 | AUD | 1290 | 6 |
| BMO Capital | 08/05/25 | USD | 840 | AUD | 1290 | 6 |
| BMO Capital | 09/02/25 | USD | 160 | EUR | 138 | 2 |
| BMO Capital | 09/02/25 | USD | 866 | AUD | 1330 | 7 |
| BNP Paribas | 07/02/25 | AUD | 80 | USD | 51 | (2) |
| BNP Paribas | 07/02/25 | USD | 103 | AUD | 160 | 2 |
| BNP Paribas | 07/02/25 | USD | 135 | GBP | 100 | 2 |
| BNP Paribas | 07/02/25 | USD | 137 | EUR | 120 | 4 |
| BNP Paribas | 07/02/25 | USD | 169 | MXN | 3500 | 16 |
| BNP Paribas | 07/02/25 | USD | 173 | RON | 775 | 6 |
| BNP Paribas | 07/02/25 | USD | 227 | NZD | 380 | 4 |
| BNP Paribas | 07/02/25 | NZD | 250 | USD | 150 | (2) |
| BNP Paribas | 07/02/25 | GBP | 448 | USD | 588 | (26) |
| BNP Paribas | 07/02/25 | EUR | 465 | USD | 529 | (17) |
| BNP Paribas | 07/02/25 | USD | 770 | MYR | 3270 | 7 |
| BNP Paribas | 07/02/25 | RON | 775 | USD | 178 | (1) |
| BNP Paribas | 07/02/25 | USD | 1014 | CHF | 826 | 24 |
| BNP Paribas | 07/02/25 | CHF | 1356 | USD | 1653 | (50) |
| BNP Paribas | 07/02/25 | CZK | 1400 | USD | 63 | (3) |
| BNP Paribas | 07/02/25 | CNY | 3033 | USD | 423 |  |
| BNP Paribas | 07/02/25 | MYR | 3270 | USD | 740 | (36) |
| BNP Paribas | 07/02/25 | USD | 6557 | CNY | 47029 | 6 |
| BNP Paribas | 07/02/25 | JPY | 61500 | USD | 430 | 4 |
| BNP Paribas | 07/02/25 | HUF | 212500 | USD | 596 | (28) |
| BNP Paribas | 07/09/25 | USD | 10 | COP | 40000 |  |
| BNP Paribas | 07/09/25 | USD | 112 | ZAR | 2201 | 11 |
| BNP Paribas | 07/09/25 | CAD | 3667 | USD | 2561 | (128) |
| BNP Paribas | 07/09/25 | AUD | 4333 | USD | 2650 | (190) |
| BNP Paribas | 07/09/25 | ZAR | 9877 | USD | 520 | (35) |
| BNP Paribas | 08/05/25 | USD | 87 | EUR | 76 | 3 |
| BNP Paribas | 08/05/25 | USD | 125 | NZD | 210 | 3 |
| BNP Paribas | 08/05/25 | USD | 177 | RON | 775 | 1 |
| BNP Paribas | 08/05/25 | CHF | 396 | USD | 491 | (9) |
| BNP Paribas | 09/02/25 | USD | 148 | GBP | 109 | 1 |
| BNP Paribas | 09/02/25 | GBP | 3109 | USD | 4185 | (76) |
| BNP Paribas | 09/02/25 | MYR | 3270 | USD | 775 | (5) |
| BNP Paribas | 09/29/25 | MYR | 3270 | USD | 772 | (11) |
| BNP Paribas | 09/29/25 | CNY | 47029 | USD | 6603 | (15) |
| BNP Paribas | 10/16/25 | EUR | 18 | NOK | 216 |  |
| BNP Paribas | 10/16/25 | USD | 122 | CNH | 867 |  |
| Brown Brothers Harriman | 07/09/25 | NOK | 224 | EUR | 19 |  |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**International Fixed Income Fund** (Continued)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| Brown Brothers Harriman | 07/09/25 | GBP | 959 | EUR | 1121 | $2 |
| Brown Brothers Harriman | 07/09/25 | NOK | 1569 | USD | 156 | 1 |
| Brown Brothers Harriman | 07/09/25 | SEK | 4799 | USD | 485 | (18) |
| Brown Brothers Harriman | 07/09/25 | JPY | 16606 | USD | 116 |  |
| Brown Brothers Harriman | 10/16/25 | EUR | 19 | NOK | 224 |  |
| Brown Brothers Harriman | 10/16/25 | USD | 117 | JPY | 16606 |  |
| Brown Brothers Harriman | 10/16/25 | USD | 156 | NOK | 1569 | (1) |
| Brown Brothers Harriman | 10/16/25 | USD | 679 | MXN | 12955 | (1) |
| Brown Brothers Harriman | 10/16/25 | EUR | 1114 | GBP | 959 | (2) |
| CIBC | 07/02/25 | CAD | 11 | USD | 8 |  |
| CIBC | 08/05/25 | GBP | 2776 | USD | 3724 | (80) |
| Citigroup | 07/02/25 | USD | 4 | RON | 20 |  |
| Citigroup | 07/02/25 | USD | 19 | NOK | 190 |  |
| Citigroup | 07/02/25 | RON | 20 | USD | 5 |  |
| Citigroup | 07/02/25 | USD | 27 | SGD | 35 |  |
| Citigroup | 07/02/25 | AUD | 30 | USD | 19 | (1) |
| Citigroup | 07/02/25 | CHF | 40 | USD | 49 | (1) |
| Citigroup | 07/02/25 | USD | 40 | THB | 1320 |  |
| Citigroup | 07/02/25 | USD | 53 | CNY | 384 | 1 |
| Citigroup | 07/02/25 | USD | 100 | GBP | 74 | 1 |
| Citigroup | 07/02/25 | USD | 121 | MXN | 2400 | 6 |
| Citigroup | 07/02/25 | EUR | 133 | USD | 152 | (4) |
| Citigroup | 07/02/25 | USD | 155 | ILS | 525 | 1 |
| Citigroup | 07/02/25 | USD | 160 | EUR | 138 | 2 |
| Citigroup | 07/02/25 | GBP | 224 | USD | 303 | (4) |
| Citigroup | 07/02/25 | USD | 243 | SEK | 2320 |  |
| Citigroup | 07/02/25 | USD | 285 | CHF | 235 | 10 |
| Citigroup | 07/02/25 | SEK | 490 | USD | 51 |  |
| Citigroup | 07/02/25 | ILS | 525 | USD | 148 | (8) |
| Citigroup | 07/02/25 | USD | 576 | JPY | 82400 | (6) |
| Citigroup | 07/02/25 | SGD | 803 | USD | 624 | (6) |
| Citigroup | 07/02/25 | MXN | 2240 | USD | 116 | (3) |
| Citigroup | 07/02/25 | THB | 3030 | USD | 93 |  |
| Citigroup | 07/02/25 | JPY | 54600 | USD | 380 | 2 |
| Citigroup | 07/02/25 | JPY | 914900 | USD | 6137 | (197) |
| Citigroup | 07/09/25 | USD | 198 | ZAR | 3866 | 20 |
| Citigroup | 07/09/25 | USD | 298 | COP | 1286956 | 17 |
| Citigroup | 07/09/25 | USD | 399 | THB | 12951 |  |
| Citigroup | 07/09/25 | USD | 2513 | KRW | 3611048 | 162 |
| Citigroup | 07/09/25 | USD | 338 | KRW | 456734 |  |
| Citigroup | 07/09/25 | ZAR | 3265 | USD | 173 | (11) |
| Citigroup | 07/09/25 | COP | 24232531 | USD | 5779 | (147) |
| Citigroup | 08/04/25 | USD | 53 | CNY | 384 | 1 |
| Citigroup | 08/05/25 | USD | 5 | RON | 20 |  |
| Citigroup | 08/05/25 | AUD | 30 | USD | 19 | (1) |
| Citigroup | 08/05/25 | USD | 101 | MXN | 2000 | 5 |
| Citigroup | 08/05/25 | ILS | 525 | USD | 155 | (1) |
| Citigroup | 08/05/25 | EUR | 614 | USD | 691 | (32) |
| Citigroup | 08/05/25 | SEK | 2320 | USD | 244 |  |
| Citigroup | 09/02/25 | USD | 34 | MXN | 660 | 1 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**International Fixed Income Fund** (Continued)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| Citigroup | 09/02/25 | MXN | 860 | USD | 44 | $(1) |
| Citigroup | 09/29/25 | USD | 30 | EUR | 25 |  |
| Citigroup | 10/16/25 | USD | 644 | KRW | 865973 | 1 |
| Commonwealth Bank Of Australia | 07/02/25 | USD | 21 | EUR | 19 | 1 |
| Commonwealth Bank Of Australia | 07/02/25 | USD | 50 | JPY | 7200 | (1) |
| Commonwealth Bank Of Australia | 07/02/25 | NZD | 1243 | USD | 716 | (39) |
| Commonwealth Bank Of Australia | 08/05/25 | NZD | 1670 | USD | 993 | (22) |
| Commonwealth Bank Of Australia | 09/02/25 | USD | 26 | AUD | 40 |  |
| Commonwealth Bank Of Australia | 09/02/25 | AUD | 2649 | USD | 1709 | (29) |
| Credit Agricole | 07/02/25 | EUR | 6 | USD | 7 |  |
| Credit Agricole | 07/02/25 | USD | 51 | JPY | 7300 |  |
| Credit Agricole | 09/02/25 | JPY | 103100 | USD | 724 | 5 |
| Credit Suisse First Boston | 07/09/25 | USD | 187 | CNY | 1343 |  |
| Credit Suisse First Boston | 07/09/25 | USD | 4700 | COP | 19241430 | 5 |
| Credit Suisse First Boston | 07/09/25 | COP | 220681 | USD | 50 | (4) |
| Credit Suisse First Boston | 10/16/25 | COP | 19241430 | USD | 4636 | (6) |
| Deutsche Bank | 07/02/25 | USD | 68 | ZAR | 1200 |  |
| Deutsche Bank | 07/02/25 | GBP | 117 | USD | 157 | (4) |
| Deutsche Bank | 07/02/25 | USD | 146 | CHF | 120 | 4 |
| Deutsche Bank | 07/02/25 | NZD | 170 | USD | 102 | (1) |
| Deutsche Bank | 07/02/25 | USD | 194 | JPY | 28200 | 1 |
| Deutsche Bank | 07/02/25 | MXN | 970 | USD | 51 | (1) |
| Deutsche Bank | 07/02/25 | AUD | 2239 | USD | 1415 | (53) |
| Deutsche Bank | 07/02/25 | SEK | 3850 | USD | 404 |  |
| Deutsche Bank | 07/02/25 | SEK | 490 | USD | 51 |  |
| Deutsche Bank | 07/02/25 | EUR | 13293 | USD | 14389 | (1214) |
| Deutsche Bank | 07/02/25 | USD | 15222 | EUR | 13145 | 208 |
| Deutsche Bank | 07/09/25 | MXN | 4765 | USD | 231 | (21) |
| Deutsche Bank | 07/09/25 | CNY | 105187 | USD | 14670 | (26) |
| Deutsche Bank | 07/09/25 | KRW | 785972 | USD | 555 | (27) |
| Deutsche Bank | 08/05/25 | MYR | 50 | USD | 12 |  |
| Deutsche Bank | 08/05/25 | GBP | 117 | USD | 157 | (4) |
| Deutsche Bank | 08/05/25 | USD | 195 | JPY | 28200 | 2 |
| Deutsche Bank | 08/05/25 | EUR | 11405 | USD | 13066 | (353) |
| Deutsche Bank | 09/02/25 | USD | 195 | JPY | 28200 | 2 |
| Deutsche Bank | 09/29/25 | EUR | 11885 | USD | 13871 | (162) |
| Goldman Sachs | 07/02/25 | USD | 36 | THB | 1160 |  |
| Goldman Sachs | 07/02/25 | GBP | 42 | USD | 56 | (1) |
| Goldman Sachs | 07/02/25 | CHF | 85 | USD | 104 | (3) |
| Goldman Sachs | 07/02/25 | USD | 101 | SEK | 970 | 1 |
| Goldman Sachs | 07/02/25 | USD | 159 | AUD | 250 | 5 |
| Goldman Sachs | 07/02/25 | NZD | 165 | USD | 100 | (1) |
| Goldman Sachs | 07/02/25 | AUD | 240 | USD | 155 | (2) |
| Goldman Sachs | 07/02/25 | USD | 243 | CAD | 346 | 10 |
| Goldman Sachs | 07/02/25 | USD | 149 | JPY | 22000 | 4 |
| Goldman Sachs | 07/02/25 | USD | 101 | JPY | 14500 | (1) |
| Goldman Sachs | 07/02/25 | MXN | 300 | USD | 14 | (1) |
| Goldman Sachs | 07/02/25 | EUR | 390 | USD | 445 | (13) |
| Goldman Sachs | 07/02/25 | SEK | 480 | USD | 50 |  |
| Goldman Sachs | 07/02/25 | CNY | 770 | USD | 106 | (1) |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**International Fixed Income Fund** (Continued)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| Goldman Sachs | 07/02/25 | USD | 898 | EUR | 827 | $73 |
| Goldman Sachs | 07/02/25 | JPY | 23200 | USD | 163 | 2 |
| Goldman Sachs | 07/09/25 | USD | 120 | CAD | 168 | 3 |
| Goldman Sachs | 07/09/25 | USD | 190 | AUD | 308 | 12 |
| Goldman Sachs | 07/09/25 | USD | 286 | COP | 1200000 | 8 |
| Goldman Sachs | 07/09/25 | ZAR | 20404 | USD | 1082 | (65) |
| Goldman Sachs | 07/09/25 | KRW | 558889 | USD | 407 | (7) |
| Goldman Sachs | 08/05/25 | GBP | 42 | USD | 56 | (1) |
| Goldman Sachs | 08/05/25 | EUR | 342 | USD | 391 | (12) |
| Goldman Sachs | 08/05/25 | CNY | 770 | USD | 107 | (1) |
| Goldman Sachs | 08/05/25 | JPY | 8800 | USD | 62 | 1 |
| Goldman Sachs | 09/02/25 | CAD | 1598 | USD | 1161 | (14) |
| HSBC | 07/09/25 | EUR | 10 | NOK | 224 | 10 |
| HSBC | 07/09/25 | USD | 60 | JPY | 16606 | 55 |
| HSBC | 07/09/25 | USD | 253 | MXN | 4765 | (1) |
| HSBC | 07/09/25 | USD | 930 | KRW | 1327333 | 53 |
| HSBC | 07/09/25 | USD | 967 | THB | 31716 | 10 |
| HSBC | 07/09/25 | EUR | 1142 | GBP | 959 | (27) |
| HSBC | 07/09/25 | USD | 1299 | EUR | 1106 |  |
| HSBC | 07/09/25 | CHF | 2087 | USD | 2389 | (237) |
| HSBC | 07/09/25 | USD | 2871 | ZAR | 51066 | 1 |
| HSBC | 07/09/25 | GBP | 3046 | USD | 3878 | (296) |
| HSBC | 07/09/25 | AUD | 6508 | USD | 4062 | (203) |
| HSBC | 07/09/25 | MXN | 7344 | USD | 256 | (133) |
| HSBC | 07/09/25 | CAD | 7862 | USD | 5487 | (278) |
| HSBC | 07/09/25 | EUR | 51424 | USD | 55371 | (5030) |
| HSBC | 07/09/25 | JPY | 855053 | USD | 5741 | (185) |
| HSBC | 07/09/25 | IDR | 857850 | USD | 53 |  |
| HSBC | 07/09/25 | KRW | 3784528 | USD | 2686 | (118) |
| HSBC | 10/16/25 | USD | 28 | KRW | 37407 |  |
| HSBC | 10/16/25 | USD | 53 | IDR | 857850 |  |
| HSBC | 10/16/25 | EUR | 574 | NOK | 6837 | (3) |
| HSBC | 10/16/25 | USD | 752 | CNH | 5340 | 1 |
| HSBC | 10/16/25 | EUR | 1106 | USD | 1307 |  |
| HSBC | 10/16/25 | MXN | 4765 | USD | 250 | 1 |
| HSBC | 10/16/25 | ZAR | 51066 | USD | 2851 | (1) |
| JPMorgan Chase Bank | 07/02/25 | USD | 25 | MXN | 500 | 1 |
| JPMorgan Chase Bank | 07/02/25 | USD | 37 | RON | 160 |  |
| JPMorgan Chase Bank | 07/02/25 | USD | 21 | JPY | 3000 |  |
| JPMorgan Chase Bank | 07/02/25 | USD | 112 | JPY | 16100 | (1) |
| JPMorgan Chase Bank | 07/02/25 | USD | 138 | THB | 4510 |  |
| JPMorgan Chase Bank | 07/02/25 | USD | 149 | HUF | 52300 | 5 |
| JPMorgan Chase Bank | 07/02/25 | RON | 160 | USD | 36 | (1) |
| JPMorgan Chase Bank | 07/02/25 | USD | 161 | SEK | 1540 | 1 |
| JPMorgan Chase Bank | 07/02/25 | NZD | 172 | USD | 104 |  |
| JPMorgan Chase Bank | 07/02/25 | USD | 195 | AUD | 300 | 1 |
| JPMorgan Chase Bank | 07/02/25 | MXN | 199 | USD | 10 |  |
| JPMorgan Chase Bank | 07/02/25 | USD | 220 | CHF | 180 | 7 |
| JPMorgan Chase Bank | 07/02/25 | CAD | 340 | USD | 247 | (2) |
| JPMorgan Chase Bank | 07/02/25 | USD | 423 | CNY | 3033 | 1 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**International Fixed Income Fund** (Continued)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| JPMorgan Chase Bank | 07/02/25 | USD | 430 | CAD | 587 | $1 |
| JPMorgan Chase Bank | 07/02/25 | USD | 481 | EUR | 430 | 24 |
| JPMorgan Chase Bank | 07/02/25 | PLN | 525 | USD | 141 | (5) |
| JPMorgan Chase Bank | 07/02/25 | EUR | 596 | USD | 682 | (18) |
| JPMorgan Chase Bank | 07/02/25 | GBP | 601 | USD | 808 | (15) |
| JPMorgan Chase Bank | 07/02/25 | USD | 664 | ZAR | 11766 | (2) |
| JPMorgan Chase Bank | 07/02/25 | USD | 688 | NZD | 1140 | 4 |
| JPMorgan Chase Bank | 07/02/25 | AUD | 1005 | USD | 656 | (3) |
| JPMorgan Chase Bank | 07/02/25 | NOK | 1015 | USD | 101 |  |
| JPMorgan Chase Bank | 07/02/25 | JPY | 250441 | USD | 1733 | (1) |
| JPMorgan Chase Bank | 07/03/25 | USD | 28 | EUR | 25 | 1 |
| JPMorgan Chase Bank | 07/03/25 | USD | 182 | AUD | 280 | 1 |
| JPMorgan Chase Bank | 07/08/25 | USD | 46 | NZD | 77 | 1 |
| JPMorgan Chase Bank | 07/08/25 | USD | 4940 | NZD | 8135 | (1) |
| JPMorgan Chase Bank | 07/08/25 | NZD | 8212 | USD | 4714 | (272) |
| JPMorgan Chase Bank | 07/09/25 | USD | 1043 | PEN | 3697 | (1) |
| JPMorgan Chase Bank | 07/09/25 | PEN | 3697 | USD | 1005 | (37) |
| JPMorgan Chase Bank | 07/14/25 | USD | 423 | JPY | 59878 | (7) |
| JPMorgan Chase Bank | 07/14/25 | SEK | 2879 | USD | 302 | (1) |
| JPMorgan Chase Bank | 07/14/25 | USD | 3276 | SEK | 31588 | 42 |
| JPMorgan Chase Bank | 07/14/25 | USD | 124 | SEK | 1173 | (1) |
| JPMorgan Chase Bank | 07/14/25 | JPY | 1113686 | USD | 7846 | 124 |
| JPMorgan Chase Bank | 07/14/25 | JPY | 1894105 | USD | 13075 | (58) |
| JPMorgan Chase Bank | 07/15/25 | USD | 252 | CAD | 348 | 4 |
| JPMorgan Chase Bank | 07/15/25 | CAD | 6686 | USD | 4748 | (155) |
| JPMorgan Chase Bank | 07/21/25 | USD | 80 | CNY | 570 |  |
| JPMorgan Chase Bank | 07/21/25 | USD | 1191 | COP | 5011383 | 33 |
| JPMorgan Chase Bank | 07/21/25 | COP | 7008435 | USD | 1647 | (65) |
| JPMorgan Chase Bank | 07/28/25 | CNY | 178 | USD | 25 |  |
| JPMorgan Chase Bank | 07/28/25 | USD | 673 | MXN | 13071 | 17 |
| JPMorgan Chase Bank | 07/28/25 | USD | 251 | MXN | 4756 |  |
| JPMorgan Chase Bank | 07/28/25 | MXN | 87453 | USD | 4361 | (255) |
| JPMorgan Chase Bank | 08/05/25 | USD | 29 | EUR | 25 | 1 |
| JPMorgan Chase Bank | 08/05/25 | RON | 160 | USD | 37 |  |
| JPMorgan Chase Bank | 08/05/25 | USD | 214 | AUD | 330 | 2 |
| JPMorgan Chase Bank | 08/05/25 | USD | 665 | NZD | 1100 | 3 |
| JPMorgan Chase Bank | 08/05/25 | USD | 2377 | IDR | 38837676 | 15 |
| JPMorgan Chase Bank | 08/05/25 | USD | 3724 | SEK | 35832 | 45 |
| JPMorgan Chase Bank | 08/05/25 | SEK | 24528 | USD | 2567 | (13) |
| JPMorgan Chase Bank | 08/05/25 | IDR | 113598830 | USD | 6731 | (264) |
| JPMorgan Chase Bank | 08/11/25 | USD | 58 | AUD | 91 | 1 |
| JPMorgan Chase Bank | 08/11/25 | USD | 693 | NOK | 7165 | 16 |
| JPMorgan Chase Bank | 08/11/25 | NOK | 1603 | USD | 158 |  |
| JPMorgan Chase Bank | 08/11/25 | AUD | 10481 | USD | 6756 | (117) |
| JPMorgan Chase Bank | 08/12/25 | USD | 184 | PLN | 666 | 1 |
| JPMorgan Chase Bank | 08/12/25 | CNY | 3851 | USD | 538 | (1) |
| JPMorgan Chase Bank | 08/12/25 | PLN | 18278 | USD | 4856 | (199) |
| JPMorgan Chase Bank | 08/18/25 | ILS | 8262 | USD | 2314 | (142) |
| JPMorgan Chase Bank | 08/18/25 | THB | 86817 | USD | 2669 | (12) |
| JPMorgan Chase Bank | 08/19/25 | USD | 1602 | EUR | 1407 | 55 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**International Fixed Income Fund** (Continued)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| JPMorgan Chase Bank | 08/19/25 | EUR | 8686 | USD | 9737 | $(491) |
| JPMorgan Chase Bank | 08/25/25 | USD | 889 | NZD | 1496 | 20 |
| JPMorgan Chase Bank | 08/25/25 | USD | 4458 | KRW | 6183147 | 128 |
| JPMorgan Chase Bank | 08/25/25 | NZD | 7507 | USD | 4438 | (126) |
| JPMorgan Chase Bank | 08/25/25 | HUF | 10462 | USD | 29 | (2) |
| JPMorgan Chase Bank | 08/25/25 | KRW | 1980221 | USD | 1444 | (25) |
| JPMorgan Chase Bank | 08/27/25 | CNY | 51632 | USD | 7207 | (40) |
| JPMorgan Chase Bank | 09/02/25 | USD | 179 | GBP | 132 | 3 |
| JPMorgan Chase Bank | 09/02/25 | GBP | 420 | USD | 566 | (10) |
| JPMorgan Chase Bank | 09/02/25 | USD | 666 | NZD | 1100 | 3 |
| JPMorgan Chase Bank | 09/02/25 | CHF | 3957 | USD | 4848 | (165) |
| JPMorgan Chase Bank | 09/02/25 | USD | 5017 | SGD | 6399 | 32 |
| JPMorgan Chase Bank | 09/02/25 | SGD | 7029 | USD | 5510 | (36) |
| JPMorgan Chase Bank | 09/02/25 | CZK | 60983 | USD | 2779 | (124) |
| JPMorgan Chase Bank | 09/02/25 | THB | 80102 | USD | 2476 |  |
| JPMorgan Chase Bank | 09/10/25 | USD | 471 | CNY | 3357 | 1 |
| JPMorgan Chase Bank | 09/10/25 | CNY | 1758 | USD | 246 | (1) |
| JPMorgan Chase Bank | 09/10/25 | EUR | 4174 | USD | 4794 | (128) |
| JPMorgan Chase Bank | 09/16/25 | NZD | 9683 | USD | 5865 | (26) |
| JPMorgan Chase Bank | 09/22/25 | USD | 3237 | SEK | 30603 | (8) |
| JPMorgan Chase Bank | 09/23/25 | USD | 996 | EUR | 845 | 2 |
| JPMorgan Chase Bank | 09/23/25 | EUR | 8592 | USD | 10008 | (132) |
| JPMorgan Chase Bank | 10/06/25 | NZD | 8135 | USD | 4955 | 3 |
| JPMorgan Chase Bank | 10/07/25 | PEN | 3697 | USD | 1040 | 1 |
| JPMorgan Chase Bank | 10/16/25 | EUR | 452 | NOK | 5361 | (4) |
| Midland Walwyn Capital Inc. | 07/02/25 | USD | 12 | GBP | 9 |  |
| Midland Walwyn Capital Inc. | 07/02/25 | USD | 27 | MXN | 550 | 3 |
| Midland Walwyn Capital Inc. | 07/02/25 | USD | 29 | RON | 125 |  |
| Midland Walwyn Capital Inc. | 07/02/25 | USD | 64 | EUR | 56 | 2 |
| Midland Walwyn Capital Inc. | 07/02/25 | USD | 68 | MYR | 290 | 1 |
| Midland Walwyn Capital Inc. | 07/02/25 | AUD | 80 | USD | 52 |  |
| Midland Walwyn Capital Inc. | 07/02/25 | USD | 104 | NZD | 173 | 1 |
| Midland Walwyn Capital Inc. | 07/02/25 | RON | 125 | USD | 28 | (1) |
| Midland Walwyn Capital Inc. | 07/02/25 | MYR | 290 | USD | 68 | (1) |
| Midland Walwyn Capital Inc. | 07/02/25 | GBP | 2324 | USD | 3004 | (181) |
| Midland Walwyn Capital Inc. | 07/02/25 | MXN | 15880 | USD | 780 | (61) |
| Midland Walwyn Capital Inc. | 07/02/25 | JPY | 103100 | USD | 719 | 5 |
| Midland Walwyn Capital Inc. | 07/14/25 | USD | 1370 | JPY | 197100 | (3) |
| Midland Walwyn Capital Inc. | 08/05/25 | USD | 64 | MXN | 1260 | 2 |
| Midland Walwyn Capital Inc. | 08/05/25 | RON | 125 | USD | 29 |  |
| Midland Walwyn Capital Inc. | 08/05/25 | MYR | 3640 | USD | 845 | (23) |
| Midland Walwyn Capital Inc. | 09/02/25 | USD | 19 | MYR | 80 |  |
| Midland Walwyn Capital Inc. | 09/29/25 | NZD | 173 | USD | 105 | (1) |
| Midland Walwyn Capital Inc. | 09/29/25 | MYR | 290 | USD | 68 | (1) |
| Morgan Stanley | 07/02/25 | USD | 39 | AUD | 60 | 1 |
| Morgan Stanley | 07/02/25 | USD | 41 | JPY | 5900 |  |
| Morgan Stanley | 07/02/25 | USD | 50 | SEK | 480 |  |
| Morgan Stanley | 07/02/25 | USD | 59 | NZD | 100 | 1 |
| Morgan Stanley | 07/02/25 | EUR | 93 | USD | 105 | (5) |
| Morgan Stanley | 07/02/25 | CAD | 140 | USD | 103 |  |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**International Fixed Income Fund** (Continued)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| Morgan Stanley | 07/02/25 | USD | 152 | CHF | 125 | $5 |
| Morgan Stanley | 07/02/25 | USD | 208 | EUR | 185 | 9 |
| Morgan Stanley | 07/02/25 | USD | 239 | MXN | 4730 | 12 |
| Morgan Stanley | 07/02/25 | NZD | 420 | USD | 236 | (19) |
| Morgan Stanley | 07/02/25 | AUD | 655 | USD | 416 | (13) |
| Morgan Stanley | 07/02/25 | USD | 867 | GBP | 641 | 11 |
| Morgan Stanley | 07/02/25 | MXN | 3600 | USD | 179 | (11) |
| Morgan Stanley | 07/02/25 | ZAR | 12966 | USD | 722 | (8) |
| Morgan Stanley | 07/02/25 | JPY | 19700 | USD | 137 | 1 |
| Morgan Stanley | 07/02/25 | JPY | 17600 | USD | 121 | (1) |
| Morgan Stanley | 07/09/25 | ZAR | 15534 | USD | 872 | (2) |
| Morgan Stanley | 08/04/25 | JPY | 400000 | USD | 2790 | 10 |
| Morgan Stanley | 08/05/25 | USD | 30 | NZD | 50 |  |
| Morgan Stanley | 08/05/25 | USD | 45 | MXN | 900 | 2 |
| Morgan Stanley | 08/05/25 | EUR | 93 | USD | 105 | (5) |
| Morgan Stanley | 08/05/25 | AUD | 160 | USD | 103 | (2) |
| Morgan Stanley | 08/05/25 | USD | 293 | EUR | 256 | 9 |
| Morgan Stanley | 08/05/25 | MXN | 1100 | USD | 56 | (2) |
| Morgan Stanley | 08/05/25 | JPY | 19700 | USD | 138 | 1 |
| Morgan Stanley | 09/02/25 | USD | 14 | EUR | 12 |  |
| Morgan Stanley | 10/16/25 | USD | 1417 | EUR | 1200 | 1 |
| National Bank of Australia | 07/02/25 | USD | 57 | GBP | 44 | 4 |
| National Bank of Australia | 07/02/25 | USD | 875 | AUD | 1356 | 14 |
| National Bank of Australia | 07/02/25 | JPY | 1600 | USD | 11 |  |
| National Bank of Australia | 08/05/25 | EUR | 6 | USD | 7 |  |
| National Bank of Australia | 08/05/25 | USD | 28 | CHF | 23 | 1 |
| NatWest Markets, Inc. | 07/09/25 | USD | 2517 | AUD | 4020 | 117 |
| RBC | 07/02/25 | GBP | 37 | USD | 50 | (1) |
| RBC | 07/02/25 | USD | 42 | CZK | 900 | 1 |
| RBC | 07/02/25 | EUR | 89 | USD | 102 | (3) |
| RBC | 07/02/25 | USD | 101 | JPY | 14500 | (1) |
| RBC | 07/02/25 | USD | 201 | CHF | 165 | 6 |
| RBC | 07/02/25 | AUD | 310 | USD | 200 | (3) |
| RBC | 07/02/25 | SEK | 480 | USD | 50 |  |
| RBC | 07/02/25 | USD | 4058 | GBP | 38 | 36 |
| RBC | 08/05/25 | USD | 39 | AUD | 60 | 1 |
| RBC | 08/05/25 | USD | 692 | EUR | 610 | 25 |
| RBC | 09/02/25 | EUR | 11616 | USD | 13175 | (516) |
| RBC | 09/29/25 | GBP | 2950 | USD | 4009 | (35) |
| RBS | 07/02/25 | USD | 15 | MXN | 300 | 1 |
| RBS | 07/02/25 | CNY | 3770 | USD | 525 | (1) |
| RBS | 08/04/25 | CNY | 3770 | USD | 526 | (2) |
| RBS | 08/05/25 | JPY | 856400 | USD | 5995 | 41 |
| RBS | 09/02/25 | CNY | 3770 | USD | 527 | (2) |
| SCB Securities | 07/02/25 | USD | 19 | MXN | 400 | 2 |
| SCB Securities | 07/02/25 | USD | 22 | RON | 95 |  |
| SCB Securities | 07/02/25 | GBP | 37 | USD | 50 | (1) |
| SCB Securities | 07/02/25 | USD | 49 | CHF | 40 | 2 |
| SCB Securities | 07/02/25 | RON | 95 | USD | 21 | (1) |
| SCB Securities | 07/02/25 | USD | 104 | MYR | 440 | 1 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**International Fixed Income Fund** (Continued)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| SCB Securities | 07/02/25 | MYR | 440 | USD | 99 | $(5) |
| SCB Securities | 07/02/25 | USD | 483 | EUR | 425 | 16 |
| SCB Securities | 07/02/25 | USD | 1152 | CAD | 1579 | 5 |
| SCB Securities | 07/02/25 | MXN | 1560 | USD | 76 | (7) |
| SCB Securities | 08/05/25 | RON | 95 | USD | 22 |  |
| SCB Securities | 08/05/25 | USD | 162 | JPY | 23800 | 3 |
| SCB Securities | 08/05/25 | USD | 528 | JPY | 75200 | (5) |
| SCB Securities | 08/05/25 | JPY | 103100 | USD | 721 | 4 |
| SCB Securities | 09/29/25 | MYR | 440 | USD | 104 | (1) |
| SCB Securities | 09/29/25 | CAD | 1579 | USD | 1157 | (5) |
| Seaport Securities Corporation | 07/09/25 | USD | 60 | CNY | 429 |  |
| Seaport Securities Corporation | 07/09/25 | CNY | 1521 | USD | 210 | (3) |
| Skandinavisk Enskil | 10/16/25 | EUR | 1046 | NOK | 12409 | (9) |
| Societe Generale | 07/02/25 | USD | 26 | MXN | 540 | 2 |
| Societe Generale | 07/02/25 | EUR | 45 | USD | 52 | (1) |
| Societe Generale | 07/02/25 | USD | 49 | CHF | 40 | 2 |
| Societe Generale | 07/02/25 | USD | 118 | RON | 515 | 1 |
| Societe Generale | 07/02/25 | RON | 515 | USD | 115 | (4) |
| Societe Generale | 07/02/25 | USD | 5937 | JPY | 861100 | 24 |
| Societe Generale | 07/02/25 | USD | 101 | JPY | 14500 | (1) |
| Societe Generale | 08/05/25 | USD | 10 | MXN | 200 |  |
| Societe Generale | 08/05/25 | RON | 515 | USD | 118 | (1) |
| Societe Generale | 09/29/25 | JPY | 861100 | USD | 5996 | (27) |
| Standard Chartered | 07/09/25 | USD | 306 | ZAR | 6071 | 36 |
| Standard Chartered | 07/09/25 | USD | 540 | THB | 17649 | 3 |
| Standard Chartered | 07/09/25 | KRW | 961110 | USD | 669 | (43) |
| Standard Chartered | 07/09/25 | IDR | 9891205 | USD | 605 | (5) |
| State Street | 07/02/25 | USD | 14 | CAD | 19 |  |
| State Street | 07/02/25 | USD | 51 | MXN | 1000 | 2 |
| State Street | 07/02/25 | USD | 51 | AUD | 80 | 1 |
| State Street | 07/02/25 | USD | 54 | GBP | 40 | 1 |
| State Street | 07/02/25 | CHF | 85 | USD | 104 | (3) |
| State Street | 07/02/25 | NZD | 85 | USD | 51 |  |
| State Street | 07/02/25 | GBP | 140 | USD | 186 | (6) |
| State Street | 07/02/25 | USD | 10 | JPY | 1400 |  |
| State Street | 07/02/25 | USD | 165 | JPY | 23800 | (1) |
| State Street | 07/02/25 | EUR | 712 | USD | 800 | (35) |
| State Street | 07/02/25 | CAD | 1730 | USD | 1222 | (46) |
| State Street | 07/02/25 | MXN | 1800 | USD | 89 | (6) |
| State Street | 07/09/25 | ZAR | 358 | USD | 20 |  |
| State Street | 07/09/25 | USD | 4179 | GBP | 3046 | (5) |
| State Street | 07/09/25 | USD | 4254 | AUD | 6508 | 11 |
| State Street | 07/09/25 | USD | 5949 | JPY | 855053 | (23) |
| State Street | 07/09/25 | USD | 8289 | CAD | 11361 | 41 |
| State Street | 07/09/25 | USD | 59070 | EUR | 50318 | 33 |
| State Street | 08/05/25 | USD | 14 | CAD | 19 |  |
| State Street | 08/05/25 | USD | 20 | MXN | 400 | 1 |
| State Street | 08/05/25 | USD | 54 | GBP | 40 | 1 |
| State Street | 08/05/25 | USD | 10 | JPY | 1400 |  |
| State Street | 08/05/25 | USD | 166 | JPY | 23800 | (1) |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**International Fixed Income Fund** (Continued)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| State Street | 08/05/25 | MXN | 1130 | USD | 57 | $(3) |
| State Street | 08/05/25 | AUD | 2590 | USD | 1658 | (40) |
| State Street | 09/02/25 | USD | 14 | CAD | 19 |  |
| State Street | 09/02/25 | USD | 54 | GBP | 40 | 1 |
| State Street | 09/02/25 | USD | 146 | CNY | 1040 |  |
| State Street | 09/02/25 | USD | 10 | JPY | 1400 |  |
| State Street | 09/02/25 | USD | 167 | JPY | 23800 | (1) |
| State Street | 09/29/25 | USD | 137 | EUR | 116 |  |
| State Street | 09/29/25 | GBP | 137 | USD | 188 |  |
| State Street | 09/29/25 | JPY | 30700 | USD | 215 |  |
| State Street | 09/30/25 | AUD | 1039 | USD | 680 | (2) |
| State Street | 10/16/25 | USD | 20 | ZAR | 358 |  |
| State Street | 10/16/25 | GBP | 3046 | USD | 4181 | 6 |
| State Street | 10/16/25 | AUD | 6508 | USD | 4264 | (10) |
| State Street | 10/16/25 | CAD | 7932 | USD | 5838 | (8) |
| State Street | 10/16/25 | EUR | 50318 | USD | 59454 | (28) |
| State Street | 10/16/25 | JPY | 855053 | USD | 6015 | 22 |
| TD Securities | 07/02/25 | GBP | 37 | USD | 50 | (1) |
| TD Securities | 07/02/25 | CHF | 40 | USD | 49 | (1) |
| TD Securities | 07/02/25 | USD | 148 | AUD | 230 | 3 |
| TD Securities | 07/02/25 | CAD | 310 | USD | 227 |  |
| TD Securities | 07/02/25 | USD | 212 | JPY | 31100 | 3 |
| TD Securities | 07/02/25 | USD | 1881 | JPY | 270441 | (9) |
| TD Securities | 07/09/25 | USD | 314 | ZAR | 6245 | 37 |
| TD Securities | 07/09/25 | USD | 439 | SEK | 4158 | (3) |
| TD Securities | 07/09/25 | USD | 455 | KRW | 630839 | 12 |
| TD Securities | 07/09/25 | USD | 2619 | CHF | 2087 | 7 |
| TD Securities | 07/09/25 | KRW | 545522 | USD | 398 | (6) |
| TD Securities | 08/05/25 | USD | 24 | NZD | 40 |  |
| TD Securities | 08/05/25 | USD | 39 | AUD | 60 | 1 |
| TD Securities | 08/05/25 | USD | 160 | EUR | 138 | 2 |
| TD Securities | 08/05/25 | EUR | 182 | USD | 206 | (8) |
| TD Securities | 09/02/25 | EUR | 6 | USD | 7 |  |
| TD Securities | 10/16/25 | CHF | 2087 | USD | 2651 | (8) |
| TD Securities | 10/16/25 | SEK | 4158 | USD | 442 | 3 |
| UBS | 07/02/25 | USD | 9 | MXN | 179 |  |
| UBS | 07/02/25 | USD | 14 | EUR | 12 |  |
| UBS | 07/02/25 | AUD | 145 | USD | 94 | (1) |
| UBS | 07/02/25 | USD | 203 | NOK | 2050 | (1) |
| UBS | 07/02/25 | USD | 462 | HUF | 160200 | 9 |
| UBS | 07/02/25 | USD | 1051 | RON | 4580 | 7 |
| UBS | 07/02/25 | RON | 4580 | USD | 1026 | (32) |
| UBS | 07/02/25 | CNY | 42873 | USD | 5907 | (76) |
| UBS | 07/09/25 | USD | 150 | NOK | 1569 | 6 |
| UBS | 07/09/25 | USD | 233 | THB | 7697 | 4 |
| UBS | 07/09/25 | USD | 27 | THB | 881 |  |
| UBS | 07/09/25 | USD | 310 | KRW | 443533 | 19 |
| UBS | 07/09/25 | USD | 1240 | IDR | 20811791 | 42 |
| UBS | 07/09/25 | ZAR | 15128 | USD | 846 | (5) |
| UBS | 08/04/25 | CNY | 42873 | USD | 5922 | (85) |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**International Fixed Income Fund** (Continued)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| UBS | 08/05/25 | EUR | 98 | USD | 112 | $(4) |
| UBS | 08/05/25 | CAD | 1567 | USD | 1140 | (11) |
| UBS | 08/05/25 | NOK | 2050 | USD | 203 | 1 |
| UBS | 08/05/25 | RON | 4580 | USD | 1049 | (8) |
| UBS | 08/05/25 | HUF | 160200 | USD | 461 | (9) |
| UBS | 10/16/25 | THB | 881 | USD | 27 |  |
| Wells Fargo | 07/09/25 | USD | 612 | COP | 2684826 | 45 |
| Westpac Banking | 07/02/25 | CHF | 40 | USD | 49 | (1) |
| Westpac Banking | 07/02/25 | USD | 51 | NZD | 85 |  |
| Westpac Banking | 07/02/25 | NZD | 85 | USD | 51 | (1) |
| Westpac Banking | 07/02/25 | EUR | 89 | USD | 102 | (3) |
| Westpac Banking | 07/02/25 | USD | 191 | JPY | 27400 | (1) |
|  |  |  |  |  |  | $(12285) |

---

A list of open OTC swap agreements held by the Fund at June 30, 2025, are as follows:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** |
| **Counterparty** | **Reference Entity/ Obligation** | **Buy/Sell Protection** | **(Pays)/Receives Rate** | **Payment Frequency** | **Termination Date** | **Notional Amount<br> (Thousands)** | **Value<br> (Thousands)** | **Upfront Payments/ Receipts<br> (Thousands)** | **Net Unrealized<br> Appreciation<br> (Depreciation)<br> (Thousands)** |
| Barclays Bank PLC | MEX (100) JUN-30 | Buy | 1.00% | Quarterly | 06/20/2030 | $846 | $3 | $15 | $(12) |
| Goldman Sachs | MEX (100) JUN-30 | Buy | 1.00% | Quarterly | 06/20/2030 | 528 | 1 | 9 | (8) |
|  |  |  |  |  |  |  | $4 | $24 | $(20) |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**International Fixed Income Fund** (Concluded)

A list of the open centrally cleared swap agreements held by the Fund at June 30, 2025, is as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** |
| **Fund Pays** | **Fund Receives** | **Payment Frequency** | **Termination Date** | **Currency** | **Notional Amount<br> (Thousands)** | **Value<br> (Thousands)** | **Upfront Payments/ Receipts<br> (Thousands)** | **Net Unrealized<br> Appreciation<br> (Depreciation)<br> (Thousands)** |
| 4.44604% | GBP-SONIA-COMPOUND | Annually | 03/24/2055 | GBP | 775 | $1 | $– | $1 |
| China 7-Day Reverse Repo Rate | 2.0125% | Quarterly | 06/19/2029 | CNY | 98000 | 284 |  | 284 |
| China 7-Day Reverse Repo Rate | 2.007% | Quarterly | 06/19/2029 | CNY | 85000 | 244 |  | 244 |
| China 7-Day Reverse Repo Rate | 2.0088% | Quarterly | 06/19/2029 | CNY | 3700 | 11 |  | 11 |
| China 7-Day Reverse Repo Rate | 1.376% FIXED | Quarterly | 12/24/2029 | CNY | 28220 | (17) |  | (17) |
| 0.7099% | JPY-TONA-OIS-COMPOUND | Annually | 05/16/2027 | JPY | 2158420 | 2 |  | 2 |
| 1.87% | JPY-TONA-OIS-COMPOUND | Annually | 04/11/2055 | JPY | 8532 | 4 |  | 4 |
| 1.88% | JPY-TONA-OIS-COMPOUND | Annually | 04/11/2055 | JPY | 8532 | 4 |  | 4 |
| 3-Month KRW - CDC | 2.7895% | Quarterly | 11/27/2029 | KRW | 844300 | 8 |  | 8 |
| 0.836% | JPY-TONA-OIS-COMPOUND | Annually | 03/14/2027 | JPY | 2361000 | (38) |  | (38) |
| USD-SOFR-COMPOUND | 3.743% | Annually | 05/22/2027 | USD | 15861 | 64 |  | 64 |
| USD-SOFR-COMPOUND | 3.768% | Annually | 05/22/2027 | USD | 15959 | 72 |  | 72 |
| USD-SOFR-COMPOUND | 3.742% | Annually | 05/27/2027 | USD | 16000 | 66 |  | 66 |
| USD-SOFR-COMPOUND | 3.5468% | Annually | 09/17/2027 | USD | 3200 | 12 |  | 12 |
| 3.364% | USD-SOFR-COMPOUND | Annually | 08/20/2054 | USD | 2840 | 275 | – | 275 |
|  |  |  |  |  |  | $992 | $– | $992 |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** |
| **Reference Entity/ Obligation** | **Buy/Sell Protection** | **(Pays)/Receives Rate** | **Payment Frequency** | **Termination Date** | **Notional Amount<br> (Thousands)** | **Value<br> (Thousands)** | **Upfront Payments/ Receipts<br> (Thousands)** | **Net Unrealized<br> Appreciation<br> (Depreciation)<br> (Thousands)** |
| CDX HY S44 JUN-30 | Buy | 5.00% | Quarterly | 06/20/2030 | $2125 | $(159) | $(128) | $(31) |
| CDX IG S44 JUN-30 | Buy | 1.00% | Quarterly | 06/20/2030 | 6372 | (140) | (120) | (20) |
| CDX IG S44 JUN-30 | Buy | 1.00% | Quarterly | 06/20/2030 | 8488 | (187) | (160) | (27) |
| ITRAXX MAIN S43 JUN | Buy | 1.00% | Quarterly | 06/20/2030 | 1814 | (45) | (38) | (7) |
| ITRAXX MAIN S43 JUN | Buy | 1.00% | Quarterly | 06/20/2030 | 1992 | (49) | (41) | (8) |
| ITRAXX MAIN S43 JUN | Buy | 1.00% | Quarterly | 06/20/2030 | 3124 | (79) | (67) | (12) |
| ITRAXX XOVER S43 JU | Buy | 5.00% | Quarterly | 06/20/2030 | 857 | (94) | (90) | (4) |
| ITRAXX XOVER S43 JU | Buy | 5.00% | Quarterly | 06/20/2030 | 572 | (63) | (59) | (4) |
| ITRAXX XOVER S43 JU | Buy | 5.00% | Quarterly | 06/20/2030 | 2348 | (257) | (190) | (67) |
| ITRAXX XOVER S43 JU | Buy | 5.00% | Quarterly | 06/20/2030 | 3671 | (402) | (351) | (51) |
|  |  |  |  |  |  | $(1475) | $(1244) | $(231) |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $363,789 ($ Thousands). |
| (A) | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On June 30, 2025, the value of these securities amounted to $48,519 ($ Thousands), representing 13.3% of the Net Assets of the Fund. |
| (B) | Security is in default on interest payment. |
| (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) | Perpetual security with no stated maturity date. |
| (E) | No interest rate available. |
| (F) | Zero coupon security.  |
| (G) | Interest rate represents the security's effective yield at the time of purchase. |

---

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

See "Glossary" for abbreviations.

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**Emerging Markets Debt Fund** 

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS — 92.5%** | **GLOBAL BONDS — 92.5%** | **GLOBAL BONDS — 92.5%** |
| **Angola — 0.5%** | **Angola — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;Angolan Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.375%, 05/08/2048 | $1150 | $914 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 04/14/2032 | 1536 | 1357 |
| &nbsp;&nbsp;&nbsp;Angolan Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 11/26/2029 | 739 | 669 |
| &nbsp;&nbsp;&nbsp;Republic of Angola Via Avenir Issuer II Ireland DAC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.927%, 02/19/2027 | 1417 | 1329 |
|  |  | 4269 |
| **Argentina — 2.1%** | **Argentina — 2.1%** |  |
| &nbsp;&nbsp;&nbsp;Argentina Treasury Bond BONTE  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29.500%, 05/30/2030 | 940000 | 828 |
| &nbsp;&nbsp;&nbsp;Argentine Republic Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 07/09/2035(A) | $6433 | 4328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 07/09/2046(A) | 3694 | 2422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 07/09/2035(A) | 2900 | 2248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 07/09/2046(A) | 235 | 172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 07/09/2041(A) | $1235 | 763 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 07/09/2029 | 882 | 738 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 07/09/2030(A) | 5029 | 4011 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 07/09/2029 | 12 | 11 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 07/09/2030 | 961 | 881 |
| &nbsp;&nbsp;&nbsp;Provincia de Buenos Aires MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 09/01/2037(A) | $2544 | 1842 |
| &nbsp;&nbsp;&nbsp;Republic of Argentina  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000% 12/15/2035 (B)(C) | 1232 | 124 |
| &nbsp;&nbsp;&nbsp;Vista Energy Argentina SAU  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 06/10/2033(D) | $1342 | 1356 |
|  |  | 19724 |
| **Armenia — 0.2%** | **Armenia — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Republic of Armenia International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 03/12/2035 | 600 | 583 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 02/02/2031 | 1302 | 1126 |
|  |  | 1709 |
| **Azerbaijan — 0.1%** | **Azerbaijan — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Republic of Azerbaijan International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/01/2032 | 1339 | 1199 |
| **Bahamas — 0.9%** | **Bahamas — 0.9%** |  |
| &nbsp;&nbsp;&nbsp;Bahamas Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.950%, 10/15/2032 | 3820 | 4079 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 06/24/2036(D) | 4070 | 4131 |
|  |  | 8210 |
| **Bahrain — 1.2%** | **Bahrain — 1.2%** |  |
| &nbsp;&nbsp;&nbsp;Bahrain Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 10/12/2028 | 1168 | 1198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 09/20/2029 | 1794 | 1821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 09/19/2044 | 1030 | 850 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;Bahrain Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 01/25/2051 | $4550 | $3763 |
| &nbsp;&nbsp;&nbsp;CBB International Sukuk Programme WLL  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 07/07/2033(D) | 435 | 433 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 09/16/2027 | 2933 | 2815 |
|  |  | 10880 |
| **Barbados — 0.2%** | **Barbados — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Barbados Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 06/26/2035(D) | 2203 | 2211 |
| **Benin — 0.1%** | **Benin — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Benin Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 01/23/2041(D) | 331 | 318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 01/19/2052 | 458 | 448 |
|  |  | 766 |
| **Bermuda — 0.0%** | **Bermuda — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Bermuda Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 08/20/2030 | $221 | 196 |
| **Bolivia — 0.1%** | **Bolivia — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Bolivian Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/20/2028 | 1002 | 701 |
| **Brazil — 4.1%** | **Brazil — 4.1%** |  |
| &nbsp;&nbsp;&nbsp;Braskem Netherlands Finance BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 01/12/2031 | 210 | 184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 10/15/2034 | 1320 | 1057 |
| &nbsp;&nbsp;&nbsp;Brazil Notas do Tesouro Nacional, Serie B  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 05/15/2035 | 3164 | 2403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 05/15/2045 | 1047 | 775 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 08/15/2050 | 3191 | 2340 |
| &nbsp;&nbsp;&nbsp;Brazil Notas do Tesouro Nacional, Serie F  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 01/01/2027 | 17347 | 3015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 01/01/2029 | 34707 | 5835 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 01/01/2031 | 22458 | 3611 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 01/01/2033 | 32607 | 5080 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 01/01/2035 | 18806 | 2841 |
| &nbsp;&nbsp;&nbsp;Brazilian Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 03/15/2035 | $7614 | 7688 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 01/14/2050 | 505 | 356 |
| &nbsp;&nbsp;&nbsp;MV24 Capital BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.748%, 06/01/2034 | 399 | 387 |
| &nbsp;&nbsp;&nbsp;Oceanica Lux  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.000%, 10/02/2029(D) | 295 | 279 |
| &nbsp;&nbsp;&nbsp;Raizen Fuels Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 07/08/2032(D) | 563 | 559 |
| &nbsp;&nbsp;&nbsp;Yinson Bergenia Production BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.498%, 01/31/2045(D) | 300 | 304 |
| &nbsp;&nbsp;&nbsp;Yinson Boronia Production BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.947%, 07/31/2042 | 843 | 897 |
|  |  | 37611 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**Emerging Markets Debt Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| **Bulgaria — 0.0%** | **Bulgaria — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Eastern European Electric BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 05/15/2030(D) | 250 | $302 |
| **Cameroon — 0.2%** | **Cameroon — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Republic of Cameroon International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.500%, 07/31/2031 | $200 | 186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 07/07/2032 | 1930 | 1770 |
|  |  | 1956 |
| **Canada — 0.0%** | **Canada — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Polaris Renewable Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.500%, 12/03/2029 | $250 | 258 |
| **Cayman Islands — 0.1%** | **Cayman Islands — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Neon Capital MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 01/06/2028(B)(C) | 122528 | 812 |
| **Chile — 1.4%** | **Chile — 1.4%** |  |
| &nbsp;&nbsp;&nbsp;Bonos de la Tesoreria de la Republica en pesos (D) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 04/01/2033 | 610000 | 667 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 10/01/2028 | 1000000 | 1069 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 09/01/2030 | 820000 | 849 |
| &nbsp;&nbsp;&nbsp;Chile Electricity Lux Mpc II Sarl  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.580%, 10/20/2035 | $391 | 391 |
| &nbsp;&nbsp;&nbsp;Chile Electricity Lux MPC Sarl  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.010%, 01/20/2033 | 651 | 674 |
| &nbsp;&nbsp;&nbsp;Chile Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 01/05/2036 | 3371 | 3303 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 05/07/2041 | 900 | 668 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 01/27/2032 | 310 | 272 |
| &nbsp;&nbsp;&nbsp;Empresa de los Ferrocarriles del Estado  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.830%, 09/14/2061 | 350 | 222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.068%, 08/18/2050 | 250 | 146 |
| &nbsp;&nbsp;&nbsp;Empresa Nacional del Petroleo  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.150%, 05/10/2033 | 1250 | 1282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 07/30/2034 | 257 | 260 |
| &nbsp;&nbsp;&nbsp;Nacional del Cobre de Chile  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.780%, 01/13/2055 | 1928 | 1975 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.780%, 01/13/2055(D) | 973 | 996 |
|  |  | 12774 |
| **China — 0.4%** | **China — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;China Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 11/20/2027(D) | 2568 | 2609 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 11/20/2027 | 261 | 266 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 10/26/2026 | 1190 | 1153 |
|  |  | 4028 |
| **Colombia — 4.6%** | **Colombia — 4.6%** |  |
| &nbsp;&nbsp;&nbsp;AI Candelaria - spain  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 06/15/2033 | 1180 | 1002 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;Banco Davivienda  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.125%, H15T5Y + 4.588%, 07/02/2035 (B)(D) | $660 | $662 |
| &nbsp;&nbsp;&nbsp;Colombia Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 04/25/2035 | 5254 | 5451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 02/26/2044 | 2032 | 1499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 05/15/2049 | 600 | 401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/15/2045 | 4543 | 3061 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 02/22/2042 | 3356 | 2119 |
| &nbsp;&nbsp;&nbsp;Colombian TES  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.250%, 02/09/2033 | 5320000 | 1362 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.500%, 07/25/2046 | 7665700 | 1700 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.000%, 08/22/2029 | 18300000 | 4468 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750% 09/18/2030  | 6290000 | 1326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 10/18/2034 | 21350300 | 3805 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 10/26/2050 | 21902400 | 3209 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 03/26/2031 | 8077900 | 1591 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 03/26/2031 | 1211900 | 239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 06/30/2032 | 9085700 | 1705 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 07/09/2036 | 11617600 | 1833 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000% 04/28/2028  | 14590300 | 3206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 11/03/2027 | 8322000 | 1872 |
| &nbsp;&nbsp;&nbsp;Ecopetrol  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 01/19/2036 | $200 | 193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875% 05/28/2045  | 1290 | 890 |
| &nbsp;&nbsp;&nbsp;EnfraGen Energia Sur  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 12/30/2030 | 400 | 358 |
| &nbsp;&nbsp;&nbsp;PA Autopista Rio Magdalena  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.050%, 06/15/2036 | 2298921 | 466 |
|  |  | 42418 |
| **Costa Rica — 0.5%** | **Costa Rica — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;Costa Rica Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.158%, 03/12/2045 | $2200 | 2271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 04/04/2044 | 300 | 306 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.550%, 04/03/2034 | 1821 | 1899 |
|  |  | 4476 |
| **Cote d'Ivoire — 0.2%** | **Cote d'Ivoire — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Ivory Coast Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 01/30/2037(D) | 529 | 510 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 01/30/2037 | 338 | 325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.075%, 04/01/2036(D) | 899 | 865 |
|  |  | 1700 |
| **Czechia — 0.2%** | **Czechia — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Czech Republic Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.950%, 07/30/2037 | 5510 | 202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 04/24/2040 | 58000 | 1856 |
|  |  | 2058 |
| **Dominican Republic — 1.7%** | **Dominican Republic — 1.7%** |  |
| &nbsp;&nbsp;&nbsp;Dominican Republic Central Bank Notes  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.000%, 12/05/2025 | 50960 | 850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.000%, 12/05/2025(D) | 236870 | 3963 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**Emerging Markets Debt Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;Dominican Republic International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.750%, 06/01/2036 | 30300 | $525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.050%, 02/03/2031 | $1197 | 1254 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.950%, 03/15/2037 | 4413 | 4487 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 01/30/2060 | 400 | 335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 01/21/2041 | 4900 | 4219 |
|  |  | 15633 |
| **Ecuador — 1.2%** | **Ecuador — 1.2%** |  |
| &nbsp;&nbsp;&nbsp;Ecuador Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.900%, 07/31/2030(A) | 3402 | 2951 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 07/31/2035(A) | 6970 | 5050 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/31/2040(A) | 2386 | 1499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 07/31/2030(E) | 1550 | 1119 |
|  |  | 10619 |
| **Egypt — 2.5%** | **Egypt — 2.5%** |  |
| &nbsp;&nbsp;&nbsp;Egypt Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25.318%, 08/13/2027 | 146800 | 3021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24.458%, 10/01/2027 | 13300 | 271 |
| &nbsp;&nbsp;&nbsp;Egypt Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875%, 05/29/2050 | $1710 | 1421 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.700%, 03/01/2049 | 3589 | 2944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.625%, 02/04/2030(D) | 1831 | 1849 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.625%, 02/04/2030 | 200 | 202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 01/31/2047 | 7450 | 6038 |
| &nbsp;&nbsp;&nbsp;Egypt Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 04/11/2031 | 720 | 785 |
| &nbsp;&nbsp;&nbsp;Egypt Treasury Bills  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 07/08/2025(E)(F) | 12625 | 253 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 07/15/2025(E)(F) | 22675 | 443 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 08/05/2025(E)(F) | 102000 | 1998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 09/16/2025(E)(F) | 38000 | 722 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 09/30/2025(E)(F) | 10725 | 202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 10/14/2025(E)(F) | 4100 | 76 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 10/28/2025(E)(F) | 53000 | 978 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 12/09/2025(E)(F) | 23000 | 418 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 12/30/2025(E)(F) | 37675 | 674 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 04/28/2026(E)(F) | 57900 | 951 |
|  |  | 23246 |
| **El Salvador — 0.4%** | **El Salvador — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;El Salvador Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.650%, 11/21/2054 | $1746 | 1794 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 01/20/2050 | 1700 | 1411 |
|  |  | 3205 |
| **Ethiopia — 0.2%** | **Ethiopia — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Ethiopia International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 12/11/2024(G) | 1773 | 1631 |
| **Gabon — 0.2%** | **Gabon — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Gabon Blue Bond Master Trust Series 2  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.097%, 08/01/2038 | 200 | 200 |
| &nbsp;&nbsp;&nbsp;Gabon Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 11/24/2031 | 1947 | 1542 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 11/24/2031(D) | $200 | $159 |
|  |  | 1901 |
| **Georgia — 0.1%** | **Georgia — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Georgia Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 04/22/2026 | 1260 | 1227 |
| **Ghana — 0.9%** | **Ghana — 0.9%** |  |
| &nbsp;&nbsp;&nbsp;Ghana Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/03/2029(A) | 3863 | 3607 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/03/2029(A)(D) | 95 | 89 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/03/2035(A) | 2858 | 2210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 07/03/2026(E) | 2059 | 1995 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 01/03/2030(E) | 302 | 251 |
|  |  | 8152 |
| **Guatemala — 0.6%** | **Guatemala — 0.6%** |  |
| &nbsp;&nbsp;&nbsp;Guatemala Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.600%, 06/13/2036 | 3532 | 3581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 06/01/2050 | 1615 | 1460 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/03/2026 | 750 | 742 |
|  |  | 5783 |
| **Honduras — 0.1%** | **Honduras — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Honduras Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.625%, 11/27/2034 | 417 | 437 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 06/24/2030 | 519 | 496 |
|  |  | 933 |
| **Hungary — 2.1%** | **Hungary — 2.1%** |  |
| &nbsp;&nbsp;&nbsp;Hungary Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750% 10/22/2028  | 800000 | 2373 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/23/2028 | 900000 | 2521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 10/22/2031 | 150000 | 366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/27/2038 | 580490 | 1110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/25/2041 | 535850 | 954 |
| &nbsp;&nbsp;&nbsp;Hungary Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 09/23/2055(D) | $4084 | 4115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 05/22/2028 | 1272 | 1314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 09/26/2035(D) | 300 | 301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/26/2036 | 4491 | 4329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 09/26/2030(D) | 839 | 847 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 09/21/2051 | 1399 | 823 |
|  |  | 19053 |
| **India — 0.9%** | **India — 0.9%** |  |
| &nbsp;&nbsp;&nbsp;Adani Green Energy UP  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.700%, 03/12/2042 | 1788 | 1649 |
| &nbsp;&nbsp;&nbsp;Adani Renewable Energy RJ MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 10/15/2039 | 626 | 505 |
| &nbsp;&nbsp;&nbsp;Export-Import Bank of India MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 01/15/2030 | 660 | 621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 01/13/2031 | 1294 | 1139 |
| &nbsp;&nbsp;&nbsp;India Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.300%, 06/19/2053 | 350010 | 4186 |
|  |  | 8100 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**Emerging Markets Debt Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| **Indonesia — 6.9%** | **Indonesia — 6.9%** |  |
| &nbsp;&nbsp;&nbsp;Indonesia Asahan Aluminium  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 05/15/2050 | $565 | $527 |
| &nbsp;&nbsp;&nbsp;Indonesia Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375% 09/15/2026  | 14819000 | 938 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.650%, 01/11/2053 | $2400 | 2378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 01/11/2033 | 1100 | 1103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 01/11/2028 | 1745 | 1759 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 03/31/2032 | 2058 | 1918 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 02/14/2030 | 2197 | 2058 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.000% 03/15/2029  | 31550000 | 2118 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750% 05/15/2031  | 13902000 | 948 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375% 03/15/2034  | 15107000 | 1034 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 04/15/2039 | 17819000 | 1236 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 05/15/2029 | 31168000 | 2048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250% 06/15/2032  | 11041000 | 743 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250% 05/15/2036  | 25814000 | 1769 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 08/15/2032 | 12336000 | 798 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 06/15/2035 | 4700000 | 307 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 05/15/2038 | 18751000 | 1212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 04/15/2040 | 24411000 | 1572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 06/15/2038 | 76346000 | 4808 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 08/15/2040 | 23545000 | 1472 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 06/15/2042 | 5650000 | 352 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 06/15/2043 | 30662000 | 1909 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 08/15/2045 | 17247000 | 1072 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000% 05/15/2027  | 4310000 | 270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 09/15/2030 | 27714000 | 1751 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 02/15/2033 | 43662000 | 2752 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 04/15/2029 | 35351000 | 2223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 08/15/2051 | 27747000 | 1676 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 07/15/2035 | 152739000 | 9485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 02/15/2034 | 24834000 | 1527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 07/15/2030 | 67940000 | 4217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 02/15/2031 | 43565000 | 2689 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 08/15/2028 | 19945000 | 1233 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 04/15/2032 | 8366000 | 511 |
| &nbsp;&nbsp;&nbsp;Pertamina Hulu Energi  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 05/21/2030(D) | $1538 | 1554 |
|  |  | 63967 |
| **Iraq — 0.7%** | **Iraq — 0.7%** |  |
| &nbsp;&nbsp;&nbsp;Iraq International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 01/15/2028 | 3173 | 3134 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 01/15/2028 | 3570 | 3527 |
|  |  | 6661 |
| **Israel — 0.4%** | **Israel — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;Israel Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.100%, 12/15/2096 | 1400 | 1846 |
| &nbsp;&nbsp;&nbsp;Israel Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 03/12/2054 | 262 | 242 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;Leviathan Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 06/30/2030(D) | $394 | $388 |
| &nbsp;&nbsp;&nbsp;State of Israel  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 05/13/2060 | 1360 | 882 |
|  |  | 3358 |
| **Ivory Coast — 0.2%** | **Ivory Coast — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Ivory Coast Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 03/22/2048 | 1650 | 1508 |
| **Jamaica — 0.1%** | **Jamaica — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Kingston Airport Revenue Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 12/15/2036(D) | $745 | 749 |
| &nbsp;&nbsp;&nbsp;TransJamaican Highway Ltd  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 10/10/2036 | 421 | 389 |
|  |  | 1138 |
| **Jordan — 0.4%** | **Jordan — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;Jordan Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 01/13/2029(D) | $821 | 842 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 01/13/2029 | 567 | 582 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 10/10/2047 | 2700 | 2393 |
|  |  | 3817 |
| **Kazakhstan — 0.5%** | **Kazakhstan — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;Development Bank of Kazakhstan JSC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 04/07/2030(D) | 565 | 569 |
| &nbsp;&nbsp;&nbsp;Kazakhstan Government International Bond (D) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 07/01/2037 | 500 | 503 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/01/2032 | 2265 | 2278 |
| &nbsp;&nbsp;&nbsp;KazMunayGas National JSC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 10/24/2048 | 1120 | 1035 |
|  |  | 4385 |
| **Kenya — 0.5%** | **Kenya — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;Kenya Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 05/22/2027 | 267 | 266 |
| &nbsp;&nbsp;&nbsp;Republic of Kenya Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.500%, 03/05/2036 | 1774 | 1665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.500%, 03/05/2036(D) | 808 | 760 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 02/28/2048 | 2751 | 2229 |
|  |  | 4920 |
| **Kyrgyzstan — 0.0%** | **Kyrgyzstan — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Kyrgyz Republic International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 06/03/2030(D) | 380 | 374 |
| **Latvia — 0.1%** | **Latvia — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Latvia Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 07/30/2034 | 600 | 600 |
| **Lebanon — 0.4%** | **Lebanon — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;Lebanon Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 05/17/2034(G) | 4412 | 827 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**Emerging Markets Debt Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;Lebanon Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 04/12/2049(G) | $7110 | $1335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 03/20/2028(G) | 164 | 31 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.400%, 05/26/2023(G) | 2649 | 498 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 12/31/2023(G) | 2239 | 420 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.100%, 10/04/2022(G) | 2311 | 433 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 04/14/2023(G) | 2787 | 523 |
|  |  | 4067 |
| **Luxembourg — 0.2%** | **Luxembourg — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Delphos Securities SARL - Compartment Bernina  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 04/08/2035 | 1500 | 1724 |
| **Macedonia — 0.0%** | **Macedonia — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;North Macedonia Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.960%, 03/13/2027 | 171 | 210 |
| **Madagascar — 0.1%** | **Madagascar — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Axian Telecom Holding & Management  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 07/11/2030(D) | $522 | 519 |
| **Malaysia — 6.1%** | **Malaysia — 6.1%** |  |
| &nbsp;&nbsp;&nbsp;Khazanah Global Sukuk MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.687%, 06/01/2028 | 149 | 150 |
| &nbsp;&nbsp;&nbsp;Malaysia Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.248% 09/15/2028  | 1839 | 464 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.893%, 06/08/2038 | 15969 | 4242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.696%, 10/15/2042 | 3303 | 874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.642%, 11/07/2033 | 13915 | 3573 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.504%, 04/30/2029 | 4500 | 1116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.498% 04/15/2030  | 9835 | 2461 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.457%, 03/31/2053 | 1997 | 508 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.065%, 06/15/2050 | 10317 | 2473 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.054%, 04/18/2039 | 4639 | 1143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.955% 09/15/2025  | 46339 | 11025 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.906%, 07/15/2026 | 8680 | 2080 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 11/30/2026 | 2864 | 688 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.885%, 08/15/2029 | 10972 | 2665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.828%, 07/05/2034 | 16001 | 3885 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.757%, 05/22/2040 | 8460 | 2014 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.733%, 06/15/2028 | 11691 | 2820 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.582%, 07/15/2032 | 11997 | 2879 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.502% 05/31/2027  | 9950 | 2382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.632%, 04/15/2031 | 9526 | 2172 |
| &nbsp;&nbsp;&nbsp;Malaysia Government Investment Issue  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.369%, 10/31/2028 | 1200 | 295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.119%, 11/30/2034 | 1248 | 310 |
| &nbsp;&nbsp;&nbsp;Petronas Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.848%, 04/03/2055(D) | $1833 | 1859 |
| &nbsp;&nbsp;&nbsp;Petronas Capital MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.404%, 04/28/2061 | 3171 | 2067 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.480%, 01/28/2032 | $2066 | $1801 |
|  |  | 55946 |
| **Mexico — 7.7%** | **Mexico — 7.7%** |  |
| &nbsp;&nbsp;&nbsp;Braskem Idesa SAPI  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.990%, 02/20/2032 | 2090 | 1451 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 03/02/2028 | 15000 | 796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 03/01/2029 | 128395 | 6783 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 02/28/2030 | 130000 | 6835 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 05/24/2035 | 10700 | 536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 11/07/2047 | 69541 | 3064 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 07/31/2053 | 65873 | 2873 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750% 11/23/2034  | 59716 | 2887 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750% 11/13/2042  | 93366 | 4099 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500% 06/03/2027  | 39425 | 2063 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 05/26/2033 | 26083 | 1263 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos, Ser M20  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500% 05/31/2029  | 95000 | 5016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750% 05/29/2031  | 105340 | 5311 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos, Ser M30  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500% 11/18/2038  | 59956 | 2918 |
| &nbsp;&nbsp;&nbsp;Mexico Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 05/13/2055 | $3310 | 3412 |
| &nbsp;&nbsp;&nbsp;Mexico Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 10/12/2110 | 240 | 189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 03/19/2114 | 5600 | 5296 |
| &nbsp;&nbsp;&nbsp;Petroleos Mexicanos  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.690%, 01/23/2050 | $11540 | 9077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 06/15/2035 | 2288 | 1928 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 01/23/2045 | 1335 | 946 |
| &nbsp;&nbsp;&nbsp;Petroleos Mexicanos MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 09/21/2047 | 6043 | 4377 |
|  |  | 71120 |
| **Mongolia — 0.1%** | **Mongolia — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Development Bank of Mongolia  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 07/03/2028 | 700 | 691 |
| &nbsp;&nbsp;&nbsp;Mongolia Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.650%, 01/19/2028 | 208 | 218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 02/25/2030(D) | 200 | 196 |
|  |  | 1105 |
| **Montenegro — 0.0%** | **Montenegro — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Montenegro Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 03/12/2031 | 300 | 310 |
| **Morocco — 0.2%** | **Morocco — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Morocco Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/15/2050 | 600 | 409 |
| &nbsp;&nbsp;&nbsp;OCP SA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 05/02/2054(D) | 1254 | 1253 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**Emerging Markets Debt Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 05/02/2054 | $365 | $364 |
|  |  | 2026 |
| **Mozambique — 0.1%** | **Mozambique — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Mozambique International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.000%, 09/15/2031(A) | 1073 | 883 |
| **Nigeria — 1.8%** | **Nigeria — 1.8%** |  |
| &nbsp;&nbsp;&nbsp;Nigeria Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.375%, 12/09/2034 | 2080 | 2190 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.375%, 12/09/2034(D) | 539 | 568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 11/21/2025 | 2290 | 2298 |
| &nbsp;&nbsp;&nbsp;Nigeria Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 09/28/2051 | 2000 | 1656 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 09/28/2033 | 1540 | 1376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 09/28/2028 | 930 | 888 |
| &nbsp;&nbsp;&nbsp;Nigeria OMO Bill  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 09/30/2025(E)(F) | 2334319 | 1426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 12/02/2025(E)(F) | 2551881 | 1496 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 12/09/2025(E)(F) | 2640000 | 1538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 01/06/2026(E)(F) | 864501 | 496 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 02/10/2026(E)(F) | 351600 | 197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 02/23/2026(E)(F) | 1707000 | 952 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 02/24/2026(E)(F) | 1039421 | 579 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 03/31/2026(E)(F) | 1400000 | 768 |
|  |  | 16428 |
| **North Macedonia — 0.4%** | **North Macedonia — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;North Macedonia Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.675%, 06/03/2026 | 2735 | 3211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625%, 03/10/2028 | 650 | 714 |
|  |  | 3925 |
| **Oman — 1.1%** | **Oman — 1.1%** |  |
| &nbsp;&nbsp;&nbsp;EDO Sukuk  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.662%, 07/03/2031 | $1020 | 1038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.662%, 07/03/2031(D) | 978 | 994 |
| &nbsp;&nbsp;&nbsp;Mazoon Assets SAOC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 10/09/2031(D) | 785 | 783 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 10/09/2031 | 233 | 232 |
| &nbsp;&nbsp;&nbsp;Oman Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 01/25/2051 | 1089 | 1157 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 10/28/2027 | 2300 | 2404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 01/17/2048 | 3375 | 3487 |
|  |  | 10095 |
| **Pakistan — 0.3%** | **Pakistan — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;Pakistan Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 12/05/2027 | 1641 | 1551 |
| &nbsp;&nbsp;&nbsp;Pakistan Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875%, 04/08/2051 | 1300 | 1063 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 04/08/2031 | 200 | 178 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;Pakistan Water & Power Development Authority  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 06/04/2031 | $510 | $408 |
|  |  | 3200 |
| **Panama — 1.0%** | **Panama — 1.0%** |  |
| &nbsp;&nbsp;&nbsp;Panama Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.125%, 04/28/2034 | 478 | 512 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 03/01/2038 | 3328 | 3566 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/16/2050 | 3653 | 2463 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/01/2056 | 3612 | 2337 |
|  |  | 8878 |
| **Paraguay — 0.2%** | **Paraguay — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Paraguay Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 08/21/2033 | 1248 | 1273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 04/28/2031 | 438 | 435 |
|  |  | 1708 |
| **Peru — 3.4%** | **Peru — 3.4%** |  |
| &nbsp;&nbsp;&nbsp;Peru Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.600%, 08/12/2039(D) | 7310 | 2190 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.300%, 08/12/2033(D) | 10676 | 3275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.950%, 08/12/2031 | 4800 | 1468 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.150%, 08/12/2032 | 1000 | 291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 08/12/2034 | 31946 | 8496 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350%, 08/12/2040 | 2208 | 533 |
| &nbsp;&nbsp;&nbsp;Peru LNG Srl  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 03/22/2030 | $917 | 862 |
| &nbsp;&nbsp;&nbsp;Peruvian Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.900%, 08/12/2037 | 2426 | 694 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.850%, 02/12/2042 | 613 | 172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.200%, 06/30/2055 | $2329 | 2338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.940%, 02/12/2029 | 5394 | 1593 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/30/2036 | $1262 | 1263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 02/08/2035 | 1239 | 1237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 01/15/2072 | 1200 | 736 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.783%, 01/23/2031 | 1323 | 1184 |
| &nbsp;&nbsp;&nbsp;Petroleos del Peru  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 06/19/2047 | 8020 | 5054 |
|  |  | 31386 |
| **Philippines — 1.2%** | **Philippines — 1.2%** |  |
| &nbsp;&nbsp;&nbsp;Philippine Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 07/27/2030 | 50000 | 899 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 02/28/2029 | 125000 | 2233 |
| &nbsp;&nbsp;&nbsp;Philippine Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.170%, 10/13/2027 | $1970 | 2006 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 05/05/2045 | 700 | 480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 12/10/2045 | 3374 | 2189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.950%, 01/06/2032 | 4103 | 3476 |
|  |  | 11283 |
| **Poland — 3.7%** | **Poland — 3.7%** |  |
| &nbsp;&nbsp;&nbsp;Republic of Poland Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 07/25/2028 | 18000 | 5377 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**Emerging Markets Debt Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 10/25/2033 | 7486 | $2158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 10/25/2034 | 7636 | 2048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 04/25/2028 | 1813 | 478 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 10/25/2029 | 239 | 61 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 04/25/2032 | 29640 | 6612 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 10/25/2030 | 11742 | 2701 |
| &nbsp;&nbsp;&nbsp;Republic of Poland Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/04/2053 | $100 | 93 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/18/2054 | 3369 | 3116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 02/12/2035 | 5344 | 5441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 09/18/2034 | 3750 | 3758 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 02/12/2030 | 2213 | 2256 |
|  |  | 34099 |
| **Qatar — 0.4%** | **Qatar — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;Qatar Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/23/2028 | 3356 | 3383 |
| **Romania — 2.4%** | **Romania — 2.4%** |  |
| &nbsp;&nbsp;&nbsp;Romania Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 04/29/2030 | 18700 | 4417 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.300%, 04/25/2029 | 11000 | 2449 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 07/25/2029 | 7300 | 1540 |
| &nbsp;&nbsp;&nbsp;Romanian Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 02/10/2037 | $5084 | 5277 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 01/30/2034 | 2100 | 2056 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 03/24/2035 | 3540 | 3269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/12/2029 | 1600 | 342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 02/14/2051 | $1898 | 1186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/14/2031 | 888 | 759 |
| &nbsp;&nbsp;&nbsp;Romanian Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 01/17/2053 | 1250 | 1263 |
|  |  | 22558 |
| **Russia — 0.0%** | **Russia — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Russian Foreign Bond - Eurobond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500% 03/31/2030 (G) |  |  |
| &nbsp;&nbsp;&nbsp;Telecommunications co Telekom Srbija AD Belgrade  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 10/28/2029 | 200 | 200 |
| &nbsp;&nbsp;&nbsp;Vnesheconombank Via VEB Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.800%, 11/22/2025 | 580 | 18 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.800%, 11/22/2025(D) | 150 | 8 |
|  |  | 226 |
| **Rwanda — 0.1%** | **Rwanda — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Rwanda International Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 08/09/2031 | 580 | 494 |
| **Saudi Arabia — 1.7%** | **Saudi Arabia — 1.7%** |  |
| &nbsp;&nbsp;&nbsp;Acwa Power Management And Investments One  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 12/15/2039 | 941 | 932 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;Ma'aden Sukuk  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 02/13/2030(D) | $572 | $582 |
| &nbsp;&nbsp;&nbsp;Saudi Arabian Oil MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 07/17/2064(D) | 2324 | 2122 |
| &nbsp;&nbsp;&nbsp;Saudi Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/18/2053 | 4556 | 3879 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 01/16/2030 | 990 | 999 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 01/16/2030(D) | 4475 | 4513 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 10/04/2047 | 2900 | 2416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 01/21/2055 | 870 | 592 |
|  |  | 16035 |
| **Senegal — 0.2%** | **Senegal — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Senegal Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 03/13/2048 | 740 | 445 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 05/23/2033 | 1028 | 675 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 06/08/2037 | 420 | 304 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/13/2028 | 250 | 231 |
|  |  | 1655 |
| **Serbia — 0.4%** | **Serbia — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;Serbia International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 06/12/2034 | $1300 | 1310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 12/01/2030 | 1496 | 1262 |
| &nbsp;&nbsp;&nbsp;Serbia International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.050%, 09/23/2036 | 709 | 632 |
|  |  | 3204 |
| **South Africa — 5.7%** | **South Africa — 5.7%** |  |
| &nbsp;&nbsp;&nbsp;Eskom Holdings SOC MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 09/15/2033 | 35000 | 1633 |
| &nbsp;&nbsp;&nbsp;Republic of South Africa Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.625%, 03/31/2053 | 36160 | 2132 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.000%, 01/31/2040 | 91138 | 4431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875% 02/28/2035  | 89448 | 4696 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750% 01/31/2044  | 170838 | 7805 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750% 02/28/2048  | 164557 | 7428 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500% 01/31/2037  | 29297 | 1434 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250% 03/31/2032  | 40359 | 2167 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000% 01/31/2030  | 135100 | 7472 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500% 02/28/2041  | 38244 | 1451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250% 03/31/2036  | 46479 | 1948 |
| &nbsp;&nbsp;&nbsp;Republic of South Africa Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.100%, 11/19/2036 | $406 | 403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 09/30/2049 | 10525 | 7904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 10/12/2028 | 1100 | 1062 |
| &nbsp;&nbsp;&nbsp;Transnet SOC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 02/06/2028(D) | 517 | 535 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 02/06/2028 | 430 | 445 |
|  |  | 52946 |
| **Sri Lanka — 0.8%** | **Sri Lanka — 0.8%** |  |
| &nbsp;&nbsp;&nbsp;Sri Lanka Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/15/2028 | 300 | 281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 06/15/2035(A)(D) | 1916 | 1307 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**Emerging Markets Debt Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 06/15/2035(A) | $687 | $468 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 05/15/2036(A) | 1138 | 925 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 05/15/2036(A)(D) | 243 | 198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 02/15/2038(A) | 2278 | 1855 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 02/15/2038(A)(D) | 950 | 774 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 03/15/2033(A) | 1429 | 1154 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 01/15/2030(A) | 518 | 462 |
|  |  | 7424 |
| **Supra-National — 2.8%** | **Supra-National — 2.8%** |  |
| &nbsp;&nbsp;&nbsp;Andina de Fomento MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.700%, 03/06/2029 | 190000 | 2262 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/30/2028 | 3000 | 826 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.100%, 01/23/2026 | 3116000 | 759 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 04/20/2043(E) | 7000 | 73 |
| &nbsp;&nbsp;&nbsp;Asian Infrastructure Investment Bank MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.200%, 07/02/2031 | 36100 | 430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.650%, 06/30/2033 | 302200 | 3518 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 02/08/2038(E) | 15200 | 256 |
| &nbsp;&nbsp;&nbsp;Inter-American Development Bank MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.350%, 10/06/2030 | 263000 | 3164 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 08/08/2033 | 224000 | 2678 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.050%, 07/22/2029 | 109000 | 1291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 07/13/2029 | 182600 | 2142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 04/17/2030 | 180000 | 2088 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 01/13/2031 | 22000 | 3192 |
| &nbsp;&nbsp;&nbsp;International Finance Corp MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 08/16/2028(E) | 16480000 | 2991 |
|  |  | 25670 |
| **Suriname — 0.2%** | **Suriname — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Suriname Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.950%, 07/15/2033 | $1445 | 1426 |
| **Swaziland — 0.1%** | **Swaziland — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Eswatini Government Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.875%, 05/08/2027 | 8000 | 460 |
| **Tajikistan — 0.1%** | **Tajikistan — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Republic of Tajikistan International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 09/14/2027 | $1075 | 1062 |
| **Thailand — 1.3%** | **Thailand — 1.3%** |  |
| &nbsp;&nbsp;&nbsp;Thailand Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 06/17/2043 | 82437 | 3056 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.390%, 06/17/2037 | 22914 | 834 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 06/17/2033 | 64763 | 2250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 06/17/2038 | 69684 | 2534 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 06/17/2034 | 28924 | 976 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 06/17/2052 | 1861 | 63 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 06/17/2042 | 44962 | 1384 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.600%, 12/17/2029 | 15300 | $473 |
|  |  | 11570 |
| **Trinidad & Tobago — 0.4%** | **Trinidad & Tobago — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;Heritage Petroleum  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.000%, 08/12/2029 | $1000 | 1020 |
| &nbsp;&nbsp;&nbsp;Port of Spain Waterfront Development  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 02/19/2040 | 1400 | 1391 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 02/19/2040(D) | 1039 | 1033 |
| &nbsp;&nbsp;&nbsp;Telecommunications Services of Trinidad & Tobago  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875%, 10/18/2029 | 610 | 616 |
|  |  | 4060 |
| **Turkey — 3.9%** | **Turkey — 3.9%** |  |
| &nbsp;&nbsp;&nbsp;Hazine Mustesarligi Varlik Kiralama (D) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.509%, 01/14/2029 | 1373 | 1463 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 09/01/2030 | 2111 | 2109 |
| &nbsp;&nbsp;&nbsp;TC Ziraat Bankasi  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 02/04/2030(D) | 1371 | 1366 |
| &nbsp;&nbsp;&nbsp;Turkey Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.875%, 01/15/2028 | 1968 | 2150 |
| &nbsp;&nbsp;&nbsp;Turkiye Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41.000%, 05/05/2027 | 50000 | 1313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36.000%, 08/12/2026 | 236000 | 5782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32.600%, 02/10/2027 | 60000 | 1431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30.000%, 09/12/2029 | 130000 | 3053 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27.700%, 09/27/2034 | 25678 | 619 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26.200%, 10/05/2033 | 212872 | 4940 |
| &nbsp;&nbsp;&nbsp;Turkiye Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 05/29/2032 | $1543 | 1549 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 05/11/2047 | 8085 | 6060 |
| &nbsp;&nbsp;&nbsp;Turkiye Ihracat Kredi Bankasi  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 07/03/2028(D) | 703 | 704 |
| &nbsp;&nbsp;&nbsp;Zorlu Enerji Elektrik Uretim  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.000%, 04/23/2030 | 3980 | 3671 |
|  |  | 36210 |
| **Ukraine — 0.8%** | **Ukraine — 0.8%** |  |
| &nbsp;&nbsp;&nbsp;NAK Naftogaz Ukraine via Kondor Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 07/19/2026(G) | 506 | 513 |
| &nbsp;&nbsp;&nbsp;NPC Ukrenergo  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 11/09/2026(G) | 731 | 596 |
| &nbsp;&nbsp;&nbsp;Ukraine Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 08/01/2041 (B)(G) | $1580 | 1126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 02/01/2029(A) | 235 | 145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 02/01/2034(A) | 526 | 271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 02/01/2035(A)(D) | 2324 | 1180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 02/01/2035(A) | 1781 | 905 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 02/01/2036(A) | 592 | 294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 02/01/2030(A)(C) | 205 | 98 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 02/01/2034(A)(C) | 2087 | 799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 02/01/2035(A)(C) | 2950 | 1382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 02/01/2035(A)(C)(D) | 507 | 238 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**Emerging Markets Debt Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 02/01/2036(A)(C) | $540 | $253 |
|  |  | 7800 |
| **United Arab Emirates — 1.4%** | **United Arab Emirates — 1.4%** |  |
| &nbsp;&nbsp;&nbsp;Abu Dhabi Developmental Holding PJSC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/06/2030(D) | 2408 | 2401 |
| &nbsp;&nbsp;&nbsp;Abu Dhabi Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 09/30/2049 | 3924 | 2670 |
| &nbsp;&nbsp;&nbsp;Abu Dhabi Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.700%, 03/02/2031 | 728 | 637 |
| &nbsp;&nbsp;&nbsp;Adnoc Murban Rsc  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 09/11/2054(D) | 1440 | 1310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 09/11/2054 | 542 | 491 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/11/2034(D) | 2132 | 2079 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/11/2034 | 1239 | 1208 |
| &nbsp;&nbsp;&nbsp;Finance Department Government of Sharjah MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/28/2050 | 2304 | 1468 |
| &nbsp;&nbsp;&nbsp;Pearl Petroleum  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.000%, 05/15/2028(D) | 700 | 739 |
|  |  | 13003 |
| **United States — 0.1%** | **United States — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Avianca Midco 2 PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.625%, 02/14/2030(D) | 798 | 736 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase Bank MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 09/18/2030(B)(D) | 4433000 | 281 |
|  |  | 1017 |
| **Uruguay — 1.2%** | **Uruguay — 1.2%** |  |
| &nbsp;&nbsp;&nbsp;Uruguay Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.750%, 07/20/2033 | 39700 | 1040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 10/28/2034 | $3141 | 3313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.442%, 02/14/2037 | 1328 | 1358 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100%, 06/18/2050 | 201 | 185 |
| &nbsp;&nbsp;&nbsp;Uruguay Monetary Regulation Bill  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 07/07/2025(E)(F) | 70100 | 1751 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 07/11/2025(E)(F) | 12103 | 302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 09/03/2025(E)(F) | 89700 | 2209 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 09/17/2025(E)(F) | 11000 | 270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 10/01/2025(E)(F) | 29900 | 731 |
|  |  | 11159 |
| **Uzbekistan — 1.3%** | **Uzbekistan — 1.3%** |  |
| &nbsp;&nbsp;&nbsp;Jscb Agrobank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.250%, 10/02/2029 | $300 | 318 |
| &nbsp;&nbsp;&nbsp;National Bank of Uzbekistan  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19.875%, 07/05/2027 | 4200000 | 343 |
| &nbsp;&nbsp;&nbsp;Republic of Uzbekistan International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16.250%, 10/12/2026(D) | 5740000 | 460 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15.500%, 02/25/2028(D) | 36240000 | 2872 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.947%, 05/25/2032(D) | $615 | 632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.947%, 05/25/2032 | 400 | 412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 05/29/2027 | 780 | 938 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 10/19/2031 | $1018 | 897 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;TBC Bank Group PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22.000%, 06/05/2028 | 20800000 | $| 1701 |
| &nbsp;&nbsp;&nbsp;Uzbek Industrial and Construction Bank ATB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21.000%, 07/24/2027 | 10220000 |  | 827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.950%, 07/24/2029 | $800 |  | 842 |
| &nbsp;&nbsp;&nbsp;Uzbekneftegaz JSC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 05/07/2030(D) | 700 |  | 720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 11/16/2028 | 1492 |  | 1369 |
|  |  |  | 12331 |
| **Venezuela — 1.0%** | **Venezuela — 1.0%** |  |  |
| &nbsp;&nbsp;&nbsp;La Electricidad de Caracas  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 12/31/2059(G) | 1479 |  | 93 |
| &nbsp;&nbsp;&nbsp;Petroleos de Venezuela  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.750%, 05/17/2035(G) | 9310 |  | 1355 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.000%, 11/17/2021(G) | 4300 |  | 545 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 05/16/2024(G) | 7785 |  | 975 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 05/16/2025(G) | 2994 |  | 375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 11/15/2026(G) | 2078 |  | 259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/12/2037(G) | 1740 |  | 215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/12/2037(G) | 755 |  | 93 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 04/12/2027(G) | 2186 |  | 270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 04/12/2027(G) | 1563 |  | 193 |
| &nbsp;&nbsp;&nbsp;Venezuela Government International Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.750%, 08/23/2022(G) | 4208 |  | 746 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.950%, 08/05/2031(G) | 9883 |  | 1786 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.000%, 05/07/2026(G) | 6307 |  | 993 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 12/05/2024(G) | $235 |  | 37 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 10/13/2029(G) | 8548 |  | 1235 |
|  |  |  | 9170 |
| **Vietnam — 0.1%** | **Vietnam — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Mong Duong Finance Holdings BV  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 05/07/2029(D) | 796 |  | 777 |
| **Zambia — 0.3%** | **Zambia — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Zambia Government International Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 06/30/2033(A) | 1408 |  | 1292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 12/31/2053 | 1760 |  | 1192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 12/31/2053(D) | 50 |  | 34 |
|  |  |  | 2518 |
| Total Global Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $833,352) ($ Thousands) |  |  | 853539 |
| **U.S. TREASURY OBLIGATIONS — 1.4%** | **U.S. TREASURY OBLIGATIONS — 1.4%** | **U.S. TREASURY OBLIGATIONS — 1.4%** | **U.S. TREASURY OBLIGATIONS — 1.4%** |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Bill  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.258%, 08/07/2025 (F) | 4500 |  | 4480 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Note  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, USBMMY3M + 0.160%, 04/30/2027 (B) | 5000 |  | 5000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.338%, USBMMY3M + 0.098%, 01/31/2027 (B) | 400 |  | 400 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**Emerging Markets Debt Fund** (Continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **U.S. TREASURY OBLIGATIONS (continued)** | **U.S. TREASURY OBLIGATIONS (continued)** | **U.S. TREASURY OBLIGATIONS (continued)** | **U.S. TREASURY OBLIGATIONS (continued)** | **U.S. TREASURY OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 08/31/2029  | $| 3500 | $| 3416 |
| Total U.S. Treasury Obligations | Total U.S. Treasury Obligations | Total U.S. Treasury Obligations |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $13,176) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $13,176) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $13,176) ($ Thousands) |  | 13296 |
| **LOAN PARTICIPATIONS — 0.7%** | **LOAN PARTICIPATIONS — 0.7%** | **LOAN PARTICIPATIONS — 0.7%** | **LOAN PARTICIPATIONS — 0.7%** | **LOAN PARTICIPATIONS — 0.7%** |
| **Cote d'Ivoire — 0.5%** | **Cote d'Ivoire — 0.5%** | **Cote d'Ivoire — 0.5%** |  |  |
| &nbsp;&nbsp;&nbsp;Republic of Cote d'Ivoire, First Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.649%, 07/10/2025  |  | 1620 |  | 1902 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.028%, 03/18/2026  |  | 2210 |  | 2609 |
|  |  |  |  | 4511 |
| **Russia — 0.1%** | **Russia — 0.1%** | **Russia — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;SRBIJA |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.742%, 06/13/2029 (H) |  | 1000 |  | 1162 |
| **Tanzania — 0.1%** | **Tanzania — 0.1%** | **Tanzania — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;United Republic of Tanzania, First Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.584%, 04/28/2031  |  | 260 |  | 256 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| Total Loan Participations |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $5,533) ($ Thousands) |  | 5929 |
| **PURCHASED OPTIONS — 0.2%** | **PURCHASED OPTIONS — 0.2%** | **PURCHASED OPTIONS — 0.2%** |
| Total Purchased Options  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,477) ($ Thousands) |  | $2231 |
| Total Investments in Securities — 94.8% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $853,538) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $853,538) ($ Thousands)  | $874995 |
| **WRITTEN OPTIONS — (0.1)%** | **WRITTEN OPTIONS — (0.1)%** | **WRITTEN OPTIONS — (0.1)%** |
| Total Written Options  |  |  |
| &nbsp;&nbsp;&nbsp;(Premiums Received $761) ($ Thousands) |  | $(974) |
| **WRITTEN SWAPTIONS — (0.0)%** | **WRITTEN SWAPTIONS — (0.0)%** | **WRITTEN SWAPTIONS — (0.0)%** |
| Total Written Swaptions  |  |  |
| &nbsp;&nbsp;&nbsp;(Premiums Received $70) ($ Thousands) |  | $(50) |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| A list of open exchange traded options contracts for the Fund at June 30, 2025, is as follows: | A list of open exchange traded options contracts for the Fund at June 30, 2025, is as follows: | A list of open exchange traded options contracts for the Fund at June 30, 2025, is as follows: | A list of open exchange traded options contracts for the Fund at June 30, 2025, is as follows: | A list of open exchange traded options contracts for the Fund at June 30, 2025, is as follows: | A list of open exchange traded options contracts for the Fund at June 30, 2025, is as follows: |
| **Description** | **Number of Contracts** | **Notional Amount<br> (Thousands)** | **Exercise Price** | **Expiration Date** | **Value<br> (Thousands)** |
| **PURCHASED OPTIONS — 0.2%** | **PURCHASED OPTIONS — 0.2%** |  |  |  |  |
| **Put Options** |  | $– |  |  | $**–** |
| &nbsp;&nbsp;&nbsp;USD PUT/BRL CALL | 370000 | $1924 | $5.20 | 9/20/2025 | $45 |
| &nbsp;&nbsp;&nbsp;USD PUT/BRL CALL | 7600000 | 42180 | 5.55 | 9/20/2025 | 185 |
| &nbsp;&nbsp;&nbsp;USD PUT/BRL CALL | 7300000 | 40150 | 5.50 | 8/16/2025 | 137 |
| &nbsp;&nbsp;&nbsp;USD PUT/BRL CALL | 3700000 | 20424 | 5.52 | 9/20/2025 | 79 |
| &nbsp;&nbsp;&nbsp;USD PUT/CLP CALL | 7500000 | 6900000 | 920.00 | 8/16/2025 | 107 |
| &nbsp;&nbsp;&nbsp;USD PUT/HUF CALL | 400000 | 134000 | 335.00 | 10/18/2025 | 147 |
| &nbsp;&nbsp;&nbsp;USD PUT/HUF CALL | 7300000 | 2467400 | 338.00 | 9/20/2025 | 122 |
| &nbsp;&nbsp;&nbsp;USD PUT/IDR CALL | 7400000 | 118400000 | 16000.00 | 9/20/2025 | 67 |
| &nbsp;&nbsp;&nbsp;USD PUT/ILS CALL | 200000 | 660 | 3.30 | 9/20/2025 | 62 |
| &nbsp;&nbsp;&nbsp;USD PUT/ILS CALL | 6900000 | 23115 | 3.35 | 9/20/2025 | 105 |
| &nbsp;&nbsp;&nbsp;USD PUT/ILS CALL | 200000 | 640 | 3.20 | 12/20/2025 | 38 |
| &nbsp;&nbsp;&nbsp;USD PUT/KRW CALL | 300000 | 390000 | 1300.00 | 8/16/2025 | 37 |
| &nbsp;&nbsp;&nbsp;USD PUT/MXN CALL | 7400000 | 139860 | 18.90 | 8/16/2025 | 105 |
| &nbsp;&nbsp;&nbsp;USD PUT/MXN CALL | 7600000 | 144020 | 18.95 | 8/16/2025 | 136 |
| &nbsp;&nbsp;&nbsp;USD PUT/PLN CALL | 3800000 | 14098 | 3.71 | 9/20/2025 | 137 |
| &nbsp;&nbsp;&nbsp;USD PUT/PLN CALL | 5600000 | 19880 | 3.55 | 9/20/2025 | 58 |
| &nbsp;&nbsp;&nbsp;USD PUT/PLN CALL | 3800000 | 13984 | 3.68 | 8/16/2025 | 100 |
| &nbsp;&nbsp;&nbsp;USD PUT/ZAR CALL | 6800000 | 117980 | 17.35 | 9/20/2025 | 77 |
| &nbsp;&nbsp;&nbsp;USD PUT/ZAR CALL | 12200000 | 210450 | 17.25 | 12/20/2025 | 211 |
| &nbsp;&nbsp;&nbsp;USD PUT/ZAR CALL | 300000 | 5040 | 16.80 | 9/20/2025 | 38 |
| &nbsp;&nbsp;&nbsp;USD PUT/ZAR CALL | 7000000 | 127400 | 18.20 | 8/16/2025 | 229 |
|  |  | 129213205 |  |  | 2222 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**Emerging Markets Debt Fund** (Continued)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| A list of open exchange traded options contracts for the Fund at June 30, 2025, is as follows: | A list of open exchange traded options contracts for the Fund at June 30, 2025, is as follows: | A list of open exchange traded options contracts for the Fund at June 30, 2025, is as follows: | A list of open exchange traded options contracts for the Fund at June 30, 2025, is as follows: | A list of open exchange traded options contracts for the Fund at June 30, 2025, is as follows: | A list of open exchange traded options contracts for the Fund at June 30, 2025, is as follows: |
| **Description** | **Number of Contracts** | **Notional Amount<br> (Thousands)** | **Exercise Price** | **Expiration Date** | **Value<br> (Thousands)** |
| **PURCHASED OPTIONS (continued)** | **PURCHASED OPTIONS (continued)** |  |  |  |  |
| **Call Options** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;USD CALL/COP PUT | 3700000 | $16465000 | $4450.00 | 8/16/2025 | $9 |
| &nbsp;&nbsp;&nbsp;Total Purchased Options |  | $145678205 |  |  | $2231 |
| **WRITTEN OPTIONS — (0.1)%** | **WRITTEN OPTIONS — (0.1)%** |  |  |  |  |
| **Put Options** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;USD PUT/BRL CALL | (5550000) | $(29693) | 5.35 | 09/20/2025 | $(46) |
| &nbsp;&nbsp;&nbsp;USD PUT/BRL CALL | (10220000) | (54932) | 5.38 | 08/16/2025 | (86) |
| &nbsp;&nbsp;&nbsp;USD PUT/BRL CALL | (11400000) | (61560) | 5.40 | 09/20/2025 | (121) |
| &nbsp;&nbsp;&nbsp;USD PUT/CLP CALL | (11250000) | (10068750) | 895.00 | 08/16/2025 | (65) |
| &nbsp;&nbsp;&nbsp;USD PUT/COP CALL | (1850000) | (7492500) | 4050.00 | 08/16/2025 | (22) |
| &nbsp;&nbsp;&nbsp;USD PUT/HUF CALL | (10220000) | (3362380) | 329.00 | 09/20/2025 | (77) |
| &nbsp;&nbsp;&nbsp;USD PUT/IDR CALL | (8880000) | (138528000) | 15600.00 | 09/20/2025 | (28) |
| &nbsp;&nbsp;&nbsp;USD PUT/ILS CALL | (10350000) | (33638) | 3.25 | 09/20/2025 | (50) |
| &nbsp;&nbsp;&nbsp;USD PUT/MXN CALL | (8880000) | (164724) | 18.55 | 08/16/2025 | (44) |
| &nbsp;&nbsp;&nbsp;USD PUT/MXN CALL | (7600000) | (140600) | 18.50 | 08/16/2025 | (47) |
| &nbsp;&nbsp;&nbsp;USD PUT/PLN CALL | (5700000) | (20235) | 3.55 | 08/16/2025 | (39) |
| &nbsp;&nbsp;&nbsp;USD PUT/PLN CALL | (5700000) | (20349) | 3.57 | 09/20/2025 | (75) |
| &nbsp;&nbsp;&nbsp;USD PUT/ZAR CALL | (8500000) | (143650) | 16.90 | 09/20/2025 | (41) |
| &nbsp;&nbsp;&nbsp;USD PUT/ZAR CALL | (7000000) | (123200) | 17.60 | 08/16/2025 | (82) |
| &nbsp;&nbsp;&nbsp;USD PUT/ZAR CALL | (18300000) | (300120) | 16.40 | 12/20/2025 | (106) |
|  |  | (160544331) |  |  | (929) |
| **Call Options** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;USD CALL/BRL PUT | (7400000) | (44770) | 6.05 | 09/20/2025 | (22) |
| &nbsp;&nbsp;&nbsp;USD CALL/KRW PUT | (3750000) | (5437500) | 1450.00 | 08/16/2025 | (2) |
| &nbsp;&nbsp;&nbsp;USD CALL/PLN PUT | (3700000) | (14615) | 3.95 | 12/20/2025 | (21) |
|  |  | (5496885) |  |  | (45) |
| &nbsp;&nbsp;&nbsp;Total Written Options |  | $(166041216) |  |  | $(974) |

---

A list of open over the counter swaptions contracts for the Fund at June 30, 2025, are as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Counterparty** | **Number of Contracts/ Notional Amount** | **Exercise Price** | **Expiration Date** | **Value<br> (Thousands)** |
| **WRITTEN SWAPTIONS — 0.0%** | **WRITTEN SWAPTIONS — 0.0%** | **WRITTEN SWAPTIONS — 0.0%** |  |  |  |
| **Put Swaptions** | **Put Swaptions** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;PAY 3.828%/REC SOFR | Bank of America Merrill Lynch | $(7300000) | $3.83 | 08/16/2025 | $(9) |
| **Call Swaptions** | **Call Swaptions** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;REC 3.328%/PAY SOFR | Bank of America Merrill Lynch | (7300000) | 3.33 | 08/16/2025 | (41) |
| Total Written Swaptions |  | $(14600000) |  |  | $(50) |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**Emerging Markets Debt Fund** (Continued)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| A list of the open futures contracts held by the Fund at June 30, 2025, is as follows: | A list of the open futures contracts held by the Fund at June 30, 2025, is as follows: | A list of the open futures contracts held by the Fund at June 30, 2025, is as follows: | A list of the open futures contracts held by the Fund at June 30, 2025, is as follows: | A list of the open futures contracts held by the Fund at June 30, 2025, is as follows: | A list of the open futures contracts held by the Fund at June 30, 2025, is as follows: |
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value<br> (Thousands)** | **Unrealized Appreciation <br> (Depreciation)(Thousands)** |
| Short Contracts |  |  |  |  |  |
| &nbsp;&nbsp;Euro-Schatz | (14) | Sep-2025 | $(1719) | $(1763) | $2 |
| &nbsp;&nbsp;U.S. 2-Year Treasury Note | (18) | Sep-2025 | (3728) | (3744) | (16) |
| &nbsp;&nbsp;U.S. 5-Year Treasury Note | (24) | Sep-2025 | (2586) | (2616) | (30) |
| &nbsp;&nbsp;U.S. 10-Year Treasury Note | (39) | Sep-2025 | (4312) | (4373) | (61) |
|  |  |  | $(12345) | $(12496) | $(105) |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| A list of the open forward foreign currency contracts held by the Fund at June 30, 2025, is as follows: | A list of the open forward foreign currency contracts held by the Fund at June 30, 2025, is as follows: | A list of the open forward foreign currency contracts held by the Fund at June 30, 2025, is as follows: | A list of the open forward foreign currency contracts held by the Fund at June 30, 2025, is as follows: | A list of the open forward foreign currency contracts held by the Fund at June 30, 2025, is as follows: | A list of the open forward foreign currency contracts held by the Fund at June 30, 2025, is as follows: | A list of the open forward foreign currency contracts held by the Fund at June 30, 2025, is as follows: |
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| Bank of America | 07/02/25 | USD | 522 | IDR | 8500000 | $1 |
| Bank of America | 07/02/25 | IDR | 3502400 | USD | 214 | (2) |
| Bank of America | 07/03/25 | USD | 2812 | BRL | 15646 | 53 |
| Bank of America | 07/03/25 | BRL | 4294 | USD | 741 | (45) |
| Bank of America | 07/17/25 | USD | 2850 | CLP | 2653493 | (6) |
| Bank of America | 07/17/25 | CLP | 946140 | USD | 975 | (39) |
| Bank of America | 07/30/25 | ILS | 5714 | USD | 1535 | (162) |
| Bank of America | 07/30/25 | ZAR | 20209 | USD | 1100 | (35) |
| Bank of America | 09/02/25 | USD | 470 | TRY | 19750 | (1) |
| Bank of America | 09/05/25 | BRL | 8978 | USD | 1554 | (64) |
| Bank of America | 09/10/25 | ILS | 2655 | USD | 760 | (30) |
| Bank of America | 09/17/25 | USD | 722 | HUF | 253122 | 19 |
| Bank of America | 09/17/25 | USD | 833 | CLP | 783590 | 7 |
| Bank of America | 09/17/25 | USD | 1925 | CNY | 13702 | 2 |
| Bank of America | 09/17/25 | USD | 2284 | TRY | 98232 | 17 |
| Bank of America | 09/17/25 | USD | 1358 | TRY | 57896 | (2) |
| Bank of America | 09/17/25 | USD | 5954 | MYR | 25115 | 51 |
| Bank of America | 09/17/25 | USD | 5653 | ZAR | 101889 | 49 |
| Bank of America | 09/17/25 | USD | 3058 | ZAR | 54514 | (7) |
| Bank of America | 09/17/25 | TRY | 40779 | USD | 957 | 1 |
| Bank of America | 09/17/25 | TRY | 61791 | USD | 1437 | (10) |
| Bank of America | 09/17/25 | MXN | 1563 | USD | 82 |  |
| Bank of America | 09/17/25 | MXN | 140256 | USD | 7245 | (117) |
| Bank of America | 09/17/25 | ZAR | 18134 | USD | 1017 | 2 |
| Bank of America | 09/17/25 | ZAR | 195343 | USD | 10912 | (19) |
| Bank of America | 09/17/25 | COP | 60805678 | USD | 14589 | (142) |
| Bank of America | 10/02/25 | BRL | 7807 | USD | 1406 | 9 |
| Bank of America | 12/10/25 | ILS | 1534 | USD | 440 | (17) |
| Barclays PLC | 07/02/25 | EUR | 3505 | CZK | 87000 | 17 |
| Barclays PLC | 07/02/25 | USD | 4369 | BRL | 25000 | 212 |
| Barclays PLC | 07/02/25 | PLN | 15800 | EUR | 3693 | (37) |
| Barclays PLC | 07/03/25 | USD | 496 | TRY | 20800 | 25 |
| Barclays PLC | 07/03/25 | PEN | 3000 | USD | 825 | (20) |
| BNP Paribas | 08/04/25 | BRL | 139 | USD | 25 |  |
| Brown Brothers Harriman | 07/03/25 | USD | 985 | TRY | 41000 | 43 |
| Brown Brothers Harriman | 07/14/25 | USD | 42 | JPY | 6000 |  |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**Emerging Markets Debt Fund** (Continued)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| Brown Brothers Harriman | 07/14/25 | USD | 5398 | EUR | 4700 | $125 |
| Brown Brothers Harriman | 07/14/25 | EUR | 17490 | USD | 19619 | (932) |
| Brown Brothers Harriman | 07/15/25 | USD | 675 | GBP | 500 | 10 |
| Brown Brothers Harriman | 07/15/25 | GBP | 4350 | USD | 5713 | (248) |
| Brown Brothers Harriman | 09/29/25 | ZAR | 700 | USD | 39 |  |
| Citigroup | 07/02/25 | USD | 13219 | BRL | 75172 | 555 |
| Citigroup | 08/01/25 | COP | 18408404 | USD | 4489 |  |
| Deutsche Bank | 07/09/25 | USD | 4951 | CNY | 35829 | 55 |
| Deutsche Bank | 07/09/25 | CNY | 19286 | USD | 2660 | (35) |
| Deutsche Bank | 07/14/25 | USD | 459 | EUR | 400 | 11 |
| Deutsche Bank | 07/25/25 | MXN | 10954 | USD | 532 | (46) |
| Deutsche Bank | 07/29/25 | USD | 974 | KZT | 507813 | (5) |
| Deutsche Bank | 07/30/25 | USD | 1653 | ZAR | 31987 | 143 |
| Deutsche Bank | 07/30/25 | USD | 5708 | ILS | 20041 | 246 |
| Deutsche Bank | 07/30/25 | ILS | 6874 | USD | 1905 | (137) |
| Deutsche Bank | 07/30/25 | ZAR | 11450 | USD | 630 | (13) |
| Deutsche Bank | 08/04/25 | USD | 10839 | BRL | 60179 | 91 |
| Deutsche Bank | 08/08/25 | KRW | 2566875 | USD | 1875 | (27) |
| Deutsche Bank | 08/18/25 | ZAR | 23923 | USD | 1330 | (11) |
| Deutsche Bank | 08/29/25 | USD | 965 | KZT | 507813 | (4) |
| Deutsche Bank | 09/10/25 | IDR | 15721004 | USD | 962 | (5) |
| Deutsche Bank | 09/15/25 | PLN | 3739 | USD | 1008 | (25) |
| Deutsche Bank | 09/17/25 | USD | 1704 | KRW | 2304068 | 7 |
| Deutsche Bank | 09/17/25 | BRL | 2096 | USD | 370 | (7) |
| Deutsche Bank | 09/17/25 | USD | 2318 | INR | 199557 |  |
| Deutsche Bank | 09/17/25 | USD | 2699 | IDR | 44195656 | 18 |
| Deutsche Bank | 09/17/25 | USD | 3925 | HUF | 1395222 | 158 |
| Deutsche Bank | 09/17/25 | USD | 615 | TRY | 27532 | 30 |
| Deutsche Bank | 09/17/25 | USD | 9093 | TRY | 385985 | (52) |
| Deutsche Bank | 09/17/25 | ZAR | 22830 | USD | 1278 |  |
| Deutsche Bank | 09/17/25 | ZAR | 18928 | USD | 1050 | (9) |
| Deutsche Bank | 09/17/25 | PHP | 128962 | USD | 2306 | 21 |
| Deutsche Bank | 09/17/25 | TRY | 229763 | USD | 5103 | (279) |
| Deutsche Bank | 09/17/25 | CLP | 843663 | USD | 904 |  |
| Deutsche Bank | 09/19/25 | PLN | 294 | USD | 78 | (4) |
| Deutsche Bank | 09/25/25 | ILS | 2855 | USD | 828 | (21) |
| Deutsche Bank | 09/26/25 | USD | 1192 | KZT | 634468 | (1) |
| Deutsche Bank | 09/29/25 | HUF | 303008 | USD | 876 | (10) |
| Deutsche Bank | 10/27/25 | HUF | 435360 | USD | 1200 | (71) |
| Deutsche Bank | 12/15/25 | USD | 850 | PLN | 3129 | 13 |
| Deutsche Bank | 12/15/25 | PLN | 2475 | USD | 666 | (16) |
| Goldman Sachs | 07/02/25 | USD | 400 | BRL | 2300 | 21 |
| Goldman Sachs | 08/04/25 | USD | 18244 | BRL | 101372 | 168 |
| Goldman Sachs | 09/17/25 | USD | 158 | PLN | 588 | 4 |
| Goldman Sachs | 09/17/25 | USD | 267 | PEN | 967 | 5 |
| Goldman Sachs | 09/17/25 | USD | 89 | BRL | 502 | 1 |
| Goldman Sachs | 09/17/25 | USD | 271 | BRL | 1504 | (1) |
| Goldman Sachs | 09/17/25 | MXN | 5269 | USD | 275 | (1) |
| Goldman Sachs | 10/09/25 | USD | 2281 | TRY | 101543 | 56 |
| Goldman Sachs | 12/15/25 | USD | 35 | PLN | 128 |  |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**Emerging Markets Debt Fund** (Continued)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| HSBC | 07/02/25 | USD | 229 | PLN | 860 | $9 |
| HSBC | 07/02/25 | IDR | 13297000 | USD | 819 |  |
| HSBC | 07/08/25 | USD | 859 | TRY | 34558 | 4 |
| HSBC | 07/28/25 | USD | 3495 | INR | 303588 | 40 |
| HSBC | 08/04/25 | IDR | 8299400 | USD | 512 | 1 |
| HSBC | 08/13/25 | USD | 3458 | THB | 112530 | 16 |
| HSBC | 09/02/25 | USD | 235 | TRY | 9875 | (1) |
| ICBC Financial Services | 08/05/25 | USD | 556 | EGP | 30411 | 49 |
| ICBC Financial Services | 08/15/25 | USD | 716 | KZT | 376411 | (1) |
| ICBC Financial Services | 10/29/25 | USD | 1679 | EGP | 92189 | 93 |
| JPMorgan Chase Bank | 07/02/25 | BRL | 4483 | USD | 788 | (34) |
| JPMorgan Chase Bank | 07/03/25 | USD | 2689 | BRL | 15414 | 133 |
| JPMorgan Chase Bank | 07/03/25 | BRL | 4641 | USD | 808 | (42) |
| JPMorgan Chase Bank | 07/08/25 | USD | 459 | PEN | 1700 | 20 |
| JPMorgan Chase Bank | 07/08/25 | USD | 2606 | TRY | 107890 | 87 |
| JPMorgan Chase Bank | 07/08/25 | TRY | 22043 | USD | 548 | (2) |
| JPMorgan Chase Bank | 07/10/25 | IDR | 30702000 | USD | 1880 | (11) |
| JPMorgan Chase Bank | 07/11/25 | USD | 1315 | COP | 5112841 | 6 |
| JPMorgan Chase Bank | 07/11/25 | COP | 19584939 | USD | 4707 | (83) |
| JPMorgan Chase Bank | 07/15/25 | USD | 448 | IDR | 7480000 | 13 |
| JPMorgan Chase Bank | 07/15/25 | USD | 879 | HUF | 327762 | 83 |
| JPMorgan Chase Bank | 07/15/25 | HUF | 27401 | USD | 76 | (5) |
| JPMorgan Chase Bank | 07/17/25 | USD | 453 | TRY | 19031 | 20 |
| JPMorgan Chase Bank | 07/17/25 | TRY | 19011 | USD | 448 | (24) |
| JPMorgan Chase Bank | 07/18/25 | TRY | 30953 | USD | 736 | (32) |
| JPMorgan Chase Bank | 07/21/25 | PEN | 10544 | USD | 2899 | (72) |
| JPMorgan Chase Bank | 07/23/25 | USD | 744 | INR | 63725 | (2) |
| JPMorgan Chase Bank | 07/23/25 | IDR | 43201166 | USD | 2661 |  |
| JPMorgan Chase Bank | 07/23/25 | IDR | 1946344 | USD | 119 |  |
| JPMorgan Chase Bank | 07/25/25 | USD | 82 | MXN | 1678 | 7 |
| JPMorgan Chase Bank | 07/25/25 | USD | 2311 | IDR | 37746610 | 14 |
| JPMorgan Chase Bank | 07/28/25 | ZAR | 54912 | USD | 3081 | (2) |
| JPMorgan Chase Bank | 07/30/25 | USD | 189 | ZAR | 3474 | 6 |
| JPMorgan Chase Bank | 08/04/25 | USD | 296 | BRL | 1700 | 13 |
| JPMorgan Chase Bank | 08/04/25 | USD | 934 | PHP | 52822 | 3 |
| JPMorgan Chase Bank | 08/11/25 | USD | 0 | RON | 1 |  |
| JPMorgan Chase Bank | 08/11/25 | USD | 670 | ZAR | 12169 | 13 |
| JPMorgan Chase Bank | 08/11/25 | USD | 52 | ZAR | 917 |  |
| JPMorgan Chase Bank | 08/11/25 | USD | 2035 | PLN | 7691 | 92 |
| JPMorgan Chase Bank | 08/11/25 | USD | 3158 | MXN | 62193 | 120 |
| JPMorgan Chase Bank | 08/11/25 | PLN | 11949 | USD | 3215 | (89) |
| JPMorgan Chase Bank | 08/11/25 | MXN | 71480 | USD | 3609 | (158) |
| JPMorgan Chase Bank | 08/11/25 | ZAR | 37492 | USD | 2107 | 3 |
| JPMorgan Chase Bank | 08/11/25 | ZAR | 121168 | USD | 6520 | (278) |
| JPMorgan Chase Bank | 08/13/25 | PLN | 2004 | USD | 532 | (22) |
| JPMorgan Chase Bank | 08/15/25 | USD | 589 | KZT | 307584 | (4) |
| JPMorgan Chase Bank | 08/18/25 | USD | 610 | EGP | 32298 | 30 |
| JPMorgan Chase Bank | 08/18/25 | USD | 8543 | KRW | 11853686 | 244 |
| JPMorgan Chase Bank | 08/18/25 | EGP | 32298 | USD | 629 | (11) |
| JPMorgan Chase Bank | 08/18/25 | KRW | 280092 | USD | 204 | (3) |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**Emerging Markets Debt Fund** (Continued)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| JPMorgan Chase Bank | 08/25/25 | USD | 626 | EGP | 32584 | $18 |
| JPMorgan Chase Bank | 08/25/25 | EGP | 32584 | USD | 624 | (20) |
| JPMorgan Chase Bank | 09/02/25 | USD | 662 | PHP | 36925 | (8) |
| JPMorgan Chase Bank | 09/02/25 | PHP | 12274 | USD | 219 | 2 |
| JPMorgan Chase Bank | 09/04/25 | PEN | 7153 | USD | 2020 | 6 |
| JPMorgan Chase Bank | 09/04/25 | UZS | 654000 | USD | 49 | (2) |
| JPMorgan Chase Bank | 09/05/25 | BRL | 10073 | USD | 1779 | (36) |
| JPMorgan Chase Bank | 09/08/25 | USD | 94 | CLP | 88196 | 1 |
| JPMorgan Chase Bank | 09/08/25 | CNY | 929 | USD | 130 |  |
| JPMorgan Chase Bank | 09/08/25 | USD | 1697 | BRL | 9526 | 19 |
| JPMorgan Chase Bank | 09/08/25 | USD | 3007 | THB | 97984 | 24 |
| JPMorgan Chase Bank | 09/08/25 | USD | 3111 | CNY | 22199 | 8 |
| JPMorgan Chase Bank | 09/08/25 | USD | 3719 | HUF | 1332307 | 181 |
| JPMorgan Chase Bank | 09/08/25 | BRL | 27295 | USD | 4714 | (203) |
| JPMorgan Chase Bank | 09/08/25 | HUF | 104103 | USD | 296 | (9) |
| JPMorgan Chase Bank | 09/10/25 | USD | 1816 | TRY | 76700 | (9) |
| JPMorgan Chase Bank | 09/17/25 | EUR | 120 | USD | 138 | (3) |
| JPMorgan Chase Bank | 09/17/25 | USD | 214 | BRL | 1206 | 2 |
| JPMorgan Chase Bank | 09/17/25 | USD | 460 | TRY | 19500 | (3) |
| JPMorgan Chase Bank | 09/17/25 | USD | 1139 | ZAR | 20302 | (3) |
| JPMorgan Chase Bank | 09/17/25 | USD | 2044 | COP | 8476265 | 9 |
| JPMorgan Chase Bank | 09/17/25 | USD | 2493 | EGP | 128394 | 19 |
| JPMorgan Chase Bank | 09/17/25 | USD | 6841 | CZK | 148125 | 213 |
| JPMorgan Chase Bank | 09/17/25 | TRY | 6885 | USD | 160 | (1) |
| JPMorgan Chase Bank | 09/17/25 | RON | 18130 | USD | 4068 | (104) |
| JPMorgan Chase Bank | 09/17/25 | CLP | 840261 | USD | 903 | 3 |
| JPMorgan Chase Bank | 09/19/25 | PLN | 2014 | USD | 530 | (26) |
| JPMorgan Chase Bank | 10/21/25 | USD | 2607 | ARS | 3227000 | (143) |
| JPMorgan Chase Bank | 11/13/25 | UZS | 866000 | USD | 65 | (3) |
| JPMorgan Chase Bank | 11/25/25 | RON | 30000 | EUR | 5757 | (50) |
| Morgan Stanley | 07/01/25 | COP | 18408404 | USD | 4397 | (109) |
| Morgan Stanley | 07/02/25 | USD | 7151 | BRL | 40689 | 304 |
| Morgan Stanley | 07/03/25 | BRL | 2635 | USD | 451 | (31) |
| Morgan Stanley | 07/07/25 | EGP | 48300 | USD | 935 | (37) |
| Morgan Stanley | 07/21/25 | PEN | 17000 | USD | 4607 | (182) |
| Morgan Stanley | 07/23/25 | USD | 15267 | MXN | 291741 | 137 |
| Morgan Stanley | 07/25/25 | USD | 164 | MXN | 3201 | 5 |
| Morgan Stanley | 07/30/25 | ZAR | 6744 | USD | 364 | (15) |
| Morgan Stanley | 08/05/25 | MXN | 18670 | USD | 962 | (22) |
| Morgan Stanley | 08/15/25 | USD | 1303 | COP | 5361000 | 1 |
| Morgan Stanley | 08/15/25 | COP | 7400000 | USD | 1740 | (62) |
| Morgan Stanley | 08/18/25 | PEN | 1020 | USD | 282 | (6) |
| Morgan Stanley | 08/19/25 | USD | 1055 | COP | 4399350 | 15 |
| Morgan Stanley | 08/27/25 | BRL | 5028 | USD | 894 | (14) |
| Morgan Stanley | 09/17/25 | USD | 348 | ZAR | 6243 | 1 |
| Morgan Stanley | 09/17/25 | PEN | 373 | USD | 102 | (3) |
| Morgan Stanley | 09/17/25 | USD | 423 | MXN | 8213 | 8 |
| Morgan Stanley | 09/17/25 | USD | 829 | KRW | 1127192 | 9 |
| Morgan Stanley | 09/17/25 | USD | 1416 | CZK | 30437 | 34 |
| Morgan Stanley | 09/17/25 | ILS | 3828 | USD | 1100 | (39) |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**Emerging Markets Debt Fund** (Continued)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| Morgan Stanley | 09/17/25 | MXN | 7235 | USD | 376 | $(4) |
| Morgan Stanley | 09/17/25 | USD | 7788 | THB | 252938 | 41 |
| Morgan Stanley | 09/17/25 | PLN | 10897 | USD | 2884 | (127) |
| Morgan Stanley | 09/17/25 | CZK | 20537 | USD | 955 | (23) |
| Morgan Stanley | 09/17/25 | COP | 511732 | USD | 123 | (1) |
| Morgan Stanley | 10/02/25 | NGN | 5533 | USD | 3 |  |
| SCB Securities | 07/02/25 | USD | 410 | HUF | 146200 | 19 |
| SCB Securities | 07/02/25 | EUR | 531 | RON | 2700 | 1 |
| SCB Securities | 07/02/25 | EUR | 3780 | PLN | 16110 | 21 |
| SCB Securities | 07/02/25 | USD | 5863 | RON | 26210 | 194 |
| SCB Securities | 07/02/25 | USD | 8163 | CZK | 179315 | 353 |
| SCB Securities | 07/02/25 | USD | 11633 | PLN | 43591 | 429 |
| SCB Securities | 07/02/25 | HUF | 18000 | EUR | 44 | (1) |
| SCB Securities | 07/21/25 | USD | 771 | UZS | 10411753 | 49 |
| SCB Securities | 07/21/25 | PEN | 18049 | USD | 4874 | (211) |
| SCB Securities | 07/21/25 | UZS | 15000000 | USD | 1178 | (3) |
| SCB Securities | 07/22/25 | USD | 664 | UZS | 8986987 | 44 |
| SCB Securities | 07/28/25 | ZAR | 3600 | USD | 202 |  |
| SCB Securities | 08/01/25 | USD | 3591 | INR | 307545 | (11) |
| SCB Securities | 08/04/25 | EUR | 73 | PLN | 310 |  |
| SCB Securities | 08/04/25 | EUR | 414 | RON | 2110 |  |
| SCB Securities | 08/04/25 | USD | 429 | HUF | 146200 |  |
| SCB Securities | 08/04/25 | EUR | 3516 | CZK | 87000 | 1 |
| SCB Securities | 08/04/25 | USD | 6045 | RON | 26210 | 3 |
| SCB Securities | 08/04/25 | BRL | 8301 | USD | 1505 | (3) |
| SCB Securities | 08/04/25 | USD | 8524 | CZK | 179315 | 4 |
| SCB Securities | 08/04/25 | USD | 12290 | PLN | 44451 | 3 |
| SCB Securities | 08/04/25 | HUF | 18000 | EUR | 45 |  |
| SCB Securities | 08/21/25 | EUR | 2496 | RON | 12750 | (1) |
| SCB Securities | 09/02/25 | USD | 2886 | TRY | 121375 | (7) |
| SCB Securities | 09/17/25 | USD | 4108 | EUR | 3522 | 48 |
| SCB Securities | 09/17/25 | EUR | 8575 | USD | 10001 | (118) |
| SCB Securities | 10/24/25 | USD | 550 | UZS | 7547205 | 45 |
| SCB Securities | 10/28/25 | USD | 551 | UZS | 7547205 | 44 |
| SCB Securities | 10/30/25 | USD | 110 | UZS | 1504007 | 8 |
| SCB Securities | 11/06/25 | USD | 524 | UZS | 7161937 | 40 |
| SCB Securities | 11/13/25 | USD | 194 | UZS | 2623807 | 13 |
| SCB Securities | 11/20/25 | USD | 369 | UZS | 4949387 | 21 |
| SCB Securities | 06/03/26 | USD | 411 | AZN | 725 | 15 |
| Societe Generale | 07/02/25 | RON | 590 | EUR | 116 |  |
| Societe Generale | 07/03/25 | PEN | 4153 | USD | 1147 | (23) |
| Societe Generale | 07/07/25 | USD | 1362 | EGP | 73000 | 107 |
| Societe Generale | 07/08/25 | USD | 133 | TRY | 5500 | 4 |
| Societe Generale | 07/14/25 | USD | 1004 | KZT | 517352 | (13) |
| Societe Generale | 07/15/25 | USD | 1165 | KZT | 603033 | (9) |
| Societe Generale | 08/25/25 | USD | 153 | EGP | 8000 | 5 |
| Standard Bank | 07/30/25 | USD | 2680 | ZAR | 48690 | 54 |
| Standard Bank | 07/30/25 | USD | 2677 | ZAR | 47510 | (9) |
| Standard Bank | 07/30/25 | ZAR | 37774 | USD | 1989 | (132) |
| Standard Bank | 09/17/25 | USD | 89 | IDR | 1456735 |  |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**Emerging Markets Debt Fund** (Continued)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| Standard Bank | 09/17/25 | USD | 162 | MYR | 692 | $3 |
| Standard Bank | 09/17/25 | USD | 1510 | CZK | 32607 | 43 |
| Standard Bank | 09/17/25 | MYR | 1649 | USD | 391 | (4) |
| Standard Bank | 09/17/25 | USD | 3881 | TRY | 167234 | 36 |
| Standard Bank | 09/17/25 | THB | 3993 | USD | 123 |  |
| Standard Bank | 09/17/25 | CZK | 14330 | USD | 664 | (19) |
| Standard Bank | 09/17/25 | INR | 19397 | USD | 225 | (1) |
| Standard Bank | 09/17/25 | TRY | 565709 | USD | 12768 | (483) |
| Standard Bank | 09/17/25 | HUF | 1711920 | USD | 4917 | (92) |
| Standard Bank | 09/19/25 | PLN | 272 | USD | 73 | (2) |
| TD Securities | 07/21/25 | PEN | 720 | USD | 198 | (5) |
| UBS | 07/02/25 | BRL | 4417 | USD | 775 | (34) |
| UBS | 07/14/25 | USD | 1015 | EUR | 900 | 43 |
| UBS | 08/04/25 | USD | 450 | PLN | 1630 | 1 |
| UBS | 08/13/25 | USD | 123 | THB | 4000 | 1 |
| UBS | 08/13/25 | THB | 17310 | USD | 530 | (5) |
| UBS | 09/17/25 | THB | 2911 | USD | 90 |  |
| UBS | 09/17/25 | ZAR | 24525 | USD | 1371 | (2) |
| Wells Fargo | 09/02/25 | USD | 940 | TRY | 39500 | (3) |
|  |  |  |  |  |  | $(3) |

---

A list of open OTC swap agreements held by the Fund at June 30, 2025, are as follows:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** |
| **Counterparty** | **Reference Entity/ Obligation** | **Buy/Sell Protection** | **(Pays)/Receives Rate** | **Payment Frequency** | **Termination Date** | **Notional Amount<br> (Thousands)** | **Value<br> (Thousands)** | **Upfront Payments/ Receipts<br> (Thousands)** | **Net Unrealized<br> Appreciation<br> (Depreciation)<br> (Thousands)** |
| Morgan Stanley | COLOMBIA | Buy | 1.00% | Quarterly | 12/20/2026 | $4300 | $1 | $(9) | $10 |
| Morgan Stanley | EGYPT | Buy | 1.00% | Quarterly | 12/20/2028 | 1700 | 178 | 442 | (264) |
| Bank of America | ISRAEL | Buy | 1.00% | Quarterly | 12/20/2029 | 900 | (5) | 17 | (22) |
| JPMorgan Chase | ISRAEL | Buy | 1.00% | Quarterly | 12/20/2029 | 300 | (1) | 5 | (6) |
| Morgan Stanley | MEXICO | Buy | 1.00% | Quarterly | 12/20/2029 | 4800 | (5) | 35 | (40) |
| Morgan Stanley | MORD | Buy | 1.00% | Quarterly | 12/20/2025 | 5000 | (2) | 14 | (16) |
| JPMorgan Chase | SOUTH AFRICA | Buy | 1.00% | Quarterly | 12/20/2026 | 3300 | (13) | (16) | 3 |
| Morgan Stanley | SOUTH AFRICA | Buy | 1.00% | Quarterly | 12/20/2029 | 2300 | 65 | 71 | (6) |
|  |  |  |  |  |  |  | $218 | $559 | $(341) |

---

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swap** | **Total Return Swap** | **Total Return Swap** | **Total Return Swap** | **Total Return Swap** | **Total Return Swap** | **Total Return Swap** | **Total Return Swap** | **Total Return Swap** | **Total Return Swap** | **Total Return Swap** | **Total Return Swap** |
| **Counterparty** | **Reference Entity/ Obligation** | **Fund Pays** | **Fund Receives** | **Fund Receives** | **Payment Frequency** | **Termination Date** | **Currency** | **Notional<br> Amount<br> (Thousands)** | **Value<br> (Thousands)** | **Upfront Payments/<br> Receipts<br> (Thousands)** | **Net Unrealized<br> Appreciation<br> (Depreciation)<br> (Thousands)** |
| JPMorgan Chase | PAYB TRS JPEICRIG 7/1/25 | Asset Return | USD | - SECURED OVERNIGHT FINANCING RATE | Monthly | 07/01/2025 | USD | 1070 | $(7) | $– | $(7) |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**Emerging Markets Debt Fund** (Continued)

A list of open centrally cleared swap agreements held by the Fund at June 30, 2025, are as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swap** | **Credit Default Swap** | **Credit Default Swap** | **Credit Default Swap** | **Credit Default Swap** | **Credit Default Swap** | **Credit Default Swap** | **Credit Default Swap** | **Credit Default Swap** |
| **Reference Entity/ Obligation** | **Buy/Sell Protection** | **(Pays)/Receives Rate** | **Payment Frequency** | **Termination Date** | **Notional Amount<br> (Thousands)** | **Value<br> (Thousands)** | **Upfront Payments/ Receipts<br> (Thousands)** | **Net Unrealized<br> Appreciation<br> (Depreciation)<br> (Thousands)** |
| CDX.EM.43.V1 1.0 06/20/30 | Buy | 1.00% | Quarterly | 06/20/2030 | $6200 | $154 | $159 | $(5) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** |
| **Fund Pays** | **Fund Receives** | **Payment Frequency** | **Termination Date** | **Currency** | **Notional Amount<br> (Thousands)** | **Value<br> (Thousands)** | **Upfront Payments/ Receipts<br> (Thousands)** | **Net Unrealized<br> Appreciation<br> (Depreciation)<br> (Thousands)** |
| CETIP | 15% FIXED | Annually | 01/02/2029 | BRL | 39002 | $499 | $(5) | $504 |
| 2.2% FIXED | ID EURIB | Annually | 03/19/2035 | EUR | 4900 | 197 | 22 | 175 |
| BZDIOVRA | 14.86% FIXED | Annually | 01/02/2029 | BRL | 35793 | 431 |  | 431 |
| 2.2322% FIXED | 6-MONTH EURIBOR | Annually | 12/18/2034 | EUR | 1900 | 65 |  | 65 |
| BZDIOVRA | 15.38% FIXED | Annually | 01/02/2029 | BRL | 6579 | 101 |  | 101 |
| BZDIOVRA | 15.155% FIXED | Annually | 01/02/2029 | BRL | 13725 | 191 |  | 191 |
| SOFRRATE | 4.07% FIXED | Annually | 02/13/2030 | USD | 1802 | 50 |  | 50 |
| 3.9% FIXED | 6-MONTH CZK - PRIBOR | Annually | 06/18/2035 | CZK | 93000 | (9) | 13 | (22) |
| THB - THOR | 1.718% FIXED | Quarterly | 06/18/2030 | THB | 52000 | 32 |  | 32 |
| MIBOR | 5.96% FIXED | Semi-Annually | 06/18/2030 | INR | 840000 | 106 |  | 106 |
| 6-MONTH WIBOR | 4.8% FIXED | Semi-Annually | 06/18/2028 | PLN | 18000 | 65 | (9) | 74 |
| MIBOR | 5.94% FIXED | Semi-Annually | 06/18/2030 | INR | 60000 | 7 |  | 7 |
| 8.458% FIXED | MXIBTIEF | Monthly | 06/06/2035 | MXN | 135000 | (178) |  | (178) |
| BZDIOVRA | 14.77% FIXED | Annually | 01/02/2029 | BRL | 9973 | 110 |  | 110 |
| THB - THOR | 1.3% FIXED | Quarterly | 06/18/2028 | THB | 150000 | 8 |  | 8 |
| COOVIBR | 8.03% FIXED | Quarterly | 05/06/2027 | COP | 16250000 | (21) |  | (21) |
| 8.91% FIXED | COOVIBR | Quarterly | 05/06/2035 | COP | 4580000 | 23 |  | 23 |
| 6-MONTH CZK - PRIBOR | 3.195% FIXED | Semi-Annually | 06/18/2028 | CZK | 200500 | (97) |  | (97) |
| COOVIBR | 7.74% FIXED | Quarterly | 09/17/2027 | COP | 17000000 | (43) |  | (43) |
| 8.87% FIXED | COOVIBR | Quarterly | 09/17/2035 | COP | 4800000 | 30 |  | 30 |
| BZDIOVRA | 13.3125% FIXED | Annually | 01/02/2029 | BRL | 16706 | 32 |  | 32 |
| MXIBTIEF | 7.6345% FIXED | Monthly | 09/13/2028 | MXN | 75000 | 13 |  | 13 |
| 6.945% FIXED | 3-MONTH JIBAR | Quarterly | 09/17/2026 | ZAR | 161000 | 3 |  | 3 |
| 3-MONTH JIBAR | 7.065% FIXED | Quarterly | 09/17/2028 | ZAR | 57000 | 5 |  | 5 |
| 6.975% FIXED | 3-MONTH JIBAR | Quarterly | 09/17/2026 | ZAR | 161000 |  |  |  |
| 3-MONTH JIBAR | FIXED 7.095% | Quarterly | 09/17/2028 | ZAR | 57000 | 8 |  | 8 |
| 6-MONTH WIBOR | 4.05% FIXED | Semi-Annually | 09/17/2030 | PLN | 16600 | (28) | (1) | (27) |
| 4.45% FIXED | 6-MONTH WIBOR | Annually | 09/17/2035 | PLN | 21400 | 45 | 10 | 35 |
| CLICP | 4.712% FIXED | Semi-Annually | 09/17/2030 | CLP | 3600000 | 6 |  | 6 |
| 4.405% FIXED | CLICP | Semi-Annually | 09/17/2027 | CLP | 8000000 | (11) |  | (11) |
| 5.165% FIXED | CLICP | Semi-Annually | 09/17/2035 | CLP | 1400000 | (5) |  | (5) |
| MXIBTIEF | 7.5% FIXED | Monthly | 09/13/2028 | MXN | 120000 | (1) | 10 | (11) |
| 6-MONTH HUF - BUBOR | 5.85% FIXED | Semi-Annually | 09/17/2028 | HUF | 600000 | (6) | (7) | 1 |
| 6-MONTH HUF - BUBOR | 6.05% FIXED | Semi-Annually | 09/17/2030 | HUF | 800000 | (5) | (7) | 2 |
| 6-MONTH CZK - PRIBOR | 3.4% FIXED | Semi-Annually | 09/17/2030 | CZK | 102000 | (54) | (13) | (41) |
| 6-MONTH HUF - BUBOR | 5.885% FIXED | Semi-Annually | 09/17/2028 | HUF | 1300000 | (8) |  | (8) |
| 9.55% FIXED | COOVIBR | Quarterly | 09/17/2035 | COP | 4500000 | (19) |  | (19) |
| ILS-SHIR-OIS COMPOUND | 3.82% FIXED | Annually | 09/17/2027 | ILS | 26000 | (5) |  | (5) |
| 3.69% FIXED | SOFRRATE | Annually | 07/02/2035 | USD | 4944 |  | 1 | (1) |
| China 7-Day Reverse Repo Rate | 1.416% | Quarterly | 12/17/2029 | CNY | 64070 | (23) |  | (23) |
| INR OVERNIGHT MIBOR | 6.08% | Semi-Annually | 12/19/2029 | INR | 908000 | 166 |  | 166 |
| 6-MONTH CZK - PRIBOR | 3.6745% | Semi-Annually | 12/20/2034 | CZK | 164330 | (106) | (5) | (101) |
| 6-MONTH CZK - PRIBOR | 3.612% | Semi-Annually | 12/20/2030 | CZK | 16900 | (2) |  | (2) |
| 6-MONTH CZK - PRIBOR | 3.597% | Semi-Annually | 12/20/2028 | CZK | 24400 | 1 |  | 1 |
| 6-MONTH WIBOR | 5.0295% | Semi-Annually | 12/20/2034 | PLN | 4200 | 45 |  | 45 |
| MXN - Overnight TIIE Funding Rate | 8.89% | Monthly | 12/18/2026 | MXN | 473064 | 467 | 42 | 425 |

---

------

SEI Institutional International Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

June, 30 2025

**Emerging Markets Debt Fund** (Concluded)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Fund Pays** | **Fund Receives** | **Payment Frequency** | **Termination Date** | **Currency** | **Notional Amount<br> (Thousands)** | **Value<br> (Thousands)** | **Upfront Payments/ Receipts<br> (Thousands)** | **Net Unrealized<br> Appreciation<br> (Depreciation)<br> (Thousands)** |
| BRL OVERNIGHT CDI (CETIP) RATE | 15.69% | Annually | 01/04/2027 | BRL | 39100 | $167 | $– | $167 |
| BRL OVERNIGHT CDI (CETIP) RATE | 15.26% | Annually | 01/02/2029 | BRL | 18400 | 270 |  | 270 |
| MXN - Overnight TIIE Funding Rate | 9.002% | Monthly | 12/08/2034 | MXN | 5400 | 18 | 5 | 13 |
| MXN - Overnight TIIE Funding Rate | 8.905% | Monthly | 12/18/2026 | MXN | 199336 | 199 |  | 199 |
| THB - THOR | 1.9045% | Quarterly | 12/20/2029 | THB | 110700 | 91 |  | 91 |
| INR OVERNIGHT MIBOR | 6.0675% | Semi-Annually | 02/03/2030 | INR | 252285 | 45 |  | 45 |
| INR OVERNIGHT MIBOR | 6.04% | Semi-Annually | 02/04/2030 | INR | 336920 | 56 | (4) | 60 |
| MXN - Overnight TIIE Funding Rate | 8.5235% | Monthly | 02/20/2035 | MXN | 65720 | 105 | 72 | 33 |
| BRL OVERNIGHT CDI (CETIP) RATE | 14.45% | Annually | 01/04/2027 | BRL | 75010 | 69 | 9 | 60 |
| 2.0195% | THB - THOR | Quarterly | 03/21/2035 | THB | 21630 | (27) |  | (27) |
| INR OVERNIGHT MIBOR | 5.7645% | Semi-Annually | 04/09/2030 | INR | 148000 | 5 |  | 5 |
| 6-MONTH WIBOR | 4.0405% | Semi-Annually | 04/11/2030 | PLN | 6843 | (18) |  | (18) |
| 6-MONTH WIBOR | 4.325% | Semi-Annually | 04/15/2035 | PLN | 14710 | (73) | (3) | (70) |
| BRL OVERNIGHT CDI (CETIP) RATE | 13.5403% | Annually | 01/02/2030 | BRL | 5100 | 22 | 1 | 21 |
| KWCDC | 2.6645% FIXED | Quarterly | 03/19/2030 | KRW | 1734000 | (12) |  | (12) |
| KWCDC | 2.6805% FIXED | Quarterly | 03/19/2030 | KRW | 1866000 | (13) |  | (13) |
| SOFR | 4.00% FIXED | Annually | 09/18/2034 | USD | 7000 | 190 | 56 | 134 |
| 4.60% FIXED | 1-DAY STERLING OVERNIGHT INDEX AVERAGE (SONIA) | Annually | 09/17/2055 | GBP | 2200 | (73) | (5) | (68) |
| 2.8% FIXED | 3-MONTH THOR | Quarterly | 03/20/2034 | THB | 94000 | (283) | (43) | (240) |
| 2.4% FIXED | 6-MONTH EURIBOR | Annually | 03/20/2054 | EUR | 500 | 43 | 15 | 28 |
| 3-MONTH JIBAR | 9.15% FIXED | Quarterly | 03/20/2039 | ZAR | 30700 | 37 | 16 | 21 |
| 1.1% FIXED | 1-DAY TONAR | Annually | 09/18/2034 | JPY | 726000 | 23 | (8) | 31 |
|  |  |  |  |  |  | $2926 | $162 | $2764 |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $923,156 ($ Thousands). |
| (A) | 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. |
| (B) | Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

(C) No interest rate available.

(D) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities
may be resold in transactions exempt from registration normally to qualified institutions. On June 30,
2025, the value of these securities amounted to $80,270 ($ Thousands), representing 8.7% of the Net
Assets of the Fund.

(E) Zero coupon security.

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

(G) Security is in default on interest payment.

(H) Level 3 security in accordance with fair value hierarchy.

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

See "Glossary" for abbreviations.

------

SEI Institutional International Trust

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

---

| |
|:---|
| **Currency Abbreviations** |
| AUD — Australian Dollar |
| BRL — Brazilian Real |
| CAD — Canadian Dollar |
| CLP — Chilean Peso |
| CNH — Chinese Yuan Offshore |
| CNY — Chinese Yuan Onshore |
| COP — Colombian Peso |
| CZK — Czech Koruna |
| DKK — Danish Krone |
| EUR — Euro |
| 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 |

---

---

| |
|:---|
| **Portfolio Abbreviations** |
| ACES — Alternative Credit Enhancement Structure |
| ADR — American Depositary Receipt |
| AGC — Assured Guaranty Corporation |
| AGM— Assured Guaranty Municipal |
| ARM — Adjustable Rate Mortgage |
| BPSW1 — GBP Swap 1 Year |
| BPSW5 — GBP Swap 5 Year |
| BROIS — Brazil Overnight Index Swap |
| BURBOR — Budapest Interbank Offered Rate |
| CETIP — Central Custody and Financial Settlement of Securities |
| CME — Chicago Mercantile Exchange |
| CDO — Collateralized Debt Obligation |
| CMTUSD6Y — Constant Maturity Treasury 6 Year |
| Cl — Class |
| CMO — Collateralized Mortgage Obligation |
| CPI — Consumer Price Index |
| DAC — Designated Activity Company |
| EUAMDBO1 — EURIBOR ICE Swap Rate 11:00am |
| EUAMDB05 — EURIBOR ICE Swap Rate 11:00am |
| ETF — Exchange-Traded Fund |
| EURIBOR — Euro London Interbank Offered Rate |
| EUR003M — EURIBOR 3 Month |
| EUSA1 — EUR Swap Annual 1 Year |
| EUSA5 — EUR Swap Annual 5 Year |
| EUSA6 — EUR Swap Annual 6 Year |
| EUSA9 — EUR Swap Annual 9 Year |
| EUSA12 — EUR Swap Annual 12 Year |
| 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 |
| GUKG1 — United Kingdom Government Bonds 1 Year Note Generic Bid Yield |
| GUKG5 — United Kingdom Government Bonds 5 Year Note Generic Bid Yield |
| H15T5Y — US Treasury Curve Rate T Note Constant Maturity 5 Year |
| H15T7Y — US Treasury Curve Rate T Note Constant Maturity 7 Year |
| IO — Interest Only — face amount represents notional amount |
| JIBAR — Johannesburg Interbank Average Rate |
| JSC — Joint-Stock Company |
| LIBOR— London Interbank Offered Rate |
| LLLP — Limited Liability Limited Partnership |
| L.P. — Limited Partnership |
| MTN — Medium Term Note |
| MIBOR — Mumbai Interbank Offered Rate |
| 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 |
| 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 |

---

------

SEI Institutional International Trust

---

| |
|:---|
| SOFR30A — Secured Overnight Financing Rate 30-day Average |
| SOFRINDX — Custom SOFR Index |
| SOFRRATE — U.S. SOFR |
| SONIA — Sterling Overnight Index Average |
| SONIO/N — SONIA Interest Rate Benchmark |
| SPDR — Standard & Poor's Depository Receipt |
| STACR — Structured Agency Credit Risk |
| TBA — To Be Announced |
| TSFR3M— CME Term SOFR 3 Month |
| TELBOR — Tel Aviv Interbank Offered Rate |
| US0003M — ICE LIBOR USD 3 Month |
| USBMMY3M — U.S. Treasury 3 Month Bill Money Market Yield |
| USISDA05 — USD ICE Swap 11:00 NY 5 Year |
| USSW5— USD Swap Semi 30/360 5 Year Currency |
| WIBOR— Warsaw Interbank Offered Rate |

---

------

SEI Institutional International Trust

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** SEI INSTITUTIONAL INTERNATIONAL TRUST

- **b. Investment Company Act file number:** 811-05601

- **c. CIK number of Registrant:** 0000835597

- **d. LEI of Registrant:** E8Z427H460ISEID6A824

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** ONE FREEDOM VALLEY DRIVE

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8003425734

**Item A.2. Information about the Series.**

- **a. Name of Series:** SIT International Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000006419

- **c. LEI of Series:** LBQB1OG7EE0H97712G55

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $378948209.10

**Total Liabilities:** $15159214.37

**Net Assets:** $363788994.73

**Cash Not Reported:** $20983773.34

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -594.79014596 | **1-Year:** -7252.29876275 | **5-Year:** -22404.98881150 | **10-Year:** -42882.19966674 | **30-Year:** -18730.95827315

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -16.77506426 | **1-Year:** -635.96021976 | **5-Year:** -1377.72842396 | **10-Year:** -1517.30435896 | **30-Year:** -185.99421141

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000017608 | 0.33%                | 0.11%                | 1.11%                |
| Class ID C000147408 | 0.44%                | 0.11%                | 1.11%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $519165.41               | $6345443.81                                |
| Month 2  | $489613.20               | $-1162167.95                               |
| Month 3  | $1155439.88              | $13769252.42                               |

**Designated Index Information**

- **Index Name:** Bloomberg Global Aggregate ex-USD Index (USD Hedged 100%)

- **Index Identifier:** LGAXUSDUH

### Schedule of Portfolio Investments

| Name                                                                        | Title                                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ALIMENTATION COUCHE-TARD INC.                                               | ALIMENTATION COUCHE-TARD INC 4.011000% 02/12/2036                       | CUSIP: N/A<br>LEI: 549300OSW32RVX8CCZ87       | Long             | DBT              | NUSS              | CA        |      234000 | PA      | $271436.15    | 0.07%             | 2036-02-12      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                               | ALPHABET INC 3.375000% 05/06/2037                                       | CUSIP: 02079KAR8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | NUSS              | US        |      228000 | PA      | $262739.62    | 0.07%             | 2037-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMCOR UK FINANCE PLC                                                        | AMCOR UK FINANCE PLC 3.950000% 05/29/2032                               | CUSIP: 0234EVAB7<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | NUSS              | AU        |      650000 | PA      | $773697.62    | 0.21%             | 2032-05-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                    | AMERICAN EXPRESS CO 4.731000% 04/25/2029                                | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      165000 | PA      | $166876.32    | 0.05%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP INC.                                                | AMERICAN NATIONAL GROUP INC 6.000000% 07/15/2035                        | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      300000 | PA      | $301766.78    | 0.08%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                  | AMERICAN TOWER CORP 1.300000% 09/15/2025                                | CUSIP: 03027XBB5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      535000 | PA      | $531276.21    | 0.15%             | 2025-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                  | AMGEN INC 5.150000% 03/02/2028                                          | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      205000 | PA      | $209461.16    | 0.06%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA                                                     | ANHEUSER-BUSCH INBEV SA/NV MTN 3.950000% 03/22/2044                     | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | NUSS              | BE        |      320000 | PA      | $368158.89    | 0.10%             | 2044-03-22      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LIMITED                                                | APTIV SWISS HOLDINGS LTD 4.250000% 06/11/2036                           | CUSIP: 03837EAA0<br>LEI: N/A                  | Long             | DBT              | NUSS              | JE        |      291000 | PA      | $339160.21    | 0.09%             | 2036-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                      | ASIAN DEVELOPMENT BANK MTN 2.350000% 06/21/2027                         | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | NUSS              | XX        |   350000000 | PA      | $2501084.06   | 0.69%             | 2027-06-21      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ASTM S.P.A.                                                                 | ASTM SPA MTN 2.375000% 11/25/2033                                       | CUSIP: N/A<br>LEI: 8156003F2286CFA55E20       | Long             | DBT              | NUSS              | IT        |      620000 | PA      | $647437.49    | 0.18%             | 2033-11-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                   | AT&T INC 1.650000% 02/01/2028                                           | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      870000 | PA      | $816169.86    | 0.22%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                        | AUST 10Y BOND FUT SEP25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | Short            |  |  | AU        |          -1 | NC      | $-75115.84    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                        | AUST 3YR BOND FUT SEP25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | AU        |           5 | NC      | $353040.93    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth of Australia                                                   | AUSTRALIAN GOVERNMENT 1.750000% 06/21/2051                              | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     3305000 | PA      | $1174413.20   | 0.32%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                   | AUSTRALIAN GOVERNMENT 1.750000% 06/21/2051                              | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      571000 | PA      | $202901.64    | 0.06%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                   | AUSTRALIAN GOVERNMENT 1.750000% 06/21/2051                              | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      142000 | PA      | $50458.90     | 0.01%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                   | AUSTRALIAN GOVERNMENT 2.250000% 05/21/2028                              | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     2640000 | PA      | $1682288.49   | 0.46%             | 2028-05-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                   | AUSTRALIAN GOVERNMENT 2.500000% 05/21/2030                              | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     1877000 | PA      | $1177015.17   | 0.32%             | 2030-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                   | AUSTRALIAN GOVERNMENT 2.500000% 05/21/2030                              | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     1128000 | PA      | $707337.83    | 0.19%             | 2030-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                   | AUSTRALIAN GOVERNMENT 2.750000% 05/21/2041                              | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     1200000 | PA      | $628916.70    | 0.17%             | 2041-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                   | AUSTRALIAN GOVERNMENT 3.000000% 03/21/2047                              | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      581000 | PA      | $290823.65    | 0.08%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                   | AUSTRALIAN GOVERNMENT 3.000000% 03/21/2047                              | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |       46000 | PA      | $23025.62     | 0.01%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                   | AUSTRALIAN GOVERNMENT 3.250000% 06/21/2039                              | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      649000 | PA      | $374356.33    | 0.10%             | 2039-06-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                   | AUSTRALIAN GOVERNMENT 3.500000% 12/21/2034                              | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      796000 | PA      | $496781.41    | 0.14%             | 2034-12-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                   | AUSTRALIAN GOVERNMENT 4.250000% 03/21/2036                              | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      325000 | PA      | $213853.79    | 0.06%             | 2036-03-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                   | AUSTRALIAN GOVERNMENT 4.500000% 04/21/2033                              | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      929000 | PA      | $632431.10    | 0.17%             | 2033-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA S.P.A.                                              | AUTOSTRADE PER L'ITALIA SPA 2.000000% 01/15/2030                        | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | NUSS              | IT        |      545000 | PA      | $607503.23    | 0.17%             | 2030-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA S.P.A.                                              | AUTOSTRADE PER L'ITALIA SPA MTN 2.250000% 01/25/2032                    | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | NUSS              | IT        |      720000 | PA      | $783218.69    | 0.22%             | 2032-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                       | BANCO SANTANDER SA 0.250000% 07/10/2029                                 | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | NUSS              | ES        |      400000 | PA      | $429833.24    | 0.12%             | 2029-07-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                       | BANCO SANTANDER SA MTN 5.750000% 08/23/2033                             | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $376185.00    | 0.10%             | 2033-08-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                 | BANK OF AMERICA CORP 4.623000% 05/09/2029                               | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      280000 | PA      | $281776.92    | 0.08%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF CHINA LIMITED Zweigniederlassung Frankfurt am Main Frankfurt Branch | BANK OF CHINA LTD/FRANKFURT MTN 3.200000% 10/18/2025                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    43100000 | PA      | $6106660.39   | 1.68%             | 2025-10-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                       | BANQUE FEDERATIVE DU CREDIT MUTUEL SA 3.875000% 06/16/2032              | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $357835.44    | 0.10%             | 2032-06-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                       | BANQUE FEDERATIVE DU CREDIT MUTUEL SA MTN 3.750000% 02/03/2034          | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $356450.29    | 0.10%             | 2034-02-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | BARCLAYS PLC 8.875000% MATURITY: PERPETUAL                              | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | NUSS              | GB        |      210000 | PA      | $303321.85    | 0.08%             | 2173-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | BARCLAYS PLC 9.250000% MATURITY: PERPETUAL                              | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | NUSS              | GB        |      350000 | PA      | $515791.24    | 0.14%             | 2174-06-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | BARCLAYS PLC MTN 5.262000% 01/29/2034                                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | NUSS              | GB        |      250000 | PA      | $322651.17    | 0.09%             | 2034-01-29      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Bayer Aktiengesellschaft                                                    | BAYER AG 7.000000% 09/25/2083                                           | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $502641.16    | 0.14%             | 2083-09-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TRUST                                                      | BEAR STEARNS ARM TRUST 2004-6 BSARM 2004-6 3A                           | CUSIP: 07384MW81<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |        5140 | PA      | $4931.28      | 0.00%             | 2034-09-25      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                                               | BECTON DICKINSON & CO 3.828000% 06/07/2032                              | CUSIP: 075887CV9<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | NUSS              | US        |      291000 | PA      | $349323.31    | 0.10%             | 2032-06-07      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                                         | BELGIUM KINGDOM 3.750000% 06/22/2045                                    | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      377877 | PA      | $444977.81    | 0.12%             | 2045-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                              | BNP PARIBAS SA 144A 5.176000% 01/09/2030                                | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |      390000 | PA      | $398131.73    | 0.11%             | 2030-01-09      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                              | BNP PARIBAS SA MTN 4.750000% 11/13/2032                                 | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $755081.58    | 0.21%             | 2032-11-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Reino de Espana                                                             | BONOS Y OBLIG DEL ESTADO 2.400000% 05/31/2028                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      352000 | PA      | $416036.40    | 0.11%             | 2028-05-31      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Reino de Espana                                                             | BONOS Y OBLIG DEL ESTADO 2.700000% 01/31/2030                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     2129000 | PA      | $2525883.44   | 0.69%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Reino de Espana                                                             | BONOS Y OBLIG DEL ESTADO 6.000000% 01/31/2029                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      241686 | PA      | $320129.97    | 0.09%             | 2029-01-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                     | BPCE SA 144A 1.000000% 01/20/2026                                       | CUSIP: 05578AAP3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | NUSS              | FR        |      950000 | PA      | $931737.10    | 0.26%             | 2026-01-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                     | BPCE SA 2.125000% 10/13/2046                                            | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | NUSS              | FR        |     1400000 | PA      | $1437189.81   | 0.40%             | 2046-10-13      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                     | BPCE SA MTN 4.125000% 03/08/2033                                        | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | NUSS              | FR        |     1100000 | PA      | $1327863.60   | 0.37%             | 2033-03-08      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                                                | BRITISH COLUMBIA PROV OF 2.950000% 12/18/2028                           | CUSIP: 110709GH9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1653000 | PA      | $1216236.09   | 0.33%             | 2028-12-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                           | BRK - BARCLAYS BANK PLC REC - 3.742%                                    | CUSIP: N/A<br>LEI: 213800IQAOC5HG62T347       | N/A              | DIR              |  | US        |    16000000 | NC      | $65960.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                           | BRK - BARCLAYS BANK PLC REC - 3.743%                                    | CUSIP: N/A<br>LEI: 213800IQAOC5HG62T347       | N/A              | DIR              |  | US        |    15861319 | NC      | $64166.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                           | BRK - BARCLAYS BANK PLC REC - 3.768%                                    | CUSIP: N/A<br>LEI: 213800IQAOC5HG62T347       | N/A              | DIR              |  | US        |    15958681 | NC      | $71819.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                 | BRK - BNP PARIBAS SA LONDON PAY - 0.7099%                               | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DIR              |  | JP        |  2158419838 | NC      | $2071.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                 | BRK - BNP PARIBAS SA LONDON REC - 2.7895                                | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DIR              |  | KR        |   844300000 | NC      | $8501.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                 | BRK - BNP PARIBAS SA LONDON REC - 3.5468%                               | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DIR              |  | US        |     3200000 | NC      | $11603.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                 | BRK - BNP PARIBAS SA LONDON REC - GBP-SONIA-COMPOUND                    | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DIR              |  | GB        |      775000 | NC      | $1230.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, N.A.                                                              | BRK - CITIBANK NA LONDON PAY - CHINA FIXING REPO RATE 7 DAYS            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              |  | CN        |    28220000 | NC      | $-16951.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK N.A.                                                   | BRK - JPMORGAN CHASE BANK LONDON PAY - 1.87%                            | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DIR              |  | JP        |     8531912 | NC      | $4194.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK N.A.                                                   | BRK - JPMORGAN CHASE BANK LONDON PAY - 1.88%                            | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DIR              |  | JP        |     8531912 | NC      | $4060.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co International                                           | BRK - MORGAN STANLEY & CO INTERNATIONAL PLC REC - JPY-TONA-OIS-COMPOUND | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DIR              |  | JP        |  2361000000 | NC      | $-37635.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, N.A.                                                              | BRK: CITIBANK NA LONDON PAY: 3.364%                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              |  | US        |     2840000 | NC      | $274555.74    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, N.A.                                                              | BRK: CITIBANK NA LONDON PAY: CHINA FIXING REPO RATE 7 DAYS              | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              |  | CN        |    98000000 | NC      | $284105.30    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                               | BRK: HSBC BANK PLC PAY: CHINA FIXING REPO RATE 7 DAYS                   | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DIR              |  | CN        |    85000000 | NC      | $243906.87    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                               | BRK: HSBC BANK PLC PAY: CHINA FIXING REPO RATE 7 DAYS                   | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DIR              |  | CN        |     3700000 | NC      | $10652.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                  | BUNDESOBLIGATION 0.000000% 10/09/2026                                   | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      378000 | PA      | $433570.84    | 0.12%             | 2026-10-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                  | BUNDESOBLIGATION 2.500000% 10/11/2029                                   | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     2185000 | PA      | $2606149.97   | 0.72%             | 2029-10-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                  | BUNDESREPUB. DEUTSCHLAND 0.000000% 08/15/2050                           | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     1350000 | PA      | $748381.59    | 0.21%             | 2050-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                  | BUNDESREPUB. DEUTSCHLAND 0.000000% 08/15/2052                           | CUSIP: D14458AU3<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       50000 | PA      | $26072.31     | 0.01%             | 2052-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                  | BUNDESREPUB. DEUTSCHLAND 1.800000% 08/15/2053                           | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      201000 | PA      | $179755.68    | 0.05%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                  | BUNDESREPUB. DEUTSCHLAND 2.200000% 02/15/2034                           | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     2417000 | PA      | $2767200.86   | 0.76%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                  | BUNDESREPUB. DEUTSCHLAND 2.500000% 02/15/2035                           | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     1552123 | PA      | $1807208.29   | 0.50%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                  | BUNDESREPUB. DEUTSCHLAND 2.500000% 07/04/2044                           | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      475230 | PA      | $518764.40    | 0.14%             | 2044-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                  | BUNDESREPUB. DEUTSCHLAND 2.600000% 05/15/2041                           | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |       77000 | PA      | $86438.69     | 0.02%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                                         | BUONI POLIENNALI DEL TES 0.950000% 06/01/2032                           | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1122000 | PA      | $1152746.14   | 0.32%             | 2032-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                                         | BUONI POLIENNALI DEL TES 2.000000% 02/01/2028                           | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      604000 | PA      | $707533.15    | 0.19%             | 2028-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                                         | BUONI POLIENNALI DEL TES 2.500000% 12/01/2032                           | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      449000 | PA      | $508186.41    | 0.14%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                                         | BUONI POLIENNALI DEL TES 3.100000% 08/28/2026                           | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      763000 | PA      | $906772.17    | 0.25%             | 2026-08-28      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                                         | BUONI POLIENNALI DEL TES 3.350000% 07/01/2029                           | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     3796000 | PA      | $4605492.65   | 1.27%             | 2029-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                                         | BUONI POLIENNALI DEL TES 3.850000% 02/01/2035                           | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      180000 | PA      | $219559.28    | 0.06%             | 2035-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                                          | CADENT FINANCE PLC MTN 0.750000% 03/11/2032                             | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | NUSS              | GB        |      355000 | PA      | $349230.94    | 0.10%             | 2032-03-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                                          | CADENT FINANCE PLC MTN 3.750000% 04/16/2033                             | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | NUSS              | GB        |      390000 | PA      | $460307.22    | 0.13%             | 2033-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                             | CAIXABANK SA 1.250000% 01/11/2027                                       | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $347471.77    | 0.10%             | 2027-01-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                             | CAIXABANK SA MTN 5.000000% 07/19/2029                                   | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $249193.10    | 0.07%             | 2029-07-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canada                                                                      | CAN 10YR BOND FUT SEP25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |          46 | NC      | $4112861.85   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Canada                                                                      | CANADA GOVERNMENT 4.625000% 04/30/2029                                  | CUSIP: 43358BAA1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      270000 | PA      | $278020.70    | 0.08%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No. 1                                                  | CANADA HOUSING TRUST NO 1 144A 2.100000% 09/15/2029                     | CUSIP: 13509PHD8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1225000 | PA      | $870372.15    | 0.24%             | 2029-09-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Canada                                                                      | CANADA-GOV'T 2.000000% 12/01/2051                                       | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1579000 | PA      | $845697.47    | 0.23%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canada                                                                      | CANADIAN GOVERNMENT 1.250000% 03/01/2027                                | CUSIP: 135087M84<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1274000 | PA      | $913414.58    | 0.25%             | 2027-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Canada                                                                      | CANADIAN GOVERNMENT 1.500000% 06/01/2026                                | CUSIP: 135087E67<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1133000 | PA      | $822244.96    | 0.23%             | 2026-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canada                                                                      | CANADIAN GOVERNMENT 1.750000% 12/01/2053                                | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      737000 | PA      | $365231.60    | 0.10%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Canada                                                                      | CANADIAN GOVERNMENT 2.250000% 06/01/2029                                | CUSIP: 135087J39<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2713000 | PA      | $1952309.59   | 0.54%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Canada                                                                      | CANADIAN GOVERNMENT 2.500000% 12/01/2032                                | CUSIP: 135087P32<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      961000 | PA      | $675905.70    | 0.19%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canada                                                                      | CANADIAN GOVERNMENT 2.750000% 03/01/2030                                | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1775000 | PA      | $1296255.12   | 0.36%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada                                                                      | CANADIAN GOVERNMENT 2.750000% 06/01/2033                                | CUSIP: 135087Q23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      188000 | PA      | $133956.72    | 0.04%             | 2033-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada                                                                      | CANADIAN GOVERNMENT 3.000000% 06/01/2034                                | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      490000 | PA      | $352978.37    | 0.10%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canada                                                                      | CANADIAN GOVERNMENT 3.250000% 06/01/2035                                | CUSIP: 135087S62<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      578000 | PA      | $422413.96    | 0.12%             | 2035-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canada                                                                      | CANADIAN GOVERNMENT 4.000000% 06/01/2041                                | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      523000 | PA      | $408515.62    | 0.11%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                     | CANADIAN IMPERIAL BANK OF COMMERCE 4.508000% 09/11/2027                 | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | NUSS              | CA        |      355000 | PA      | $355558.28    | 0.10%             | 2027-09-11      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIERE INC.                                                         | CDP FINANCIAL INC 144A 1.125000% 04/06/2027                             | CUSIP: BV6010102<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |      559000 | PA      | $644172.20    | 0.18%             | 2027-04-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                                                | CENTRICA PLC 6.500000% 05/21/2055                                       | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | NUSS              | GB        |      350000 | PA      | $485018.64    | 0.13%             | 2055-05-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                                                | CENTRICA PLC MTN 4.375000% 03/13/2029                                   | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | NUSS              | GB        |      179000 | PA      | $242807.82    | 0.07%             | 2029-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CEPSA FINANCE SA                                                            | CEPSA FINANCE SA MTN 4.125000% 04/11/2031                               | CUSIP: N/A<br>LEI: 959800QEUH8V5SPPCB45       | Long             | DBT              | NUSS              | ES        |      600000 | PA      | $717662.75    | 0.20%             | 2031-04-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                       | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.800000% 03/01/2050 | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      630000 | PA      | $504043.01    | 0.14%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                      | CHINA DEVELOPMENT BANK 4.300000% 08/02/2032                             | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     4000000 | PA      | $645453.91    | 0.18%             | 2032-08-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| China Development Bank (Hong Kong Branch)                                   | CHINA DEVELOPMENT BANK/HONG KONG MTN 2.600000% 04/23/2029               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     7510000 | PA      | $1079331.27   | 0.30%             | 2029-04-23      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                  | CHINA GOVERNMENT BOND 1.740000% 10/15/2029                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     2240000 | PA      | $315617.89    | 0.09%             | 2029-10-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                  | CHINA GOVERNMENT BOND 1.850000% 05/15/2027                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    14740000 | PA      | $2074049.96   | 0.57%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                  | CHINA GOVERNMENT BOND 1.910000% 07/15/2029                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     6970000 | PA      | $987246.44    | 0.27%             | 2029-07-15      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                  | CHINA GOVERNMENT BOND 2.110000% 08/25/2034                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     3400000 | PA      | $490539.74    | 0.13%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                  | CHINA GOVERNMENT BOND 2.350000% 02/25/2034                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    26550000 | PA      | $3896538.10   | 1.07%             | 2034-02-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                  | CHINA GOVERNMENT BOND 2.550000% 10/15/2028                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    34750000 | PA      | $5018454.31   | 1.38%             | 2028-10-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                  | CHINA GOVERNMENT BOND 2.600000% 09/15/2030                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    20620000 | PA      | $3022640.78   | 0.83%             | 2030-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                  | CHINA GOVERNMENT BOND 2.850000% 06/04/2027                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    20410000 | PA      | $2927744.50   | 0.80%             | 2027-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                  | CHINA GOVERNMENT BOND 3.120000% 10/25/2052                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    24050000 | PA      | $4168179.99   | 1.15%             | 2052-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                  | CHINA GOVERNMENT BOND 3.810000% 09/14/2050                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    12450000 | PA      | $2370047.89   | 0.65%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                         | CITADEL FINANCE LLC 144A 5.900000% 02/10/2030                           | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1009494.63   | 0.28%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                              | CITIGROUP INC 4.000000% MATURITY: PERPETUAL                             | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       71000 | PA      | $70499.64     | 0.02%             | 2174-03-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                              | CITIGROUP INC 4.113000% 04/29/2036                                      | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | NUSS              | US        |      380000 | PA      | $455566.23    | 0.13%             | 2036-04-29      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| CNPC Global Capital Limited                                                 | CNPC GLOBAL CAPITAL LTD 2.600000% 01/25/2026                            | CUSIP: N/A<br>LEI: 254900BS1UPERUNF4860       | Long             | DBT              | NUSS              | CN        |    11940000 | PA      | $1671883.27   | 0.46%             | 2026-01-25      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                                      | COLUMBIA PIPELINES HOLDING CO LLC 144A 6.055000% 08/15/2026             | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $121462.78    | 0.03%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                         | COMCAST CORP 0.000000% 09/14/2026                                       | CUSIP: 20030NDX6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | NUSS              | US        |      450000 | PA      | $513476.56    | 0.14%             | 2026-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK Aktiengesellschaft.                                             | COMMERZBANK AG 6.500000% MATURITY: PERPETUAL                            | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $494776.38    | 0.14%             | 2174-04-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK Aktiengesellschaft.                                             | COMMERZBANK AG MTN 7.875000% MATURITY: PERPETUAL                        | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $260714.87    | 0.07%             | 2174-04-09      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                  | COOPERATIEVE RABOBANK UA 4.375000% MATURITY: PERPETUAL                  | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $234062.68    | 0.06%             | 2173-12-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                  | COOPERATIEVE RABOBANK UA MTN 1.250000% 05/31/2032                       | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | NUSS              | NL        |      300000 | PA      | $318165.64    | 0.09%             | 2032-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                  | COOPERATIEVE RABOBANK UA MTN 4.625000% 01/27/2028                       | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $242867.94    | 0.07%             | 2028-01-27      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                     | CORP NACIONAL DEL COBRE DE CHILE 144A 5.950000% 01/08/2034              | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |      295000 | PA      | $300658.04    | 0.08%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC.                                                          | CPPIB CAPITAL INC MTN 0.250000% 04/06/2027                              | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |      857000 | PA      | $974217.56    | 0.27%             | 2027-04-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC.                                                          | CPPIB CAPITAL INC MTN 5.200000% 03/04/2034                              | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |      274000 | PA      | $185321.91    | 0.05%             | 2034-03-04      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSURANCES SA                                               | CREDIT AGRICOLE ASSURANCES SA 4.750000% 09/27/2048                      | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $245504.87    | 0.07%             | 2048-09-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                          | CREDIT AGRICOLE SA MTN 6.500000% MATURITY: PERPETUAL                    | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $493015.61    | 0.14%             | 2174-03-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CTP N.V.                                                                    | CTP NV 4.250000% 03/10/2035                                             | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | NUSS              | NL        |      160000 | PA      | $183924.52    | 0.05%             | 2035-03-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ceska republika                                                             | CZECH REPUBLIC 1.200000% 03/13/2031                                     | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     9080000 | PA      | $373586.90    | 0.10%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Ceska republika                                                             | CZECH REPUBLIC 1.500000% 04/24/2040                                     | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     2920000 | PA      | $93430.50     | 0.03%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ceska republika                                                             | CZECH REPUBLIC 1.950000% 07/30/2037                                     | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     1330000 | PA      | $48686.86     | 0.01%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Ceska republika                                                             | CZECH REPUBLIC 3.500000% 05/30/2035                                     | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     1290000 | PA      | $57714.05     | 0.02%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                           | Credit Default Swap                                                     | CUSIP: CDS744578<br>LEI: 213800IQAOC5HG62T347 | N/A              | DCR              |  | US        |     2125000 | NC      | $-159335.26   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                 | Credit Default Swap                                                     | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DCR              |  | XX        |     1814000 | NC      | $-45393.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                 | Credit Default Swap                                                     | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DCR              |  | XX        |      857000 | NC      | $-93660.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                 | Credit Default Swap                                                     | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DCR              |  | XX        |      572000 | NC      | $-62512.85    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                           | Credit Default Swap                                                     | CUSIP: CDS950315<br>LEI: 213800IQAOC5HG62T347 | N/A              | DCR              |  | US        |      846000 | NC      | $2829.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch                                                               | Credit Default Swap                                                     | CUSIP: CDS563173<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DCR              |  | US        |     6372000 | NC      | $-140534.86   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                            | Credit Default Swap                                                     | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DCR              |  | XX        |     3124000 | NC      | $-78175.34    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK N.A.                                                   | Credit Default Swap                                                     | CUSIP: CDS559857<br>LEI: 984500653R409CC5AB28 | N/A              | DCR              |  | US        |     8488000 | NC      | $-187203.37   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                 | Credit Default Swap                                                     | CUSIP: CDS766266<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |      528000 | NC      | $1765.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co International                                           | Credit Default Swap                                                     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DCR              |  | XX        |     3671000 | NC      | $-401197.01   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, N.A.                                                              | Credit Default Swap                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DCR              |  | XX        |     2348000 | NC      | $-256608.71   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, N.A.                                                              | Credit Default Swap                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DCR              |  | XX        |     1992000 | NC      | $-49848.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                            | DEUTSCHE BANK AG 5.000000% 09/05/2030                                   | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $375599.37    | 0.10%             | 2030-09-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                            | DEUTSCHE BANK AG MTN 1.750000% 11/19/2030                               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | NUSS              | DE        |      900000 | PA      | $990521.89    | 0.27%             | 2030-11-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan Inc.                                              | DEVELOPMENT BK OF JAPAN 2.300000% 03/19/2026                            | CUSIP: 25159MAG2<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |   150000000 | PA      | $1050575.51   | 0.29%             | 2026-03-19      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                    | DIAMONDBACK ENERGY INC 5.200000% 04/18/2027                             | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      470000 | PA      | $476419.89    | 0.13%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DS SMITH LIMITED                                                            | DS SMITH PLC MTN 4.500000% 07/27/2030                                   | CUSIP: N/A<br>LEI: 39RSBE4RCI4M15BLWH36       | Long             | DBT              | NUSS              | GB        |      440000 | PA      | $545684.70    | 0.15%             | 2030-07-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Company                                                  | EAST JAPAN RAILWAY CO MTN 3.533000% 09/04/2036                          | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | NUSS              | JP        |      330000 | PA      | $384235.71    | 0.11%             | 2036-09-04      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                    | ELECTRICITE DE FRANCE SA MTN 4.625000% 01/25/2043                       | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      900000 | PA      | $1045580.47   | 0.29%             | 2043-01-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                    | ELECTRICITE DE FRANCE SA MTN 5.875000% MATURITY: PERPETUAL              | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $536240.30    | 0.15%             | 2173-07-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                    | ELECTRICITE DE FRANCE SA MTN 7.500000% MATURITY: PERPETUAL              | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $775205.83    | 0.21%             | 2173-12-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | ENERGY TRANSFER LP 5.200000% 04/01/2030                                 | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       55000 | PA      | $56226.28     | 0.02%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                    | ENGIE SA MTN 4.250000% 09/06/2034                                       | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $245535.86    | 0.07%             | 2034-09-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                    | ENGIE SA MTN 4.500000% 09/06/2042                                       | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $360817.00    | 0.10%             | 2042-09-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                  | EURO-BOBL FUTURE  SEP25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          -4 | NC      | $-552553.12   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland                                                  | EURO-BOBL FUTURE  SEP25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          43 | NC      | $5939946.00   | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Repubblica Italiana                                                         | EURO-BTP FUTURE   SEP25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |           1 | NC      | $142035.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Repubblica Italiana                                                         | EURO-BTP FUTURE   SEP25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          10 | NC      | $1420354.50   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland                                                  | EURO-BUND FUTURE  SEP25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -20 | NC      | $-3055522.95  | -0.84%            |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland                                                  | EURO-BUND FUTURE  SEP25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -23 | NC      | $-3513851.39  | -0.97%            |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland                                                  | EURO-BUXL 30Y BND SEP25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |           5 | NC      | $696912.78    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland                                                  | EURO-BUXL 30Y BND SEP25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -15 | NC      | $-2090738.35  | -0.57%            |  |  |  | No            |                  1 | On Loan: No      |
| Republique Francaise                                                        | EURO-OAT FUTURE   SEP25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          25 | NC      | $3634229.36   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland                                                  | EURO-SCHATZ FUT   SEP25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          21 | NC      | $2643796.22   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland                                                  | EURO-SCHATZ FUT   SEP25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          98 | NC      | $12337715.70  | 3.39%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                                      | EUROFINS SCIENTIFIC SE 4.750000% 09/06/2030                             | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | DBT              | NUSS              | LU        |      660000 | PA      | $815536.57    | 0.22%             | 2030-09-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                    | EUROPEAN INVESTMENT BANK 1.900000% 01/26/2026                           | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | XX        |    50000000 | PA      | $349059.88    | 0.10%             | 2026-01-26      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| European Union                                                              | EUROPEAN UNION BILL ZERO COUPON 08/08/2025                              | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | XX        |     2100000 | PA      | $2460073.95   | 0.68%             | 2025-08-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Valtioneuvosto                                                              | FINLAND GOVERNMENT BOND 144A 2.950000% 04/15/2055                       | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |      130000 | PA      | $135090.59    | 0.04%             | 2055-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Valtioneuvosto                                                              | FINLAND GOVERNMENT BOND 144A 3.000000% 09/15/2035                       | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |      287000 | PA      | $336082.59    | 0.09%             | 2035-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARES, INC.                                             | FIRST CITIZENS BANCSHARES INC/NC 6.254000% 03/12/2040                   | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |      400000 | PA      | $398017.08    | 0.11%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FISERV FUNDING UNLIMITED COMPANY                                            | FISERV FUNDING ULC 4.000000% 06/15/2036                                 | CUSIP: 337735AC8<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | NUSS              | US        |      193000 | PA      | $225876.38    | 0.06%             | 2036-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SYSTEM OPERATOR SC                                                  | FLUVIUS SYSTEM OPERATOR CV MTN 3.875000% 05/02/2034                     | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | NUSS              | BE        |      400000 | PA      | $477858.07    | 0.13%             | 2034-05-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                               | FORD MOTOR CREDIT CO LLC 6.125000% 05/15/2028                           | CUSIP: 34540UAE9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | NUSS              | US        |      205000 | PA      | $258733.15    | 0.07%             | 2028-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                       | FOUNDRY JV HOLDCO LLC 144A 6.100000% 01/25/2036                         | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      610000 | PA      | $631114.02    | 0.17%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Republique Francaise                                                        | FRENCH REPUBLIC GOVERNMENT BOND OAT 144A 0.500000% 05/25/2040           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      667757 | PA      | $503198.84    | 0.14%             | 2040-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Republique Francaise                                                        | FRENCH REPUBLIC GOVERNMENT BOND OAT 144A 0.750000% 05/25/2053           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      623182 | PA      | $338472.10    | 0.09%             | 2053-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Republique Francaise                                                        | FRENCH REPUBLIC GOVERNMENT BOND OAT 144A 1.750000% 06/25/2039           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      197014 | PA      | $185729.76    | 0.05%             | 2039-06-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Republique Francaise                                                        | FRENCH REPUBLIC GOVERNMENT BOND OAT 144A 2.500000% 09/24/2026           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      112000 | PA      | $132385.53    | 0.04%             | 2026-09-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republique Francaise                                                        | FRENCH REPUBLIC GOVERNMENT BOND OAT 144A 2.500000% 09/24/2027           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     2027000 | PA      | $2402523.93   | 0.66%             | 2027-09-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republique Francaise                                                        | FRENCH REPUBLIC GOVERNMENT BOND OAT 144A 2.750000% 02/25/2029           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      719000 | PA      | $855936.46    | 0.24%             | 2029-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Republique Francaise                                                        | FRENCH REPUBLIC GOVERNMENT BOND OAT 144A 2.750000% 02/25/2030           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      269000 | PA      | $319066.78    | 0.09%             | 2030-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Republique Francaise                                                        | FRENCH REPUBLIC GOVERNMENT BOND OAT 144A 3.000000% 11/25/2034           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      184836 | PA      | $213309.30    | 0.06%             | 2034-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republique Francaise                                                        | FRENCH REPUBLIC GOVERNMENT BOND OAT 144A 3.250000% 05/25/2055           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     1268000 | PA      | $1286756.85   | 0.35%             | 2055-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republique Francaise                                                        | FRENCH REPUBLIC GOVERNMENT BOND OAT 144A 3.600000% 05/25/2042           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     1439000 | PA      | $1661642.31   | 0.46%             | 2042-05-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: AUD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | AU        |           1 | NC      | $798.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: AUD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | AU        |           1 | NC      | $252.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: AUD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | AU        |           1 | NC      | $6119.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: AUD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | AU        |           1 | NC      | $1694.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: AUD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | AU        |           1 | NC      | $740.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: AUD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | AU        |           1 | NC      | $660.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: AUD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | AU        |           1 | NC      | $1761.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: AUD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | AU        |           1 | NC      | $3556.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: AUD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | AU        |           1 | NC      | $13900.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: AUD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | AU        |           1 | NC      | $99.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: AUD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | AU        |           1 | NC      | $736.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: AUD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | AU        |           1 | NC      | $3298.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: AUD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | AU        |           1 | NC      | $1940.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: AUD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | AU        |           1 | NC      | $1312.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: AUD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | AU        |           1 | NC      | $1007.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: AUD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | AU        |           1 | NC      | $304.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: AUD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | AU        |           1 | NC      | $831.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: AUD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | AU        |           1 | NC      | $573.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: AUD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | AU        |           1 | NC      | $1061.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: AUD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | AU        |           1 | NC      | $414.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: AUD/USD SETTLE 2025-07-03                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | AU        |           1 | NC      | $1312.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO                                                                 | FX Forward Contract: AUD/USD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: VYVVCKR63DVZZN70PB21       | N/A              | DFE              |  | AU        |           1 | NC      | $117325.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO                                                                 | FX Forward Contract: AUD/USD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: VYVVCKR63DVZZN70PB21       | N/A              | DFE              |  | AU        |           1 | NC      | $12170.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: AUD/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | AU        |           1 | NC      | $301.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: AUD/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | AU        |           1 | NC      | $564.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: AUD/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | AU        |           1 | NC      | $137.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: AUD/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | AU        |           1 | NC      | $250.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: AUD/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | AU        |           1 | NC      | $6038.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: AUD/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | AU        |           1 | NC      | $656.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: AUD/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | AU        |           1 | NC      | $1295.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: AUD/USD SETTLE 2025-08-11                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |           1 | NC      | $1241.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: AUD/USD SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | AU        |           1 | NC      | $6024.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: AUD/USD SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | AU        |           1 | NC      | $298.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: AUD/USD SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | AU        |           1 | NC      | $566.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: CAD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | CA        |           1 | NC      | $675.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: CAD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | CA        |           1 | NC      | $9638.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: CAD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | CA        |           1 | NC      | $4845.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: CAD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | CA        |           1 | NC      | $84.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: CAD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | CA        |           1 | NC      | $507.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: CAD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | CA        |           1 | NC      | $532.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO                                                                 | FX Forward Contract: CAD/USD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: VYVVCKR63DVZZN70PB21       | N/A              | DFE              |  | CA        |           1 | NC      | $3297.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO                                                                 | FX Forward Contract: CAD/USD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: VYVVCKR63DVZZN70PB21       | N/A              | DFE              |  | CA        |           1 | NC      | $34426.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: CAD/USD SETTLE 2025-07-15                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |           1 | NC      | $3566.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: CAD/USD SETTLE 2025-07-15                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |           1 | NC      | $139.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: CAD/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | CA        |           1 | NC      | $89.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: CAD/USD SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | CA        |           1 | NC      | $88.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF AUSTRALIA                                                  | FX Forward Contract: CHF/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |           1 | NC      | $1665.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF AUSTRALIA                                                  | FX Forward Contract: CHF/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |           1 | NC      | $1595.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF AUSTRALIA                                                  | FX Forward Contract: CHF/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |           1 | NC      | $1714.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF AUSTRALIA                                                  | FX Forward Contract: CHF/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |           1 | NC      | $4391.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF AUSTRALIA                                                  | FX Forward Contract: CHF/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |           1 | NC      | $7683.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF AUSTRALIA                                                  | FX Forward Contract: CHF/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |           1 | NC      | $6572.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF AUSTRALIA                                                  | FX Forward Contract: CHF/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |           1 | NC      | $1582.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF AUSTRALIA                                                  | FX Forward Contract: CHF/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |           1 | NC      | $1538.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF AUSTRALIA                                                  | FX Forward Contract: CHF/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |           1 | NC      | $1536.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF AUSTRALIA                                                  | FX Forward Contract: CHF/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |           1 | NC      | $5514.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF AUSTRALIA                                                  | FX Forward Contract: CHF/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |           1 | NC      | $2087.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF AUSTRALIA                                                  | FX Forward Contract: CHF/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |           1 | NC      | $1210.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF AUSTRALIA                                                  | FX Forward Contract: CHF/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |           1 | NC      | $8646.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF AUSTRALIA                                                  | FX Forward Contract: CHF/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |           1 | NC      | $2982.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF AUSTRALIA                                                  | FX Forward Contract: CHF/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |           1 | NC      | $1365.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF AUSTRALIA                                                  | FX Forward Contract: CHF/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |           1 | NC      | $6418.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF AUSTRALIA                                                  | FX Forward Contract: CHF/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |           1 | NC      | $4884.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF AUSTRALIA                                                  | FX Forward Contract: CHF/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |           1 | NC      | $870.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: CNY/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | CN        |           1 | NC      | $5954.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: CNY/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | CN        |           1 | NC      | $638.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: CNY/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | CN        |           1 | NC      | $583.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEAPORT SECURITIES CORPORATION                                              | FX Forward Contract: CNY/USD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |           1 | NC      | $99.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEAPORT SECURITIES CORPORATION                                              | FX Forward Contract: CNY/USD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |           1 | NC      | $284.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: CNY/USD SETTLE 2025-08-04                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | CN        |           1 | NC      | $662.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: CNY/USD SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | CN        |           1 | NC      | $299.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: CNY/USD SETTLE 2025-09-10                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | CN        |           1 | NC      | $1050.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAY BANK PLC                                                            | FX Forward Contract: CNY/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |           1 | NC      | $488.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAY BANK PLC                                                            | FX Forward Contract: CNY/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |           1 | NC      | $111.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAY BANK PLC                                                            | FX Forward Contract: CNY/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |           1 | NC      | $292.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAY BANK PLC                                                            | FX Forward Contract: CNY/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |           1 | NC      | $214.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO                                                                 | FX Forward Contract: COP/USD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CO        |           1 | NC      | $27622.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO                                                                 | FX Forward Contract: COP/USD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CO        |           1 | NC      | $7939.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO                                                                 | FX Forward Contract: COP/USD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CO        |           1 | NC      | $16987.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO                                                                 | FX Forward Contract: COP/USD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CO        |           1 | NC      | $16625.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO                                                                 | FX Forward Contract: COP/USD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CO        |           1 | NC      | $53.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: COP/USD SETTLE 2025-07-21                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CO        |           1 | NC      | $2805.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: COP/USD SETTLE 2025-07-21                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CO        |           1 | NC      | $16039.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: COP/USD SETTLE 2025-07-21                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CO        |           1 | NC      | $1531.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: COP/USD SETTLE 2025-07-21                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CO        |           1 | NC      | $1863.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: COP/USD SETTLE 2025-07-21                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CO        |           1 | NC      | $10712.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                   | FX Forward Contract: CZK/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | CZ        |           1 | NC      | $1059.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                   | FX Forward Contract: CZK/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | CZ        |           1 | NC      | $2071.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                   | FX Forward Contract: CZK/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | CZ        |           1 | NC      | $9035.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                                       | FX Forward Contract: DKK/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 213800IQAOC5HG62T347       | N/A              | DFE              |  | DK        |           1 | NC      | $3445.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: EUR/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |           1 | NC      | $1945.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: EUR/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |           1 | NC      | $2151.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: EUR/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |           1 | NC      | $1272.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: EUR/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |           1 | NC      | $161853.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: EUR/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |           1 | NC      | $16082.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: EUR/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |           1 | NC      | $1443.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: EUR/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |           1 | NC      | $72815.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: EUR/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |           1 | NC      | $45777.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: EUR/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |           1 | NC      | $3090.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: EUR/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |           1 | NC      | $848.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: EUR/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |           1 | NC      | $193.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: EUR/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |           1 | NC      | $9235.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: EUR/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |           1 | NC      | $1390.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: EUR/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |           1 | NC      | $1307.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: EUR/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |           1 | NC      | $1603.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: EUR/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |           1 | NC      | $16859.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: EUR/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |           1 | NC      | $8552.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: EUR/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |           1 | NC      | $2831.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: EUR/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |           1 | NC      | $1327.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: EUR/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |           1 | NC      | $1562.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: EUR/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |           1 | NC      | $14137.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: EUR/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |           1 | NC      | $3056.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: EUR/USD SETTLE 2025-07-03                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |           1 | NC      | $848.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: EUR/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |           1 | NC      | $8490.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: EUR/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |           1 | NC      | $2853.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: EUR/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |           1 | NC      | $194.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: EUR/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |           1 | NC      | $2383.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: EUR/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |           1 | NC      | $16165.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: EUR/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |           1 | NC      | $851.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: EUR/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |           1 | NC      | $9210.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: EUR/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |           1 | NC      | $17008.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: EUR/USD SETTLE 2025-08-19                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | XX        |           1 | NC      | $55244.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: EUR/USD SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |           1 | NC      | $194.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: EUR/USD SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |           1 | NC      | $2370.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: EUR/USD SETTLE 2025-09-23                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | XX        |           1 | NC      | $757.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: EUR/USD SETTLE 2025-09-23                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | XX        |           1 | NC      | $1535.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                                       | FX Forward Contract: GBP/EUR SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: 213800IQAOC5HG62T347       | N/A              | DFE              |  | GB        |           1 | NC      | $-27179.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET                                                                | FX Forward Contract: GBP/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $3760.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET                                                                | FX Forward Contract: GBP/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $864.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET                                                                | FX Forward Contract: GBP/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $2266.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET                                                                | FX Forward Contract: GBP/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $291.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET                                                                | FX Forward Contract: GBP/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $679.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET                                                                | FX Forward Contract: GBP/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $462.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET                                                                | FX Forward Contract: GBP/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $664.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET                                                                | FX Forward Contract: GBP/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $784.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET                                                                | FX Forward Contract: GBP/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $546.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET                                                                | FX Forward Contract: GBP/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $1348.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET                                                                | FX Forward Contract: GBP/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $754.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET                                                                | FX Forward Contract: GBP/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $1027.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET                                                                | FX Forward Contract: GBP/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $35721.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET                                                                | FX Forward Contract: GBP/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $708.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET                                                                | FX Forward Contract: GBP/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $10349.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET                                                                | FX Forward Contract: GBP/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $711.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET                                                                | FX Forward Contract: GBP/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $856.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET                                                                | FX Forward Contract: GBP/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $1334.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: GBP/USD SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | GB        |           1 | NC      | $2647.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET                                                                | FX Forward Contract: GBP/USD SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $1334.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET                                                                | FX Forward Contract: GBP/USD SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $860.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: HUF/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | HU        |           1 | NC      | $4671.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: HUF/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | HU        |           1 | NC      | $8648.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS INTERNATIONAL INC                                                       | FX Forward Contract: IDR/USD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |           1 | NC      | $41839.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: IDR/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |           1 | NC      | $12837.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: IDR/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |           1 | NC      | $2118.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                   | FX Forward Contract: ILS/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | IL        |           1 | NC      | $1034.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $-214.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $-8966.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $-614.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $-553.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $83.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $-313.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $51.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $-398.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $-360.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $100.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $-478.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $-321.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $162.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $-198.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $-5550.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $30.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $-741.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $20.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $-715.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $1440.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $2907.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $-319.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $24197.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $-1728.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $-363.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $-513.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $-376.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $-918.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $-815.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $-262.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $3692.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $-211.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $-233.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $-100.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: JPY/USD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $55096.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: JPY/USD SETTLE 2025-07-14                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $-4174.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-07-14                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $-2975.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: JPY/USD SETTLE 2025-07-14                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $-1089.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: JPY/USD SETTLE 2025-07-14                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $-17.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: JPY/USD SETTLE 2025-07-14                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $-2191.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $3056.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $-5359.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $1530.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $104.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $-650.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $-663.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $1515.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: JPY/USD SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | JP        |           1 | NC      | $104.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: KRW/USD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $11920.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: KRW/USD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $10732.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: KRW/USD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $18563.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: KRW/USD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $20608.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: KRW/USD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $151212.74    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: KRW/USD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $-154.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: KRW/USD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $53271.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: KRW/USD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $2705.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: KRW/USD SETTLE 2025-08-25                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $122835.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: KRW/USD SETTLE 2025-08-25                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $4746.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: KRW/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $8016.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: KRW/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $923.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: MXN/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | MX        |           1 | NC      | $1145.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: MXN/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | MX        |           1 | NC      | $5789.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: MXN/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | MX        |           1 | NC      | $196.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: MXN/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | MX        |           1 | NC      | $1418.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: MXN/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | MX        |           1 | NC      | $1732.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: MXN/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | MX        |           1 | NC      | $4814.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: MXN/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | MX        |           1 | NC      | $2544.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: MXN/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | MX        |           1 | NC      | $6916.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: MXN/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | MX        |           1 | NC      | $2320.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: MXN/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | MX        |           1 | NC      | $2873.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: MXN/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | MX        |           1 | NC      | $975.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: MXN/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | MX        |           1 | NC      | $16427.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: MXN/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | MX        |           1 | NC      | $1217.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: MXN/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | MX        |           1 | NC      | $966.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: MXN/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | MX        |           1 | NC      | $616.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: MXN/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | MX        |           1 | NC      | $707.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: MXN/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | MX        |           1 | NC      | $940.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: MXN/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | MX        |           1 | NC      | $636.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: MXN/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | MX        |           1 | NC      | $951.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: MXN/USD SETTLE 2025-07-03                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | MX        |           1 | NC      | $616.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: MXN/USD SETTLE 2025-07-28                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |           1 | NC      | $2299.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: MXN/USD SETTLE 2025-07-28                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |           1 | NC      | $4404.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: MXN/USD SETTLE 2025-07-28                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |           1 | NC      | $2386.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: MXN/USD SETTLE 2025-07-28                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |           1 | NC      | $7849.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: MXN/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | MX        |           1 | NC      | $4854.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: MXN/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | MX        |           1 | NC      | $998.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: MXN/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | MX        |           1 | NC      | $467.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: MXN/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | MX        |           1 | NC      | $619.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: MXN/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | MX        |           1 | NC      | $640.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: MXN/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | MX        |           1 | NC      | $712.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: MXN/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | MX        |           1 | NC      | $1823.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: MXN/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | MX        |           1 | NC      | $959.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: MXN/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | MX        |           1 | NC      | $1229.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: MXN/USD SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | MX        |           1 | NC      | $908.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                    | FX Forward Contract: MXN/USD SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | MX        |           1 | NC      | $-1062.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MIDLAND WALWYN CAPITAL INC.                                                 | FX Forward Contract: MYR/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MY        |           1 | NC      | $6873.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MIDLAND WALWYN CAPITAL INC.                                                 | FX Forward Contract: MYR/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MY        |           1 | NC      | $961.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MIDLAND WALWYN CAPITAL INC.                                                 | FX Forward Contract: MYR/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MY        |           1 | NC      | $640.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MIDLAND WALWYN CAPITAL INC.                                                 | FX Forward Contract: MYR/USD SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MY        |           1 | NC      | $121.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: NOK/EUR SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |           1 | NC      | $9935.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: NOK/EUR SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |           1 | NC      | $-8892.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: NOK/EUR SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |           1 | NC      | $-3673.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: NOK/EUR SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |           1 | NC      | $-2734.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: NOK/EUR SETTLE 2025-10-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |           1 | NC      | $-144.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: NOK/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DFE              |  | NO        |           1 | NC      | $154.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: NOK/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DFE              |  | NO        |           1 | NC      | $-878.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: NOK/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DFE              |  | NO        |           1 | NC      | $-330.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: NOK/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DFE              |  | NO        |           1 | NC      | $-13964.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: NOK/USD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |           1 | NC      | $5555.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: NOK/USD SETTLE 2025-08-11                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |           1 | NC      | $1900.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: NOK/USD SETTLE 2025-08-11                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |           1 | NC      | $13599.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: NZD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $388.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: NZD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $468.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: NZD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $3073.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: NZD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $841.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: NZD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $465.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: NZD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $907.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: NZD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $453.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: NZD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $487.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: NZD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $2570.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: NZD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $20.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: NZD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $302.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: NZD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $7637.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: NZD/USD SETTLE 2025-07-08                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | NZ        |           1 | NC      | $378.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: NZD/USD SETTLE 2025-07-08                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | NZ        |           1 | NC      | $659.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: NZD/USD SETTLE 2025-07-08                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | NZ        |           1 | NC      | $-1137.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: NZD/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $475.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: NZD/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $2526.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: NZD/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $290.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: NZD/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $383.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: NZD/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $458.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: NZD/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $2841.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: NZD/USD SETTLE 2025-08-25                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | NZ        |           1 | NC      | $20320.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: NZD/USD SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $2813.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: NZD/USD SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $381.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                                       | FX Forward Contract: PLN/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 213800IQAOC5HG62T347       | N/A              | DFE              |  | PA        |           1 | NC      | $4913.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                                       | FX Forward Contract: PLN/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 213800IQAOC5HG62T347       | N/A              | DFE              |  | PA        |           1 | NC      | $8742.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                       | FX Forward Contract: PLN/USD SETTLE 2025-08-12                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |           1 | NC      | $693.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: RON/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DFE              |  | RO        |           1 | NC      | $5746.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: RON/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DFE              |  | RO        |           1 | NC      | $1723.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: RON/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DFE              |  | RO        |           1 | NC      | $770.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: RON/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DFE              |  | RO        |           1 | NC      | $246.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: RON/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DFE              |  | RO        |           1 | NC      | $200.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: RON/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DFE              |  | RO        |           1 | NC      | $7469.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: RON/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DFE              |  | RO        |           1 | NC      | $146.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: RON/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DFE              |  | RO        |           1 | NC      | $151.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: RON/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DFE              |  | RO        |           1 | NC      | $434.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: RON/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DFE              |  | RO        |           1 | NC      | $1441.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: RON/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DFE              |  | RO        |           1 | NC      | $35.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: SEK/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | SE        |           1 | NC      | $323.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: SEK/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | SE        |           1 | NC      | $537.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: SEK/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | SE        |           1 | NC      | $381.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: SEK/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | SE        |           1 | NC      | $510.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: SEK/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | SE        |           1 | NC      | $294.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: SEK/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | SE        |           1 | NC      | $736.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAY BANK PLC                                                            | FX Forward Contract: SEK/USD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |           1 | NC      | $3609.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: SEK/USD SETTLE 2025-07-14                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | SE        |           1 | NC      | $-1194.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: SEK/USD SETTLE 2025-07-14                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | SE        |           1 | NC      | $39890.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: SEK/USD SETTLE 2025-07-14                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | SE        |           1 | NC      | $1943.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: SEK/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | SE        |           1 | NC      | $685.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: SEK/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | SE        |           1 | NC      | $3318.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: SEK/USD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | SE        |           1 | NC      | $41338.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: SEK/USD SETTLE 2025-09-22                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | SE        |           1 | NC      | $-7547.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                   | FX Forward Contract: SGD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | SG        |           1 | NC      | $2991.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                   | FX Forward Contract: SGD/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | SG        |           1 | NC      | $270.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: SGD/USD SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | SG        |           1 | NC      | $13870.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: SGD/USD SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | SG        |           1 | NC      | $1151.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: SGD/USD SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | SG        |           1 | NC      | $17161.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS WARBURG                                                                 | FX Forward Contract: THB/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              |  | TH        |           1 | NC      | $295.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS WARBURG                                                                 | FX Forward Contract: THB/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              |  | TH        |           1 | NC      | $-13.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS WARBURG                                                                 | FX Forward Contract: THB/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              |  | TH        |           1 | NC      | $143.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS WARBURG                                                                 | FX Forward Contract: THB/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              |  | TH        |           1 | NC      | $3221.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                     | FX Forward Contract: THB/USD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |           1 | NC      | $33.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                     | FX Forward Contract: THB/USD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |           1 | NC      | $1747.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                     | FX Forward Contract: THB/USD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |           1 | NC      | $2927.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                     | FX Forward Contract: THB/USD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |           1 | NC      | $-294.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                     | FX Forward Contract: THB/USD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |           1 | NC      | $3277.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                     | FX Forward Contract: THB/USD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |           1 | NC      | $3557.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                     | FX Forward Contract: THB/USD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |           1 | NC      | $3517.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                     | FX Forward Contract: THB/USD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |           1 | NC      | $-277.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                     | FX Forward Contract: THB/USD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |           1 | NC      | $8002.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/AUD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-557.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/AUD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-660.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/AUD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1383.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/AUD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1088.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/AUD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-421.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/AUD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-957.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/AUD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-844.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/AUD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2265.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/AUD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-779.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/AUD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2653.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/AUD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-557.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/AUD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-52648.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/AUD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-831.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/AUD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1758.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/AUD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-9145.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/AUD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-761.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/AUD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2638.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/AUD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-440.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/AUD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2961.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/AUD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-115.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/AUD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-508.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/AUD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-203054.42   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/AUD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-189816.15   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/AUD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-419.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/AUD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-509.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/AUD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-39734.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/AUD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2269.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/AUD SETTLE 2025-08-11                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-27149.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/AUD SETTLE 2025-08-11                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-4361.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/AUD SETTLE 2025-08-11                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-4861.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/AUD SETTLE 2025-08-11                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-74049.31    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/AUD SETTLE 2025-08-11                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-1974.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/AUD SETTLE 2025-08-11                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-4124.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/AUD SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-29342.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/AUD SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-420.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/AUD SETTLE 2025-09-30                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1649.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/CAD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1007.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/CAD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-49.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/CAD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-311.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/CAD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2025.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/CAD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-369.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/CAD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-44932.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/CAD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-78.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/CAD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-278437.92   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/CAD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-127821.10   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/CAD SETTLE 2025-07-15                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-680.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/CAD SETTLE 2025-07-15                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-1543.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/CAD SETTLE 2025-07-15                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-152688.84   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/CAD SETTLE 2025-07-15                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-571.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/CAD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-10823.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/CAD SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-14241.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/CAD SETTLE 2025-09-29                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-5211.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/CHF SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1485.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/CHF SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1459.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/CHF SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-48699.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/CHF SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-3155.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/CHF SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-3113.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/CHF SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2525.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/CHF SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1426.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/CHF SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1328.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/CHF SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1609.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/CHF SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-236533.48   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/CHF SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-9001.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/CHF SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-164554.47   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/CNY SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1134.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/CNY SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-395.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/CNY SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1192.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/CNY SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-76050.44    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/CNY SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2526.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/CNY SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1270.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/CNY SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-24504.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/CNY SETTLE 2025-07-28                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-391.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/CNY SETTLE 2025-08-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1929.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/CNY SETTLE 2025-08-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-84801.02    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/CNY SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1292.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/CNY SETTLE 2025-08-12                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-1469.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/CNY SETTLE 2025-08-27                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-40106.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/CNY SETTLE 2025-08-27                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-218.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/CNY SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-11893.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/CNY SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1954.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/CNY SETTLE 2025-09-10                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-1022.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/CNY SETTLE 2025-09-29                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-14689.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/COP SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-3964.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/COP SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1081.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/COP SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-145708.92   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/COP SETTLE 2025-07-21                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-2317.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/COP SETTLE 2025-07-21                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-41505.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/COP SETTLE 2025-07-21                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-17601.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/COP SETTLE 2025-07-21                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-1620.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/COP SETTLE 2025-07-21                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-1627.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/CZK SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-3188.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/CZK SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-24933.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/CZK SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-9327.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/CZK SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-120044.08   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/CZK SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-3951.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/DKK SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-8595.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/DKK SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-3592.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2783.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-804.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1319.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2256.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1171.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1235.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1083.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-184.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-4643.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1587.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2610.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-3110.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1143.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-6366.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-3070.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2699.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2656.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1211372.32  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-7928.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1537.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-8026.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1247.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-17711.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-31690.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-3759.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1739.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1666.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/EUR SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-4910929.00  | -1.35%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/EUR SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-118783.63   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2268.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-8076.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-7992.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1589.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-185.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-352762.80   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-31675.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-4661.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-3781.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/EUR SETTLE 2025-08-19                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-17751.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/EUR SETTLE 2025-08-19                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-10444.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/EUR SETTLE 2025-08-19                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-463310.72   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-515919.03   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-184.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/EUR SETTLE 2025-09-10                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-127883.57   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/EUR SETTLE 2025-09-23                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-132503.49   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-09-29                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-161979.69   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/GBP SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1502.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/GBP SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-6820.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/GBP SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-3609.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/GBP SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-759.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/GBP SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-671.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/GBP SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-697.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/GBP SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-867.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/GBP SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-570.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/GBP SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-11772.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/GBP SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-557.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/GBP SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-8488.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/GBP SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1944.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/GBP SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1441.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/GBP SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-179338.03   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/GBP SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-9298.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/GBP SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1355.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/GBP SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-458.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/GBP SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-4435.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/GBP SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-5742.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/GBP SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-761.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/GBP SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-643.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/GBP SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-73982.40    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/GBP SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-221733.97   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/GBP SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-3590.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/GBP SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1434.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/GBP SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-79673.19    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/GBP SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-2333.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/GBP SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-7791.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/GBP SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-75919.89    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/GBP SETTLE 2025-09-29                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-35057.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/HUF SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-28493.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/HUF SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-8794.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/HUF SETTLE 2025-08-25                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-1688.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/IDR SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-4288.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/IDR SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-4714.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/IDR SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-261629.05   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/IDR SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-686.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/IDR SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-1351.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/ILS SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-8316.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/ILS SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1061.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/ILS SETTLE 2025-08-18                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-5240.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/ILS SETTLE 2025-08-18                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-136689.27   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/JPY SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $147.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/JPY SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-491.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/JPY SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $998.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/JPY SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $422.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/JPY SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $132.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/JPY SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $509.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/JPY SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-197266.12   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/JPY SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $1473.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/JPY SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $256.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/JPY SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $745.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/JPY SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $76.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/JPY SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $1429.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/JPY SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $1095.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/JPY SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $727.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/JPY SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $1195.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/JPY SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-564.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/JPY SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $306.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/JPY SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $230.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/JPY SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $303.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/JPY SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $449.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/JPY SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-317.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/JPY SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $1686.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/JPY SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $4933.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/JPY SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $2874.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/JPY SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-185465.56   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/JPY SETTLE 2025-07-14                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-36507.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/JPY SETTLE 2025-07-14                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $11938.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/JPY SETTLE 2025-07-14                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $82281.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/JPY SETTLE 2025-07-14                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $6926.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/JPY SETTLE 2025-07-14                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-2378.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/JPY SETTLE 2025-07-14                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $14492.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/JPY SETTLE 2025-07-14                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-9033.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/JPY SETTLE 2025-07-14                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-8279.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/JPY SETTLE 2025-07-14                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $4383.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/JPY SETTLE 2025-07-14                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-1940.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/JPY SETTLE 2025-07-14                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $3762.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/JPY SETTLE 2025-08-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $9640.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/JPY SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $41164.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/JPY SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $4417.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/JPY SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $1164.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/JPY SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $1024.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/JPY SETTLE 2025-08-18                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-12793.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/JPY SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $4528.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/JPY SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $24738.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/JPY SETTLE 2025-09-29                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-26754.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/KRW SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-38987.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/KRW SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-6931.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/KRW SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-4062.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/KRW SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-76066.01    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/KRW SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-30848.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/KRW SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-4540.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/KRW SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-27121.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/KRW SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-6417.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/KRW SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-10546.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/KRW SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-6459.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/KRW SETTLE 2025-08-25                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-23377.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/KRW SETTLE 2025-08-25                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-1570.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MXN SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-868.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MXN SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-742.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MXN SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-56641.78    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MXN SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1450.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MXN SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1918.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MXN SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1390.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MXN SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2545.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MXN SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-4062.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MXN SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2009.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MXN SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1937.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MXN SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-717.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MXN SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1131.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MXN SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-655.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MXN SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2653.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MXN SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2610.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MXN SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1904.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MXN SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-4713.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MXN SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1366.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MXN SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1731.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MXN SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-112.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MXN SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1189.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/MXN SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-21013.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/MXN SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-132718.58   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/MXN SETTLE 2025-07-28                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-206886.57   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/MXN SETTLE 2025-07-28                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-1392.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/MXN SETTLE 2025-07-28                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-31567.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/MXN SETTLE 2025-07-28                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-4076.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/MXN SETTLE 2025-07-28                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-6999.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/MXN SETTLE 2025-07-28                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-4107.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MXN SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-3390.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MXN SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2628.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MXN SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2021.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MXN SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-43037.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MXN SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-721.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MXN SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-19725.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MXN SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1162.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MXN SETTLE 2025-09-29                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-6031.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MYR SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1121.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MYR SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-36258.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MYR SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-5305.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MYR SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1382.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MYR SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-31.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MYR SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-22123.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MYR SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-4668.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MYR SETTLE 2025-09-29                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-976.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MYR SETTLE 2025-09-29                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1469.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/MYR SETTLE 2025-09-29                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-10665.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/NOK SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $376.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/NOK SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2399.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/NOK SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $815.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/NOK SETTLE 2025-08-11                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-175.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/NZD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-804.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/NZD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-722.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/NZD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-38677.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/NZD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-632.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/NZD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-891.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/NZD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-611.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/NZD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-452.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/NZD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-386.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/NZD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-19309.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/NZD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-345.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/NZD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-797.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/NZD SETTLE 2025-07-08                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-877.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/NZD SETTLE 2025-07-08                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-266045.44   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/NZD SETTLE 2025-07-08                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-765.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/NZD SETTLE 2025-07-08                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-575.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/NZD SETTLE 2025-07-08                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-1598.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/NZD SETTLE 2025-07-08                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-904.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/NZD SETTLE 2025-07-08                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-823.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/NZD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-21546.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/NZD SETTLE 2025-08-25                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-6715.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/NZD SETTLE 2025-08-25                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-115852.16   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/NZD SETTLE 2025-08-25                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-3390.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/NZD SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-13696.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/NZD SETTLE 2025-09-16                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-20485.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/NZD SETTLE 2025-09-16                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-5086.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/NZD SETTLE 2025-09-29                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-801.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/NZD SETTLE 2025-10-06                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $2767.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/PEN SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-35982.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/PEN SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-1170.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/PLN SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-4572.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/PLN SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-18484.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/PLN SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-8881.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/PLN SETTLE 2025-08-12                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-11133.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/PLN SETTLE 2025-08-12                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-12918.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/PLN SETTLE 2025-08-12                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-6319.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/PLN SETTLE 2025-08-12                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-5299.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/PLN SETTLE 2025-08-12                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-6445.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/PLN SETTLE 2025-08-12                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-156515.14   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/RON SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-394.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/RON SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1326.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/RON SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-883.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/RON SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-696.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/RON SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1115.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/RON SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-3549.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/RON SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-32471.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/RON SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-31.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/RON SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-223.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/RON SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-865.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/RON SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-7730.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/RON SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-278.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/RON SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-169.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/SEK SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-471.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/SEK SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-149.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/SEK SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-392.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/SEK SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $65.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/SEK SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-146.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/SEK SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-18473.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/SEK SETTLE 2025-07-14                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-717.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/SEK SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-13312.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/SEK SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-405.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/SGD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-6076.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/SGD SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-3406.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/SGD SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-36068.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/THB SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-624.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/THB SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-250.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/THB SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-196.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/THB SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-6909.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/THB SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-58999.63    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/THB SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-59640.08    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/THB SETTLE 2025-08-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-4748.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/THB SETTLE 2025-08-18                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-1874.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/THB SETTLE 2025-08-18                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-10087.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                      | FX Forward Contract: USD/THB SETTLE 2025-09-02                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $52.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | FX Forward Contract: USD/ZAR SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-7764.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/ZAR SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-5123.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/ZAR SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-47500.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/ZAR SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1657.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/ZAR SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-10534.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/ZAR SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-17902.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/ZAR SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-35099.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                        | FX Forward Contract: USD/ZAR SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-17940.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: ZAR/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | ZA        |           1 | NC      | $2.28         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | FX Forward Contract: ZAR/USD SETTLE 2025-07-02                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | ZA        |           1 | NC      | $-1513.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                    | FX Forward Contract: ZAR/USD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | ZA        |           1 | NC      | $35699.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                    | FX Forward Contract: ZAR/USD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | ZA        |           1 | NC      | $19757.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                    | FX Forward Contract: ZAR/USD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | ZA        |           1 | NC      | $11410.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                    | FX Forward Contract: ZAR/USD SETTLE 2025-07-09                          | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | ZA        |           1 | NC      | $36856.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                        | GLOBAL PAYMENTS INC 4.875000% 03/17/2031                                | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | NUSS              | US        |      359000 | PA      | $442439.37    | 0.12%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic                                                           | HELLENIC REPUBLIC GOVERNMENT BOND 144A 3.625000% 06/15/2035             | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |      344000 | PA      | $414951.34    | 0.11%             | 2035-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                          | HEWLETT PACKARD ENTERPRISE CO 4.850000% 10/15/2031                      | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      237000 | PA      | $236386.53    | 0.06%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                           | HSBC HOLDINGS PLC 6.364000% 11/16/2032                                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | NUSS              | GB        |      249000 | PA      | $313606.16    | 0.09%             | 2032-11-16      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                | HUNGARY GOVERNMENT BOND 2.000000% 05/23/2029                            | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |     3270000 | PA      | $8185.82      | 0.00%             | 2029-05-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                | HUNGARY GOVERNMENT BOND 3.000000% 10/27/2038                            | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |     4830000 | PA      | $9231.36      | 0.00%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                | HUNGARY GOVERNMENT BOND 4.500000% 03/23/2028                            | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   115200000 | PA      | $322623.10    | 0.09%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                | HUNGARY GOVERNMENT BOND 4.750000% 11/24/2032                            | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    18630000 | PA      | $48525.89     | 0.01%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                | HUNGARY GOVERNMENT BOND 7.000000% 10/24/2035                            | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    25180000 | PA      | $73677.97     | 0.02%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INCORPORATED                                          | HUNTINGTON BANCSHARES INC/OH 6.141000% 11/18/2039                       | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203879.76    | 0.06%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| INDIGO GROUP SA                                                             | INDIGO GROUP SAS 4.500000% 04/18/2030                                   | CUSIP: N/A<br>LEI: 213800H5J9NKEXSUQX44       | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $370223.03    | 0.10%             | 2030-04-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                               | INDONESIA GOVERNMENT 5.500000% 04/15/2026                               | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  5497000000 | PA      | $337370.85    | 0.09%             | 2026-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                               | INDONESIA GOVERNMENT 6.375000% 08/15/2028                               | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 17914000000 | PA      | $1107854.39   | 0.30%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                               | INDONESIA GOVERNMENT 6.500000% 02/15/2031                               | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 11940000000 | PA      | $736921.13    | 0.20%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                               | INDONESIA GOVERNMENT 6.625000% 02/15/2034                               | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  4177000000 | PA      | $256919.26    | 0.07%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                               | INDONESIA GOVERNMENT 6.750000% 07/15/2035                               | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  5431000000 | PA      | $337247.27    | 0.09%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                               | INDONESIA GOVERNMENT 7.000000% 09/15/2030                               | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 10814000000 | PA      | $683245.31    | 0.19%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                               | INDONESIA GOVERNMENT 7.375000% 05/15/2048                               | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 11760000000 | PA      | $747011.72    | 0.21%             | 2048-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                               | INDONESIA GOVERNMENT 7.500000% 06/15/2035                               | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  2305000000 | PA      | $150435.25    | 0.04%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                               | INDONESIA GOVERNMENT 8.375000% 03/15/2034                               | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 32882000000 | PA      | $2250211.77   | 0.62%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                               | INDONESIA GOVERNMENT 8.750000% 05/15/2031                               | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  7551000000 | PA      | $514863.32    | 0.14%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Industrial and Commercial Bank of China Limited                             | INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/DUBAI DI 3.200000% 10/25/2025 | CUSIP: N/A<br>LEI: 254900RYF4STUN5BW294       | Long             | DBT              | NUSS              | CN        |    34000000 | PA      | $4765005.93   | 1.31%             | 2025-10-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                           | INTEL CORP 4.875000% 02/10/2026                                         | CUSIP: 458140CD0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      250000 | PA      | $250369.66    | 0.07%             | 2026-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                           | INTEL CORP 5.600000% 02/21/2054                                         | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      406000 | PA      | $372465.22    | 0.10%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                       | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 4.200000% 04/21/2033 | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | NUSS              | XX        |     2520000 | PA      | $1620601.61   | 0.45%             | 2033-04-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                         | INTESA SANPAOLO SPA MTN 4.875000% 05/19/2030                            | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | NUSS              | IT        |      275000 | PA      | $349697.61    | 0.10%             | 2030-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ireland                                                                     | IRELAND GOVERNMENT BOND 0.000000% 10/18/2031                            | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      364000 | PA      | $364593.92    | 0.10%             | 2031-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ireland                                                                     | IRELAND GOVERNMENT BOND 3.150000% 10/18/2055                            | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      149000 | PA      | $162458.19    | 0.04%             | 2055-10-18      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                             | ISRAEL FIXED BOND 1.000000% 03/31/2030                                  | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |      593000 | PA      | $153792.59    | 0.04%             | 2030-03-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                                         | ITALY BUONI POLIENNALI DEL TESORO 144A 1.450000% 03/01/2036             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      477000 | PA      | $459496.75    | 0.13%             | 2036-03-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                                         | ITALY BUONI POLIENNALI DEL TESORO 144A 2.450000% 09/01/2033             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      625000 | PA      | $697684.88    | 0.19%             | 2033-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                                         | ITALY BUONI POLIENNALI DEL TESORO 144A 3.500000% 03/01/2030             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      475000 | PA      | $582136.61    | 0.16%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                                         | ITALY BUONI POLIENNALI DEL TESORO 144A 3.850000% 10/01/2040             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1960000 | PA      | $2291870.17   | 0.63%             | 2040-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                                         | ITALY BUONI POLIENNALI DEL TESORO 144A 4.100000% 04/30/2046             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      222000 | PA      | $263782.18    | 0.07%             | 2046-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                                         | ITALY BUONI POLIENNALI DEL TESORO 144A 4.300000% 10/01/2054             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      541000 | PA      | $636981.62    | 0.18%             | 2054-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                                         | ITALY BUONI POLIENNALI DEL TESORO 144A 5.000000% 09/01/2040             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      961000 | PA      | $1279599.87   | 0.35%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JAB Holdings B.V.                                                           | JAB HOLDINGS BV 4.750000% 06/29/2032                                    | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | NUSS              | LU        |      300000 | PA      | $373326.53    | 0.10%             | 2032-06-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (10 YEAR ISSUE) 0.100000% 09/20/2027                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   413350000 | PA      | $2821111.68   | 0.78%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (10 YEAR ISSUE) 0.100000% 12/20/2031                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   277950000 | PA      | $1805493.12   | 0.50%             | 2031-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (10 YEAR ISSUE) 0.500000% 12/20/2032                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   617550000 | PA      | $4067886.86   | 1.12%             | 2032-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (10 YEAR ISSUE) 0.900000% 09/20/2034                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    87900000 | PA      | $583535.39    | 0.16%             | 2034-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (20 YEAR ISSUE) 0.200000% 06/20/2036                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    89650000 | PA      | $534638.04    | 0.15%             | 2036-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (20 YEAR ISSUE) 0.500000% 09/20/2036                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   284050000 | PA      | $1742686.92   | 0.48%             | 2036-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (20 YEAR ISSUE) 0.900000% 06/20/2042                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   489800000 | PA      | $2776004.44   | 0.76%             | 2042-06-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (20 YEAR ISSUE) 1.400000% 09/20/2034                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   263300000 | PA      | $1826122.99   | 0.50%             | 2034-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (20 YEAR ISSUE) 1.500000% 03/20/2033                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |     8300000 | PA      | $58708.91     | 0.02%             | 2033-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (20 YEAR ISSUE) 1.700000% 06/20/2033                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   475200000 | PA      | $3407578.95   | 0.94%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (20 YEAR ISSUE) 1.800000% 09/20/2031                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   361600000 | PA      | $2612619.02   | 0.72%             | 2031-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (30 YEAR ISSUE) 0.400000% 12/20/2049                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   455650000 | PA      | $1907560.77   | 0.52%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (30 YEAR ISSUE) 0.700000% 12/20/2051                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   241000000 | PA      | $1033268.25   | 0.28%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (30 YEAR ISSUE) 0.800000% 09/20/2047                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   126100000 | PA      | $624324.07    | 0.17%             | 2047-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (30 YEAR ISSUE) 1.800000% 03/20/2054                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    40000000 | PA      | $222039.53    | 0.06%             | 2054-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (30 YEAR ISSUE) 1.800000% 09/20/2053                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   261000000 | PA      | $1459802.12   | 0.40%             | 2053-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (30 YEAR ISSUE) 2.000000% 03/20/2042                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   274450000 | PA      | $1853873.32   | 0.51%             | 2042-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (30 YEAR ISSUE) 2.100000% 09/20/2054                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    89050000 | PA      | $528847.76    | 0.15%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (30 YEAR ISSUE) 2.300000% 03/20/2039                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   134600000 | PA      | $976322.30    | 0.27%             | 2039-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (30 YEAR ISSUE) 2.300000% 03/20/2040                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   689850000 | PA      | $4956664.31   | 1.36%             | 2040-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (30 YEAR ISSUE) 2.300000% 12/20/2054                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   146350000 | PA      | $909377.23    | 0.25%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (30 YEAR ISSUE) 2.400000% 03/20/2055                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   168800000 | PA      | $1071958.94   | 0.29%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (30 YEAR ISSUE) 2.400000% 09/20/2038                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    50650000 | PA      | $373199.98    | 0.10%             | 2038-09-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (40 YEAR ISSUE) 1.000000% 03/20/2062                              | CUSIP: J2S39LUV4<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   301050000 | PA      | $1161298.52   | 0.32%             | 2062-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (40 YEAR ISSUE) 1.400000% 03/20/2055                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   430350000 | PA      | $2135966.08   | 0.59%             | 2055-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN (40 YEAR ISSUE) 2.200000% 03/20/2064                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   282600000 | PA      | $1570362.29   | 0.43%             | 2064-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN TREASURY DISC BILL ZERO COUPON 07/14/2025                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   402900000 | PA      | $2788859.32   | 0.77%             | 2025-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN TREASURY DISC BILL ZERO COUPON 08/04/2025                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   400000000 | PA      | $2768114.65   | 0.76%             | 2025-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JAPAN TREASURY DISC BILL ZERO COUPON 08/18/2025                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   600000000 | PA      | $4151491.16   | 1.14%             | 2025-08-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                  | JP MORGAN MORTGAGE TRUST 2004-A5 JPMMT 2004-A5 3A1                      | CUSIP: 466247FZ1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       11440 | PA      | $10626.93     | 0.00%             | 2034-12-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                        | JPMORGAN CHASE & CO 6.070000% 10/22/2027                                | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      230000 | PA      | $234994.78    | 0.06%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Japan                                                                       | JPN 10Y BOND(OSE) SEP25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |           8 | NC      | $7699539.62   | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan                                                                       | JPN 10Y BOND(OSE) SEP25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |         -18 | NC      | $-17323964.14 | -4.76%            |  |  |  | No            |                  1 | On Loan: No      |
| Royaume de Belgique                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND 144A 0.800000% 06/22/2027            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      210143 | PA      | $241142.24    | 0.07%             | 2027-06-22      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND 144A 1.600000% 06/22/2047            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |       41000 | PA      | $32496.80     | 0.01%             | 2047-06-22      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND 144A 2.600000% 10/22/2030            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      460000 | PA      | $541896.80    | 0.15%             | 2030-10-22      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND 144A 2.700000% 10/22/2029            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      271000 | PA      | $322555.22    | 0.09%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND 144A 2.850000% 10/22/2034            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |       34000 | PA      | $39223.36     | 0.01%             | 2034-10-22      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND 144A 3.000000% 06/22/2034            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      574534 | PA      | $674230.05    | 0.19%             | 2034-06-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND 144A 3.100000% 06/22/2035            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     1608000 | PA      | $1877484.87   | 0.52%             | 2035-06-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND 144A 3.100000% 06/22/2035            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      612000 | PA      | $714565.14    | 0.20%             | 2035-06-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND 144A 3.450000% 06/22/2043            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      288000 | PA      | $327963.00    | 0.09%             | 2043-06-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND 144A 3.500000% 06/22/2055            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      406000 | PA      | $437861.39    | 0.12%             | 2055-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND 144A 4.250000% 03/28/2041            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |       30000 | PA      | $38027.53     | 0.01%             | 2041-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Statsministeriet, Departementet                                             | KINGDOM OF DENMARK 4.500000% 11/15/2039                                 | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |     1533000 | PA      | $290530.10    | 0.08%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | KOREA 10YR BND FU SEP25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |          37 | NC      | $3246821.28   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | KOREA 3YR BND FUT SEP25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |          70 | NC      | $5562759.34   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Government of the Republic of Korea                                         | KOREA TREASURY BOND 1.875000% 06/10/2029                                | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   450460000 | PA      | $325393.94    | 0.09%             | 2029-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Government of the Republic of Korea                                         | KOREA TREASURY BOND 2.000000% 06/10/2031                                | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  1772690000 | PA      | $1264384.62   | 0.35%             | 2031-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government of the Republic of Korea                                         | KOREA TREASURY BOND 3.125000% 09/10/2027                                | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   990430000 | PA      | $744418.49    | 0.20%             | 2027-09-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Government of the Republic of Korea                                         | KOREA TREASURY BOND 3.375000% 06/10/2032                                | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   570570000 | PA      | $440104.71    | 0.12%             | 2032-06-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government of the Republic of Korea                                         | KOREA TREASURY BOND 3.500000% 06/10/2034                                | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   169850000 | PA      | $132499.41    | 0.04%             | 2034-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KfW                                                                         | KREDITANSTALT FUER WIEDERAUFBAU 2.600000% 06/20/2037                    | CUSIP: 500769CG7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   207000000 | PA      | $1617464.59   | 0.44%             | 2037-06-20      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| THE KROGER CO.                                                              | KROGER CO/THE 5.650000% 09/15/2064                                      | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      122000 | PA      | $115489.76    | 0.03%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS, INC.                                                      | KYNDRYL HOLDINGS INC 2.050000% 10/15/2026                               | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |      455000 | PA      | $440945.63    | 0.12%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                        | LONG GILT FUTURE  SEP25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |           1 | NC      | $127483.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                        | LONG GILT FUTURE  SEP25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          27 | NC      | $3442061.55   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Kerajaan Malaysia                                                           | MALAYSIA GOVERNMENT 2.632000% 04/15/2031                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     1040000 | PA      | $237193.62    | 0.07%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                           | MALAYSIA GOVERNMENT 3.502000% 05/31/2027                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      423000 | PA      | $101261.37    | 0.03%             | 2027-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                           | MALAYSIA GOVERNMENT 3.502000% 05/31/2027                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2824000 | PA      | $676033.34    | 0.19%             | 2027-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                           | MALAYSIA GOVERNMENT 3.519000% 04/20/2028                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     1557000 | PA      | $373313.91    | 0.10%             | 2028-04-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                           | MALAYSIA GOVERNMENT 3.582000% 07/15/2032                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      459000 | PA      | $110142.56    | 0.03%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                           | MALAYSIA GOVERNMENT 3.733000% 06/15/2028                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     1992000 | PA      | $480425.39    | 0.13%             | 2028-06-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                           | MALAYSIA GOVERNMENT 3.757000% 05/22/2040                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     1066000 | PA      | $253815.60    | 0.07%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                           | MALAYSIA GOVERNMENT 3.828000% 07/05/2034                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2265000 | PA      | $550012.26    | 0.15%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                           | MALAYSIA GOVERNMENT 3.828000% 07/05/2034                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     1001000 | PA      | $243073.85    | 0.07%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                           | MALAYSIA GOVERNMENT 3.885000% 08/15/2029                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     1233000 | PA      | $299466.18    | 0.08%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                           | MALAYSIA GOVERNMENT 3.885000% 08/15/2029                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2715000 | PA      | $659408.49    | 0.18%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                           | MALAYSIA GOVERNMENT 3.906000% 07/15/2026                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2953000 | PA      | $707646.60    | 0.19%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                           | MALAYSIA GOVERNMENT 3.955000% 09/15/2025                                | CUSIP: EK7974596<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2627000 | PA      | $625039.45    | 0.17%             | 2025-09-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                           | MALAYSIA GOVERNMENT 4.065000% 06/15/2050                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      657000 | PA      | $157459.07    | 0.04%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                           | MALAYSIA GOVERNMENT 4.232000% 06/30/2031                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2295000 | PA      | $569079.81    | 0.16%             | 2031-06-30      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                           | MALAYSIA GOVERNMENT 4.392000% 04/15/2026                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2422000 | PA      | $581381.11    | 0.16%             | 2026-04-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                           | MALAYSIA GOVERNMENT 4.457000% 03/31/2053                                | CUSIP: Y2R35QFJ5<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      182000 | PA      | $46289.08     | 0.01%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                           | MALAYSIA GOVERNMENT 4.642000% 11/07/2033                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      242000 | PA      | $62132.22     | 0.02%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                                          | MARS INC 144A 5.000000% 03/01/2032                                      | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      260000 | PA      | $263456.49    | 0.07%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                                          | MARS INC 144A 5.650000% 05/01/2045                                      | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      190000 | PA      | $190459.48    | 0.05%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings S.C.A.                                            | MEDTRONIC GLOBAL HOLDINGS SCA 1.125000% 03/07/2027                      | CUSIP: 58507LAH2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | NUSS              | US        |      400000 | PA      | $460019.25    | 0.13%             | 2027-03-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                               | MEDTRONIC INC 4.150000% 10/15/2043                                      | CUSIP: N/A<br>LEI: D56MRZY2INAN94ZONZ37       | Long             | DBT              | NUSS              | US        |      428000 | PA      | $505842.85    | 0.14%             | 2043-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                               | MEDTRONIC INC 4.150000% 10/15/2053                                      | CUSIP: 585055BY1<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | NUSS              | US        |      131000 | PA      | $148167.32    | 0.04%             | 2053-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                     | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A 5.375000% 11/26/2025       | CUSIP: 58769JAB3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | DE        |      290000 | PA      | $290752.72    | 0.08%             | 2025-11-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                    | MEX BONOS DESARR FIX RT 10.000000% 11/20/2036                           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    34035500 | PA      | $1893562.48   | 0.52%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                    | MEX BONOS DESARR FIX RT 7.500000% 06/03/2027                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    18730900 | PA      | $979966.54    | 0.27%             | 2027-06-03      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                    | MEX BONOS DESARR FIX RT 7.750000% 05/29/2031                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       12700 | PA      | $640.34       | 0.00%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                    | MEX BONOS DESARR FIX RT 7.750000% 11/13/2042                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    32876400 | PA      | $1443524.03   | 0.40%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                    | MEX BONOS DESARR FIX RT 7.750000% 11/13/2042                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     2490500 | PA      | $109351.89    | 0.03%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                    | MEX BONOS DESARR FIX RT 7.750000% 11/23/2034                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    34097900 | PA      | $1648221.59   | 0.45%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                    | MEX BONOS DESARR FIX RT 7.750000% 11/23/2034                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     5558100 | PA      | $268667.00    | 0.07%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                    | MEX BONOS DESARR FIX RT 8.000000% 07/31/2053                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    16800900 | PA      | $732816.09    | 0.20%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                    | MEX BONOS DESARR FIX RT 8.000000% 07/31/2053                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    14579300 | PA      | $635915.08    | 0.17%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                    | MEX BONOS DESARR FIX RT 8.000000% 11/07/2047                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    30856500 | PA      | $1359751.32   | 0.37%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                    | MEX BONOS DESARR FIX RT 8.500000% 02/28/2030                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     2733300 | PA      | $143710.57    | 0.04%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                    | MEX BONOS DESARR FIX RT 8.500000% 11/18/2038                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     6239600 | PA      | $303697.47    | 0.08%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | MORGAN STANLEY 0.406000% 10/29/2027                                     | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | NUSS              | US        |      370000 | PA      | $423239.83    | 0.12%             | 2027-10-29      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | MORGAN STANLEY 3.521000% 05/22/2031                                     | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | NUSS              | US        |      300000 | PA      | $357894.67    | 0.10%             | 2031-05-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | MORGAN STANLEY 3.790000% 03/21/2030                                     | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | NUSS              | US        |      136000 | PA      | $164394.67    | 0.05%             | 2030-03-21      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | MORGAN STANLEY 4.099000% 05/22/2036                                     | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | NUSS              | US        |      260000 | PA      | $312269.23    | 0.09%             | 2036-05-22      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | MORGAN STANLEY 4.813000% 10/25/2028                                     | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | NUSS              | US        |      435000 | PA      | $535489.36    | 0.15%             | 2028-10-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                                             | MOTABILITY OPERATIONS GROUP PLC MTN 3.875000% 01/24/2034                | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | NUSS              | GB        |      220000 | PA      | $262040.72    | 0.07%             | 2034-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                                             | MOTABILITY OPERATIONS GROUP PLC MTN 4.250000% 06/17/2035                | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | NUSS              | GB        |      160000 | PA      | $194256.91    | 0.05%             | 2035-06-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital B.V.                                                | MSD NETHERLANDS CAPITAL BV 3.500000% 05/30/2037                         | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | NUSS              | US        |      190000 | PA      | $220496.35    | 0.06%             | 2037-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital B.V.                                                | MSD NETHERLANDS CAPITAL BV 3.750000% 05/30/2054                         | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | NUSS              | US        |      250000 | PA      | $268751.03    | 0.07%             | 2054-05-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                           | NATIONAL GRID PLC MTN 4.275000% 01/16/2035                              | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | NUSS              | GB        |      370000 | PA      | $451001.29    | 0.12%             | 2035-01-16      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| NBN CO LIMITED                                                              | NBN CO LTD MTN 4.375000% 03/15/2033                                     | CUSIP: N/A<br>LEI: 2549007CRZ2NT7S96A24       | Long             | DBT              | NUSS              | AU        |      380000 | PA      | $477575.56    | 0.13%             | 2033-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank N.V.                                            | NEDERLANDSE WATERSCHAPSBANK NV MTN 0.000000% 11/16/2026                 | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      432000 | PA      | $493607.79    | 0.14%             | 2026-11-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Koninkrijk der Nederlanden                                                  | NETHERLANDS GOVERNMENT BOND 144A 0.000000% 01/15/2038                   | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     1554000 | PA      | $1257023.29   | 0.35%             | 2038-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Koninkrijk der Nederlanden                                                  | NETHERLANDS GOVERNMENT BOND 144A 0.000000% 07/15/2030                   | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      255829 | PA      | $267648.63    | 0.07%             | 2030-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Koninkrijk der Nederlanden                                                  | NETHERLANDS GOVERNMENT BOND 144A 2.500000% 01/15/2030                   | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      188000 | PA      | $223007.68    | 0.06%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Koninkrijk der Nederlanden                                                  | NETHERLANDS GOVERNMENT BOND 144A 2.500000% 01/15/2033                   | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      792625 | PA      | $926326.20    | 0.25%             | 2033-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Koninkrijk der Nederlanden                                                  | NETHERLANDS GOVERNMENT BOND 144A 2.500000% 07/15/2034                   | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |       79000 | PA      | $91106.97     | 0.03%             | 2034-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Koninkrijk der Nederlanden                                                  | NETHERLANDS GOVERNMENT BOND 144A 4.000000% 01/15/2037                   | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      236000 | PA      | $306508.12    | 0.08%             | 2037-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                        | NEW S WALES TREASURY CRP 2.000000% 03/08/2033                           | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     1010000 | PA      | $555248.41    | 0.15%             | 2033-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                        | NEW S WALES TREASURY CRP 4.750000% 02/20/2035                           | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      878000 | PA      | $573120.30    | 0.16%             | 2035-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                | NEW YORK LIFE GLOBAL FUNDING MTN 5.000000% 06/06/2029                   | CUSIP: 64952WFG3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      369000 | PA      | $377443.07    | 0.10%             | 2029-06-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Zealand                                                                 | NEW ZEALAND GOVERNMENT 0.250000% 05/15/2028                             | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     2725000 | PA      | $1507764.63   | 0.41%             | 2028-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| New Zealand                                                                 | NEW ZEALAND GOVERNMENT 1.500000% 05/15/2031                             | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |      191000 | PA      | $100494.40    | 0.03%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| New Zealand                                                                 | NEW ZEALAND GOVERNMENT 1.750000% 05/15/2041                             | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |      231000 | PA      | $90844.30     | 0.02%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| New Zealand                                                                 | NEW ZEALAND GOVERNMENT 2.750000% 04/15/2037                             | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |      349000 | PA      | $174136.66    | 0.05%             | 2037-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| New Zealand                                                                 | NEW ZEALAND GOVERNMENT 3.000000% 04/20/2029                             | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |      813000 | PA      | $481450.22    | 0.13%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New Zealand                                                                 | NEW ZEALAND GOVERNMENT 3.500000% 04/14/2033                             | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |      291000 | PA      | $166838.63    | 0.05%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Zealand                                                                 | NEW ZEALAND GOVERNMENT 4.500000% 04/15/2027                             | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     2513000 | PA      | $1556363.32   | 0.43%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Zealand                                                                 | NEW ZEALAND GOVERNMENT 4.500000% 05/15/2030                             | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     2240000 | PA      | $1397159.73   | 0.38%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Zealand                                                                 | NEW ZEALAND GOVERNMENT 4.500000% 05/15/2030                             | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |      212000 | PA      | $132231.19    | 0.04%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Zealand                                                                 | NEW ZEALAND GOVERNMENT 4.500000% 05/15/2035                             | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |      324000 | PA      | $195905.42    | 0.05%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Zealand                                                                 | NEW ZEALAND GOVERNMENT 5.000000% 05/15/2054                             | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |       38000 | PA      | $22276.91     | 0.01%             | 2054-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Zealand                                                                 | NEW ZEALAND GVT ILB 2.500000% 09/20/2040                                | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |      722000 | PA      | $530396.99    | 0.15%             | 2040-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nexa Resources S.A.                                                         | NEXA RESOURCES SA 144A 6.750000% 04/09/2034                             | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | NUSS              | BR        |      200000 | PA      | $208908.20    | 0.06%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Statsministerens Kontor                                                     | NORWAY GOVERNMENT BOND 144A 1.250000% 09/17/2031                        | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |    12182000 | PA      | $1041546.13   | 0.29%             | 2031-09-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Statsministerens Kontor                                                     | NORWAY GOVERNMENT BOND 144A 1.375000% 08/19/2030                        | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |    12778000 | PA      | $1129775.36   | 0.31%             | 2030-08-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Statsministerens Kontor                                                     | NORWAY GOVERNMENT BOND 144A 1.500000% 02/19/2026                        | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |     1686000 | PA      | $164163.29    | 0.05%             | 2026-02-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Statsministerens Kontor                                                     | NORWAY GOVERNMENT BOND 144A 1.750000% 02/17/2027                        | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |    13225000 | PA      | $1270591.64   | 0.35%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Statsministerens Kontor                                                     | NORWAY GOVERNMENT BOND 144A 1.750000% 09/06/2029                        | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |     7731000 | PA      | $709933.11    | 0.20%             | 2029-09-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Statsministerens Kontor                                                     | NORWAY GOVERNMENT BOND 144A 2.000000% 04/26/2028                        | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |     2624000 | PA      | $248914.52    | 0.07%             | 2028-04-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Statsministerens Kontor                                                     | NORWAY GOVERNMENT BOND 144A 2.125000% 05/18/2032                        | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |     4654000 | PA      | $415238.33    | 0.11%             | 2032-05-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Statsministerens Kontor                                                     | NORWAY GOVERNMENT BOND 144A 3.625000% 04/13/2034                        | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |     1373000 | PA      | $133800.96    | 0.04%             | 2034-04-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Statsministerens Kontor                                                     | NORWAY GOVERNMENT BOND 144A 3.625000% 05/31/2039                        | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |      845000 | PA      | $82043.17     | 0.02%             | 2039-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Statsministerens Kontor                                                     | NORWAY GOVERNMENT BOND 144A 3.750000% 06/12/2035                        | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |     1252000 | PA      | $123030.28    | 0.03%             | 2035-06-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                                     | NTT FINANCE CORP 144A 1.162000% 04/03/2026                              | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | NUSS              | JP        |      345000 | PA      | $336543.49    | 0.09%             | 2026-04-03      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND LOCAL GOVERNMENT FUNDING AGENCY LIMITED                         | NZ LOCAL GOVT FUND AGENC 4.500000% 04/15/2027                           | CUSIP: N/A<br>LEI: 254900ZJG39H1CAH6K02       | Long             | DBT              | NUSS              | NZ        |      803000 | PA      | $495501.61    | 0.14%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Zealand                                                                 | New Zealand Government Bond 2.500000% 09/20/2035                        | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     1905000 | PA      | $1496143.13   | 0.41%             | 2035-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OEC FINANCE LIMITED                                                         | OEC FINANCE LTD 4.375000% 10/25/2029                                    | CUSIP: G6714RAD9<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |      125473 | PA      | $953.59       | 0.00%             | 2029-10-25      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| OEC FINANCE LIMITED                                                         | OEC FINANCE LTD 7.125000% 12/26/2046                                    | CUSIP: G6714RAF4<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |      204238 | PA      | $612.71       | 0.00%             | 2046-12-26      | Fixed         | 9.57%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                         | OMERS FINANCE TRUST 144A 3.125000% 01/25/2029                           | CUSIP: ZF4011507<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $298914.19    | 0.08%             | 2029-01-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                         | OMERS FINANCE TRUST 144A 4.000000% 04/20/2028                           | CUSIP: 682142AJ3<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $250555.01    | 0.07%             | 2028-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                         | OMERS FINANCE TRUST 144A 5.500000% 11/15/2033                           | CUSIP: 682142AK0<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |      284000 | PA      | $299778.01    | 0.08%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                                 | ONEOK INC 4.250000% 09/24/2027                                          | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      600000 | PA      | $598990.71    | 0.16%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                                                 | ONTARIO (PROVINCE OF) 2.800000% 06/02/2048                              | CUSIP: 68323ADZ4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1540000 | PA      | $862889.15    | 0.24%             | 2048-06-02      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                                                 | ONTARIO (PROVINCE OF) 2.900000% 12/02/2046                              | CUSIP: 68323ACY8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1419000 | PA      | $821207.59    | 0.23%             | 2046-12-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                                                 | ONTARIO (PROVINCE OF) 4.650000% 06/02/2041                              | CUSIP: 683234B98<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      540000 | PA      | $411255.10    | 0.11%             | 2041-06-02      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                                                 | ONTARIO (PROVINCE OF) 4.700000% 06/02/2037                              | CUSIP: 683234YD4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      570000 | PA      | $442392.27    | 0.12%             | 2037-06-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                             | ONTARIO TEACHERS' FINANCE TRUST MTN 0.100000% 05/19/2028                | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |      143000 | PA      | $157385.61    | 0.04%             | 2028-05-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | PETROLEOS MEXICANOS 4.750000% 02/26/2029                                | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | NUSS              | MX        |     3681000 | PA      | $4123808.87   | 1.13%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | PETROLEOS MEXICANOS 6.700000% 02/16/2032                                | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       57000 | PA      | $52957.43     | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                     | PFIZER INVESTMENT ENTERPRISES PTE LTD 4.450000% 05/19/2026              | CUSIP: 716973AB8<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | NUSS              | US        |      340000 | PA      | $340372.36    | 0.09%             | 2026-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                       | POLAND GOVERNMENT BOND 1.750000% 04/25/2032                             | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      719000 | PA      | $160387.15    | 0.04%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                       | POLAND GOVERNMENT BOND 5.000000% 10/25/2034                             | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |       40000 | PA      | $10726.80     | 0.00%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                       | POLAND GOVERNMENT BOND 5.000000% 10/25/2034                             | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     2872000 | PA      | $770184.58    | 0.21%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                       | POLAND GOVERNMENT BOND 6.000000% 10/25/2033                             | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     1029000 | PA      | $296692.05    | 0.08%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                       | POLAND GOVERNMENT BOND 6.000000% 10/25/2033                             | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     1999000 | PA      | $576372.60    | 0.16%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Konungariket Sverige                                                        | POLGB I/L BOND 2.00 08/25/36                                            | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | USGA              | PL        |    14359000 | PA      | $3778832.48   | 1.04%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republica Portuguesa                                                        | PORTUGAL OBRIGACOES DO TESOURO OT 144A 3.000000% 06/15/2035             | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |      201000 | PA      | $235142.42    | 0.06%             | 2035-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republica Portuguesa                                                        | PORTUGAL OBRIGACOES DO TESOURO OT 144A 3.625000% 06/12/2054             | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |      139000 | PA      | $156985.64    | 0.04%             | 2054-06-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Republica Portuguesa                                                        | PORTUGAL OBRIGACOES DO TESOURO OT 144A 3.875000% 02/15/2030             | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |      258000 | PA      | $323741.39    | 0.09%             | 2030-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Province of Alberta                                                         | PROVINCE OF ALBERTA CANADA MTN 3.375000% 04/02/2035                     | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $118794.69    | 0.03%             | 2035-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                                                | PROVINCE OF BRITISH COLUMBIA CANADA MTN 5.250000% 05/23/2034            | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              | NUSS              | CA        |      380000 | PA      | $255499.31    | 0.07%             | 2034-05-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba                                                        | PROVINCE OF MANITOBA CANADA MTN 4.850000% 08/28/2034                    | CUSIP: N/A<br>LEI: 5493003QILFOB3JRKE30       | Long             | DBT              | NUSS              | CA        |      119000 | PA      | $77741.72     | 0.02%             | 2034-08-28      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Province de Quebec                                                          | PROVINCE OF QUEBEC 3.500000% 12/01/2048                                 | CUSIP: 74814ZEW9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      635000 | PA      | $399095.06    | 0.11%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Province de Quebec                                                          | PROVINCE OF QUEBEC 6.250000% 06/01/2032                                 | CUSIP: 748148QT3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      720000 | PA      | $617278.72    | 0.17%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Province de Quebec                                                          | PROVINCE OF QUEBEC CANADA MTN 5.250000% 05/02/2034                      | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |      752000 | PA      | $507362.90    | 0.14%             | 2034-05-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc.                                                            | PSP CAPITAL INC 144A 3.250000% 07/02/2034                               | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $293966.43    | 0.08%             | 2034-07-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc.                                                            | PSP CAPITAL INC MTN 5.250000% 02/27/2035                                | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | NUSS              | CA        |      373000 | PA      | $251028.73    | 0.07%             | 2035-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                                             | QUEENSLAND TREASURY CORP 144A 3.250000% 05/21/2035                      | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      195000 | PA      | $229095.73    | 0.06%             | 2035-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance S.A.                                                   | RAIZEN FUELS FINANCE SA 144A 6.450000% 03/05/2034                       | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | NUSS              | BR        |      200000 | PA      | $200196.60    | 0.06%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                   | REALTY INCOME CORP 3.875000% 06/20/2035                                 | CUSIP: 756109CV4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | NUSS              | US        |      152000 | PA      | $176691.45    | 0.05%             | 2035-06-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                   | REALTY INCOME CORP 5.125000% 07/06/2034                                 | CUSIP: 756109BV5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | NUSS              | US        |      114000 | PA      | $146117.87    | 0.04%             | 2034-07-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA, INCORPORATED                                  | REINSURANCE GROUP OF AMERICA INC 6.650000% 09/15/2055                   | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |      120000 | PA      | $119604.38    | 0.03%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Bundeskanzleramt Oesterreich                                                | REPUBLIC OF AUSTRIA GOVERNMENT BOND 144A 1.850000% 05/23/2049           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      497000 | PA      | $429412.90    | 0.12%             | 2049-05-23      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Bundeskanzleramt Oesterreich                                                | REPUBLIC OF AUSTRIA GOVERNMENT BOND 144A 2.950000% 02/20/2035           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      499000 | PA      | $584517.08    | 0.16%             | 2035-02-20      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bundeskanzleramt Oesterreich                                                | REPUBLIC OF AUSTRIA GOVERNMENT BOND 144A 3.450000% 10/20/2030           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      283000 | PA      | $348584.58    | 0.10%             | 2030-10-20      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bundeskanzleramt Oesterreich                                                | REPUBLIC OF AUSTRIA GOVERNMENT BOND 144A 4.150000% 03/15/2037           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      519000 | PA      | $668455.79    | 0.18%             | 2037-03-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                                    | REPUBLIC OF SOUTH AFRICA 8.250000% 03/31/2032                           | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    12492000 | PA      | $670767.10    | 0.18%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                    | REPUBLIC OF SOUTH AFRICA 8.875000% 02/28/2035                           | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    42829000 | PA      | $2248388.44   | 0.62%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Republika Slovenija                                                         | REPUBLIKA SLOVENIJA 1.250000% 03/22/2027                                | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |      556000 | PA      | $647179.94    | 0.18%             | 2027-03-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Forsaetisraduneyti                                                          | RIKISBREF 6.500000% 01/24/2031                                          | CUSIP: N/A<br>LEI: 549300K5GD3JPA2LLG98       | Long             | DBT              | NUSS              | IS        |   117539448 | PA      | $935037.93    | 0.26%             | 2031-01-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Robert Bosch Gesellschaft mit beschraenkter Haftung                         | ROBERT BOSCH GMBH MTN 4.375000% 06/02/2043                              | CUSIP: N/A<br>LEI: 529900F0LT5OP4SV6122       | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $236821.22    | 0.07%             | 2043-06-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Romania                                                                     | ROMANIA 2.625000% 12/02/2040                                            | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     2340000 | PA      | $1709025.41   | 0.47%             | 2040-12-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Romania                                                                     | ROMANIA GOVERNMENT BOND 3.650000% 07/28/2025                            | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1540000 | PA      | $355057.43    | 0.10%             | 2025-07-28      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Romania                                                                     | ROMANIA GOVERNMENT BOND 4.750000% 10/11/2034                            | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      795000 | PA      | $151490.89    | 0.04%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Romania                                                                     | ROMANIA GOVERNMENT BOND 4.850000% 07/25/2029                            | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      955000 | PA      | $201442.38    | 0.06%             | 2029-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Romania                                                                     | ROMANIA GOVERNMENT BOND 6.300000% 04/26/2028                            | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      915000 | PA      | $205821.81    | 0.06%             | 2028-04-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Romania                                                                     | ROMANIA GOVERNMENT BOND 6.750000% 04/25/2035                            | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      305000 | PA      | $67201.40     | 0.02%             | 2035-04-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Romania                                                                     | ROMANIA GOVERNMENT BOND 7.900000% 02/24/2038                            | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      115000 | PA      | $27821.79     | 0.01%             | 2038-02-24      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| Romania                                                                     | ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 5.875000% 07/11/2032        | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      528000 | PA      | $624600.63    | 0.17%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Romania                                                                     | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 1.750000% 07/13/2030         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      528000 | PA      | $531266.30    | 0.15%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Romania                                                                     | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.000000% 04/14/2033         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1229000 | PA      | $1105883.60   | 0.30%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                     | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.750000% 04/14/2041         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     2314000 | PA      | $1693438.38   | 0.47%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Romania                                                                     | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 3.375000% 01/28/2050         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1030000 | PA      | $729064.44    | 0.20%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Romania                                                                     | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 3.875000% 10/29/2035         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      265000 | PA      | $258210.92    | 0.07%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Romania                                                                     | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 5.500000% 09/18/2028         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      580000 | PA      | $707468.60    | 0.19%             | 2028-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Romania                                                                     | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 5.625000% 02/22/2036         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1085000 | PA      | $1213126.54   | 0.33%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                          | ROYALTY PHARMA PLC 5.900000% 09/02/2054                                 | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | NUSS              | US        |      200000 | PA      | $194608.05    | 0.05%             | 2054-09-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                | SANTANDER HOLDINGS USA INC 6.174000% 01/09/2030                         | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      199000 | PA      | $207115.77    | 0.06%             | 2030-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Sartorius Finance B.V.                                                      | SARTORIUS FINANCE BV 4.875000% 09/14/2035                               | CUSIP: N/A<br>LEI: 529900JCAKTMRXK9EA58       | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $250820.75    | 0.07%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                                      | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 3.375000% 02/22/2037               | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | NUSS              | DE        |      600000 | PA      | $691038.37    | 0.19%             | 2037-02-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                                      | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 3.625000% 02/22/2044               | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $111952.12    | 0.03%             | 2044-02-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Republic of Singapore                                                       | SINGAPORE GOVERNMENT 1.875000% 10/01/2051                               | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |      157000 | PA      | $112398.64    | 0.03%             | 2051-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Republic of Singapore                                                       | SINGAPORE GOVERNMENT 2.875000% 09/01/2030                               | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |      139000 | PA      | $114433.13    | 0.03%             | 2030-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Republic of Singapore                                                       | SINGAPORE GOVERNMENT 3.500000% 03/01/2027                               | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |      390000 | PA      | $314797.20    | 0.09%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Slovenska Republika                                                         | SLOVAKIA GOVERNMENT BOND 4.000000% 10/19/2032                           | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |      389000 | PA      | $485684.88    | 0.13%             | 2032-10-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                             | SOUTH AUST GOVT FIN AUTH 4.750000% 05/24/2038                           | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |     1002000 | PA      | $625671.15    | 0.17%             | 2038-05-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| THE SOUTHERN COMPANY                                                        | SOUTHERN CO/THE 5.500000% 03/15/2029                                    | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      320000 | PA      | $333128.50    | 0.09%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Reino de Espana                                                             | SPAIN GOVERNMENT BOND 144A 0.500000% 04/30/2030                         | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      353000 | PA      | $377605.16    | 0.10%             | 2030-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Reino de Espana                                                             | SPAIN GOVERNMENT BOND 144A 0.600000% 10/31/2029                         | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      447000 | PA      | $486383.65    | 0.13%             | 2029-10-31      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Reino de Espana                                                             | SPAIN GOVERNMENT BOND 144A 1.400000% 04/30/2028                         | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     1322000 | PA      | $1522439.97   | 0.42%             | 2028-04-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Reino de Espana                                                             | SPAIN GOVERNMENT BOND 144A 1.850000% 07/30/2035                         | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      684000 | PA      | $712209.48    | 0.20%             | 2035-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Reino de Espana                                                             | SPAIN GOVERNMENT BOND 144A 1.900000% 10/31/2052                         | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      653000 | PA      | $507662.85    | 0.14%             | 2052-10-31      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Reino de Espana                                                             | SPAIN GOVERNMENT BOND 144A 1.950000% 07/30/2030                         | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      319000 | PA      | $364783.00    | 0.10%             | 2030-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Reino de Espana                                                             | SPAIN GOVERNMENT BOND 144A 2.350000% 07/30/2033                         | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      201000 | PA      | $226017.88    | 0.06%             | 2033-07-30      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Reino de Espana                                                             | SPAIN GOVERNMENT BOND 144A 3.450000% 07/30/2043                         | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      380000 | PA      | $427514.50    | 0.12%             | 2043-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Reino de Espana                                                             | SPAIN GOVERNMENT BOND 144A 3.450000% 10/31/2034                         | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      198000 | PA      | $238730.73    | 0.07%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Reino de Espana                                                             | SPAIN GOVERNMENT BOND 144A 3.450000% 10/31/2034                         | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     1429000 | PA      | $1722960.69   | 0.47%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Reino de Espana                                                             | SPAIN GOVERNMENT BOND 144A 3.500000% 01/31/2041                         | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      420000 | PA      | $482909.04    | 0.13%             | 2041-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Reino de Espana                                                             | SPAIN GOVERNMENT BOND 144A 4.700000% 07/30/2041                         | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      576000 | PA      | $761473.48    | 0.21%             | 2041-07-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                    | STATE STREET CORP 5.272000% 08/03/2026                                  | CUSIP: 857477CD3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      225000 | PA      | $227259.36    | 0.06%             | 2026-08-03      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Konungariket Sverige                                                        | SWEDEN I/L BOND 0.125  12/01/2027                                       | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | USGA              | SE        |     2615000 | PA      | $462378.96    | 0.13%             | 2027-12-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Konungariket Sverige                                                        | SWEDISH GOVERNMENT 1.750000% 11/11/2033                                 | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |     2375000 | PA      | $241771.33    | 0.07%             | 2033-11-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Swisscom Finance B.V.                                                       | SWISSCOM FINANCE BV MTN 3.500000% 11/29/2031                            | CUSIP: N/A<br>LEI: 549300L41E8X8K71RV25       | Long             | DBT              | NUSS              | CH        |      460000 | PA      | $551945.05    | 0.15%             | 2031-11-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Schweizerische Eidgenossenschaft                                            | SWITZERLAND 1.500000% 04/30/2042                                        | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |      316000 | PA      | $450936.76    | 0.12%             | 2042-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Schweizerische Eidgenossenschaft                                            | SWITZERLAND 3.500000% 04/08/2033                                        | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     1664000 | PA      | $2604787.14   | 0.72%             | 2033-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TDF INFRASTRUCTURE SAS                                                      | TDF INFRASTRUCTURE SASU 5.625000% 07/21/2028                            | CUSIP: N/A<br>LEI: 969500BWNQ1B0PI06I59       | Long             | DBT              | NUSS              | FR        |      700000 | PA      | $875423.17    | 0.24%             | 2028-07-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                         | THAILAND GOVERNMENT BOND 1.875000% 06/17/2049                           | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     9892000 | PA      | $281906.98    | 0.08%             | 2049-06-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                         | THAILAND GOVERNMENT BOND 2.000000% 12/17/2031                           | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     1865000 | PA      | $59083.07     | 0.02%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                         | THAILAND GOVERNMENT BOND 2.400000% 11/17/2027                           | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    19022000 | PA      | $597261.69    | 0.16%             | 2027-11-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                         | THAILAND GOVERNMENT BOND 4.675000% 06/29/2044                           | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     2840000 | PA      | $123117.99    | 0.03%             | 2044-06-29      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific (Finance I) B.V.                                   | THERMO FISHER SCIENTIFIC FINANCE I BV 0.000000% 11/18/2025              | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | NUSS              | US        |      206000 | PA      | $239783.61    | 0.07%             | 2025-11-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                       | TITULOS DE TESORERIA 5.750000% 11/03/2027                               | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   760200000 | PA      | $171033.37    | 0.05%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                       | TITULOS DE TESORERIA 6.000000% 04/28/2028                               | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  2942700000 | PA      | $646529.56    | 0.18%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                       | TITULOS DE TESORERIA 6.000000% 04/28/2028                               | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 21048500000 | PA      | $4624486.84   | 1.27%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                       | TITULOS DE TESORERIA 7.000000% 03/26/2031                               | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  1776000000 | PA      | $349808.96    | 0.10%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                       | TITULOS DE TESORERIA 7.750000% 09/18/2030                               | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  1622900000 | PA      | $342020.71    | 0.09%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                    | TREASURY BILL 0.000000% 07/22/2025                                      | CUSIP: 912797QB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3722000 | PA      | $3712963.62   | 1.02%             | 2025-07-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                    | TREASURY BILL 0.000000% 07/29/2025                                      | CUSIP: 912797QC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2595000 | PA      | $2586623.91   | 0.71%             | 2025-07-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                                            | TREASURY CORP OF VICTORIA MTN 2.000000% 11/20/2037                      | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     2435000 | PA      | $1120243.94   | 0.31%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                    | TSY INFL IX N/B 1.625000% 04/15/2030                                    | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |     2073000 | PA      | $2104074.48   | 0.58%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S.A.                                                 | TYCO ELECTRONICS GROUP SA 3.250000% 01/31/2033                          | CUSIP: 902133BB2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | NUSS              | CH        |      247000 | PA      | $287797.79    | 0.08%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBISOFT ENTERTAINMENT SA                                                    | UBISOFT ENTERTAINMENT SA 0.878000% 11/24/2027                           | CUSIP: N/A<br>LEI: 969500I7C8V1LBIMSM05       | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $526464.37    | 0.14%             | 2027-11-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                | UBS GROUP AG 144A 9.250000% MATURITY: PERPETUAL                         | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |      237000 | PA      | $258679.34    | 0.07%             | 2174-05-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                | UBS GROUP AG 7.750000% 03/01/2029                                       | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | NUSS              | CH        |      995000 | PA      | $1315650.70   | 0.36%             | 2029-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                | UBS GROUP AG MTN 4.625000% 03/17/2028                                   | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | NUSS              | CH        |      265000 | PA      | $322099.89    | 0.09%             | 2028-03-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                        | UK TSY GILT 3.500000% 01/22/2045                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      293625 | PA      | $320503.28    | 0.09%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                        | UK TSY GILT 3.500000% 01/22/2045                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      822000 | PA      | $897245.43    | 0.25%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                        | UK TSY GILT 4.250000% 06/07/2032                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      397888 | PA      | $550028.06    | 0.15%             | 2032-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                        | UK TSY GILT 4.250000% 12/07/2049                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      393141 | PA      | $465725.60    | 0.13%             | 2049-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                        | UK TSY GILT 4.500000% 09/07/2034                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      326551 | PA      | $451145.50    | 0.12%             | 2034-09-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                        | UK TSY GILT 4.500000% 12/07/2042                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       20381 | PA      | $26154.23     | 0.01%             | 2042-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                        | UKTI   0.750 11/22/33 .75                                               | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | USGA              | GB        |      462000 | PA      | $657053.88    | 0.18%             | 2033-11-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNICREDIT, SOCIETA PER AZIONI                                               | UNICREDIT SPA 144A 3.127000% 06/03/2032                                 | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | NUSS              | IT        |      305000 | PA      | $276206.94    | 0.08%             | 2032-06-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                        | UNITED KINGDOM GILT 0.500000% 01/31/2029                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      263425 | PA      | $322045.32    | 0.09%             | 2029-01-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                        | UNITED KINGDOM GILT 1.250000% 07/31/2051                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     3049174 | PA      | $1826771.70   | 0.50%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                        | UNITED KINGDOM GILT 3.750000% 01/29/2038                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      129039 | PA      | $160376.59    | 0.04%             | 2038-01-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                        | UNITED KINGDOM GILT 3.750000% 03/07/2027                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     1084000 | PA      | $1483574.04   | 0.41%             | 2027-03-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                        | UNITED KINGDOM GILT 4.000000% 10/22/2063                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      921000 | PA      | $1005004.93   | 0.28%             | 2063-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                        | UNITED KINGDOM GILT 4.125000% 07/22/2029                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     3006000 | PA      | $4157419.85   | 1.14%             | 2029-07-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                        | UNITED KINGDOM GILT 4.250000% 07/31/2034                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      648077 | PA      | $876365.75    | 0.24%             | 2034-07-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                        | UNITED KINGDOM GILT 4.375000% 07/31/2054                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      900000 | PA      | $1068495.63   | 0.29%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                        | UNITED KINGDOM GILT 4.375000% 07/31/2054                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     1157200 | PA      | $1373847.93   | 0.38%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                        | UNITED KINGDOM GILT 4.500000% 03/07/2035                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      195000 | PA      | $267369.45    | 0.07%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                        | UNITED KINGDOM I/L GILT 1.125000% 09/22/2035                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | USGA              | GB        |     1702000 | PA      | $2320013.96   | 0.64%             | 2035-09-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                    | UNITED MEXICAN STATES 4.000000% 03/15/2115                              | CUSIP: P9767G4W8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2530000 | PA      | $1962316.59   | 0.54%             | 2115-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                    | US 10YR NOTE (CBT)SEP25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          41 | NC      | $4597125.00   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                    | US 10YR ULTRA FUT SEP25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -17 | NC      | $-1942515.63  | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                    | US 10YR ULTRA FUT SEP25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -22 | NC      | $-2513843.75  | -0.69%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                    | US 2YR NOTE (CBT) SEP25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         144 | NC      | $29955375.00  | 8.23%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                    | US 2YR NOTE (CBT) SEP25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -17 | NC      | $-3536398.44  | -0.97%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                    | US 5YR NOTE (CBT) SEP25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -84 | NC      | $-9156000.00  | -2.52%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                    | US 5YR NOTE (CBT) SEP25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -10 | NC      | $-1090000.00  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                    | US LONG BOND(CBT) SEP25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -15 | NC      | $-1732031.25  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                    | US TREASURY N/B 3.125000% 08/15/2025                                    | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |     1630000 | PA      | $1627217.92   | 0.45%             | 2025-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                    | US TREASURY N/B 4.500000% 11/15/2054                                    | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      572000 | PA      | $545098.13    | 0.15%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                    | US ULTRA BOND CBT SEP25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -63 | NC      | $-7504875.00  | -2.06%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                    | US ULTRA BOND CBT SEP25 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $119125.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VAR ENERGI ASA                                                              | VAR ENERGI ASA 7.862000% 11/15/2083                                     | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | DBT              | NUSS              | NO        |      510000 | PA      | $656612.28    | 0.18%             | 2083-11-15      | Fixed         | 7.86%                 | No            |                  2 | On Loan: No      |
| VERALTO CORPORATION                                                         | VERALTO CORP 4.150000% 09/19/2031                                       | CUSIP: N/A<br>LEI: 635400FJE6GSOJUSNY27       | Long             | DBT              | CORP              | US        |      100000 | PA      | $122236.95    | 0.03%             | 2031-09-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VERALTO CORPORATION                                                         | VERALTO CORP 5.500000% 09/18/2026                                       | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |      335000 | PA      | $338991.68    | 0.09%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                 | VERIZON COMMUNICATIONS INC 2.100000% 03/22/2028                         | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      445000 | PA      | $421632.85    | 0.12%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance N.V.                                       | VOLKSWAGEN INTERNATIONAL FINANCE NV 3.875000% MATURITY: PERPETUAL       | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $225072.20    | 0.06%             | 2174-06-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                       | WELLS FARGO & CO 3.900000% MATURITY: PERPETUAL                          | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       91000 | PA      | $90067.31     | 0.02%             | 2174-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance 2 B.V.                                              | WINTERSHALL DEA FINANCE 2 BV 3.000000% MATURITY: PERPETUAL              | CUSIP: N/A<br>LEI: 529900DV88FUQZSVVL48       | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $551032.99    | 0.15%             | 2174-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| W.P. CAREY INC.                                                             | WP CAREY INC 3.700000% 11/19/2034                                       | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | NUSS              | US        |      218000 | PA      | $247822.62    | 0.07%             | 2034-11-19      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORPORATION, NATIONAL ASSOCIATION                                  | ZIONS BANCORP NA 6.816000% 11/19/2035                                   | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |      250000 | PA      | $259702.31    | 0.07%             | 2035-11-19      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

**Name of Applicant:** SEI INSTITUTIONAL INTERNATIONAL TRUST

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer