# EDGAR Filing Document

**Accession Number:** 0000835597
**File Stem:** 0001752724-23-049000
**Filing Date:** 2023-3
**Character Count:** 889443
**Document Hash:** 00aaca4121b94d57b6afb38fa646c64f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-049000.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-049000

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL INTERNATIONAL TRUST
- **CENTRAL INDEX KEY:** 0000835597
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05601
- **FILM NUMBER:** 23690670

**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)** 

December 31, 2022

**International Equity Fund** 

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK — 96.5%** | **COMMON STOCK — 96.5%** | **COMMON STOCK — 96.5%** |
| **Australia — 4.1%** | **Australia — 4.1%** | **Australia — 4.1%** |
| &nbsp;&nbsp;&nbsp;Allkem Ltd \* | 236350 | $1783 |
| &nbsp;&nbsp;&nbsp;ANZ Group Holdings Ltd  | 1231798 | 19764 |
| &nbsp;&nbsp;&nbsp;Aristocrat Leisure Ltd  | 5907 | 121 |
| &nbsp;&nbsp;&nbsp;Australian Clinical Labs Ltd  | 33971 | 69 |
| &nbsp;&nbsp;&nbsp;BHP Group Ltd  | 737011 | 22740 |
| &nbsp;&nbsp;&nbsp;BlueScope Steel Ltd  | 884842 | 10045 |
| &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia  | 20904 | 1446 |
| &nbsp;&nbsp;&nbsp;Computershare Ltd  | 950516 | 16678 |
| &nbsp;&nbsp;&nbsp;CSL Ltd  | 31886 | 6193 |
| &nbsp;&nbsp;&nbsp;CSR Ltd  | 807866 | 2573 |
| &nbsp;&nbsp;&nbsp;Endeavour Group Ltd/Australia  | 45838 | 199 |
| &nbsp;&nbsp;&nbsp;Fortescue Metals Group Ltd  | 415541 | 5785 |
| &nbsp;&nbsp;&nbsp;Goodman Group <sup>‡</sup> | 26150 | 306 |
| &nbsp;&nbsp;&nbsp;Iluka Resources Ltd  | 734403 | 4705 |
| &nbsp;&nbsp;&nbsp;Imdex Ltd  | 106532 | 160 |
| &nbsp;&nbsp;&nbsp;Incitec Pivot Ltd  | 3074644 | 7796 |
| &nbsp;&nbsp;&nbsp;Jumbo Interactive Ltd  | 12841 | 121 |
| &nbsp;&nbsp;&nbsp;Macquarie Group Ltd  | 19697 | 2215 |
| &nbsp;&nbsp;&nbsp;Mineral Resources Ltd  | 67310 | 3517 |
| &nbsp;&nbsp;&nbsp;National Australia Bank Ltd  | 98034 | 1983 |
| &nbsp;&nbsp;&nbsp;Nufarm Ltd/Australia  | 30265 | 126 |
| &nbsp;&nbsp;&nbsp;OFX Group Ltd \* | 14631 | 24 |
| &nbsp;&nbsp;&nbsp;Orica Ltd  | 68673 | 699 |
| &nbsp;&nbsp;&nbsp;Orora Ltd  | 1427318 | 2783 |
| &nbsp;&nbsp;&nbsp;Pilbara Minerals Ltd \* | 1937126 | 4886 |
| &nbsp;&nbsp;&nbsp;Propel Funeral Partners Ltd  | 1681 | 5 |
| &nbsp;&nbsp;&nbsp;Qantas Airways Ltd \* | 126942 | 512 |
| &nbsp;&nbsp;&nbsp;Ridley Corp Ltd  | 80728 | 108 |
| &nbsp;&nbsp;&nbsp;Shaver Shop Group Ltd  | 30839 | 24 |
| &nbsp;&nbsp;&nbsp;Sierra Rutile Holdings Ltd \* | 331265 | 50 |
| &nbsp;&nbsp;&nbsp;South32 Ltd  | 6209310 | 16956 |
| &nbsp;&nbsp;&nbsp;Wesfarmers Ltd  | 47586 | 1478 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp  | 58553 | 923 |
| &nbsp;&nbsp;&nbsp;Whitehaven Coal Ltd  | 3181754 | 20190 |
| &nbsp;&nbsp;&nbsp;Woolworths Group Ltd  | 22497 | 512 |
|  |  | 157475 |
| **Austria — 0.5%** | **Austria — 0.5%** | **Austria — 0.5%** |
| &nbsp;&nbsp;&nbsp;ANDRITZ AG  | 72724 | 4156 |
| &nbsp;&nbsp;&nbsp;OMV AG  | 230693 | 11843 |
| &nbsp;&nbsp;&nbsp;Raiffeisen Bank International AG \* | 39393 | 645 |
| &nbsp;&nbsp;&nbsp;Verbund AG, Cl A  | 8687 | 729 |
| &nbsp;&nbsp;&nbsp;Vienna Insurance Group AG Wiener Versicherung Gruppe  | 7435 | 178 |
|  |  | 17551 |
| **Belgium — 0.3%** | **Belgium — 0.3%** | **Belgium — 0.3%** |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev SA/NV  | 159448 | 9575 |
| &nbsp;&nbsp;&nbsp;D'ieteren Group  | 2578 | 493 |
| &nbsp;&nbsp;&nbsp;Elia Group SA/NV  | 4570 | 648 |
| &nbsp;&nbsp;&nbsp;Groupe Bruxelles Lambert NV  | 3829 | 305 |
| &nbsp;&nbsp;&nbsp;Sipef NV  | 128 | 8 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Solvay SA  | 6094 | $| 614 |
| &nbsp;&nbsp;&nbsp;Umicore SA  | 11167 |  | 409 |
|  |  |  | 12052 |
| **Brazil — 1.0%** | **Brazil — 1.0%** | **Brazil — 1.0%** | **Brazil — 1.0%** |
| &nbsp;&nbsp;&nbsp;Ambev SA  | 7471100 |  | 20547 |
| &nbsp;&nbsp;&nbsp;B3 SA - Brasil Bolsa Balcao  | 2480851 |  | 6207 |
| &nbsp;&nbsp;&nbsp;Banco Bradesco SA ADR  | 309778 |  | 892 |
| &nbsp;&nbsp;&nbsp;Gerdau SA ADR  | 113041 |  | 626 |
| &nbsp;&nbsp;&nbsp;JBS SA  | 1751200 |  | 7294 |
| &nbsp;&nbsp;&nbsp;Petroleo Brasileiro SA ADR  | 147506 |  | 1571 |
|  |  |  | 37137 |
| **Canada — 2.3%** | **Canada — 2.3%** | **Canada — 2.3%** | **Canada — 2.3%** |
| &nbsp;&nbsp;&nbsp;Advantage Energy Ltd \* | 253283 |  | 1770 |
| &nbsp;&nbsp;&nbsp;AirBoss of America Corp (A) | 13270 |  | 73 |
| &nbsp;&nbsp;&nbsp;Alimentation Couche-Tard Inc  | 193377 |  | 8492 |
| &nbsp;&nbsp;&nbsp;Amerigo Resources Ltd  | 25300 |  | 25 |
| &nbsp;&nbsp;&nbsp;Athabasca Oil Corp \* | 178800 |  | 318 |
| &nbsp;&nbsp;&nbsp;Birchcliff Energy Ltd  | 279660 |  | 1946 |
| &nbsp;&nbsp;&nbsp;Black Diamond Group Ltd  | 4100 |  | 15 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co  | 113257 |  | 13444 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Ltd  | 130334 |  | 9722 |
| &nbsp;&nbsp;&nbsp;Canfor Corp \* | 120381 |  | 1893 |
| &nbsp;&nbsp;&nbsp;Celestica Inc \* | 145600 |  | 1640 |
| &nbsp;&nbsp;&nbsp;Crescent Point Energy Corp  | 777000 |  | 5540 |
| &nbsp;&nbsp;&nbsp;Dexterra Group Inc  | 104 |  |  |
| &nbsp;&nbsp;&nbsp;Dundee Precious Metals Inc  | 12791 |  | 62 |
| &nbsp;&nbsp;&nbsp;Empire Co Ltd, Cl A  | 97700 |  | 2571 |
| &nbsp;&nbsp;&nbsp;Enerplus Corp  | 69631 |  | 1228 |
| &nbsp;&nbsp;&nbsp;Enghouse Systems Ltd  | 11200 |  | 297 |
| &nbsp;&nbsp;&nbsp;Ensign Energy Services Inc \* | 37800 |  | 95 |
| &nbsp;&nbsp;&nbsp;Exco Technologies Ltd  | 9200 |  | 52 |
| &nbsp;&nbsp;&nbsp;Finning International Inc  | 12500 |  | 311 |
| &nbsp;&nbsp;&nbsp;Gear Energy Ltd  | 115938 |  | 97 |
| &nbsp;&nbsp;&nbsp;George Weston Ltd  | 42700 |  | 5294 |
| &nbsp;&nbsp;&nbsp;iA Financial Corp Inc  | 33297 |  | 1948 |
| &nbsp;&nbsp;&nbsp;Kelt Exploration Ltd \* | 98529 |  | 364 |
| &nbsp;&nbsp;&nbsp;Leon's Furniture Ltd  | 12800 |  | 162 |
| &nbsp;&nbsp;&nbsp;Magna International Inc, Cl A  | 137707 |  | 7732 |
| &nbsp;&nbsp;&nbsp;Martinrea International Inc  | 80935 |  | 673 |
| &nbsp;&nbsp;&nbsp;MEG Energy Corp \* | 364500 |  | 5071 |
| &nbsp;&nbsp;&nbsp;Mullen Group Ltd  | 79475 |  | 853 |
| &nbsp;&nbsp;&nbsp;NuVista Energy Ltd \* | 48900 |  | 450 |
| &nbsp;&nbsp;&nbsp;Parex Resources Inc  | 28100 |  | 418 |
| &nbsp;&nbsp;&nbsp;Pason Systems Inc  | 7700 |  | 91 |
| &nbsp;&nbsp;&nbsp;Pet Valu Holdings Ltd  | 4300 |  | 124 |
| &nbsp;&nbsp;&nbsp;Peyto Exploration & Development Corp  | 209700 |  | 2147 |
| &nbsp;&nbsp;&nbsp;Pine Cliff Energy Ltd (A) | 27500 |  | 34 |
| &nbsp;&nbsp;&nbsp;Pipestone Energy Corp  | 9178 |  | 20 |
| &nbsp;&nbsp;&nbsp;Power Corp of Canada  | 52800 |  | 1241 |
| &nbsp;&nbsp;&nbsp;Primo Water Corp  | 5000 |  | 78 |
| &nbsp;&nbsp;&nbsp;Russel Metals Inc  | 31084 |  | 660 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**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;Stelco Holdings Inc  | 44800 | $| 1464 |
| &nbsp;&nbsp;&nbsp;Stella-Jones Inc  | 3800 |  | 136 |
| &nbsp;&nbsp;&nbsp;Thomson Reuters Corp  | 36497 |  | 4161 |
| &nbsp;&nbsp;&nbsp;TMX Group Ltd  | 1600 |  | 160 |
| &nbsp;&nbsp;&nbsp;Torex Gold Resources Inc \* | 1008 |  | 12 |
| &nbsp;&nbsp;&nbsp;Tourmaline Oil Corp  | 18600 |  | 938 |
| &nbsp;&nbsp;&nbsp;Uni-Select Inc \* | 62513 |  | 1977 |
| &nbsp;&nbsp;&nbsp;Viemed Healthcare Inc \* | 32726 |  | 248 |
|  |  |  | 86047 |
| **China — 1.5%** | **China — 1.5%** | **China — 1.5%** | **China — 1.5%** |
| &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd \* | 2199500 |  | 24306 |
| &nbsp;&nbsp;&nbsp;Beijing Capital International Airport Co Ltd, Cl H \* | 8022000 |  | 5869 |
| &nbsp;&nbsp;&nbsp;STMicroelectronics NV  | 177257 |  | 6242 |
| &nbsp;&nbsp;&nbsp;Tencent Holdings Ltd  | 54400 |  | 2328 |
| &nbsp;&nbsp;&nbsp;Trip.com Group Ltd ADR \* | 509768 |  | 17536 |
|  |  |  | 56281 |
| **Denmark — 3.5%** | **Denmark — 3.5%** | **Denmark — 3.5%** | **Denmark — 3.5%** |
| &nbsp;&nbsp;&nbsp;AP Moller - Maersk A/S, Cl A  | 530 |  | 1169 |
| &nbsp;&nbsp;&nbsp;AP Moller - Maersk A/S, Cl B  | 8375 |  | 18774 |
| &nbsp;&nbsp;&nbsp;Danske Bank A/S \* | 599587 |  | 11815 |
| &nbsp;&nbsp;&nbsp;DSV A/S  | 18254 |  | 2873 |
| &nbsp;&nbsp;&nbsp;Genmab A/S \* | 34007 |  | 14354 |
| &nbsp;&nbsp;&nbsp;ISS A/S \* | 20541 |  | 434 |
| &nbsp;&nbsp;&nbsp;Novo Nordisk A/S, Cl B  | 526762 |  | 70912 |
| &nbsp;&nbsp;&nbsp;Orsted AS  | 58214 |  | 5274 |
| &nbsp;&nbsp;&nbsp;Pandora A/S  | 101500 |  | 7110 |
| &nbsp;&nbsp;&nbsp;Solar A/S, Cl B  | 624 |  | 56 |
| &nbsp;&nbsp;&nbsp;TORM PLC, Cl A  | 15645 |  | 445 |
|  |  |  | 133216 |
| **Finland — 1.1%** | **Finland — 1.1%** | **Finland — 1.1%** | **Finland — 1.1%** |
| &nbsp;&nbsp;&nbsp;Kesko Oyj, Cl B  | 562237 |  | 12373 |
| &nbsp;&nbsp;&nbsp;Marimekko Oyj  | 4590 |  | 43 |
| &nbsp;&nbsp;&nbsp;Neste Oyj  | 18861 |  | 866 |
| &nbsp;&nbsp;&nbsp;Nokia Oyj  | 4631838 |  | 21389 |
| &nbsp;&nbsp;&nbsp;Orion Oyj, Cl B  | 92715 |  | 5070 |
| &nbsp;&nbsp;&nbsp;UPM-Kymmene Oyj  | 43458 |  | 1620 |
| &nbsp;&nbsp;&nbsp;Uponor Oyj  | 9306 |  | 165 |
| &nbsp;&nbsp;&nbsp;Vaisala Oyj, Cl A  | 564 |  | 24 |
|  |  |  | 41550 |
| **France — 12.6%** | **France — 12.6%** | **France — 12.6%** | **France — 12.6%** |
| &nbsp;&nbsp;&nbsp;ABC arbitrage  | 1721 |  | 12 |
| &nbsp;&nbsp;&nbsp;Accor SA \* | 654436 |  | 16309 |
| &nbsp;&nbsp;&nbsp;Air Liquide SA  | 310493 |  | 43874 |
| &nbsp;&nbsp;&nbsp;AKWEL  | 279 |  | 5 |
| &nbsp;&nbsp;&nbsp;Alstom SA  | 793340 |  | 19321 |
| &nbsp;&nbsp;&nbsp;Amundi SA  | 418848 |  | 23692 |
| &nbsp;&nbsp;&nbsp;Arkema SA  | 2763 |  | 247 |
| &nbsp;&nbsp;&nbsp;Aubay  | 449 |  | 23 |
| &nbsp;&nbsp;&nbsp;AXA SA  | 652015 |  | 18131 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Beneteau SA  | 30414 | $| 459 |
| &nbsp;&nbsp;&nbsp;BioMerieux  | 3830 |  | 400 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA  | 122733 |  | 6975 |
| &nbsp;&nbsp;&nbsp;Bouygues SA  | 289608 |  | 8667 |
| &nbsp;&nbsp;&nbsp;Capgemini SE  | 2041 |  | 340 |
| &nbsp;&nbsp;&nbsp;Carrefour SA  | 535221 |  | 8934 |
| &nbsp;&nbsp;&nbsp;Christian Dior SE  | 387 |  | 281 |
| &nbsp;&nbsp;&nbsp;Cie Generale des Etablissements Michelin SCA  | 910993 |  | 25264 |
| &nbsp;&nbsp;&nbsp;Danone SA  | 711061 |  | 37360 |
| &nbsp;&nbsp;&nbsp;Dassault Aviation SA  | 39312 |  | 6637 |
| &nbsp;&nbsp;&nbsp;Derichebourg SA  | 5660 |  | 33 |
| &nbsp;&nbsp;&nbsp;Engie SA  | 947596 |  | 13539 |
| &nbsp;&nbsp;&nbsp;Fnac Darty SA  | 237 |  | 9 |
| &nbsp;&nbsp;&nbsp;Hermes International  | 9450 |  | 14573 |
| &nbsp;&nbsp;&nbsp;Ipsen SA  | 65178 |  | 6991 |
| &nbsp;&nbsp;&nbsp;IPSOS  | 18645 |  | 1164 |
| &nbsp;&nbsp;&nbsp;Jacquet Metals SACA  | 5998 |  | 107 |
| &nbsp;&nbsp;&nbsp;Lectra  | 1640 |  | 62 |
| &nbsp;&nbsp;&nbsp;Legrand SA  | 8935 |  | 713 |
| &nbsp;&nbsp;&nbsp;L'Oreal SA  | 16324 |  | 5812 |
| &nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis Vuitton SE  | 7982 |  | 5792 |
| &nbsp;&nbsp;&nbsp;Orange SA  | 682544 |  | 6761 |
| &nbsp;&nbsp;&nbsp;Pernod Ricard SA  | 72972 |  | 14310 |
| &nbsp;&nbsp;&nbsp;Publicis Groupe SA  | 452008 |  | 28664 |
| &nbsp;&nbsp;&nbsp;Rexel SA  | 1765982 |  | 34755 |
| &nbsp;&nbsp;&nbsp;Sanofi  | 487116 |  | 46705 |
| &nbsp;&nbsp;&nbsp;Sartorius Stedim Biotech  | 34701 |  | 11203 |
| &nbsp;&nbsp;&nbsp;Savencia SA  | 539 |  | 34 |
| &nbsp;&nbsp;&nbsp;Schneider Electric SE  | 84737 |  | 11822 |
| &nbsp;&nbsp;&nbsp;Societe BIC SA  | 364 |  | 25 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA  | 232681 |  | 5831 |
| &nbsp;&nbsp;&nbsp;Sodexo SA (A) | 202677 |  | 19355 |
| &nbsp;&nbsp;&nbsp;SPIE SA  | 21148 |  | 550 |
| &nbsp;&nbsp;&nbsp;Stef SA  | 602 |  | 58 |
| &nbsp;&nbsp;&nbsp;Technip Energies NV  | 44546 |  | 697 |
| &nbsp;&nbsp;&nbsp;Thales SA  | 63012 |  | 8023 |
| &nbsp;&nbsp;&nbsp;TotalEnergies SE (A) | 140103 |  | 8770 |
| &nbsp;&nbsp;&nbsp;Valeo  | 201598 |  | 3593 |
| &nbsp;&nbsp;&nbsp;Veolia Environnement SA  | 15489 |  | 397 |
| &nbsp;&nbsp;&nbsp;Vetoquinol SA  | 50 |  | 5 |
| &nbsp;&nbsp;&nbsp;Vilmorin & Cie SA  | 1420 |  | 69 |
| &nbsp;&nbsp;&nbsp;Vinci SA (A) | 113454 |  | 11296 |
| &nbsp;&nbsp;&nbsp;Wavestone  | 3176 |  | 146 |
| &nbsp;&nbsp;&nbsp;Wendel SE  | 5144 |  | 479 |
|  |  |  | 479274 |
| **Germany — 8.4%** | **Germany — 8.4%** | **Germany — 8.4%** | **Germany — 8.4%** |
| &nbsp;&nbsp;&nbsp;adidas AG  | 107630 |  | 14641 |
| &nbsp;&nbsp;&nbsp;Allianz SE  | 4268 |  | 915 |
| &nbsp;&nbsp;&nbsp;AT&S Austria Technologie & Systemtechnik AG  | 744 |  | 25 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**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;BASF SE  | 459533 | $| 22751 |
| &nbsp;&nbsp;&nbsp;Bayer AG  | 563994 |  | 29088 |
| &nbsp;&nbsp;&nbsp;Bayerische Motoren Werke AG  | 17820 |  | 1586 |
| &nbsp;&nbsp;&nbsp;BioNTech SE ADR \* | 8527 |  | 1281 |
| &nbsp;&nbsp;&nbsp;Brenntag SE  | 4179 |  | 266 |
| &nbsp;&nbsp;&nbsp;Carl Zeiss Meditec AG  | 34097 |  | 4290 |
| &nbsp;&nbsp;&nbsp;Commerzbank AG \* | 104294 |  | 984 |
| &nbsp;&nbsp;&nbsp;Covestro AG  | 731752 |  | 28544 |
| &nbsp;&nbsp;&nbsp;Daimler Truck Holding AG \* | 722644 |  | 22324 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG  | 113539 |  | 1283 |
| &nbsp;&nbsp;&nbsp;Deutsche Boerse AG  | 117233 |  | 20194 |
| &nbsp;&nbsp;&nbsp;Deutsche Post AG  | 61297 |  | 2301 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom AG  | 908911 |  | 18080 |
| &nbsp;&nbsp;&nbsp;Deutz AG  | 21725 |  | 94 |
| &nbsp;&nbsp;&nbsp;Duerr AG  | 18372 |  | 618 |
| &nbsp;&nbsp;&nbsp;E.ON SE  | 123380 |  | 1229 |
| &nbsp;&nbsp;&nbsp;Elmos Semiconductor SE  | 636 |  | 36 |
| &nbsp;&nbsp;&nbsp;Fresenius Medical Care AG & Co KGaA  | 653689 |  | 21327 |
| &nbsp;&nbsp;&nbsp;GEA Group AG  | 14875 |  | 606 |
| &nbsp;&nbsp;&nbsp;Hannover Rueck SE  | 6396 |  | 1266 |
| &nbsp;&nbsp;&nbsp;HUGO BOSS AG  | 69029 |  | 3990 |
| &nbsp;&nbsp;&nbsp;Knorr-Bremse AG  | 141550 |  | 7711 |
| &nbsp;&nbsp;&nbsp;Krones AG  | 5055 |  | 567 |
| &nbsp;&nbsp;&nbsp;Linde PLC  | 29763 |  | 9702 |
| &nbsp;&nbsp;&nbsp;Merck KGaA  | 127568 |  | 24629 |
| &nbsp;&nbsp;&nbsp;Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen  | 1263 |  | 410 |
| &nbsp;&nbsp;&nbsp;PSI Software AG  | 31 |  | 1 |
| &nbsp;&nbsp;&nbsp;RWE AG  | 453254 |  | 20119 |
| &nbsp;&nbsp;&nbsp;SAP SE  | 412941 |  | 42480 |
| &nbsp;&nbsp;&nbsp;Siemens AG  | 82904 |  | 11470 |
| &nbsp;&nbsp;&nbsp;Siemens Healthineers AG  | 23720 |  | 1183 |
| &nbsp;&nbsp;&nbsp;Stabilus SE  | 4070 |  | 273 |
| &nbsp;&nbsp;&nbsp;Talanx AG  | 9167 |  | 434 |
| &nbsp;&nbsp;&nbsp;Telefonica Deutschland Holding AG  | 200099 |  | 492 |
| &nbsp;&nbsp;&nbsp;Vitesco Technologies Group AG \* | 5387 |  | 312 |
| &nbsp;&nbsp;&nbsp;Wacker Chemie AG  | 20170 |  | 2570 |
|  |  |  | 320072 |
| **Hong Kong — 1.2%** | **Hong Kong — 1.2%** | **Hong Kong — 1.2%** | **Hong Kong — 1.2%** |
| &nbsp;&nbsp;&nbsp;AIA Group Ltd  | 455600 |  | 5067 |
| &nbsp;&nbsp;&nbsp;Chaoda Modern Agriculture Holdings Ltd \* | 2440000 |  | 9 |
| &nbsp;&nbsp;&nbsp;Galaxy Entertainment Group Ltd \* | 2402000 |  | 15880 |
| &nbsp;&nbsp;&nbsp;HKT Trust & HKT Ltd  | 327000 |  | 401 |
| &nbsp;&nbsp;&nbsp;Jardine Matheson Holdings Ltd  | 9100 |  | 463 |
| &nbsp;&nbsp;&nbsp;Johnson Electric Holdings Ltd  | 68837 |  | 86 |
| &nbsp;&nbsp;&nbsp;Li Ning Co Ltd  | 463000 |  | 4019 |
| &nbsp;&nbsp;&nbsp;Orient Overseas International Ltd  | 110000 |  | 1987 |
| &nbsp;&nbsp;&nbsp;PAX Global Technology Ltd  | 51000 |  | 44 |
| &nbsp;&nbsp;&nbsp;Power Assets Holdings Ltd  | 116000 |  | 635 |
| &nbsp;&nbsp;&nbsp;Sands China Ltd \* | 3298800 |  | 10947 |
| &nbsp;&nbsp;&nbsp;SITC International Holdings Co Ltd  | 1721000 |  | 3828 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;WH Group Ltd  | 2179000 | $| 1268 |
|  |  |  | 44634 |
| **Hungary — 0.0%** | **Hungary — 0.0%** | **Hungary — 0.0%** | **Hungary — 0.0%** |
| &nbsp;&nbsp;&nbsp;MOL Hungarian Oil & Gas PLC  | 49088 |  | 340 |
| **India — 0.1%** | **India — 0.1%** | **India — 0.1%** | **India — 0.1%** |
| &nbsp;&nbsp;&nbsp;ICICI Bank Ltd ADR  | 240511 |  | 5265 |
| &nbsp;&nbsp;&nbsp;Kewal Kiran Clothing Ltd  | 5821 |  | 36 |
|  |  |  | 5301 |
| **Indonesia — 0.1%** | **Indonesia — 0.1%** | **Indonesia — 0.1%** | **Indonesia — 0.1%** |
| &nbsp;&nbsp;&nbsp;Adaro Energy Indonesia Tbk PT  | 1080400 |  | 268 |
| &nbsp;&nbsp;&nbsp;Bank Rakyat Indonesia Persero Tbk PT  | 16717598 |  | 5301 |
| &nbsp;&nbsp;&nbsp;Delta Dunia Makmur Tbk PT  | 6958800 |  | 136 |
| &nbsp;&nbsp;&nbsp;Perusahaan Perkebunan London Sumatra Indonesia Tbk PT  | 1706500 |  | 111 |
| &nbsp;&nbsp;&nbsp;Sumber Tani Agung Resources Tbk PT  | 710100 |  | 48 |
| &nbsp;&nbsp;&nbsp;Triputra Agro Persada PT  | 677010 |  | 27 |
|  |  |  | 5891 |
| **Ireland — 1.5%** | **Ireland — 1.5%** | **Ireland — 1.5%** | **Ireland — 1.5%** |
| &nbsp;&nbsp;&nbsp;Accenture PLC, Cl A  | 44184 |  | 11790 |
| &nbsp;&nbsp;&nbsp;Bank of Ireland Group PLC  | 1267412 |  | 12039 |
| &nbsp;&nbsp;&nbsp;Experian PLC  | 197983 |  | 6699 |
| &nbsp;&nbsp;&nbsp;ICON PLC \* | 55525 |  | 10786 |
| &nbsp;&nbsp;&nbsp;Ryanair Holdings PLC ADR \* | 210516 |  | 15738 |
|  |  |  | 57052 |
| **Israel — 0.8%** | **Israel — 0.8%** | **Israel — 0.8%** | **Israel — 0.8%** |
| &nbsp;&nbsp;&nbsp;Bank Hapoalim BM  | 1076546 |  | 9656 |
| &nbsp;&nbsp;&nbsp;Bank Leumi Le-Israel BM  | 1233000 |  | 10231 |
| &nbsp;&nbsp;&nbsp;Check Point Software Technologies Ltd \* | 61327 |  | 7737 |
| &nbsp;&nbsp;&nbsp;FIBI Holdings Ltd  | 10858 |  | 449 |
| &nbsp;&nbsp;&nbsp;Isracard Ltd  |  |  |  |
| &nbsp;&nbsp;&nbsp;Israel Discount Bank Ltd, Cl A  | 179511 |  | 939 |
| &nbsp;&nbsp;&nbsp;YH Dimri Construction & Development Ltd  | 33 |  | 2 |
|  |  |  | 29014 |
| **Italy — 3.0%** | **Italy — 3.0%** | **Italy — 3.0%** | **Italy — 3.0%** |
| &nbsp;&nbsp;&nbsp;Assicurazioni Generali SpA  | 88359 |  | 1567 |
| &nbsp;&nbsp;&nbsp;Azimut Holding SpA  | 122503 |  | 2736 |
| &nbsp;&nbsp;&nbsp;Banca IFIS SpA  | 4498 |  | 64 |
| &nbsp;&nbsp;&nbsp;Banca Mediolanum SpA  | 65271 |  | 543 |
| &nbsp;&nbsp;&nbsp;CNH Industrial NV  | 627604 |  | 10024 |
| &nbsp;&nbsp;&nbsp;Danieli & C Officine Meccaniche SpA  | 3674 |  | 56 |
| &nbsp;&nbsp;&nbsp;Enel SpA  | 8153492 |  | 43770 |
| &nbsp;&nbsp;&nbsp;Ferrari NV  | 35996 |  | 7691 |
| &nbsp;&nbsp;&nbsp;FinecoBank Banca Fineco SpA  | 40607 |  | 673 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA  | 317884 |  | 705 |
| &nbsp;&nbsp;&nbsp;Leonardo SpA  | 343912 |  | 2958 |
| &nbsp;&nbsp;&nbsp;Piaggio & C SpA  | 50833 |  | 152 |
| &nbsp;&nbsp;&nbsp;Prysmian SpA  | 17137 |  | 634 |
| &nbsp;&nbsp;&nbsp;Recordati Industria Chimica e Farmaceutica SpA  | 28710 |  | 1187 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**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;Saras SpA \* | 647843 | $| 795 |
| &nbsp;&nbsp;&nbsp;Snam SpA  | 124499 |  | 602 |
| &nbsp;&nbsp;&nbsp;Stellantis NV  | 105991 |  | 1500 |
| &nbsp;&nbsp;&nbsp;Tenaris SA  | 419565 |  | 7292 |
| &nbsp;&nbsp;&nbsp;Terna - Rete Elettrica Nazionale  | 138019 |  | 1016 |
| &nbsp;&nbsp;&nbsp;UniCredit SpA  | 2230690 |  | 31597 |
|  |  |  | 115562 |
| **Japan — 13.3%** | **Japan — 13.3%** | **Japan — 13.3%** | **Japan — 13.3%** |
| &nbsp;&nbsp;&nbsp;77 Bank Ltd/The  | 55964 |  | 937 |
| &nbsp;&nbsp;&nbsp;A&D HOLON Holdings Co Ltd  | 14200 |  | 109 |
| &nbsp;&nbsp;&nbsp;Adastria Co Ltd  | 12100 |  | 215 |
| &nbsp;&nbsp;&nbsp;Advantest Corp  | 111100 |  | 7140 |
| &nbsp;&nbsp;&nbsp;Adways Inc  | 16000 |  | 61 |
| &nbsp;&nbsp;&nbsp;AEON Financial Service Co Ltd  | 172700 |  | 1832 |
| &nbsp;&nbsp;&nbsp;Ai Holdings Corp  | 6100 |  | 97 |
| &nbsp;&nbsp;&nbsp;Aidma Holdings Inc \* | 7500 |  | 228 |
| &nbsp;&nbsp;&nbsp;Aisan Industry Co Ltd  | 12100 |  | 63 |
| &nbsp;&nbsp;&nbsp;Alps Alpine Co Ltd  | 63900 |  | 580 |
| &nbsp;&nbsp;&nbsp;Amada Co Ltd  | 38000 |  | 298 |
| &nbsp;&nbsp;&nbsp;Anest Iwata Corp  | 4800 |  | 31 |
| &nbsp;&nbsp;&nbsp;Anritsu Corp  | 85000 |  | 826 |
| &nbsp;&nbsp;&nbsp;AOKI Holdings Inc  | 5200 |  | 27 |
| &nbsp;&nbsp;&nbsp;Arcs Co Ltd  | 22300 |  | 371 |
| &nbsp;&nbsp;&nbsp;ARTERIA Networks Corp  | 4200 |  | 40 |
| &nbsp;&nbsp;&nbsp;Asahi Co Ltd  | 3900 |  | 41 |
| &nbsp;&nbsp;&nbsp;Asahi Group Holdings Ltd (A) | 121700 |  | 3799 |
| &nbsp;&nbsp;&nbsp;Astellas Pharma Inc  | 53100 |  | 807 |
| &nbsp;&nbsp;&nbsp;Ateam Inc  | 5700 |  | 31 |
| &nbsp;&nbsp;&nbsp;Awa Bank Ltd/The  | 7800 |  | 126 |
| &nbsp;&nbsp;&nbsp;Axell Corp  | 3000 |  | 38 |
| &nbsp;&nbsp;&nbsp;Axial Retailing Inc  | 3200 |  | 82 |
| &nbsp;&nbsp;&nbsp;Bandai Namco Holdings Inc  | 11200 |  | 706 |
| &nbsp;&nbsp;&nbsp;Bank of Iwate Ltd/The  | 4200 |  | 63 |
| &nbsp;&nbsp;&nbsp;Base Co Ltd  | 3500 |  | 93 |
| &nbsp;&nbsp;&nbsp;Benefit One Inc  | 4900 |  | 72 |
| &nbsp;&nbsp;&nbsp;BIPROGY Inc  | 179900 |  | 4561 |
| &nbsp;&nbsp;&nbsp;Boutiques Inc \* | 1300 |  | 35 |
| &nbsp;&nbsp;&nbsp;BrainPad Inc \* | 9900 |  | 56 |
| &nbsp;&nbsp;&nbsp;Bridgestone Corp (A) | 123400 |  | 4387 |
| &nbsp;&nbsp;&nbsp;Brother Industries Ltd  | 100500 |  | 1529 |
| &nbsp;&nbsp;&nbsp;Business Brain Showa-Ota Inc  | 2600 |  | 37 |
| &nbsp;&nbsp;&nbsp;BuySell Technologies Co Ltd (A) | 1500 |  | 61 |
| &nbsp;&nbsp;&nbsp;Canon Inc (A) | 114400 |  | 2476 |
| &nbsp;&nbsp;&nbsp;Canon Marketing Japan Inc (A) | 94900 |  | 2150 |
| &nbsp;&nbsp;&nbsp;Capcom Co Ltd  | 33100 |  | 1056 |
| &nbsp;&nbsp;&nbsp;Careerlink Co Ltd  | 1900 |  | 41 |
| &nbsp;&nbsp;&nbsp;Central Glass Co Ltd  | 2100 |  | 45 |
| &nbsp;&nbsp;&nbsp;Chiba Kogyo Bank Ltd/The  | 13000 |  | 45 |
| &nbsp;&nbsp;&nbsp;Chino Corp  | 2700 |  | 36 |
| &nbsp;&nbsp;&nbsp;Chori Co Ltd  | 3400 |  | 56 |
| &nbsp;&nbsp;&nbsp;Chubu Shiryo Co Ltd  | 2800 |  | 23 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;CKD Corp  | 3600 | $51 |
| &nbsp;&nbsp;&nbsp;COLOPL Inc \* | 9800 | 47 |
| &nbsp;&nbsp;&nbsp;Cosel Co Ltd  | 2600 | 20 |
| &nbsp;&nbsp;&nbsp;Daihen Corp  | 1400 | 41 |
| &nbsp;&nbsp;&nbsp;Dai-ichi Life Holdings Inc  | 386200 | 8763 |
| &nbsp;&nbsp;&nbsp;Daiichi Sankyo Co Ltd  | 21000 | 676 |
| &nbsp;&nbsp;&nbsp;Daisue Construction Co Ltd  | 5900 | 52 |
| &nbsp;&nbsp;&nbsp;Daito Trust Construction Co Ltd  | 74800 | 7676 |
| &nbsp;&nbsp;&nbsp;Daiwa House Industry Co Ltd  | 26300 | 606 |
| &nbsp;&nbsp;&nbsp;DeNA Co Ltd \* | 9800 | 131 |
| &nbsp;&nbsp;&nbsp;Dentsu Group Inc (A) | 26700 | 839 |
| &nbsp;&nbsp;&nbsp;Digital Arts Inc  | 3000 | 127 |
| &nbsp;&nbsp;&nbsp;Disco Corp  | 4500 | 1287 |
| &nbsp;&nbsp;&nbsp;Double Standard Inc  | 4500 | 76 |
| &nbsp;&nbsp;&nbsp;Dowa Holdings Co Ltd  | 12400 | 390 |
| &nbsp;&nbsp;&nbsp;Earth Corp  | 800 | 31 |
| &nbsp;&nbsp;&nbsp;Eiken Chemical Co Ltd  | 12500 | 162 |
| &nbsp;&nbsp;&nbsp;Eisai Co Ltd  | 6600 | 435 |
| &nbsp;&nbsp;&nbsp;Eizo Corp  | 3400 | 88 |
| &nbsp;&nbsp;&nbsp;Elecom Co Ltd  | 5800 | 59 |
| &nbsp;&nbsp;&nbsp;en Japan Inc  | 77800 | 1429 |
| &nbsp;&nbsp;&nbsp;Enigmo Inc  | 20500 | 99 |
| &nbsp;&nbsp;&nbsp;ESPEC Corp  | 4900 | 70 |
| &nbsp;&nbsp;&nbsp;Exedy Corp  | 8300 | 102 |
| &nbsp;&nbsp;&nbsp;FANUC Corp  | 189900 | 28547 |
| &nbsp;&nbsp;&nbsp;Financial Partners Group Co Ltd  | 38300 | 323 |
| &nbsp;&nbsp;&nbsp;FINDEX Inc  | 9100 | 34 |
| &nbsp;&nbsp;&nbsp;FJ Next Holdings Co Ltd  | 5100 | 37 |
| &nbsp;&nbsp;&nbsp;Forum Engineering Inc  | 5100 | 33 |
| &nbsp;&nbsp;&nbsp;Frontier Management Inc \* | 2900 | 28 |
| &nbsp;&nbsp;&nbsp;Fuji Corp/Aichi  | 35600 | 521 |
| &nbsp;&nbsp;&nbsp;Fujitsu Ltd  | 93500 | 12482 |
| &nbsp;&nbsp;&nbsp;Fukuoka Financial Group Inc  | 345300 | 7864 |
| &nbsp;&nbsp;&nbsp;Funai Soken Holdings Inc (A) | 8800 | 181 |
| &nbsp;&nbsp;&nbsp;Furyu Corp  | 21300 | 176 |
| &nbsp;&nbsp;&nbsp;Futaba Industrial Co Ltd  | 10000 | 27 |
| &nbsp;&nbsp;&nbsp;Gakken Holdings Co Ltd  | 6700 | 47 |
| &nbsp;&nbsp;&nbsp;Gakujo Co Ltd  | 4000 | 42 |
| &nbsp;&nbsp;&nbsp;Giken Ltd  | 6100 | 134 |
| &nbsp;&nbsp;&nbsp;Glory Ltd  | 93100 | 1548 |
| &nbsp;&nbsp;&nbsp;GungHo Online Entertainment Inc \* | 60200 | 973 |
| &nbsp;&nbsp;&nbsp;Gunze Ltd  | 1600 | 51 |
| &nbsp;&nbsp;&nbsp;Hamee Corp  | 9300 | 50 |
| &nbsp;&nbsp;&nbsp;Hankyu Hanshin Holdings Inc  | 14100 | 419 |
| &nbsp;&nbsp;&nbsp;Heiwa Corp  | 26400 | 497 |
| &nbsp;&nbsp;&nbsp;Heiwado Co Ltd  | 15000 | 244 |
| &nbsp;&nbsp;&nbsp;Himaraya Co Ltd  | 3000 | 21 |
| &nbsp;&nbsp;&nbsp;Hino Motors Ltd \* | 43400 | 165 |
| &nbsp;&nbsp;&nbsp;Hioki EE Corp  | 1200 | 58 |
| &nbsp;&nbsp;&nbsp;Hirose Electric Co Ltd  | 5500 | 692 |
| &nbsp;&nbsp;&nbsp;Hito Communications Holdings Inc  | 5800 | 67 |
| &nbsp;&nbsp;&nbsp;Hodogaya Chemical Co Ltd  | 700 | 15 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**International Equity Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Honda Motor Co Ltd  | 153800 | $3534 |
| &nbsp;&nbsp;&nbsp;Hoosiers Holdings Co Ltd  | 6200 | 35 |
| &nbsp;&nbsp;&nbsp;Horiba Ltd  | 20500 | 890 |
| &nbsp;&nbsp;&nbsp;Hoya Corp  | 4400 | 424 |
| &nbsp;&nbsp;&nbsp;IBJ Inc  | 5900 | 44 |
| &nbsp;&nbsp;&nbsp;Ichikoh Industries Ltd  | 7800 | 21 |
| &nbsp;&nbsp;&nbsp;Iida Group Holdings Co Ltd  | 240900 | 3653 |
| &nbsp;&nbsp;&nbsp;Infocom Corp  | 2600 | 42 |
| &nbsp;&nbsp;&nbsp;Inpex Corp (A) | 31900 | 337 |
| &nbsp;&nbsp;&nbsp;Insource Co Ltd  | 66000 | 778 |
| &nbsp;&nbsp;&nbsp;Intelligent Wave Inc  | 7400 | 40 |
| &nbsp;&nbsp;&nbsp;Inter Action Corp  | 4400 | 51 |
| &nbsp;&nbsp;&nbsp;I-PEX Inc  | 19400 | 175 |
| &nbsp;&nbsp;&nbsp;IR Japan Holdings Ltd  | 11700 | 160 |
| &nbsp;&nbsp;&nbsp;Isuzu Motors Ltd  | 977900 | 11465 |
| &nbsp;&nbsp;&nbsp;ITOCHU Corp  | 44300 | 1392 |
| &nbsp;&nbsp;&nbsp;Iwaki Co Ltd  | 3800 | 35 |
| &nbsp;&nbsp;&nbsp;JAC Recruitment Co Ltd  | 8800 | 162 |
| &nbsp;&nbsp;&nbsp;Japan Aviation Electronics Industry Ltd  | 13600 | 217 |
| &nbsp;&nbsp;&nbsp;Japan Electronic Materials Corp  | 5100 | 52 |
| &nbsp;&nbsp;&nbsp;Japan Exchange Group Inc  | 364800 | 5246 |
| &nbsp;&nbsp;&nbsp;Japan Lifeline Co Ltd  | 13000 | 90 |
| &nbsp;&nbsp;&nbsp;Japan Post Insurance Co Ltd  | 352500 | 6201 |
| &nbsp;&nbsp;&nbsp;Japan Tobacco Inc (A) | 50600 | 1020 |
| &nbsp;&nbsp;&nbsp;JCU Corp  | 3900 | 91 |
| &nbsp;&nbsp;&nbsp;Jeol Ltd  | 16500 | 449 |
| &nbsp;&nbsp;&nbsp;JP-Holdings Inc  | 19300 | 44 |
| &nbsp;&nbsp;&nbsp;JSR Corp  | 8400 | 165 |
| &nbsp;&nbsp;&nbsp;JTEKT Corp  | 52300 | 368 |
| &nbsp;&nbsp;&nbsp;Justsystems Corp  | 8200 | 175 |
| &nbsp;&nbsp;&nbsp;JVCKenwood Corp  | 26100 | 73 |
| &nbsp;&nbsp;&nbsp;Kanematsu Corp  | 13600 | 155 |
| &nbsp;&nbsp;&nbsp;Kao Corp (A) | 360400 | 14354 |
| &nbsp;&nbsp;&nbsp;KAWADA TECHNOLOGIES Inc  | 1000 | 25 |
| &nbsp;&nbsp;&nbsp;Kawasaki Heavy Industries Ltd  | 37600 | 881 |
| &nbsp;&nbsp;&nbsp;KDDI Corp  | 217300 | 6558 |
| &nbsp;&nbsp;&nbsp;Kenko Mayonnaise Co Ltd  | 3000 | 31 |
| &nbsp;&nbsp;&nbsp;Keyence Corp  | 27901 | 10873 |
| &nbsp;&nbsp;&nbsp;KeyHolder Inc  | 7500 | 41 |
| &nbsp;&nbsp;&nbsp;Kimura Unity Co Ltd  | 6200 | 37 |
| &nbsp;&nbsp;&nbsp;Kirin Holdings Co Ltd (A) | 42100 | 642 |
| &nbsp;&nbsp;&nbsp;Kitz Corp  | 10100 | 60 |
| &nbsp;&nbsp;&nbsp;Kokuyo Co Ltd (A) | 202900 | 2857 |
| &nbsp;&nbsp;&nbsp;Komatsu Ltd  | 1048200 | 22848 |
| &nbsp;&nbsp;&nbsp;Komori Corp  | 12000 | 73 |
| &nbsp;&nbsp;&nbsp;Konica Minolta Inc  | 610400 | 2438 |
| &nbsp;&nbsp;&nbsp;Konoike Transport Co Ltd  | 2500 | 30 |
| &nbsp;&nbsp;&nbsp;Koshidaka Holdings Co Ltd  | 14200 | 107 |
| &nbsp;&nbsp;&nbsp;Kubota Corp (A) | 151900 | 2092 |
| &nbsp;&nbsp;&nbsp;Kumagai Gumi Co Ltd  | 10100 | 201 |
| &nbsp;&nbsp;&nbsp;Kurita Water Industries Ltd  | 14700 | 608 |
| &nbsp;&nbsp;&nbsp;Kyocera Corp  | 10600 | 526 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Lasertec Corp (A) | 34300 | $5653 |
| &nbsp;&nbsp;&nbsp;Lawson Inc  | 76300 | 2909 |
| &nbsp;&nbsp;&nbsp;Lifedrink Co Inc  | 2100 | 42 |
| &nbsp;&nbsp;&nbsp;M&A Research Institute Inc \*(A) | 14900 | 708 |
| &nbsp;&nbsp;&nbsp;Maezawa Kasei Industries Co Ltd  | 3700 | 37 |
| &nbsp;&nbsp;&nbsp;Makita Corp  | 426800 | 9963 |
| &nbsp;&nbsp;&nbsp;Mandom Corp  | 6200 | 69 |
| &nbsp;&nbsp;&nbsp;Marubeni Corp  | 264800 | 3040 |
| &nbsp;&nbsp;&nbsp;Maruzen Showa Unyu Co Ltd  | 3400 | 78 |
| &nbsp;&nbsp;&nbsp;Maxell Ltd  | 3300 | 34 |
| &nbsp;&nbsp;&nbsp;Mazda Motor Corp  | 773600 | 5892 |
| &nbsp;&nbsp;&nbsp;MCJ Co Ltd  | 4700 | 34 |
| &nbsp;&nbsp;&nbsp;Media Do Co Ltd \* | 7400 | 97 |
| &nbsp;&nbsp;&nbsp;Medical System Network Co Ltd, Cl A  | 12800 | 42 |
| &nbsp;&nbsp;&nbsp;Megachips Corp \* | 2400 | 45 |
| &nbsp;&nbsp;&nbsp;Megmilk Snow Brand Co Ltd  | 25400 | 347 |
| &nbsp;&nbsp;&nbsp;Meidensha Corp  | 13300 | 189 |
| &nbsp;&nbsp;&nbsp;MEIJI Holdings Co Ltd  | 500 | 26 |
| &nbsp;&nbsp;&nbsp;Meitec Corp  | 3000 | 54 |
| &nbsp;&nbsp;&nbsp;METAWATER Co Ltd  | 5200 | 64 |
| &nbsp;&nbsp;&nbsp;Micronics Japan Co Ltd (A) | 21100 | 208 |
| &nbsp;&nbsp;&nbsp;Mimasu Semiconductor Industry Co Ltd  | 11200 | 199 |
| &nbsp;&nbsp;&nbsp;MIRAIT ONE corp  | 7600 | 88 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Corp  | 22300 | 724 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Electric Corp  | 1484400 | 14777 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Shokuhin Co Ltd  | 15200 | 359 |
| &nbsp;&nbsp;&nbsp;Mitsui & Co Ltd  | 181100 | 5288 |
| &nbsp;&nbsp;&nbsp;Mitsui OSK Lines Ltd  | 17100 | 426 |
| &nbsp;&nbsp;&nbsp;MIXI Inc  | 70200 | 1312 |
| &nbsp;&nbsp;&nbsp;Mizuho Medy Co Ltd  | 6200 | 176 |
| &nbsp;&nbsp;&nbsp;Mizuno Corp  | 48400 | 1032 |
| &nbsp;&nbsp;&nbsp;Monogatari Corp/The  | 5300 | 263 |
| &nbsp;&nbsp;&nbsp;Morinaga Milk Industry Co Ltd  | 5500 | 208 |
| &nbsp;&nbsp;&nbsp;Morita Holdings Corp  | 2600 | 23 |
| &nbsp;&nbsp;&nbsp;Morito Co Ltd  | 4300 | 24 |
| &nbsp;&nbsp;&nbsp;MS&AD Insurance Group Holdings Inc  | 122300 | 3915 |
| &nbsp;&nbsp;&nbsp;Murata Manufacturing Co Ltd  | 232300 | 11599 |
| &nbsp;&nbsp;&nbsp;Musashino Bank Ltd/The  | 3300 | 52 |
| &nbsp;&nbsp;&nbsp;Nachi-Fujikoshi Corp  | 1100 | 30 |
| &nbsp;&nbsp;&nbsp;Nagaileben Co Ltd  | 5200 | 79 |
| &nbsp;&nbsp;&nbsp;Nagano Keiki Co Ltd  | 6100 | 52 |
| &nbsp;&nbsp;&nbsp;Naigai Trans Line Ltd  | 5300 | 85 |
| &nbsp;&nbsp;&nbsp;NEC Corp  | 19600 | 689 |
| &nbsp;&nbsp;&nbsp;NEOJAPAN Inc  | 3500 | 26 |
| &nbsp;&nbsp;&nbsp;Nexon Co Ltd  | 26900 | 604 |
| &nbsp;&nbsp;&nbsp;NexTone Inc \* | 1600 | 54 |
| &nbsp;&nbsp;&nbsp;Nihon Chouzai Co Ltd  | 16300 | 150 |
| &nbsp;&nbsp;&nbsp;Nihon Denkei Co Ltd  | 4400 | 49 |
| &nbsp;&nbsp;&nbsp;Nihon M&A Center Holdings Inc  | 12300 | 152 |
| &nbsp;&nbsp;&nbsp;Nihon Trim Co Ltd  | 5200 | 107 |
| &nbsp;&nbsp;&nbsp;Nikon Corp  | 232600 | 2073 |
| &nbsp;&nbsp;&nbsp;Nippon Concept Corp  | 4100 | 45 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**International Equity Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Nippon Road Co Ltd/The  | 1300 | $58 |
| &nbsp;&nbsp;&nbsp;Nippon Seisen Co Ltd  | 1400 | 45 |
| &nbsp;&nbsp;&nbsp;Nippon Shinyaku Co Ltd  | 1000 | 57 |
| &nbsp;&nbsp;&nbsp;Nippon Steel Corp  | 32100 | 558 |
| &nbsp;&nbsp;&nbsp;Nippon Thompson Co Ltd  | 13600 | 53 |
| &nbsp;&nbsp;&nbsp;Nippon Yusen KK  | 110700 | 2609 |
| &nbsp;&nbsp;&nbsp;Nissei ASB Machine Co Ltd  | 900 | 29 |
| &nbsp;&nbsp;&nbsp;Nisshinbo Holdings Inc (A) | 128400 | 948 |
| &nbsp;&nbsp;&nbsp;Nissin Electric Co Ltd  | 4000 | 38 |
| &nbsp;&nbsp;&nbsp;Nisso Corp  | 3900 | 17 |
| &nbsp;&nbsp;&nbsp;Nitto Kohki Co Ltd  | 2200 | 25 |
| &nbsp;&nbsp;&nbsp;Nittoc Construction Co Ltd  | 10000 | 70 |
| &nbsp;&nbsp;&nbsp;Nittoku Co Ltd  | 6200 | 110 |
| &nbsp;&nbsp;&nbsp;Noda Corp  | 2900 | 25 |
| &nbsp;&nbsp;&nbsp;Nohmi Bosai Ltd  | 7400 | 89 |
| &nbsp;&nbsp;&nbsp;NS United Kaiun Kaisha Ltd  | 4800 | 141 |
| &nbsp;&nbsp;&nbsp;NTT Data Corp  | 26800 | 392 |
| &nbsp;&nbsp;&nbsp;Obara Group Inc  | 5000 | 136 |
| &nbsp;&nbsp;&nbsp;OBIC Business Consultants Co Ltd  | 5300 | 172 |
| &nbsp;&nbsp;&nbsp;Ohsho Food Service Corp  | 2100 | 95 |
| &nbsp;&nbsp;&nbsp;Okabe Co Ltd  | 8200 | 43 |
| &nbsp;&nbsp;&nbsp;Okamura Corp  | 10600 | 114 |
| &nbsp;&nbsp;&nbsp;OKUMA Corp  | 1800 | 64 |
| &nbsp;&nbsp;&nbsp;Okuwa Co Ltd  | 81900 | 551 |
| &nbsp;&nbsp;&nbsp;Olympus Corp  | 18400 | 328 |
| &nbsp;&nbsp;&nbsp;One Career Inc \* | 1300 | 36 |
| &nbsp;&nbsp;&nbsp;Ono Pharmaceutical Co Ltd  | 243000 | 5678 |
| &nbsp;&nbsp;&nbsp;Onward Holdings Co Ltd  | 83900 | 197 |
| &nbsp;&nbsp;&nbsp;Optorun Co Ltd  | 29000 | 493 |
| &nbsp;&nbsp;&nbsp;Oracle Corp Japan \* | 8200 | 530 |
| &nbsp;&nbsp;&nbsp;Oriental Land Co Ltd/Japan  | 3100 | 450 |
| &nbsp;&nbsp;&nbsp;ORIX Corp  | 415290 | 6668 |
| &nbsp;&nbsp;&nbsp;Oro Co Ltd  | 2100 | 30 |
| &nbsp;&nbsp;&nbsp;PC Depot Corp  | 16700 | 34 |
| &nbsp;&nbsp;&nbsp;Pegasus Sewing Machine Manufacturing Co Ltd  | 8800 | 52 |
| &nbsp;&nbsp;&nbsp;Persol Holdings Co Ltd  | 163600 | 3506 |
| &nbsp;&nbsp;&nbsp;Pickles Holdings Co Ltd  | 6100 | 52 |
| &nbsp;&nbsp;&nbsp;Pronexus Inc  | 7100 | 52 |
| &nbsp;&nbsp;&nbsp;Proto Corp  | 4400 | 41 |
| &nbsp;&nbsp;&nbsp;QB Net Holdings Co Ltd  | 2400 | 24 |
| &nbsp;&nbsp;&nbsp;Qol Holdings Co Ltd  | 14100 | 125 |
| &nbsp;&nbsp;&nbsp;Recruit Holdings Co Ltd  | 422400 | 13372 |
| &nbsp;&nbsp;&nbsp;Renesas Electronics Corp \* | 47300 | 424 |
| &nbsp;&nbsp;&nbsp;Resona Holdings Inc  | 2936400 | 16095 |
| &nbsp;&nbsp;&nbsp;Resorttrust Inc  | 12400 | 221 |
| &nbsp;&nbsp;&nbsp;Ricoh Co Ltd  | 40700 | 311 |
| &nbsp;&nbsp;&nbsp;Ride On Express Holdings Co Ltd  | 6000 | 49 |
| &nbsp;&nbsp;&nbsp;Riken Technos Corp  | 7100 | 26 |
| &nbsp;&nbsp;&nbsp;Riken Vitamin Co Ltd  | 2600 | 38 |
| &nbsp;&nbsp;&nbsp;Riso Kagaku Corp  | 4600 | 73 |
| &nbsp;&nbsp;&nbsp;Rohm Co Ltd  | 5500 | 397 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;RS Technologies Co Ltd  | 3200 | $86 |
| &nbsp;&nbsp;&nbsp;Ryohin Keikaku Co Ltd  | 62900 | 747 |
| &nbsp;&nbsp;&nbsp;Sakai Heavy Industries Ltd  | 1000 | 26 |
| &nbsp;&nbsp;&nbsp;Sakai Moving Service Co Ltd  | 3300 | 108 |
| &nbsp;&nbsp;&nbsp;Sangetsu Corp  | 17800 | 290 |
| &nbsp;&nbsp;&nbsp;Sanken Electric Co Ltd  | 1400 | 69 |
| &nbsp;&nbsp;&nbsp;Sankyo Co Ltd  | 125700 | 5125 |
| &nbsp;&nbsp;&nbsp;Sanwa Holdings Corp  | 202900 | 1878 |
| &nbsp;&nbsp;&nbsp;Sanyo Denki Co Ltd  | 1000 | 43 |
| &nbsp;&nbsp;&nbsp;Sanyo Shokai Ltd  | 11200 | 119 |
| &nbsp;&nbsp;&nbsp;Sato Holdings Corp  | 7000 | 101 |
| &nbsp;&nbsp;&nbsp;SCREEN Holdings Co Ltd  | 22200 | 1423 |
| &nbsp;&nbsp;&nbsp;Scroll Corp  | 42800 | 231 |
| &nbsp;&nbsp;&nbsp;Secom Co Ltd  | 14600 | 835 |
| &nbsp;&nbsp;&nbsp;Seiko Epson Corp  | 260300 | 3800 |
| &nbsp;&nbsp;&nbsp;Seino Holdings Co Ltd  | 33500 | 298 |
| &nbsp;&nbsp;&nbsp;SERAKU Co Ltd  | 3000 | 26 |
| &nbsp;&nbsp;&nbsp;Seven & i Holdings Co Ltd  | 131800 | 5654 |
| &nbsp;&nbsp;&nbsp;Shibaura Machine Co Ltd  | 13000 | 258 |
| &nbsp;&nbsp;&nbsp;Shibaura Mechatronics Corp  | 6300 | 477 |
| &nbsp;&nbsp;&nbsp;Shibuya Corp  | 2900 | 51 |
| &nbsp;&nbsp;&nbsp;Shimadzu Corp  | 38000 | 1079 |
| &nbsp;&nbsp;&nbsp;Shimamura Co Ltd  | 57100 | 5669 |
| &nbsp;&nbsp;&nbsp;Shimojima Co Ltd  | 3600 | 25 |
| &nbsp;&nbsp;&nbsp;Shindengen Electric Manufacturing Co Ltd  | 10600 | 241 |
| &nbsp;&nbsp;&nbsp;Shinnihon Corp  | 3900 | 22 |
| &nbsp;&nbsp;&nbsp;Shinnihonseiyaku Co Ltd  | 2500 | 26 |
| &nbsp;&nbsp;&nbsp;Shofu Inc  | 1600 | 28 |
| &nbsp;&nbsp;&nbsp;SIGMAXYZ Holdings Inc  | 15200 | 149 |
| &nbsp;&nbsp;&nbsp;Sinfonia Technology Co Ltd  | 4200 | 47 |
| &nbsp;&nbsp;&nbsp;Sinko Industries Ltd  | 2200 | 24 |
| &nbsp;&nbsp;&nbsp;SMK Corp  | 1300 | 23 |
| &nbsp;&nbsp;&nbsp;SMS Co Ltd \* | 7600 | 193 |
| &nbsp;&nbsp;&nbsp;SoftBank Corp  | 222600 | 2510 |
| &nbsp;&nbsp;&nbsp;Soliton Systems KK  | 5500 | 44 |
| &nbsp;&nbsp;&nbsp;Sompo Holdings Inc  | 76900 | 3415 |
| &nbsp;&nbsp;&nbsp;Sony Group Corp  | 73665 | 5603 |
| &nbsp;&nbsp;&nbsp;Sprix Inc  | 1500 | 10 |
| &nbsp;&nbsp;&nbsp;Step Co Ltd  | 1900 | 26 |
| &nbsp;&nbsp;&nbsp;Strike Co Ltd  | 3500 | 119 |
| &nbsp;&nbsp;&nbsp;Subaru Corp  | 943600 | 14500 |
| &nbsp;&nbsp;&nbsp;SUMCO Corp  | 25100 | 334 |
| &nbsp;&nbsp;&nbsp;Sumitomo Corp  | 32300 | 538 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc  | 460600 | 18488 |
| &nbsp;&nbsp;&nbsp;Sumitomo Pharma Co Ltd  | 16800 | 127 |
| &nbsp;&nbsp;&nbsp;Sun Corp  | 1900 | 30 |
| &nbsp;&nbsp;&nbsp;Sun-Wa Technos Corp  | 2600 | 31 |
| &nbsp;&nbsp;&nbsp;Suzuki Motor Corp  | 13500 | 437 |
| &nbsp;&nbsp;&nbsp;Syuppin Co Ltd  | 3600 | 34 |
| &nbsp;&nbsp;&nbsp;T&D Holdings Inc  | 781600 | 11267 |
| &nbsp;&nbsp;&nbsp;Takaoka Toko Co Ltd  | 7700 | 104 |
| &nbsp;&nbsp;&nbsp;Takara & Co Ltd  | 2600 | 40 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**International Equity Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Takara Holdings Inc  | 15200 | $120 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co Ltd  | 1018900 | 31746 |
| &nbsp;&nbsp;&nbsp;Takuma Co Ltd  | 4300 | 40 |
| &nbsp;&nbsp;&nbsp;TechMatrix Corp  | 3400 | 47 |
| &nbsp;&nbsp;&nbsp;Temairazu Inc  | 5700 | 216 |
| &nbsp;&nbsp;&nbsp;TIS Inc  | 123000 | 3244 |
| &nbsp;&nbsp;&nbsp;Tocalo Co Ltd  | 4500 | 39 |
| &nbsp;&nbsp;&nbsp;Tochigi Bank Ltd/The  | 12400 | 29 |
| &nbsp;&nbsp;&nbsp;Toho Co Ltd/Kobe  | 2700 | 35 |
| &nbsp;&nbsp;&nbsp;Tokio Marine Holdings Inc  | 286400 | 6137 |
| &nbsp;&nbsp;&nbsp;Tokyo Electron Ltd  | 33000 | 9724 |
| &nbsp;&nbsp;&nbsp;Tokyo Gas Co Ltd  | 16600 | 325 |
| &nbsp;&nbsp;&nbsp;Tokyo Seimitsu Co Ltd  | 65800 | 2129 |
| &nbsp;&nbsp;&nbsp;Tokyotokeiba Co Ltd  | 12400 | 356 |
| &nbsp;&nbsp;&nbsp;Tomy Co Ltd  | 119000 | 1140 |
| &nbsp;&nbsp;&nbsp;Tonami Holdings Co Ltd  | 800 | 22 |
| &nbsp;&nbsp;&nbsp;Topcon Corp  | 49000 | 569 |
| &nbsp;&nbsp;&nbsp;Toray Industries Inc  | 1859000 | 10378 |
| &nbsp;&nbsp;&nbsp;Toshiba TEC Corp  | 3500 | 96 |
| &nbsp;&nbsp;&nbsp;Tosho Co Ltd  | 14200 | 121 |
| &nbsp;&nbsp;&nbsp;Toyo Engineering Corp \* | 26300 | 112 |
| &nbsp;&nbsp;&nbsp;Transcosmos Inc \* | 5100 | 126 |
| &nbsp;&nbsp;&nbsp;Trend Micro Inc/Japan \*(A) | 15400 | 717 |
| &nbsp;&nbsp;&nbsp;Tri Chemical Laboratories Inc  | 2500 | 38 |
| &nbsp;&nbsp;&nbsp;Trusco Nakayama Corp  | 7900 | 122 |
| &nbsp;&nbsp;&nbsp;Tsubakimoto Chain Co  | 8600 | 194 |
| &nbsp;&nbsp;&nbsp;Tsukuba Bank Ltd  | 19500 | 35 |
| &nbsp;&nbsp;&nbsp;Tsuruha Holdings Inc  | 2700 | 209 |
| &nbsp;&nbsp;&nbsp;Ulvac Inc  | 2600 | 110 |
| &nbsp;&nbsp;&nbsp;United Arrows Ltd  | 13700 | 192 |
| &nbsp;&nbsp;&nbsp;Ushio Inc  | 9900 | 122 |
| &nbsp;&nbsp;&nbsp;USS Co Ltd  | 30200 | 480 |
| &nbsp;&nbsp;&nbsp;UT Group Co Ltd  | 19300 | 331 |
| &nbsp;&nbsp;&nbsp;V Technology Co Ltd  | 4600 | 88 |
| &nbsp;&nbsp;&nbsp;Valor Holdings Co Ltd  | 20700 | 286 |
| &nbsp;&nbsp;&nbsp;ValueCommerce Co Ltd  | 10900 | 150 |
| &nbsp;&nbsp;&nbsp;VINX Corp  | 2300 | 26 |
| &nbsp;&nbsp;&nbsp;Visional Inc \* | 1400 | 93 |
| &nbsp;&nbsp;&nbsp;Warabeya Nichiyo Holdings Co Ltd  | 29400 | 411 |
| &nbsp;&nbsp;&nbsp;Waseda Academy Co Ltd  | 3100 | 26 |
| &nbsp;&nbsp;&nbsp;WingArc1st Inc  | 19600 | 301 |
| &nbsp;&nbsp;&nbsp;Xebio Holdings Co Ltd  | 7200 | 50 |
| &nbsp;&nbsp;&nbsp;YAMABIKO Corp  | 11600 | 97 |
| &nbsp;&nbsp;&nbsp;Yamaha Motor Co Ltd (A) | 48500 | 1106 |
| &nbsp;&nbsp;&nbsp;Yamaichi Electronics Co Ltd  | 6300 | 81 |
| &nbsp;&nbsp;&nbsp;Yamazen Corp  | 10200 | 78 |
| &nbsp;&nbsp;&nbsp;Yokogawa Electric Corp  | 24500 | 391 |
| &nbsp;&nbsp;&nbsp;Yokowo Co Ltd  | 2900 | 48 |
| &nbsp;&nbsp;&nbsp;Yossix Holdings Co Ltd  | 4600 | 75 |
| &nbsp;&nbsp;&nbsp;ZIGExN Co Ltd  | 12900 | 37 |
| &nbsp;&nbsp;&nbsp;Zuken Inc  | 5000 | 115 |
|  |  | 506226 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Jordan — 0.0%** | **Jordan — 0.0%** | **Jordan — 0.0%** |
| &nbsp;&nbsp;&nbsp;Hikma Pharmaceuticals PLC  | 60113 | $1122 |
| **Malaysia — 0.0%** | **Malaysia — 0.0%** | **Malaysia — 0.0%** |
| &nbsp;&nbsp;&nbsp;Genting Plantations Bhd  | 31100 | 45 |
| &nbsp;&nbsp;&nbsp;Power Root Bhd  | 61500 | 29 |
| &nbsp;&nbsp;&nbsp;Taliworks Corp Bhd  | 151400 | 30 |
|  |  | 104 |
| **Malta — 0.0%** | **Malta — 0.0%** | **Malta — 0.0%** |
| &nbsp;&nbsp;&nbsp;BGP Holdings \*(B) | 198683 | – |
| **Mexico — 0.0%** | **Mexico — 0.0%** | **Mexico — 0.0%** |
| &nbsp;&nbsp;&nbsp;Grupo Herdez SAB de CV  | 27929 | 62 |
| **Netherlands — 6.3%** | **Netherlands — 6.3%** | **Netherlands — 6.3%** |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV  | 42905 | 592 |
| &nbsp;&nbsp;&nbsp;Adyen NV \* | 3790 | 5211 |
| &nbsp;&nbsp;&nbsp;Aegon NV  | 244753 | 1238 |
| &nbsp;&nbsp;&nbsp;Akzo Nobel NV  | 274433 | 18323 |
| &nbsp;&nbsp;&nbsp;ArcelorMittal SA  | 750883 | 19694 |
| &nbsp;&nbsp;&nbsp;ASM International NV  | 17116 | 4304 |
| &nbsp;&nbsp;&nbsp;ASML Holding NV, Cl G  | 9369 | 5119 |
| &nbsp;&nbsp;&nbsp;EXOR NV \* | 33291 | 2427 |
| &nbsp;&nbsp;&nbsp;HAL Trust  | 421 | 54 |
| &nbsp;&nbsp;&nbsp;Heineken Holding NV  | 58192 | 4475 |
| &nbsp;&nbsp;&nbsp;Heineken NV  | 4564 | 428 |
| &nbsp;&nbsp;&nbsp;IMCD NV  | 1259 | 179 |
| &nbsp;&nbsp;&nbsp;ING Groep NV  | 2932281 | 35638 |
| &nbsp;&nbsp;&nbsp;Koninklijke Ahold Delhaize NV  | 1049809 | 30072 |
| &nbsp;&nbsp;&nbsp;Koninklijke DSM NV  | 4561 | 556 |
| &nbsp;&nbsp;&nbsp;Koninklijke Philips NV  | 795271 | 11886 |
| &nbsp;&nbsp;&nbsp;NN Group NV  | 142668 | 5810 |
| &nbsp;&nbsp;&nbsp;Pharming Group NV \* | 52412 | 61 |
| &nbsp;&nbsp;&nbsp;Randstad NV  | 627614 | 38153 |
| &nbsp;&nbsp;&nbsp;RELX PLC  | 321560 | 8868 |
| &nbsp;&nbsp;&nbsp;Shell PLC  | 791779 | 22376 |
| &nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield \*<sup>‡</sup> | 10445 | 542 |
| &nbsp;&nbsp;&nbsp;Wolters Kluwer NV  | 225304 | 23507 |
|  |  | 239513 |
| **New Zealand — 0.0%** | **New Zealand — 0.0%** | **New Zealand — 0.0%** |
| &nbsp;&nbsp;&nbsp;Mainfreight Ltd  | 2737 | 117 |
| **Norway — 0.5%** | **Norway — 0.5%** | **Norway — 0.5%** |
| &nbsp;&nbsp;&nbsp;Aker BP ASA  | 14722 | 454 |
| &nbsp;&nbsp;&nbsp;Bouvet ASA  | 9949 | 61 |
| &nbsp;&nbsp;&nbsp;Equinor ASA  | 419829 | 14993 |
| &nbsp;&nbsp;&nbsp;Kongsberg Gruppen ASA  | 13555 | 572 |
| &nbsp;&nbsp;&nbsp;Mowi ASA  | 177 | 3 |
| &nbsp;&nbsp;&nbsp;Norsk Hydro ASA  | 107904 | 803 |
| &nbsp;&nbsp;&nbsp;Sparebanken Vest  | 1610 | 15 |
| &nbsp;&nbsp;&nbsp;Stolt-Nielsen Ltd  | 1480 | 41 |
| &nbsp;&nbsp;&nbsp;Yara International ASA  | 57751 | 2524 |
|  |  | 19466 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**International Equity Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Poland — 0.0%** | **Poland — 0.0%** | **Poland — 0.0%** |
| &nbsp;&nbsp;&nbsp;Enea SA \* | 63733 | $87 |
| &nbsp;&nbsp;&nbsp;PGE Polska Grupa Energetyczna SA \* | 75850 | 119 |
| &nbsp;&nbsp;&nbsp;Tim SA/Siechnice  | 5020 | 33 |
|  |  | 239 |
| **Portugal — 0.3%** | **Portugal — 0.3%** | **Portugal — 0.3%** |
| &nbsp;&nbsp;&nbsp;Altri SGPS SA  | 37111 | 198 |
| &nbsp;&nbsp;&nbsp;Jeronimo Martins SGPS SA  | 589544 | 12697 |
|  |  | 12895 |
| **Qatar — 0.0%** | **Qatar — 0.0%** | **Qatar — 0.0%** |
| &nbsp;&nbsp;&nbsp;Mekdam Holding Group  | 22573 | 48 |
| &nbsp;&nbsp;&nbsp;Ooredoo QPSC  | 171417 | 435 |
|  |  | 483 |
| **Saudi Arabia — 0.7%** | **Saudi Arabia — 0.7%** | **Saudi Arabia — 0.7%** |
| &nbsp;&nbsp;&nbsp;Abdullah Al Othaim Markets Co  | 4658 | 129 |
| &nbsp;&nbsp;&nbsp;Alamar Foods  | 1628 | 60 |
| &nbsp;&nbsp;&nbsp;Arab National Bank  | 12123 | 103 |
| &nbsp;&nbsp;&nbsp;Bupa Arabia for Cooperative Insurance Co  | 3283 | 125 |
| &nbsp;&nbsp;&nbsp;Dar Al Arkan Real Estate Development Co \* | 1983104 | 6126 |
| &nbsp;&nbsp;&nbsp;Elm Co  | 6101 | 542 |
| &nbsp;&nbsp;&nbsp;Etihad Etisalat Co \* | 220984 | 2043 |
| &nbsp;&nbsp;&nbsp;Kingdom Holding Co  | 13200 | 27 |
| &nbsp;&nbsp;&nbsp;Mobile Telecommunications Co Saudi Arabia \* | 565674 | 1511 |
| &nbsp;&nbsp;&nbsp;Najran Cement Co  | 49115 | 159 |
| &nbsp;&nbsp;&nbsp;Sahara International Petrochemical Co  | 46809 | 428 |
| &nbsp;&nbsp;&nbsp;Saudi Basic Industries Corp  | 260129 | 6223 |
| &nbsp;&nbsp;&nbsp;Saudi Electricity Co  | 969527 | 5993 |
| &nbsp;&nbsp;&nbsp;Saudi Investment Bank/The  | 153302 | 707 |
| &nbsp;&nbsp;&nbsp;Saudi Paper Manufacturing Co \* | 16127 | 100 |
| &nbsp;&nbsp;&nbsp;Saudi Telecom Co  | 73143 | 712 |
| &nbsp;&nbsp;&nbsp;Savola Group/The  | 8485 | 62 |
| &nbsp;&nbsp;&nbsp;United Wire Factories Co  | 10536 | 68 |
|  |  | 25118 |
| **Singapore — 0.3%** | **Singapore — 0.3%** | **Singapore — 0.3%** |
| &nbsp;&nbsp;&nbsp;DBS Group Holdings Ltd  | 417600 | 10561 |
| &nbsp;&nbsp;&nbsp;Keppel Corp Ltd  | 153300 | 830 |
| &nbsp;&nbsp;&nbsp;Oversea-Chinese Banking Corp Ltd  | 41300 | 375 |
|  |  | 11766 |
| **South Africa — 0.1%** | **South Africa — 0.1%** | **South Africa — 0.1%** |
| &nbsp;&nbsp;&nbsp;DataTec Ltd  | 100188 | 183 |
| &nbsp;&nbsp;&nbsp;Investec PLC  | 634672 | 4016 |
|  |  | 4199 |
| **South Korea — 1.6%** | **South Korea — 1.6%** | **South Korea — 1.6%** |
| &nbsp;&nbsp;&nbsp;BNK Financial Group Inc  | 691155 | 3561 |
| &nbsp;&nbsp;&nbsp;JLS Co Ltd  | 3880 | 22 |
| &nbsp;&nbsp;&nbsp;LG Electronics Inc  | 361 | 25 |
| &nbsp;&nbsp;&nbsp;Samsung Electronics Co Ltd  | 824762 | 36201 |
| &nbsp;&nbsp;&nbsp;Shinhan Financial Group Co Ltd  | 353824 | 9850 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;SK Hynix Inc  | 165479 | $| 9873 |
|  |  |  | 59532 |
| **Spain — 3.2%** | **Spain — 3.2%** | **Spain — 3.2%** | **Spain — 3.2%** |
| &nbsp;&nbsp;&nbsp;Acciona SA  | 1790 |  | 329 |
| &nbsp;&nbsp;&nbsp;Aena SME SA \* | 107661 |  | 13478 |
| &nbsp;&nbsp;&nbsp;Amadeus IT Group SA, Cl A \* | 826900 |  | 42846 |
| &nbsp;&nbsp;&nbsp;Applus Services SA  | 6001 |  | 41 |
| &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA  | 674399 |  | 4055 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA  | 5122555 |  | 20075 |
| &nbsp;&nbsp;&nbsp;Cia de Distribucion Integral Logista Holdings SA  | 8716 |  | 219 |
| &nbsp;&nbsp;&nbsp;Corp ACCIONA Energias Renovables SA  | 105187 |  | 4057 |
| &nbsp;&nbsp;&nbsp;Iberdrola SA  | 742842 |  | 8665 |
| &nbsp;&nbsp;&nbsp;Industria de Diseno Textil SA  | 1065203 |  | 28250 |
| &nbsp;&nbsp;&nbsp;Laboratorios Farmaceuticos Rovi SA  | 11284 |  | 434 |
| &nbsp;&nbsp;&nbsp;Naturgy Energy Group SA  | 7438 |  | 193 |
| &nbsp;&nbsp;&nbsp;Repsol SA  | 45158 |  | 716 |
|  |  |  | 123358 |
| **Sweden — 1.8%** | **Sweden — 1.8%** | **Sweden — 1.8%** | **Sweden — 1.8%** |
| &nbsp;&nbsp;&nbsp;Atlas Copco AB, Cl A  | 266781 |  | 3152 |
| &nbsp;&nbsp;&nbsp;Betsson AB, Cl B  | 44087 |  | 359 |
| &nbsp;&nbsp;&nbsp;Electrolux AB, Cl B (A) | 155912 |  | 2106 |
| &nbsp;&nbsp;&nbsp;EQT AB  | 212915 |  | 4508 |
| &nbsp;&nbsp;&nbsp;Essity AB, Cl B  | 628090 |  | 16475 |
| &nbsp;&nbsp;&nbsp;Evolution AB  | 68568 |  | 6682 |
| &nbsp;&nbsp;&nbsp;Fenix Outdoor International AG  | 374 |  | 30 |
| &nbsp;&nbsp;&nbsp;H & M Hennes & Mauritz AB, Cl B (A) | 644610 |  | 6944 |
| &nbsp;&nbsp;&nbsp;International Petroleum Corp \* | 81800 |  | 918 |
| &nbsp;&nbsp;&nbsp;New Wave Group AB, Cl B  | 27957 |  | 554 |
| &nbsp;&nbsp;&nbsp;Nordea Bank Abp  | 128029 |  | 1372 |
| &nbsp;&nbsp;&nbsp;Securitas AB, Cl B  | 2173142 |  | 18137 |
| &nbsp;&nbsp;&nbsp;SkiStar AB  | 5679 |  | 60 |
| &nbsp;&nbsp;&nbsp;Swedbank AB, Cl A  | 515965 |  | 8780 |
|  |  |  | 70077 |
| **Switzerland — 7.7%** | **Switzerland — 7.7%** | **Switzerland — 7.7%** | **Switzerland — 7.7%** |
| &nbsp;&nbsp;&nbsp;ABB Ltd  | 92968 |  | 2820 |
| &nbsp;&nbsp;&nbsp;Alcon Inc  | 178854 |  | 12214 |
| &nbsp;&nbsp;&nbsp;Burckhardt Compression Holding AG  | 197 |  | 117 |
| &nbsp;&nbsp;&nbsp;Cie Financiere Richemont SA, Cl A  | 102085 |  | 13229 |
| &nbsp;&nbsp;&nbsp;Coca-Cola HBC AG  | 116681 |  | 2769 |
| &nbsp;&nbsp;&nbsp;Comet Holding AG  | 930 |  | 197 |
| &nbsp;&nbsp;&nbsp;Credit Suisse Group AG  | 1004802 |  | 3002 |
| &nbsp;&nbsp;&nbsp;dormakaba Holding AG  | 3839 |  | 1404 |
| &nbsp;&nbsp;&nbsp;Geberit AG  | 4905 |  | 2309 |
| &nbsp;&nbsp;&nbsp;Georg Fischer AG  | 1517 |  | 93 |
| &nbsp;&nbsp;&nbsp;Implenia AG \* | 1932 |  | 79 |
| &nbsp;&nbsp;&nbsp;Julius Baer Group Ltd  | 156694 |  | 9122 |
| &nbsp;&nbsp;&nbsp;Kuehne + Nagel International AG  | 51712 |  | 12028 |
| &nbsp;&nbsp;&nbsp;Lonza Group AG  | 17632 |  | 8635 |
| &nbsp;&nbsp;&nbsp;Mobilezone Holding AG  | 16721 |  | 277 |
| &nbsp;&nbsp;&nbsp;Nestle SA  | 277638 |  | 32151 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**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;Novartis AG  | 236339 | $| 21353 |
| &nbsp;&nbsp;&nbsp;Partners Group Holding AG  | 8005 |  | 7067 |
| &nbsp;&nbsp;&nbsp;Roche Holding AG  | 302026 |  | 94832 |
| &nbsp;&nbsp;&nbsp;Sika AG  | 24316 |  | 5827 |
| &nbsp;&nbsp;&nbsp;Sonova Holding AG  | 17398 |  | 4124 |
| &nbsp;&nbsp;&nbsp;Straumann Holding AG  | 30978 |  | 3536 |
| &nbsp;&nbsp;&nbsp;Swatch Group AG/The  | 99704 |  | 28342 |
| &nbsp;&nbsp;&nbsp;u-blox Holding AG  | 871 |  | 104 |
| &nbsp;&nbsp;&nbsp;UBS Group AG  | 996742 |  | 18535 |
| &nbsp;&nbsp;&nbsp;Zurich Insurance Group AG  | 18189 |  | 8695 |
|  |  |  | 292861 |
| **Taiwan — 0.6%** | **Taiwan — 0.6%** | **Taiwan — 0.6%** | **Taiwan — 0.6%** |
| &nbsp;&nbsp;&nbsp;Evergreen Marine Corp Taiwan Ltd  | 781600 |  | 4131 |
| &nbsp;&nbsp;&nbsp;Hon Hai Precision Industry Co Ltd  | 6231000 |  | 20196 |
| &nbsp;&nbsp;&nbsp;Taiwan FU Hsing Industrial Co Ltd  | 21000 |  | 28 |
|  |  |  | 24355 |
| **Thailand — 0.1%** | **Thailand — 0.1%** | **Thailand — 0.1%** | **Thailand — 0.1%** |
| &nbsp;&nbsp;&nbsp;Banpu PCL NVDR  | 10532000 |  | 4163 |
| &nbsp;&nbsp;&nbsp;Lanna Resources PCL NVDR (A) | 155400 |  | 79 |
| &nbsp;&nbsp;&nbsp;Star Petroleum Refining PCL NVDR (A) | 909600 |  | 281 |
|  |  |  | 4523 |
| **United Kingdom — 16.8%** | **United Kingdom — 16.8%** | **United Kingdom — 16.8%** | **United Kingdom — 16.8%** |
| &nbsp;&nbsp;&nbsp;4imprint Group PLC  | 103 |  | 5 |
| &nbsp;&nbsp;&nbsp;Admiral Group PLC  | 26083 |  | 671 |
| &nbsp;&nbsp;&nbsp;AG Barr PLC  | 22151 |  | 142 |
| &nbsp;&nbsp;&nbsp;Anglo American PLC  | 569071 |  | 22155 |
| &nbsp;&nbsp;&nbsp;Aon PLC, Cl A  | 25543 |  | 7666 |
| &nbsp;&nbsp;&nbsp;Aptiv PLC \* | 59301 |  | 5523 |
| &nbsp;&nbsp;&nbsp;Ashtead Group PLC  | 91853 |  | 5215 |
| &nbsp;&nbsp;&nbsp;AstraZeneca PLC  | 231673 |  | 31262 |
| &nbsp;&nbsp;&nbsp;Aviva PLC  | 1530127 |  | 8150 |
| &nbsp;&nbsp;&nbsp;B&M European Value Retail SA  | 1084580 |  | 5366 |
| &nbsp;&nbsp;&nbsp;BAE Systems PLC  | 869700 |  | 8955 |
| &nbsp;&nbsp;&nbsp;Barclays PLC  | 13336223 |  | 25430 |
| &nbsp;&nbsp;&nbsp;Berkeley Group Holdings PLC  | 87365 |  | 3965 |
| &nbsp;&nbsp;&nbsp;BP PLC  | 1438179 |  | 8216 |
| &nbsp;&nbsp;&nbsp;BP PLC ADR  | 90464 |  | 3160 |
| &nbsp;&nbsp;&nbsp;British American Tobacco PLC  | 170017 |  | 6711 |
| &nbsp;&nbsp;&nbsp;Burberry Group PLC  | 23586 |  | 576 |
| &nbsp;&nbsp;&nbsp;Cairn Homes PLC  | 50448 |  | 48 |
| &nbsp;&nbsp;&nbsp;Centrica PLC  | 3866133 |  | 4489 |
| &nbsp;&nbsp;&nbsp;Clarkson PLC  | 734 |  | 29 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Europacific Partners PLC  | 169062 |  | 9353 |
| &nbsp;&nbsp;&nbsp;Compass Group PLC  | 994938 |  | 22949 |
| &nbsp;&nbsp;&nbsp;Computacenter PLC  | 78102 |  | 1795 |
| &nbsp;&nbsp;&nbsp;Croda International PLC  | 10092 |  | 802 |
| &nbsp;&nbsp;&nbsp;Devro PLC  | 1895 |  | 7 |
| &nbsp;&nbsp;&nbsp;Diageo PLC  | 568123 |  | 24944 |
| &nbsp;&nbsp;&nbsp;FDM Group Holdings PLC  | 4079 |  | 37 |
| &nbsp;&nbsp;&nbsp;Ferguson PLC  | 79664 |  | 10005 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Ferrexpo PLC  | 524939 | $993 |
| &nbsp;&nbsp;&nbsp;Firstgroup PLC  | 265755 | 323 |
| &nbsp;&nbsp;&nbsp;Frasers Group PLC \* | 75852 | 648 |
| &nbsp;&nbsp;&nbsp;Glencore PLC  | 2058898 | 13681 |
| &nbsp;&nbsp;&nbsp;Greggs PLC  | 85192 | 2404 |
| &nbsp;&nbsp;&nbsp;GSK PLC  | 1474242 | 25494 |
| &nbsp;&nbsp;&nbsp;GSK PLC ADR  | 273696 | 9618 |
| &nbsp;&nbsp;&nbsp;Gulf Keystone Petroleum Ltd  | 18572 | 45 |
| &nbsp;&nbsp;&nbsp;Haleon PLC \* | 317170 | 1249 |
| &nbsp;&nbsp;&nbsp;Hays PLC  | 953090 | 1326 |
| &nbsp;&nbsp;&nbsp;Howden Joinery Group PLC  | 245483 | 1658 |
| &nbsp;&nbsp;&nbsp;HSBC Holdings PLC  | 2535154 | 15727 |
| &nbsp;&nbsp;&nbsp;IG Group Holdings PLC  | 322479 | 3033 |
| &nbsp;&nbsp;&nbsp;Imperial Brands PLC  | 188156 | 4687 |
| &nbsp;&nbsp;&nbsp;Inchcape PLC  | 290147 | 2862 |
| &nbsp;&nbsp;&nbsp;Indivior PLC \* | 40930 | 912 |
| &nbsp;&nbsp;&nbsp;International Distributions Services PLC  | 97790 | 251 |
| &nbsp;&nbsp;&nbsp;Intertek Group PLC  | 244980 | 11888 |
| &nbsp;&nbsp;&nbsp;Investec PLC  | 779649 | 4796 |
| &nbsp;&nbsp;&nbsp;J Sainsbury PLC  | 7358763 | 19271 |
| &nbsp;&nbsp;&nbsp;Just Group PLC  | 553597 | 543 |
| &nbsp;&nbsp;&nbsp;London Stock Exchange Group PLC  | 61111 | 5246 |
| &nbsp;&nbsp;&nbsp;Man Group PLC/Jersey  | 834115 | 2144 |
| &nbsp;&nbsp;&nbsp;Mitie Group PLC  | 134935 | 121 |
| &nbsp;&nbsp;&nbsp;MP Evans Group PLC  | 1232 | 12 |
| &nbsp;&nbsp;&nbsp;National Grid PLC  | 30116 | 361 |
| &nbsp;&nbsp;&nbsp;NatWest Group PLC  | 5855746 | 18680 |
| &nbsp;&nbsp;&nbsp;Ninety One PLC  | 500336 | 1124 |
| &nbsp;&nbsp;&nbsp;Numis Corp PLC  | 1540 | 4 |
| &nbsp;&nbsp;&nbsp;Pagegroup PLC  | 299458 | 1661 |
| &nbsp;&nbsp;&nbsp;Pearson PLC  | 41774 | 472 |
| &nbsp;&nbsp;&nbsp;Playtech Plc \* | 7860 | 48 |
| &nbsp;&nbsp;&nbsp;Plus500 Ltd  | 130443 | 2831 |
| &nbsp;&nbsp;&nbsp;Polar Capital Holdings PLC  | 163 | 1 |
| &nbsp;&nbsp;&nbsp;Prudential PLC  | 2392494 | 32449 |
| &nbsp;&nbsp;&nbsp;QinetiQ Group PLC  | 90352 | 388 |
| &nbsp;&nbsp;&nbsp;Reckitt Benckiser Group PLC  | 470240 | 32548 |
| &nbsp;&nbsp;&nbsp;RELX PLC  | 506570 | 13942 |
| &nbsp;&nbsp;&nbsp;Rio Tinto PLC  | 223237 | 15570 |
| &nbsp;&nbsp;&nbsp;Rio Tinto PLC ADR  | 3335 | 237 |
| &nbsp;&nbsp;&nbsp;Rolls-Royce Holdings PLC \* | 30392964 | 34074 |
| &nbsp;&nbsp;&nbsp;Sage Group PLC/The  | 158909 | 1425 |
| &nbsp;&nbsp;&nbsp;Segro PLC <sup>‡</sup> | 93113 | 855 |
| &nbsp;&nbsp;&nbsp;Severn Trent PLC  | 19268 | 614 |
| &nbsp;&nbsp;&nbsp;Smith & Nephew PLC  | 1550450 | 20693 |
| &nbsp;&nbsp;&nbsp;Smiths Group PLC  | 19456 | 374 |
| &nbsp;&nbsp;&nbsp;Speedy Hire PLC  | 272398 | 130 |
| &nbsp;&nbsp;&nbsp;SSE PLC  | 73855 | 1521 |
| &nbsp;&nbsp;&nbsp;Standard Chartered PLC  | 1910500 | 14304 |
| &nbsp;&nbsp;&nbsp;STERIS PLC  | 27380 | 5057 |
| &nbsp;&nbsp;&nbsp;TechnipFMC PLC \* | 375169 | 4573 |
| &nbsp;&nbsp;&nbsp;Telecom Plus PLC  | 4583 | 121 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**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;Tesco PLC  | 5596580 | $| 15094 |
| &nbsp;&nbsp;&nbsp;Thungela Resources Ltd  | 3967 |  | 65 |
| &nbsp;&nbsp;&nbsp;Travis Perkins PLC  | 1453029 |  | 15545 |
| &nbsp;&nbsp;&nbsp;Unilever PLC  | 872301 |  | 43882 |
| &nbsp;&nbsp;&nbsp;United Utilities Group PLC  | 18986 |  | 226 |
| &nbsp;&nbsp;&nbsp;Vodafone Group PLC  | 4943242 |  | 5009 |
| &nbsp;&nbsp;&nbsp;WH Smith PLC  | 542813 |  | 9693 |
| &nbsp;&nbsp;&nbsp;WPP PLC  | 77164 |  | 761 |
|  |  |  | 640890 |
| **United States — 1.2%** | **United States — 1.2%** | **United States — 1.2%** | **United States — 1.2%** |
| &nbsp;&nbsp;&nbsp;Atlassian Corp Ltd, Cl A \* | 89708 |  | 11544 |
| &nbsp;&nbsp;&nbsp;EPAM Systems Inc \* | 16831 |  | 5516 |
| &nbsp;&nbsp;&nbsp;Globant SA \* | 29117 |  | 4896 |
| &nbsp;&nbsp;&nbsp;Inmode Ltd \* | 7559 |  | 270 |
| &nbsp;&nbsp;&nbsp;Lululemon Athletica Inc \* | 12750 |  | 4085 |
| &nbsp;&nbsp;&nbsp;Mettler-Toledo International Inc \* | 3252 |  | 4700 |
| &nbsp;&nbsp;&nbsp;QIAGEN NV \* | 139497 |  | 6957 |
| &nbsp;&nbsp;&nbsp;ResMed Inc  | 17707 |  | 3685 |
| &nbsp;&nbsp;&nbsp;STMicroelectronics NV, Cl Y  | 9356 |  | 333 |
| &nbsp;&nbsp;&nbsp;Waste Connections Inc  | 28515 |  | 3780 |
|  |  |  | 45766 |
| Total Common Stock  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $3,619,735) ($ Thousands) |  |  | 3681121 |
| **PREFERRED STOCK — 0.9%** | **PREFERRED STOCK — 0.9%** | **PREFERRED STOCK — 0.9%** | **PREFERRED STOCK — 0.9%** |
| **Brazil — 0.3%** | **Brazil — 0.3%** | **Brazil — 0.3%** | **Brazil — 0.3%** |
| &nbsp;&nbsp;&nbsp;Itau Unibanco Holding ADR \*(C) | 1184198 |  | 5578 |
| &nbsp;&nbsp;&nbsp;Petroleo Brasileiro SA (C) | 1334900 |  | 6194 |
|  |  |  | 11772 |
| **Germany — 0.6%** | **Germany — 0.6%** | **Germany — 0.6%** | **Germany — 0.6%** |
| &nbsp;&nbsp;&nbsp;Bayerische Motoren Werke AG (C) | 15816 |  | 1343 |
| &nbsp;&nbsp;&nbsp;Jungheinrich AG (C) | 2571 |  | 73 |
| &nbsp;&nbsp;&nbsp;Sartorius AG (C) | 13807 |  | 5443 |
| &nbsp;&nbsp;&nbsp;Schaeffler AG (C) | 228253 |  | 1550 |
| &nbsp;&nbsp;&nbsp;Volkswagen AG (C) | 105076 |  | 13056 |
|  |  |  | 21465 |
| Total Preferred Stock  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $38,510) ($ Thousands) |  |  | 33237 |
| **EXCHANGE TRADED FUND — 0.1%** | **EXCHANGE TRADED FUND — 0.1%** | **EXCHANGE TRADED FUND — 0.1%** | **EXCHANGE TRADED FUND — 0.1%** |
| **United States — 0.1%** | **United States — 0.1%** | **United States — 0.1%** | **United States — 0.1%** |
| &nbsp;&nbsp;&nbsp;iShares Trust iShares ESG Aware MSCI EAFE ETF \* | 48110 |  | 3163 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **EXCHANGE TRADED FUND (continued)** | **EXCHANGE TRADED FUND (continued)** | **EXCHANGE TRADED FUND (continued)** |
| Total Exchange Traded Fund  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,946) ($ Thousands) |  | $3163 |
| **AFFILIATED PARTNERSHIP — 2.4%** | **AFFILIATED PARTNERSHIP — 2.4%** | **AFFILIATED PARTNERSHIP — 2.4%** |
| &nbsp;&nbsp;&nbsp;SEI Liquidity Fund, LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.240% \*\*<sup>†</sup>(D) | 91598396 | 91642 |
| Total Affiliated Partnership |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $91,607) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $91,607) ($ Thousands) | 91642 |
| **CASH EQUIVALENT — 0.4%** | **CASH EQUIVALENT — 0.4%** | **CASH EQUIVALENT — 0.4%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.810%\*\*<sup>†</sup> | 15833703 | 15834 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $15,834) ($ Thousands) |  | 15834 |
| Total Investments in Securities — 100.3% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $3,768,632) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $3,768,632) ($ Thousands)  | $3824997 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**International Equity Fund** (Concluded)

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value (Thousands)** | **Unrealized Appreciation/ (Depreciation) (Thousands)** |
| Long Contracts |  |  |  |  |  |
| &nbsp;&nbsp;Euro STOXX 50 | 159 | Mar-2023 | $6743 | $6423 | $(336) |
| &nbsp;&nbsp;FTSE 100 Index | 44 | Mar-2023 | 4094 | 3952 | (18) |
| &nbsp;&nbsp;Hang Seng Index | 4 | Jan-2023 | 507 | 510 | 4 |
| &nbsp;&nbsp;SPI 200 Index | 21 | Mar-2023 | 2589 | 2489 | (70) |
| &nbsp;&nbsp;TOPIX Index | 40 | Mar-2023 | 5853 | 5734 | (244) |
|  |  |  | $19786 | $19108 | $(664) |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $3,812,534 ($ Thousands). |
| \* | Non-income producing security. |
| \*\* | The rate reported is the 7-day effective yield as of December 31, 2022. |
| <sup>†</sup> | Investment in Affiliated Security. |
| <sup>‡</sup> | Real Estate Investment Trust. |
| (A) | Certain securities or partial positions of certain securities are on loan at December 31, 2022. The total market value of securities on loan at December 31, 2022 was $86,008 ($ Thousands). |
| (B) | Level 3 security in accordance with fair value hierarchy. |
| (C) | No interest rate available. |
| (D) | This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2022 was $91,642 ($ Thousands). |

---

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

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 9/30/22** | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain/(Loss)** | **Change in Unrealized Appreciation/(Depreciation)**  | **Value 12/31/22** | **Income**  | **Capital Gains** |
| SEI Liquidity Fund, LP | $113836 | $&nbsp;&nbsp;&nbsp;&nbsp;162315 | $(184521) | $&nbsp;&nbsp;&nbsp;&nbsp;- | $&nbsp;&nbsp;&nbsp;&nbsp;12 | $&nbsp;&nbsp;&nbsp;&nbsp;91642 | $&nbsp;&nbsp;&nbsp;&nbsp;169 | $&nbsp;&nbsp;&nbsp;&nbsp;- |
| SEI Daily Income Trust, Government Fund, Cl F | 68913 | &nbsp;&nbsp;&nbsp;&nbsp;136459 | &nbsp;&nbsp;&nbsp;&nbsp;(189538) | - | - | 15834 | 345 | - |
| Totals | $182749 | $&nbsp;&nbsp;&nbsp;&nbsp;298774 | $(374059) | $&nbsp;&nbsp;&nbsp;&nbsp;- | $&nbsp;&nbsp;&nbsp;&nbsp;12 | $107476 | $&nbsp;&nbsp;&nbsp;&nbsp;514 | $&nbsp;&nbsp;&nbsp;&nbsp;- |

---

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

See "Glossary" for abbreviations.

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**Emerging Markets Equity Fund** 

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK — 95.1%** | **COMMON STOCK — 95.1%** | **COMMON STOCK — 95.1%** |
| **Austria — 0.3%** | **Austria — 0.3%** | **Austria — 0.3%** |
| &nbsp;&nbsp;&nbsp;Erste Group Bank AG \* | 122261 | $3901 |
| **Brazil — 4.7%** | **Brazil — 4.7%** | **Brazil — 4.7%** |
| &nbsp;&nbsp;&nbsp;Ambev SA  | 583700 | 1605 |
| &nbsp;&nbsp;&nbsp;Ambev SA ADR  | 328654 | 894 |
| &nbsp;&nbsp;&nbsp;Arcos Dorados Holdings Inc, Cl A  | 302072 | 2525 |
| &nbsp;&nbsp;&nbsp;Arezzo Industria e Comercio SA \* | 82700 | 1226 |
| &nbsp;&nbsp;&nbsp;B3 SA - Brasil Bolsa Balcao  | 1358922 | 3400 |
| &nbsp;&nbsp;&nbsp;Banco Bradesco SA ADR  | 665129 | 1916 |
| &nbsp;&nbsp;&nbsp;Banco do Brasil SA  | 816013 | 5368 |
| &nbsp;&nbsp;&nbsp;Banco Santander Brasil SA  | 854800 | 4564 |
| &nbsp;&nbsp;&nbsp;BB Seguridade Participacoes SA  | 631608 | 4033 |
| &nbsp;&nbsp;&nbsp;Cia Brasileira de Aluminio  | 588000 | 1286 |
| &nbsp;&nbsp;&nbsp;Cia Energetica de Minas Gerais ADR  | 394546 | 801 |
| &nbsp;&nbsp;&nbsp;Cia Siderurgica Nacional SA  | 572900 | 1579 |
| &nbsp;&nbsp;&nbsp;CPFL Energia SA  | 616295 | 3875 |
| &nbsp;&nbsp;&nbsp;Gerdau SA ADR  | 161022 | 892 |
| &nbsp;&nbsp;&nbsp;Hapvida Participacoes e Investimentos S/A \* | 1694600 | 1630 |
| &nbsp;&nbsp;&nbsp;Hypera SA \* | 39698 | 340 |
| &nbsp;&nbsp;&nbsp;JBS SA  | 166515 | 693 |
| &nbsp;&nbsp;&nbsp;Klabin SA  | 726485 | 2748 |
| &nbsp;&nbsp;&nbsp;MercadoLibre Inc \* | 2627 | 2223 |
| &nbsp;&nbsp;&nbsp;Multiplan Empreendimentos Imobiliarios SA \* | 486700 | 2019 |
| &nbsp;&nbsp;&nbsp;Pagseguro Digital Ltd, Cl A \* | 145046 | 1268 |
| &nbsp;&nbsp;&nbsp;Petro Rio SA \* | 358100 | 2524 |
| &nbsp;&nbsp;&nbsp;Petroleo Brasileiro SA ADR \* | 245204 | 2611 |
| &nbsp;&nbsp;&nbsp;Sendas Distribuidora SA  | 1588400 | 5857 |
| &nbsp;&nbsp;&nbsp;SLC Agricola SA  | 71097 | 632 |
| &nbsp;&nbsp;&nbsp;Suzano SA  | 44183 | 404 |
| &nbsp;&nbsp;&nbsp;TIM SA/Brazil \* | 962200 | 2260 |
| &nbsp;&nbsp;&nbsp;TIM SA/Brazil ADR \* | 46719 | 544 |
| &nbsp;&nbsp;&nbsp;TOTVS SA \* | 68775 | 360 |
| &nbsp;&nbsp;&nbsp;Vale SA  | 31900 | 537 |
| &nbsp;&nbsp;&nbsp;Vale SA ADR, Cl B  | 257551 | 4371 |
| &nbsp;&nbsp;&nbsp;Vibra Energia SA  | 568859 | 1675 |
| &nbsp;&nbsp;&nbsp;WEG SA  | 93153 | 679 |
|  |  | 67339 |
| **Canada — 0.2%** | **Canada — 0.2%** | **Canada — 0.2%** |
| &nbsp;&nbsp;&nbsp;Ivanhoe Mines Ltd, Cl A \* | 131354 | 1038 |
| &nbsp;&nbsp;&nbsp;Parex Resources Inc  | 163882 | 2437 |
|  |  | 3475 |
| **Chile — 0.4%** | **Chile — 0.4%** | **Chile — 0.4%** |
| &nbsp;&nbsp;&nbsp;Banco de Chile  | 6309255 | 652 |
| &nbsp;&nbsp;&nbsp;Banco Santander Chile ADR  | 16764 | 266 |
| &nbsp;&nbsp;&nbsp;Cencosud SA  | 357172 | 585 |
| &nbsp;&nbsp;&nbsp;Enel Chile SA  | 36649931 | 1677 |
| &nbsp;&nbsp;&nbsp;Sociedad Quimica y Minera de Chile SA ADR  | 39836 | 3180 |
|  |  | 6360 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **China — 20.3%** | **China — 20.3%** | **China — 20.3%** |
| &nbsp;&nbsp;&nbsp;Agricultural Bank of China Ltd, Cl H  | 12473000 | $4283 |
| &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd \* | 3904859 | 43151 |
| &nbsp;&nbsp;&nbsp;Aluminum Corp of China Ltd, Cl A  | 551082 | 354 |
| &nbsp;&nbsp;&nbsp;Anhui Conch Cement Co Ltd, Cl H (A) | 878889 | 3074 |
| &nbsp;&nbsp;&nbsp;ANTA Sports Products Ltd  | 55000 | 721 |
| &nbsp;&nbsp;&nbsp;Autohome Inc ADR  | 92917 | 2843 |
| &nbsp;&nbsp;&nbsp;Baidu Inc ADR \* | 30950 | 3540 |
| &nbsp;&nbsp;&nbsp;Bank of China Ltd, Cl H  | 14858801 | 5407 |
| &nbsp;&nbsp;&nbsp;Bank of Communications Co Ltd, Cl H  | 4675707 | 2690 |
| &nbsp;&nbsp;&nbsp;Bank of Jiangsu Co Ltd, Cl A  | 734392 | 770 |
| &nbsp;&nbsp;&nbsp;Bank of Nanjing Co Ltd, Cl A  | 472937 | 709 |
| &nbsp;&nbsp;&nbsp;Bank of Ningbo Co Ltd, Cl A  | 473300 | 2209 |
| &nbsp;&nbsp;&nbsp;BeiGene Ltd ADR \* | 2680 | 589 |
| &nbsp;&nbsp;&nbsp;Bosideng International Holdings Ltd (A) | 5522486 | 2625 |
| &nbsp;&nbsp;&nbsp;BYD Co Ltd, Cl H  | 123256 | 3042 |
| &nbsp;&nbsp;&nbsp;BYD Electronic International Co Ltd (A) | 127000 | 408 |
| &nbsp;&nbsp;&nbsp;China CITIC Bank Corp Ltd, Cl H  | 1145276 | 508 |
| &nbsp;&nbsp;&nbsp;China Construction Bank Corp, Cl H  | 12984513 | 8135 |
| &nbsp;&nbsp;&nbsp;China Lesso Group Holdings Ltd  | 2955714 | 3086 |
| &nbsp;&nbsp;&nbsp;China Merchants Bank Co Ltd, Cl H (A) | 167378 | 936 |
| &nbsp;&nbsp;&nbsp;China Merchants Securities Co Ltd, Cl A  | 175276 | 335 |
| &nbsp;&nbsp;&nbsp;China National Building Material Co Ltd, Cl H  | 866263 | 711 |
| &nbsp;&nbsp;&nbsp;China Pacific Insurance Group Co Ltd, Cl H  | 276937 | 617 |
| &nbsp;&nbsp;&nbsp;China Petroleum & Chemical Corp, Cl H  | 8606981 | 4158 |
| &nbsp;&nbsp;&nbsp;China Shenhua Energy Co Ltd, Cl H  | 187124 | 541 |
| &nbsp;&nbsp;&nbsp;China Tourism Group Duty Free Corp Ltd, Cl A  | 126500 | 3931 |
| &nbsp;&nbsp;&nbsp;Chongqing Brewery Co Ltd, Cl A  | 100800 | 1847 |
| &nbsp;&nbsp;&nbsp;Chongqing Zhifei Biological Products Co Ltd, Cl A  | 45700 | 577 |
| &nbsp;&nbsp;&nbsp;CMOC Group Ltd, Cl A  | 2499000 | 1636 |
| &nbsp;&nbsp;&nbsp;Contemporary Amperex Technology Co Ltd, Cl A  | 8084 | 458 |
| &nbsp;&nbsp;&nbsp;Daqin Railway Co Ltd, Cl A  | 526000 | 505 |
| &nbsp;&nbsp;&nbsp;Daqo New Energy Corp ADR \* | 6689 | 258 |
| &nbsp;&nbsp;&nbsp;Dongfeng Motor Group Co Ltd, Cl H  | 3584000 | 2057 |
| &nbsp;&nbsp;&nbsp;ENN Energy Holdings Ltd  | 43683 | 613 |
| &nbsp;&nbsp;&nbsp;G-bits Network Technology Xiamen Co Ltd, Cl A  | 59983 | 2700 |
| &nbsp;&nbsp;&nbsp;GigaDevice Semiconductor Inc, Cl A  | 145632 | 2147 |
| &nbsp;&nbsp;&nbsp;Great Wall Motor Co Ltd, Cl H  | 2015000 | 2623 |
| &nbsp;&nbsp;&nbsp;Gree Electric Appliances Inc of Zhuhai, Cl A  | 117926 | 548 |
| &nbsp;&nbsp;&nbsp;H World Group Ltd ADR \* | 9893 | 420 |
| &nbsp;&nbsp;&nbsp;Haier Smart Home Co Ltd, Cl A  | 986261 | 3470 |
| &nbsp;&nbsp;&nbsp;Haier Smart Home Co Ltd, Cl H (A) | 2228059 | 7593 |
| &nbsp;&nbsp;&nbsp;Heilongjiang Agriculture Co Ltd, Cl A  | 334924 | 663 |
| &nbsp;&nbsp;&nbsp;Henan Shenhuo Coal & Power Co Ltd, Cl A  | 247141 | 532 |
| &nbsp;&nbsp;&nbsp;Huayu Automotive Systems Co Ltd, Cl A  | 206779 | 516 |
| &nbsp;&nbsp;&nbsp;Industrial & Commercial Bank of China Ltd, Cl H  | 19604804 | 10098 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**Emerging Markets Equity Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Inner Mongolia ERDOS Resources Co Ltd, Cl A  | 122800 | $268 |
| &nbsp;&nbsp;&nbsp;JD.com Inc ADR \* | 62777 | 3524 |
| &nbsp;&nbsp;&nbsp;Jiangsu Changshu Rural Commercial Bank Co Ltd, Cl A  | 2318292 | 2518 |
| &nbsp;&nbsp;&nbsp;Jointown Pharmaceutical Group Co Ltd, Cl A  | 267058 | 501 |
| &nbsp;&nbsp;&nbsp;KE Holdings Inc ADR \* | 37829 | 528 |
| &nbsp;&nbsp;&nbsp;Kingsoft Corp Ltd  | 311000 | 1040 |
| &nbsp;&nbsp;&nbsp;Kweichow Moutai Co Ltd, Cl A  | 19300 | 4794 |
| &nbsp;&nbsp;&nbsp;LB Group Co Ltd, Cl A  | 322700 | 878 |
| &nbsp;&nbsp;&nbsp;Li Auto Inc ADR \* | 53043 | 1082 |
| &nbsp;&nbsp;&nbsp;Longfor Group Holdings Ltd (A) | 304561 | 948 |
| &nbsp;&nbsp;&nbsp;LONGi Green Energy Technology Co Ltd, Cl A \* | 456696 | 2776 |
| &nbsp;&nbsp;&nbsp;Lufax Holding Ltd ADR  | 792159 | 1537 |
| &nbsp;&nbsp;&nbsp;Luxi Chemical Group Co Ltd, Cl A  | 227016 | 405 |
| &nbsp;&nbsp;&nbsp;Montage Technology Co Ltd, Cl A  | 184597 | 1662 |
| &nbsp;&nbsp;&nbsp;NARI Technology Co Ltd, Cl A  | 615180 | 2159 |
| &nbsp;&nbsp;&nbsp;NetEase Inc ADR  | 19301 | 1402 |
| &nbsp;&nbsp;&nbsp;NIO Inc ADR \* | 56108 | 547 |
| &nbsp;&nbsp;&nbsp;PetroChina Co Ltd, Cl H  | 2811728 | 1286 |
| &nbsp;&nbsp;&nbsp;PICC Property & Casualty Co Ltd, Cl H  | 7735207 | 7344 |
| &nbsp;&nbsp;&nbsp;Pinduoduo Inc ADR \* | 37661 | 3071 |
| &nbsp;&nbsp;&nbsp;Ping An Insurance Group Co of China Ltd, Cl A  | 813800 | 5502 |
| &nbsp;&nbsp;&nbsp;Ping An Insurance Group Co of China Ltd, Cl H  | 2391406 | 15825 |
| &nbsp;&nbsp;&nbsp;Poly Developments and Holdings Group Co Ltd, Cl A  | 264338 | 575 |
| &nbsp;&nbsp;&nbsp;Shanghai International Port Group Co Ltd, Cl A  | 372757 | 286 |
| &nbsp;&nbsp;&nbsp;Shanghai Rural Commercial Bank Co Ltd, Cl A  | 349477 | 296 |
| &nbsp;&nbsp;&nbsp;Shanxi Lu'an Environmental Energy Development Co Ltd, Cl A  | 130600 | 317 |
| &nbsp;&nbsp;&nbsp;Shenzhen Overseas Chinese Town Co Ltd, Cl A  | 414700 | 318 |
| &nbsp;&nbsp;&nbsp;Shenzhen Topband Co Ltd, Cl A  | 1352500 | 2018 |
| &nbsp;&nbsp;&nbsp;Shenzhou International Group Holdings Ltd  | 41100 | 462 |
| &nbsp;&nbsp;&nbsp;Sichuan Kelun Pharmaceutical Co Ltd, Cl A  | 665998 | 2550 |
| &nbsp;&nbsp;&nbsp;Sinotrans Ltd, Cl A  | 943347 | 521 |
| &nbsp;&nbsp;&nbsp;TAL Education Group ADR \* | 55136 | 389 |
| &nbsp;&nbsp;&nbsp;Tencent Holdings Ltd  | 864782 | 37007 |
| &nbsp;&nbsp;&nbsp;Tencent Music Entertainment Group ADR \* | 162720 | 1347 |
| &nbsp;&nbsp;&nbsp;Tongling Nonferrous Metals Group Co Ltd, Cl A  | 1126600 | 506 |
| &nbsp;&nbsp;&nbsp;TravelSky Technology Ltd, Cl H  | 107298 | 227 |
| &nbsp;&nbsp;&nbsp;Trip.com Group Ltd ADR \* | 133077 | 4578 |
| &nbsp;&nbsp;&nbsp;Tsingtao Brewery Co Ltd, Cl A  | 41216 | 637 |
| &nbsp;&nbsp;&nbsp;Tsingtao Brewery Co Ltd, Cl H  | 255000 | 2519 |
| &nbsp;&nbsp;&nbsp;Uni-President China Holdings Ltd  | 445726 | 446 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Vipshop Holdings Ltd ADR \* | 629052 | $| 8580 |
| &nbsp;&nbsp;&nbsp;Weichai Power Co Ltd, Cl A  | 469273 |  | 687 |
| &nbsp;&nbsp;&nbsp;Weichai Power Co Ltd, Cl H (A) | 984000 |  | 1321 |
| &nbsp;&nbsp;&nbsp;Wingtech Technology Co Ltd, Cl A  | 278100 |  | 2104 |
| &nbsp;&nbsp;&nbsp;Wuchan Zhongda Group Co Ltd, Cl A  | 438000 |  | 303 |
| &nbsp;&nbsp;&nbsp;Wuxi NCE Power Co Ltd, Cl A  | 171200 |  | 1911 |
| &nbsp;&nbsp;&nbsp;Xianhe Co Ltd, Cl A  | 615475 |  | 2698 |
| &nbsp;&nbsp;&nbsp;Yifeng Pharmacy Chain Co Ltd, Cl A  | 466317 |  | 4282 |
| &nbsp;&nbsp;&nbsp;Yum China Holdings Inc  | 26524 |  | 1450 |
| &nbsp;&nbsp;&nbsp;Zhejiang Expressway Co Ltd, Cl H (A) | 3948000 |  | 3040 |
| &nbsp;&nbsp;&nbsp;Zhejiang HangKe Technology Inc Co, Cl A  | 223932 |  | 1410 |
| &nbsp;&nbsp;&nbsp;Zhejiang Juhua Co Ltd, Cl A  | 565906 |  | 1263 |
| &nbsp;&nbsp;&nbsp;Zhejiang Semir Garment Co Ltd, Cl A  | 465246 |  | 351 |
| &nbsp;&nbsp;&nbsp;Zhejiang Supor Co Ltd, Cl A  | 106600 |  | 758 |
| &nbsp;&nbsp;&nbsp;Zhongsheng Group Holdings Ltd (A) | 524500 |  | 2698 |
| &nbsp;&nbsp;&nbsp;Zhuzhou CRRC Times Electric Co Ltd, Cl H  | 59388 |  | 295 |
| &nbsp;&nbsp;&nbsp;Zijin Mining Group Co Ltd, Cl H  | 1799800 |  | 2440 |
| &nbsp;&nbsp;&nbsp;ZTE Corp, Cl H  | 276780 |  | 610 |
| &nbsp;&nbsp;&nbsp;ZTO Express Cayman Inc ADR \* | 37519 |  | 1008 |
|  |  |  | 290439 |
| **Colombia — 0.0%** | **Colombia — 0.0%** | **Colombia — 0.0%** | **Colombia — 0.0%** |
| &nbsp;&nbsp;&nbsp;Bancolombia SA ADR, Cl R  | 21248 |  | 606 |
| **Greece — 0.7%** | **Greece — 0.7%** | **Greece — 0.7%** | **Greece — 0.7%** |
| &nbsp;&nbsp;&nbsp;Alpha Services and Holdings SA \* | 4632430 |  | 4944 |
| &nbsp;&nbsp;&nbsp;Eurobank Ergasias Services and Holdings SA \* | 2901404 |  | 3267 |
| &nbsp;&nbsp;&nbsp;Hellenic Telecommunications Organization SA  | 9331 |  | 145 |
| &nbsp;&nbsp;&nbsp;National Bank of Greece SA \* | 149718 |  | 599 |
| &nbsp;&nbsp;&nbsp;OPAP SA  | 50079 |  | 707 |
|  |  |  | 9662 |
| **Hong Kong — 9.8%** | **Hong Kong — 9.8%** | **Hong Kong — 9.8%** | **Hong Kong — 9.8%** |
| &nbsp;&nbsp;&nbsp;3SBio Inc  | 694092 |  | 738 |
| &nbsp;&nbsp;&nbsp;BeiGene Ltd \* | 118382 |  | 2035 |
| &nbsp;&nbsp;&nbsp;Beijing Enterprises Holdings Ltd  | 760173 |  | 2435 |
| &nbsp;&nbsp;&nbsp;Budweiser Brewing Co APAC Ltd  | 1485700 |  | 4673 |
| &nbsp;&nbsp;&nbsp;Chaoda Modern Agriculture Holdings Ltd \* | 2056181 |  | 7 |
| &nbsp;&nbsp;&nbsp;China Cinda Asset Management Co Ltd, Cl H  | 673414 |  | 93 |
| &nbsp;&nbsp;&nbsp;China Everbright Bank Co Ltd, Cl H  | 4381900 |  | 1336 |
| &nbsp;&nbsp;&nbsp;China Feihe Ltd  | 2790000 |  | 2374 |
| &nbsp;&nbsp;&nbsp;China High Precision Automation Group Ltd \*(B) | 1385624 |  |  |
| &nbsp;&nbsp;&nbsp;China Hongqiao Group Ltd  | 468664 |  | 443 |
| &nbsp;&nbsp;&nbsp;China International Capital Corp Ltd, Cl H (A) | 1874000 |  | 3578 |
| &nbsp;&nbsp;&nbsp;China Medical System Holdings Ltd  | 2717000 |  | 4275 |
| &nbsp;&nbsp;&nbsp;China Meidong Auto Holdings Ltd  | 512000 |  | 1051 |
| &nbsp;&nbsp;&nbsp;China Mengniu Dairy Co Ltd  | 827000 |  | 3751 |
| &nbsp;&nbsp;&nbsp;China Merchants Port Holdings Co Ltd  | 878000 |  | 1287 |
| &nbsp;&nbsp;&nbsp;China Overseas Land & Investment Ltd  | 987000 |  | 2605 |
| &nbsp;&nbsp;&nbsp;China Resources Beer Holdings Co Ltd  | 90000 |  | 629 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**Emerging Markets Equity Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;China Resources Land Ltd  | 3789881 | $17359 |
| &nbsp;&nbsp;&nbsp;China Resources Pharmaceutical Group Ltd  | 689572 | 558 |
| &nbsp;&nbsp;&nbsp;China Tower Corp Ltd, Cl H  | 6790000 | 731 |
| &nbsp;&nbsp;&nbsp;Chinasoft International Ltd  | 482601 | 420 |
| &nbsp;&nbsp;&nbsp;CITIC Ltd  | 460560 | 486 |
| &nbsp;&nbsp;&nbsp;Country Garden Services Holdings Co Ltd  | 528064 | 1315 |
| &nbsp;&nbsp;&nbsp;CSPC Pharmaceutical Group Ltd  | 294911 | 310 |
| &nbsp;&nbsp;&nbsp;Galaxy Entertainment Group Ltd \*(A) | 742000 | 4905 |
| &nbsp;&nbsp;&nbsp;Geely Automobile Holdings Ltd (A) | 2104721 | 3074 |
| &nbsp;&nbsp;&nbsp;Guangzhou Automobile Group Co Ltd, Cl H  | 4446000 | 2996 |
| &nbsp;&nbsp;&nbsp;Haidilao International Holding Ltd \* | 1141000 | 3275 |
| &nbsp;&nbsp;&nbsp;Hengan International Group Co Ltd (A) | 51323 | 273 |
| &nbsp;&nbsp;&nbsp;Hong Kong Exchanges & Clearing Ltd  | 73900 | 3193 |
| &nbsp;&nbsp;&nbsp;JD Health International Inc \*(A) | 61450 | 562 |
| &nbsp;&nbsp;&nbsp;JD Logistics Inc \* | 164000 | 318 |
| &nbsp;&nbsp;&nbsp;JD.com Inc, Cl A \* | 450645 | 12714 |
| &nbsp;&nbsp;&nbsp;Jiumaojiu International Holdings Ltd (A) | 1130000 | 3019 |
| &nbsp;&nbsp;&nbsp;JS Global Lifestyle Co Ltd  | 115373 | 130 |
| &nbsp;&nbsp;&nbsp;Kingboard Holdings Ltd  | 180454 | 574 |
| &nbsp;&nbsp;&nbsp;Kuaishou Technology, Cl B \* | 88500 | 806 |
| &nbsp;&nbsp;&nbsp;Kunlun Energy Co Ltd  | 6932000 | 4947 |
| &nbsp;&nbsp;&nbsp;Lenovo Group Ltd  | 3432000 | 2819 |
| &nbsp;&nbsp;&nbsp;Li Ning Co Ltd  | 276288 | 2398 |
| &nbsp;&nbsp;&nbsp;Meituan, Cl B \* | 575552 | 12883 |
| &nbsp;&nbsp;&nbsp;NetEase Inc  | 404430 | 5933 |
| &nbsp;&nbsp;&nbsp;New Oriental Education & Technology Group Inc \* | 79964 | 292 |
| &nbsp;&nbsp;&nbsp;Nongfu Spring Co Ltd, Cl H (A) | 95200 | 538 |
| &nbsp;&nbsp;&nbsp;People's Insurance Co Group of China Ltd/The, Cl H  | 2346934 | 779 |
| &nbsp;&nbsp;&nbsp;Postal Savings Bank of China Co Ltd, Cl H (A) | 908000 | 564 |
| &nbsp;&nbsp;&nbsp;Powerlong Real Estate Holdings Ltd (A) | 1839000 | 370 |
| &nbsp;&nbsp;&nbsp;Shandong Weigao Group Medical Polymer Co Ltd, Cl H (A) | 1720969 | 2827 |
| &nbsp;&nbsp;&nbsp;Shenzhen International Holdings Ltd  | 17532 | 17 |
| &nbsp;&nbsp;&nbsp;Sunny Optical Technology Group Co Ltd  | 35500 | 422 |
| &nbsp;&nbsp;&nbsp;Super Hi International Holding Ltd \* | 114100 | 145 |
| &nbsp;&nbsp;&nbsp;Topsports International Holdings Ltd  | 830484 | 659 |
| &nbsp;&nbsp;&nbsp;Vinda International Holdings Ltd (A) | 499000 | 1470 |
| &nbsp;&nbsp;&nbsp;WH Group Ltd  | 1206329 | 702 |
| &nbsp;&nbsp;&nbsp;Wuxi Biologics Cayman Inc \* | 189359 | 1452 |
| &nbsp;&nbsp;&nbsp;Xiaomi Corp, Cl B \*(A) | 527958 | 740 |
| &nbsp;&nbsp;&nbsp;Xinyi Glass Holdings Ltd  | 344000 | 641 |
| &nbsp;&nbsp;&nbsp;Xinyi Solar Holdings Ltd  | 4028458 | 4459 |
| &nbsp;&nbsp;&nbsp;Yadea Group Holdings Ltd  | 3424000 | 5729 |
| &nbsp;&nbsp;&nbsp;Yuexiu Property Co Ltd  | 662165 | 802 |
| &nbsp;&nbsp;&nbsp;ZhongAn Online P&C Insurance Co Ltd, Cl H \* | 240300 | 662 |
|  |  | 140578 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Hungary — 1.2%** | **Hungary — 1.2%** | **Hungary — 1.2%** |
| &nbsp;&nbsp;&nbsp;MOL Hungarian Oil & Gas PLC  | 688953 | $4778 |
| &nbsp;&nbsp;&nbsp;OTP Bank Nyrt  | 182918 | 4929 |
| &nbsp;&nbsp;&nbsp;Richter Gedeon Nyrt  | 325878 | 7208 |
|  |  | 16915 |
| **India — 12.4%** | **India — 12.4%** | **India — 12.4%** |
| &nbsp;&nbsp;&nbsp;Aditya Birla Fashion and Retail Ltd \* | 13732 | 48 |
| &nbsp;&nbsp;&nbsp;Ambuja Cements Ltd  | 106881 | 677 |
| &nbsp;&nbsp;&nbsp;Apollo Hospitals Enterprise Ltd  | 59979 | 3246 |
| &nbsp;&nbsp;&nbsp;Apollo Tyres Ltd  | 684442 | 2683 |
| &nbsp;&nbsp;&nbsp;Aptus Value Housing Finance India Ltd  | 642472 | 2359 |
| &nbsp;&nbsp;&nbsp;Ashok Leyland Ltd  | 857554 | 1486 |
| &nbsp;&nbsp;&nbsp;Asian Paints Ltd  | 10784 | 403 |
| &nbsp;&nbsp;&nbsp;Avenue Supermarts Ltd \* | 6658 | 327 |
| &nbsp;&nbsp;&nbsp;Axis Bank Ltd  | 90141 | 1017 |
| &nbsp;&nbsp;&nbsp;Bajaj Finance Ltd  | 7470 | 594 |
| &nbsp;&nbsp;&nbsp;Best Agrolife Ltd  | 62129 | 1144 |
| &nbsp;&nbsp;&nbsp;Bharat Electronics Ltd  | 2154860 | 2602 |
| &nbsp;&nbsp;&nbsp;Bharti Airtel Ltd  | 227070 | 2213 |
| &nbsp;&nbsp;&nbsp;Bosch Ltd  | 630 | 131 |
| &nbsp;&nbsp;&nbsp;Britannia Industries Ltd  | 5308 | 276 |
| &nbsp;&nbsp;&nbsp;Campus Activewear Ltd \* | 166321 | 831 |
| &nbsp;&nbsp;&nbsp;Cartrade Tech Ltd \* | 88701 | 502 |
| &nbsp;&nbsp;&nbsp;Cholamandalam Investment and Finance Co Ltd  | 59027 | 516 |
| &nbsp;&nbsp;&nbsp;Cipla Ltd/India  | 53836 | 700 |
| &nbsp;&nbsp;&nbsp;Coal India Ltd  | 291642 | 793 |
| &nbsp;&nbsp;&nbsp;Container Corp Of India Ltd  | 272084 | 2430 |
| &nbsp;&nbsp;&nbsp;Coromandel International Ltd  | 39593 | 425 |
| &nbsp;&nbsp;&nbsp;DLF Ltd  | 179081 | 812 |
| &nbsp;&nbsp;&nbsp;Dr Reddy's Laboratories Ltd ADR  | 5532 | 286 |
| &nbsp;&nbsp;&nbsp;EPL Ltd  | 798497 | 1647 |
| &nbsp;&nbsp;&nbsp;Exide Industries Ltd  | 95977 | 209 |
| &nbsp;&nbsp;&nbsp;GAIL India Ltd  | 609348 | 707 |
| &nbsp;&nbsp;&nbsp;GMM Pfaudler Ltd  | 83218 | 1576 |
| &nbsp;&nbsp;&nbsp;Grasim Industries Ltd  | 30041 | 626 |
| &nbsp;&nbsp;&nbsp;HCL Technologies Ltd  | 656080 | 8242 |
| &nbsp;&nbsp;&nbsp;HDFC Bank Ltd  | 406282 | 7996 |
| &nbsp;&nbsp;&nbsp;Hero MotoCorp Ltd  | 103815 | 3437 |
| &nbsp;&nbsp;&nbsp;Hindalco Industries Ltd  | 67089 | 384 |
| &nbsp;&nbsp;&nbsp;Hindustan Aeronautics Ltd  | 21194 | 648 |
| &nbsp;&nbsp;&nbsp;Hindustan Petroleum Corp Ltd  | 216896 | 617 |
| &nbsp;&nbsp;&nbsp;Hindustan Unilever Ltd  | 40827 | 1264 |
| &nbsp;&nbsp;&nbsp;Housing Development Finance Corp Ltd  | 387031 | 12339 |
| &nbsp;&nbsp;&nbsp;ICICI Bank Ltd  | 1049379 | 11300 |
| &nbsp;&nbsp;&nbsp;ICICI Bank Ltd ADR  | 523343 | 11456 |
| &nbsp;&nbsp;&nbsp;Indraprastha Gas Ltd  | 147567 | 738 |
| &nbsp;&nbsp;&nbsp;Indus Towers Ltd  | 130438 | 300 |
| &nbsp;&nbsp;&nbsp;IndusInd Bank Ltd  | 257073 | 3791 |
| &nbsp;&nbsp;&nbsp;Infosys Ltd  | 299352 | 5457 |
| &nbsp;&nbsp;&nbsp;Infosys Ltd ADR  | 253046 | 4557 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**Emerging Markets Equity Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;IRB Infrastructure Developers Ltd  | 650652 | $| 2287 |
| &nbsp;&nbsp;&nbsp;ITC Ltd  | 146347 |  | 587 |
| &nbsp;&nbsp;&nbsp;JB Chemicals & Pharmaceuticals Ltd  | 74971 |  | 1762 |
| &nbsp;&nbsp;&nbsp;Jindal Steel & Power Ltd  | 91654 |  | 643 |
| &nbsp;&nbsp;&nbsp;Kotak Mahindra Bank Ltd  | 20497 |  | 453 |
| &nbsp;&nbsp;&nbsp;KPIT Technologies Ltd  | 257808 |  | 2195 |
| &nbsp;&nbsp;&nbsp;Larsen & Toubro Ltd  | 38474 |  | 970 |
| &nbsp;&nbsp;&nbsp;LTIMindtree Ltd  | 32757 |  | 1729 |
| &nbsp;&nbsp;&nbsp;Mahindra & Mahindra Financial Services Ltd  | 211277 |  | 599 |
| &nbsp;&nbsp;&nbsp;Mahindra & Mahindra Ltd  | 43694 |  | 660 |
| &nbsp;&nbsp;&nbsp;Marico Ltd  | 162368 |  | 1001 |
| &nbsp;&nbsp;&nbsp;Maruti Suzuki India Ltd  | 25344 |  | 2572 |
| &nbsp;&nbsp;&nbsp;Motherson Sumi Wiring India Ltd  | 973775 |  | 686 |
| &nbsp;&nbsp;&nbsp;NTPC Ltd  | 471238 |  | 948 |
| &nbsp;&nbsp;&nbsp;Oil & Natural Gas Corp Ltd  | 3028535 |  | 5372 |
| &nbsp;&nbsp;&nbsp;Petronet LNG Ltd  | 1060898 |  | 2763 |
| &nbsp;&nbsp;&nbsp;Power Finance Corp Ltd  | 369119 |  | 630 |
| &nbsp;&nbsp;&nbsp;Power Grid Corp of India Ltd  | 1713743 |  | 4427 |
| &nbsp;&nbsp;&nbsp;PVR Ltd \* | 109941 |  | 2286 |
| &nbsp;&nbsp;&nbsp;Rainbow Children's Medicare Ltd  | 168457 |  | 1505 |
| &nbsp;&nbsp;&nbsp;Redington Ltd  | 276252 |  | 604 |
| &nbsp;&nbsp;&nbsp;Reliance Industries Ltd  | 462781 |  | 14249 |
| &nbsp;&nbsp;&nbsp;SBI Life Insurance Co Ltd  | 46571 |  | 693 |
| &nbsp;&nbsp;&nbsp;State Bank of India  | 811523 |  | 6020 |
| &nbsp;&nbsp;&nbsp;Sun Pharmaceutical Industries Ltd  | 195564 |  | 2367 |
| &nbsp;&nbsp;&nbsp;Tata Consultancy Services Ltd  | 117053 |  | 4608 |
| &nbsp;&nbsp;&nbsp;Tata Steel Ltd  | 397329 |  | 541 |
| &nbsp;&nbsp;&nbsp;Titan Co Ltd  | 12065 |  | 379 |
| &nbsp;&nbsp;&nbsp;Torrent Pharmaceuticals Ltd  | 117849 |  | 2209 |
| &nbsp;&nbsp;&nbsp;Torrent Power Ltd  | 235878 |  | 1404 |
| &nbsp;&nbsp;&nbsp;Tube Investments of India Ltd  | 8788 |  | 295 |
| &nbsp;&nbsp;&nbsp;UltraTech Cement Ltd  | 5869 |  | 494 |
| &nbsp;&nbsp;&nbsp;United Breweries Ltd  | 78906 |  | 1621 |
| &nbsp;&nbsp;&nbsp;UPL Ltd  | 359680 |  | 3114 |
| &nbsp;&nbsp;&nbsp;Vedanta Ltd  | 156931 |  | 585 |
| &nbsp;&nbsp;&nbsp;WNS Holdings Ltd ADR \* | 7788 |  | 623 |
|  |  |  | 177673 |
| **Indonesia — 2.0%** | **Indonesia — 2.0%** | **Indonesia — 2.0%** | **Indonesia — 2.0%** |
| &nbsp;&nbsp;&nbsp;Adaro Energy Indonesia Tbk PT  | 1258809 |  | 312 |
| &nbsp;&nbsp;&nbsp;Aneka Tambang Tbk  | 18648300 |  | 2373 |
| &nbsp;&nbsp;&nbsp;Astra International Tbk PT  | 840752 |  | 308 |
| &nbsp;&nbsp;&nbsp;Bank Central Asia Tbk PT  | 5139626 |  | 2818 |
| &nbsp;&nbsp;&nbsp;Bank Mandiri Persero Tbk PT  | 1883067 |  | 1201 |
| &nbsp;&nbsp;&nbsp;Bank Negara Indonesia Persero Tbk PT  | 5743596 |  | 3403 |
| &nbsp;&nbsp;&nbsp;Bank Rakyat Indonesia Persero Tbk PT  | 41855709 |  | 13270 |
| &nbsp;&nbsp;&nbsp;Indofood Sukses Makmur Tbk PT  | 191585 |  | 83 |
| &nbsp;&nbsp;&nbsp;Kalbe Farma Tbk PT  | 5835717 |  | 783 |
| &nbsp;&nbsp;&nbsp;Merdeka Copper Gold Tbk PT \* | 8475377 |  | 2239 |
| &nbsp;&nbsp;&nbsp;Telkom Indonesia Persero Tbk PT  | 8370089 |  | 2016 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;United Tractors Tbk PT  | 171899 | $| 288 |
|  |  |  | 29094 |
| **Kuwait — 0.2%** | **Kuwait — 0.2%** | **Kuwait — 0.2%** | **Kuwait — 0.2%** |
| &nbsp;&nbsp;&nbsp;Agility Public Warehousing Co KSC  | 679033 |  | 1599 |
| &nbsp;&nbsp;&nbsp;National Bank of Kuwait SAKP  | 465022 |  | 1638 |
|  |  |  | 3237 |
| **Malaysia — 0.8%** | **Malaysia — 0.8%** | **Malaysia — 0.8%** | **Malaysia — 0.8%** |
| &nbsp;&nbsp;&nbsp;AMMB Holdings Bhd  | 867184 |  | 815 |
| &nbsp;&nbsp;&nbsp;CIMB Group Holdings Bhd  | 3530302 |  | 4648 |
| &nbsp;&nbsp;&nbsp;Hong Leong Bank Bhd  | 114935 |  | 536 |
| &nbsp;&nbsp;&nbsp;Kuala Lumpur Kepong Bhd  | 194000 |  | 985 |
| &nbsp;&nbsp;&nbsp;Malayan Banking Bhd  | 1528800 |  | 3019 |
| &nbsp;&nbsp;&nbsp;Petronas Chemicals Group Bhd  | 161878 |  | 316 |
| &nbsp;&nbsp;&nbsp;Public Bank Bhd  | 681670 |  | 669 |
| &nbsp;&nbsp;&nbsp;Sime Darby Bhd  | 525803 |  | 275 |
| &nbsp;&nbsp;&nbsp;Sime Darby Plantation Bhd  | 354443 |  | 374 |
|  |  |  | 11637 |
| **Mexico — 2.1%** | **Mexico — 2.1%** | **Mexico — 2.1%** | **Mexico — 2.1%** |
| &nbsp;&nbsp;&nbsp;Alfa SAB de CV, Cl A  | 804516 |  | 513 |
| &nbsp;&nbsp;&nbsp;America Movil SAB de CV ADR, Cl L  | 56508 |  | 1029 |
| &nbsp;&nbsp;&nbsp;Arca Continental SAB de CV  | 102481 |  | 831 |
| &nbsp;&nbsp;&nbsp;Fibra Uno Administracion SA de CV <sup>‡</sup> | 232974 |  | 275 |
| &nbsp;&nbsp;&nbsp;Fomento Economico Mexicano SAB de CV  | 108000 |  | 844 |
| &nbsp;&nbsp;&nbsp;Fomento Economico Mexicano SAB de CV ADR  | 10702 |  | 836 |
| &nbsp;&nbsp;&nbsp;Gruma SAB de CV, Cl B  | 61850 |  | 826 |
| &nbsp;&nbsp;&nbsp;Grupo Aeroportuario del Centro Norte SAB de CV, Cl B  | 219000 |  | 1684 |
| &nbsp;&nbsp;&nbsp;Grupo Aeroportuario del Sureste SAB de CV, Cl B  | 34364 |  | 801 |
| &nbsp;&nbsp;&nbsp;Grupo Financiero Banorte SAB de CV, Cl O  | 1900449 |  | 13676 |
| &nbsp;&nbsp;&nbsp;Grupo Mexico SAB de CV, Ser B  | 686153 |  | 2419 |
| &nbsp;&nbsp;&nbsp;Orbia Advance Corp SAB de CV  | 389456 |  | 691 |
| &nbsp;&nbsp;&nbsp;Sitios Latinoamerica SAB de CV \* | 59924 |  | 28 |
| &nbsp;&nbsp;&nbsp;Wal-Mart de Mexico SAB de CV  | 1387367 |  | 4904 |
|  |  |  | 29357 |
| **Panama — 0.1%** | **Panama — 0.1%** | **Panama — 0.1%** | **Panama — 0.1%** |
| &nbsp;&nbsp;&nbsp;Copa Holdings SA, Cl A \* | 19935 |  | 1658 |
| **Peru — 0.3%** | **Peru — 0.3%** | **Peru — 0.3%** | **Peru — 0.3%** |
| &nbsp;&nbsp;&nbsp;Credicorp Ltd  | 28249 |  | 3832 |
| **Philippines — 0.3%** | **Philippines — 0.3%** | **Philippines — 0.3%** | **Philippines — 0.3%** |
| &nbsp;&nbsp;&nbsp;BDO Unibank Inc  | 1666031 |  | 3168 |
| &nbsp;&nbsp;&nbsp;International Container Terminal Services Inc  | 111915 |  | 402 |
|  |  |  | 3570 |
| **Poland — 0.6%** | **Poland — 0.6%** | **Poland — 0.6%** | **Poland — 0.6%** |
| &nbsp;&nbsp;&nbsp;Dino Polska SA \* | 56258 |  | 4814 |
| &nbsp;&nbsp;&nbsp;KGHM Polska Miedz SA  | 133800 |  | 3866 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**Emerging Markets Equity Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;PGE Polska Grupa Energetyczna SA \* | 93064 | $| 146 |
|  |  |  | 8826 |
| **Portugal — 0.1%** | **Portugal — 0.1%** | **Portugal — 0.1%** | **Portugal — 0.1%** |
| &nbsp;&nbsp;&nbsp;Jeronimo Martins SGPS SA  | 61355 |  | 1321 |
| **Qatar — 0.4%** | **Qatar — 0.4%** | **Qatar — 0.4%** | **Qatar — 0.4%** |
| &nbsp;&nbsp;&nbsp;Commercial Bank PSQC/The  | 202381 |  | 278 |
| &nbsp;&nbsp;&nbsp;Ooredoo QPSC  | 148479 |  | 377 |
| &nbsp;&nbsp;&nbsp;Qatar Islamic Bank SAQ  | 168044 |  | 860 |
| &nbsp;&nbsp;&nbsp;Qatar National Bank QPSC  | 703081 |  | 3485 |
|  |  |  | 5000 |
| **Russia — 0.0%** | **Russia — 0.0%** | **Russia — 0.0%** | **Russia — 0.0%** |
| &nbsp;&nbsp;&nbsp;Alrosa PJSC (B) | 605728 |  |  |
| &nbsp;&nbsp;&nbsp;Gazprom PJSC  | 279264 |  |  |
| &nbsp;&nbsp;&nbsp;Gazprom PJSC ADR \* | 35029 |  |  |
| &nbsp;&nbsp;&nbsp;LUKOIL PJSC  | 109206 |  |  |
| &nbsp;&nbsp;&nbsp;Magnit PJSC GDR \* | 83607 |  |  |
| &nbsp;&nbsp;&nbsp;Mobile TeleSystems PJSC  | 1398028 |  |  |
| &nbsp;&nbsp;&nbsp;Rosneft Oil Co PJSC  | 230389 |  |  |
| &nbsp;&nbsp;&nbsp;Sberbank of Russia PJSC \* | 417388 |  |  |
| &nbsp;&nbsp;&nbsp;Sberbank of Russia PJSC ADR \* | 58444 |  |  |
| &nbsp;&nbsp;&nbsp;Surgutneftegas PJSC ADR \*(A) | 501658 |  | – |
| **Saudi Arabia — 2.0%** | **Saudi Arabia — 2.0%** | **Saudi Arabia — 2.0%** | **Saudi Arabia — 2.0%** |
| &nbsp;&nbsp;&nbsp;Al Rajhi Bank \* | 93015 |  | 1860 |
| &nbsp;&nbsp;&nbsp;Alinma Bank  | 55667 |  | 482 |
| &nbsp;&nbsp;&nbsp;Americana Restaurants International PLC \* | 1727937 |  | 1402 |
| &nbsp;&nbsp;&nbsp;Arabian Drilling Co \* | 22400 |  | 671 |
| &nbsp;&nbsp;&nbsp;Bank Al-Jazira  | 120888 |  | 612 |
| &nbsp;&nbsp;&nbsp;Banque Saudi Fransi  | 82065 |  | 885 |
| &nbsp;&nbsp;&nbsp;Bupa Arabia for Cooperative Insurance Co  | 7425 |  | 283 |
| &nbsp;&nbsp;&nbsp;Elm Co  | 4641 |  | 412 |
| &nbsp;&nbsp;&nbsp;Etihad Etisalat Co \* | 75060 |  | 694 |
| &nbsp;&nbsp;&nbsp;Jarir Marketing Co  | 32320 |  | 1290 |
| &nbsp;&nbsp;&nbsp;Riyad Bank  | 37796 |  | 321 |
| &nbsp;&nbsp;&nbsp;SABIC Agri-Nutrients Co  | 75007 |  | 2928 |
| &nbsp;&nbsp;&nbsp;Sahara International Petrochemical Co  | 32481 |  | 297 |
| &nbsp;&nbsp;&nbsp;Saudi Arabian Oil Co  | 638702 |  | 5483 |
| &nbsp;&nbsp;&nbsp;Saudi Basic Industries Corp  | 37615 |  | 900 |
| &nbsp;&nbsp;&nbsp;Saudi British Bank/The  | 50895 |  | 524 |
| &nbsp;&nbsp;&nbsp;Saudi Electricity Co  | 125866 |  | 778 |
| &nbsp;&nbsp;&nbsp;Saudi National Bank/The  | 518118 |  | 6974 |
| &nbsp;&nbsp;&nbsp;Saudi Tadawul Group Holding Co  | 23280 |  | 1127 |
| &nbsp;&nbsp;&nbsp;Saudi Telecom Co  | 144312 |  | 1404 |
|  |  |  | 29327 |
| **Singapore — 0.3%** | **Singapore — 0.3%** | **Singapore — 0.3%** | **Singapore — 0.3%** |
| &nbsp;&nbsp;&nbsp;Sea Ltd ADR \* | 27427 |  | 1427 |
| &nbsp;&nbsp;&nbsp;Yangzijiang Shipbuilding Holdings Ltd  | 2250304 |  | 2282 |
|  |  |  | 3709 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **South Africa — 4.3%** | **South Africa — 4.3%** | **South Africa — 4.3%** |
| &nbsp;&nbsp;&nbsp;Absa Group Ltd  | 369645 | $4212 |
| &nbsp;&nbsp;&nbsp;African Rainbow Minerals Ltd  | 28717 | 486 |
| &nbsp;&nbsp;&nbsp;Anglo American Platinum Ltd  | 5927 | 496 |
| &nbsp;&nbsp;&nbsp;Bid Corp Ltd  | 198868 | 3855 |
| &nbsp;&nbsp;&nbsp;Bidvest Group Ltd/The  | 247142 | 3114 |
| &nbsp;&nbsp;&nbsp;Cie Financiere Richemont SA  | 122052 | 1601 |
| &nbsp;&nbsp;&nbsp;Exxaro Resources Ltd  | 21261 | 272 |
| &nbsp;&nbsp;&nbsp;FirstRand Ltd  | 498793 | 1821 |
| &nbsp;&nbsp;&nbsp;Foschini Group Ltd/The  | 868 | 5 |
| &nbsp;&nbsp;&nbsp;Gold Fields Ltd  | 155736 | 1612 |
| &nbsp;&nbsp;&nbsp;Gold Fields Ltd ADR  | 351456 | 3638 |
| &nbsp;&nbsp;&nbsp;Growthpoint Properties Ltd <sup>‡</sup> | 678103 | 580 |
| &nbsp;&nbsp;&nbsp;Impala Platinum Holdings Ltd  | 87736 | 1099 |
| &nbsp;&nbsp;&nbsp;Kumba Iron Ore Ltd  | 52274 | 1512 |
| &nbsp;&nbsp;&nbsp;Mr Price Group Ltd  | 210176 | 1963 |
| &nbsp;&nbsp;&nbsp;MTN Group Ltd  | 98423 | 736 |
| &nbsp;&nbsp;&nbsp;Naspers Ltd, Cl N  | 133447 | 22151 |
| &nbsp;&nbsp;&nbsp;Nedbank Group Ltd  | 364183 | 4550 |
| &nbsp;&nbsp;&nbsp;Sanlam Ltd  | 184065 | 527 |
| &nbsp;&nbsp;&nbsp;Shoprite Holdings Ltd  | 180913 | 2403 |
| &nbsp;&nbsp;&nbsp;Sibanye Stillwater Ltd  | 942038 | 2476 |
| &nbsp;&nbsp;&nbsp;Standard Bank Group Ltd  | 48012 | 474 |
| &nbsp;&nbsp;&nbsp;Vodacom Group Ltd  | 259607 | 1872 |
| &nbsp;&nbsp;&nbsp;Woolworths Holdings Ltd/South Africa  | 201764 | 788 |
|  |  | 62243 |
| **South Korea — 12.6%** | **South Korea — 12.6%** | **South Korea — 12.6%** |
| &nbsp;&nbsp;&nbsp;Amorepacific Corp  | 3075 | 337 |
| &nbsp;&nbsp;&nbsp;BGF retail Co Ltd  | 32642 | 5463 |
| &nbsp;&nbsp;&nbsp;BH Co Ltd  | 30706 | 547 |
| &nbsp;&nbsp;&nbsp;Celltrion Inc  | 5695 | 727 |
| &nbsp;&nbsp;&nbsp;Cheil Worldwide Inc  | 144416 | 2638 |
| &nbsp;&nbsp;&nbsp;CJ CheilJedang Corp  | 24306 | 7312 |
| &nbsp;&nbsp;&nbsp;CJ Corp  | 16609 | 1109 |
| &nbsp;&nbsp;&nbsp;Coway Co Ltd  | 74885 | 3325 |
| &nbsp;&nbsp;&nbsp;DB HiTek Co Ltd  | 14187 | 418 |
| &nbsp;&nbsp;&nbsp;DB Insurance Co Ltd  | 18338 | 951 |
| &nbsp;&nbsp;&nbsp;Doosan Bobcat Inc  | 22194 | 607 |
| &nbsp;&nbsp;&nbsp;GS Holdings Corp  | 22601 | 784 |
| &nbsp;&nbsp;&nbsp;Hana Financial Group Inc  | 523435 | 17430 |
| &nbsp;&nbsp;&nbsp;Hankook Tire & Technology Co Ltd  | 80996 | 2000 |
| &nbsp;&nbsp;&nbsp;Hanmi Pharm Co Ltd  | 3153 | 747 |
| &nbsp;&nbsp;&nbsp;Hanwha Solutions Corp \* | 40283 | 1378 |
| &nbsp;&nbsp;&nbsp;HD Hyundai Co Ltd  | 7449 | 337 |
| &nbsp;&nbsp;&nbsp;Hyundai Glovis Co Ltd  | 4512 | 586 |
| &nbsp;&nbsp;&nbsp;Hyundai Marine & Fire Insurance Co Ltd  | 26594 | 620 |
| &nbsp;&nbsp;&nbsp;Hyundai Mobis Co Ltd  | 5358 | 850 |
| &nbsp;&nbsp;&nbsp;Hyundai Motor Co  | 5056 | 605 |
| &nbsp;&nbsp;&nbsp;Hyundai Steel Co  | 25123 | 612 |
| &nbsp;&nbsp;&nbsp;Industrial Bank of Korea  | 77564 | 603 |
| &nbsp;&nbsp;&nbsp;Kakao Corp  | 7294 | 311 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**Emerging Markets Equity Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;KB Financial Group Inc  | 10911 | $| 418 |
| &nbsp;&nbsp;&nbsp;Kia Corp  | 211215 |  | 9938 |
| &nbsp;&nbsp;&nbsp;Korea Aerospace Industries Ltd  | 9255 |  | 374 |
| &nbsp;&nbsp;&nbsp;Korean Air Lines Co Ltd \* | 14991 |  | 273 |
| &nbsp;&nbsp;&nbsp;KT&G Corp  | 13002 |  | 940 |
| &nbsp;&nbsp;&nbsp;Kumho Petrochemical Co Ltd  | 29074 |  | 2897 |
| &nbsp;&nbsp;&nbsp;L&F Co Ltd \*(A) | 1969 |  | 271 |
| &nbsp;&nbsp;&nbsp;LG Chem Ltd  | 24780 |  | 11833 |
| &nbsp;&nbsp;&nbsp;LG Corp  | 14002 |  | 867 |
| &nbsp;&nbsp;&nbsp;LG Electronics Inc  | 73518 |  | 5054 |
| &nbsp;&nbsp;&nbsp;LG Energy Solution Ltd \* | 1225 |  | 422 |
| &nbsp;&nbsp;&nbsp;LG Uplus Corp  | 550766 |  | 4823 |
| &nbsp;&nbsp;&nbsp;Lotte Shopping Co Ltd  | 219 |  | 16 |
| &nbsp;&nbsp;&nbsp;NAVER Corp  | 2281 |  | 324 |
| &nbsp;&nbsp;&nbsp;NCSoft Corp  | 8317 |  | 2971 |
| &nbsp;&nbsp;&nbsp;NICE Information Service Co Ltd  | 12867 |  | 125 |
| &nbsp;&nbsp;&nbsp;Orion Corp/Republic of Korea  | 75595 |  | 7696 |
| &nbsp;&nbsp;&nbsp;Pan Ocean Co Ltd  | 90896 |  | 414 |
| &nbsp;&nbsp;&nbsp;POSCO Holdings Inc  | 1363 |  | 298 |
| &nbsp;&nbsp;&nbsp;Samsung Biologics Co Ltd \* | 880 |  | 572 |
| &nbsp;&nbsp;&nbsp;Samsung C&T Corp  | 1634 |  | 147 |
| &nbsp;&nbsp;&nbsp;Samsung Electronics Co Ltd  | 1317008 |  | 57808 |
| &nbsp;&nbsp;&nbsp;Samsung SDI Co Ltd  | 6644 |  | 3120 |
| &nbsp;&nbsp;&nbsp;Samsung SDS Co Ltd  | 7655 |  | 746 |
| &nbsp;&nbsp;&nbsp;Shinhan Financial Group Co Ltd  | 24820 |  | 691 |
| &nbsp;&nbsp;&nbsp;Shinsegae Inc  | 1815 |  | 317 |
| &nbsp;&nbsp;&nbsp;SK Hynix Inc  | 189053 |  | 11280 |
| &nbsp;&nbsp;&nbsp;SK Telecom Co Ltd  | 64433 |  | 2417 |
| &nbsp;&nbsp;&nbsp;Soulbrain Co Ltd  | 10146 |  | 1763 |
| &nbsp;&nbsp;&nbsp;Woori Financial Group Inc  | 85699 |  | 783 |
| &nbsp;&nbsp;&nbsp;Youngone Corp  | 18344 |  | 685 |
|  |  |  | 180580 |
| **Taiwan — 13.1%** | **Taiwan — 13.1%** | **Taiwan — 13.1%** | **Taiwan — 13.1%** |
| &nbsp;&nbsp;&nbsp;Accton Technology Corp  | 132200 |  | 1004 |
| &nbsp;&nbsp;&nbsp;ASE Technology Holding Co Ltd  | 355608 |  | 1080 |
| &nbsp;&nbsp;&nbsp;ASPEED Technology Inc  | 39189 |  | 2139 |
| &nbsp;&nbsp;&nbsp;Catcher Technology Co Ltd  | 153677 |  | 844 |
| &nbsp;&nbsp;&nbsp;Chailease Holding Co Ltd  | 370780 |  | 2612 |
| &nbsp;&nbsp;&nbsp;China Development Financial Holding Corp  | 738000 |  | 302 |
| &nbsp;&nbsp;&nbsp;Chroma ATE Inc  | 364000 |  | 2138 |
| &nbsp;&nbsp;&nbsp;Chunghwa Telecom Co Ltd  | 953426 |  | 3506 |
| &nbsp;&nbsp;&nbsp;CTBC Financial Holding Co Ltd  | 15698817 |  | 11265 |
| &nbsp;&nbsp;&nbsp;Delta Electronics Inc  | 787000 |  | 7295 |
| &nbsp;&nbsp;&nbsp;E Ink Holdings Inc  | 46000 |  | 241 |
| &nbsp;&nbsp;&nbsp;Far Eastern New Century  | 511000 |  | 530 |
| &nbsp;&nbsp;&nbsp;Feng TAY Enterprise Co Ltd  | 88000 |  | 590 |
| &nbsp;&nbsp;&nbsp;First Financial Holding Co Ltd  | 587000 |  | 506 |
| &nbsp;&nbsp;&nbsp;Formosa Plastics Corp  | 194501 |  | 549 |
| &nbsp;&nbsp;&nbsp;Fubon Financial Holding Co Ltd  | 2126857 |  | 3890 |
| &nbsp;&nbsp;&nbsp;Globalwafers Co Ltd  | 36000 |  | 499 |
| &nbsp;&nbsp;&nbsp;Hiwin Technologies Corp  | 385119 |  | 2279 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Hon Hai Precision Industry Co Ltd  | 622947 | $| 2019 |
| &nbsp;&nbsp;&nbsp;Keystone Microtech Corp  | 158000 |  | 920 |
| &nbsp;&nbsp;&nbsp;Largan Precision Co Ltd  | 13364 |  | 883 |
| &nbsp;&nbsp;&nbsp;Lite-On Technology Corp  | 160887 |  | 333 |
| &nbsp;&nbsp;&nbsp;Lotus Pharmaceutical Co Ltd \* | 263000 |  | 2099 |
| &nbsp;&nbsp;&nbsp;Macronix International Co Ltd  | 3998000 |  | 4378 |
| &nbsp;&nbsp;&nbsp;Makalot Industrial Co Ltd  | 28000 |  | 212 |
| &nbsp;&nbsp;&nbsp;MediaTek Inc  | 81339 |  | 1645 |
| &nbsp;&nbsp;&nbsp;Micro-Star International Co Ltd  | 1139000 |  | 4417 |
| &nbsp;&nbsp;&nbsp;momo.com Inc  | 170600 |  | 3550 |
| &nbsp;&nbsp;&nbsp;Nan Ya Plastics Corp  | 265209 |  | 612 |
| &nbsp;&nbsp;&nbsp;Nien Made Enterprise Co Ltd  | 183000 |  | 1749 |
| &nbsp;&nbsp;&nbsp;Parade Technologies Ltd  | 76000 |  | 1904 |
| &nbsp;&nbsp;&nbsp;Pegatron Corp  | 280673 |  | 579 |
| &nbsp;&nbsp;&nbsp;Pou Chen Corp  | 711000 |  | 790 |
| &nbsp;&nbsp;&nbsp;President Chain Store Corp  | 37471 |  | 331 |
| &nbsp;&nbsp;&nbsp;Radiant Opto-Electronics Corp  | 204351 |  | 696 |
| &nbsp;&nbsp;&nbsp;Shanghai Commercial & Savings Bank Ltd/The  | 219133 |  | 314 |
| &nbsp;&nbsp;&nbsp;Silergy Corp  | 118160 |  | 1669 |
| &nbsp;&nbsp;&nbsp;SinoPac Financial Holdings Co Ltd  | 1814048 |  | 987 |
| &nbsp;&nbsp;&nbsp;Taiwan Semiconductor Manufacturing Co Ltd  | 5344498 |  | 77620 |
| &nbsp;&nbsp;&nbsp;Taiwan Semiconductor Manufacturing Co Ltd ADR  | 148030 |  | 11027 |
| &nbsp;&nbsp;&nbsp;Tong Hsing Electronic Industries Ltd  | 350381 |  | 2166 |
| &nbsp;&nbsp;&nbsp;Unimicron Technology Corp  | 651000 |  | 2527 |
| &nbsp;&nbsp;&nbsp;Uni-President Enterprises Corp  | 3219875 |  | 6969 |
| &nbsp;&nbsp;&nbsp;United Microelectronics Corp  | 3873884 |  | 5090 |
| &nbsp;&nbsp;&nbsp;Winbond Electronics Corp  | 264000 |  | 168 |
| &nbsp;&nbsp;&nbsp;Wiwynn Corp  | 215000 |  | 5561 |
| &nbsp;&nbsp;&nbsp;Yageo Corp  | 214369 |  | 3124 |
| &nbsp;&nbsp;&nbsp;Yuanta Financial Holding Co Ltd  | 2081800 |  | 1467 |
| &nbsp;&nbsp;&nbsp;Zhen Ding Technology Holding Ltd  | 187712 |  | 639 |
|  |  |  | 187714 |
| **Thailand — 2.8%** | **Thailand — 2.8%** | **Thailand — 2.8%** | **Thailand — 2.8%** |
| &nbsp;&nbsp;&nbsp;Bangchak Corp PCL NVDR  | 38574 |  | 35 |
| &nbsp;&nbsp;&nbsp;Bangkok Dusit Medical Services PCL NVDR  | 899616 |  | 752 |
| &nbsp;&nbsp;&nbsp;Bumrungrad Hospital PCL NVDR  | 85163 |  | 521 |
| &nbsp;&nbsp;&nbsp;Central Pattana PCL  | 1781100 |  | 3646 |
| &nbsp;&nbsp;&nbsp;Central Retail Corp PCL NVDR  | 356800 |  | 476 |
| &nbsp;&nbsp;&nbsp;Charoen Pokphand Foods PCL NVDR  | 720557 |  | 515 |
| &nbsp;&nbsp;&nbsp;Chularat Hospital PCL NVDR (A) | 3712403 |  | 394 |
| &nbsp;&nbsp;&nbsp;CP ALL PCL NVDR  | 170200 |  | 335 |
| &nbsp;&nbsp;&nbsp;Home Product Center PCL  | 14707154 |  | 6575 |
| &nbsp;&nbsp;&nbsp;Indorama Ventures PCL NVDR  | 653901 |  | 768 |
| &nbsp;&nbsp;&nbsp;Kasikornbank PCL NVDR  | 1569300 |  | 6672 |
| &nbsp;&nbsp;&nbsp;Kiatnakin Phatra Bank PCL NVDR  | 329128 |  | 700 |
| &nbsp;&nbsp;&nbsp;Krung Thai Bank PCL NVDR  | 1494237 |  | 763 |
| &nbsp;&nbsp;&nbsp;Land & Houses PCL NVDR  | 2958278 |  | 846 |
| &nbsp;&nbsp;&nbsp;PTT Exploration & Production PCL  | 974900 |  | 4965 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**Emerging Markets Equity Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;PTT Exploration & Production PCL NVDR  | 133802 | $| 681 |
| &nbsp;&nbsp;&nbsp;PTT PCL NVDR  | 7440500 |  | 7140 |
| &nbsp;&nbsp;&nbsp;Siam Global House PCL  | 774849 |  | 501 |
| &nbsp;&nbsp;&nbsp;Supalai PCL NVDR  | 660915 |  | 464 |
| &nbsp;&nbsp;&nbsp;Thai Oil PCL NVDR  | 270519 |  | 439 |
| &nbsp;&nbsp;&nbsp;Thai Union Group PCL, Cl F  | 3493400 |  | 1704 |
| &nbsp;&nbsp;&nbsp;Thanachart Capital PCL NVDR  | 591689 |  | 726 |
|  |  |  | 39618 |
| **Turkey — 0.6%** | **Turkey — 0.6%** | **Turkey — 0.6%** | **Turkey — 0.6%** |
| &nbsp;&nbsp;&nbsp;BIM Birlesik Magazalar AS  | 689563 |  | 5043 |
| &nbsp;&nbsp;&nbsp;Haci Omer Sabanci Holding AS  | 280158 |  | 675 |
| &nbsp;&nbsp;&nbsp;KOC Holding AS  | 167300 |  | 748 |
| &nbsp;&nbsp;&nbsp;Tofas Turk Otomobil Fabrikasi AS  | 45433 |  | 402 |
| &nbsp;&nbsp;&nbsp;Turk Hava Yollari AO \* | 114305 |  | 860 |
| &nbsp;&nbsp;&nbsp;Turkiye Petrol Rafinerileri AS \* | 18431 |  | 522 |
|  |  |  | 8250 |
| **United Arab Emirates — 1.4%** | **United Arab Emirates — 1.4%** | **United Arab Emirates — 1.4%** | **United Arab Emirates — 1.4%** |
| &nbsp;&nbsp;&nbsp;Abu Dhabi Islamic Bank PJSC  | 256334 |  | 636 |
| &nbsp;&nbsp;&nbsp;Borouge PLC  | 2500700 |  | 1723 |
| &nbsp;&nbsp;&nbsp;Dubai Islamic Bank PJSC  | 3272509 |  | 5079 |
| &nbsp;&nbsp;&nbsp;Emaar Properties PJSC  | 5487511 |  | 8756 |
| &nbsp;&nbsp;&nbsp;Emirates NBD Bank PJSC  | 436582 |  | 1545 |
| &nbsp;&nbsp;&nbsp;Emirates Telecommunications Group Co PJSC  | 81939 |  | 510 |
| &nbsp;&nbsp;&nbsp;Fertiglobe plc  | 1261657 |  | 1453 |
| &nbsp;&nbsp;&nbsp;First Abu Dhabi Bank PJSC  | 79876 |  | 372 |
|  |  |  | 20074 |
| **United Kingdom — 0.7%** | **United Kingdom — 0.7%** | **United Kingdom — 0.7%** | **United Kingdom — 0.7%** |
| &nbsp;&nbsp;&nbsp;Anglo American PLC  | 190997 |  | 7441 |
| &nbsp;&nbsp;&nbsp;Network International Holdings PLC \* | 602217 |  | 2159 |
|  |  |  | 9600 |
| **Vietnam — 0.4%** | **Vietnam — 0.4%** | **Vietnam — 0.4%** | **Vietnam — 0.4%** |
| &nbsp;&nbsp;&nbsp;Hoa Phat Group JSC  | 538217 |  | 411 |
| &nbsp;&nbsp;&nbsp;Vincom Retail JSC \* | 655545 |  | 731 |
| &nbsp;&nbsp;&nbsp;Vinhomes JSC  | 2438600 |  | 4965 |
|  |  |  | 6107 |
| Total Common Stock  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,290,229) ($ Thousands) |  |  | 1361702 |
| **PREFERRED STOCK — 2.7%** | **PREFERRED STOCK — 2.7%** | **PREFERRED STOCK — 2.7%** | **PREFERRED STOCK — 2.7%** |
| **Brazil — 1.7%** | **Brazil — 1.7%** | **Brazil — 1.7%** | **Brazil — 1.7%** |
| &nbsp;&nbsp;&nbsp;Centrais Eletricas Brasileiras SA (C) | 36571 |  | 299 |
| &nbsp;&nbsp;&nbsp;Cia Energetica de Minas Gerais (C) | 1283340 |  | 2708 |
| &nbsp;&nbsp;&nbsp;Itau Unibanco Holding SA \*(C) | 1023729 |  | 4847 |
| &nbsp;&nbsp;&nbsp;Itau Unibanco Holding SA ADR \*(C) | 1678894 |  | 7908 |
| &nbsp;&nbsp;&nbsp;Itausa SA \*(C) | 272488 |  | 439 |
| &nbsp;&nbsp;&nbsp;Petroleo Brasileiro SA ADR, Cl A (C) | 627171 |  | 5826 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **PREFERRED STOCK (continued)** | **PREFERRED STOCK (continued)** | **PREFERRED STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Petroleo Brasileiro SA (C) | 525286 | $2438 |
|  |  | 24465 |
| **South Korea — 1.0%** | **South Korea — 1.0%** | **South Korea — 1.0%** |
| &nbsp;&nbsp;&nbsp;Hyundai Motor Co (C) | 67157 | 3932 |
| &nbsp;&nbsp;&nbsp;LG Chem Ltd (C) | 11840 | 2612 |
| &nbsp;&nbsp;&nbsp;LG Electronics Inc (C) | 29217 | 975 |
| &nbsp;&nbsp;&nbsp;Samsung Electronics Co Ltd (C) | 162739 | 6521 |
|  |  | 14040 |
| Total Preferred Stock  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $45,632) ($ Thousands) |  | 38505 |
|  | 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;0.000% (C)(D)(E) | 8 | 1 |
| Total Debenture Bond |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $—) ($ Thousands) |  | 1 |
|  | Number of<br> Rights |  |
| **RIGHTS — 0.0%** | **RIGHTS — 0.0%** | **RIGHTS — 0.0%** |
| **Thailand — 0.0%** | **Thailand — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Thai Union Group PCL \*<sup>‡</sup><sup>‡</sup> | 99059 | – |
| Total Rights |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $—) ($ Thousands) |  | – |
|  | <br> Shares |  |
| **AFFILIATED PARTNERSHIP — 1.9%** | **AFFILIATED PARTNERSHIP — 1.9%** | **AFFILIATED PARTNERSHIP — 1.9%** |
| &nbsp;&nbsp;&nbsp;SEI Liquidity Fund, LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.240% \*\*<sup>†</sup>(F) | 27844999 | 27851 |
| Total Affiliated Partnership |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $27,848) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $27,848) ($ Thousands) | 27851 |
| **CASH EQUIVALENT — 0.5%** | **CASH EQUIVALENT — 0.5%** | **CASH EQUIVALENT — 0.5%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.810%\*\*<sup>†</sup> | 7131981 | 7132 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $7,132) ($ Thousands) |  | 7132 |
| Total Investments in Securities — 100.2% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,370,841) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $1,370,841) ($ Thousands)  | $1435191 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**Emerging Markets Equity Fund** (Concluded)

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value (Thousands)** | **Unrealized Appreciation/ (Depreciation) (Thousands)** |
| Long Contracts |  |  |  |  |  |
| &nbsp;&nbsp;MSCI Emerging Markets | 145 | Mar-2023 | $7058 | $6956 | $(102) |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $1,431,692 ($ Thousands). |
| \* | Non-income producing security. |
| \*\* | The rate reported is the 7-day effective yield as of December 31, 2022. |
| <sup>†</sup> | Investment in Affiliated Security. |
| <sup>‡</sup> | Real Estate Investment Trust. |
| <sup>‡</sup><sup>‡</sup> | Expiration date not available. |
| (A) | Certain securities or partial positions of certain securities are on loan at December 31, 2022. The total market value of securities on loan at December 31, 2022 was $25,496 ($ Thousands). |
| (B) | Level 3 security in accordance with fair value hierarchy. |
| (C) | No interest rate available. |

---

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

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

(E) Perpetual security with no stated maturity date.

(F) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2022 was $27,851 ($ Thousands).

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

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 9/30/22** | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain/(Loss)** | **Change in Unrealized Appreciation/(Depreciation)**  | **Value 12/31/22** | **Income**  | **Capital Gains** |
| SEI Liquidity Fund, LP | $8462 | $&nbsp;&nbsp;&nbsp;&nbsp;88954 | $&nbsp;&nbsp;&nbsp;&nbsp;(69570) | $&nbsp;&nbsp;&nbsp;&nbsp;2 | $&nbsp;&nbsp;&nbsp;&nbsp;3 | $&nbsp;&nbsp;&nbsp;&nbsp;27851 | $&nbsp;&nbsp;&nbsp;&nbsp;46 | $&nbsp;&nbsp;&nbsp;&nbsp;- |
| SEI Daily Income Trust, Government Fund, Cl F | 19914 | 51316 | (64098) | - | - | 7132 | 103 | - |
| Totals | $28376 | $&nbsp;&nbsp;&nbsp;&nbsp;140270 | $(133668) | $&nbsp;&nbsp;&nbsp;&nbsp;2 | $&nbsp;&nbsp;&nbsp;&nbsp;3 | $&nbsp;&nbsp;&nbsp;&nbsp;34983 | $&nbsp;&nbsp;&nbsp;&nbsp;149 | $&nbsp;&nbsp;&nbsp;&nbsp;- |

---

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

See "Glossary" for abbreviations.

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**International Fixed Income Fund** 

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS — 94.8%** | **GLOBAL BONDS — 94.8%** | **GLOBAL BONDS — 94.8%** | **GLOBAL BONDS — 94.8%** |
| **Australia — 2.6%** | **Australia — 2.6%** | **Australia — 2.6%** |  |
| &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 08/16/2023  | AUD | 750 | $511 |
| &nbsp;&nbsp;&nbsp;Australia Government Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 04/21/2027  |  | 1070 | 757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/21/2033  |  | 2313 | 1627 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/21/2037  |  | 393 | 252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 04/21/2025  |  | 843 | 569 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/21/2047  |  | 1125 | 606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 11/21/2027  |  | 3982 | 2587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 05/21/2041  |  | 1042 | 563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 05/21/2030  |  | 1401 | 864 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 05/21/2028  |  | 33 | 21 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 06/21/2051  |  | 1210 | 476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 09/21/2026  |  | 2364 | 1432 |
| &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 10/15/2029  | EUR | 270 | 230 |
| &nbsp;&nbsp;&nbsp;Glencore Capital Finance DAC MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 03/01/2029  |  | 450 | 369 |
| &nbsp;&nbsp;&nbsp;Glencore Finance Europe MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 10/15/2026  |  | 120 | 115 |
| &nbsp;&nbsp;&nbsp;National Australia Bank  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 03/11/2024  | AUD | 750 | 511 |
| &nbsp;&nbsp;&nbsp;National Australia Bank MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 06/06/2025  | EUR | 206 | 214 |
| &nbsp;&nbsp;&nbsp;Westpac Banking MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 01/14/2033  |  | 310 | 267 |
|  |  |  | 11971 |
| **Austria — 1.1%** | **Austria — 1.1%** | **Austria — 1.1%** |  |
| &nbsp;&nbsp;&nbsp;JAB Holdings BV  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 12/20/2027  |  | 400 | 367 |
| &nbsp;&nbsp;&nbsp;Republic of Austria Government Bond (A) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 03/15/2037  |  | 561 | 664 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400%, 05/23/2034  |  | 110 | 109 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.100%, 09/20/2117  |  | 50 | 39 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.850%, 05/23/2049  |  | 545 | 451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.850%, 06/30/2120  |  | 87 | 38 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 10/20/2026  |  | 865 | 859 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.023%, 02/20/2031  |  | 730 | 609 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 04/20/2025 (B) |  | 647 | 647 |
| &nbsp;&nbsp;&nbsp;Republic of Austria Government Bond, Ser 97-6  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 07/15/2027  |  | 927 | 1135 |
|  |  |  | 4918 |
| **Belgium — 1.3%** | **Belgium — 1.3%** | **Belgium — 1.3%** |  |
| &nbsp;&nbsp;&nbsp;Ageas  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 11/24/2051 (C) |  | 200 | 152 |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.750%, 07/30/2024  | GBP | 250 | 323 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;Kingdom of Belgium Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 03/28/2041 (A) | 470 | $558 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 06/22/2045  | 419 | 474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/22/2034 (A) | 580 | 604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.700%, 06/22/2050 (A) | 250 | 188 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.600%, 06/22/2047 (A) | 351 | 267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.400%, 06/22/2053 (A) | 315 | 213 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 06/22/2026 (A) | 370 | 373 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 06/22/2031 (A) | 490 | 445 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.350%, 06/22/2032 (A) | 920 | 760 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.007%, 10/22/2031 (A) | 266 | 218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 10/22/2027 (A)(B) | 1133 | 1057 |
| &nbsp;&nbsp;&nbsp;Kingdom of Belgium Government Bond, Ser 44  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 03/28/2035 (A) | 64 | 80 |
|  |  | 5712 |
| **Brazil — 0.0%** | **Brazil — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;OEC Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 12/26/2046  | $185 | 4 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 10/25/2029  | 115 | 3 |
|  |  | 7 |
| **Canada — 7.2%** | **Canada — 7.2%** |  |
| &nbsp;&nbsp;&nbsp;Bank of Nova Scotia  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.950%, 02/01/2023  | 850 | 848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.010%, 03/18/2025  | 326 | 322 |
| &nbsp;&nbsp;&nbsp;Bell Telephone of Canada or Bell Canada MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 09/11/2023  | 80 | 59 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/17/2031  | 651 | 413 |
| &nbsp;&nbsp;&nbsp;Canada Housing Trust No. 1  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 12/15/2025 (A) | 1325 | 933 |
| &nbsp;&nbsp;&nbsp;Canadian Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 06/01/2033  | 621 | 554 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 12/01/2045  | 218 | 165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 12/01/2048  | 400 | 267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 12/01/2048  | 19 | 13 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 06/01/2024  | 1270 | 916 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 06/01/2029  | 3329 | 2313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 06/01/2026  | 6646 | 4581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 06/01/2031  | 268 | 172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 06/01/2027  | 1375 | 918 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 12/01/2030  | 1028 | 612 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.350%, 12/02/2024  | $805 | 750 |
| &nbsp;&nbsp;&nbsp;Canadian When Issued Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 09/01/2027  | 881 | 632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 12/01/2051  | 501 | 281 |
| &nbsp;&nbsp;&nbsp;CDP Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 04/06/2027 (A) | 1062 | 1033 |
| &nbsp;&nbsp;&nbsp;CPPIB Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 06/15/2027 (A) | $565 | 536 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**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;CPPIB Capital MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 04/06/2027  | 1765 | $1657 |
| &nbsp;&nbsp;&nbsp;Enbridge Pipelines MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.820%, 05/12/2031  | 400 | 247 |
| &nbsp;&nbsp;&nbsp;OMERS Finance Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/19/2032 (A) | $555 | 500 |
| &nbsp;&nbsp;&nbsp;Ontario Teachers' Finance Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 04/16/2031 (A) | 1914 | 1572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.850%, 05/03/2032 (A) | 444 | 408 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 05/06/2025  | 1066 | 1063 |
| &nbsp;&nbsp;&nbsp;Ontario Teachers' Finance Trust MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.900%, 05/20/2041  | 707 | 486 |
| &nbsp;&nbsp;&nbsp;Province of Alberta Canada  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 04/16/2025  | 400 | 401 |
| &nbsp;&nbsp;&nbsp;Province of British Columbia Canada  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 12/18/2028  | 1653 | 1161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 06/18/2052  | 835 | 463 |
| &nbsp;&nbsp;&nbsp;Province of Ontario Canada  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 06/02/2037  | 1355 | 1047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 06/02/2041  | 540 | 413 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 06/02/2048  | 2200 | 1245 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400%, 06/02/2026  | 585 | 411 |
| &nbsp;&nbsp;&nbsp;Province of Ontario Canada MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 12/15/2026  | 2337 | 2371 |
| &nbsp;&nbsp;&nbsp;Province of Quebec Canada  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 06/01/2032  | 720 | 621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 12/01/2048  | 520 | 336 |
| &nbsp;&nbsp;&nbsp;Province of Quebec Canada MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 05/20/2026  | 568 | 376 |
| &nbsp;&nbsp;&nbsp;Province of Saskatchewan Canada  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 06/08/2027  | $295 | 281 |
| &nbsp;&nbsp;&nbsp;PSP Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625%, 10/26/2028 (A) | 617 | 525 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 12/15/2025  | 230 | 247 |
| &nbsp;&nbsp;&nbsp;TELUS  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 11/15/2032  | 482 | 353 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.330%, 05/12/2032  | 241 | 177 |
|  |  | 32679 |
| **Cayman Islands — 0.0%** | **Cayman Islands — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Odebrecht Holdco Finance Ltd  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 09/10/2058 (D) | $311 | – |
| **China — 10.2%** | **China — 10.2%** |  |
| &nbsp;&nbsp;&nbsp;Agricultural Development Bank of China  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.740%, 07/12/2029  | 8500 | 1277 |
| &nbsp;&nbsp;&nbsp;China Development Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.880%, 02/09/2028  | 10600 | 1670 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 10/20/2030  | 9430 | 1417 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.660%, 03/01/2031  | 4680 | 703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 05/21/2029  | 18120 | 2708 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;3.480%, 01/08/2029  | CNY | 23680 | $3506 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 01/08/2028  |  | 7190 | 1060 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.390%, 07/10/2027  |  | 16630 | 2436 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.230%, 01/10/2025  |  | 11360 | 1658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.120%, 09/13/2031  |  | 9540 | 1379 |
| &nbsp;&nbsp;&nbsp;China Government Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.810%, 09/14/2050  |  | 19820 | 3130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.720%, 04/12/2051  |  | 39170 | 6111 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.530%, 10/18/2051  |  | 1480 | 224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.020%, 05/27/2031  |  | 15490 | 2253 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 06/04/2027  |  | 10790 | 1563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 03/24/2029  |  | 39910 | 5744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 02/17/2032  |  | 16390 | 2326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.690%, 08/12/2026  |  | 16200 | 2334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.370%, 01/20/2027  |  | 10830 | 1541 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.180%, 06/25/2024  |  | 17530 | 2516 |
| &nbsp;&nbsp;&nbsp;Export-Import Bank of China  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.180%, 03/11/2032  |  | 4450 | 646 |
| &nbsp;&nbsp;&nbsp;Prosus NV MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.031%, 08/03/2032  | EUR | 245 | 184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.985%, 07/13/2033 (A) |  | 320 | 230 |
|  |  |  | 46616 |
| **Colombia — 0.9%** | **Colombia — 0.9%** | **Colombia — 0.9%** |  |
| &nbsp;&nbsp;&nbsp;Colombian TES  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 07/24/2024  | COP | 2757800 | 554 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.250%, 05/28/2042  |  | 828200 | 123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 09/18/2030  |  | 5638800 | 873 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 08/26/2026  |  | 1565300 | 276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 10/18/2034  |  | 3974900 | 539 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 03/26/2031  |  | 1906700 | 277 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 06/30/2032  |  | 3506900 | 491 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 07/09/2036  |  | 481100 | 57 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 04/28/2028  |  | 2966000 | 457 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 11/03/2027  |  | 1919300 | 300 |
|  |  |  | 3947 |
| **Czech Republic — 0.2%** | **Czech Republic — 0.2%** | **Czech Republic — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Czech Republic Government Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 08/25/2028  | CZK | 14630 | 560 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.200%, 03/13/2031  |  | 8010 | 261 |
|  |  |  | 821 |
| **Denmark — 0.2%** | **Denmark — 0.2%** | **Denmark — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Denmark Government Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 11/15/2039  | DKK | 2040 | 365 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 11/15/2031 (B) |  | 2049 | 231 |
| &nbsp;&nbsp;&nbsp;Kommunekredit MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 09/26/2040  | EUR | 275 | 174 |
|  |  |  | 770 |
| **Finland — 0.4%** | **Finland — 0.4%** | **Finland — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;Finland Government Bond (A) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 07/04/2042  |  | 139 | 138 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**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;0.875%, 09/15/2025  | 355 | $361 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 09/15/2031  | 610 | 509 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 04/15/2052  | 135 | 67 |
| &nbsp;&nbsp;&nbsp;Nordea Bank Abp MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, USD Swap Semi 30/360 5 Yr Curr + 3.388% (C)(E) | $200 | 194 |
| &nbsp;&nbsp;&nbsp;Nordea Kiinnitysluottopankki MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 03/18/2026  | 480 | 466 |
|  |  | 1735 |
| **France — 5.1%** | **France — 5.1%** |  |
| &nbsp;&nbsp;&nbsp;BNP Paribas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.340% (C)(E) | $240 | 185 |
| &nbsp;&nbsp;&nbsp;BNP Paribas MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 01/23/2026  | 490 | 553 |
| &nbsp;&nbsp;&nbsp;BNP Paribas Home Loan SFH  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.375%, 05/07/2025  | 400 | 399 |
| &nbsp;&nbsp;&nbsp;BPCE  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 01/20/2026 (A) | $950 | 833 |
| &nbsp;&nbsp;&nbsp;BPCE MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 06/05/2025  | 440 | 274 |
| &nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la Dette Sociale MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 11/25/2027  | 1100 | 1097 |
| &nbsp;&nbsp;&nbsp;Caisse Francaise de Financement Local MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/02/2028  | 100 | 105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 01/19/2026  | 500 | 491 |
| &nbsp;&nbsp;&nbsp;Cie de Financement Foncier  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.375%, 12/11/2024  | 300 | 302 |
| &nbsp;&nbsp;&nbsp;Cie de Financement Foncier MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 01/26/2027  | 387 | 475 |
| &nbsp;&nbsp;&nbsp;CNP Assurances MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 06/30/2051 (C) | 200 | 173 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Assurances  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 09/27/2048 (C) | 200 | 206 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Home Loan SFH MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 03/24/2031  | 300 | 273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 02/19/2026  | 300 | 293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 02/23/2024  | 700 | 722 |
| &nbsp;&nbsp;&nbsp;Dexia Credit Local MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.625%, 02/03/2024  | 200 | 208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 01/17/2025  | 300 | 303 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 05/29/2024 (B) | 1200 | 1224 |
| &nbsp;&nbsp;&nbsp;Electricite de France  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, USD Swap Semi 30/360 10 Yr Curr + 3.041% (A)(C)(E) | $200 | 189 |
| &nbsp;&nbsp;&nbsp;Electricite de France MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, EUR Swap Annual 12 Yr + 3.794% (C)(E) | 200 | 202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 11/12/2025  | 350 | 376 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Faurecia  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 02/15/2027  | EUR | 230 | $207 |
| &nbsp;&nbsp;&nbsp;French Republic Government Bond OAT  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 10/25/2032  |  | 271 | 355 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/25/2041  |  | 389 | 484 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/25/2055 (A) |  | 139 | 169 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 05/25/2030  |  | 442 | 461 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 06/25/2039 (A) |  | 256 | 223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 05/25/2066 (A) |  | 84 | 61 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 05/25/2050 (A) |  | 1786 | 1305 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 05/25/2036 (A) |  | 240 | 201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 05/25/2027  |  | 4748 | 4695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 05/25/2052  |  | 202 | 116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 06/25/2044 (A) |  | 1380 | 858 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 02/25/2027 (B) |  | 2107 | 2008 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 11/25/2029 (B) |  | 504 | 444 |
| &nbsp;&nbsp;&nbsp;SNCF Reseau MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 10/07/2026  |  | 200 | 221 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 12/20/2047  |  | 300 | 242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 02/05/2048  |  | 300 | 226 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 05/19/2027  |  | 300 | 293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 05/25/2030  |  | 200 | 184 |
| &nbsp;&nbsp;&nbsp;Societe Nationale SNCF  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 05/25/2040  |  | 700 | 476 |
| &nbsp;&nbsp;&nbsp;TotalEnergies MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625% (C)(E) |  | 270 | 234 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/25/2026  |  | 400 | 417 |
| &nbsp;&nbsp;&nbsp;Westfield America Management  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 03/30/2029  | GBP | 155 | 143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 03/30/2025  |  | 210 | 226 |
|  |  |  | 23132 |
| **Germany — 4.1%** | **Germany — 4.1%** | **Germany — 4.1%** |  |
| &nbsp;&nbsp;&nbsp;Bundesobligation  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 10/09/2026 (B) | EUR | 3135 | 3047 |
| &nbsp;&nbsp;&nbsp;Bundesrepublik Deutschland Bundesanleihe  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 07/04/2042  |  | 840 | 994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 08/15/2048  |  | 898 | 745 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 05/15/2035 (B) |  | 547 | 426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 05/15/2036 (B) |  | 1061 | 804 |
| &nbsp;&nbsp;&nbsp;Cheplapharm Arzneimittel GmbH  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/11/2027 (A) |  | 191 | 178 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 11/19/2025 (C) |  | 400 | 398 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 12/09/2049  |  | 100 | 69 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom International Finance BV MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.625%, 04/03/2023  |  | 5 | 5 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**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;E.ON MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 12/18/2023 (B) | 550 | $570 |
| &nbsp;&nbsp;&nbsp;HeidelbergCement Finance Luxembourg MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625%, 04/07/2026  | 400 | 401 |
| &nbsp;&nbsp;&nbsp;HOCHTIEF MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 07/03/2025  | 400 | 404 |
| &nbsp;&nbsp;&nbsp;Kreditanstalt fuer Wiederaufbau  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 06/20/2037  | 241000 | 2215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 09/15/2027  | 510 | 485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 06/07/2023  | 1020 | 1078 |
| &nbsp;&nbsp;&nbsp;Kreditanstalt fuer Wiederaufbau MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.875%, 09/15/2026  | 2600 | 2763 |
| &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.625%, 05/18/2027  | 225 | 217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 12/13/2028 (B) | 1085 | 970 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 11/26/2025 (A) | $290 | 292 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.200%, 03/11/2026 (A) | 775 | 691 |
| &nbsp;&nbsp;&nbsp;Volkswagen Bank GmbH MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 01/31/2024  | 400 | 418 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 12/15/2025  | 416 | 409 |
| &nbsp;&nbsp;&nbsp;Volkswagen International Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875% (C)(E) | 300 | 265 |
| &nbsp;&nbsp;&nbsp;Volkswagen Leasing GmbH MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 04/04/2024  | 520 | 536 |
| &nbsp;&nbsp;&nbsp;ZF Europe Finance BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 02/23/2026  | 200 | 183 |
|  |  | 18563 |
| **Hungary — 0.2%** | **Hungary — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Hungary Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 11/24/2032  | 65060 | 125 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/23/2028  | 101260 | 209 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 08/23/2023  | 183970 | 454 |
|  |  | 788 |
| **Indonesia — 1.3%** | **Indonesia — 1.3%** |  |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 05/15/2031  | 7551000 | 540 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 03/15/2034  | 31922000 | 2244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 06/15/2035  | 2199000 | 146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 05/15/2048  | 13040000 | 844 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 09/15/2030  | 11991000 | 778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 06/15/2025  | 2225000 | 144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 02/15/2031  | 17235000 | 1074 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/15/2026  | 5153000 | 324 |
|  |  | 6094 |
| **Ireland — 0.6%** | **Ireland — 0.6%** |  |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.150%, 10/29/2023  | $1000 | 962 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;AIB Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.583%, U.S. SOFR + 3.456%, 10/14/2026 (A)(C) | $| 250 | $255 |
| &nbsp;&nbsp;&nbsp;CRH Funding MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 01/09/2024  | EUR | 310 | 326 |
| &nbsp;&nbsp;&nbsp;Ireland Government Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 05/15/2050  |  | 250 | 185 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.100%, 05/15/2029  |  | 670 | 641 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 05/15/2026  |  | 285 | 288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.113%, 10/18/2031  |  | 304 | 250 |
|  |  |  | 2907 |
| **Israel — 0.1%** | **Israel — 0.1%** | **Israel — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Israel Government Bond - Fixed  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 01/31/2042  | ILS | 675 | 244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 03/31/2027  |  | 925 | 245 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 03/31/2030  |  | 593 | 141 |
|  |  |  | 630 |
| **Italy — 5.1%** | **Italy — 5.1%** | **Italy — 5.1%** |  |
| &nbsp;&nbsp;&nbsp;doValue  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 08/04/2025  | EUR | 230 | 235 |
| &nbsp;&nbsp;&nbsp;Eni  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375% (C)(E) |  | 135 | 119 |
| &nbsp;&nbsp;&nbsp;Eni MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.375%, 06/14/2028  |  | 130 | 115 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 12/04/2024  |  | 350 | 354 |
| &nbsp;&nbsp;&nbsp;Italy Buoni Poliennali Del Tesoro  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/01/2040 (A) |  | 1065 | 1168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/30/2035 (A) |  | 2330 | 2312 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/01/2030 (A) |  | 527 | 539 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 03/01/2040 (A) |  | 472 | 406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/01/2029  |  | 853 | 852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 12/01/2028  |  | 123 | 123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 03/01/2067 (A) |  | 292 | 210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 03/01/2047 (A) |  | 55 | 43 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 12/01/2032  |  | 355 | 317 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 09/01/2033 (A) |  | 552 | 480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.150%, 03/01/2072 (A) |  | 76 | 45 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 02/01/2028  |  | 1046 | 1020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.800%, 03/01/2041 (A) |  | 247 | 171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 05/30/2024  |  | 1930 | 2017 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.700%, 09/01/2051 (A) |  | 507 | 301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 04/30/2045 (A) |  | 1034 | 624 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.450%, 03/01/2036 (A) |  | 529 | 388 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.100%, 04/01/2027  |  | 82 | 78 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.950%, 12/01/2031 (A) |  | 2340 | 1863 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.950%, 06/01/2032  |  | 1166 | 913 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 07/15/2028  |  | 2352 | 2075 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.019%, 04/01/2026  |  | 3907 | 3705 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 04/15/2024 (B) |  | 1429 | 1466 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**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;Rimini Bidco  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.296%, Euribor 3 Month + 5.250%, 12/14/2026 (A)(C) | EUR | 200 | $189 |
| &nbsp;&nbsp;&nbsp;Societa Cattolica Di Assicurazione SPA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 12/14/2047 (C) |  | 200 | 205 |
| &nbsp;&nbsp;&nbsp;UniCredit MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, EUAMDB05 + 4.739%, 02/20/2029 (C) |  | 220 | 232 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 06/16/2026 (C) |  | 460 | 453 |
|  |  |  | 23018 |
| **Japan — 18.1%** | **Japan — 18.1%** | **Japan — 18.1%** |  |
| &nbsp;&nbsp;&nbsp;Development Bank of Japan  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 03/19/2026  | JPY | 180000 | 1445 |
| &nbsp;&nbsp;&nbsp;Development Bank of Japan MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.875%, 10/10/2025  | EUR | 1145 | 1140 |
| &nbsp;&nbsp;&nbsp;Japan Finance Organization for Municipalities MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.050%, 02/12/2027  |  | 720 | 670 |
| &nbsp;&nbsp;&nbsp;Japan Government Forty Year Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.400%, 03/20/2056  | JPY | 444450 | 2320 |
| &nbsp;&nbsp;&nbsp;Japan Government Ten Year Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.600%, 09/20/2023  |  | 644100 | 4903 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 09/20/2024  |  | 945600 | 7223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.400%, 06/20/2025  |  | 487900 | 3729 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.100%, 12/20/2026  |  | 731450 | 5531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.100%, 09/20/2027  |  | 642900 | 4842 |
| &nbsp;&nbsp;&nbsp;Japan Government Thirty Year Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 03/20/2040  |  | 214950 | 1908 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.400%, 09/20/2052  |  | 98900 | 716 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 03/20/2052  |  | 28350 | 186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.800%, 09/20/2047  |  | 520550 | 3406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.400%, 12/20/2049  |  | 343300 | 1977 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.300%, 06/20/2046  |  | 74600 | 440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.300%, 06/20/2046  |  | 51800 | 305 |
| &nbsp;&nbsp;&nbsp;Japan Government Thirty Year Bond, Ser 29  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400%, 09/20/2038  |  | 133650 | 1203 |
| &nbsp;&nbsp;&nbsp;Japan Government Thirty Year Bond, Ser 30  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 03/20/2039  |  | 448100 | 3981 |
| &nbsp;&nbsp;&nbsp;Japan Government Thirty Year Bond, Ser 33  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 09/20/2040  |  | 416300 | 3544 |
| &nbsp;&nbsp;&nbsp;Japan Government Thirty Year Bond, Ser 36  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 03/20/2042  |  | 427900 | 3645 |
| &nbsp;&nbsp;&nbsp;Japan Government Thirty Year Bond, Ser 37  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.900%, 09/20/2042  |  | 36550 | 306 |
| &nbsp;&nbsp;&nbsp;Japan Government Thirty Year Bond, Ser 38  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.800%, 03/20/2043  |  | 158250 | 1306 |
| &nbsp;&nbsp;&nbsp;Japan Government Twenty Year Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.800%, 09/20/2031  |  | 316950 | 2664 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.700%, 06/20/2033  |  | 810150 | 6821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.400%, 09/20/2034  |  | 503250 | 4092 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 12/20/2035  |  | 34400 | 265 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;0.900%, 06/20/2042  | JPY | 97550 | $692 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.700%, 03/20/2037  |  | 38450 | 281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.600%, 09/20/2037  |  | 81600 | 584 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 09/20/2036  |  | 557400 | 3992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.200%, 06/20/2036  |  | 206200 | 1423 |
| &nbsp;&nbsp;&nbsp;Japan Government Twenty Year Bond, Ser 144  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 03/20/2033  |  | 21450 | 178 |
| &nbsp;&nbsp;&nbsp;Japan Treasury Discount Bill  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 01/06/2023 (D) |  | 355700 | 2696 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 01/30/2023 (D) |  | 197150 | 1494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 03/10/2023 (D) |  | 267700 | 2030 |
| &nbsp;&nbsp;&nbsp;Nissan Motor  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.652%, 03/17/2026  | EUR | 165 | 163 |
| &nbsp;&nbsp;&nbsp;NTT Finance  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.162%, 04/03/2026 (A) | $| 345 | 305 |
|  |  |  | 82406 |
| **Luxembourg — 0.1%** | **Luxembourg — 0.1%** | **Luxembourg — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Altice Financing  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 01/15/2025  | EUR | 215 | 210 |
| &nbsp;&nbsp;&nbsp;Vivion Investments Sarl  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/08/2024  |  | 200 | 165 |
|  |  |  | 375 |
| **Malaysia — 1.2%** | **Malaysia — 1.2%** | **Malaysia — 1.2%** |  |
| &nbsp;&nbsp;&nbsp;Malaysia Government Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.392%, 04/15/2026  | MYR | 2816 | 652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.232%, 06/30/2031  |  | 2626 | 604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.065%, 06/15/2050  |  | 908 | 188 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.955%, 09/15/2025  |  | 2751 | 628 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.885%, 08/15/2029  |  | 2790 | 629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.828%, 07/05/2034  |  | 3332 | 732 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.757%, 05/22/2040  |  | 1747 | 366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.733%, 06/15/2028  |  | 2316 | 519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.502%, 05/31/2027  |  | 4824 | 1079 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.632%, 04/15/2031  |  | 1040 | 213 |
|  |  |  | 5610 |
| **Mexico — 2.5%** | **Mexico — 2.5%** | **Mexico — 2.5%** |  |
| &nbsp;&nbsp;&nbsp;Mexican Bonos  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 11/07/2047  | MXN | 24285 | 1111 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 11/23/2034  |  | 22761 | 1055 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 11/13/2042  |  | 44492 | 1992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 06/03/2027  |  | 4666 | 226 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 03/05/2026  |  | 15641 | 726 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/04/2027  |  | 11009 | 493 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos, Ser M20  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 12/05/2024  |  | 11942 | 614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 05/31/2029  |  | 10038 | 501 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 05/29/2031  |  | 43706 | 2075 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos, Ser M30  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 11/20/2036  |  | 41137 | 2259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 11/18/2038  |  | 3530 | 171 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**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;Mexico Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 04/08/2039  | 280 | $216 |
|  |  | 11439 |
| **Netherlands — 2.4%** | **Netherlands — 2.4%** |  |
| &nbsp;&nbsp;&nbsp;ASR Nederland  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 05/02/2049 (C) | 255 | 232 |
| &nbsp;&nbsp;&nbsp;BNG Bank MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 02/22/2023  | 1260 | 1341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 01/20/2031 (B) | 900 | 747 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% (C)(E) | 200 | 190 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 09/14/2027  | 195 | 226 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 05/23/2029  | 290 | 318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 05/31/2032  | 300 | 268 |
| &nbsp;&nbsp;&nbsp;Heineken MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 05/04/2026  | 335 | 330 |
| &nbsp;&nbsp;&nbsp;ING Groep  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.869%, U.S. SOFR + 1.640%, 03/28/2026 (C) | $505 | 486 |
| &nbsp;&nbsp;&nbsp;ING Groep MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 05/26/2031 (C) | 300 | 290 |
| &nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 05/27/2036  | 281 | 235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.625%, 01/18/2027  | 225 | 218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 11/16/2026 (B) | 1067 | 1012 |
| &nbsp;&nbsp;&nbsp;Netherlands Government Bond (A) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 01/15/2037  | 236 | 283 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 01/15/2033  | 874 | 904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 07/15/2027  | 511 | 502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 07/15/2026  | 390 | 386 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.240%, 01/15/2038  | 1479 | 1034 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.118%, 01/15/2052  | 421 | 218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 01/15/2027 (B) | 685 | 657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 07/15/2031 (B) | 1014 | 856 |
| &nbsp;&nbsp;&nbsp;VZ Secured Financing BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/15/2032  | 234 | 195 |
|  |  | 10928 |
| **New Zealand — 1.5%** | **New Zealand — 1.5%** |  |
| &nbsp;&nbsp;&nbsp;New Zealand Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/14/2033  | 1948 | 1133 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/20/2029  | 345 | 200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 04/15/2025  | 4260 | 2569 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 04/15/2037  | 80 | 41 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 05/15/2051  | 1214 | 550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 05/15/2032  | 2248 | 1156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 05/15/2041  | 77 | 31 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 05/15/2031  | 1712 | 862 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;New Zealand Local Government Funding Agency Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/15/2027  | 803 | $493 |
|  |  | 7035 |
| **Norway — 1.4%** | **Norway — 1.4%** |  |
| &nbsp;&nbsp;&nbsp;DNB Boligkreditt MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.375%, 11/20/2024  | 795 | 803 |
| &nbsp;&nbsp;&nbsp;Equinor MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 03/11/2031  | 185 | 252 |
| &nbsp;&nbsp;&nbsp;Norway Government Bond (A) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 04/26/2028  | 2972 | 286 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 03/13/2025  | 268 | 26 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 02/17/2027  | 10007 | 965 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 09/06/2029  | 6471 | 603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 02/19/2026  | 14341 | 1388 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375%, 08/19/2030  | 9406 | 839 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 09/17/2031  | 14924 | 1295 |
|  |  | 6457 |
| **Peru — 0.0%** | **Peru — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Volcan Cia Minera SAA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 02/11/2026 (A) | $10 | 9 |
| **Poland — 0.8%** | **Poland — 0.8%** |  |
| &nbsp;&nbsp;&nbsp;Republic of Poland Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 05/25/2027  | 3382 | 678 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 04/25/2028  | 2890 | 540 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 10/25/2029  | 3091 | 546 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/25/2026  | 1354 | 266 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 04/25/2032  | 3543 | 530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 10/25/2030  | 3666 | 561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 10/25/2026  | 2272 | 404 |
|  |  | 3525 |
| **Portugal — 0.4%** | **Portugal — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;Portugal Obrigacoes do Tesouro OT (A) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 04/15/2037  | 452 | 498 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.950%, 06/15/2029  | 492 | 490 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.700%, 10/15/2027  | 735 | 708 |
|  |  | 1696 |
| **Romania — 0.2%** | **Romania — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Romania Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.700%, 02/25/2032  | 625 | 122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 06/28/2023  | 2655 | 565 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 07/28/2025  | 1540 | 305 |
|  |  | 992 |
| **Singapore — 3.2%** | **Singapore — 3.2%** |  |
| &nbsp;&nbsp;&nbsp;Singapore Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/01/2027  | 2801 | 2143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 09/01/2033  | 528 | 403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/01/2024  | 6631 | 4935 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 09/01/2030  | 347 | 255 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**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;2.750%, 04/01/2042  | 301 | $229 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 03/01/2046  | 200 | 155 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 08/01/2032  | 214 | 153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 06/01/2025  | 4769 | 3508 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 08/01/2036  | 1467 | 994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 06/01/2026  | 1790 | 1303 |
| &nbsp;&nbsp;&nbsp;Temasek Financial I MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 01/23/2023 (A) | $495 | 494 |
|  |  | 14572 |
| **Slovenia — 0.1%** | **Slovenia — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Slovenia Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 03/22/2027  | 556 | 549 |
| **South Africa — 0.2%** | **South Africa — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Anglo American Capital MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625%, 09/18/2025  | 415 | 418 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625%, 03/11/2026  | 230 | 228 |
| &nbsp;&nbsp;&nbsp;Bidvest Group UK PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 09/23/2026 (A) | $230 | 206 |
|  |  | 852 |
| **South Korea — 1.3%** | **South Korea — 1.3%** |  |
| &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.829%, 04/27/2025  | 399 | 400 |
| &nbsp;&nbsp;&nbsp;Korea Housing Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.010%, 06/29/2026 (A) | 150 | 141 |
| &nbsp;&nbsp;&nbsp;Korea Treasury Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 06/10/2032  | 872000 | 666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 09/10/2035  | 700180 | 489 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 06/10/2031  | 2084740 | 1435 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 06/10/2029  | 496110 | 350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 12/10/2026  | 738360 | 535 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 12/10/2030  | 1797120 | 1198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 03/10/2026  | 101780 | 75 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 09/10/2025  | 1184330 | 874 |
|  |  | 6163 |
| **Spain — 3.6%** | **Spain — 3.6%** |  |
| &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 06/12/2024  | 200 | 210 |
| &nbsp;&nbsp;&nbsp;Banco de Sabadell  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.625%, 11/07/2025 (C) | 400 | 397 |
| &nbsp;&nbsp;&nbsp;Banco Santander  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.294%, 08/18/2027  | $200 | 195 |
| &nbsp;&nbsp;&nbsp;CaixaBank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, GUKG1 + 2.100%, 04/06/2028 (C) | 300 | 320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 01/11/2027  | 500 | 489 |
| &nbsp;&nbsp;&nbsp;CaixaBank MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, GUKG1 + 1.320%, 12/03/2026 (C) | 300 | 315 |
| &nbsp;&nbsp;&nbsp;Grifols Escrow Issuer SA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 10/15/2028 (A) | 100 | 89 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Iberdrola International BV  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.874% (C)(E) | EUR | 400 | $380 |
| &nbsp;&nbsp;&nbsp;Spain Government Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/31/2029  |  | 80 | 99 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 07/30/2041 (A) |  | 699 | 832 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 07/30/2066 (A) |  | 272 | 259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 10/31/2032 (A) |  | 1052 | 1028 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.350%, 07/30/2033 (A) |  | 658 | 626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.950%, 07/30/2030 (A) |  | 188 | 182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.900%, 10/31/2052 (A) |  | 580 | 396 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.850%, 07/30/2035 (A) |  | 862 | 749 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 04/30/2027 (A) |  | 393 | 394 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.400%, 04/30/2028 (A) |  | 978 | 955 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 07/30/2042 (A) |  | 1170 | 762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.850%, 07/30/2037 (A) |  | 497 | 353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.600%, 10/31/2029 (A) |  | 174 | 156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 04/30/2030 (A) |  | 353 | 309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 10/31/2031 (A) |  | 431 | 358 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.054%, 01/31/2028  |  | 2312 | 2107 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 05/31/2024 (B) |  | 1971 | 2021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 05/31/2025 (B) |  | 1411 | 1402 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 01/31/2026 (B) |  | 770 | 749 |
| &nbsp;&nbsp;&nbsp;Telefonica Europe BV  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, EUR Swap Annual 6 Yr + 4.107% (C)(E) |  | 200 | 203 |
|  |  |  | 16335 |
| **Supra-National — 1.8%** | **Supra-National — 1.8%** | **Supra-National — 1.8%** |  |
| &nbsp;&nbsp;&nbsp;Asian Development Bank MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.350%, 06/21/2027  | JPY | 410000 | 3356 |
| &nbsp;&nbsp;&nbsp;European Financial Stability Facility MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 07/11/2025  | EUR | 1420 | 1426 |
| &nbsp;&nbsp;&nbsp;European Investment Bank  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.900%, 01/26/2026  | JPY | 50000 | 397 |
| &nbsp;&nbsp;&nbsp;European Investment Bank MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 05/12/2025  | SEK | 13180 | 1203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 10/14/2024  | EUR | 156 | 159 |
| &nbsp;&nbsp;&nbsp;European Stability Mechanism MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 09/23/2025  |  | 570 | 578 |
| &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development MTN (B) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 01/15/2027  |  | 268 | 253 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 02/21/2030  |  | 33 | 28 |
| &nbsp;&nbsp;&nbsp;International Finance MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 07/19/2023  | CAD | 1000 | 729 |
|  |  |  | 8129 |
| **Sweden — 1.0%** | **Sweden — 1.0%** | **Sweden — 1.0%** |  |
| &nbsp;&nbsp;&nbsp;Balder Finland MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375%, 05/24/2030  | EUR | 380 | 256 |
| &nbsp;&nbsp;&nbsp;Heimstaden Bostad Treasury BV MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375%, 03/03/2027  |  | 380 | 325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 10/13/2024  |  | 135 | 127 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**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;Kommunivest I Sverige AB MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 10/02/2024  | 5830 | $535 |
| &nbsp;&nbsp;&nbsp;Samhallsbyggnadsbolaget i Norden MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 09/04/2026  | 140 | 110 |
| &nbsp;&nbsp;&nbsp;SBB Treasury MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 11/26/2029  | 160 | 108 |
| &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 06/20/2024  | 460 | 470 |
| &nbsp;&nbsp;&nbsp;Stadshypotek  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 07/11/2025  | 1470 | 1463 |
| &nbsp;&nbsp;&nbsp;Svenska Handelsbanken  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.048% (C)(E) | $200 | 163 |
| &nbsp;&nbsp;&nbsp;Swedbank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.134% (C)(E) | 200 | 191 |
| &nbsp;&nbsp;&nbsp;Swedbank Hypotek MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.050%, 05/28/2025  | 195 | 193 |
| &nbsp;&nbsp;&nbsp;Sweden Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 05/12/2031 (A) | 5545 | 442 |
|  |  | 4383 |
| **Switzerland — 0.5%** | **Switzerland — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;Credit Suisse Group MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 04/02/2026 (C) | 550 | 527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, EUSA1 + 0.750%, 07/17/2025 (C) | 134 | 128 |
| &nbsp;&nbsp;&nbsp;Government of Switzerland  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 04/30/2042  | 408 | 433 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 06/11/2024  | 739 | 799 |
| &nbsp;&nbsp;&nbsp;Swiss Re Finance Luxembourg  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.582%, 04/02/2049 (A)(C) | $200 | 184 |
|  |  | 2071 |
| **Thailand — 0.4%** | **Thailand — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;Thailand Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 06/22/2029  | 16455 | 552 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.675%, 06/29/2044  | 14039 | 483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 06/17/2038  | 3522 | 103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 12/17/2026  | 7336 | 215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 12/17/2031  | 12933 | 359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 06/17/2049  | 3746 | 74 |
|  |  | 1786 |
| **United Kingdom — 5.6%** | **United Kingdom — 5.6%** |  |
| &nbsp;&nbsp;&nbsp;Allwyn Entertainment Financing UK  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.887%, Euribor 3 Month + 4.125%, 02/15/2028 (A)(C) | 100 | 103 |
| &nbsp;&nbsp;&nbsp;Annington Funding MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.184%, 07/12/2029  | 355 | 354 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;Aptiv  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 03/10/2025  | 440 | $445 |
| &nbsp;&nbsp;&nbsp;Aviva  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, UK Govt Bonds 5 Year Note Generic Bid Yield + 2.850%, 11/14/2036 (C) | 220 | 264 |
| &nbsp;&nbsp;&nbsp;Barclays  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.431% (C)(E) | $270 | 253 |
| &nbsp;&nbsp;&nbsp;Barclays MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 06/26/2029  | 500 | 283 |
| &nbsp;&nbsp;&nbsp;BAT International Finance MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 09/09/2052  | 100 | 50 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 03/13/2027  | 333 | 315 |
| &nbsp;&nbsp;&nbsp;BAT Netherlands Finance BV MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 04/07/2028  | 160 | 157 |
| &nbsp;&nbsp;&nbsp;BG Energy Capital MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 12/01/2025  | 215 | 260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 11/21/2029  | 400 | 387 |
| &nbsp;&nbsp;&nbsp;BP Capital Markets (E) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625% (C) | 281 | 257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250% (C) | 612 | 600 |
| &nbsp;&nbsp;&nbsp;BP Capital Markets MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.831%, 11/08/2027  | 130 | 121 |
| &nbsp;&nbsp;&nbsp;Cadent Finance MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 09/22/2046  | 100 | 74 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 09/22/2038  | 100 | 81 |
| &nbsp;&nbsp;&nbsp;Castle UK Finco  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.428%, Euribor 3 Month + 5.250%, 05/15/2028 (A)(C) | 100 | 79 |
| &nbsp;&nbsp;&nbsp;CCEP Finance Ireland DAC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 09/06/2029  | 335 | 289 |
| &nbsp;&nbsp;&nbsp;Centrica MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 03/13/2029  | 179 | 198 |
| &nbsp;&nbsp;&nbsp;CK Hutchison Europe Finance 21  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 11/02/2029  | 375 | 312 |
| &nbsp;&nbsp;&nbsp;CK Hutchison Finance 16 II  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.875%, 10/03/2024  | 212 | 214 |
| &nbsp;&nbsp;&nbsp;CK Hutchison Group Telecom Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 10/17/2034  | 260 | 211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 10/17/2031  | 330 | 269 |
| &nbsp;&nbsp;&nbsp;CNH Industrial Finance Europe MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 05/17/2023  | 220 | 235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 09/12/2025  | 130 | 131 |
| &nbsp;&nbsp;&nbsp;CPUK Finance MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.690%, 08/28/2028  | 100 | 104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.588%, 08/28/2025  | 215 | 240 |
| &nbsp;&nbsp;&nbsp;DS Smith MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375%, 07/26/2024  | 430 | 443 |
| &nbsp;&nbsp;&nbsp;Gatwick Funding MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 01/23/2024  | 100 | 120 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**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;Heathrow Funding MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 08/09/2049  | 315 | $222 |
| &nbsp;&nbsp;&nbsp;HSBC Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, EUR Swap Annual 5 Yr + 5.338% (C)(E) | 200 | 211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, BPSW1 + 1.650%, 07/22/2028 (C) | 167 | 175 |
| &nbsp;&nbsp;&nbsp;HSBC Holdings MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 03/29/2040  | 70 | 77 |
| &nbsp;&nbsp;&nbsp;Jaguar Land Rover Automotive  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 10/01/2027 (A) | $200 | 152 |
| &nbsp;&nbsp;&nbsp;Lloyds Banking Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.953%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 3.750%, 11/15/2033 (C) | 245 | 259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.716%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.750%, 08/11/2026 (C) | 335 | 328 |
| &nbsp;&nbsp;&nbsp;National Grid Electricity Distribution West Midlands MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 10/17/2024  | 230 | 269 |
| &nbsp;&nbsp;&nbsp;Natwest Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.622%, UK Govt Bonds 5 Year Note Generic Bid Yield + 3.550%, 08/14/2030 (C) | 410 | 453 |
| &nbsp;&nbsp;&nbsp;Pinewood Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 11/15/2027 (A) | 170 | 179 |
| &nbsp;&nbsp;&nbsp;Santander UK MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 09/18/2024  | 500 | 514 |
| &nbsp;&nbsp;&nbsp;Santander UK Group Holdings PLC MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 01/14/2026  | 100 | 112 |
| &nbsp;&nbsp;&nbsp;Sky PLC MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 11/17/2025  | 275 | 282 |
| &nbsp;&nbsp;&nbsp;Standard Chartered  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.925%, ICE LIBOR USD 3 Month + 1.510% (A)(C)(E) | $500 | 384 |
| &nbsp;&nbsp;&nbsp;Thames Water Utilities Finance MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 06/04/2046  | 155 | 154 |
| &nbsp;&nbsp;&nbsp;United Kingdom Gilt  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 12/07/2042  | 356 | 455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 12/07/2040  | 115 | 141 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 12/07/2046  | 476 | 590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 12/07/2049  | 375 | 468 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/22/2045  | 1189 | 1314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 01/22/2044  | 426 | 454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/22/2065  | 993 | 893 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 10/22/2041  | 163 | 124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 07/31/2051  | 4381 | 2846 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 01/31/2039  | 1215 | 962 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.875%, 10/22/2029  | 1668 | 1678 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.625%, 10/22/2050  | 904 | 484 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 10/22/2061  | 1407 | 602 |

---

---

| | | |
|:---|:---|:---|
| 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;0.375%, 10/22/2026  | 2901 | $3087 |
| &nbsp;&nbsp;&nbsp;Virgin Media Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/15/2030 (A) | $235 | 189 |
| &nbsp;&nbsp;&nbsp;Vodafone Group MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 12/13/2027  | 780 | 495 |
|  |  | 25402 |
| **United States — 7.9%** | **United States — 7.9%** |  |
| &nbsp;&nbsp;&nbsp;AbbVie  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 11/15/2028  | 610 | 618 |
| &nbsp;&nbsp;&nbsp;Aircastle  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 06/15/2026  | $4 | 4 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 05/01/2024  | 22 | 21 |
| &nbsp;&nbsp;&nbsp;Ally Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, H15T7Y + 3.481% (C)(E) | 116 | 73 |
| &nbsp;&nbsp;&nbsp;Altria Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 06/15/2031  | 310 | 274 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.200%, 06/15/2027  | 330 | 316 |
| &nbsp;&nbsp;&nbsp;American Honda Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.950%, 10/18/2024  | 159 | 165 |
| &nbsp;&nbsp;&nbsp;American Medical Systems Europe BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375%, 03/08/2028  | 250 | 236 |
| &nbsp;&nbsp;&nbsp;American Tower  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.300%, 09/15/2025  | $535 | 483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.875%, 05/21/2029  | 420 | 357 |
| &nbsp;&nbsp;&nbsp;AT&T  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 09/14/2029  | 100 | 113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875% (C)(E) | 200 | 191 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 02/01/2028  | $870 | 735 |
| &nbsp;&nbsp;&nbsp;Bank of America MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 07/31/2028  | 200 | 258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.384%, U.S. SOFR + 1.330%, 04/02/2026 (C) | $700 | 669 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 06/19/2024  | 835 | 880 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson Euro Finance Sarl  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.336%, 08/13/2041  | 300 | 198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.213%, 02/12/2036  | 129 | 97 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.334%, 08/13/2028  | 280 | 246 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 01/15/2041  | 170 | 99 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 06/19/2059  | 144 | 109 |
| &nbsp;&nbsp;&nbsp;Booking Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 11/15/2031  | 123 | 133 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 09/23/2024  | 355 | 372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 03/08/2028  | 110 | 99 |
| &nbsp;&nbsp;&nbsp;Boston Scientific  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.625%, 12/01/2027  | 410 | 376 |
| &nbsp;&nbsp;&nbsp;Capital One Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 06/12/2029  | 570 | 484 |
| &nbsp;&nbsp;&nbsp;CCO Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/01/2033 (A) | $127 | 97 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**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;Charles Schwab  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.971% (C)(E) | $273 | $267 |
| &nbsp;&nbsp;&nbsp;Chubb INA Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.550%, 03/15/2028  | 325 | 306 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.875%, 06/15/2027  | 115 | 107 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.300%, 12/15/2024  | 190 | 189 |
| &nbsp;&nbsp;&nbsp;Citigroup  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.597% (C)(E) | $71 | 62 |
| &nbsp;&nbsp;&nbsp;Citigroup MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 10/08/2027 (C) | 505 | 469 |
| &nbsp;&nbsp;&nbsp;Comcast  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 05/20/2027  | 190 | 175 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 09/14/2026 (B) | 550 | 512 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.650%, 12/01/2023  | $1065 | 1022 |
| &nbsp;&nbsp;&nbsp;Corebridge Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/04/2025 (A) | 330 | 316 |
| &nbsp;&nbsp;&nbsp;Delta Airlines  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 10/20/2025 (A) | 235 | 229 |
| &nbsp;&nbsp;&nbsp;DH Europe Finance II  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.800%, 09/18/2049  | 105 | 73 |
| &nbsp;&nbsp;&nbsp;Digital Dutch Finco BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.625%, 07/15/2025  | 136 | 130 |
| &nbsp;&nbsp;&nbsp;Digital Intrepid Holding BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.625%, 07/15/2031  | 410 | 299 |
| &nbsp;&nbsp;&nbsp;Directv Financing  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 08/15/2027 (A) | $215 | 192 |
| &nbsp;&nbsp;&nbsp;Discovery Communications  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 11/15/2024  | 665 | 644 |
| &nbsp;&nbsp;&nbsp;Eli Lilly  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375%, 09/14/2061  | 195 | 107 |
| &nbsp;&nbsp;&nbsp;Emerson Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.375%, 05/22/2024  | 350 | 360 |
| &nbsp;&nbsp;&nbsp;Encore Capital Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 10/15/2025  | 205 | 205 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.835%, 06/26/2032  | 600 | 480 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 12/03/2029  | 370 | 362 |
| &nbsp;&nbsp;&nbsp;GE Capital UK Funding Unlimited MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 01/18/2033  | 160 | 195 |
| &nbsp;&nbsp;&nbsp;GE HealthCare Technologies  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.550%, 11/15/2024 (A) | $435 | 437 |
| &nbsp;&nbsp;&nbsp;General Motors Financial MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.694%, 03/26/2025  | 277 | 280 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 09/29/2023  | $545 | 528 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 09/30/2024  | 885 | $924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 01/26/2028  | 292 | 255 |
| &nbsp;&nbsp;&nbsp;GSK Consumer Healthcare Capital US  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.024%, 03/24/2024  | $265 | 257 |
| &nbsp;&nbsp;&nbsp;Honeywell International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 11/02/2034  | 620 | 653 |
| &nbsp;&nbsp;&nbsp;International Business Machines  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.300%, 02/11/2028  | 240 | 216 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375%, 02/25/2025  | 395 | 402 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Foods  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 05/25/2028  | 175 | 172 |
| &nbsp;&nbsp;&nbsp;Kyndryl Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.050%, 10/15/2026  | $455 | 371 |
| &nbsp;&nbsp;&nbsp;Liberty Mutual Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 05/23/2059 (C) | 300 | 282 |
| &nbsp;&nbsp;&nbsp;MassMutual Global Funding II MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.850%, 06/09/2023 (A) | $998 | 980 |
| &nbsp;&nbsp;&nbsp;McKesson  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 02/17/2029  | 315 | 330 |
| &nbsp;&nbsp;&nbsp;Medtronic Global Holdings SCA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375%, 10/15/2040  | 110 | 76 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 03/07/2027  | 400 | 387 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 07/02/2025  | 115 | 113 |
| &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.950%, 01/13/2023 (A) | $1000 | 999 |
| &nbsp;&nbsp;&nbsp;Mileage Plus Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 06/20/2027 (A) | 315 | 313 |
| &nbsp;&nbsp;&nbsp;Mondelez International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 03/17/2028  | 470 | 418 |
| &nbsp;&nbsp;&nbsp;Mondelez International Holdings Netherlands BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.625%, 09/09/2032 (A) | 450 | 358 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.813%, Euribor 3 Month + 1.762%, 10/25/2028 (C) | 435 | 472 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.406%, 10/29/2027 (C) | 370 | 341 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.529%, U.S. SOFR + 0.455%, 01/25/2024 (C) | $1000 | 993 |
| &nbsp;&nbsp;&nbsp;MPT Operating Partnership  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.325%, 03/24/2025  | 145 | 139 |
| &nbsp;&nbsp;&nbsp;National Grid North America MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 07/12/2024  | 300 | 307 |
| &nbsp;&nbsp;&nbsp;Newell Brands  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 09/15/2027  | $195 | 194 |
| &nbsp;&nbsp;&nbsp;Office Properties Income Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/01/2025  | 270 | 245 |
| &nbsp;&nbsp;&nbsp;Penske Truck Leasing Lp  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 03/14/2023 (A) | 1275 | 1268 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**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;Philip Morris International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.450%, 08/01/2039  | 115 | $70 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.625%, 11/08/2024  | 285 | 287 |
| &nbsp;&nbsp;&nbsp;Philip Morris International MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 03/03/2026  | 170 | 175 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.671%, SOFRINDX + 1.090%, 10/28/2025 (C) | $210 | 212 |
| &nbsp;&nbsp;&nbsp;Principal Life Global Funding II  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 06/23/2025 (A) | 315 | 286 |
| &nbsp;&nbsp;&nbsp;Prologis Euro Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.375%, 02/06/2028  | 286 | 253 |
| &nbsp;&nbsp;&nbsp;Public Storage  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 09/09/2030  | 260 | 209 |
| &nbsp;&nbsp;&nbsp;Realty Income  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 07/13/2027  | 385 | 379 |
| &nbsp;&nbsp;&nbsp;Sabra Health Care LP  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 10/15/2029  | $241 | 202 |
| &nbsp;&nbsp;&nbsp;Southern  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 09/15/2081 (C) | 200 | 166 |
| &nbsp;&nbsp;&nbsp;Starbucks  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.549%, SOFRINDX + 0.420%, 02/14/2024 (C) | $330 | 328 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Finance I BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.800%, 10/18/2030  | 260 | 225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 11/18/2025 (B) | 206 | 199 |
| &nbsp;&nbsp;&nbsp;Time Warner Cable  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 06/02/2031  | 295 | 333 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.625%, 11/21/2024  | 465 | 471 |
| &nbsp;&nbsp;&nbsp;TWDC Enterprises 18  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.758%, 10/07/2024  | 800 | 568 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 01/15/2026  | $175 | 159 |
| &nbsp;&nbsp;&nbsp;US Bancorp MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.850%, 06/07/2024  | 226 | 233 |
| &nbsp;&nbsp;&nbsp;Verizon Communications  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 10/31/2030  | 310 | 335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.100%, 03/22/2028  | $445 | 386 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 11/03/2028  | 240 | 231 |
| &nbsp;&nbsp;&nbsp;Verizon Communications MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 02/17/2025  | 680 | 453 |
| &nbsp;&nbsp;&nbsp;VF  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 02/25/2028  | 395 | 348 |
| &nbsp;&nbsp;&nbsp;Visa  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 06/15/2029  | 362 | 354 |
| &nbsp;&nbsp;&nbsp;Vistra  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.740% (A)(C)(E) | $68 | 62 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Wells Fargo  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.453% (C)(E) | $132 | $| 116 |
| &nbsp;&nbsp;&nbsp;Wells Fargo MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 12/20/2023  | 345 |  | 404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 04/26/2024  | 500 |  | 514 |
| &nbsp;&nbsp;&nbsp;Welltower  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 12/01/2034  | 140 |  | 138 |
| &nbsp;&nbsp;&nbsp;Western Digital  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 02/01/2029  | $32 |  | 25 |
| &nbsp;&nbsp;&nbsp;Western Union  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 03/15/2031  | 355 |  | 269 |
| &nbsp;&nbsp;&nbsp;WPC Eurobond BV  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.350%, 04/15/2028  | 530 |  | 470 |
|  |  |  | 35974 |
| Total Global Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $501,730) ($ Thousands) |  |  | 430996 |
| **U.S. TREASURY OBLIGATIONS — 4.3%** | **U.S. TREASURY OBLIGATIONS — 4.3%** | **U.S. TREASURY OBLIGATIONS — 4.3%** | **U.S. TREASURY OBLIGATIONS — 4.3%** |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Bill  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 02/23/2023 (F) | $8070 |  | 8021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.151%, 02/02/2023 (F) | 9243 |  | 9214 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Inflation Indexed Bonds  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 10/15/2026  | 2405 |  | 2254 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Notes  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 03/31/2025  | 94 |  | 86 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.375%, 01/31/2026  | 20 |  | 18 |
| Total U.S. Treasury Obligations | Total U.S. Treasury Obligations |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $19,787) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $19,787) ($ Thousands) |  | 19593 |
| **COMMERCIAL PAPER — 0.4%** | **COMMERCIAL PAPER — 0.4%** | **COMMERCIAL PAPER — 0.4%** | **COMMERCIAL PAPER — 0.4%** |
| &nbsp;&nbsp;&nbsp;Telus Corporation |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.314%, 01/17/2023 (F) | 2000 |  | 1995 |
| Total Commercial Paper |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,996) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $1,996) ($ Thousands) |  | 1995 |
| **ASSET-BACKED SECURITIES — 0.3%** | **ASSET-BACKED SECURITIES — 0.3%** | **ASSET-BACKED SECURITIES — 0.3%** | **ASSET-BACKED SECURITIES — 0.3%** |
| **Other Asset-Backed Securities — 0.3%** | **Other Asset-Backed Securities — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Elmwood CLO XII, Ser 2021-5A, Cl D |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.293%, ICE LIBOR USD 3 Month + 3.050%, 01/20/2035 (A)(C) | 750 |  | 709 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**International Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers Euro CLO 3 DAC, Ser 2022-3A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.743%, Euribor 3 Month + 3.200%, 10/25/2034 (A)(C) | 663 | $595 |
| Total Asset-Backed Securities |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,507) ($ Thousands) |  | 1304 |
| **MORTGAGE-BACKED SECURITIES — 0.0%** | **MORTGAGE-BACKED SECURITIES — 0.0%** | **MORTGAGE-BACKED SECURITIES — 0.0%** |
| **Agency Mortgage-Backed Obligation — 0.0%** | **Agency Mortgage-Backed Obligation — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;FNMA Connecticut Avenue Securities, Ser 2014-C04, Cl 2M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.389%, ICE LIBOR USD 1 Month + 5.000%, 11/25/2024(C) | $14 | 14 |
| **Non-Agency Mortgage-Backed Obligation — 0.0%** | **Non-Agency Mortgage-Backed Obligation — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-6, Cl 3A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.017%, 09/25/2034(C) | 6 | 5 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2004-A5, Cl 3A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.369%, 12/25/2034(C) | 19 | 18 |
| &nbsp;&nbsp;&nbsp;LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.579%, 03/10/2049(A) | 45 | 45 |
|  |  | 68 |
| Total Mortgage-Backed Securities |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $84) ($ Thousands) |  | 82 |
| Total Investments in Securities — 99.8% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $525,104) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $525,104) ($ Thousands)  | $453970 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**International Fixed Income Fund** (Continued)

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value (Thousands)** | **Unrealized Appreciation/ (Depreciation) (Thousands)** |
| Long Contracts |  |  |  |  |  |
| &nbsp;&nbsp;Australian 10-Year Bond | 48 | Mar-2023 | $3876 | $3766 | $(118) |
| &nbsp;&nbsp;Australian 3-Year Bond | 12 | Mar-2023 | 875 | 869 | (12) |
| &nbsp;&nbsp;Canadian 5-Year Bond | 29 | Mar-2023 | 2426 | 2386 | (12) |
| &nbsp;&nbsp;Euro-Bund | 69 | Mar-2023 | 10188 | 9789 | (531) |
| &nbsp;&nbsp;Euro-OAT | 28 | Mar-2023 | 3954 | 3804 | (194) |
| &nbsp;&nbsp;Japanese 10-Year Bond | 16 | Mar-2023 | 17438 | 17639 | (360) |
| &nbsp;&nbsp;Korea 10-Year Bond | 61 | Mar-2023 | 5296 | 5304 | (152) |
| &nbsp;&nbsp;Korea 3-Year Bond | 62 | Mar-2023 | 4961 | 5072 | (40) |
| &nbsp;&nbsp;Long Gilt 10-Year Bond | 22 | Mar-2023 | 2772 | 2644 | (120) |
| &nbsp;&nbsp;Long Gilt 10-Year Bond | 21 | Mar-2023 | 2526 | 2524 | 1 |
| &nbsp;&nbsp;U.S. 2-Year Treasury Note | 4 | Mar-2023 | 819 | 820 | 1 |
| &nbsp;&nbsp;U.S. 10-Year Treasury Note | 20 | Mar-2023 | 2258 | 2246 | (12) |
| &nbsp;&nbsp;U.S. Long Treasury Bond | 23 | Mar-2023 | 2932 | 2883 | (49) |
| &nbsp;&nbsp;U.S. Ultra Long Treasury Bond | 17 | Mar-2023 | 2372 | 2283 | (89) |
|  |  |  | 62693 | 62029 | (1687) |
| Short Contracts |  |  |  |  |  |
| &nbsp;&nbsp;Australian 3-Year Bond | (17) | Mar-2023 | $(1251) | $(1231) | $17 |
| &nbsp;&nbsp;Canadian 5-Year Bond | (22) | Mar-2023 | (1846) | (1810) | 13 |
| &nbsp;&nbsp;Canadian 10-Year Bond | (12) | Mar-2023 | (1113) | (1085) | 20 |
| &nbsp;&nbsp;Euro-Bobl | (43) | Mar-2023 | (5389) | (5312) | 165 |
| &nbsp;&nbsp;Euro-BTP | (54) | Mar-2023 | (6641) | (6277) | 466 |
| &nbsp;&nbsp;Euro-Bund | (1) | Mar-2023 | (142) | (142) | 1 |
| &nbsp;&nbsp;Euro-Buxl | (9) | Mar-2023 | (1436) | (1299) | 145 |
| &nbsp;&nbsp;Euro-OAT | (10) | Mar-2023 | (1432) | (1359) | 93 |
| &nbsp;&nbsp;Euro-Schatz | (54) | Mar-2023 | (6037) | (6075) | 74 |
| &nbsp;&nbsp;Japanese 10-Year Bond | (4) | Mar-2023 | (4347) | (4410) | 86 |
| &nbsp;&nbsp;Japanese 10-Year Government Bond E-MINI | (38) | Mar-2023 | (4126) | (4190) | 78 |
| &nbsp;&nbsp;U.S. 2-Year Treasury Note | (73) | Mar-2023 | (14991) | (14970) | 21 |
| &nbsp;&nbsp;U.S. 5-Year Treasury Note | (179) | Mar-2023 | (19393) | (19319) | 74 |
| &nbsp;&nbsp;U.S. 10-Year Treasury Note | (12) | Mar-2023 | (1369) | (1348) | 21 |
| &nbsp;&nbsp;U.S. Ultra Long Treasury Bond | (6) | Mar-2023 | (827) | (806) | 21 |
| &nbsp;&nbsp;Ultra 10-Year U.S. Treasury Note | (24) | Mar-2023 | (2861) | (2839) | 22 |
|  |  |  | (73201) | (72472) | 1317 |
|  |  |  | $(10508) | $(10443) | $(370) |

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| ANZ | 01/19/23 | USD | 962 | AUD | 1434 | $11 |
| Bank of America | 01/10/23 | USD | 240 | CAD | 325 |  |
| Bank of America | 01/10/23 | USD | 242 | AUD | 355 | (1) |
| Bank of America | 01/10/23 | CHF | 210 | USD | 228 | 1 |
| Bank of America | 01/10/23 | CHF | 35 | USD | 38 |  |
| Bank of America | 01/10/23 | USD | 598 | JPY | 81400 | 19 |
| Bank of America | 01/10/23 | USD | 725 | EUR | 682 | 4 |
| Bank of America | 01/10/23 | USD | 708 | NZD | 1120 |  |
| Bank of America | 01/10/23 | USD | 232 | NZD | 365 | (1) |
| Bank of America | 01/10/23 | USD | 962 | SEK | 9970 | (5) |
| Bank of America | 01/10/23 | USD | 1335 | GBP | 1103 | (8) |
| Bank of America | 01/10/23 | AUD | 1765 | USD | 1193 | (4) |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**International Fixed Income Fund** (Continued)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<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 | 01/10/23 | EUR | 2046 | USD | 2135 | $(50) |
| Bank of America | 01/10/23 | ZAR | 3060 | USD | 178 | (1) |
| Bank of America | 01/10/23 | MXN | 3450 | USD | 180 | 3 |
| Bank of America | 01/10/23 | JPY | 140000 | USD | 1049 | (13) |
| Barclays PLC | 01/10/23 | TRY | 110 | USD | 6 |  |
| Barclays PLC | 01/10/23 | USD | 184 | CHF | 170 |  |
| Barclays PLC | 01/10/23 | EUR | 227 | USD | 239 | (3) |
| Barclays PLC | 01/10/23 | CHF | 260 | USD | 278 | (3) |
| Barclays PLC | 01/10/23 | USD | 236 | CAD | 320 |  |
| Barclays PLC | 01/10/23 | USD | 128 | CAD | 171 | (2) |
| Barclays PLC | 01/10/23 | RON | 561 | USD | 119 | (2) |
| Barclays PLC | 01/10/23 | USD | 617 | SEK | 6400 | (3) |
| Barclays PLC | 01/10/23 | GBP | 801 | USD | 978 | 15 |
| Barclays PLC | 01/10/23 | PLN | 805 | USD | 178 | (6) |
| Barclays PLC | 01/10/23 | USD | 1123 | GBP | 919 | (17) |
| Barclays PLC | 01/10/23 | USD | 1492 | EUR | 1412 | 16 |
| Barclays PLC | 01/10/23 | USD | 1855 | AUD | 2761 | 17 |
| Barclays PLC | 01/10/23 | NZD | 5449 | USD | 3395 | (52) |
| Barclays PLC | 01/10/23 | AUD | 5925 | USD | 3982 | (37) |
| Barclays PLC | 01/10/23 | CAD | 12120 | USD | 9055 | 110 |
| Barclays PLC | 01/10/23 | THB | 63579 | USD | 1776 | (62) |
| Barclays PLC | 01/10/23 | JPY | 55800 | USD | 425 | 2 |
| Barclays PLC | 01/10/23 | JPY | 171200 | USD | 1258 | (41) |
| BMO Capital | 01/10/23 | USD | 119 | CNY | 839 | 2 |
| BMO Capital | 01/10/23 | USD | 1245 | SEK | 12927 | (3) |
| BNP Paribas | 01/10/23 | AUD | 355 | USD | 239 | (2) |
| BNP Paribas | 01/10/23 | USD | 457 | CHF | 425 | 3 |
| BNP Paribas | 01/10/23 | USD | 498 | GBP | 409 | (6) |
| BNP Paribas | 01/10/23 | USD | 618 | SEK | 6412 | (2) |
| BNP Paribas | 01/10/23 | NZD | 589 | USD | 375 | 2 |
| BNP Paribas | 01/10/23 | NZD | 385 | USD | 239 | (4) |
| BNP Paribas | 01/10/23 | USD | 231 | AUD | 345 | 3 |
| BNP Paribas | 01/10/23 | USD | 970 | AUD | 1420 | (7) |
| BNP Paribas | 01/10/23 | USD | 1696 | JPY | 229700 | 46 |
| BNP Paribas | 01/10/23 | USD | 230 | JPY | 30300 |  |
| BNP Paribas | 01/10/23 | USD | 357 | CAD | 485 | 1 |
| BNP Paribas | 01/19/23 | USD | 1820 | CAD | 2441 | (18) |
| BNP Paribas | 01/10/23 | CHF | 2550 | USD | 2719 | (39) |
| BNP Paribas | 01/10/23 | USD | 3550 | EUR | 3397 | 77 |
| BNP Paribas | 01/10/23 - 01/19/23 | CAD | 2779 | USD | 2065 | 14 |
| BNP Paribas | 01/10/23 - 01/19/23 | CAD | 1637 | USD | 1198 | (10) |
| BNP Paribas | 01/10/23 | MYR | 8704 | USD | 1934 | (46) |
| BNP Paribas | 01/10/23 | GBP | 192 | USD | 234 | 3 |
| BNP Paribas | 01/10/23 | GBP | 15254 | USD | 18242 | (110) |
| BNP Paribas | 01/10/23 | CZK | 20349 | USD | 861 | (38) |
| BNP Paribas | 01/10/23 | SEK | 31531 | USD | 3050 | 23 |
| BNP Paribas | 01/10/23 | EUR | 78100 | USD | 81317 | (2068) |
| BNP Paribas | 01/10/23 - 03/10/23 | JPY | 429900 | USD | 3087 | (191) |
| BNP Paribas | 01/19/23 | USD | 858 | CLP | 760570 | 34 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**International Fixed Income Fund** (Continued)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| BNP Paribas | 01/19/23 | MXN | 17050 | USD | 856 | $(16) |
| BNP Paribas | 01/19/23 | CLP | 758802 | USD | 849 | (41) |
| BNP Paribas | 01/30/23 | KRW | 399646 | USD | 299 | (19) |
| BNP Paribas | 02/03/23 | NOK | 17566 | USD | 1769 | (17) |
| BNP Paribas | 02/16/23 | USD | 376 | CNH | 2709 | 17 |
| Brown Brothers Harriman | 01/18/23 | USD | 785 | GBP | 653 |  |
| Brown Brothers Harriman | 01/19/23 | USD | 918 | CAD | 1249 | 4 |
| Brown Brothers Harriman | 01/19/23 | CAD | 727 | USD | 547 | 11 |
| Brown Brothers Harriman | 01/19/23 | CAD | 900 | USD | 661 | (3) |
| Brown Brothers Harriman | 01/27/23 - 02/27/23 | EUR | 15246 | USD | 15399 | (898) |
| Brown Brothers Harriman | 02/09/23 | JPY | 29186 | USD | 211 | (11) |
| Brown Brothers Harriman | 02/16/23 | CNY | 1473 | USD | 203 | (11) |
| Brown Brothers Harriman | 02/27/23 | USD | 2691 | EUR | 2529 | 17 |
| Brown Brothers Harriman | 02/27/23 | USD | 386 | EUR | 360 | (1) |
| CIBC | 01/10/23 | EUR | 249 | USD | 262 | (4) |
| CIBC | 01/10/23 | USD | 1219 | CAD | 1650 | (1) |
| Citigroup | 01/10/23 | USD | 232 | JPY | 31700 | 9 |
| Citigroup | 01/10/23 | CHF | 215 | USD | 233 |  |
| Citigroup | 01/10/23 | CHF | 225 | USD | 242 | (2) |
| Citigroup | 01/10/23 | USD | 584 | SEK | 6060 | (3) |
| Citigroup | 01/10/23 | USD | 707 | EUR | 669 | 7 |
| Citigroup | 01/10/23 | USD | 469 | CHF | 435 | 1 |
| Citigroup | 01/10/23 | USD | 472 | CHF | 435 | (2) |
| Citigroup | 01/10/23 | NZD | 1095 | USD | 701 | 8 |
| Citigroup | 01/10/23 | EUR | 1125 | USD | 1187 | (14) |
| Citigroup | 01/10/23 | RON | 2713 | USD | 574 | (11) |
| Citigroup | 01/10/23 | MXN | 3460 | USD | 178 |  |
| Citigroup | 01/10/23 | NOK | 2300 | USD | 235 | 2 |
| Citigroup | 01/10/23 | NOK | 5670 | USD | 574 | (2) |
| Citigroup | 01/10/23 | AUD | 195 | USD | 134 | 1 |
| Citigroup | 01/19/23 | AUD | 8525 | USD | 5409 | (375) |
| Citigroup | 01/10/23 | SEK | 9890 | USD | 954 | 5 |
| Citigroup | 01/18/23 | GBP | 1479 | USD | 1759 | (20) |
| Citigroup | 01/19/23 | USD | 860 | MXN | 16631 | (9) |
| Citigroup | 01/19/23 | USD | 1671 | CAD | 2232 | (23) |
| Citigroup | 01/19/23 | CAD | 2056 | USD | 1537 | 19 |
| Citigroup | 01/19/23 | CAD | 11637 | USD | 8528 | (63) |
| Citigroup | 01/19/23 | CLP | 753492 | USD | 830 | (53) |
| Citigroup | 01/30/23 | KRW | 3551037 | USD | 2651 | (173) |
| Citigroup | 03/16/23 | USD | 861 | INR | 71416 | (2) |
| Citigroup | 03/16/23 | INR | 142768 | USD | 1717 |  |
| Credit Suisse First Boston | 01/19/23 | USD | 788 | AUD | 1176 | 10 |
| Credit Suisse First Boston | 02/03/23 | USD | 904 | SEK | 9311 | (8) |
| Goldman Sachs | 01/10/23 | USD | 99 | THB | 3463 | 1 |
| Goldman Sachs | 01/10/23 | USD | 137 | ZAR | 2420 | 6 |
| Goldman Sachs | 01/10/23 | EUR | 220 | USD | 233 | (1) |
| Goldman Sachs | 01/10/23 | CHF | 225 | USD | 241 | (2) |
| Goldman Sachs | 01/10/23 | USD | 335 | HUF | 134369 | 22 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**International Fixed Income Fund** (Continued)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<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 | 01/10/23 | NZD | 370 | USD | 235 | $1 |
| Goldman Sachs | 01/10/23 | USD | 733 | NZD | 1155 | (3) |
| Goldman Sachs | 01/10/23 | USD | 961 | GBP | 799 |  |
| Goldman Sachs | 01/10/23 | USD | 1167 | AUD | 1740 | 13 |
| Goldman Sachs | 01/10/23 | AUD | 350 | USD | 241 | 4 |
| Goldman Sachs | 01/10/23 | AUD | 1085 | USD | 726 | (10) |
| Goldman Sachs | 01/10/23 | GBP | 582 | USD | 710 | 10 |
| Goldman Sachs | 01/10/23 | GBP | 908 | USD | 1085 | (7) |
| Goldman Sachs | 01/10/23 | USD | 1710 | JPY | 227900 | 19 |
| Goldman Sachs | 01/10/23 | USD | 1736 | CNY | 12255 | 30 |
| Goldman Sachs | 01/10/23 | USD | 990 | CNY | 6845 | (4) |
| Goldman Sachs | 01/10/23 | USD | 3007 | EUR | 2816 | (1) |
| Goldman Sachs | 01/10/23 | USD | 2474 | CAD | 3365 | 10 |
| Goldman Sachs | 01/10/23 | USD | 955 | CAD | 1290 | (3) |
| Goldman Sachs | 01/10/23 | CAD | 970 | USD | 718 | 2 |
| Goldman Sachs | 01/10/23 | CAD | 2560 | USD | 1878 | (12) |
| Goldman Sachs | 01/10/23 | MXN | 6920 | USD | 355 | 1 |
| Goldman Sachs | 01/10/23 | ZAR | 8650 | USD | 502 | (6) |
| Goldman Sachs | 01/10/23 | JPY | 31700 | USD | 242 | 1 |
| Goldman Sachs | 01/10/23 | JPY | 40400 | USD | 301 | (5) |
| Goldman Sachs | 01/10/23 | HUF | 425534 | USD | 1077 | (56) |
| Goldman Sachs | 01/18/23 | USD | 839 | GBP | 683 | (17) |
| Goldman Sachs | 01/19/23 | AUD | 1439 | USD | 920 | (56) |
| Goldman Sachs | 02/09/23 | USD | 889 | JPY | 120154 | 26 |
| Goldman Sachs | 03/02/23 | SGD | 1144 | USD | 845 | (9) |
| HSBC | 01/30/23 | USD | 1721 | PLN | 7808 | 57 |
| HSBC | 01/30/23 | KRW | 742199 | USD | 556 | (34) |
| HSBC | 02/16/23 | USD | 2172 | CNH | 15248 | 40 |
| HSBC | 02/16/23 | CNH | 77162 | USD | 11106 | (87) |
| HSBC | 03/02/23 | USD | 2583 | SGD | 3494 | 25 |
| JPMorgan Chase Bank | 01/06/23 | JPY | 355700 | USD | 2504 | (192) |
| JPMorgan Chase Bank | 01/09/23 | USD | 2952 | IDR | 45980508 | 5 |
| JPMorgan Chase Bank | 01/09/23 - 04/11/23 | USD | 4117 | CNY | 29373 | 131 |
| JPMorgan Chase Bank | 01/09/23 - 03/08/23 | CNY | 69993 | USD | 9857 | (292) |
| JPMorgan Chase Bank | 01/17/23 | IDR | 34305233 | USD | 2228 | 17 |
| JPMorgan Chase Bank | 01/09/23 - 02/09/23 | IDR | 90680016 | USD | 5804 | (49) |
| JPMorgan Chase Bank | 01/10/23 - 03/13/23 | USD | 466 | CHF | 434 | 4 |
| JPMorgan Chase Bank | 01/10/23 - 03/13/23 | USD | 142 | CHF | 130 |  |
| JPMorgan Chase Bank | 01/10/23 - 03/20/23 | USD | 885 | PLN | 4064 | 41 |
| JPMorgan Chase Bank | 01/10/23 | USD | 982 | ZAR | 16910 | 11 |
| JPMorgan Chase Bank | 01/10/23 | RON | 1562 | USD | 331 | (6) |
| JPMorgan Chase Bank | 01/10/23 - 03/13/23 | USD | 2091 | AUD | 3283 | 137 |
| JPMorgan Chase Bank | 01/10/23 | USD | 237 | AUD | 345 | (3) |
| JPMorgan Chase Bank | 01/10/23 - 03/13/23 | USD | 419 | NOK | 4147 | 3 |
| JPMorgan Chase Bank | 01/10/23 - 03/13/23 | USD | 1933 | NOK | 18895 | (9) |
| JPMorgan Chase Bank | 03/13/23 | GBP | 1562 | USD | 1921 | 39 |
| JPMorgan Chase Bank | 01/10/23 - 01/18/23 | GBP | 1066 | USD | 1271 | (12) |
| JPMorgan Chase Bank | 01/10/23 - 01/13/23 | USD | 2323 | EUR | 2207 | 34 |
| JPMorgan Chase Bank | 01/10/23 - 01/13/23 | USD | 967 | EUR | 905 |  |
| JPMorgan Chase Bank | 02/02/23 - 03/13/23 | USD | 1354 | NZD | 2193 | 34 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**International Fixed Income Fund** (Continued)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<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 | 01/10/23 - 03/13/23 | USD | 2202 | NZD | 3447 | $(22) |
| JPMorgan Chase Bank | 01/10/23 - 01/24/23 | USD | 3710 | JPY | 502586 | 106 |
| JPMorgan Chase Bank | 01/10/23 - 03/13/23 | CHF | 8171 | USD | 8754 | (143) |
| JPMorgan Chase Bank | 01/10/23 - 03/13/23 | USD | 7803 | SEK | 81201 | 24 |
| JPMorgan Chase Bank | 01/10/23 | USD | 484 | SEK | 4950 | (9) |
| JPMorgan Chase Bank | 01/10/23 - 03/13/23 | USD | 10056 | GBP | 8226 | (149) |
| JPMorgan Chase Bank | 01/10/23 - 03/13/23 | NOK | 11277 | USD | 1137 | (11) |
| JPMorgan Chase Bank | 01/10/23 - 03/13/23 | SEK | 15849 | USD | 1538 | 14 |
| JPMorgan Chase Bank | 03/13/23 | SEK | 1213 | USD | 117 |  |
| JPMorgan Chase Bank | 01/10/23 - 03/20/23 | PLN | 17097 | USD | 3800 | (84) |
| JPMorgan Chase Bank | 01/10/23 - 03/13/23 | SGD | 19504 | USD | 14347 | (212) |
| JPMorgan Chase Bank | 01/10/23 - 03/13/23 | NZD | 21362 | USD | 13540 | 26 |
| JPMorgan Chase Bank | 01/10/23 - 03/13/23 | NZD | 445 | USD | 277 | (4) |
| JPMorgan Chase Bank | 01/10/23 - 01/13/23 | EUR | 27601 | USD | 29175 | (298) |
| JPMorgan Chase Bank | 01/24/23 | JPY | 3549 | USD | 27 |  |
| JPMorgan Chase Bank | 01/10/23 - 01/30/23 | JPY | 3211396 | USD | 23324 | (1086) |
| JPMorgan Chase Bank | 01/13/23 | USD | 286 | CNY | 1855 | (18) |
| JPMorgan Chase Bank | 01/17/23 | COP | 4855350 | USD | 1001 | 1 |
| JPMorgan Chase Bank | 01/17/23 | COP | 148155 | USD | 30 |  |
| JPMorgan Chase Bank | 03/15/23 | USD | 35 | MXN | 708 | 1 |
| JPMorgan Chase Bank | 01/19/23 - 03/15/23 | USD | 977 | MXN | 19051 | (4) |
| JPMorgan Chase Bank | 03/13/23 | USD | 115 | CAD | 156 |  |
| JPMorgan Chase Bank | 01/19/23 | USD | 1032 | CAD | 1390 | (5) |
| JPMorgan Chase Bank | 03/15/23 | MXN | 655 | USD | 33 |  |
| JPMorgan Chase Bank | 01/19/23 - 03/15/23 | MXN | 118848 | USD | 5928 | (102) |
| JPMorgan Chase Bank | 01/27/23 | PEN | 3888 | USD | 1005 | (12) |
| JPMorgan Chase Bank | 02/21/23 - 03/07/23 | USD | 98 | THB | 3444 | 2 |
| JPMorgan Chase Bank | 03/07/23 | USD | 55 | THB | 1885 |  |
| JPMorgan Chase Bank | 02/21/23 | ILS | 8581 | USD | 2457 | 18 |
| JPMorgan Chase Bank | 02/21/23 - 03/07/23 | THB | 199606 | USD | 5635 | (162) |
| JPMorgan Chase Bank | 03/13/23 | USD | 46 | KRW | 59586 | 2 |
| JPMorgan Chase Bank | 03/13/23 | USD | 654 | SGD | 881 | 4 |
| JPMorgan Chase Bank | 03/13/23 | AUD | 1783 | USD | 1221 | 9 |
| JPMorgan Chase Bank | 03/13/23 | CAD | 6494 | USD | 4847 | 51 |
| JPMorgan Chase Bank | 03/13/23 | KRW | 2013254 | USD | 1552 | (53) |
| JPMorgan Chase Bank | 04/13/23 | CNY | 1855 | USD | 276 | 5 |
| Merrill Lynch | 01/19/23 | USD | 853 | CLP | 796649 | 81 |
| Merrill Lynch | 01/19/23 | USD | 855 | MXN | 16696 | (1) |
| Merrill Lynch | 01/19/23 | CAD | 1317 | USD | 965 | (6) |
| Merrill Lynch | 01/19/23 | AUD | 1413 | USD | 959 |  |
| Merrill Lynch | 01/19/23 | AUD | 4141 | USD | 2665 | (145) |
| Merrill Lynch | 01/19/23 | MXN | 16523 | USD | 841 | (5) |
| Merrill Lynch | 01/19/23 | CLP | 1583278 | USD | 1683 | (173) |
| Merrill Lynch | 01/30/23 | USD | 1708 | KRW | 2369415 | 177 |
| Merrill Lynch | 02/02/23 | USD | 871 | NZD | 1362 | (9) |
| Merrill Lynch | 02/02/23 | NZD | 1367 | USD | 866 | 1 |
| Merrill Lynch | 02/02/23 | NZD | 1388 | USD | 861 | (17) |
| Merrill Lynch | 02/03/23 | USD | 867 | SEK | 8938 | (7) |
| Merrill Lynch | 02/03/23 | SEK | 27503 | USD | 2624 | (22) |
| Merrill Lynch | 02/09/23 | JPY | 97769 | USD | 722 | (23) |
| Merrill Lynch | 02/14/23 | EUR | 15155 | USD | 15928 | (289) |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**International Fixed Income Fund** (Continued)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| Merrill Lynch | 02/16/23 | CNH | 76813 | USD | 10654 | $(489) |
| Merrill Lynch | 03/01/23 | CHF | 808 | USD | 873 | (7) |
| Merrill Lynch | 03/16/23 | USD | 859 | INR | 71416 | (1) |
| Midland Walwyn Capital Inc. | 01/10/23 | USD | 215 | CNY | 1544 | 8 |
| Midland Walwyn Capital Inc. | 01/10/23 | USD | 237 | MYR | 1057 | 3 |
| Midland Walwyn Capital Inc. | 01/10/23 | MYR | 748 | USD | 166 | (4) |
| Midland Walwyn Capital Inc. | 01/10/23 | NZD | 1120 | USD | 711 | 2 |
| Midland Walwyn Capital Inc. | 01/10/23 | USD | 925 | AUD | 1375 | 7 |
| Midland Walwyn Capital Inc. | 01/10/23 | USD | 476 | AUD | 695 | (4) |
| Midland Walwyn Capital Inc. | 01/10/23 | USD | 229 | NZD | 365 | 1 |
| Midland Walwyn Capital Inc. | 01/10/23 | USD | 1425 | NZD | 2225 | (18) |
| Midland Walwyn Capital Inc. | 01/10/23 | ILS | 2341 | USD | 681 | 17 |
| Midland Walwyn Capital Inc. | 01/10/23 | AUD | 3490 | USD | 2340 | (27) |
| Midland Walwyn Capital Inc. | 01/10/23 | CNY | 182372 | USD | 25374 | (905) |
| Midland Walwyn Capital Inc. | 01/10/23 | JPY | 839900 | USD | 6310 | (61) |
| Morgan Stanley | 01/04/23 | USD | 804 | BRL | 4362 | 22 |
| Morgan Stanley | 02/02/23 | USD | 824 | BRL | 4362 | (3) |
| Morgan Stanley | 01/10/23 | USD | 241 | CHF | 225 | 3 |
| Morgan Stanley | 01/10/23 | HKD | 465 | USD | 60 |  |
| Morgan Stanley | 01/10/23 | USD | 1165 | NZD | 1865 | 15 |
| Morgan Stanley | 01/10/23 - 01/19/23 | AUD | 1971 | USD | 1293 | (45) |
| Morgan Stanley | 01/19/23 | USD | 1797 | AUD | 2707 | 40 |
| Morgan Stanley | 01/10/23 | USD | 242 | AUD | 355 | (1) |
| Morgan Stanley | 01/10/23 - 02/03/23 | USD | 2329 | NOK | 23101 | 19 |
| Morgan Stanley | 01/10/23 | USD | 3487 | GBP | 2888 | (13) |
| Morgan Stanley | 01/10/23 | NOK | 4072 | USD | 406 | (8) |
| Morgan Stanley | 01/10/23 | USD | 4678 | JPY | 641066 | 185 |
| Morgan Stanley | 01/10/23 - 01/30/23 | PLN | 4679 | USD | 1043 | (23) |
| Morgan Stanley | 01/10/23 | NZD | 1556 | USD | 990 | 6 |
| Morgan Stanley | 02/02/23 | NZD | 3832 | USD | 2364 | (60) |
| Morgan Stanley | 01/10/23 | USD | 5931 | EUR | 5586 | 33 |
| Morgan Stanley | 01/10/23 - 01/12/23 | EUR | 10488 | USD | 10290 | (909) |
| Morgan Stanley | 01/10/23 - 02/09/23 | JPY | 6794453 | USD | 49409 | (2134) |
| Morgan Stanley | 01/13/23 | CNY | 1855 | USD | 289 | 21 |
| Morgan Stanley | 01/30/23 | USD | 876 | KRW | 1192673 | 73 |
| Morgan Stanley | 02/16/23 | CNH | 3314 | USD | 478 | (2) |
| Morgan Stanley | 03/02/23 | SGD | 1179 | USD | 876 | (4) |
| Morgan Stanley | 04/13/23 | USD | 290 | CNY | 1855 | (19) |
| National Bank of Australia | 01/10/23 | USD | 159 | CAD | 213 | (2) |
| RBC | 01/10/23 | USD | 241 | AUD | 355 | (1) |
| RBC | 01/10/23 | EUR | 246 | USD | 262 |  |
| RBC | 01/10/23 | USD | 235 | CAD | 320 | 1 |
| RBC | 01/10/23 | USD | 460 | CAD | 620 | (2) |
| RBS | 01/10/23 | USD | 249 | NZD | 393 | (1) |
| RBS | 01/18/23 | USD | 916 | GBP | 749 | (15) |
| RBS | 01/19/23 | USD | 889 | CAD | 1204 | (1) |
| SCB Securities | 01/10/23 | MYR | 117 | USD | 26 | (1) |
| SCB Securities | 01/10/23 | USD | 3529 | JPY | 486860 | 164 |
| Standard Chartered | 01/18/23 | GBP | 11466 | USD | 13733 | (64) |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**International Fixed Income Fund** (Continued)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| Standard Chartered | 01/30/23 | USD | 2598 | KRW | 3494568 | $181 |
| Standard Chartered | 01/30/23 | KRW | 2354722 | USD | 1720 | (153) |
| State Street | 01/10/23 | USD | 276 | AUD | 410 | 3 |
| State Street | 01/10/23 | NZD | 445 | USD | 277 | (4) |
| State Street | 01/10/23 | EUR | 454 | USD | 478 | (7) |
| State Street | 01/10/23 | USD | 482 | JPY | 66300 | 21 |
| State Street | 01/10/23 | CHF | 640 | USD | 690 | (3) |
| State Street | 01/10/23 | USD | 699 | GBP | 575 | (8) |
| State Street | 01/10/23 | USD | 712 | CHF | 665 | 7 |
| State Street | 01/10/23 | CAD | 965 | USD | 712 |  |
| State Street | 01/10/23 | GBP | 1213 | USD | 1484 | 25 |
| State Street | 01/10/23 | USD | 7050 | EUR | 6774 | 182 |
| State Street | 01/10/23 | JPY | 66300 | USD | 481 | (22) |
| TD Securities | 01/10/23 | AUD | 355 | USD | 238 | (3) |
| TD Securities | 01/10/23 | JPY | 971 | USD | 7 |  |
| UBS | 01/10/23 | GBP | 85 | USD | 106 | 3 |
| UBS | 01/10/23 | USD | 110 | EUR | 103 |  |
| UBS | 01/10/23 | USD | 121 | CNY | 852 | 1 |
| UBS | 01/10/23 | USD | 229 | GBP | 190 |  |
| UBS | 01/10/23 | USD | 242 | AUD | 355 | (1) |
| UBS | 01/10/23 | USD | 245 | JPY | 33200 | 6 |
| UBS | 01/10/23 | EUR | 437 | USD | 465 | (2) |
| UBS | 01/10/23 | USD | 470 | CHF | 440 | 6 |
| UBS | 01/10/23 | NZD | 637 | USD | 406 | 3 |
| UBS | 01/10/23 | CNY | 862 | USD | 122 | (2) |
| UBS | 01/10/23 | USD | 1311 | MXN | 25595 | 1 |
| UBS | 01/10/23 | DKK | 4529 | USD | 640 | (10) |
| UBS | 01/10/23 | MXN | 43692 | USD | 2238 | (2) |
| UBS | 01/19/23 | USD | 1701 | CLP | 1532861 | 96 |
| UBS | 02/03/23 | SEK | 8995 | USD | 872 | 6 |
| UBS | 02/27/23 | EUR | 16925 | USD | 17866 | (261) |
| UBS | 03/01/23 | USD | 882 | CHF | 817 | 6 |
|  |  |  |  |  |  | $(10956) |

---

A list of open OTC swap agreements held by the Fund at December 31, 2022, 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** | **Interest Rate Swaps** |
| **Counterparty** | **Fund Pays** | **Fund Receives** | **Payment Frequency** | **Termination Date** | **Currency** | **Notional Amount<br> (Thousands)** | **Value<br> (Thousands)** | **Upfront Payments<br> (Thousands)** | **Net Unrealized<br> Appreciation<br> (Depreciation)<br> (Thousands)** |
| Deutsche Bank | China 7-Day Reverse Repo Rate | 2.985% | Quarterly | 06/03/2024 | CNY | 23220 | $46 | $– | $46 |
| Deutsche Bank | China 7-Day Reverse Repo Rate | 2.755% | Quarterly | 09/09/2024 | CNY | 31000 | 47 | – | 47 |
|  |  |  |  |  |  |  | $93 | $– | $93 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**International Fixed Income Fund** (Concluded)

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps** | **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)** |
| 2.0099% | Daily GBP Overnight Index Ave (SONIA) Rate | Annually | 03/31/2024 | GBP | 1400 | $50 | $– | $50 |
| 3-MONTH NZD RATE | 2.58% | Quarterly | 11/01/2024 | NZD | 980 | (30) |  | (30) |
| 3-MONTH NZD RATE | 2.0525% | Quarterly | 11/02/2024 | NZD | 2620 | (83) |  | (83) |
| 2.8% | 2.8000% | Quarterly | 04/02/2026 | CNY | 12090 | 8 |  | 8 |
| 1.897% | Daily GBP Overnight Index Ave (SONIA) Rate | Annually | 03/31/2027 | GBP | 1150 | 120 |  | 120 |
| 2.0339% | Daily GBP Overnight Index Ave (SONIA) Rate | Annually | 05/10/2027 | GBP | 1082 | 108 |  | 108 |
| 2.0055% | FLOATING | Annually | 05/11/2027 | GBP | 828 | 84 |  | 84 |
| 2.3493% | 2.3493% | Quarterly | 08/05/2027 | CNY | 48010 | 104 |  | 104 |
| 2.4003% | 2.4003% | Quarterly | 08/11/2027 | CNY | 7840 | 15 |  | 15 |
| 6-MONTH EURIBOR | 1.5455% | Semi-Annually | 08/18/2027 | EUR | 7610 | (556) |  | (556) |
| 6-MONTH EURIBOR | 1.7940% | Semi-Annually | 08/18/2032 | EUR | 3720 | (438) |  | (438) |
| 4.107227% | Daily Sterling Overnight Index Average (SONIA) Rate | Annually | 10/25/2032 | GBP | 4780 | (92) |  | (92) |
| 1.395% | Daily GBP Overnight Index Ave (SONIA) Rate | Annually | 10/03/2047 | GBP | 230 | 95 | (46) | 141 |
| Daily GBP Overnight Index Ave (SONIA) Rate | 2.9865% | Annually | 09/15/2052 | GBP | 422 | (43) | – | (43) |
|  |  |  |  |  |  | $(658) | $(46) | $(612) |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $454,812 ($ Thousands). |
| (A) | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On December 31, 2022, the value of these securities amounted to $58,124 ($ Thousands), representing 12.8% of the Net Assets of the Fund. |
| (B) | No interest rate available. |
| (C) | Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
| (D) | Zero coupon security.  |
| (E) | Perpetual security with no stated maturity date. |
| (F) | Interest rate represents the security's effective yield at the time of purchase. |

---

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

See "Glossary" for abbreviations.

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**Emerging Markets Debt Fund** 

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS — 95.6%** | **GLOBAL BONDS — 95.6%** | **GLOBAL BONDS — 95.6%** |
| **Angola — 1.4%** | **Angola — 1.4%** |  |
| &nbsp;&nbsp;&nbsp;Angolan Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.500%, 11/12/2025  | $325 | $334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.375%, 05/08/2048 (A) | 3580 | 2828 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 04/14/2032  | 2454 | 2121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 04/14/2032 (B) | 2177 | 1882 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 05/09/2028  | 1085 | 986 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 05/09/2028 (B) | 415 | 377 |
| &nbsp;&nbsp;&nbsp;Angolan Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.125%, 11/26/2049 (B) | 792 | 617 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.125%, 11/26/2049  | 409 | 318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 11/26/2029 (A) | 1552 | 1359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 11/26/2029 (B) | 731 | 640 |
| &nbsp;&nbsp;&nbsp;Republic of Angola Via Avenir II BV MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.638%, ICE LIBOR USD 6 Month + 7.500%, 07/01/2023 (C) | 2476 | 2482 |
| &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  | 3189 | 2894 |
|  |  | 16838 |
| **Argentina — 1.1%** | **Argentina — 1.1%** |  |
| &nbsp;&nbsp;&nbsp;Argentine Republic Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 07/09/2041 (D) | 8373 | 2362 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 07/09/2035 (D) | 28973 | 7349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 07/09/2029  | 1117 | 297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 07/09/2029  | 13 | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 07/09/2030 (D) | $10781 | 2908 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 07/09/2030  | 403 | 102 |
| &nbsp;&nbsp;&nbsp;MSU Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 02/01/2025 (B) | $285 | 192 |
| &nbsp;&nbsp;&nbsp;Provincia de Buenos Aires MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/01/2037 (D) | 666 | 160 |
| &nbsp;&nbsp;&nbsp;Provincia de Cordoba  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 12/10/2025 (B)(D) | $540 | 435 |
|  |  | 13808 |
| **Armenia — 0.1%** | **Armenia — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Republic of Armenia International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 09/26/2029  | 200 | 166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 02/02/2031  | 1065 | 845 |
|  |  | 1011 |
| **Australia — 0.0%** | **Australia — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;AngloGold Ashanti Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 10/01/2030  | 229 | 199 |
| **Azerbaijan — 1.0%** | **Azerbaijan — 1.0%** |  |
| &nbsp;&nbsp;&nbsp;Republic of Azerbaijan International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 09/01/2029  | 2045 | 1924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/01/2032 (A) | 1324 | 1102 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;Southern Gas Corridor CJSC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 03/24/2026 (B) | $1132 | $1159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 03/24/2026  | 5772 | 5909 |
| &nbsp;&nbsp;&nbsp;State Oil of the Azerbaijan Republic  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.950%, 03/18/2030  | 2380 | 2453 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.950%, 03/18/2030  | 430 | 443 |
|  |  | 12990 |
| **Bahamas — 0.1%** | **Bahamas — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Bahamas Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 11/21/2028  | 950 | 725 |
| **Bahrain — 0.5%** | **Bahrain — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;Bahrain Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450%, 09/16/2032 (A) | 3779 | 3334 |
| &nbsp;&nbsp;&nbsp;Bahrain Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 01/25/2028  | 797 | 730 |
| &nbsp;&nbsp;&nbsp;CBB International Sukuk Programme WLL  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 05/18/2029 (B) | 1094 | 974 |
| &nbsp;&nbsp;&nbsp;Oil and Gas Holding BSCC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 11/07/2028 (A)(B) | 560 | 587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 11/07/2028  | 450 | 472 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 11/07/2024 (B) | 220 | 223 |
|  |  | 6320 |
| **Benin — 0.3%** | **Benin — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;Benin Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 01/19/2052  | 158 | 122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 01/22/2035  | 1153 | 890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 01/19/2032 (B) | 2449 | 2024 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 01/19/2032  | 102 | 84 |
|  |  | 3120 |
| **Bermuda — 0.3%** | **Bermuda — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;Bermuda Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/15/2032 (B) | $896 | 890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/15/2032  | 409 | 406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/15/2029  | 2067 | 2058 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.717%, 01/25/2027  | 774 | 744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 08/20/2030  | 221 | 186 |
|  |  | 4284 |
| **Brazil — 7.5%** | **Brazil — 7.5%** |  |
| &nbsp;&nbsp;&nbsp;Braskem Netherlands Finance BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 01/31/2050 (B) | 654 | 507 |
| &nbsp;&nbsp;&nbsp;Brazil Letras do Tesouro Nacional  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 07/01/2023 (E) | 70349 | 12502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 01/01/2024 (E) | 68366 | 11427 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 01/01/2025 (E) | 34000 | 5070 |
| &nbsp;&nbsp;&nbsp;Brazil Loan Trust 1  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.477%, 07/24/2023 (A)(B) | $57 | 57 |
| &nbsp;&nbsp;&nbsp;Brazil Minas SPE via State of Minas Gerais  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.333%, 02/15/2028  | 788 | 765 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**Emerging Markets Debt 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;5.333%, 02/15/2028  | $| 616 | $598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.333%, 02/15/2028 (B) |  | 134 | 130 |
| &nbsp;&nbsp;&nbsp;Brazil Notas do Tesouro Nacional, Serie B  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 05/15/2035  | BRL | 268 | 199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 05/15/2045  |  | 119 | 88 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 08/15/2050  |  | 519 | 383 |
| &nbsp;&nbsp;&nbsp;Brazil Notas do Tesouro Nacional, Serie F  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 01/01/2025  |  | 66773 | 12069 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 01/01/2027  |  | 65880 | 11478 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 01/01/2029  |  | 66220 | 11157 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 01/01/2031  |  | 25306 | 4159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 01/01/2033  |  | 3882 | 629 |
| &nbsp;&nbsp;&nbsp;Brazilian Government International Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 01/07/2041 (A) | $| 757 | 640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 02/21/2047  |  | 1589 | 1257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/27/2045  |  | 2079 | 1540 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 01/14/2050  |  | 7405 | 5179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 06/12/2030  |  | 389 | 338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 09/12/2031  |  | 1999 | 1679 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 06/06/2025  |  | 3091 | 2918 |
| &nbsp;&nbsp;&nbsp;Centrais Eletricas Brasileiras  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 02/04/2030 (B) |  | 226 | 198 |
| &nbsp;&nbsp;&nbsp;CSN Inova Ventures  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 01/28/2028 (B) |  | 592 | 565 |
| &nbsp;&nbsp;&nbsp;CSN Resources  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 06/10/2031 (B) |  | 625 | 495 |
| &nbsp;&nbsp;&nbsp;Gol Finance  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 01/31/2025 (B) |  | 884 | 389 |
| &nbsp;&nbsp;&nbsp;Iochpe-Maxion Austria GmbH  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 05/07/2028 (B) |  | 620 | 515 |
| &nbsp;&nbsp;&nbsp;MC Brazil Downstream Trading SARL  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 06/30/2031 (B) |  | 1225 | 1010 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 06/30/2031  |  | 350 | 289 |
| &nbsp;&nbsp;&nbsp;Minerva Luxembourg  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 03/18/2031 (B) |  | 297 | 244 |
| &nbsp;&nbsp;&nbsp;MV24 Capital BV  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.748%, 06/01/2034 (B) |  | 355 | 325 |
| &nbsp;&nbsp;&nbsp;Nexa Resources  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 05/04/2027 (B) |  | 2591 | 2439 |
| &nbsp;&nbsp;&nbsp;Suzano Austria GmbH (B) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 03/16/2047  |  | 399 | 398 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/15/2029  |  | 288 | 286 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/15/2030  |  | 494 | 462 |
|  |  |  | 92384 |
| **Cameroon — 0.0%** | **Cameroon — 0.0%** | **Cameroon — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Republic of Cameroon International Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 07/07/2032  | EUR | 543 | 427 |
| **Cayman Islands — 0.1%** | **Cayman Islands — 0.1%** | **Cayman Islands — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Neon Capital MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.015%, 01/06/2028 (C) | JPY | 245168 | 1619 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| **Chile — 2.3%** | **Chile — 2.3%** |  |
| &nbsp;&nbsp;&nbsp;Alfa Desarrollo SpA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 09/27/2051 (B) | $226 | $172 |
| &nbsp;&nbsp;&nbsp;ATP Tower Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 04/27/2026 (B) | 255 | 225 |
| &nbsp;&nbsp;&nbsp;Banco de Credito e Inversiones  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/12/2027 (B) | 1046 | 963 |
| &nbsp;&nbsp;&nbsp;Bonos de la Tesoreria de la Republica  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.900%, 09/01/2030  | 608673 | 731 |
| &nbsp;&nbsp;&nbsp;Bonos de la Tesoreria de la Republica en pesos  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 05/01/2034 (B) | 2910000 | 3954 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/01/2043  | 375000 | 486 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 10/01/2028 (B) | 1115000 | 1282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 03/01/2035  | 465000 | 540 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 09/01/2030 (B) | 2945000 | 3390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/01/2026  | 2160000 | 2463 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 10/01/2033 (B) | 640000 | 616 |
| &nbsp;&nbsp;&nbsp;Cencosud  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 07/17/2027 (B) | $1819 | 1728 |
| &nbsp;&nbsp;&nbsp;Chile Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 01/31/2052 (A) | 287 | 221 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 10/30/2042  | 925 | 705 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/31/2034  | 228 | 194 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 09/21/2071  | 379 | 233 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 05/07/2041  | 893 | 641 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 01/22/2061 (A) | 308 | 192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 01/31/2027  | 1103 | 1014 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 01/27/2032  | 893 | 731 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 07/27/2033  | 6134 | 4801 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 01/31/2031  | 327 | 271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 05/27/2030  | 230 | 212 |
| &nbsp;&nbsp;&nbsp;Empresa de los Ferrocarriles del Estado  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.830%, 09/14/2061  | $350 | 240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.068%, 08/18/2050  | 250 | 156 |
| &nbsp;&nbsp;&nbsp;Empresa Nacional del Petroleo  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 11/06/2029  | 749 | 724 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/14/2047  | 200 | 152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 09/16/2031 (B) | 331 | 278 |
| &nbsp;&nbsp;&nbsp;Nacional del Cobre de Chile  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 01/15/2031 (B) | 234 | 211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 01/30/2050 (B) | 452 | 336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 01/14/2030  | 600 | 529 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/30/2029  | 224 | 196 |
|  |  | 28587 |
| **China — 2.7%** | **China — 2.7%** |  |
| &nbsp;&nbsp;&nbsp;Blossom Joy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100% (C)(F) | 202 | 189 |
| &nbsp;&nbsp;&nbsp;China Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.810%, 09/14/2050  | 5900 | 932 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.720%, 04/12/2051  | 3000 | 468 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**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;3.530%, 10/18/2051  | 13910 | $2101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.280%, 12/03/2027  | 23300 | 3442 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.270%, 11/19/2030  | 12100 | 1797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.020%, 10/22/2025  | 24700 | 3606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.020%, 05/27/2031  | 1500 | 218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.890%, 11/18/2031  | 40670 | 5842 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 06/04/2027  | 8360 | 1211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 03/24/2029  | 3500 | 504 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 06/15/2029  | 3000 | 430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 02/17/2032  | 3000 | 426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.690%, 08/12/2026  | 4000 | 576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.620%, 09/25/2029  | 3000 | 426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 09/01/2032  | 3000 | 422 |
| &nbsp;&nbsp;&nbsp;China Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 10/19/2023  | $1392 | 1380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 10/26/2026 (B) | 1460 | 1313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.550%, 10/21/2025  | 1150 | 1032 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.400%, 10/21/2023  | 2610 | 2527 |
| &nbsp;&nbsp;&nbsp;Chinalco Capital Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100% (C)(F) | 224 | 218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 06/03/2026  | 173 | 157 |
| &nbsp;&nbsp;&nbsp;CNAC HK Finbridge  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 03/14/2028  | 246 | 237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 07/19/2027  | 320 | 297 |
| &nbsp;&nbsp;&nbsp;Dianjian Haiyu  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300% (C)(F) | 204 | 200 |
| &nbsp;&nbsp;&nbsp;Dianjian International Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600% (C)(F) | 303 | 302 |
| &nbsp;&nbsp;&nbsp;Leader Goal International Ltd MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250% (C)(F) | 212 | 212 |
| &nbsp;&nbsp;&nbsp;Meituan  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.050%, 10/28/2030 (A) | 204 | 157 |
| &nbsp;&nbsp;&nbsp;Minmetals Bounteous Finance BVI  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375% (C)(F) | 805 | 773 |
| &nbsp;&nbsp;&nbsp;Powerchina Roadbridge Group British Virgin Islands  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.080% (C)(F) | 285 | 262 |
| &nbsp;&nbsp;&nbsp;Prosus NV MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.061%, 07/13/2031 (B) | 907 | 699 |
| &nbsp;&nbsp;&nbsp;Shimao Group Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 07/15/2026  | 1949 | 356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 01/30/2025  | 1406 | 257 |
| &nbsp;&nbsp;&nbsp;Tencent Holdings Ltd MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.240%, 06/03/2050 (B) | 450 | 284 |
| &nbsp;&nbsp;&nbsp;Wanda Properties International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 01/29/2024  | 600 | 539 |
| &nbsp;&nbsp;&nbsp;Wanda Properties Overseas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 07/23/2023  | 232 | 220 |
|  |  | 34012 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| **Colombia — 5.2%** | **Colombia — 5.2%** |  |
| &nbsp;&nbsp;&nbsp;AI Candelaria Spain (B) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 12/15/2028  | $377 | $357 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 06/15/2033  | 780 | 593 |
| &nbsp;&nbsp;&nbsp;Colombia Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.850%, 06/28/2027  | 5060000 | 919 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 04/20/2033  | $6599 | 6615 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 01/18/2041  | 4040 | 3212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 02/26/2044  | 132 | 97 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 05/15/2049 (A) | 3364 | 2291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/15/2045  | 3397 | 2311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/15/2029  | 843 | 728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 03/21/2023  | 2871000 | 580 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 02/22/2042  | $4490 | 2807 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 05/15/2051 (A) | 1675 | 1002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 02/15/2061  | 1035 | 575 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 04/22/2032  | 1280 | 931 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 04/15/2031  | 332 | 246 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 01/30/2030 (A) | 2886 | 2207 |
| &nbsp;&nbsp;&nbsp;Colombian TES  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 07/24/2024  | 6950100 | 1396 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.250%, 05/28/2042  | 11156000 | 1662 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 09/18/2030  | 4278900 | 663 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 08/26/2026  | 30231300 | 5323 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 10/18/2034  | 20633000 | 2799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 10/26/2050  | 4553000 | 532 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 03/26/2031  | 31499800 | 4582 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 03/26/2031  | 1211900 | 176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 06/30/2032  | 26128900 | 3660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 11/26/2025  | 17313500 | 3055 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 07/09/2036  | 7144600 | 848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 04/28/2028  | 25091300 | 3861 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 11/03/2027  | 29205000 | 4556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 04/18/2029  | 1479600 | 829 |
| &nbsp;&nbsp;&nbsp;Ecopetrol  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 04/29/2030  | $492 | 446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 11/02/2051  | 346 | 233 |
| &nbsp;&nbsp;&nbsp;Empresas Publicas de Medellin ESP (B) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 11/08/2027  | 2351000 | 361 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 09/10/2024  | 3116000 | 574 |
| &nbsp;&nbsp;&nbsp;Financiera de Desarrollo Territorial Findeter  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 08/12/2024 (B) | 1127000 | 210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 08/12/2024  | 884000 | 165 |
| &nbsp;&nbsp;&nbsp;Geopark  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 01/17/2027 (B) | $974 | 837 |
| &nbsp;&nbsp;&nbsp;Gran Tierra Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 05/23/2027 (B) | 293 | 237 |
| &nbsp;&nbsp;&nbsp;Grupo Aval  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 02/04/2030 (B) | 812 | 658 |
| &nbsp;&nbsp;&nbsp;Promigas ESP  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 10/16/2029  | 740 | 602 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**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;SierraCol Energy Andina  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 06/15/2028 (B) | $1237 | $971 |
|  |  | 64707 |
| **Costa Rica — 0.2%** | **Costa Rica — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Costa Rica Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.158%, 03/12/2045  | 387 | 370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 04/04/2044  | 1229 | 1156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 04/04/2044  | 230 | 216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 02/19/2031  | 797 | 774 |
|  |  | 2516 |
| **Czech Republic — 1.9%** | **Czech Republic — 1.9%** |  |
| &nbsp;&nbsp;&nbsp;Czech Republic Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/26/2026  | 72840 | 3288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 12/12/2028  | 11380 | 510 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/30/2030  | 19660 | 858 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 12/04/2036  | 7740 | 315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 07/23/2029  | 80900 | 3085 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 08/25/2028  | 121460 | 4647 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400%, 09/17/2025  | 29490 | 1207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 10/13/2033  | 62050 | 2056 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.950%, 07/30/2037  | 4580 | 140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 06/23/2032  | 18680 | 619 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 04/24/2040  | 27480 | 725 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.200%, 03/13/2031  | 29710 | 970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 06/26/2026  | 46200 | 1764 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.950%, 05/15/2030  | 5750 | 189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 02/10/2027  | 44470 | 1607 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.050%, 11/29/2029  | 49560 | 1548 |
|  |  | 23528 |
| **Dominican Republic — 1.5%** | **Dominican Republic — 1.5%** |  |
| &nbsp;&nbsp;&nbsp;Dominican Republic International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.750%, 06/05/2026  | 19150 | 327 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.450%, 04/30/2044 (B) | $687 | 640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.450%, 04/30/2044  | 2443 | 2274 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.850%, 01/27/2045 (A) | 1386 | 1202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 02/15/2048  | 2764 | 2273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.400%, 06/05/2049 (A) | 1171 | 945 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/22/2033  | 4795 | 4325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/22/2033 (A)(B) | 230 | 208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 04/18/2024 (B) | 47 | 47 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 01/30/2060  | 3002 | 2198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 01/21/2041 (A) | 2947 | 2274 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/30/2030  | 1723 | 1467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/30/2030 (A)(B) | 206 | 175 |
|  |  | 18355 |
| **Ecuador — 1.1%** | **Ecuador — 1.1%** |  |
| &nbsp;&nbsp;&nbsp;Ecuador Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.699%, 07/31/2030 (B)(E) | 1613 | 630 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 07/31/2030 (B)(D) | 1815 | 1166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 07/31/2030 (D) | 1422 | 914 |

---

---

| | | |
|:---|:---|:---|
| 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;2.500%, 07/31/2035 (B)(D) | $6955 | $3197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/31/2035 (D) | 12640 | 5811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 07/31/2040 (B)(D) | 2886 | 1178 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 07/31/2040 (A)(D) | 2636 | 1076 |
|  |  | 13972 |
| **Egypt — 2.2%** | **Egypt — 2.2%** |  |
| &nbsp;&nbsp;&nbsp;Egypt Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.664%, 10/06/2030  | 4750 | 161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.556%, 10/13/2027  | 11537 | 406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.382%, 01/12/2031  | 4531 | 151 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.292%, 01/05/2028  | 19000 | 659 |
| &nbsp;&nbsp;&nbsp;Egypt Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16.100%, 05/07/2029  | 14920 | 545 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875%, 05/29/2050  | $2820 | 1901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875%, 05/29/2050 (B) | 2766 | 1865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.700%, 03/01/2049 (A) | 1190 | 792 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.700%, 03/01/2049 (B) | 869 | 578 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.903%, 02/21/2048  | 854 | 538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.903%, 02/21/2048 (B) | 290 | 183 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 05/29/2032 (B) | 2092 | 1545 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 05/29/2032 (A) | 3489 | 2577 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.588%, 02/21/2028 (B) | 429 | 349 |
| &nbsp;&nbsp;&nbsp;Egypt Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 01/31/2047  | 2691 | 1789 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 01/31/2047 (B) | 1435 | 954 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.150%, 11/20/2059  | 539 | 352 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.600%, 03/01/2029 (B) | 583 | 474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.600%, 03/01/2029  | 200 | 162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 01/31/2027  | 472 | 422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 02/16/2061 (B) | 658 | 405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.300%, 09/30/2033 (B) | 1959 | 1386 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.300%, 09/30/2033  | 2160 | 1528 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.053%, 01/15/2032 (B) | 1152 | 840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 04/11/2031  | 2720 | 2011 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 04/11/2031 (B) | 1327 | 981 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 09/30/2027 (A) | $685 | 565 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 09/30/2027 (A)(B) | 498 | 411 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 04/16/2030 (A) | 732 | 540 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 04/11/2025  | 457 | 434 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 04/11/2025 (B) | 443 | 421 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 04/16/2026  | 867 | 767 |
|  |  | 26692 |
| **El Salvador — 0.4%** | **El Salvador — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;El Salvador Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.500%, 07/15/2052  | $7191 | 3145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.625%, 02/28/2029  | 1431 | 625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 04/10/2032  | 297 | 130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 02/01/2041 (B) | 545 | 210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 01/20/2050  | 640 | 247 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 01/18/2027 (B) | 838 | 367 |
|  |  | 4724 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**Emerging Markets Debt Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| **Ethiopia — 0.0%** | **Ethiopia — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Ethiopia International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 12/11/2024 (B) | $477 | $295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 12/11/2024 (A) | 400 | 247 |
|  |  | 542 |
| **Gabon — 0.1%** | **Gabon — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Gabon Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 11/24/2031 (B) | 1261 | 1031 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 02/06/2031 (A) | 240 | 196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 12/12/2024 (B) | 481 | 450 |
|  |  | 1677 |
| **Georgia — 0.0%** | **Georgia — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Georgia Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 04/22/2026  | 280 | 253 |
| &nbsp;&nbsp;&nbsp;Georgian Railway JSC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 06/17/2028 (B) | 209 | 183 |
|  |  | 436 |
| **Ghana — 0.7%** | **Ghana — 0.7%** |  |
| &nbsp;&nbsp;&nbsp;Ghana Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.750%, 10/14/2030 (B) | 1055 | 737 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.750%, 10/14/2030 (A) | 5024 | 3508 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875%, 05/07/2042  | 1286 | 452 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 03/11/2061  | 693 | 240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.625%, 04/07/2034  | 3190 | 1136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 02/11/2035  | 1101 | 390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 04/07/2029  | 870 | 318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 05/16/2029  | 2188 | 805 |
| &nbsp;&nbsp;&nbsp;Republic of Ghana Government Bonds  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20.750%, 03/06/2023  | 1920 | 183 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19.250%, 12/18/2023  | 4011 | 332 |
| &nbsp;&nbsp;&nbsp;Tullow Oil (B) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.250%, 05/15/2026  | $351 | 282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 03/01/2025 (A) | 1241 | 749 |
|  |  | 9132 |
| **Guatemala — 0.5%** | **Guatemala — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;CT Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 02/03/2032 (A)(B) | 962 | 845 |
| &nbsp;&nbsp;&nbsp;Guatemala Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 04/24/2032  | 540 | 529 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 08/10/2029  | 1450 | 1392 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 08/10/2029 (A)(B) | 701 | 673 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 06/01/2030  | 1385 | 1308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 10/07/2041  | 449 | 361 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/03/2026  | 185 | 178 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 10/07/2033  | 700 | 576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 10/07/2033 (B) | 226 | 186 |
| &nbsp;&nbsp;&nbsp;Millicom International Cellular (B) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 03/25/2029  | 288 | 275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 01/15/2028  | 508 | 472 |
|  |  | 6795 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| **Honduras — 0.1%** | **Honduras — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Honduras Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 01/19/2027  | $416 | $366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 06/24/2030 (A) | 1281 | 1025 |
|  |  | 1391 |
| **Hong Kong — 0.1%** | **Hong Kong — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;NWD  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 07/18/2029  | 757 | 615 |
| **Hungary — 1.0%** | **Hungary — 1.0%** |  |
| &nbsp;&nbsp;&nbsp;Hungary Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 11/24/2032  | 538140 | 1037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/23/2028  | 1275500 | 2630 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/27/2032  | 354560 | 677 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/27/2038  | 410390 | 578 |
| &nbsp;&nbsp;&nbsp;Hungary Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 06/16/2029 (B) | $378 | 361 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 06/16/2031  | 759 | 729 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 09/21/2051 (A) | $3779 | 2269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 09/21/2051 (B) | 299 | 180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 09/22/2031  | 1438 | 1065 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 09/22/2031 (B) | 1179 | 873 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 06/05/2035  | 1812 | 1267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 11/17/2050 (A) | 552 | 291 |
|  |  | 11957 |
| **India — 0.5%** | **India — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;Adani Electricity Mumbai  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.949%, 02/12/2030 (B) | $540 | 409 |
| &nbsp;&nbsp;&nbsp;Export-Import Bank of India MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 01/15/2030  | 1060 | 917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 01/13/2031  | 615 | 483 |
| &nbsp;&nbsp;&nbsp;Greenko Power II  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 12/13/2028  | 500 | 418 |
| &nbsp;&nbsp;&nbsp;Network i2i  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.650%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.277% (B)(C)(F) | 260 | 248 |
| &nbsp;&nbsp;&nbsp;Power Finance MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 04/23/2030 (B) | 569 | 498 |
| &nbsp;&nbsp;&nbsp;Reliance Industries (B) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 01/12/2052  | 671 | 440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 01/12/2032  | 800 | 649 |
| &nbsp;&nbsp;&nbsp;UPL  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 06/16/2030  | 950 | 740 |
| &nbsp;&nbsp;&nbsp;Vedanta Resources  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 05/31/2023  | 200 | 187 |
| &nbsp;&nbsp;&nbsp;Vedanta Resources Finance II  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.875%, 01/21/2024 (B) | 286 | 249 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.950%, 03/11/2025  | 540 | 367 |
|  |  | 5605 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**Emerging Markets Debt Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| **Indonesia — 6.5%** | **Indonesia — 6.5%** |  |
| &nbsp;&nbsp;&nbsp;Freeport Indonesia  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.200%, 04/14/2052 (B) | $662 | $578 |
| &nbsp;&nbsp;&nbsp;Freeport Indonesia MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.315%, 04/14/2032 (B) | 1099 | 1008 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.315%, 04/14/2032  | 641 | 588 |
| &nbsp;&nbsp;&nbsp;Indonesia Asahan Aluminium Persero (B) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 05/15/2050  | 1165 | 977 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.710%, 11/15/2023  | 618 | 618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 05/15/2025  | 240 | 236 |
| &nbsp;&nbsp;&nbsp;Indonesia Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 10/12/2035  | 1265 | 1597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/11/2029  | 119 | 119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 09/20/2032  | 464 | 454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 03/31/2052  | 311 | 263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 09/20/2027  | 372 | 365 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 03/31/2032  | 249 | 224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/11/2028  | 1859 | 1764 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.050%, 03/12/2051 (A) | 1187 | 852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 02/14/2030  | 2929 | 2600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.150%, 07/28/2031  | 2059 | 1704 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.400%, 10/30/2031  | 641 | 532 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.300%, 03/23/2034  | 743 | 570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.100%, 03/12/2033  | 690 | 535 |
| &nbsp;&nbsp;&nbsp;Indonesia Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 01/17/2042  | $3260 | 3189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 01/15/2045  | 333 | 321 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 04/15/2043  | 698 | 629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 06/14/2028  | 1057 | 1093 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.000%, 03/15/2029  | 36550000 | 2613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 05/15/2031  | 47748000 | 3418 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 03/15/2024  | 20173000 | 1338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 03/15/2034  | 63445000 | 4459 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 04/15/2039  | 44180000 | 3139 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 05/15/2029  | 34660000 | 2397 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 06/15/2032  | 12030000 | 837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 05/15/2036  | 74289000 | 5203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.125%, 05/15/2024  | 73060000 | 4840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 08/15/2032  | 26770000 | 1779 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 06/15/2035  | 17596000 | 1164 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 05/15/2038  | 24494000 | 1619 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 04/15/2040  | 30705000 | 2026 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 06/15/2042  | 12000000 | 772 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 06/15/2043  | 34766000 | 2233 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 05/15/2027  | 28700000 | 1887 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 09/15/2030  | 22578000 | 1464 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 02/15/2033  | 17009000 | 1094 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 08/15/2051  | 28231000 | 1730 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 06/15/2025  | 5895000 | 382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 02/15/2031  | 28458000 | 1774 |

---

---

| | | |
|:---|:---|:---|
| 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;6.375%, 08/15/2028  | 46052000 | $2926 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 04/15/2032  | 45027000 | 2782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 07/15/2037  | 1500000 | 93 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 04/15/2027  | 19322000 | 1194 |
| &nbsp;&nbsp;&nbsp;Medco Bell Pte  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 01/30/2027 (B) | $466 | 420 |
| &nbsp;&nbsp;&nbsp;Minejesa Capital BV (B) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 08/10/2037  | 995 | 775 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 08/10/2030  | 386 | 338 |
| &nbsp;&nbsp;&nbsp;Pertamina Persero MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 07/30/2029 (B) | 1035 | 947 |
| &nbsp;&nbsp;&nbsp;Perusahaan Listrik Negara  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 11/05/2031 (B) | 891 | 678 |
| &nbsp;&nbsp;&nbsp;Perusahaan Listrik Negara MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.150%, 05/21/2048  | $740 | 703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.150%, 05/21/2048 (B) | 657 | 624 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 02/05/2050 (B) | 265 | 198 |
| &nbsp;&nbsp;&nbsp;Perusahaan Penerbit SBSN Indonesia III  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 06/06/2032  | 355 | 349 |
| &nbsp;&nbsp;&nbsp;Perusahaan Perseroan Persero Perusahaan Listrik Negara  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 07/17/2049 (A) | 311 | 245 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 11/05/2031  | 250 | 190 |
| &nbsp;&nbsp;&nbsp;Perusahaan Perseroan Persero Perusahaan Listrik Negara MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 05/15/2047  | $480 | 405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 02/05/2030  | 750 | 636 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/30/2030 (A) | 565 | 463 |
|  |  | 80950 |
| **Iraq — 0.2%** | **Iraq — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Iraq International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 01/15/2028  | 1713 | 1576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 01/15/2028  | 859 | 790 |
|  |  | 2366 |
| **Israel — 0.6%** | **Israel — 0.6%** |  |
| &nbsp;&nbsp;&nbsp;Bank Leumi Le-Israel  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.275%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.631%, 01/29/2031 (B)(C) | 431 | 381 |
| &nbsp;&nbsp;&nbsp;Israel Government Bond - Fixed  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.300%, 04/30/2032  | 22098 | 5204 |
| &nbsp;&nbsp;&nbsp;Leviathan Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 06/30/2030 (A)(B) | $394 | 371 |
| &nbsp;&nbsp;&nbsp;State of Israel  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/03/2120  | 1199 | 1049 |
|  |  | 7005 |
| **Ivory Coast — 0.6%** | **Ivory Coast — 0.6%** |  |
| &nbsp;&nbsp;&nbsp;Ivory Coast Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 10/17/2040  | 1619 | 1294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 03/22/2048 (B) | 1115 | 835 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 03/22/2048  | 795 | 596 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**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;6.625%, 03/22/2048  | 3715 | $2784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 10/17/2031 (B) | 205 | 183 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 03/22/2030  | 1583 | 1421 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 01/30/2032  | 370 | 311 |
|  |  | 7424 |
| **Jordan — 0.2%** | **Jordan — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Jordan Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 01/15/2028 (A)(B) | $418 | 422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 10/10/2047 (A) | 667 | 571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 10/10/2047 (B) | 228 | 195 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 07/07/2030 (B) | 559 | 500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 07/07/2030 (A) | 505 | 451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 07/07/2025  | 270 | 259 |
|  |  | 2398 |
| **Kazakhstan — 1.2%** | **Kazakhstan — 1.2%** |  |
| &nbsp;&nbsp;&nbsp;Development Bank of Kazakhstan JSC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 05/06/2031 (B) | 465 | 367 |
| &nbsp;&nbsp;&nbsp;Kazakhstan Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 10/14/2044 (B) | 1020 | 909 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 10/14/2044 (A) | 2204 | 1965 |
| &nbsp;&nbsp;&nbsp;Kazakhstan Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 07/21/2045 (B) | 1765 | 1830 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 09/30/2034  | 1759 | 1384 |
| &nbsp;&nbsp;&nbsp;KazMunayGas National JSC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 10/24/2048 (B) | $720 | 592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 10/24/2048  | 200 | 164 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 04/19/2047 (B) | 2292 | 1772 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 04/19/2047 (A) | 63 | 49 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 04/24/2030 (B) | 984 | 879 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 04/24/2030 (A) | 2485 | 2220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/14/2033  | 1818 | 1347 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/14/2033 (B) | 212 | 157 |
| &nbsp;&nbsp;&nbsp;KazTransGas JSC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 09/26/2027  | 815 | 735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 09/26/2027 (B) | 165 | 149 |
| &nbsp;&nbsp;&nbsp;Tengizchevroil Finance International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 08/15/2030 (B) | 450 | 318 |
|  |  | 14837 |
| **Kenya — 0.4%** | **Kenya — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;Kenya Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 02/28/2048  | 801 | 619 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 05/22/2032 (A) | 1548 | 1318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 05/22/2032 (B) | 301 | 256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 05/22/2027 (A) | 1914 | 1709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 05/22/2027 (B) | 493 | 440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 06/24/2024 (B) | 662 | 607 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 06/24/2024  | 200 | 184 |
|  |  | 5133 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| **Kuwait — 0.1%** | **Kuwait — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Meglobal Canada ULC MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 05/18/2030 (B) | $222 | $223 |
| &nbsp;&nbsp;&nbsp;NBK SPC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625%, U.S. SOFR + 1.050%, 09/15/2027 (B)(C) | 680 | 597 |
| &nbsp;&nbsp;&nbsp;NBK Tier 1 Financing 2  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, CMTUSD6Y + 2.832% (B)(C)(F) | 513 | 470 |
|  |  | 1290 |
| **Lebanon — 0.3%** | **Lebanon — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;Lebanon Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 05/17/2034 (G) | 7412 | 428 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.200%, 05/17/2033 (G) | 2700 | 156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.850%, 03/23/2027 (G) | 742 | 43 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 11/29/2027 (G) | 1123 | 64 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.650%, 04/22/2024 (G) | 2250 | 130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/27/2023 (G) | 560 | 32 |
| &nbsp;&nbsp;&nbsp;Lebanon Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 12/31/2023 (G) | 8178 | 468 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 03/20/2028 (G) | 2048 | 118 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.850%, 05/25/2029 (G) | 1996 | 115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.650%, 11/03/2028 (G) | 2310 | 133 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.650%, 02/26/2030 (G) | 3095 | 177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.600%, 11/27/2026 (G) | 1613 | 93 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.400%, 05/26/2023 (G) | 2649 | 152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 12/31/2023 (G) | 5489 | 319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.150%, 12/31/2023 (G) | 2616 | 150 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.100%, 10/04/2022 (G) | 9077 | 520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.100%, 10/04/2022 (G) | 569 | 32 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 04/14/2023 (G) | 2787 | 160 |
|  |  | 3290 |
| **Macau — 0.0%** | **Macau — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Studio City Finance (B) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 01/15/2028  | 371 | 288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 07/15/2025  | 87 | 75 |
|  |  | 363 |
| **Malaysia — 6.5%** | **Malaysia — 6.5%** |  |
| &nbsp;&nbsp;&nbsp;1MDB Global Investments  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 03/09/2023  | 3600 | 3524 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 03/09/2023  | 6400 | 6266 |
| &nbsp;&nbsp;&nbsp;Malaysia Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.248%, 09/15/2028  | 3617 | 873 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.935%, 09/30/2043  | 2200 | 530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.921%, 07/06/2048  | 3070 | 726 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.762%, 04/07/2037  | 1000 | 238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.696%, 10/15/2042  | 2200 | 519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.642%, 11/07/2033  | 500 | 118 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.504%, 04/30/2029  | 2500 | 583 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.392%, 04/15/2026  | 3480 | 805 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**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;4.254%, 05/31/2035  | 16524 | $3765 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.232%, 06/30/2031  | 1200 | 276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.181%, 07/15/2024  | 4186 | 956 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.065%, 06/15/2050  | 3119 | 646 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.059%, 09/30/2024  | 7200 | 1643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.955%, 09/15/2025  | 35156 | 8020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.906%, 07/15/2026  | 17274 | 3936 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 11/30/2026  | 4085 | 930 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.899%, 11/16/2027  | 12332 | 2804 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.885%, 08/15/2029  | 11247 | 2535 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.882%, 03/14/2025  | 26322 | 6002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.828%, 07/05/2034  | 32019 | 7037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 08/17/2023  | 13526 | 3075 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.757%, 04/20/2023  | 1500 | 341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.757%, 05/22/2040  | 19430 | 4073 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.733%, 06/15/2028  | 22341 | 5011 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.582%, 07/15/2032  | 4937 | 1076 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.502%, 05/31/2027  | 8086 | 1808 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.480%, 03/15/2023  | 4136 | 939 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.478%, 06/14/2024  | 4234 | 958 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.632%, 04/15/2031  | 18547 | 3797 |
| &nbsp;&nbsp;&nbsp;Malaysia Government Investment Issue  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.369%, 10/31/2028  | 1200 | 277 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.119%, 11/30/2034  | 1248 | 279 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.070%, 09/30/2026  | 6500 | 1485 |
| &nbsp;&nbsp;&nbsp;Malaysia Wakala Sukuk  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.070%, 04/28/2031  | $1230 | 1039 |
| &nbsp;&nbsp;&nbsp;Petronas Capital MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 04/21/2050  | 1401 | 1247 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/21/2030  | 405 | 369 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.480%, 01/28/2032  | 1724 | 1424 |
|  |  | 79930 |
| **Mexico — 9.9%** | **Mexico — 9.9%** |  |
| &nbsp;&nbsp;&nbsp;Alpek SAB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 09/18/2029 (B) | 653 | 593 |
| &nbsp;&nbsp;&nbsp;America Movil  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 12/09/2024  | 18110 | 864 |
| &nbsp;&nbsp;&nbsp;Banco Mercantil del Norte (B)(F) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, US Treas Yield Curve Rate T Note Const Mat 10 Yr + 5.470% (C) | $476 | 436 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.967% (C) | 609 | 594 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.643% (C) | 417 | 371 |
| &nbsp;&nbsp;&nbsp;Banco Nacional de Comercio Exterior SNC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.720%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 2.000%, 08/11/2031 (B)(C) | 991 | 827 |
| &nbsp;&nbsp;&nbsp;Cemex (B) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450%, 11/19/2029  | 750 | 720 |

---

---

| | | |
|:---|:---|:---|
| 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;5.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.534% (C)(F) | $200 | $185 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 07/11/2031 (A) | 572 | 483 |
| &nbsp;&nbsp;&nbsp;Comision Federal de Electricidad  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.350%, 11/25/2025  | 39785 | 1884 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.264%, 02/15/2052 (B) | $263 | 207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/23/2027 (B) | 258 | 241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.688%, 05/15/2029 (B) | 1872 | 1656 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 07/26/2033  | 720 | 545 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.348%, 02/09/2031 (B) | 391 | 305 |
| &nbsp;&nbsp;&nbsp;FEL Energy VI Sarl  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 12/01/2040 (B) | 178 | 152 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 11/07/2047  | 65574 | 3000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 11/13/2042  | 104917 | 4698 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 06/03/2027  | 168348 | 8142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 03/05/2026  | 57733 | 2680 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 03/06/2025  | 19109 | 889 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos, Ser M20  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 12/05/2024  | 122394 | 6295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 05/31/2029  | 109983 | 5487 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 05/29/2031  | 336259 | 15967 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos, Ser M30  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 11/18/2038  | 126743 | 6153 |
| &nbsp;&nbsp;&nbsp;Mexican Udibonos  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 12/04/2025  | 137940 | 7037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 11/30/2028  | 97935 | 4955 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 11/16/2023  | 72009 | 3614 |
| &nbsp;&nbsp;&nbsp;Mexico City Airport Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 07/31/2047 (B) | $715 | 550 |
| &nbsp;&nbsp;&nbsp;Mexico Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 05/19/2033  | 492 | 452 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 04/27/2032  | 1230 | 1152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 02/10/2048 (A) | 394 | 304 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.280%, 08/14/2041  | 676 | 521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.771%, 05/24/2061 (A) | 999 | 631 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/19/2071  | 1228 | 762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/12/2034  | 203 | 162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.659%, 05/24/2031 (A) | 3651 | 2945 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 02/11/2030  | 800 | 747 |
| &nbsp;&nbsp;&nbsp;Mexico Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 10/12/2110 (A) | $2756 | 2318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/08/2044  | 386 | 311 |
| &nbsp;&nbsp;&nbsp;Minera Mexico  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/26/2050 (B) | 627 | 473 |
| &nbsp;&nbsp;&nbsp;Petroleos Mexicanos  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.690%, 01/23/2050  | 7209 | 4988 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.690%, 01/23/2050 (B) | 427 | 295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.470%, 11/12/2026  | 15660 | 683 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.190%, 09/12/2024 (A) | 45182 | 2145 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**Emerging Markets Debt 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;6.950%, 01/28/2060 (B) | $| 308 | $195 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.950%, 01/28/2060  |  | 359 | 227 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.700%, 02/16/2032 (B) |  | 183 | 144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.700%, 02/16/2032  |  | 8393 | 6590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 06/15/2035 (A) |  | 4683 | 3397 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 01/23/2029  |  | 955 | 817 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 01/23/2029 (A)(B) |  | 785 | 672 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 06/02/2041  |  | 279 | 181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 01/23/2045  |  | 710 | 440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350%, 02/12/2048  |  | 370 | 226 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350%, 02/12/2048  |  | 678 | 414 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350%, 02/12/2048 (B) |  | 430 | 263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 01/28/2031 (B) |  | 540 | 409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 01/28/2031  |  | 1490 | 1128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350%, 02/12/2028 (B) |  | 279 | 235 |
| &nbsp;&nbsp;&nbsp;Petroleos Mexicanos MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 06/02/2029  |  | 1862 | 1746 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 09/21/2047  |  | 3197 | 2040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 09/21/2047  |  | 553 | 353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 02/21/2028  | EUR | 755 | 657 |
| &nbsp;&nbsp;&nbsp;Poinsettia Finance  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 06/17/2031  | $| 5230 | 4419 |
|  |  |  | 122972 |
| **Mongolia — 0.4%** | **Mongolia — 0.4%** | **Mongolia — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;Development Bank of Mongolia  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 10/23/2023 (B) |  | 784 | 694 |
| &nbsp;&nbsp;&nbsp;Mongolia Government International Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 04/07/2026  |  | 781 | 668 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 07/07/2027  |  | 1351 | 1077 |
| &nbsp;&nbsp;&nbsp;Mongolia Government International Bond MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 03/09/2024  |  | 2651 | 2552 |
|  |  |  | 4991 |
| **Morocco — 0.1%** | **Morocco — 0.1%** | **Morocco — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Morocco Government International Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 12/11/2042  |  | 200 | 171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/15/2050  |  | 673 | 460 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/15/2032 (A) |  | 1017 | 808 |
|  |  |  | 1439 |
| **Mozambique — 0.1%** | **Mozambique — 0.1%** | **Mozambique — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Mozambique International Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/15/2031 (B)(D) |  | 1356 | 1031 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/15/2031 (D) |  | 200 | 152 |
|  |  |  | 1183 |
| **Nigeria — 0.8%** | **Nigeria — 0.8%** | **Nigeria — 0.8%** |  |
| &nbsp;&nbsp;&nbsp;IHS Netherlands Holdco  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 09/18/2027 (B) |  | 299 | 262 |
| &nbsp;&nbsp;&nbsp;Nigeria Government International Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.248%, 01/21/2049 (A) |  | 322 | 240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 02/16/2032  |  | 923 | 694 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;7.696%, 02/23/2038  | $| 1811 | $1227 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.696%, 02/23/2038 (B) |  | 601 | 407 |
| &nbsp;&nbsp;&nbsp;Nigeria Government International Bond MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 03/24/2029  |  | 1976 | 1635 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 03/24/2029 (A)(B) |  | 1261 | 1044 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 09/28/2051 (B) |  | 903 | 601 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 11/28/2047 (B) |  | 1461 | 937 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 09/28/2033 (B) |  | 1039 | 738 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 09/28/2033  |  | 2953 | 2098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 11/28/2027 (B) |  | 287 | 231 |
|  |  |  | 10114 |
| **Oman — 0.8%** | **Oman — 0.8%** | **Oman — 0.8%** |  |
| &nbsp;&nbsp;&nbsp;Oman Government International Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 01/25/2051 (A) |  | 1199 | 1157 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 10/28/2027  |  | 3535 | 3658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 01/17/2048 (A) |  | 3769 | 3526 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 01/25/2031 (A) |  | 1188 | 1195 |
|  |  |  | 9536 |
| **Pakistan — 0.3%** | **Pakistan — 0.3%** | **Pakistan — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;Pakistan Government International Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 09/30/2025  |  | 1000 | 479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 03/31/2036  |  | 200 | 70 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 12/05/2027  |  | 319 | 123 |
| &nbsp;&nbsp;&nbsp;Pakistan Government International Bond MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875%, 04/08/2051  |  | 805 | 276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 04/08/2031  |  | 2780 | 973 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 04/08/2026 (B) |  | 3033 | 1198 |
|  |  |  | 3119 |
| **Panama — 1.4%** | **Panama — 1.4%** | **Panama — 1.4%** |  |
| &nbsp;&nbsp;&nbsp;Aeropuerto Internacional de Tocumen  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 08/11/2061 (B) |  | 311 | 254 |
| &nbsp;&nbsp;&nbsp;AES Panama Generation Holdings SRL  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 05/31/2030 (B) |  | 492 | 427 |
| &nbsp;&nbsp;&nbsp;Banco Nacional de Panama  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 08/11/2030 (A)(B) |  | 791 | 634 |
| &nbsp;&nbsp;&nbsp;Empresa de Transmision Electrica  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 05/02/2049 (B) |  | 635 | 512 |
| &nbsp;&nbsp;&nbsp;Panama Government International Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.375%, 04/01/2029  |  | 514 | 610 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.125%, 04/28/2034  |  | 478 | 570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.400%, 02/14/2035  |  | 3396 | 3445 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/16/2050  |  | 735 | 554 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/01/2056  |  | 2043 | 1489 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/19/2063  |  | 2551 | 1796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 04/29/2053  |  | 200 | 144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.870%, 07/23/2060  |  | 1952 | 1257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 03/16/2025  |  | 600 | 580 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.160%, 01/23/2030 (A) |  | 165 | 142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.252%, 09/29/2032 (A) |  | 5260 | 3895 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**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;Republic of Panama  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.700%, 01/26/2036  | $520 | $542 |
| &nbsp;&nbsp;&nbsp;Telecomunicaciones Digitales  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/30/2030 (B) | 208 | 187 |
|  |  | 17038 |
| **Papua New Guinea — 0.0%** | **Papua New Guinea — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Papua New Guinea Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 10/04/2028  | 282 | 245 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 10/04/2028 (B) | 275 | 238 |
|  |  | 483 |
| **Paraguay — 0.4%** | **Paraguay — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;Bioceanico Sovereign Certificate Ltd  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 06/05/2034 (E) | 1605 | 1102 |
| &nbsp;&nbsp;&nbsp;Paraguay Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.100%, 08/11/2044  | 1260 | 1211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 03/13/2048  | 903 | 787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 03/30/2050  | 571 | 492 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 04/28/2031  | 880 | 850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.739%, 01/29/2033  | 874 | 700 |
|  |  | 5142 |
| **Peru — 2.5%** | **Peru — 2.5%** |  |
| &nbsp;&nbsp;&nbsp;Atlantica Transmision Sur  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 04/30/2043 (B) | 259 | 234 |
| &nbsp;&nbsp;&nbsp;Fondo MIVIVIENDA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 02/14/2024 (B) | 3704 | 947 |
| &nbsp;&nbsp;&nbsp;Kallpa Generacion (B) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 05/24/2026  | $263 | 253 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 08/16/2027  | 936 | 858 |
| &nbsp;&nbsp;&nbsp;Peru Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.950%, 08/12/2031  | 2670 | 659 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350%, 08/12/2040  | 2134 | 415 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 09/12/2023  | 800 | 208 |
| &nbsp;&nbsp;&nbsp;Peruvian Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 11/21/2033 (A) | $490 | 595 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.200%, 08/12/2026  | 15 | 4 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.200%, 08/12/2026  | 2240 | 614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.900%, 08/12/2037  | 1171 | 274 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.900%, 08/12/2037  | 3326 | 779 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.850%, 02/12/2042  | 613 | 141 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350%, 08/12/2028  | 1880 | 468 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.150%, 08/12/2032  | 13548 | 3117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.940%, 02/12/2029  | 5290 | 1270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 08/12/2024 (B) | 4932 | 1274 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 08/12/2034  | 1243 | 261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 08/12/2034  | 9457 | 1982 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 03/01/2030  | 200 | 198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 03/10/2051  | $602 | 428 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.230%, 07/28/2121  | 2105 | 1222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 01/15/2034 (A) | 1768 | 1393 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.783%, 01/23/2031  | 4917 | 4068 |

---

---

| | | |
|:---|:---|:---|
| 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;1.950%, 11/17/2036  | 1550 | $1132 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 03/11/2033  | 2088 | 1545 |
| &nbsp;&nbsp;&nbsp;Petroleos del Peru  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 06/19/2047  | $6793 | 4439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 06/19/2047 (B) | 812 | 531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 06/19/2032 (B) | 1201 | 928 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 06/19/2032  | 754 | 583 |
|  |  | 30820 |
| **Philippines — 0.6%** | **Philippines — 0.6%** |  |
| &nbsp;&nbsp;&nbsp;Philippine Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 10/23/2034  | 200 | 221 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.609%, 04/13/2033  | 210 | 222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.170%, 10/13/2027  | 499 | 512 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 07/06/2046  | 347 | 253 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/01/2028  | 271 | 252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.950%, 01/06/2032  | 5087 | 4127 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 04/28/2041  | 402 | 292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.648%, 06/10/2031  | $1728 | 1379 |
|  |  | 7258 |
| **Poland — 3.6%** | **Poland — 3.6%** |  |
| &nbsp;&nbsp;&nbsp;Republic of Poland Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 07/25/2028  | 9759 | 2289 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 05/25/2027  | 16154 | 3241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 07/25/2025  | 8670 | 1813 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 04/25/2028  | 22021 | 4113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 10/25/2029  | 29551 | 5224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/25/2026  | 50358 | 9887 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/25/2027  | 10957 | 2080 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 04/25/2032 (A) | 37016 | 5534 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 10/25/2030  | 28152 | 4307 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 10/25/2026  | 6870 | 1222 |
| &nbsp;&nbsp;&nbsp;Republic of Poland Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 11/16/2032  | $3601 | 3832 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 11/16/2027  | 1155 | 1185 |
|  |  | 44727 |
| **Qatar — 1.4%** | **Qatar — 1.4%** |  |
| &nbsp;&nbsp;&nbsp;Ooredoo International Finance MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 04/08/2031 (B) | 363 | 312 |
| &nbsp;&nbsp;&nbsp;Qatar Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.103%, 04/23/2048  | 567 | 569 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.817%, 03/14/2049  | 2837 | 2759 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.817%, 03/14/2049 (A)(B) | 1863 | 1812 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 04/16/2050 (A)(B) | 1150 | 1052 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 04/16/2050 (A) | 2865 | 2621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/14/2029 (B) | 759 | 746 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 04/23/2023  | 239 | 238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/16/2030 (A) | 2744 | 2655 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 03/14/2024  | 936 | 917 |
| &nbsp;&nbsp;&nbsp;QatarEnergy Trading  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 07/12/2051 (B) | 234 | 172 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**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;3.125%, 07/12/2041 (B) | $292 | $224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 07/12/2031 (B) | 705 | 583 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 07/12/2031  | 2491 | 2061 |
|  |  | 16721 |
| **Romania — 3.1%** | **Romania — 3.1%** |  |
| &nbsp;&nbsp;&nbsp;Romania Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 09/29/2032  | 10420 | 2251 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.700%, 02/25/2032  | 24775 | 4853 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 07/25/2029  | 13525 | 2443 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 10/11/2034  | 2535 | 395 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 01/26/2028  | 2145 | 394 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 10/24/2030  | 2875 | 485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 07/28/2025  | 12120 | 2397 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 09/24/2031  | 5510 | 881 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 06/24/2026  | 3585 | 673 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/25/2027  | 20235 | 3464 |
| &nbsp;&nbsp;&nbsp;Romanian Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 11/25/2027 (B) | $740 | 710 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 06/15/2048  | 244 | 193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/12/2029  | 13270 | 2460 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 02/14/2051  | $1774 | 1174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 03/27/2032 (B) | 1168 | 928 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.624%, 05/26/2030  | 409 | 356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/27/2027 (B) | $394 | 348 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 04/14/2041 (B) | 2422 | 1446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 12/02/2040 (B) | 1164 | 691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 04/14/2033 (B) | 179 | 122 |
| &nbsp;&nbsp;&nbsp;Romanian Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 04/03/2049 (A) | 1242 | 956 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 03/11/2039  | 1057 | 803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 10/29/2035  | 1700 | 1334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 02/07/2034  | 2450 | 1948 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 02/08/2038 (B) | 1163 | 836 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 01/28/2050  | 2100 | 1288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 01/28/2050 (B) | 1085 | 665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 05/26/2028 (A) | 261 | 241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 04/13/2042  | 675 | 402 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 04/13/2042 (B) | 260 | 155 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/08/2030 (B) | 657 | 541 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 03/07/2028  | 715 | 635 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.124%, 07/16/2031  | 471 | 345 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 01/28/2032  | 960 | 681 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 04/14/2033  | 1665 | 1135 |
|  |  | 38629 |
| **Russia — 0.2%** | **Russia — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Russian Federal Bond - OFZ  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.150%, 02/03/2027  | 87350 | 323 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.050%, 01/19/2028  | 271518 | 1004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 07/30/2036  | 86250 | 319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.900%, 07/23/2031  | 32372 | 120 |

---

---

| | | |
|:---|:---|:---|
| 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;6.700%, 03/14/2029  | 35842 | $133 |
| &nbsp;&nbsp;&nbsp;Russian Foreign Bond - Eurobond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 03/31/2030  | $– |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 03/21/2029  | 3000 | 780 |
| &nbsp;&nbsp;&nbsp;Vnesheconombank Via VEB Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.800%, 11/22/2025  | 580 | 31 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.800%, 11/22/2025 (B) | 150 | 7 |
|  |  | 2717 |
| **Saudi Arabia — 1.6%** | **Saudi Arabia — 1.6%** |  |
| &nbsp;&nbsp;&nbsp;EIG Pearl Holdings Sarl (B) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.387%, 11/30/2046  | 822 | 631 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.545%, 08/31/2036  | 657 | 550 |
| &nbsp;&nbsp;&nbsp;Global Sukuk  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.602%, 06/17/2026 (A) | 847 | 756 |
| &nbsp;&nbsp;&nbsp;Saudi Arabian Oil MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/16/2039 (B) | 920 | 821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/16/2039 (A) | 160 | 143 |
| &nbsp;&nbsp;&nbsp;Saudi Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 10/25/2032 (B) | 1927 | 2036 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 01/16/2050 (A) | 680 | 667 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 04/16/2029  | 3970 | 3918 |
| &nbsp;&nbsp;&nbsp;Saudi Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 04/17/2049 (B) | 724 | 681 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 10/04/2047 (B) | 2683 | 2397 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 10/26/2046  | 1865 | 1653 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 01/21/2055 (B) | 748 | 589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 02/02/2061  | 599 | 428 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 11/17/2051 (A)(B) | 1380 | 994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 03/04/2023 (A) | 1341 | 1334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 02/02/2033 (B) | 2776 | 2251 |
|  |  | 19849 |
| **Senegal — 0.1%** | **Senegal — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Senegal Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 03/13/2048  | 952 | 669 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/13/2028  | 827 | 759 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/13/2028 (B) | 113 | 104 |
|  |  | 1532 |
| **Serbia — 0.3%** | **Serbia — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;Serbia International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 05/15/2027  | 320 | 293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 12/01/2030 (A) | $400 | 287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 03/03/2033  | 270 | 174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 06/26/2029  | 2863 | 2184 |
| &nbsp;&nbsp;&nbsp;Serbia International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.050%, 09/23/2036  | 1141 | 682 |
| &nbsp;&nbsp;&nbsp;Serbia Treasury Bonds  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 02/08/2028  | 43860 | 380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/11/2026  | 15250 | 130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/20/2032  | 10270 | 77 |
|  |  | 4207 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**Emerging Markets Debt Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| **South Africa — 6.7%** | **South Africa — 6.7%** |  |
| &nbsp;&nbsp;&nbsp;Bidvest Group UK PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 09/23/2026 (B) | $344 | $309 |
| &nbsp;&nbsp;&nbsp;Eskom Holdings SOC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 02/11/2025 (B) | 2564 | 2328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.314%, 07/23/2027  | 1189 | 1035 |
| &nbsp;&nbsp;&nbsp;Eskom Holdings SOC MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.450%, 08/10/2028 (B) | 391 | 342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 09/15/2033  | 35200 | 1481 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 08/06/2023 (B) | $1063 | 1021 |
| &nbsp;&nbsp;&nbsp;Republic of South Africa  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.500%, 12/21/2026  | 115266 | 7127 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.000%, 01/31/2040  | 43952 | 2088 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875%, 02/28/2035  | 223707 | 11070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 01/31/2044  | 118076 | 5405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 02/28/2048  | 140353 | 6423 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 01/31/2037  | 241987 | 11271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 03/31/2032  | 179762 | 8998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 01/31/2030  | 50429 | 2640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 02/28/2031  | 104874 | 4972 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 02/28/2041  | 23055 | 847 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.300%, 06/22/2048  | $540 | 429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 03/31/2036  | 64745 | 2501 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 09/16/2025  | $852 | 853 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 09/30/2049  | 4934 | 3610 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.650%, 09/27/2047  | 946 | 693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 10/12/2046 (A) | 357 | 249 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 09/27/2027 (A) | 420 | 398 |
| &nbsp;&nbsp;&nbsp;Republic of South Africa Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.300%, 04/20/2052  | 2798 | 2405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 04/20/2032  | 3239 | 2915 |
| &nbsp;&nbsp;&nbsp;Sasol Financing USA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 09/27/2028  | 360 | 326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 03/27/2024  | 442 | 432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 09/18/2026  | 351 | 310 |
|  |  | 82478 |
| **South Korea — 0.8%** | **South Korea — 0.8%** |  |
| &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 05/15/2024  | 8800000 | 575 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 12/07/2024  | 700000 | 45 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 03/05/2024  | 12200000 | 776 |
| &nbsp;&nbsp;&nbsp;Korea Treasury Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 09/10/2027  | 10654590 | 8199 |
|  |  | 9595 |
| **Sri Lanka — 0.4%** | **Sri Lanka — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;Sri Lanka Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.850%, 03/14/2029  | $1598 | 496 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.550%, 03/28/2030  | 1255 | 388 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.850%, 03/14/2024  | 512 | 158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.850%, 11/03/2025  | 1339 | 422 |

---

---

| | | |
|:---|:---|:---|
| 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;6.825%, 07/18/2026 (B) | $909 | $283 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.825%, 07/18/2026  | 500 | 156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 04/18/2028 (B) | 5379 | 1669 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 04/18/2028  | 2648 | 821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350%, 06/28/2024 (B) | 864 | 267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.200%, 05/11/2027  | 1924 | 595 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 04/18/2023  | 434 | 134 |
|  |  | 5389 |
| **Supra-National — 0.6%** | **Supra-National — 0.6%** |  |
| &nbsp;&nbsp;&nbsp;Africa Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 04/28/2028 (B) | 1679 | 1441 |
| &nbsp;&nbsp;&nbsp;African Export-Import Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.798%, 05/17/2031 (B) | 200 | 165 |
| &nbsp;&nbsp;&nbsp;African Export-Import Bank MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.994%, 09/21/2029 (B) | 363 | 315 |
| &nbsp;&nbsp;&nbsp;Banque Ouest Africaine de Developpement  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/27/2027 (B) | 865 | 811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 10/22/2031 (B) | 683 | 580 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 10/22/2031  | 280 | 238 |
| &nbsp;&nbsp;&nbsp;European Bank for Reconstruction & Development MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 05/28/2024  | 11593600 | 736 |
| &nbsp;&nbsp;&nbsp;Inter-American Development Bank MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 03/14/2023  | 44650000 | 2880 |
|  |  | 7166 |
| **Taiwan — 0.1%** | **Taiwan — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;TSMC Arizona  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/22/2032 (A) | $444 | 429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 10/25/2051  | 220 | 158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/25/2031  | 200 | 164 |
|  |  | 751 |
| **Thailand — 3.0%** | **Thailand — 3.0%** |  |
| &nbsp;&nbsp;&nbsp;GC Treasury Center MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 03/18/2051 (B) | 735 | 510 |
| &nbsp;&nbsp;&nbsp;Thailand Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.670%, 03/13/2028  | 3000 | 102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.775%, 06/25/2032  | 181773 | 5750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 06/20/2031  | 58000 | 1824 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 06/16/2023  | 30000 | 876 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 06/17/2043  | 56234 | 1638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 06/17/2036  | 188484 | 5637 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 06/17/2038  | 88684 | 2597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 12/17/2028  | 19665 | 593 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 06/17/2046  | 3431 | 88 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 06/17/2052  | 1861 | 44 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 06/17/2028  | 61000 | 1818 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400%, 12/17/2023  | 88000 | 2569 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 12/17/2026  | 10313 | 302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 12/17/2031  | 129004 | 3583 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 06/17/2042  | 93520 | 2175 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.600%, 12/17/2029  | 7000 | 193 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**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;1.600%, 06/17/2035  | 27023 | $669 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.585%, 12/17/2035  | 73597 | 1810 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.450%, 12/17/2024  | 67979 | 1955 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 03/12/2028  | 63922 | 1790 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 06/17/2027  | 39000 | 1081 |
|  |  | 37604 |
| **Tunisia — 0.4%** | **Tunisia — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;Tunisian Republic  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 07/15/2026 (A)(B) | 2375 | 1582 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 07/15/2026  | 622 | 414 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 01/30/2025 (A) | $426 | 293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 02/17/2024  | 3105 | 2586 |
|  |  | 4875 |
| **Turkey — 1.7%** | **Turkey — 1.7%** |  |
| &nbsp;&nbsp;&nbsp;Aydem Yenilenebilir Enerji  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 02/02/2027 (B) | $655 | 533 |
| &nbsp;&nbsp;&nbsp;Hazine Mustesarligi Varlik Kiralama  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 02/24/2027 (B) | 2508 | 2444 |
| &nbsp;&nbsp;&nbsp;Turkey Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 06/18/2025  | 32559 | 2422 |
| &nbsp;&nbsp;&nbsp;Turkey Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.875%, 01/15/2028  | $2494 | 2581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 03/17/2036  | 550 | 459 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 09/20/2033  | 711 | 590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 10/14/2025  | 819 | 784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 10/24/2028  | 1295 | 1154 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 01/15/2031  | 2585 | 2133 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 06/26/2031  | 2181 | 1783 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 05/11/2047  | 1363 | 927 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 02/17/2028  | 711 | 614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 10/09/2026  | 1017 | 909 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 04/16/2043 (A) | 3429 | 2224 |
| &nbsp;&nbsp;&nbsp;Turkiye Ihracat Kredi Bankasi  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 07/06/2026  | 671 | 610 |
| &nbsp;&nbsp;&nbsp;Turkiye Sise ve Cam Fabrikalari  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.950%, 03/14/2026 (B) | 500 | 487 |
| &nbsp;&nbsp;&nbsp;Yapi ve Kredi Bankasi MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 06/21/2024 (B) | 429 | 421 |
|  |  | 21075 |
| **Uganda — 0.1%** | **Uganda — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Republic of Uganda Government Bonds  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.250%, 06/22/2034  | 3800000 | 912 |
| **Ukraine — 0.5%** | **Ukraine — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;NAK Naftogaz Ukraine via Kondor Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 11/08/2026 (B) | $990 | 168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 07/19/2024  | 720 | 130 |
| &nbsp;&nbsp;&nbsp;NPC Ukrenergo  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 11/09/2028 (B) | $1031 | 178 |
| &nbsp;&nbsp;&nbsp;State Agency of Roads of Ukraine  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 06/24/2030  | 1016 | 172 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;6.250%, 06/24/2030 (B) | $| 363 | $62 |
| &nbsp;&nbsp;&nbsp;Ukraine Government International Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15.840%, 02/26/2025  | UAH | 66553 | 925 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.750%, 11/01/2030  | $| 497 | 100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 09/01/2025 (B) |  | 24 | 5 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 09/01/2027 (B) |  | 2445 | 505 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 09/01/2028  |  | 1905 | 393 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 09/01/2028 (B) |  | 636 | 131 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 09/01/2029  |  | 1425 | 295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 09/01/2029 (B) |  | 223 | 46 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 09/25/2034  |  | 2001 | 363 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.253%, 03/15/2035  |  | 1009 | 182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.876%, 05/21/2031  |  | 6242 | 1139 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.876%, 05/21/2031 (B) |  | 281 | 51 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 06/20/2028  | EUR | 1299 | 240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/01/2041 (B)(C) | $| 2206 | 615 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.258%, 08/01/2041 (C) |  | 410 | 114 |
|  |  |  | 5814 |
| **United Arab Emirates — 1.7%** | **United Arab Emirates — 1.7%** | **United Arab Emirates — 1.7%** |  |
| &nbsp;&nbsp;&nbsp;Abu Dhabi Crude Oil Pipeline  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 11/02/2047  |  | 1010 | 927 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 11/02/2047 (A)(B) |  | 2523 | 2315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 11/02/2029 (B) |  | 207 | 193 |
| &nbsp;&nbsp;&nbsp;Abu Dhabi Government International Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 09/30/2049  |  | 1049 | 774 |
| &nbsp;&nbsp;&nbsp;Abu Dhabi Government International Bond MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 04/16/2050 (A) |  | 260 | 220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/15/2051 (A) |  | 720 | 516 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/15/2051 (B) |  | 519 | 372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 04/16/2025 (A) |  | 901 | 861 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.700%, 03/02/2031  |  | 200 | 165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625%, 06/02/2028 (A) |  | 1399 | 1227 |
| &nbsp;&nbsp;&nbsp;DAE Funding LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 03/20/2028 (B) |  | 550 | 487 |
| &nbsp;&nbsp;&nbsp;DP World MTN (B) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.850%, 07/02/2037 (A) |  | 210 | 223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 09/25/2048  |  | 439 | 411 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 09/30/2049  |  | 826 | 694 |
| &nbsp;&nbsp;&nbsp;DP World Crescent MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.848%, 09/26/2028 (A) |  | 475 | 469 |
| &nbsp;&nbsp;&nbsp;DP World Salaam  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.750% (C)(F) |  | 877 | 867 |
| &nbsp;&nbsp;&nbsp;Emirate of Dubai Government International Bonds MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 09/09/2050 (A) |  | 490 | 350 |
| &nbsp;&nbsp;&nbsp;Finance Department Government of Sharjah MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/28/2050 (B) |  | 2703 | 1771 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**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;Galaxy Pipeline Assets Bidco  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.940%, 09/30/2040  | $3622 | $2908 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.940%, 09/30/2040 (B) | 593 | 476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 03/31/2036 (B) | 580 | 467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.160%, 03/31/2034  | 1535 | 1304 |
| &nbsp;&nbsp;&nbsp;MDGH GMTN RSC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/28/2033 (B) | 1216 | 1284 |
| &nbsp;&nbsp;&nbsp;MDGH GMTN RSC MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 11/07/2028 (B) | 548 | 543 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 05/21/2050  | 200 | 174 |
| &nbsp;&nbsp;&nbsp;Sharjah Sukuk Program MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.854%, 04/03/2026  | 359 | 342 |
| &nbsp;&nbsp;&nbsp;UAE International Government Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.951%, 07/07/2052  | 332 | 331 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 10/19/2031 (B) | 620 | 520 |
|  |  | 21191 |
| **United Kingdom — 0.0%** | **United Kingdom — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Standard Chartered Bank MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 05/18/2029 (B) | 6861000 | 474 |
| **United States — 0.5%** | **United States — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase Bank MTN (B) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 06/15/2035  | 36336000 | 2404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 09/18/2030 (C) | 43433000 | 2817 |
| &nbsp;&nbsp;&nbsp;Sagicor Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 05/13/2028 (B) | $520 | 487 |
|  |  | 5708 |
| **Uruguay — 0.4%** | **Uruguay — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;Uruguay Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 05/21/2031  | 13840 | 301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 10/28/2034  | $2946 | 3184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100%, 06/18/2050  | 170 | 167 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.975%, 04/20/2055 (A) | 1866 | 1782 |
|  |  | 5434 |
| **Uzbekistan — 0.4%** | **Uzbekistan — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;Republic of Uzbekistan International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 10/19/2031  | 505 | 414 |
| &nbsp;&nbsp;&nbsp;Republic of Uzbekistan International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 02/20/2029  | 1433 | 1326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 11/25/2030  | 205 | 171 |
| &nbsp;&nbsp;&nbsp;Uzauto Motors AJ  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 05/04/2026 (A)(B) | 1744 | 1437 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 05/04/2026  | 769 | 634 |
| &nbsp;&nbsp;&nbsp;Uzbekneftegaz JSC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 11/16/2028 (B) | 810 | 647 |
|  |  | 4629 |
| **Venezuela — 0.2%** | **Venezuela — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Petroleos de Venezuela  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.750%, 05/17/2035 (G) | 1000 | 48 |

---

---

| | | |
|:---|:---|:---|
| 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;9.000%, 11/17/2021 (A)(G) | $4300 | $194 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 05/16/2024 (G) | 10192 | 484 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 05/16/2024 (G) | 7785 | 370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 11/15/2026 (G) | 13215 | 595 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/12/2037 (G) | 1740 | 78 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 04/12/2027 (G) | 4563 | 205 |
| &nbsp;&nbsp;&nbsp;Venezuela Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.250%, 09/15/2027 (G) | 2300 | 201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.250%, 05/07/2028 (G) | 2941 | 243 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 10/13/2024 (G) | 3304 | 264 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 10/13/2019 (G) | 3976 | 288 |
|  |  | 2970 |
| **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 (B) | 1111 | 922 |
| **Zambia — 0.9%** | **Zambia — 0.9%** |  |
| &nbsp;&nbsp;&nbsp;First Quantum Minerals (B) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 03/01/2026  | 403 | 382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 10/15/2027 (A) | 529 | 496 |
| &nbsp;&nbsp;&nbsp;Zambia Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.000%, 08/29/2026  | 1375 | 54 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.000%, 12/18/2027  | 5630 | 199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.000%, 01/25/2031  | 12744 | 360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.000%, 01/25/2026  | 18620 | 732 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.000%, 06/28/2026  | 78885 | 2969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 06/28/2024  | 66325 | 3167 |
| &nbsp;&nbsp;&nbsp;Zambia Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.970%, 07/30/2027 (A) | $2711 | 1197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 04/14/2024  | 200 | 90 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 09/20/2022  | 3557 | 1471 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 09/20/2022 (B) | 299 | 124 |
|  |  | 11241 |
| Total Global Bonds |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,388,390) ($ Thousands) |  | 1184659 |
|  | <br> Shares |  |
| **AFFILIATED PARTNERSHIP — 5.4%** | **AFFILIATED PARTNERSHIP — 5.4%** | **AFFILIATED PARTNERSHIP — 5.4%** |
| &nbsp;&nbsp;&nbsp;SEI Liquidity Fund, LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.240% \*\*<sup>†</sup>(H) | 67283998 | 67290 |
| Total Affiliated Partnership |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $67,290) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $67,290) ($ Thousands) | 67290 |
| Total Investments in Securities — 101.0% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,455,680) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $1,455,680) ($ Thousands)  | $1251949 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**Emerging Markets Debt Fund** (Continued)

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value (Thousands)** | **Unrealized Appreciation/ (Depreciation) (Thousands)** |
| Long Contracts |  |  |  |  |  |
| &nbsp;&nbsp;Euro-Bobl | 14 | Mar-2023 | $1737 | $1730 | $(17) |
| &nbsp;&nbsp;Korea 10-Year Bond | 22 | Mar-2023 | 1920 | 1913 | (54) |
| &nbsp;&nbsp;Korea 3-Year Bond | 116 | Mar-2023 | 9311 | 9490 | (73) |
| &nbsp;&nbsp;R186 Bond Future | 519 | Feb-2023 | 2962 | 3260 | 58 |
| &nbsp;&nbsp;R2030 Bond Future | 593 | Feb-2023 | 2762 | 3111 | 125 |
| &nbsp;&nbsp;R2032 Bond Future | 608 | Feb-2023 | 2801 | 3152 | 123 |
| &nbsp;&nbsp;R2035 Bond Future | 314 | Feb-2023 | 1447 | 1625 | 60 |
| &nbsp;&nbsp;R2037 Bond Future | 446 | Feb-2023 | 1853 | 2081 | 77 |
| &nbsp;&nbsp;R213 Bond Future | 851 | Feb-2023 | 3718 | 4190 | 171 |
| &nbsp;&nbsp;U.S. 2-Year Treasury Note | 42 | Mar-2023 | 8602 | 8613 | 11 |
| &nbsp;&nbsp;U.S. 5-Year Treasury Note | 76 | Mar-2023 | 8202 | 8203 | 1 |
| &nbsp;&nbsp;U.S. 10-Year Treasury Note | 54 | Mar-2023 | 6211 | 6064 | (147) |
| &nbsp;&nbsp;U.S. Long Treasury Bond | 18 | Mar-2023 | 2256 | 2256 |  |
| &nbsp;&nbsp;U.S. Ultra Long Treasury Bond | 39 | Mar-2023 | 5227 | 5238 | 11 |
|  |  |  | 59009 | 60926 | 346 |
| Short Contracts |  |  |  |  |  |
| &nbsp;&nbsp;Euro-Bund | (93) | Mar-2023 | $(13752) | $(13194) | $767 |
| &nbsp;&nbsp;Euro-Buxl | (29) | Mar-2023 | (4866) | (4186) | 764 |
|  |  |  | (18618) | (17380) | 1531 |
|  |  |  | $40391 | $43546 | $1877 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**Emerging Markets Debt Fund** (Continued)

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<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 | 01/03/23 | THB | 56625 | USD | 1628 | $(7) |
| Barclays PLC | 01/06/23 | USD | 1461 | COP | 7032047 | (11) |
| Barclays PLC | 01/10/23 | EUR | 931 | HUF | 385429 | 32 |
| Barclays PLC | 02/09/23 | RON | 13 | EUR | 3 |  |
| Barclays PLC | 03/02/23 | BRL | 8290 | USD | 1569 | 15 |
| Barclays PLC | 03/15/23 | MXN | 6355 | USD | 320 | (2) |
| Barclays PLC | 03/15/23 | PHP | 154594 | USD | 2781 | 5 |
| Barclays PLC | 03/16/23 | USD | 2781 | PEN | 10755 | 23 |
| Barclays PLC | 03/16/23 | ZAR | 92550 | USD | 5254 | (155) |
| Barclays PLC | 03/21/23 | USD | 1644 | THB | 56625 | 4 |
| Citigroup | 03/15/23 | TWD | 75366 | USD | 2494 | 20 |
| Citigroup | 01/03/23 - 01/30/23 | TWD | 58449 | USD | 1857 | (48) |
| Citigroup | 01/04/23 - 01/27/23 | EUR | 4293 | USD | 4476 | (110) |
| Citigroup | 01/05/23 | EUR | 1400 | PLN | 6647 | 21 |
| Citigroup | 01/05/23 | IDR | 37222893 | USD | 2387 | (5) |
| Citigroup | 01/09/23 - 03/15/23 | USD | 18871 | CNY | 130722 | 108 |
| Citigroup | 01/18/23 | EGP | 30713 | USD | 1388 | 187 |
| Citigroup | 01/20/23 | PLN | 7365 | EUR | 1542 | (30) |
| Citigroup | 01/23/23 - 03/16/23 | EUR | 7054 | HUF | 2991588 | 338 |
| Citigroup | 01/24/23 - 03/15/23 | USD | 2859 | IDR | 44623496 | 24 |
| Citigroup | 01/27/23 | USD | 359 | EUR | 337 | 2 |
| Citigroup | 02/07/23 | USD | 672 | PHP | 37309 |  |
| Citigroup | 03/15/23 | PHP | 112305 | USD | 2022 | 5 |
| Citigroup | 02/07/23 | PHP | 29507 | USD | 500 | (32) |
| Citigroup | 02/09/23 | RON | 2188 | EUR | 440 | (1) |
| Citigroup | 03/02/23 | USD | 1315 | BRL | 6930 | (16) |
| Citigroup | 03/02/23 | BRL | 90748 | USD | 16516 | (494) |
| Citigroup | 03/15/23 | USD | 1011 | PEN | 3890 | 3 |
| Citigroup | 03/15/23 | USD | 1593 | GHS | 18595 | 273 |
| Citigroup | 03/15/23 | USD | 2560 | SGD | 3452 | 18 |
| Citigroup | 03/15/23 | USD | 2676 | COP | 13030760 | (20) |
| Citigroup | 03/15/23 - 03/16/23 | USD | 3749 | ILS | 12793 | (106) |
| Citigroup | 03/15/23 | USD | 5682 | ZAR | 98870 | 97 |
| Citigroup | 03/15/23 | USD | 6219 | THB | 213661 | (5) |
| Citigroup | 03/15/23 | RON | 7582 | USD | 1627 | (4) |
| Citigroup | 03/15/23 | MXN | 86890 | USD | 4329 | (74) |
| Citigroup | 03/15/23 | CLP | 2265430 | USD | 2621 | (14) |
| Citigroup | 03/16/23 | EUR | 982 | CZK | 24148 | 10 |
| Citigroup | 03/16/23 | USD | 8170 | HUF | 3330047 | 540 |
| Citigroup | 03/22/23 | NGN | 236298 | USD | 502 | 24 |
| Citigroup | 05/17/23 - 06/21/23 | USD | 6492 | EGP | 141357 | (1456) |
| Deutsche Bank | 01/03/23 - 03/15/23 | USD | 3357 | THB | 117751 | 52 |
| Deutsche Bank | 01/19/23 | USD | 956 | KRW | 1253090 | 39 |
| Goldman Sachs | 01/04/23 | USD | 2433 | EUR | 2278 | (2) |
| Goldman Sachs | 03/15/23 | USD | 8728 | IDR | 136180046 | 88 |
| Goldman Sachs | 01/05/23 | USD | 986 | IDR | 15224641 | (7) |
| Goldman Sachs | 01/06/23 - 01/23/23 | EUR | 1633 | HUF | 680634 | 68 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**Emerging Markets Debt Fund** (Continued)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<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 | 02/02/23 - 03/01/23 | USD | 14585 | BRL | 79022 | $258 |
| Goldman Sachs | 01/06/23 | USD | 1471 | BRL | 7684 | (16) |
| Goldman Sachs | 01/06/23 | THB | 101939 | USD | 2925 | (19) |
| Goldman Sachs | 01/17/23 | USD | 2382 | CNY | 16547 | 7 |
| Goldman Sachs | 01/20/23 - 03/16/23 | PLN | 27750 | EUR | 5817 | (69) |
| Goldman Sachs | 01/23/23 | HUF | 467684 | EUR | 1122 | (41) |
| Goldman Sachs | 01/30/23 | CZK | 18032 | EUR | 735 | (10) |
| Goldman Sachs | 02/02/23 - 03/01/23 | BRL | 9898 | USD | 1874 | 16 |
| Goldman Sachs | 02/02/23 | BRL | 1868 | USD | 350 | (2) |
| Goldman Sachs | 02/08/23 | USD | 873 | KRW | 1134733 | 31 |
| Goldman Sachs | 02/09/23 | EUR | 2771 | RON | 13772 | 5 |
| Goldman Sachs | 02/09/23 | COP | 13321435 | USD | 2755 | 22 |
| Goldman Sachs | 03/15/23 | USD | 1862 | PEN | 7178 | 10 |
| Goldman Sachs | 03/15/23 | USD | 2782 | THB | 95657 |  |
| Goldman Sachs | 03/15/23 | USD | 8040 | PLN | 36113 | 153 |
| Goldman Sachs | 03/15/23 | RON | 9245 | USD | 1996 | 7 |
| Goldman Sachs | 03/15/23 | EGP | 24715 | USD | 1080 | 172 |
| Goldman Sachs | 03/15/23 | TRY | 99560 | USD | 4949 | (103) |
| Goldman Sachs | 03/15/23 | ZAR | 105179 | USD | 6073 | (75) |
| Goldman Sachs | 03/15/23 | TWD | 237051 | USD | 7862 | 80 |
| Goldman Sachs | 03/15/23 | NGN | 433270 | USD | 906 | 25 |
| Goldman Sachs | 03/15/23 | INR | 534728 | USD | 6458 | 27 |
| Goldman Sachs | 03/20/23 | USD | 1004 | EGP | 29377 | 74 |
| Goldman Sachs | 05/17/23 | USD | 123 | EGP | 2624 | (29) |
| JPMorgan Chase Bank | 01/03/23 | USD | 951 | TWD | 29161 | (2) |
| JPMorgan Chase Bank | 01/03/23 - 03/15/23 | USD | 4002 | MYR | 17840 | 68 |
| JPMorgan Chase Bank | 01/03/23 | MYR | 8426 | USD | 1904 | (9) |
| JPMorgan Chase Bank | 01/03/23 - 03/15/23 | THB | 19499 | USD | 555 | (8) |
| JPMorgan Chase Bank | 01/04/23 - 03/15/23 | USD | 2436 | EUR | 2321 | 46 |
| JPMorgan Chase Bank | 01/04/23 | EUR | 3267 | USD | 3418 | (68) |
| JPMorgan Chase Bank | 01/09/23 - 02/09/23 | USD | 498 | IDR | 7777261 | 5 |
| JPMorgan Chase Bank | 01/09/23 - 02/09/23 | USD | 6693 | PHP | 390055 | 320 |
| JPMorgan Chase Bank | 01/17/23 | PHP | 1715 | USD | 31 |  |
| JPMorgan Chase Bank | 01/09/23 - 01/17/23 | PHP | 129450 | USD | 2318 | (6) |
| JPMorgan Chase Bank | 01/17/23 | IDR | 57982835 | USD | 3766 | 28 |
| JPMorgan Chase Bank | 01/09/23 - 02/09/23 | IDR | 229195219 | USD | 14640 | (156) |
| JPMorgan Chase Bank | 01/13/23 | USD | 44 | PEN | 170 |  |
| JPMorgan Chase Bank | 01/13/23 | PEN | 18694 | USD | 4839 | (59) |
| JPMorgan Chase Bank | 01/17/23 | USD | 179 | COP | 856835 | (3) |
| JPMorgan Chase Bank | 01/17/23 | USD | 4985 | THB | 171772 | (18) |
| JPMorgan Chase Bank | 01/17/23 - 03/13/23 | USD | 11391 | HUF | 4758547 | 1153 |
| JPMorgan Chase Bank | 01/17/23 - 03/15/23 | USD | 13030 | ZAR | 240447 | 1061 |
| JPMorgan Chase Bank | 01/17/23 - 03/16/23 | ZAR | 362651 | USD | 20165 | (1125) |
| JPMorgan Chase Bank | 01/17/23 - 03/13/23 | HUF | 1633829 | USD | 3813 | (523) |
| JPMorgan Chase Bank | 01/17/23 - 02/09/23 | COP | 10831531 | USD | 2235 | 6 |
| JPMorgan Chase Bank | 01/20/23 | EUR |  | PLN |  |  |
| JPMorgan Chase Bank | 01/20/23 | EUR | 927 | PLN | 4427 | 18 |
| JPMorgan Chase Bank | 01/20/23 | PLN | 3446 | EUR | 720 | (16) |
| JPMorgan Chase Bank | 01/25/23 - 03/15/23 | USD | 4794 | SGD | 6499 | 57 |
| JPMorgan Chase Bank | 01/27/23 | USD | 1364 | EUR | 1319 | 45 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**Emerging Markets Debt Fund** (Continued)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<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 | 01/27/23 | EUR | 21488 | USD | 21692 | $(1277) |
| JPMorgan Chase Bank | 01/27/23 | JPY | 185000 | USD | 1263 | (144) |
| JPMorgan Chase Bank | 01/30/23 | EUR | 1834 | CZK | 44965 | 24 |
| JPMorgan Chase Bank | 01/30/23 | TWD | 29161 | USD | 955 | 3 |
| JPMorgan Chase Bank | 02/02/23 - 03/13/23 | USD | 5135 | BRL | 27894 | 102 |
| JPMorgan Chase Bank | 02/22/23 - 03/13/23 | USD | 664 | BRL | 3506 | (6) |
| JPMorgan Chase Bank | 02/08/23 - 02/21/23 | USD | 10901 | KRW | 14500256 | 648 |
| JPMorgan Chase Bank | 02/08/23 - 03/14/23 | KRW | 2334244 | USD | 1720 | (140) |
| JPMorgan Chase Bank | 02/09/23 | GHS | 1874 | USD | 197 | 8 |
| JPMorgan Chase Bank | 02/09/23 | RON | 2350 | EUR | 473 | (1) |
| JPMorgan Chase Bank | 02/13/23 | USD | 6 | RON | 31 | 1 |
| JPMorgan Chase Bank | 02/13/23 | USD | 1659 | MXN | 33033 | 23 |
| JPMorgan Chase Bank | 02/13/23 | USD | 58 | MXN | 1137 |  |
| JPMorgan Chase Bank | 02/13/23 | PLN | 2328 | USD | 515 | (15) |
| JPMorgan Chase Bank | 02/13/23 | USD | 9460 | PLN | 45928 | 989 |
| JPMorgan Chase Bank | 02/13/23 - 03/06/23 | USD | 10625 | CNY | 75494 | 349 |
| JPMorgan Chase Bank | 02/13/23 | MXN | 3166 | USD | 162 | 1 |
| JPMorgan Chase Bank | 02/13/23 | MXN | 18799 | USD | 945 | (13) |
| JPMorgan Chase Bank | 02/13/23 - 03/13/23 | CNY | 75494 | USD | 10499 | (469) |
| JPMorgan Chase Bank | 02/21/23 - 03/13/23 | USD | 4805 | CLP | 4331988 | 244 |
| JPMorgan Chase Bank | 03/13/23 | BRL | 30414 | USD | 5736 | 47 |
| JPMorgan Chase Bank | 02/22/23 - 03/13/23 | BRL | 922 | USD | 170 | (3) |
| JPMorgan Chase Bank | 03/07/23 | CNH | 28575 | USD | 4137 | (14) |
| JPMorgan Chase Bank | 03/13/23 | USD | 105 | CZK | 2461 | 4 |
| JPMorgan Chase Bank | 03/13/23 | CLP | 24000 | USD | 27 | (1) |
| JPMorgan Chase Bank | 03/15/23 | USD | 1133 | GHS | 14818 | 353 |
| JPMorgan Chase Bank | 03/15/23 | TRY | 5059 | USD | 255 | (2) |
| JPMorgan Chase Bank | 05/17/23 | USD | 3731 | EGP | 79364 | (894) |
| Merrill Lynch | 03/02/23 | BRL | 24950 | USD | 4607 | (70) |
| Merrill Lynch | 03/15/23 | NGN | 93998 | USD | 199 | 8 |
| Merrill Lynch | 05/17/23 | USD | 263 | NGN | 135240 | (3) |
| Midland Walwyn Capital Inc. | 01/05/23 | USD | 712 | IDR | 11011198 | (4) |
| Midland Walwyn Capital Inc. | 01/09/23 | CNY | 2090 | USD | 300 | (1) |
| Midland Walwyn Capital Inc. | 01/20/23 | PLN | 1267 | EUR | 270 |  |
| Midland Walwyn Capital Inc. | 01/20/23 | EUR | 1947 | PLN | 9283 | 35 |
| Midland Walwyn Capital Inc. | 02/08/23 | KRW | 1327729 | USD | 935 | (122) |
| Midland Walwyn Capital Inc. | 03/16/23 | USD | 994 | ILS | 3371 | (35) |
| Midland Walwyn Capital Inc. | 03/16/23 | EUR | 3033 | HUF | 1289889 | 122 |
| Midland Walwyn Capital Inc. | 03/21/23 | THB | 8815 | USD | 257 |  |
| Morgan Stanley | 01/05/23 | USD | 713 | IDR | 10987053 | (8) |
| Morgan Stanley | 01/10/23 | HUF | 767917 | EUR | 1855 | (63) |
| Morgan Stanley | 01/20/23 | PLN | 2008 | EUR | 427 | (2) |
| Morgan Stanley | 02/09/23 | USD | 3173 | CLP | 2826314 | 132 |
| Morgan Stanley | 02/09/23 | COP | 10180380 | USD | 2093 | 5 |
| Morgan Stanley | 03/01/23 | USD | 1972 | BRL | 10536 | 3 |
| Morgan Stanley | 03/15/23 | MXN | 2743 | USD | 136 | (3) |
| Morgan Stanley | 03/16/23 | USD | 599 | ZAR | 10417 | 10 |
| Morgan Stanley | 03/16/23 | CZK | 5848 | EUR | 239 | (1) |
| Standard Bank | 01/05/23 | EUR | 28948 | USD | 30278 | (619) |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**Emerging Markets Debt Fund** (Continued)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<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 | 03/02/23 | USD | 2016 | BRL | 10770 | $3 |
| Standard Bank | 03/15/23 | USD | 791 | GHS | 10413 | 253 |
| Standard Bank | 03/15/23 | USD | 1106 | COP | 5441835 | 3 |
| Standard Bank | 03/15/23 | USD | 2133 | CZK | 49388 | 42 |
| Standard Bank | 03/15/23 | USD | 2954 | MXN | 59206 | 47 |
| Standard Bank | 03/15/23 | USD | 3128 | CLP | 2730021 | 47 |
| Standard Bank | 03/15/23 | USD | 3635 | ZAR | 63385 | 70 |
| Standard Bank | 03/15/23 | USD | 3093 | PEN | 11940 | 20 |
| Standard Bank | 03/15/23 | USD | 579 | PEN | 2220 |  |
| Standard Bank | 03/15/23 | USD | 4276 | CNY | 29506 | 16 |
| Standard Bank | 03/15/23 | MYR | 5364 | USD | 1225 | (10) |
| Standard Bank | 03/15/23 | USD | 9229 | THB | 316301 | (29) |
| Standard Bank | 03/15/23 | USD | 9377 | INR | 778090 | (20) |
| Standard Bank | 03/15/23 | PEN | 10282 | USD | 2664 | (16) |
| Standard Bank | 03/15/23 | TWD | 45733 | USD | 1514 | 13 |
| Standard Bank | 03/15/23 | ZMW | 9828 | USD | 571 | 34 |
| Standard Bank | 03/15/23 | ZMW | 47853 | USD | 2608 | (10) |
| Standard Bank | 03/15/23 | PHP | 78043 | USD | 1398 | (3) |
| Standard Bank | 03/15/23 | EGP | 113693 | USD | 4146 | (32) |
| Standard Bank | 03/15/23 | INR | 232457 | USD | 2802 | 7 |
| Standard Bank | 03/15/23 - 05/17/23 | NGN | 1453704 | USD | 2985 | 151 |
| Standard Bank | 03/15/23 | KRW | 1924330 | USD | 1461 | (73) |
| Standard Chartered | 03/15/23 | ZMW | 9999 | USD | 571 | 24 |
| State Street | 01/06/23 | KRW | 3821879 | USD | 2928 | (96) |
| State Street | 02/02/23 | BRL | 1258 | USD | 244 | 7 |
| State Street | 03/01/23 | BRL | 6350 | USD | 1176 | (15) |
|  |  |  |  |  |  | $368 |

---

A list of open OTC swap agreements held by the Fund at December 31, 2022, are 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** | **Interest Rate Swaps** |
| **Counterparty** | **Fund Pays** | **Fund Receives** | **Payment Frequency** | **Termination Date** | **Currency** | **Notional Amount<br> (Thousands)** | **Value<br> (Thousands)** | **Upfront Payments<br> (Thousands)** | **Net Unrealized<br> Appreciation<br> (Depreciation)<br> (Thousands)** |
| Goldman Sachs | 1-DAY BRL - CETIP | 11.985% | Annually | 01/02/2023 | BRL | 3000 | $285 | $– | $285 |
| Goldman Sachs | 1-DAY BRL - CETIP | 10.04% | Annually | 01/03/2023 | BRL | 5012 | 333 |  | 333 |
| Goldman Sachs | 1-DAY BRL - CETIP | 12.80% FIXED | Annually | 01/01/2024 | BRL | 11903 | (30) |  | (30) |
| Goldman Sachs | 1-DAY BRL - CETIP | 12.765% FIXED | Annually | 01/02/2024 | BRL | 49740 | (129) |  | (129) |
| Goldman Sachs | 1-DAY BRL - CETIP | 12.82% FIXED | Annually | 01/02/2024 | BRL | 13887 | (23) |  | (23) |
| Goldman Sachs | 1-DAY BRL - CETIP | 12.83% FIXED | Annually | 01/04/2024 | BRL | 49740 | (79) |  | (79) |
| Goldman Sachs | 1-DAY BRL - CETIP | 12.93% FIXED | Annually | 02/01/2024 | BRL | 23806 | (33) |  | (33) |
| Goldman Sachs | 2.45% FIXED | THB-THOR-OIS COMPOUND 3 MONTH | Quarterly | 10/03/2024 | THB | 65040 | (18) |  | (18) |
| Goldman Sachs | 2.36% FIXED | THB-THOR-OIS COMPOUND 3 MONTH | Quarterly | 10/04/2024 | THB | 63732 | (14) |  | (14) |
| Goldman Sachs | 2.3883% FIXED | THB-THOR-OIS COMPOUND 3 MONTH | Quarterly | 10/04/2024 | THB | 182310 | (44) |  | (44) |
| Goldman Sachs | 2.4233% FIXED | THB-THOR-OIS COMPOUND 3 MONTH | Quarterly | 10/04/2024 | THB | 195119 | (51) |  | (51) |
| Goldman Sachs | 28-DAY MXN - TIIE | 6.355% | Monthly | 05/21/2025 | MXN | 23145 | (80) |  | (80) |
| Goldman Sachs | 28-DAY MXN - TIIE | 6.205% | Monthly | 12/08/2025 | MXN | 16624 | (66) |  | (66) |
| Goldman Sachs | 28-DAY MXN - TIIE | 6.165% | Monthly | 03/05/2026 | MXN | 47200 | (195) |  | (195) |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**Emerging Markets Debt Fund** (Continued)

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Fund Pays** | **Fund Receives** | **Payment Frequency** | **Termination Date** | **Currency** | **Notional Amount<br> (Thousands)** | **Value<br> (Thousands)** | **Upfront Payments<br> (Thousands)** | **Net Unrealized<br> Appreciation<br> (Depreciation)<br> (Thousands)** |
| JPMorgan Chase | 28-DAY MXN - TIIE | 6.13% | Monthly | 06/18/2026 | MXN | 40000 | $(175) | $– | $(175) |
| Goldman Sachs | 28-DAY MXN - TIIE | 6.381% | Monthly | 09/16/2026 | MXN | 26000 | (107) |  | (107) |
| Goldman Sachs | 5.87% FIXED | INR-FBIL-MIBOR-OIS-COMPOUND | Semi-Annually | 02/04/2027 | INR | 504948 | 42 |  | 42 |
| Goldman Sachs | 6.96% FIXED | INR-FBIL-MIBOR-OIS-COMPOUND | Semi-Annually | 06/24/2027 | INR | 188804 | (58) |  | (58) |
| Goldman Sachs | 7.00% | INR-FBIL-MIBOR-OIS-COMPOUND | Semi-Annually | 06/27/2027 | INR | 264996 | (86) | – | (86) |
|  |  |  |  |  |  |  | $(528) | $– | $(528) |

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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** | **Credit Default Swap** |
| **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> Depreciation<br> (Thousands)** |
| Goldman Sachs | CDX.EM.38.V1 | Buy | 1.00% | Quarterly | 12/20/2027 | $8990 | $523 | $&nbsp;&nbsp;&nbsp;&nbsp;734 | $(211) |

---

A list of open centrally cleared swap agreements held by the Fund at December 31, 2022, 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> Depreciation<br> (Thousands)** |
| CDX.EM.38.V1 | Buy | 1.00% | Quarterly | 12/20/2027 | 12643 | $739 | $1193 | $(454) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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)** |
| 1-DAY BRL - CETIP | 5.25% | Annually | 01/02/2023 | BRL | 11519 | $(1) | $– | $(1) |
| 1-DAY BRL - CETIP | 11.57% FIXED | Annually | 01/02/2026 | BRL | 7697 | 117 |  | 117 |
| 1-DAY BRL - CETIP | 11.4025% FIXED | Annually | 01/02/2026 | BRL | 2544 | (15) |  | (15) |
| 1-DAY-CLP - Sinacofi Chile Interbank Rate Avg | 2.26% | Semi-Annually | 03/16/2026 | CLP | 1623158 | (239) |  | (239) |
| 1-DAY BRL - CETIP | 11.32% | Annually | 01/04/2027 | BRL | 12593 | (107) |  | (107) |
| 1-DAY BRL - CETIP | 12.68% FIXED | Annually | 01/04/2027 | BRL | 11490 | 15 |  | 15 |
| 6.395% | 1-DAY COP- COLUMBIA IBR | Quarterly | 01/06/2027 | COP | 752360 | 19 |  | 19 |
| 7.14% | 1-DAY COP- COLUMBIA IBR | Quarterly | 01/31/2027 | COP | 10885264 | 229 |  | 229 |
| 6-MONTH BUDAPEST - BUBOR | 9.981% FIXED | Semi-Annually | 08/04/2027 | HUF | 539018 | (67) |  | (67) |
| 6-MONTH BUDAPEST - BUBOR | 9.87% | Semi-Annually | 08/05/2027 | HUF | 256484 | (34) |  | (34) |
| 6-MONTH BUDAPEST - BUBOR | 9.48% FIXED | Semi-Annually | 08/16/2027 | HUF | 577725 | (95) |  | (95) |
| 6.325% FIXED | 6-MONTH PLN - WIBOR | Annually | 11/18/2027 | PLN | 11109 | (13) |  | (13) |
| 9.3% FIXED | 1-DAY-CLP - Sinacofi Chile Interbank Rate Avg | Semi-Annually | 10/03/2025 | CLP | 1726292 | (122) |  | (122) |
| 6-MONTH CZK - PRIBOR | 4.508% FIXED | Annually | 12/06/2027 | CZK | 53176 | (80) |  | (80) |
| 6.9225% | 28-DAY MXN - TIIE | Monthly | 08/31/2029 | MXN | 42602 | 200 |  | 200 |
| 6.82% | 28-DAY MXN - TIIE | Monthly | 09/10/2029 | MXN | 17915 | 89 |  | 89 |
| 2.33% | 1-DAY-CLP - Sinacofi Chile Interbank Rate Avg | Semi-Annually | 06/05/2030 | CLP | 830041 | 141 |  | 141 |
| 1-DAY-CLP - Sinacofi Chile Interbank Rate Avg | 2.145% | Semi-Annually | 08/24/2030 | CLP | 444725 | (109) |  | (109) |
| 6-MONTH BUDAPEST - BUBOR | 3.305% FIXED | Semi-Annually | 10/04/2031 | HUF | 424147 | (410) |  | (410) |
| 7.345% | 28-DAY MXN - TIIE | Monthly | 11/10/2031 | MXN | 15930 | 69 |  | 69 |
| 6-MONTH BUDAPEST - BUBOR | 3.69% | Semi-Annually | 11/11/2031 | HUF | 345651 | (322) |  | (322) |
| 7.64% | 28-DAY MXN - TIIE | Monthly | 01/01/2032 | MXN | 23014 | 79 |  | 79 |
| 9.02% FIXED | 1-DAY COP- COLUMBIA IBR | Quarterly | 08/11/2032 | COP | 2184690 | 20 |  | 20 |
| 9.00% FIXED | 28-DAY MXN - TIIE | Monthly | 09/22/2032 | MXN | 46230 | 217 |  | 217 |

---

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**Emerging Markets Debt Fund** (Continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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)** |
| 6.74% FIXED | 6-MONTH PLN - WIBOR | Annually | 09/28/2032 | PLN | 3028 | $(28) | $– | $(28) |
| 5.695% FIXED | 6-MONTH PLN - WIBOR | Annually | 12/14/2027 | PLN | 7101 | 34 |  | 34 |
| 1-DAY-CLP - Sinacofi Chile Interbank Rate Avg | 1.16% | Semi-Annually | 06/23/2025 | CLP | 2335691 | (374) |  | (374) |
| 1-DAY-CLP - Sinacofi Chile Interbank Rate Avg | 1.36% | Semi-Annually | 06/17/2025 | CLP | 1931133 | (298) |  | (298) |
| 28-DAY MXN - TIIE | 8.84211402% FIXED | Monthly | 05/29/2025 | MXN | 50000 | (38) | (3) | (35) |
| 1-DAY BRL - CETIP | 5.655% | Annually | 01/02/2023 | BRL | 2705 |  |  |  |
| 1-DAY BRL - CETIP | 6.61% | Annually | 01/02/2023 | BRL | 4693 |  |  |  |
| 1-DAY BRL - CETIP | 9.255% | Annually | 01/02/2023 | BRL | 2368 |  |  |  |
| 1-DAY BRL - CETIP | 6.77% FIXED | Annually | 01/02/2023 | BRL | 6361 |  |  |  |
| 1-DAY BRL - CETIP | 6.23% FIXED | Annually | 01/02/2023 | BRL | 5579 |  |  |  |
| 4.43% | 1-DAY BRL - CETIP | Annually | 01/02/2023 | BRL | 12558 | 1 |  | 1 |
| 1-DAY BRL - CETIP | 5.9725% | Annually | 01/02/2024 | BRL | 5677 | (80) |  | (80) |
| 1-DAY BRL - CETIP | 5.76% | Annually | 01/02/2024 | BRL | 8953 | (133) |  | (133) |
| 1-DAY BRL - CETIP | 6.5% FIXED | Annually | 01/02/2024 | BRL | 4808 | (66) |  | (66) |
| 1-DAY BRL - CETIP | 4.835% | Annually | 01/02/2024 | BRL | 21544 | (347) |  | (347) |
| 1-DAY BRL - CETIP | 4.99% | Annually | 01/02/2024 | BRL | 6670 | (104) |  | (104) |
| 1.9865% | 6-MONTH PLN - WIBOR | Annually | 03/25/2024 | PLN | 12430 | 172 |  | 172 |
| 6-MONTH BUDAPEST - BUBOR | 7.61% | Semi-Annually | 03/31/2024 | HUF | 804913 | (162) |  | (162) |
| 6-MONTH BUDAPEST - BUBOR | 7.505% | Semi-Annually | 04/04/2024 | HUF | 347626 | (79) |  | (79) |
| 8.37% | 1-DAY COP- COLUMBIA IBR | Quarterly | 04/13/2024 | COP | 11102749 | 88 |  | 88 |
| 9.8% FIXED | 1-DAY-CLP - Sinacofi Chile Interbank Rate Avg | Semi-Annually | 09/14/2024 | CLP | 3894490 | (123) |  | (123) |
| 5.02% FIXED | 3-MONTH CZK - PRIBOR | Annually | 11/30/2024 | CZK | 246271 | 59 |  | 59 |
| 1-DAY BRL - CETIP | 5.65% | Annually | 01/02/2025 | BRL | 12389 | (332) |  | (332) |
| 1-DAY BRL - CETIP | 6.455% | Annually | 01/02/2025 | BRL | 3591 | (83) |  | (83) |
| 1-DAY BRL - CETIP | 6.82% | Annually | 01/02/2025 | BRL | 3362 | (78) |  | (78) |
| 1-DAY BRL - CETIP | 7.7325% FIXED | Annually | 01/02/2025 | BRL | 10902 | (204) |  | (204) |
| 1-DAY BRL - CETIP | 6.77% FIXED | Annually | 01/02/2025 | BRL | 4102 | (96) |  | (96) |
| 1-DAY BRL - CETIP | 11.656% FIXED | Annually | 01/02/2025 | BRL | 24924 | (86) |  | (86) |
| 28-DAY MXN - TIIE | 6.45% FIXED | Monthly | 04/01/2025 | MXN | 27064 | (89) |  | (89) |
| 7.51% | 1-DAY-CLP - Sinacofi Chile Interbank Rate Avg | Semi-Annually | 04/13/2025 | CLP | 1479240 | (5) |  | (5) |
| 6.86% | 6-MONTH PLN - WIBOR | Annually | 09/30/2032 | PLN | 6859 | (76) |  | (76) |
| 7.316% FIXED | 6-MONTH PLN - WIBOR | Annually | 10/28/2032 | PLN | 4293 | (77) | – | (77) |
|  |  |  |  |  |  | $(3023) | $(3) | $(3020) |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $1,239,330 ($ Thousands). |
| \*\* | The rate reported is the 7-day effective yield as of December 31, 2022. |
| <sup>†</sup> | Investment in Affiliated Security. |
| (A) | Certain securities or partial positions of certain securities are on loan at December 31, 2022. The total market value of securities on loan at December 31, 2022 was $62,712 ($ Thousands). |
| (B) | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On December 31, 2022, the value of these securities amounted to $170,822 ($ Thousands), representing 13.8% of the Net Assets of the Fund. |
| (C) | Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
| (D) | Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
| (E) | Zero coupon security.  |
| (F) | Perpetual security with no stated maturity date. |
| (G) | Security is in default on interest payment. |

---

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

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

------

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

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**Emerging Markets Debt Fund** (Concluded)

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

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 9/30/22** | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain/(Loss)** | **Change in Unrealized Appreciation/(Depreciation)**  | **Value 12/31/22** | **Income**  | **Capital Gains** |
| SEI Liquidity Fund, LP | $55210 | $&nbsp;&nbsp;&nbsp;&nbsp;78380 | $&nbsp;&nbsp;&nbsp;&nbsp;(66307) | $&nbsp;&nbsp;&nbsp;&nbsp;2 | $&nbsp;&nbsp;&nbsp;&nbsp;5 | $&nbsp;&nbsp;&nbsp;&nbsp;67290 | $&nbsp;&nbsp;&nbsp;&nbsp;65 | $&nbsp;&nbsp;&nbsp;&nbsp;- |

---

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

See "Glossary" for abbreviations.

------

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

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

**Currency Abbreviations**<br>

---

| |
|:---|
| AUD — Australian Dollar |
| BRL — Brazilian Real |
| CAD — Canadian Dollar |
| CHF — Swiss Franc |
| CLP — Chilean Peso |
| CNH — Chinese Yuan Offshore |
| CNY — Chinese Yuan Onshore |
| COP — Colombian Peso |
| CZK — Czech Koruna |
| DKK — Danish Krone |
| DOP — Dominican Peso |
| EGP — Egyptian Pound |
| EUR — Euro |
| GBP — British Pound Sterling |
| GHS — Ghanaian Cedi |
| HKD — Hong Kong Dollar |
| HUF — Hungarian Forint |
| IDR — Indonesian Rupiah |
| ILS — Israeli New Sheckels |
| INR — Indian Rupee |
| JPY — Japanese Yen |
| KRW — Korean Won |
| MXN — Mexican Peso |
| MYR — Malaysian Ringgit |
| NGN — Nigerian Naira |
| NOK — Norwegian Krone |
| NZD — New Zealand Dollar |
| PEN — Peruvian Nuevo Sol |
| PHP— Philippine Peso |
| PLN — Polish Zloty |
| RON — Romanian Leu |
| RSD — Dinar |
| RUB — Russian Ruble |
| SEK — Swedish Krona |
| SGD — Singapore Dollar |
| THB — Thai Baht |
| TRY — Turkish Lira |
| TWD — Taiwan Dollar |
| UAH — Ukrainian Hryvnia |
| UGX — Ugandan Shilling |
| USD — U.S. Dollar |
| UYU — Uruguayan Peso |
| VND — Vietnamese Dong |
| ZAR — South African Rand |
| ZMW — Zambian Kwacha |

---

**Portfolio Abbreviations**<br>

---

| |
|:---|
| ACES — Alternative Credit Enhancement Structure |
| ADR — American Depositary Receipt |
| AGC — Assured Guaranty Corporation |
| AGM— Assured Guaranty Municipal |
| ARM — Adjustable Rate Mortgage |
| BUBOR — Budapest Interbank Offered Rate |
| CDO — Collateralized Debt Obligation |
| CETIP — Central Custody and Financial Settlement of Securities |
| Cl — Class |
| CMO — Collateralized Mortgage Obligation |
| CPI — Consumer Price Index |
| DAC — Designated Activity Company |
| ETF — Exchange-Traded Fund |
| EURIBOR — Euro London Interbank Offered Rate |
| FEDEF — U.S. Federal Funds Effective Rate |
| FFCB — Federal Farm Credit Bank |
| FHLB — Federal Home Loan Bank |
| FHLMC — Federal Home Loan Mortgage Corporation |
| FNMA — Federal National Mortgage Association |
| GNMA — Government National Mortgage Association |
| GO — General Obligation |
| H15T7Y — US Treasury Yield Curve Rate T Note Constant Maturity 7 Year |
| IO — Interest Only — face amount represents notional amount |
| JSC — Joint-Stock Company |
| LIBOR— London Interbank Offered Rate |
| LLLP — Limited Liability Limited Partnership |
| LP — Limited Partnership |
| MIBOR — Mumbai Interbank Offered Rate |
| MTN — Medium Term Note |
| MXN TIIE — Mexican Interbank TIIE 28-Day |
| NIBOR — Norwegian Interbank Offered Rate |
| NVDR — Non-voting Depository Receipt |
| OIS — Overnight Index Swap |
| OTC — Over The Counter |
| PIK — Payment-in-Kind |
| PJSC — Public Joint-Stock Company |
| PO — Principal Only |
| PRIBOR — Prague Interbank Offered Rate |
| RB — Revenue Bond |
| REIT — Real Estate Investment Trust |
| REMIC — Real Estate Mortgage Investment Conduit |
| Re-REMIC — Resecuritization of Real Estate Mortgage Investment Conduit |
| Ser — Series |
| SOFR — Secured Overnight Financing Rate |
| SOFR30A — Secured Overnight Financing Rate 30-day Average |
| SOFRINDX — Custom SOFR Index |
| SPDR — Standard & Poor's Depository Receipt |
| STACR — Structured Agency Credit Risk |
| TBA — To Be Announced |
| WIBOR— Warsaw Interbank Offered Rate |

---

------

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

## 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:** 2023-09-30

- **b. Date as of which information is reported:** 2022-12-31

**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:** $469556405.17

**Total Liabilities:** $14772703.48

**Net Assets:** $454783701.69

**Cash Not Reported:** $5929106.81

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -240.46493950 | **1-Year:** -12592.51332683 | **5-Year:** -39699.49842019 | **10-Year:** -40821.14590295 | **30-Year:** -23601.74127503

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

- **3-Month:** -7.19253672 | **1-Year:** -496.69348910 | **5-Year:** -1398.95177925 | **10-Year:** -1084.65593849 | **30-Year:** -193.79949570

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000147408 | -1.45%               | 1.74%                | 0.55%                |
| Class ID C000017608 | -1.51%               | 1.74%                | 0.44%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5066183.34             | $9981247.60                                |
| Month 2  | $-4417384.28             | $26977209.95                               |
| Month 3  | $-2314812.61             | $3811816.38                                |

**Designated Index Information**

- **Index Name:** Barclays Global Aggregate ex USD Index (USD Hedged)

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| U.S. DOLLARS                                               | FX Forward Contract: USD/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-56092.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                          | FX Forward Contract: AUD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |           1 | NC      | $3082.70      | 0.00%             |  |  |  | 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        |    36247000 | PA      | $1622975.01   | 0.36%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                         | FX Forward Contract: NZD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $2361.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $144472.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KfW                                                        | KREDITANSTALT FUER WIEDERAUFBAU MTN 0.875000% 09/15/2026                | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | NUSS              | DE        |     2600000 | PA      | $2762883.13   | 0.61%             | 2026-09-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/AUD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-4759.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                         | ALTRIA GROUP INC 3.125000% 06/15/2031                                   | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | NUSS              | US        |      310000 | PA      | $273998.59    | 0.06%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                     | CHINA DEVELOPMENT BANK 3.650000% 05/21/2029                             | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    18120000 | PA      | $2707986.81   | 0.60%             | 2029-05-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Japan                                                      | JPN 10Y BOND(OSE) MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |          -4 | NC      | $-4409716.17  | -0.97%            |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth of Australia                                  | AUSTRALIAN GOVERNMENT 2.250000% 05/21/2028                              | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |       33000 | PA      | $20770.58     | 0.00%             | 2028-05-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                 | EURO-BOBL FUTURE  MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -18 | NC      | $-2223609.65  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                           | PHILIP MORRIS INTERNATIONAL INC 1.450000% 08/01/2039                    | CUSIP: 718172CM9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | NUSS              | US        |      115000 | PA      | $70196.41     | 0.02%             | 2039-08-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/EUR SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-5642.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand                                                | NEW ZEALAND GOVERNMENT 2.750000% 04/15/2025                             | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |      567000 | PA      | $341903.35    | 0.08%             | 2025-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $17357.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                   | MEX BONOS DESARR FIX RT 5.750000% 03/05/2026                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     3734000 | PA      | $173313.47    | 0.04%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/AUD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-3161.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                         | FX Forward Contract: NZD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $115.43       | 0.00%             |  |  |  | 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        |   305950000 | PA      | $2487946.58   | 0.55%             | 2034-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                    | E.ON SE MTN 0.000000% 12/18/2023                                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | NUSS              | DE        |      550000 | PA      | $569769.69    | 0.13%             | 2023-12-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BG ENERGY CAPITAL PLC                                      | BG ENERGY CAPITAL PLC MTN 2.250000% 11/21/2029                          | CUSIP: N/A<br>LEI: S2M8QDKEE05NZN8JD460       | Long             | DBT              | NUSS              | GB        |      400000 | PA      | $386883.10    | 0.09%             | 2029-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                           | FX Forward Contract: SGD/USD SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |           1 | NC      | $385.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                          | MALAYSIA GOVERNMENT 3.955000% 09/15/2025                                | CUSIP: EK7974596<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2751000 | PA      | $627588.48    | 0.14%             | 2025-09-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| WPC Eurobond B.V.                                          | WPC EUROBOND BV 1.350000% 04/15/2028                                    | CUSIP: N/A<br>LEI: 5493005XDMOLBARL5M14       | Long             | DBT              | NUSS              | US        |      530000 | PA      | $469566.91    | 0.10%             | 2028-04-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                               | FX Forward Contract: JPY/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $18573.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/KRW SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-491.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                      | JAPAN (40 YEAR ISSUE) 0.400000% 03/20/2056                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   444450000 | PA      | $2319850.81   | 0.51%             | 2056-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                        | EURO-BTP FUTURE   MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -26 | NC      | $-3022358.82  | -0.66%            |  |  |  | No            |                  1 | On Loan: No      |
| Schweizerische Eidgenossenschaft                           | SWITZERLAND 1.250000% 06/11/2024                                        | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |      739000 | PA      | $798897.98    | 0.18%             | 2024-06-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-62548.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COMPAGNIE DE FINANCEMENT FONCIER S.A.                      | CIE DE FINANCEMENT FONCIER SA MTN 5.500000% 01/26/2027                  | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | NUSS              | FR        |      387000 | PA      | $474832.41    | 0.10%             | 2027-01-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Europe Finance (21) Limited                   | CK HUTCHISON EUROPE FINANCE 21 LTD 0.750000% 11/02/2029                 | CUSIP: N/A<br>LEI: 254900UIPWFKU7480958       | Long             | DBT              | NUSS              | GB        |      375000 | PA      | $312265.87    | 0.07%             | 2029-11-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                        | KINGDOM OF BELGIUM GOVERNMENT BOND 144A 0.000000% 10/22/2031            | CUSIP: B1121KCJ2<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      266000 | PA      | $217401.25    | 0.05%             | 2031-10-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOAN SFH SA                           | CREDIT AGRICOLE HOME LOAN SFH SA MTN 1.250000% 03/24/2031               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $272851.79    | 0.06%             | 2031-03-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                      | POLAND GOVERNMENT BOND 3.750000% 05/25/2027                             | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     1402000 | PA      | $281272.60    | 0.06%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank N.V.                           | NEDERLANDSE WATERSCHAPSBANK NV MTN 1.250000% 05/27/2036                 | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      281000 | PA      | $234961.70    | 0.05%             | 2036-05-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                  | KRAFT HEINZ FOODS CO 2.250000% 05/25/2028                               | CUSIP: N/A<br>LEI: 5493003STKEZ2S0RNU91       | Long             | DBT              | NUSS              | US        |      175000 | PA      | $171406.58    | 0.04%             | 2028-05-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                | BANK OF AMERICA CORP MTN 3.384000% 04/02/2026                           | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      700000 | PA      | $668527.11    | 0.15%             | 2026-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Republique Francaise                                       | FRANCE (GOVT OF) 4.500000% 04/25/2041                                   | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      389000 | PA      | $483859.72    | 0.11%             | 2041-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-01-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $85.64        | 0.00%             |  |  |  | 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        |     3530000 | PA      | $171385.85    | 0.04%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CHF SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1729.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republique Francaise                                       | FRENCH REPUBLIC GOVERNMENT BOND OAT 144A 1.750000% 05/25/2066           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       84000 | PA      | $61163.77     | 0.01%             | 2066-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                   | US 10YR NOTE (CBT)MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -12 | NC      | $-1347562.50  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CHF SETTLE 2023-03-01                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-6829.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $3242.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/MYR SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-4062.76     | -0.00%            |  |  |  | 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        |       60000 | PA      | $71454.30     | 0.02%             | 2041-07-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Canada                                                     | CANADIAN GOVERNMENT 1.500000% 06/01/2026                                | CUSIP: 135087E67<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3267000 | PA      | $2251733.24   | 0.50%             | 2026-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/PEN SETTLE 2023-01-27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-12270.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                          | FX Forward Contract: AUD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |           1 | NC      | $-1325.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                                   | EUROPEAN INVESTMENT BANK MTN 0.250000% 10/14/2024                       | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | XX        |      156000 | PA      | $158863.31    | 0.03%             | 2024-10-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AUST 3YR BOND FUT MAR23                                    | AUST 3YR BOND FUT MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | AU        |          12 | NC      | $869089.95    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH STERLING POUND                                     | FX Forward Contract: GBP/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $-2579.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                    | ROMANIA GOVERNMENT BOND 6.700000% 02/25/2032                            | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      625000 | PA      | $122419.64    | 0.03%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                            | ONTARIO TEACHERS' FINANCE TRUST 144A 1.850000% 05/03/2032               | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |      444000 | PA      | $407817.17    | 0.09%             | 2032-05-03      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                     | FX Forward Contract: GBP/USD SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $-174.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republique Francaise                                       | FRENCH REPUBLIC GOVERNMENT BOND OAT 144A 0.500000% 06/25/2044           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     1380000 | PA      | $857529.66    | 0.19%             | 2044-06-25      | Fixed         | 0.50%                 | 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        |      434000 | PA      | $233723.10    | 0.05%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | FX Forward Contract: CAD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |           1 | NC      | $542.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance S.a r.l.                     | BECTON DICKINSON EURO FINANCE SARL 1.213000% 02/12/2036                 | CUSIP: N/A<br>LEI: 549300W40NLZ25XUTH09       | Long             | DBT              | NUSS              | US        |      129000 | PA      | $96628.33     | 0.02%             | 2036-02-12      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                         | METROPOLITAN LIFE GLOBAL FUNDING I MTN 1.950000% 01/13/2023             | CUSIP: 59217GEE5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $999246.59    | 0.22%             | 2023-01-13      | Fixed         | 1.95%                 | 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        |  2199000000 | PA      | $145496.13    | 0.03%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $10240.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                         | FX Forward Contract: NZD/USD SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $-275.51      | -0.00%            |  |  |  | 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        |      580000 | PA      | $396422.16    | 0.09%             | 2052-10-31      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Romania                                                    | ROMANIA GOVERNMENT BOND 4.250000% 06/28/2023                            | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     2655000 | PA      | $565492.87    | 0.12%             | 2023-06-28      | Fixed         | 4.25%                 | 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      | $397398.62    | 0.09%             | 2026-01-26      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FINANCEMENT LOCAL SA                   | CAISSE FRANCAISE DE FINANCEMENT LOCAL MTN 3.000000% 10/02/2028          | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $104964.83    | 0.02%             | 2028-10-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                               | FX Forward Contract: MXN/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |           1 | NC      | $-2592.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Konungariket Sverige                                       | SWEDEN GOVERNMENT BOND 144A 0.125000% 05/12/2031                        | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |     5545000 | PA      | $441469.32    | 0.10%             | 2031-05-12      | Fixed         | 0.12%                 | 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      | $141355.34    | 0.03%             | 2030-03-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                   | US 2YR NOTE (CBT) MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -73 | NC      | $-14970703.13 | -3.29%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $2210.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $13900.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                              | FX Forward Contract: SEK/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |           1 | NC      | $-3410.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | FX Forward Contract: CAD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |           1 | NC      | $-1712.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CLP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-71254.16    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/NOK SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-4753.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                  | AUSTRALIAN GOVERNMENT 4.750000% 04/21/2027                              | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      220000 | PA      | $155690.36    | 0.03%             | 2027-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/MXN SETTLE 2023-03-15                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-120.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/IDR SETTLE 2023-01-17                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $16738.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRK: DEUTSCHE BANK                                         | BRK: DEUTSCHE BANK PAY: China 7-Day Reverse Repo Rate                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    31000000 | NC      | $39074.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada                                                     | CANADIAN GOVERNMENT 1.000000% 06/01/2027                                | CUSIP: 135087F82<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1375000 | PA      | $918300.49    | 0.20%             | 2027-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                  | AUSTRALIAN GOVERNMENT 3.750000% 04/21/2037                              | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      393000 | PA      | $251542.92    | 0.06%             | 2037-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/RON SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2173.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                              | FX Forward Contract: SEK/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |           1 | NC      | $-2341.17     | -0.00%            |  |  |  | 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        |     1000000 | PA      | $649689.65    | 0.14%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/GBP SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-171.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-02-27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $2133.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-01-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $132.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/GBP SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1272.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK: CITIBANK, N.A.                                        | BRK: CITIBANK, N.A. PAY: 3-MONTH NZD RATE                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     2620000 | NC      | $-83018.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                        | ITALY BUONI POLIENNALI DEL TESORO 144A 1.800000% 03/01/2041             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      247000 | PA      | $170788.75    | 0.04%             | 2041-03-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                             | CHARLES SCHWAB CORP/THE 5.375000% MATURITY: PERPETUAL                   | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      273000 | PA      | $266994.00    | 0.06%             | 2171-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TELUS Corporation                                          | TELUS CORPORATION 0% CP 17/01/2023 COMMERCIAL PAPER                     | CUSIP: 87974WNH7<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | ABS-APCP         |  | US        |     2000000 | PA      | $1995363.00   | 0.44%             | 2023-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/AUD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1217.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/SGD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-78197.81    | -0.02%            |  |  |  | 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        |      863000 | PA      | $466041.07    | 0.10%             | 2041-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                   | SVENSKA HANDELSBANKEN AB 4.750000% MATURITY: PERPETUAL                  | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | NUSS              | SE        |      200000 | PA      | $163252.00    | 0.04%             | 2171-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PIPELINES ENBRIDGE INC.                                    | ENBRIDGE PIPELINES INC MTN 2.820000% 05/12/2031                         | CUSIP: 29250ZAZ1<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $247274.07    | 0.05%             | 2031-05-12      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| INDIA RUPEE                                                | FX Forward Contract: INR/USD SETTLE 2023-03-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IN        |           1 | NC      | $-2336.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                          | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.500000% 06/01/2033  | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      127000 | PA      | $97438.21     | 0.02%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities              | JAPAN FINANCE ORGANIZATION FOR MUNICIPALITIES MTN 0.050000% 02/12/2027  | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |      720000 | PA      | $670029.78    | 0.15%             | 2027-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/JPY SETTLE 2023-01-24                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-700.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                                | SWEDBANK AB 5.625000% MATURITY: PERPETUAL                               | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | NUSS              | SE        |      200000 | PA      | $191292.00    | 0.04%             | 2171-03-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                               | FX Forward Contract: JPY/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $3007.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CHF SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-7313.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                      | GILEAD SCIENCES INC 0.750000% 09/29/2023                                | CUSIP: 375558BW2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      545000 | PA      | $527997.73    | 0.12%             | 2023-09-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                              | FX Forward Contract: SEK/USD SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |           1 | NC      | $18302.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reino de Espana                                            | SPAIN GOVERNMENT BOND 144A 3.450000% 07/30/2066                         | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      272000 | PA      | $258765.62    | 0.06%             | 2066-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                             | COMMONWEALTH BANK OF AUSTRALIA 0.125000% 10/15/2029                     | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | NUSS              | AU        |      270000 | PA      | $230018.83    | 0.05%             | 2029-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/EUR SETTLE 2023-01-27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-891828.97   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CHF SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $398.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Financial Stability Facility SA                   | EUROPEAN FINANCIAL STABILITY FACILITY MTN 0.500000% 07/11/2025          | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | XX        |     1420000 | PA      | $1425864.95   | 0.31%             | 2025-07-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company         | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 1.150000% 10/29/2023 | CUSIP: 00774MAT2<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |     1000000 | PA      | $962185.03    | 0.21%             | 2023-10-29      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-6469.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ireland                                                    | IRELAND GOVERNMENT BOND 1.100000% 05/15/2029                            | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      670000 | PA      | $641276.21    | 0.14%             | 2029-05-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| State of Israel                                            | ISRAEL FIXED BOND 2.000000% 03/31/2027                                  | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |      925000 | PA      | $244779.96    | 0.05%             | 2027-03-31      | Fixed         | 2.00%                 | 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        |      195000 | PA      | $137200.87    | 0.03%             | 2033-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | FX Forward Contract: CAD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |           1 | NC      | $810.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                              | GOLDMAN SACHS GROUP INC/THE MTN 2.125000% 09/30/2024                    | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | NUSS              | US        |      885000 | PA      | $923672.17    | 0.20%             | 2024-09-30      | Fixed         | 2.12%                 | No            |                  2 | 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        |   496110000 | PA      | $349992.21    | 0.08%             | 2029-06-10      | Fixed         | 1.88%                 | 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        |    10236000 | PA      | $990681.87    | 0.22%             | 2026-02-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                        | KINGDOM OF BELGIUM GOVERNMENT BOND 144A 0.000000% 10/22/2027            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     1133000 | PA      | $1056820.96   | 0.23%             | 2027-10-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan                                                      | JAPAN (30 YEAR ISSUE) 1.400000% 09/20/2052                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    98900000 | PA      | $716469.39    | 0.16%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                          | FX Forward Contract: AUD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |           1 | NC      | $132689.35    | 0.03%             |  |  |  | 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        |      561000 | PA      | $663661.11    | 0.15%             | 2037-03-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| SWEDISH KRONE                                              | FX Forward Contract: SEK/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |           1 | NC      | $-4383.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK: CITIBANK, N.A.                                        | BRK: CITIBANK, N.A. PAY: 3-MONTH NZD RATE                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |      980000 | NC      | $-30174.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/SEK SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $4716.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/EUR SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-3224.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                      | FX Forward Contract: CNY/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |           1 | NC      | $1490.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | MORGAN STANLEY MTN 0.529000% 01/25/2024                                 | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $993292.41    | 0.22%             | 2024-01-25      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| CNP ASSURANCES SA                                          | CNP ASSURANCES MTN 2.500000% 06/30/2051                                 | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $172979.36    | 0.04%             | 2051-06-30      | Fixed         | 2.50%                 | 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        |      300000 | PA      | $264946.69    | 0.06%             | 2171-06-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/JPY SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1256.64     | -0.00%            |  |  |  | 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      | $618713.76    | 0.14%             | 2036-06-20      | Fixed         | 0.20%                 | 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      | $198036.82    | 0.04%             | 2029-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                 | CHINA GOVERNMENT BOND 2.690000% 08/12/2026                              | CUSIP: Y6S39BF47<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    16200000 | PA      | $2333625.53   | 0.51%             | 2026-08-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Volkswagen Bank Gesellschaft mit beschraenkter Haftung     | VOLKSWAGEN BANK GMBH MTN 1.250000% 12/15/2025                           | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | NUSS              | DE        |      416000 | PA      | $408745.45    | 0.09%             | 2025-12-15      | Fixed         | 1.25%                 | 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        |      529000 | PA      | $388144.48    | 0.09%             | 2036-03-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/JPY SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-6074.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/INR SETTLE 2023-03-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $504.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                        | BUONI POLIENNALI DEL TES 3.000000% 08/01/2029                           | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      853000 | PA      | $851869.73    | 0.19%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FINANCE (EUROPE) LIMITED                          | GLENCORE FINANCE EUROPE LTD MTN 1.500000% 10/15/2026                    | CUSIP: ZS1069690<br>LEI: 213800WHKNIC1JQQG433 | Long             | DBT              | NUSS              | AU        |      120000 | PA      | $114785.77    | 0.03%             | 2026-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                     | FX Forward Contract: GBP/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $-5602.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAB Holdings B.V.                                          | JAB HOLDINGS BV 1.000000% 12/20/2027                                    | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | NUSS              | AT        |      400000 | PA      | $367143.30    | 0.08%             | 2027-12-20      | Fixed         | 1.00%                 | 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        |       80000 | PA      | $40704.04     | 0.01%             | 2037-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/SEK SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-239.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                  | AUSTRALIAN GOVERNMENT 0.500000% 09/21/2026                              | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     2364000 | PA      | $1431674.05   | 0.31%             | 2026-09-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $3455.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                         | FX Forward Contract: ZAR/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |           1 | NC      | $5649.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                    | TWDC ENTERPRISES 18 CORP 2.758000% 10/07/2024                           | CUSIP: 254687CD6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | NUSS              | US        |      800000 | PA      | $568168.57    | 0.12%             | 2024-10-07      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                            | TOYOTA MOTOR CREDIT CORP MTN 0.625000% 11/21/2024                       | CUSIP: N/A<br>LEI: Z2VZBHUMB7PWWJ63I008       | Long             | DBT              | NUSS              | US        |      465000 | PA      | $471216.28    | 0.10%             | 2024-11-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | FX Forward Contract: CAD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |           1 | NC      | $-1547.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                | FX Forward Contract: CHF/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |           1 | NC      | $465.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government of the Republic of Korea                        | KOREA TREASURY BOND 1.500000% 12/10/2030                                | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  1797120000 | PA      | $1198362.78   | 0.26%             | 2030-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/KRW SETTLE 2023-01-30                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-93903.22    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/JPY SETTLE 2023-02-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-22792.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $11166.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Development Bank of Japan Inc.                             | DEVELOPMENT BANK OF JAPAN INC MTN 0.875000% 10/10/2025                  | CUSIP: N/A<br>LEI: 5493001HGBABMWFZUI25       | Long             | DBT              | NUSS              | JP        |     1145000 | PA      | $1139884.72   | 0.25%             | 2025-10-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                               | FX Forward Contract: JPY/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $5320.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CHF SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-32185.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/AUD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1409.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/JPY SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2093646.73  | -0.46%            |  |  |  | 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        |     1355000 | PA      | $1047038.64   | 0.23%             | 2037-06-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                               | FX Forward Contract: JPY/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $7218.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/JPY SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-10969.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FINANCEMENT LOCAL SA                   | CAISSE FRANCAISE DE FINANCEMENT LOCAL MTN 0.500000% 01/19/2026          | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $490667.99    | 0.11%             | 2026-01-19      | Fixed         | 0.50%                 | 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        |    21450000 | PA      | $177471.95    | 0.04%             | 2033-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/EUR SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-6029.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE SOUTHERN COMPANY                                       | SOUTHERN CO/THE 1.875000% 09/15/2081                                    | CUSIP: BR3544508<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | NUSS              | US        |      200000 | PA      | $166008.18    | 0.04%             | 2081-09-15      | Fixed         | 1.88%                 | 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      | $283470.01    | 0.06%             | 2037-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Caixabank, S.A.                                            | CAIXABANK SA MTN 1.500000% 12/03/2026                                   | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $314776.48    | 0.07%             | 2026-12-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/HKD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-84.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                               | FX Forward Contract: JPY/USD SETTLE 2023-01-24                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $44256.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | WELLS FARGO & CO MTN 0.500000% 04/26/2024                               | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | NUSS              | US        |      500000 | PA      | $513607.40    | 0.11%             | 2024-04-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Reino de Espana                                            | BONOS Y OBLIG DEL ESTADO 0.000000% 01/31/2028                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     2312000 | PA      | $2106730.70   | 0.46%             | 2028-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                            | NATIONAL AUSTRALIA BANK LTD 5.000000% 03/11/2024                        | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | NUSS              | AU        |      750000 | PA      | $511447.76    | 0.11%             | 2024-03-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                               | FX Forward Contract: JPY/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $1091.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-77514.53    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                     | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 144A 1.200000% 03/11/2026          | CUSIP: 82620KAZ6<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | NUSS              | DE        |      775000 | PA      | $690597.25    | 0.15%             | 2026-03-11      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/PLN SETTLE 2023-01-30                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-16005.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                   | MEX BONOS DESARR FIX RT 5.500000% 03/04/2027                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    11009000 | PA      | $492718.04    | 0.11%             | 2027-03-04      | Fixed         | 5.50%                 | 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        |   343300000 | PA      | $1976879.31   | 0.43%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-02-27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $2045.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                           | FX Forward Contract: SGD/USD SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |           1 | NC      | $345.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/AUD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1926.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                   | TREASURY BILL 0.000000% 02/02/2023                                      | CUSIP: 912796XT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9243000 | PA      | $9213673.99   | 2.03%             | 2023-02-02      | None          | 0.00%                 | 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        |     2972000 | PA      | $285614.90    | 0.06%             | 2028-04-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| The Export-Import Bank of China                            | EXPORT-IMPORT BANK CHINA 3.180000% 03/11/2032                           | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |     4450000 | PA      | $646092.55    | 0.14%             | 2032-03-11      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                      | FX Forward Contract: CNY/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |           1 | NC      | $30200.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| People's Republic of China                                 | CHINA GOVERNMENT BOND 2.800000% 03/24/2029                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    39910000 | PA      | $5743912.28   | 1.26%             | 2029-03-24      | Fixed         | 2.80%                 | 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        |   542800000 | PA      | $3551103.78   | 0.78%             | 2047-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan                                                      | JAPAN (30 YEAR ISSUE) 0.300000% 06/20/2046                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    51800000 | PA      | $305327.33    | 0.07%             | 2046-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/PLN SETTLE 2023-01-30                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-17882.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                           | FX Forward Contract: IDR/USD SETTLE 2023-01-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |           1 | NC      | $4377.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                         | FX Forward Contract: NZD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $-998.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                                | ONTARIO (PROVINCE OF) 2.400000% 06/02/2026                              | CUSIP: 68323ADM3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      585000 | PA      | $410685.15    | 0.09%             | 2026-06-02      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                         | FX Forward Contract: NZD/USD SETTLE 2023-02-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $33262.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP, L.P.                            | MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP 3.325000% 03/24/2025    | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | NUSS              | US        |      145000 | PA      | $139307.03    | 0.03%             | 2025-03-24      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO.,LTD.                                      | NISSAN MOTOR CO LTD 2.652000% 03/17/2026                                | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | NUSS              | JP        |      165000 | PA      | $163219.67    | 0.04%             | 2026-03-17      | Fixed         | 2.65%                 | 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      | $387474.79    | 0.09%             | 2027-03-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                            | FX Forward Contract: NOK/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |           1 | NC      | $-1251.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                               | US BANCORP MTN 0.850000% 06/07/2024                                     | CUSIP: 902973BB1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | NUSS              | US        |      226000 | PA      | $232884.56    | 0.05%             | 2024-06-07      | Fixed         | 0.85%                 | 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      | $31187.29     | 0.01%             | 2047-06-22      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing Gesellschaft mit beschraenkter Haftung  | VOLKSWAGEN LEASING GMBH MTN 1.125000% 04/04/2024                        | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | NUSS              | DE        |      520000 | PA      | $536233.94    | 0.12%             | 2024-04-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | N/A                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     1040000 | NC      | $-10063.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury B.V.                            | HEIMSTADEN BOSTAD TREASURY BV MTN 1.375000% 03/03/2027                  | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | NUSS              | SE        |      380000 | PA      | $325254.27    | 0.07%             | 2027-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Canada                                                     | CANADIAN GOVERNMENT 5.750000% 06/01/2033                                | CUSIP: 135087XG4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      621000 | PA      | $554296.18    | 0.12%             | 2033-06-01      | Fixed         | 5.75%                 | 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        |      419000 | PA      | $474138.67    | 0.10%             | 2045-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                   | UNITED MEXICAN STATES 2.875000% 04/08/2039                              | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      280000 | PA      | $216202.95    | 0.05%             | 2039-04-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                          | FX Forward Contract: AUD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |           1 | NC      | $38181.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                        | DEUTSCHE TELEKOM AG MTN 1.750000% 12/09/2049                            | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $69136.70     | 0.02%             | 2049-12-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                | FX Forward Contract: CHF/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |           1 | NC      | $451.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                         | FX Forward Contract: NZD/USD SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $-11.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                        | EURO-BTP FUTURE   MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -26 | NC      | $-3022358.83  | -0.66%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $775.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/PLN SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-5689.14     | -0.00%            |  |  |  | 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        |      179000 | PA      | $96664.37     | 0.02%             | 2041-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Republique Francaise                                       | FRENCH REPUBLIC GOVERNMENT BOND OAT 144A 1.250000% 05/25/2036           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      240000 | PA      | $200705.66    | 0.04%             | 2036-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| THAILAND BAHT                                              | FX Forward Contract: THB/USD SETTLE 2023-02-21                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |           1 | NC      | $487.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of Alberta                                        | PROVINCE OF ALBERTA 0.500000% 04/16/2025                                | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $401360.10    | 0.09%             | 2025-04-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KOREAN WON                                                 | FX Forward Contract: KRW/USD SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $1602.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC.                                         | CPPIB CAPITAL INC 144A 3.250000% 06/15/2027                             | CUSIP: 22411VAX6<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      565000 | PA      | $535600.54    | 0.12%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                     | FX Forward Contract: GBP/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $-3270.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/SGD SETTLE 2023-03-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-8865.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                               | FX Forward Contract: JPY/USD SETTLE 2023-02-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $25847.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand                                                | NEW ZEALAND GOVERNMENT 2.750000% 04/15/2025                             | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     3693000 | PA      | $2226894.30   | 0.49%             | 2025-04-15      | Fixed         | 2.75%                 | 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        |      174000 | PA      | $156176.79    | 0.03%             | 2029-10-31      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Canada                                                     | CANADIAN GOVERNMENT 1.500000% 06/01/2026                                | CUSIP: 135087E67<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3379000 | PA      | $2328927.65   | 0.51%             | 2026-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/NZD SETTLE 2023-02-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-16981.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                     | FX Forward Contract: GBP/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $-413.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ODEBRECHT HOLDCO FINANCE LIMITED                           | ODEBRECHT HOLDCO FINANCE LTD ZERO COUPON 09/10/2058                     | CUSIP: G6714UAA8<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |      310752 | PA      | $310.75       | 0.00%             | 2058-09-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HeidelbergCement Finance Luxembourg S.A.                   | HEIDELBERGCEMENT FINANCE LUXEMBOURG SA MTN 1.625000% 04/07/2026         | CUSIP: N/A<br>LEI: 529900RYHTCF5X9DD509       | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $400630.96    | 0.09%             | 2026-04-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $489.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reino de Espana                                            | SPAIN GOVERNMENT BOND 144A 1.500000% 04/30/2027                         | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      393000 | PA      | $393574.62    | 0.09%             | 2027-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/JPY SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-5974.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                      | TITULOS DE TESORERIA 9.250000% 05/28/2042                               | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   828200000 | PA      | $123346.03    | 0.03%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| New Zealand                                                | NEW ZEALAND GOVERNMENT 2.000000% 05/15/2032                             | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     2729000 | PA      | $1402859.44   | 0.31%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | WELLS FARGO & CO 3.900000% MATURITY: PERPETUAL                          | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      132000 | PA      | $115534.98    | 0.03%             | 2171-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BG ENERGY CAPITAL PLC                                      | BG ENERGY CAPITAL PLC MTN 5.125000% 12/01/2025                          | CUSIP: N/A<br>LEI: S2M8QDKEE05NZN8JD460       | Long             | DBT              | NUSS              | GB        |      215000 | PA      | $259866.75    | 0.06%             | 2025-12-01      | Fixed         | 5.12%                 | 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        |   297650000 | PA      | $2131927.01   | 0.47%             | 2036-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                          | FX Forward Contract: AUD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |           1 | NC      | $2732.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada                                                     | CANADIAN GOVERNMENT 2.750000% 12/01/2048                                | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       19000 | PA      | $12665.40     | 0.00%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                            | FX Forward Contract: NOK/USD SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |           1 | NC      | $178.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC.                                    | CHUBB INA HOLDINGS INC 1.550000% 03/15/2028                             | CUSIP: 171239AA4<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | NUSS              | US        |      325000 | PA      | $306043.66    | 0.07%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc.                                           | PSP CAPITAL INC 144A 1.625000% 10/26/2028                               | CUSIP: 69376P2B0<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      617000 | PA      | $524551.33    | 0.12%             | 2028-10-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                        | KINGDOM OF BELGIUM GOVERNMENT BOND 144A 0.350000% 06/22/2032            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      920000 | PA      | $760335.12    | 0.17%             | 2032-06-22      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| BRK: CITIBANK, N.A.                                        | BRK: CITIBANK, N.A. PAY: China 7-Day Reverse Repo Rate                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    12090000 | NC      | $7569.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/EUR SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1184.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/GBP SETTLE 2023-01-18                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-9704.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CNY SETTLE 2023-02-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2545.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                | WESTPAC BANKING CORP MTN 1.250000% 01/14/2033                           | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | NUSS              | AU        |      310000 | PA      | $266911.19    | 0.06%             | 2033-01-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                             | CITIGROUP INC 4.000000% MATURITY: PERPETUAL                             | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       71000 | PA      | $61849.52     | 0.01%             | 2171-03-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNG BANK N.V.                                              | BNG BANK NV MTN 0.250000% 02/22/2023                                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |     1260000 | PA      | $1341323.98   | 0.29%             | 2023-02-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                          | FX Forward Contract: AUD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |           1 | NC      | $-3387.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                        | ITALY BUONI POLIENNALI DEL TESORO 144A 2.800000% 03/01/2067             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      292000 | PA      | $209757.96    | 0.05%             | 2067-03-01      | Fixed         | 2.80%                 | 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        |      167000 | PA      | $145074.11    | 0.03%             | 2035-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| CRH Funding B.V.                                           | CRH FUNDING BV MTN 1.875000% 01/09/2024                                 | CUSIP: N/A<br>LEI: 549300XYDB6706OPOS81       | Long             | DBT              | NUSS              | IE        |      310000 | PA      | $326003.05    | 0.07%             | 2024-01-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Province de Quebec                                         | PROVINCE OF QUEBEC CANADA MTN 3.700000% 05/20/2026                      | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |      568000 | PA      | $375522.82    | 0.08%             | 2026-05-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/EUR SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-3018.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/GBP SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $18339.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                          | FX Forward Contract: AUD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |           1 | NC      | $-1048.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOVALUE S.P.A.                                             | DOVALUE SPA 5.000000% 08/04/2025                                        | CUSIP: N/A<br>LEI: 8156007AF7DB5FE05555       | Long             | DBT              | NUSS              | IT        |      230000 | PA      | $235034.53    | 0.05%             | 2025-08-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                  | AUSTRALIAN GOVERNMENT 2.750000% 11/21/2027                              | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     3982000 | PA      | $2587489.88   | 0.57%             | 2027-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | FX Forward Contract: CAD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |           1 | NC      | $255.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reino de Espana                                            | SPAIN GOVERNMENT BOND 144A 0.500000% 10/31/2031                         | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      431000 | PA      | $358014.41    | 0.08%             | 2031-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                               | FX Forward Contract: JPY/USD SETTLE 2023-01-24                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $242.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                          | MALAYSIA GOVERNMENT 3.733000% 06/15/2028                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2316000 | PA      | $519505.42    | 0.11%             | 2028-06-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| BRK: CITIBANK, N.A.                                        | BRK: CITIBANK, N.A. PAY: 2.4003                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     7840000 | NC      | $14842.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | FX Forward Contract: CAD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |           1 | NC      | $-11436.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO.                                       | EMERSON ELECTRIC CO 0.375000% 05/22/2024                                | CUSIP: 291011BK9<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |      350000 | PA      | $360142.26    | 0.08%             | 2024-05-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Republica Portuguesa                                       | PORTUGAL OBRIGACOES DO TESOURO OT 144A 4.100000% 04/15/2037             | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |      452000 | PA      | $498137.29    | 0.11%             | 2037-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland       | UK TSY GILT 4.250000% 12/07/2046                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      476000 | PA      | $589941.23    | 0.13%             | 2046-12-07      | Fixed         | 4.25%                 | 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        |      262000 | PA      | $249334.94    | 0.05%             | 2033-07-30      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/NOK SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-216.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                              | GOLDMAN SACHS GROUP INC/THE MTN 0.250000% 01/26/2028                    | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | NUSS              | US        |      292000 | PA      | $255286.14    | 0.06%             | 2028-01-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BNG BANK N.V.                                              | BNG BANK NV MTN 0.000000% 01/20/2031                                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      900000 | PA      | $747296.13    | 0.16%             | 2031-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $4991.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                     | FX Forward Contract: GBP/USD SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $-178.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                            | FX Forward Contract: NOK/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |           1 | NC      | $965.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                          | AIRCASTLE LTD 4.125000% 05/01/2024                                      | CUSIP: 00928QAQ4<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | NUSS              | US        |       22000 | PA      | $21266.28     | 0.00%             | 2024-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                      | FX Forward Contract: CNY/USD SETTLE 2023-01-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |           1 | NC      | $-18032.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                               | FX Forward Contract: JPY/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $-272.08      | -0.00%            |  |  |  | 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        |       80000 | PA      | $98596.91     | 0.02%             | 2029-01-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                        | OMERS FINANCE TRUST 144A 3.500000% 04/19/2032                           | CUSIP: 682142AG9<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |      555000 | PA      | $500379.33    | 0.11%             | 2032-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                          | MALAYSIA GOVERNMENT 2.632000% 04/15/2031                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     1040000 | PA      | $212922.79    | 0.05%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/NZD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-3898.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank Hypotek AB                                        | SWEDBANK HYPOTEK AB MTN 0.050000% 05/28/2025                            | CUSIP: N/A<br>LEI: 549300TJREQ7GHIXWR36       | Long             | DBT              | NUSS              | SE        |      195000 | PA      | $192473.51    | 0.04%             | 2025-05-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-303.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/NZD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $2282.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                 | COOPERATIEVE RABOBANK UA MTN 5.250000% 09/14/2027                       | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | NUSS              | NL        |      195000 | PA      | $226104.02    | 0.05%             | 2027-09-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/JPY SETTLE 2023-01-24                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-4503.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/ZAR SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1434.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                      | JAPAN TREASURY DISC BILL ZERO COUPON 03/10/2023                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   267700000 | PA      | $2029521.40   | 0.45%             | 2023-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-40044.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                    | ROYAL BANK OF CANADA MTN 1.125000% 12/15/2025                           | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | NUSS              | CA        |      230000 | PA      | $247424.58    | 0.05%             | 2025-12-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Japan                                                      | JAPAN TREASURY DISC BILL ZERO COUPON 01/06/2023                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   355700000 | PA      | $2695849.77   | 0.59%             | 2023-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                         | FX Forward Contract: NZD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $-4363.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POSITION IS FLAT                                           | Credit Default Swap                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | XX        |    -1610000 | NC      | $37535.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CHF SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-264.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/EUR SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-3191.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                   | US LONG BOND(CBT) MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          23 | NC      | $2882906.25   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC HOLDINGS PLC MTN 6.000000% 03/29/2040                              | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | NUSS              | GB        |       70000 | PA      | $76757.34     | 0.02%             | 2040-03-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HOCHTIEF Aktiengesellschaft                                | HOCHTIEF AG MTN 1.750000% 07/03/2025                                    | CUSIP: N/A<br>LEI: 529900Y25S8NZIYTT924       | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $403828.43    | 0.09%             | 2025-07-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CHF SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-173.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED            | AUSTRALIA & NEW ZEALAND BANKING GROUP LTD MTN 5.000000% 08/16/2023      | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | NUSS              | AU        |      750000 | PA      | $511330.65    | 0.11%             | 2023-08-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                          | MALAYSIA GOVERNMENT 4.065000% 06/15/2050                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      908000 | PA      | $187981.77    | 0.04%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                               | FX Forward Contract: JPY/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $5957.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                          | CAPITAL ONE FINANCIAL CORP 1.650000% 06/12/2029                         | CUSIP: 14040HCC7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | NUSS              | US        |      570000 | PA      | $484461.17    | 0.11%             | 2029-06-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/NZD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-4065.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/AUD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $1577.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                         | FX Forward Contract: NZD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $-877.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                      | JAPAN (30 YEAR ISSUE) 1.900000% 09/20/2042                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    36550000 | PA      | $306400.05    | 0.07%             | 2042-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/JPY SETTLE 2023-01-24                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-905276.15   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| SKY LIMITED                                                | SKY LTD MTN 2.250000% 11/17/2025                                        | CUSIP: N/A<br>LEI: 2138003TS48MQKF4BZ29       | Long             | DBT              | NUSS              | GB        |      275000 | PA      | $282292.40    | 0.06%             | 2025-11-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                 | AMERICAN TOWER CORP 0.875000% 05/21/2029                                | CUSIP: 03027XBP4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | NUSS              | US        |      420000 | PA      | $357071.05    | 0.08%             | 2029-05-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance B.V.                | DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV MTN 0.625000% 04/03/2023      | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | NUSS              | DE        |        5000 | PA      | $5309.60      | 0.00%             | 2023-04-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings S.C.A.                           | MEDTRONIC GLOBAL HOLDINGS SCA 1.375000% 10/15/2040                      | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | NUSS              | US        |      110000 | PA      | $76156.50     | 0.02%             | 2040-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/GBP SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $7226.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury B.V.                            | HEIMSTADEN BOSTAD TREASURY BV MTN 0.250000% 10/13/2024                  | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | NUSS              | SE        |      135000 | PA      | $127289.94    | 0.03%             | 2024-10-13      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS P.L.C.                                  | BP CAPITAL MARKETS PLC 3.625000% MATURITY: PERPETUAL                    | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | NUSS              | GB        |      281000 | PA      | $257147.43    | 0.06%             | 2171-06-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/ZAR SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1616.31     | -0.00%            |  |  |  | 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      | $413276.65    | 0.09%             | 2041-06-02      | Fixed         | 4.65%                 | 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        |     1712000 | PA      | $861549.13    | 0.19%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                            | SANTANDER UK GROUP HOLDINGS PLC MTN 3.625000% 01/14/2026                | CUSIP: N/A<br>LEI: 549300F5XIFGNNW4CF72       | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $111943.42    | 0.02%             | 2026-01-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                 | EURO-BUXL 30Y BND MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          -1 | NC      | $-144334.52   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH STERLING POUND                                     | FX Forward Contract: GBP/USD SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $-87700.95    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/NZD SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $15495.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $6080.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                          | FX Forward Contract: CNY/USD SETTLE 2023-02-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |           1 | NC      | $6146.19      | 0.00%             |  |  |  | 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        |    74900000 | PA      | $674176.63    | 0.15%             | 2038-09-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FAURECIA SE                                                | FAURECIA SE 2.750000% 02/15/2027                                        | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | NUSS              | FR        |      230000 | PA      | $206535.82    | 0.05%             | 2027-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland       | UNITED KINGDOM GILT 1.250000% 10/22/2041                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      163000 | PA      | $124298.66    | 0.03%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                           | DEUTSCHE BANK AG MTN 1.000000% 11/19/2025                               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $398384.45    | 0.09%             | 2025-11-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Republic of Singapore                                      | SINGAPORE GOVERNMENT 2.625000% 08/01/2032                               | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |      214000 | PA      | $153445.91    | 0.03%             | 2032-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                      | FX Forward Contract: CNY/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |           1 | NC      | $7657.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                     | PNC FINANCIAL SERVICES GROUP INC/THE 5.671000% 10/28/2025               | CUSIP: 693475BH7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      210000 | PA      | $212233.64    | 0.05%             | 2025-10-28      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | LLOYDS BANKING GROUP PLC 4.716000% 08/11/2026                           | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |      335000 | PA      | $327775.29    | 0.07%             | 2026-08-11      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                           | FX Forward Contract: HUF/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |           1 | NC      | $22049.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| People's Republic of China                                 | CHINA GOVERNMENT BOND 3.530000% 10/18/2051                              | CUSIP: Y6S39BG95<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     1480000 | PA      | $223572.25    | 0.05%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                     | FX Forward Contract: GBP/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $-3449.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                      | TITULOS DE TESORERIA 7.000000% 06/30/2032                               | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  3506900000 | PA      | $491263.40    | 0.11%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                 | EURO-SCHATZ FUT   MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -50 | NC      | $-5625460.26  | -1.24%            |  |  |  | No            |                  1 | On Loan: No      |
| B.A.T. INTERNATIONAL FINANCE P.L.C.                        | BAT INTERNATIONAL FINANCE PLC MTN 1.250000% 03/13/2027                  | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | NUSS              | GB        |      333000 | PA      | $314852.90    | 0.07%             | 2027-03-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                          | MALAYSIA GOVERNMENT 3.502000% 05/31/2027                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     4299000 | PA      | $961489.04    | 0.21%             | 2027-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                            | FX Forward Contract: NOK/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |           1 | NC      | $2113.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                     | FX Forward Contract: GBP/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $-7876.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/THB SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-61364.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                 | EURO-BUND FUTURE  MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          -1 | NC      | $-141869.18   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Canada                                                     | CANADIAN GOVERNMENT 2.500000% 06/01/2024                                | CUSIP: 135087B45<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1270000 | PA      | $915952.18    | 0.20%             | 2024-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Statsministerens Kontor                                    | NORWAY GOVERNMENT BOND 144A 1.750000% 03/13/2025                        | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |      268000 | PA      | $26428.92     | 0.01%             | 2025-03-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                     | FX Forward Contract: GBP/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $-3371.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-41.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/EUR SETTLE 2023-01-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-248632.88   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                      | 10YR MINI JGB FUT MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | SG        |         -29 | NC      | $-3197264.01  | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| Magyarorszag                                               | HUNGARY GOVERNMENT BOND 1.500000% 08/23/2023                            | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   183970000 | PA      | $453535.49    | 0.10%             | 2023-08-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                              | TRANSCANADA PIPELINES LTD 5.330000% 05/12/2032                          | CUSIP: 89353ZCK2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | NUSS              | CA        |      241000 | PA      | $177156.66    | 0.04%             | 2032-05-12      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/GBP SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $38012.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| POLISH ZLOTY                                               | FX Forward Contract: PLN/USD SETTLE 2023-03-20                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |           1 | NC      | $8.69         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                | FX Forward Contract: CHF/USD SETTLE 2023-03-01                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |           1 | NC      | $6294.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                      | JAPAN (10 YEAR ISSUE) 0.400000% 06/20/2025                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   487900000 | PA      | $3728813.98   | 0.82%             | 2025-06-20      | Fixed         | 0.40%                 | 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        |    11230000 | PA      | $1773486.08   | 0.39%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/EUR SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-14191.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                           | TOTALENERGIES SE MTN 1.625000% MATURITY: PERPETUAL                      | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | NUSS              | FR        |      270000 | PA      | $233617.33    | 0.05%             | 2171-01-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/MXN SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1760.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREAN WON                                                 | FX Forward Contract: KRW/USD SETTLE 2023-01-30                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $118942.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/ZAR SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2639.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/GBP SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $2818.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/AUD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $3579.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-7934.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                           | FX Forward Contract: SGD/USD SETTLE 2023-03-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |           1 | NC      | $7153.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ireland                                                    | IRELAND GOVERNMENT BOND 0.000000% 10/18/2031                            | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      304000 | PA      | $250060.67    | 0.05%             | 2031-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Canada                                                     | CAN 10YR BOND FUT MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |          -1 | NC      | $-90446.14    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/JPY SETTLE 2023-01-24                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $190.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ireland                                                    | IRELAND GOVERNMENT BOND 1.500000% 05/15/2050                            | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      250000 | PA      | $184457.14    | 0.04%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/EUR SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-6033.25     | -0.00%            |  |  |  | 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        |   150100000 | PA      | $1064937.00   | 0.23%             | 2042-06-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                         | CADENT FINANCE PLC MTN 2.625000% 09/22/2038                             | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $81225.04     | 0.02%             | 2038-09-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Valtioneuvosto                                             | FINLAND GOVERNMENT BOND 144A 0.875000% 09/15/2025                       | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |      355000 | PA      | $360683.09    | 0.08%             | 2025-09-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| KOREAN WON                                                 | FX Forward Contract: KRW/USD SETTLE 2023-01-30                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $72830.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                     | CHINA DEVELOPMENT BANK 3.120000% 09/13/2031                             | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     9540000 | PA      | $1379434.84   | 0.30%             | 2031-09-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Republica Portuguesa                                       | PORTUGAL OBRIGACOES DO TESOURO OT 144A 1.950000% 06/15/2029             | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |      492371 | PA      | $490370.49    | 0.11%             | 2029-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/JPY SETTLE 2023-01-24                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-42.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTFIELD AMERICA MANAGEMENT PTY LIMITED                   | WESTFIELD AMERICA MANAGEMENT LTD 2.125000% 03/30/2025                   | CUSIP: N/A<br>LEI: 875500W7WGQNQWSP6E89       | Long             | DBT              | NUSS              | FR        |      210000 | PA      | $225843.72    | 0.05%             | 2025-03-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/BRL SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $2629.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                        | THAILAND GOVERNMENT BOND 2.125000% 12/17/2026                           | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     7336000 | PA      | $214626.07    | 0.05%             | 2026-12-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                              | FX Forward Contract: SEK/USD SETTLE 2023-02-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |           1 | NC      | $-7072.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/JPY SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-35170.43    | -0.01%            |  |  |  | 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      | $493021.82    | 0.11%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CAD SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $51266.84     | 0.01%             |  |  |  | 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        |     1479000 | PA      | $1033827.30   | 0.23%             | 2038-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                               | FX Forward Contract: CLP/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |           1 | NC      | $96271.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/IDR SETTLE 2023-01-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-22224.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/EUR SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-12534.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                          | FX Forward Contract: AUD/USD SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |           1 | NC      | $48.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                        | BUONI POLIENNALI DEL TES 2.800000% 12/01/2028                           | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      123000 | PA      | $123017.07    | 0.03%             | 2028-12-01      | Fixed         | 2.80%                 | 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      | $472441.97    | 0.10%             | 2028-10-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Japan                                                      | JAPAN (30 YEAR ISSUE) 2.000000% 09/20/2040                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   416300000 | PA      | $3543905.79   | 0.78%             | 2040-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                 | ANGLO AMERICAN CAPITAL PLC MTN 1.625000% 03/11/2026                     | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | NUSS              | ZA        |      230000 | PA      | $228133.47    | 0.05%             | 2026-03-11      | Fixed         | 1.62%                 | 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      | $734759.57    | 0.16%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| KOREAN WON                                                 | FX Forward Contract: KRW/USD SETTLE 2023-01-30                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $117546.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | FX Forward Contract: CAD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |           1 | NC      | $-1264.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEXIA CREDIT LOCAL SA                                      | DEXIA CREDIT LOCAL SA MTN 0.500000% 01/17/2025                          | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $302619.02    | 0.07%             | 2025-01-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/GBP SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $6367.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada                                                     | CANADIAN GOVERNMENT 3.500000% 12/01/2045                                | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      218000 | PA      | $164942.79    | 0.04%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                               | BRITISH COLUMBIA PROV OF 2.750000% 06/18/2052                           | CUSIP: 110709AG7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      835000 | PA      | $463426.69    | 0.10%             | 2052-06-18      | Fixed         | 2.75%                 | 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        |  5153000000 | PA      | $324224.41    | 0.07%             | 2026-04-15      | Fixed         | 5.50%                 | 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        |      639000 | PA      | $760988.24    | 0.17%             | 2041-07-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                           | DELTA AIR LINES INC / SKYMILES IP LTD 144A 4.500000% 10/20/2025         | CUSIP: 830867AA5<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | NUSS              | US        |      234888 | PA      | $229152.46    | 0.05%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CHF SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1346.06     | -0.00%            |  |  |  | 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      | $189705.33    | 0.04%             | 2171-12-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/NZD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $6456.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/GBP SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $258.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIA RUPEE                                                | FX Forward Contract: INR/USD SETTLE 2023-03-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IN        |           1 | NC      | $-658.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                | FX Forward Contract: CHF/USD SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |           1 | NC      | $-5.51        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                           | FX Forward Contract: SGD/USD SETTLE 2023-03-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |           1 | NC      | $10946.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | FX Forward Contract: CAD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |           1 | NC      | $16.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENI S.P.A.                                                 | ENI SPA MTN 0.375000% 06/14/2028                                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | NUSS              | IT        |      130000 | PA      | $114501.12    | 0.03%             | 2028-06-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                             | PUBLIC STORAGE 0.500000% 09/09/2030                                     | CUSIP: N/A<br>LEI: 549300LMZF40TKJ6DM64       | Long             | DBT              | NUSS              | US        |      260000 | PA      | $208573.84    | 0.05%             | 2030-09-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                               | FX Forward Contract: JPY/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $20780.22     | 0.00%             |  |  |  | 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        |      347000 | PA      | $254583.95    | 0.06%             | 2030-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Volkswagen Bank Gesellschaft mit beschraenkter Haftung     | VOLKSWAGEN BANK GMBH MTN 1.875000% 01/31/2024                           | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $417942.56    | 0.09%             | 2024-01-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                         | FX Forward Contract: ZAR/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |           1 | NC      | $11418.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                 | COOPERATIEVE RABOBANK UA MTN 4.625000% 05/23/2029                       | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | NUSS              | NL        |      290000 | PA      | $318111.15    | 0.07%             | 2029-05-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                         | NEWELL BRANDS INC 6.375000% 09/15/2027                                  | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      195000 | PA      | $193537.50    | 0.04%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                                  | AVIVA PLC 6.125000% 11/14/2036                                          | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | NUSS              | GB        |      220000 | PA      | $263618.87    | 0.06%             | 2036-11-14      | Fixed         | 6.12%                 | 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        |     3746000 | PA      | $73874.97     | 0.02%             | 2049-06-17      | Fixed         | 1.88%                 | 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      | $268341.17    | 0.06%             | 2032-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/PLN SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-27379.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                           | SANTANDER UK PLC MTN 1.250000% 09/18/2024                               | CUSIP: N/A<br>LEI: PTCQB104N23FMNK2RZ28       | Long             | DBT              | NUSS              | GB        |      500000 | PA      | $514039.64    | 0.11%             | 2024-09-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                 | EURO-BUND FUTURE  MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          69 | NC      | $9788973.19   | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American Medical Systems Europe B.V.                       | AMERICAN MEDICAL SYSTEMS EUROPE BV 1.375000% 03/08/2028                 | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | NUSS              | US        |      250000 | PA      | $235581.49    | 0.05%             | 2028-03-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                               | FX Forward Contract: JPY/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $8614.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republique Francaise                                       | EURO-OAT FUTURE   MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -10 | NC      | $-1358605.74  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Japan                                                      | 10YR MINI JGB FUT MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | SG        |          -9 | NC      | $-992254.35   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | WELLS FARGO & CO MTN 2.125000% 12/20/2023                               | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | NUSS              | US        |      345000 | PA      | $404439.43    | 0.09%             | 2023-12-20      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                   | US ULTRA BOND CBT MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          17 | NC      | $2283312.50   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                     | BERKSHIRE HATHAWAY FINANCE CORP 2.625000% 06/19/2059                    | CUSIP: 084664CT6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | NUSS              | US        |      144000 | PA      | $109354.57    | 0.02%             | 2059-06-19      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/EUR SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-838.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RIMINI BIDCO S.P.A.                                        | RIMINI BIDCO SPA 144A VARIABLE RATE 12/14/2026                          | CUSIP: BS6180258<br>LEI: 815600E0EAFAEE1B3F69 | Long             | DBT              | NUSS              | IT        |      200000 | PA      | $189383.02    | 0.04%             | 2026-12-14      | Floating      | 7.30%                 | 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        |   218750000 | PA      | $1943525.24   | 0.43%             | 2039-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland       | UK TSY GILT 4.250000% 12/07/2040                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      115000 | PA      | $141448.12    | 0.03%             | 2040-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP, INC.                                 | ENCORE CAPITAL GROUP INC 4.875000% 10/15/2025                           | CUSIP: N/A<br>LEI: 5493000UVC6H49CIH830       | Long             | DBT              | CORP              | US        |      205000 | PA      | $204831.54    | 0.05%             | 2025-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/NZD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-51466.15    | -0.01%            |  |  |  | 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        |     4531700 | PA      | $215187.29    | 0.05%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/JPY SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-12336.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                           | SKANDINAVISKA ENSKILDA BANKEN AB MTN 0.250000% 06/20/2024               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | NUSS              | SE        |      460000 | PA      | $469658.63    | 0.10%             | 2024-06-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/EUR SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1086.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-02-27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $4426.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA CORP.                                               | VISTRA CORP 144A 7.000000% MATURITY: PERPETUAL                          | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |       68000 | PA      | $61875.46     | 0.01%             | 2171-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                             | LANDWIRTSCHAFTLICHE RENTENBANK MTN 0.000000% 12/13/2028                 | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | NUSS              | DE        |     1085000 | PA      | $969949.40    | 0.21%             | 2028-12-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Reino de Espana                                            | SPAIN GOVERNMENT BOND 144A 0.850000% 07/30/2037                         | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      497000 | PA      | $352785.60    | 0.08%             | 2037-07-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                          | FX Forward Contract: AUD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |           1 | NC      | $-2776.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CAD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-4894.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/KRW SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-29927.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/NZD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $3815.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                      | JAPAN (30 YEAR ISSUE) 1.800000% 03/20/2043                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   158250000 | PA      | $1305543.01   | 0.29%             | 2043-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| POSITION IS FLAT                                           | Credit Default Swap                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | XX        |     -190000 | NC      | $4429.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEXIA CREDIT LOCAL SA                                      | DEXIA CREDIT LOCAL SA MTN 0.000000% 05/29/2024                          | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | NUSS              | FR        |     1200000 | PA      | $1223986.17   | 0.27%             | 2024-05-29      | Fixed         | 0.00%                 | 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        |      440000 | PA      | $522049.37    | 0.11%             | 2041-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                  | PROLOGIS EURO FINANCE LLC 0.375000% 02/06/2028                          | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | NUSS              | US        |      286000 | PA      | $253036.70    | 0.06%             | 2028-02-06      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/AUD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2279.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                               | FX Forward Contract: JPY/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $461.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada                                                     | CANADIAN GOVERNMENT 2.75%  12/01/2048                                   | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $266640.10    | 0.06%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan                                                      | JAPAN (10 YEAR ISSUE) 0.100000% 12/20/2026                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   462650000 | PA      | $3498145.23   | 0.77%             | 2026-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                               | FX Forward Contract: CLP/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |           1 | NC      | $33411.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $14110.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                         | FX Forward Contract: NZD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $-1468.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/GBP SETTLE 2023-01-18                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-3254.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CHF SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1086.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                          | FX Forward Contract: AUD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |           1 | NC      | $2547.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valtioneuvosto                                             | FINLAND GOVERNMENT BOND 144A 0.125000% 09/15/2031                       | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |      610000 | PA      | $508844.38    | 0.11%             | 2031-09-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Government of the Republic of Korea                        | KOREA TREASURY BOND 1.250000% 03/10/2026                                | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   101780000 | PA      | $74410.38     | 0.02%             | 2026-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CHF SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-203.81      | -0.00%            |  |  |  | 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        |      310000 | PA      | $235806.32    | 0.05%             | 2047-06-22      | Fixed         | 1.60%                 | 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        |    61500000 | PA      | $508835.65    | 0.11%             | 2033-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                         | FX Forward Contract: NZD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $2486.34      | 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        |  1919300000 | PA      | $299393.44    | 0.07%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                     | STANDARD CHARTERED PLC 144A MATURITY: PERPETUAL                         | CUSIP: 853254AA8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | NUSS              | GB        |      500000 | PA      | $384030.00    | 0.08%             | 2171-07-30      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                          | FX Forward Contract: AUD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |           1 | NC      | $-1138.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-02-27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $2826.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                  | AUSTRALIAN GOVERNMENT 4.750000% 04/21/2027                              | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      850000 | PA      | $601530.92    | 0.13%             | 2027-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/EUR SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1328.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CNY SETTLE 2023-01-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-39528.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/GBP SETTLE 2023-01-18                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-64076.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CLP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-40940.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                      | FX Forward Contract: CNY/USD SETTLE 2023-04-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |           1 | NC      | $-19388.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CHF SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2195.49     | -0.00%            |  |  |  | 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        |     1046000 | PA      | $1020246.02   | 0.22%             | 2028-02-01      | Fixed         | 2.00%                 | 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      | $540468.20    | 0.12%             | 2031-05-15      | Fixed         | 8.75%                 | 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        |     6471000 | PA      | $602555.14    | 0.13%             | 2029-09-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/PLN SETTLE 2023-03-20                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-38742.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                   | US 2YR NOTE (CBT) MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           4 | NC      | $820312.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc.                            | GE HEALTHCARE TECHNOLOGIES INC 144A 5.550000% 11/15/2024                | CUSIP: 36267VAA1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      435000 | PA      | $436566.11    | 0.10%             | 2024-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                      | FX Forward Contract: CNY/USD SETTLE 2023-04-11                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |           1 | NC      | $12826.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/KRW SETTLE 2023-01-30                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-105281.80   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CHF SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-137593.18   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-02-27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $1634.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FINANCING S.A.                                      | ALTICE FINANCING SA 2.250000% 01/15/2025                                | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | DBT              | NUSS              | LU        |      215000 | PA      | $210023.05    | 0.05%             | 2025-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan                                                      | JAPAN (20 YEAR ISSUE) 0.600000% 09/20/2037                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    81600000 | PA      | $583942.95    | 0.13%             | 2037-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CAD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $1898.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL FINANCE EUROPE S.A.                         | CNH INDUSTRIAL FINANCE EUROPE SA MTN 1.750000% 09/12/2025               | CUSIP: N/A<br>LEI: 5493007GVB1I2FDSS786       | Long             | DBT              | NUSS              | GB        |      130000 | PA      | $131262.55    | 0.03%             | 2025-09-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland       | UNITED KINGDOM GILT 0.500000% 10/22/2061                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     1407000 | PA      | $602356.85    | 0.13%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                     | FX Forward Contract: GBP/USD SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $-9813.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC HOLDINGS PLC 6.000000% MATURITY: PERPETUAL                         | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | NUSS              | GB        |      200000 | PA      | $210644.30    | 0.05%             | 2171-03-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/SEK SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $6267.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/NZD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $555.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $395.70       | 0.00%             |  |  |  | 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        |   197300000 | PA      | $1604418.57   | 0.35%             | 2034-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                                  | APTIV PLC 1.500000% 03/10/2025                                          | CUSIP: 03835VAC0<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |      440000 | PA      | $445263.10    | 0.10%             | 2025-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/JPY SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $1248.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/SEK SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $1738.93      | 0.00%             |  |  |  | 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        |      520000 | PA      | $335771.21    | 0.07%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KfW                                                        | KREDITANSTALT FUER WIEDERAUFBAU 0.125000% 06/07/2023                    | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | NUSS              | DE        |     1020000 | PA      | $1078487.88   | 0.24%             | 2023-06-07      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                              | FX Forward Contract: SEK/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |           1 | NC      | $-788.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREAN WON                                                 | FX Forward Contract: KRW/USD SETTLE 2023-01-30                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $31423.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS P.L.C.                                  | BP CAPITAL MARKETS PLC MTN 0.831000% 11/08/2027                         | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | NUSS              | GB        |      130000 | PA      | $120701.78    | 0.03%             | 2027-11-08      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Koninkrijk der Nederlanden                                 | NETHERLANDS GOVERNMENT BOND 144A 0.000000% 01/15/2052                   | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      421000 | PA      | $217524.98    | 0.05%             | 2052-01-15      | Fixed         | 0.00%                 | 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        |   229350000 | PA      | $2037702.92   | 0.45%             | 2039-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Republique Francaise                                       | FRENCH REPUBLIC GOVERNMENT BOND OAT 144A 1.500000% 05/25/2050           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     1786000 | PA      | $1304682.16   | 0.29%             | 2050-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                      | TITULOS DE TESORERIA 10.000000% 07/24/2024                              | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  2757800000 | PA      | $553840.13    | 0.12%             | 2024-07-24      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland       | UNITED KINGDOM GILT 1.125000% 01/31/2039                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     1215000 | PA      | $961860.70    | 0.21%             | 2039-01-31      | Fixed         | 1.12%                 | 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        |     1062000 | PA      | $1032610.51   | 0.23%             | 2027-04-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank N.V.                           | NEDERLANDSE WATERSCHAPSBANK NV MTN 0.625000% 01/18/2027                 | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      225000 | PA      | $217870.52    | 0.05%             | 2027-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC.                                      | BOOKING HOLDINGS INC 2.375000% 09/23/2024                               | CUSIP: 09857LAC2<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | NUSS              | US        |      355000 | PA      | $371417.32    | 0.08%             | 2024-09-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | FX Forward Contract: CAD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |           1 | NC      | $-290.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                          | FX Forward Contract: AUD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |           1 | NC      | $2958.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                      | FX Forward Contract: CNY/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |           1 | NC      | $1604.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/JPY SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $1295.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/EUR SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2007790.66  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| Vivion Investments S.a r.l.                                | VIVION INVESTMENTS SARL 3.000000% 08/08/2024                            | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | NUSS              | LU        |      200000 | PA      | $164996.42    | 0.04%             | 2024-08-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDING II                               | MASSMUTUAL GLOBAL FUNDING II MTN 0.850000% 06/09/2023                   | CUSIP: 57629WCU2<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |      998000 | PA      | $979590.34    | 0.22%             | 2023-06-09      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                 | CHINA GOVERNMENT BOND 2.180000% 06/25/2024                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    17530000 | PA      | $2515573.58   | 0.55%             | 2024-06-25      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                          | NATWEST GROUP PLC 3.622000% 08/14/2030                                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | NUSS              | GB        |      410000 | PA      | $453433.11    | 0.10%             | 2030-08-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                | FX Forward Contract: CHF/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |           1 | NC      | $2845.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                     | TOTALENERGIES CAPITAL INTERNATIONAL SA MTN 2.500000% 03/25/2026         | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $417388.45    | 0.09%             | 2026-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CNY SETTLE 2023-03-06                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-131875.19   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Canada Housing Trust No. 1                                 | CANADA HOUSING TRUST NO 1 144A 2.250000% 12/15/2025                     | CUSIP: 13509PFD0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1325000 | PA      | $933137.57    | 0.21%             | 2025-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| POSITION IS FLAT                                           | Credit Default Swap                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | XX        |     -190000 | NC      | $4429.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND BAHT                                              | FX Forward Contract: THB/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |           1 | NC      | $625.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                   | US TREASURY N/B 0.375000% 01/31/2026                                    | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |       20000 | PA      | $17794.53     | 0.00%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $632.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken N.V.                                              | HEINEKEN NV MTN 1.000000% 05/04/2026                                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | NUSS              | NL        |      335000 | PA      | $329732.18    | 0.07%             | 2026-05-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                   | US 10YR ULTRA FUT MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -14 | NC      | $-1655937.50  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CNY SETTLE 2023-01-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $21014.87     | 0.00%             |  |  |  | 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        |       77000 | PA      | $31256.79     | 0.01%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                      | POLAND GOVERNMENT BOND 2.750000% 04/25/2028                             | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     2890000 | PA      | $539752.18    | 0.12%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/DKK SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-9938.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL FINANCE EUROPE S.A.                         | CNH INDUSTRIAL FINANCE EUROPE SA MTN 2.875000% 05/17/2023               | CUSIP: N/A<br>LEI: 5493007GVB1I2FDSS786       | Long             | DBT              | NUSS              | GB        |      220000 | PA      | $234519.69    | 0.05%             | 2023-05-17      | Fixed         | 2.88%                 | 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      | $832807.49    | 0.18%             | 2026-01-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                              | FX Forward Contract: SEK/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |           1 | NC      | $-5720.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | FX Forward Contract: CAD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |           1 | NC      | $-274.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/AUD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-6687.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/SEK SETTLE 2023-02-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-21430.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/EUR SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-60224.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/KRW SETTLE 2023-01-30                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-48416.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                            | ONTARIO TEACHERS' FINANCE TRUST MTN 0.900000% 05/20/2041                | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |      707000 | PA      | $485692.30    | 0.11%             | 2041-05-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| AGEAS SA                                                   | AGEAS SA/NV 1.875000% 11/24/2051                                        | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | DBT              | NUSS              | BE        |      200000 | PA      | $152203.18    | 0.03%             | 2051-11-24      | Fixed         | 1.88%                 | 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        |  5638800000 | PA      | $873384.99    | 0.19%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AUST 10Y BOND FUT MAR23                                    | AUST 10Y BOND FUT MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | AU        |          18 | NC      | $1412088.77   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Repubblica Italiana                                        | BUONI POLIENNALI DEL TES 0.950000% 06/01/2032                           | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1166000 | PA      | $913042.83    | 0.20%             | 2032-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                          | FX Forward Contract: AUD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |           1 | NC      | $7110.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/AUD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-6225.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Digital Dutch Finco B.V.                                   | DIGITAL DUTCH FINCO BV 0.625000% 07/15/2025                             | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | NUSS              | US        |      136000 | PA      | $129795.12    | 0.03%             | 2025-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $37974.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                      | JAPAN (40 YEAR ISSUE) 1.900000% 03/20/2053                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    22850000 | PA      | $185702.47    | 0.04%             | 2053-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                               | FX Forward Contract: JPY/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $8813.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF SA                                  | SOCIETE NATIONALE SNCF 1.000000% 05/25/2040                             | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              | NUSS              | FR        |      700000 | PA      | $476073.81    | 0.10%             | 2040-05-25      | Fixed         | 1.00%                 | 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      | $291569.28    | 0.06%             | 2025-11-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                     | FX Forward Contract: GBP/USD SETTLE 2023-01-18                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $-17081.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                               | FX Forward Contract: JPY/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $15722.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                        | KINGDOM OF BELGIUM GOVERNMENT BOND 144A 1.000000% 06/22/2026            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      370000 | PA      | $373081.66    | 0.08%             | 2026-06-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/THB SETTLE 2023-03-07                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-74089.90    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| VZ Secured Financing B.V.                                  | VZ SECURED FINANCING BV 3.500000% 01/15/2032                            | CUSIP: N/A<br>LEI: 549300MG611MYCOWY949       | Long             | DBT              | NUSS              | NL        |      234000 | PA      | $194793.97    | 0.04%             | 2032-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/EUR SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-532.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific (Finance I) B.V.                  | THERMO FISHER SCIENTIFIC FINANCE I BV 0.800000% 10/18/2030              | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | NUSS              | US        |      260000 | PA      | $224851.62    | 0.05%             | 2030-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                            | ONTARIO TEACHERS' FINANCE TRUST 144A 2.000000% 04/16/2031               | CUSIP: 68329AAJ7<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |     1914000 | PA      | $1572185.13   | 0.35%             | 2031-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                   | MEX BONOS DESARR FIX RT 8.500000% 05/31/2029                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    10038000 | PA      | $500842.74    | 0.11%             | 2029-05-31      | Fixed         | 8.50%                 | 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        |      115113 | PA      | $2302.26      | 0.00%             | 2029-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan                                                      | JPN 10Y BOND(OSE) MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |          18 | NC      | $19843722.76  | 4.36%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/JPY SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-7552.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                     | FX Forward Contract: GBP/USD SETTLE 2023-01-18                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $-20878.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                      | JAPAN TREASURY DISC BILL ZERO COUPON 01/30/2023                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   197150000 | PA      | $1494389.34   | 0.33%             | 2023-01-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                 | BUNDESREPUB. DEUTSCHLAND 0.000000% 05/15/2036                           | CUSIP: D2R8H4GD5<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1061000 | PA      | $804436.81    | 0.18%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                     | FX Forward Contract: GBP/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $-3592.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                          | AIRCASTLE LTD 4.250000% 06/15/2026                                      | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | NUSS              | US        |        4000 | PA      | $3761.73      | 0.00%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/JPY SETTLE 2023-02-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-28116.64    | -0.01%            |  |  |  | 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        |     1401000 | PA      | $864124.18    | 0.19%             | 2030-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| POSITION IS FLAT                                           | Credit Default Swap                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | XX        |      380000 | NC      | $-8859.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                     | FX Forward Contract: GBP/USD SETTLE 2023-01-18                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $82.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOAN SFH SA                           | CREDIT AGRICOLE HOME LOAN SFH SA MTN 0.500000% 02/19/2026               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $293343.22    | 0.06%             | 2026-02-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                    | EXXON MOBIL CORP 0.835000% 06/26/2032                                   | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | NUSS              | US        |      600000 | PA      | $480216.44    | 0.11%             | 2032-06-26      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Government of the Republic of Korea                        | KOREA TREASURY BOND 1.125000% 09/10/2025                                | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  1184330000 | PA      | $873644.92    | 0.19%             | 2025-09-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                          | MALAYSIA GOVERNMENT 3.885000% 08/15/2029                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2790000 | PA      | $628812.43    | 0.14%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe B.V.                                     | TELEFONICA EUROPE BV 4.375000% MATURITY: PERPETUAL                      | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $203292.67    | 0.04%             | 2171-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                           | FX Forward Contract: SGD/USD SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |           1 | NC      | $1309.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC.                                      | BOOKING HOLDINGS INC 0.500000% 03/08/2028                               | CUSIP: 09857LAT5<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | NUSS              | US        |      110000 | PA      | $98584.77     | 0.02%             | 2028-03-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Volcan Compania Minera S.A.A.                              | VOLCAN CIA MINERA SAA 144A 4.375000% 02/11/2026                         | CUSIP: 92863UAB2<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | NUSS              | PE        |       10000 | PA      | $8615.46      | 0.00%             | 2026-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Digital Intrepid Holding B.V.                              | DIGITAL INTREPID HOLDING BV 0.625000% 07/15/2031                        | CUSIP: N/A<br>LEI: 5493003H2CB2KXPP7461       | Long             | DBT              | NUSS              | US        |      410000 | PA      | $299232.31    | 0.07%             | 2031-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Republic of Singapore                                      | SINGAPORE GOVERNMENT 2.125000% 06/01/2026                               | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     1790000 | PA      | $1303128.54   | 0.29%             | 2026-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BRK: CITIBANK, N.A.                                        | BRK: CITIBANK, N.A. PAY: 2.0339                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     1082000 | NC      | $108296.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundeskanzleramt Oesterreich                               | REPUBLIC OF AUSTRIA GOVERNMENT BOND 144A 0.850000% 06/30/2120           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |       87000 | PA      | $38263.70     | 0.01%             | 2120-06-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                        | THAILAND GOVERNMENT BOND 3.300000% 06/17/2038                           | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     3522000 | PA      | $103126.54    | 0.02%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Koninkrijk der Nederlanden                                 | NETHERLANDS GOVERNMENT BOND 144A 0.000000% 07/15/2031                   | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     1014000 | PA      | $855976.64    | 0.19%             | 2031-07-15      | Fixed         | 0.00%                 | 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        |     4666000 | PA      | $225680.46    | 0.05%             | 2027-06-03      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/EUR SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1545.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CLP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-52759.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Valtioneuvosto                                             | FINLAND GOVERNMENT BOND 144A 0.125000% 04/15/2052                       | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |      135000 | PA      | $67572.76     | 0.01%             | 2052-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/EUR SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-5026.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                          | MALAYSIA GOVERNMENT 3.828000% 07/05/2034                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2374000 | PA      | $521744.20    | 0.11%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CAD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-6995.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                     | FX Forward Contract: GBP/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $-2057.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOAN SFH SA                           | CREDIT AGRICOLE HOME LOAN SFH SA MTN 0.250000% 02/23/2024               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | NUSS              | FR        |      700000 | PA      | $722264.27    | 0.16%             | 2024-02-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/AUD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-5123.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                                | PROVINCE OF ONTARIO CANADA MTN 0.250000% 12/15/2026                     | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |     2337000 | PA      | $2371212.20   | 0.52%             | 2026-12-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                         | FX Forward Contract: NZD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $-11371.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/JPY SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-7694.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/NOK SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-3244.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | FX Forward Contract: CAD/USD SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |           1 | NC      | $9.96         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/GBP SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-5309.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/JPY SETTLE 2023-02-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-11235.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHEPLAPHARM Arzneimittel GmbH                              | CHEPLAPHARM ARZNEIMITTEL GMBH 144A 3.500000% 02/11/2027                 | CUSIP: N/A<br>LEI: 529900ONXKBELT7EW052       | Long             | DBT              | NUSS              | DE        |      191000 | PA      | $177956.01    | 0.04%             | 2027-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CNY SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-904453.96   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                     | FX Forward Contract: GBP/USD SETTLE 2023-01-18                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $320.31       | 0.00%             |  |  |  | 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      | $304549.05    | 0.07%             | 2025-07-28      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/AUD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-3435.60     | -0.00%            |  |  |  | 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        |     1067000 | PA      | $1012166.78   | 0.22%             | 2026-11-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings S.C.A.                           | MEDTRONIC GLOBAL HOLDINGS SCA 0.250000% 07/02/2025                      | CUSIP: 58507LAM1<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | NUSS              | US        |      115000 | PA      | $113477.61    | 0.02%             | 2025-07-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                 | CHINA GOVERNMENT BOND 2.750000% 02/17/2032                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    16390000 | PA      | $2326247.10   | 0.51%             | 2032-02-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                               | FX Forward Contract: MXN/USD SETTLE 2023-03-15                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |           1 | NC      | $-753.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/JPY SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-12630.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/NOK SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $1769.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                 | ANGLO AMERICAN CAPITAL PLC MTN 1.625000% 09/18/2025                     | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | NUSS              | ZA        |      415000 | PA      | $417887.76    | 0.09%             | 2025-09-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Republique Francaise                                       | EURO-OAT FUTURE   MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          31 | NC      | $4211677.81   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/EUR SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1982.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                         | FX Forward Contract: NZD/USD SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $444.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                             | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 144A 2.700000% 03/14/2023 | CUSIP: 709599AY0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1268211.70   | 0.28%             | 2023-03-14      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Republique Francaise                                       | FRANCE (GOVT OF) 0.750000% 05/25/2052                                   | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      202000 | PA      | $115668.55    | 0.03%             | 2052-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY       | GLENCORE CAPITAL FINANCE DAC MTN 0.750000% 03/01/2029                   | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | NUSS              | AU        |      450000 | PA      | $369320.91    | 0.08%             | 2029-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                     | FX Forward Contract: GBP/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $-305.08      | -0.00%            |  |  |  | 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        |     8244600 | PA      | $369155.51    | 0.08%             | 2042-11-13      | Fixed         | 7.75%                 | 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        |       18994 | PA      | $17855.58     | 0.00%             | 2034-12-25      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/NZD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $7523.91      | 0.00%             |  |  |  | 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        |     9406000 | PA      | $838832.64    | 0.18%             | 2030-08-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan                                                      | JAPAN (10 YEAR ISSUE) 0.600000% 09/20/2023                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   644100000 | PA      | $4903400.11   | 1.08%             | 2023-09-20      | Fixed         | 0.60%                 | 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        |      153000 | PA      | $169075.57    | 0.04%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CNY SETTLE 2023-01-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-6792.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                   | US 5YR NOTE (CBT) MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -101 | NC      | $-10900898.44 | -2.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Republique Francaise                                       | FRANCE (GOVT OF) 0.000000% 02/25/2027                                   | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     2107000 | PA      | $2007913.72   | 0.44%             | 2027-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                        | BUONI POLIENNALI DEL TES 0.500000% 07/15/2028                           | CUSIP: T6052BE87<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2352000 | PA      | $2074646.79   | 0.46%             | 2028-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bundeskanzleramt Oesterreich                               | REPUBLIC OF AUSTRIA GOVERNMENT BOND 144A 2.100000% 09/20/2117           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |       50000 | PA      | $38968.93     | 0.01%             | 2117-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/MXN SETTLE 2023-03-15                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-87422.81    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/EUR SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-21764.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/HUF SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-55642.54    | -0.01%            |  |  |  | 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      | $1160607.42   | 0.26%             | 2028-12-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                   | US ULTRA BOND CBT MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -6 | NC      | $-805875.00   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/NZD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $762.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/NZD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $918.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | FX Forward Contract: CAD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |           1 | NC      | $-11948.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SNCF RESEAU SA                                             | SNCF RESEAU MTN 2.000000% 02/05/2048                                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $226145.91    | 0.05%             | 2048-02-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                     | FX Forward Contract: GBP/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $-2041.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/EUR SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-4970.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                  | AUSTRALIAN GOVERNMENT 1.000000% 12/21/2030                              | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      188000 | PA      | $101792.32    | 0.02%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                 | CHINA GOVERNMENT BOND 2.370000% 01/20/2027                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    10830000 | PA      | $1540828.87   | 0.34%             | 2027-01-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                 | CHINA GOVERNMENT BOND 3.720000% 04/12/2051                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    39170000 | PA      | $6110772.43   | 1.34%             | 2051-04-12      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                        | ITALY BUONI POLIENNALI DEL TESORO 144A 0.950000% 12/01/2031             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     2340000 | PA      | $1863279.22   | 0.41%             | 2031-12-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                     | CHINA DEVELOPMENT BANK 3.660000% 03/01/2031                             | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     4680000 | PA      | $703477.20    | 0.15%             | 2031-03-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                           | PRINCIPAL LIFE GLOBAL FUNDING II 144A 1.250000% 06/23/2025              | CUSIP: 74256LEE5<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |      315000 | PA      | $286476.83    | 0.06%             | 2025-06-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Canada                                                     | CANADIAN GOVERNMENT 2.250000% 06/01/2029                                | CUSIP: 135087J39<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2015000 | PA      | $1399948.74   | 0.31%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TELUS Corporation                                          | TELUS CORP 5.250000% 11/15/2032                                         | CUSIP: 87971MBX0<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | NUSS              | CA        |      482000 | PA      | $353295.91    | 0.08%             | 2032-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/GBP SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $3400.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Singapore                                      | SINGAPORE GOVERNMENT 3.375000% 09/01/2033                               | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |      515000 | PA      | $392816.13    | 0.09%             | 2033-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CAD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2413.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/JPY SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-416.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                          | FX Forward Contract: AUD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |           1 | NC      | $-3171.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                               | FX Forward Contract: MXN/USD SETTLE 2023-03-15                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |           1 | NC      | $658.91       | 0.00%             |  |  |  | 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        |      396000 | PA      | $376857.41    | 0.08%             | 2033-07-30      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/EUR SETTLE 2023-02-14                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-289238.26   | -0.06%            |  |  |  | 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        |   329800000 | PA      | $2776623.81   | 0.61%             | 2033-06-20      | Fixed         | 1.70%                 | 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        |     2313000 | PA      | $1627413.37   | 0.36%             | 2033-04-21      | Fixed         | 4.50%                 | 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        |    22761000 | PA      | $1054944.27   | 0.23%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                             | LANDWIRTSCHAFTLICHE RENTENBANK MTN 0.625000% 05/18/2027                 | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | NUSS              | DE        |      225000 | PA      | $216636.25    | 0.05%             | 2027-05-18      | Fixed         | 0.62%                 | 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        |      375000 | PA      | $467546.31    | 0.10%             | 2049-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/JPY SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-33078.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/NOK SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-7449.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                         | FX Forward Contract: NZD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $-2511.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                   | VIRGIN MEDIA FINANCE PLC 144A 5.000000% 07/15/2030                      | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | NUSS              | GB        |      235000 | PA      | $188484.10    | 0.04%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PUBLIC LIMITED COMPANY                           | AIB GROUP PLC 144A 7.583000% 10/14/2026                                 | CUSIP: 00135TAC8<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | NUSS              | IE        |      250000 | PA      | $254550.24    | 0.06%             | 2026-10-14      | Fixed         | 7.58%                 | 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        |     1036000 | PA      | $1144851.54   | 0.25%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan                                   | PROVINCE OF SASKATCHEWAN 3.250000% 06/08/2027                           | CUSIP: 803854KQ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      295000 | PA      | $281228.27    | 0.06%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CLP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-101888.07   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                               | MONDELEZ INTERNATIONAL INC 0.250000% 03/17/2028                         | CUSIP: N/A<br>LEI: 549300DV9GIB88LZ5P30       | Long             | DBT              | NUSS              | US        |      470000 | PA      | $418223.20    | 0.09%             | 2028-03-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                          | FX Forward Contract: MYR/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MY        |           1 | NC      | $3199.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ceska republika                                            | CZECH REPUBLIC 1.200000% 03/13/2031                                     | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     8010000 | PA      | $261549.58    | 0.06%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                        | ITALY BUONI POLIENNALI DEL TESORO 144A 4.000000% 04/30/2035             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     2330000 | PA      | $2311865.44   | 0.51%             | 2035-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                             | ING GROEP NV 3.869000% 03/28/2026                                       | CUSIP: 456837BA0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | NUSS              | NL        |      505000 | PA      | $485944.17    | 0.11%             | 2026-03-28      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| POLISH ZLOTY                                               | FX Forward Contract: PLN/USD SETTLE 2023-01-30                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |           1 | NC      | $56746.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES, INC.               | FIDELITY NATIONAL INFORMATION SERVICES INC 2.250000% 12/03/2029         | CUSIP: 31620MBN5<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | NUSS              | US        |      370000 | PA      | $361709.14    | 0.08%             | 2029-12-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/NOK SETTLE 2023-02-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-16966.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                               | FX Forward Contract: JPY/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $12555.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/GBP SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-560.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | FX Forward Contract: CAD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |           1 | NC      | $668.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/NOK SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-63.73       | -0.00%            |  |  |  | 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        |      545000 | PA      | $451171.75    | 0.10%             | 2049-05-23      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| CAISSE AMORTISSEMENT DE LA DETTE SOCIALE                   | CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE MTN 1.750000% 11/25/2027     | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     1100000 | PA      | $1097311.60   | 0.24%             | 2027-11-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                      | POLAND GOVERNMENT BOND 0.250000% 10/25/2026                             | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     2272000 | PA      | $404243.77    | 0.09%             | 2026-10-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/MYR SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-644.15      | -0.00%            |  |  |  | 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        | 17235000000 | PA      | $1074454.31   | 0.24%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                | BANK OF AMERICA CORP MTN 2.375000% 06/19/2024                           | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | NUSS              | US        |      410000 | PA      | $432272.38    | 0.10%             | 2024-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CZK SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-38303.38    | -0.01%            |  |  |  | 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        |   410000000 | PA      | $3356488.54   | 0.74%             | 2027-06-21      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FINANCING (UK) PLC                    | ALLWYN ENTERTAINMENT FINANCING UK PLC 144A VARIABLE RATE 02/15/2028     | CUSIP: BU1337163<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $103149.45    | 0.02%             | 2028-02-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                        | ITALY BUONI POLIENNALI DEL TESORO 144A 1.700000% 09/01/2051             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      507000 | PA      | $300533.55    | 0.07%             | 2051-09-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/EUR SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-3299.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                               | FX Forward Contract: JPY/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $6650.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                           | FX Forward Contract: IDR/USD SETTLE 2023-01-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |           1 | NC      | $983.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Singapore                                      | SINGAPORE GOVERNMENT 3.375000% 09/01/2033                               | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |       13000 | PA      | $9915.75      | 0.00%             | 2033-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                        | THAILAND GOVERNMENT BOND 4.875000% 06/22/2029                           | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    16455000 | PA      | $552071.17    | 0.12%             | 2029-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/JPY SETTLE 2023-01-24                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1523.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                      | ELI LILLY & CO 1.375000% 09/14/2061                                     | CUSIP: 532457CC0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | NUSS              | US        |      195000 | PA      | $106593.92    | 0.02%             | 2061-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/MXN SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-16219.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASR Nederland N.V.                                         | ASR NEDERLAND NV 3.375000% 05/02/2049                                   | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | DBT              | NUSS              | NL        |      255000 | PA      | $232142.29    | 0.05%             | 2049-05-02      | Fixed         | 3.38%                 | 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      | $305102.68    | 0.07%             | 2026-04-03      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/NOK SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2818.23     | -0.00%            |  |  |  | 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        |      230000 | PA      | $293655.87    | 0.06%             | 2042-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                               | FX Forward Contract: JPY/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $18936.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                  | REALTY INCOME CORP 1.125000% 07/13/2027                                 | CUSIP: 756109BB9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | NUSS              | US        |      385000 | PA      | $379244.36    | 0.08%             | 2027-07-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                          | MALAYSIA GOVERNMENT 4.232000% 06/30/2031                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2626000 | PA      | $603999.01    | 0.13%             | 2031-06-30      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                              | FX Forward Contract: SEK/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |           1 | NC      | $-2557.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/MYR SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-46504.47    | -0.01%            |  |  |  | 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        |      552000 | PA      | $480009.56    | 0.11%             | 2033-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LIMITED                                   | HEATHROW FUNDING LTD MTN 2.750000% 08/09/2049                           | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | NUSS              | GB        |      315000 | PA      | $222409.73    | 0.05%             | 2049-08-09      | Fixed         | 2.75%                 | 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        |        6146 | PA      | $5249.39      | 0.00%             | 2034-09-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland       | UNITED KINGDOM GILT 3.250000% 01/22/2044                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       26000 | PA      | $27704.98     | 0.01%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                           | PHILIP MORRIS INTERNATIONAL INC 0.625000% 11/08/2024                    | CUSIP: 718172CF4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | NUSS              | US        |      285000 | PA      | $286384.56    | 0.06%             | 2024-11-08      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/NZD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $1272.78      | 0.00%             |  |  |  | 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      | $199209.18    | 0.04%             | 2025-11-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/AUD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2980.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                   | US 10YR NOTE (CBT)MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          20 | NC      | $2245937.50   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/EUR SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2304.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                            | FX Forward Contract: NOK/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |           1 | NC      | $337.03       | 0.00%             |  |  |  | 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        | 31922000000 | PA      | $2243694.55   | 0.49%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                | INTERNATIONAL BUSINESS MACHINES CORP 0.300000% 02/11/2028               | CUSIP: 459200KE0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | NUSS              | US        |      240000 | PA      | $215746.68    | 0.05%             | 2028-02-11      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                             | FX Forward Contract: BRL/USD SETTLE 2023-02-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |           1 | NC      | $-2914.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                      | JAPAN (30 YEAR ISSUE) 1.000000% 03/20/2052                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    28350000 | PA      | $185997.66    | 0.04%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development      | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 0.000000% 02/21/2030 | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | NUSS              | XX        |       33000 | PA      | $28298.03     | 0.01%             | 2030-02-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/KRW SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-22487.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                      | JAPAN (20 YEAR ISSUE) 1.000000% 12/20/2035                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    34400000 | PA      | $264906.98    | 0.06%             | 2035-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                               | FX Forward Contract: JPY/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $12280.00     | 0.00%             |  |  |  | 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        |   259750000 | PA      | $1860467.13   | 0.41%             | 2036-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | FX Forward Contract: CAD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |           1 | NC      | $4776.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                | FX Forward Contract: CHF/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |           1 | NC      | $1106.59      | 0.00%             |  |  |  | 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        |  2966000000 | PA      | $456386.22    | 0.10%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/KRW SETTLE 2023-01-30                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-34246.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/NZD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $1768.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STARBUCKS CORPORATION                                      | STARBUCKS CORP VARIABLE RATE 02/14/2024                                 | CUSIP: 855244BB4<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      330000 | PA      | $328117.99    | 0.07%             | 2024-02-14      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                        | BUONI POLIENNALI DEL TES 0.000000% 04/15/2024                           | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1429000 | PA      | $1466143.80   | 0.32%             | 2024-04-15      | Fixed         | 0.00%                 | 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        |   214950000 | PA      | $1908297.25   | 0.42%             | 2040-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/NZD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $2368.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                     | CREDIT SUISSE GROUP AG MTN 3.250000% 04/02/2026                         | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | DBT              | NUSS              | CH        |      550000 | PA      | $526309.25    | 0.12%             | 2026-04-02      | Fixed         | 3.25%                 | 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        |      355000 | PA      | $317125.60    | 0.07%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canada                                                     | CANADIAN GOVERNMENT 0.500000% 12/01/2030                                | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1028000 | PA      | $611891.21    | 0.13%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/JPY SETTLE 2023-01-06                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-192120.45   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC.                                      | BOOKING HOLDINGS INC 4.500000% 11/15/2031                               | CUSIP: 09857LAW8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | NUSS              | US        |      123000 | PA      | $132869.51    | 0.03%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/SEK SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $22551.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC 4.250000% 10/31/2030                         | CUSIP: 92343VGR9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | NUSS              | US        |      310000 | PA      | $334719.54    | 0.07%             | 2030-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                    | BANK OF NOVA SCOTIA/THE 0.010000% 03/18/2025                            | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | NUSS              | CA        |      326000 | PA      | $322497.81    | 0.07%             | 2025-03-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Nordea Kiinnitysluottopankki Oyj                           | NORDEA KIINNITYSLUOTTOPANKKI OYJ MTN 0.250000% 03/18/2026               | CUSIP: N/A<br>LEI: 7437001LESKGLAEOEU84       | Long             | DBT              | NUSS              | FI        |      480000 | PA      | $465744.44    | 0.10%             | 2026-03-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                               | FX Forward Contract: JPY/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $164001.25    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON, INC.                                  | CONSOLIDATED EDISON INC 0.650000% 12/01/2023                            | CUSIP: 209115AE4<br>LEI: 54930033SBW53OO8T749 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $1022682.68   | 0.22%             | 2023-12-01      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU SA                                             | SNCF RESEAU MTN 2.250000% 12/20/2047                                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $241976.61    | 0.05%             | 2047-12-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1240.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                             | ING GROEP NV MTN 2.125000% 05/26/2031                                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | NUSS              | NL        |      300000 | PA      | $290394.64    | 0.06%             | 2031-05-26      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-01-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $297.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/GBP SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-109421.37   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                           | FX Forward Contract: SGD/USD SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |           1 | NC      | $874.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                        | DNB BOLIGKREDITT AS MTN 0.375000% 11/20/2024                            | CUSIP: N/A<br>LEI: 5967007LIEEXZX659K67       | Long             | DBT              | NUSS              | NO        |      795000 | PA      | $803077.35    | 0.18%             | 2024-11-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland       | UNITED KINGDOM GILT 0.875000% 10/22/2029                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     1668000 | PA      | $1677992.11   | 0.37%             | 2029-10-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                        | KINGDOM OF BELGIUM GOVERNMENT BOND 144A 1.400000% 06/22/2053            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      315000 | PA      | $212835.37    | 0.05%             | 2053-06-22      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                         | FX Forward Contract: NZD/USD SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $-232.23      | -0.00%            |  |  |  | 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        |    58750000 | PA      | $528810.11    | 0.12%             | 2038-09-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                              | FX Forward Contract: SEK/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |           1 | NC      | $-2826.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-02-27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $238.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBB Treasury Oyj                                           | SBB TREASURY OYJ MTN 1.125000% 11/26/2029                               | CUSIP: N/A<br>LEI: 5493003HHOCW6FIMH724       | Long             | DBT              | NUSS              | SE        |      160000 | PA      | $108183.52    | 0.02%             | 2029-11-26      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Republique Francaise                                       | FRENCH REPUBLIC GOVERNMENT BOND OAT 144A 4.000000% 04/25/2055           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      139000 | PA      | $168850.62    | 0.04%             | 2055-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | FX Forward Contract: CAD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |           1 | NC      | $2512.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | FX Forward Contract: CAD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |           1 | NC      | $-186.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/COP SETTLE 2023-01-17                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-32.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CNY SETTLE 2023-02-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-10978.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                     | FX Forward Contract: GBP/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $-8017.39     | -0.00%            |  |  |  | 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        |      188000 | PA      | $182462.27    | 0.04%             | 2030-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/JPY SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $396.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | BARCLAYS PLC MTN 4.000000% 06/26/2029                                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | NUSS              | GB        |      500000 | PA      | $283012.55    | 0.06%             | 2029-06-26      | Fixed         | 4.00%                 | 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        | 11991000000 | PA      | $777591.31    | 0.17%             | 2030-09-15      | Fixed         | 7.00%                 | 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        |      185358 | PA      | $4263.23      | 0.00%             | 2046-12-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/JPY SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-315.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                      | FX Forward Contract: CNY/USD SETTLE 2023-01-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |           1 | NC      | $7798.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS P.L.C.                                  | BP CAPITAL MARKETS PLC 3.250000% MATURITY: PERPETUAL                    | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | NUSS              | GB        |      612000 | PA      | $599861.76    | 0.13%             | 2171-06-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                          | FX Forward Contract: AUD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |           1 | NC      | $17306.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                         | FX Forward Contract: NZD/USD SETTLE 2023-02-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $-10263.38    | -0.00%            |  |  |  | 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      | $371230.93    | 0.08%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Republic of Singapore                                      | SINGAPORE GOVERNMENT 2.250000% 08/01/2036                               | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     1467000 | PA      | $993659.52    | 0.22%             | 2036-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/COP SETTLE 2023-01-17                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $1196.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-01-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-358.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| La Compagnie de Telephone Bell du Canada ou Bell Canada    | BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE MTN 3.000000% 03/17/2031 | CUSIP: 07813ZCG7<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | NUSS              | CA        |      651000 | PA      | $413224.89    | 0.09%             | 2031-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CCEP FINANCE (IRELAND) DESIGNATED ACTIVITY COMPANY         | CCEP FINANCE IRELAND DAC 0.500000% 09/06/2029                           | CUSIP: G198A4AD7<br>LEI: 549300C3FJ5JIMZNEN16 | Long             | DBT              | NUSS              | GB        |      335000 | PA      | $289405.19    | 0.06%             | 2029-09-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Statsministeriet, Departementet                            | KINGDOM OF DENMARK 0.000000% 11/15/2031                                 | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |     2049000 | PA      | $231397.61    | 0.05%             | 2031-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CHF SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-3168.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                        | ITALY BUONI POLIENNALI DEL TESORO 144A 3.100000% 03/01/2040             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      472000 | PA      | $406069.41    | 0.09%             | 2040-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Canada                                                     | CAN 10YR BOND FUT MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         -11 | NC      | $-994907.55   | -0.22%            |  |  |  | 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        |     1210000 | PA      | $475523.60    | 0.10%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                               | FX Forward Contract: JPY/USD SETTLE 2023-01-24                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $13778.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CNY SETTLE 2023-03-08                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-114371.61   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                     | FX Forward Contract: GBP/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $-1695.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/GBP SETTLE 2023-01-18                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-16670.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DS SMITH PLC                                               | DS SMITH PLC MTN 1.375000% 07/26/2024                                   | CUSIP: N/A<br>LEI: 39RSBE4RCI4M15BLWH36       | Long             | DBT              | NUSS              | GB        |      430000 | PA      | $442977.24    | 0.10%             | 2024-07-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                | FX Forward Contract: CHF/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |           1 | NC      | $2549.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                     | FX Forward Contract: GBP/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $-596.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-02-27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-1295.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $4112.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                      | JAPAN (10 YEAR ISSUE) 0.500000% 09/20/2024                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1051200000 | PA      | $8029974.55   | 1.77%             | 2024-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Canada                                                     | CAN 5YR BOND FUT  MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |          29 | NC      | $2385792.84   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| People's Republic of China                                 | CHINA GOVERNMENT BOND 3.020000% 05/27/2031                              | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    22640000 | PA      | $3293150.30   | 0.72%             | 2031-05-27      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                     | CHINA DEVELOPMENT BANK 3.480000% 01/08/2029                             | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    23680000 | PA      | $3506405.86   | 0.77%             | 2029-01-08      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Republic of Singapore                                      | SINGAPORE GOVERNMENT 2.750000% 04/01/2042                               | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |      301000 | PA      | $229150.05    | 0.05%             | 2042-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CAD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $310.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/EUR SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1441.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                     | FX Forward Contract: GBP/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $-6546.47     | -0.00%            |  |  |  | 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        |     2040000 | PA      | $364867.83    | 0.08%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/JPY SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-15364.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                   | ELECTRICITE DE FRANCE SA 144A 5.625000% MATURITY: PERPETUAL             | CUSIP: 268317AM6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $189053.26    | 0.04%             | 2171-07-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/MXN SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-15279.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                | FX Forward Contract: CHF/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |           1 | NC      | $-110.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                              | BOSTON SCIENTIFIC CORP 0.625000% 12/01/2027                             | CUSIP: 101137AY3<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | NUSS              | US        |      410000 | PA      | $376349.89    | 0.08%             | 2027-12-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BRK: CITIBANK, N.A.                                        | BRK: CITIBANK, N.A. PAY: 2.3493                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    48010000 | NC      | $104371.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                 | BUNDESREPUB. DEUTSCHLAND 0.000000% 05/15/2035                           | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      547000 | PA      | $425662.78    | 0.09%             | 2035-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CHF SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-3483.19     | -0.00%            |  |  |  | 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      | $482931.32    | 0.11%             | 2025-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ANNINGTON FUNDING PLC                                      | ANNINGTON FUNDING PLC MTN 3.184000% 07/12/2029                          | CUSIP: N/A<br>LEI: 549300KK63W8VZIONZ83       | Long             | DBT              | NUSS              | GB        |      355000 | PA      | $354040.81    | 0.08%             | 2029-07-12      | Fixed         | 3.18%                 | 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        |  1906700000 | PA      | $277379.83    | 0.06%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                           | PHILIP MORRIS INTERNATIONAL INC MTN 2.875000% 03/03/2026                | CUSIP: 718172BH1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | NUSS              | US        |      170000 | PA      | $175339.53    | 0.04%             | 2026-03-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                | PROSUS NV MTN 2.031000% 08/03/2032                                      | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | NUSS              | CN        |      245000 | PA      | $184351.26    | 0.04%             | 2032-08-03      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | KOREA 3YR BND FUT MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |          62 | NC      | $5072281.53   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/JPY SETTLE 2023-01-24                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-881.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KfW                                                        | KREDITANSTALT FUER WIEDERAUFBAU 2.600000% 06/20/2037                    | CUSIP: 500769CG7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   241000000 | PA      | $2214671.77   | 0.49%             | 2037-06-20      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                        | ITALY BUONI POLIENNALI DEL TESORO 144A 2.700000% 03/01/2047             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       55000 | PA      | $42492.62     | 0.01%             | 2047-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/GBP SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $244.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL FINANCE CORPORATION                          | INTERNATIONAL FINANCE CORP MTN 2.375000% 07/19/2023                     | CUSIP: 45950KCN8<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $728772.28    | 0.16%             | 2023-07-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Republique Francaise                                       | FRANCE (GOVT OF) 1.000000% 05/25/2027                                   | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     4748000 | PA      | $4695300.18   | 1.03%             | 2027-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan                                                      | JAPAN (20 YEAR ISSUE) 0.700000% 03/20/2037                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    38450000 | PA      | $281160.44    | 0.06%             | 2037-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Ceska republika                                            | CZECH REPUBLIC 2.500000% 08/25/2028                                     | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    14630000 | PA      | $559717.74    | 0.12%             | 2028-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                | FX Forward Contract: CHF/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |           1 | NC      | $1350.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                     | GENERAL MOTORS FINANCIAL CO INC MTN 1.694000% 03/26/2025                | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | NUSS              | US        |      277000 | PA      | $279551.27    | 0.06%             | 2025-03-26      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-01-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $55.60        | 0.00%             |  |  |  | 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        |     2801000 | PA      | $2142727.41   | 0.47%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bundeskanzleramt Oesterreich                               | REPUBLIC OF AUSTRIA GOVERNMENT BOND 144A 0.000000% 04/20/2025           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      647000 | PA      | $647336.97    | 0.14%             | 2025-04-20      | Fixed         | 0.00%                 | 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        |  2084740000 | PA      | $1435278.48   | 0.32%             | 2031-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bundeskanzleramt Oesterreich                               | REPUBLIC OF AUSTRIA GOVERNMENT BOND 144A 0.750000% 10/20/2026           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      865000 | PA      | $858648.60    | 0.19%             | 2026-10-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                               | FX Forward Contract: JPY/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $15266.09     | 0.00%             |  |  |  | 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        |   642900000 | PA      | $4841934.27   | 1.06%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMOTIVE PLC                           | JAGUAR LAND ROVER AUTOMOTIVE PLC 144A 4.500000% 10/01/2027              | CUSIP: 47010BAF1<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | NUSS              | GB        |      200000 | PA      | $152361.19    | 0.03%             | 2027-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Group Telecom Finance S.A.                    | CK HUTCHISON GROUP TELECOM FINANCE SA 2.625000% 10/17/2034              | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | NUSS              | GB        |      260000 | PA      | $210885.48    | 0.05%             | 2034-10-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/GBP SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1491.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Singapore                                      | SINGAPORE GOVERNMENT 3.000000% 09/01/2024                               | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     4037000 | PA      | $3004603.17   | 0.66%             | 2024-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                          | MALAYSIA GOVERNMENT 3.828000% 07/05/2034                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      958000 | PA      | $210543.78    | 0.05%             | 2034-07-05      | Fixed         | 3.83%                 | 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        |     1090000 | PA      | $162943.97    | 0.04%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BRK: CITIBANK, N.A.                                        | BRK: CITIBANK, N.A. PAY: Daily GBP Overnight Index Ave (SONIA) Rate     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |      422000 | NC      | $-43516.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                              | FX Forward Contract: SEK/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |           1 | NC      | $1323.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                | FX Forward Contract: CHF/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |           1 | NC      | $518.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OFFICE PROPERTIES INCOME TRUST                             | OFFICE PROPERTIES INCOME TRUST 4.500000% 02/01/2025                     | CUSIP: 81618TAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      270000 | PA      | $244661.27    | 0.05%             | 2025-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                          | FX Forward Contract: AUD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |           1 | NC      | $282.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                      | FX Forward Contract: CNY/USD SETTLE 2023-01-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |           1 | NC      | $110124.03    | 0.02%             |  |  |  | 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        |   316950000 | PA      | $2664090.33   | 0.59%             | 2031-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-02-27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $4147.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/EUR SETTLE 2023-01-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-6039.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Singapore                                      | SINGAPORE GOVERNMENT 2.750000% 03/01/2046                               | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |      200000 | PA      | $155085.00    | 0.03%             | 2046-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC 1.125000% 11/03/2028                         | CUSIP: 92343VFP4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | NUSS              | US        |      240000 | PA      | $231459.17    | 0.05%             | 2028-11-03      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                         | FX Forward Contract: NZD/USD SETTLE 2023-02-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $-9260.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Magyarorszag                                               | HUNGARY GOVERNMENT BOND 4.500000% 03/23/2028                            | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   101260000 | PA      | $208780.89    | 0.05%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | LLOYDS BANKING GROUP PLC 7.953000% 11/15/2033                           | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |      245000 | PA      | $259332.85    | 0.06%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Balder Finland Oyj                                         | BALDER FINLAND OYJ MTN 1.375000% 05/24/2030                             | CUSIP: N/A<br>LEI: 5493007P4MCJM21IB748       | Long             | DBT              | NUSS              | SE        |      380000 | PA      | $256041.62    | 0.06%             | 2030-05-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                | FX Forward Contract: CHF/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |           1 | NC      | $1913.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                   | US 10YR ULTRA FUT MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -10 | NC      | $-1182812.50  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Canada                                                     | CAN 5YR BOND FUT  MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         -22 | NC      | $-1809911.81  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC.                                        | ALLY FINANCIAL INC 4.700000% MATURITY: PERPETUAL                        | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      116000 | PA      | $72645.00     | 0.02%             | 2171-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Kommuninvest i Sverige Aktiebolag                          | KOMMUNINVEST I SVERIGE AB MTN 1.000000% 10/02/2024                      | CUSIP: N/A<br>LEI: EV2XZWMLLXF2QRX0CD47       | Long             | DBT              | NUSS              | SE        |     5830000 | PA      | $535327.00    | 0.12%             | 2024-10-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC.,                                   | BERKSHIRE HATHAWAY INC 0.500000% 01/15/2041                             | CUSIP: N/A<br>LEI: 5493000C01ZX7D35SD85       | Long             | DBT              | NUSS              | US        |      170000 | PA      | $98629.21     | 0.02%             | 2041-01-15      | Fixed         | 0.50%                 | 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        | 13040000000 | PA      | $843757.31    | 0.19%             | 2048-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                             | BNP PARIBAS SA 4.625000% MATURITY: PERPETUAL                            | CUSIP: F1R15XL35<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |      240000 | PA      | $185424.11    | 0.04%             | 2171-08-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bundeskanzleramt Oesterreich                               | REPUBLIC OF AUSTRIA 6.250000% 07/15/2027                                | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      927000 | PA      | $1134513.69   | 0.25%             | 2027-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/JPY SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-4959.28     | -0.00%            |  |  |  | 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        |     2200000 | PA      | $1244823.79   | 0.27%             | 2048-06-02      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/SGD SETTLE 2023-03-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-4327.55     | -0.00%            |  |  |  | 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        |    41137000 | PA      | $2259012.32   | 0.50%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CNY SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2273.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $850.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC HOLDINGS PLC 3.000000% 07/22/2028                                  | CUSIP: 404280CB3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |      167000 | PA      | $174709.58    | 0.04%             | 2028-07-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $47381.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | FX Forward Contract: CAD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |           1 | NC      | $-458.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re Finance (Luxembourg) S.A.                         | SWISS RE FINANCE LUXEMBOURG SA 144A 5.000000% 04/02/2049                | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | NUSS              | CH        |      200000 | PA      | $184148.00    | 0.04%             | 2049-04-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/EUR SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-3646.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/JPY SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-7681.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                    | BPCE SA MTN 2.000000% 06/05/2025                                        | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | NUSS              | FR        |      440000 | PA      | $274398.79    | 0.06%             | 2025-06-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                   | MEX BONOS DESARR FIX RT 10.000000% 12/05/2024                           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    11942300 | PA      | $614192.94    | 0.14%             | 2024-12-05      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/GBP SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $32.34        | 0.00%             |  |  |  | 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        |     3381000 | PA      | $2196600.71   | 0.48%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | FX Forward Contract: CAD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |           1 | NC      | $392.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| V.F. CORPORATION                                           | VF CORP 0.250000% 02/25/2028                                            | CUSIP: 918204AX6<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | NUSS              | US        |      395000 | PA      | $348260.50    | 0.08%             | 2028-02-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Reino de Espana                                            | SPAIN GOVERNMENT BOND 144A 1.000000% 07/30/2042                         | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     1170000 | PA      | $761819.23    | 0.17%             | 2042-07-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CHF SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-146.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                               | FX Forward Contract: JPY/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $8441.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/AUD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2704.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | FX Forward Contract: CAD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |           1 | NC      | $-180.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                               | FX Forward Contract: JPY/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $111214.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                      | POLAND GOVERNMENT BOND 2.750000% 10/25/2029                             | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     3091000 | PA      | $546461.32    | 0.12%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Republique Francaise                                       | FRANCE (GOVT OF) 2.500000% 05/25/2030                                   | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      442000 | PA      | $461342.54    | 0.10%             | 2030-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/NZD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $2049.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                        | BUONI POLIENNALI DEL TES 0.000000% 04/01/2026                           | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     3907000 | PA      | $3705059.73   | 0.81%             | 2026-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/SGD SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-124145.73   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT, SOCIETA PER AZIONI                              | UNICREDIT SPA MTN 4.875000% 02/20/2029                                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | NUSS              | IT        |      220000 | PA      | $231646.27    | 0.05%             | 2029-02-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE CAPITAL US LLC                     | GSK CONSUMER HEALTHCARE CAPITAL US LLC 3.024000% 03/24/2024             | CUSIP: 36264FAH4<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |      265000 | PA      | $257193.43    | 0.06%             | 2024-03-24      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| BRK: CITIBANK, N.A.                                        | BRK: CITIBANK, N.A. PAY: 1.897%                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     1150000 | NC      | $120325.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VISA INC.                                                  | VISA INC 2.000000% 06/15/2029                                           | CUSIP: 92826CAS1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | NUSS              | US        |      362000 | PA      | $353683.57    | 0.08%             | 2029-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | FX Forward Contract: CAD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |           1 | NC      | $-5278.43     | -0.00%            |  |  |  | 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      | $309160.47    | 0.07%             | 2030-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                  | AUSTRALIAN GOVERNMENT 3.250000% 04/21/2025                              | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      843000 | PA      | $568987.84    | 0.13%             | 2025-04-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                      | TITULOS DE TESORERIA 7.50000% 10/18/2034                                | CUSIP: P6S32JS68<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  3974900000 | PA      | $539174.21    | 0.12%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                        | KINGDOM OF BELGIUM GOVERNMENT BOND 144A 1.700000% 06/22/2050            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      250000 | PA      | $188284.29    | 0.04%             | 2050-06-22      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CAD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $109716.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government of the Republic of Korea                        | KOREA TREASURY BOND 1.500000% 12/10/2026                                | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   738360000 | PA      | $535197.04    | 0.12%             | 2026-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                        | BUONI POLIENNALI DEL TES 1.100000% 04/01/2027                           | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       82000 | PA      | $78492.60     | 0.02%             | 2027-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Reino de Espana                                            | SPAIN GOVERNMENT BOND 144A 2.550000% 10/31/2032                         | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     1052000 | PA      | $1027587.05   | 0.23%             | 2032-10-31      | Fixed         | 2.55%                 | 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        |    10007000 | PA      | $964955.58    | 0.21%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/GBP SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $925.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/JPY SETTLE 2023-01-30                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-171765.90   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                          | FX Forward Contract: AUD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |           1 | NC      | $10920.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                      | FX Forward Contract: CNY/USD SETTLE 2023-03-06                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |           1 | NC      | $267.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada                                                     | CANADA-GOV'T 2.000000% 12/01/2051                                       | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      501000 | PA      | $280895.74    | 0.06%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS, LLC                                 | MILEAGE PLUS HOLDINGS LLC / MILEAGE PLUS INTELLECT 6.500000% 06/20/2027 | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      315020 | PA      | $313193.77    | 0.07%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                | BANK OF AMERICA CORP MTN 2.375000% 06/19/2024                           | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | NUSS              | US        |      425000 | PA      | $448087.23    | 0.10%             | 2024-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                               | FX Forward Contract: JPY/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $13015.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/MXN SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $2801.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/JPY SETTLE 2023-03-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-149492.54   | -0.03%            |  |  |  | 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      | $340817.47    | 0.07%             | 2027-10-29      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | BARCLAYS PLC 8.000000% MATURITY: PERPETUAL                              | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |      270000 | PA      | $252450.00    | 0.06%             | 2171-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                 | COREBRIDGE FINANCIAL INC 144A 3.500000% 04/04/2025                      | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      330000 | PA      | $316362.69    | 0.07%             | 2025-04-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                               | EUROPEAN STABILITY MECHANISM MTN 1.000000% 09/23/2025                   | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | XX        |      570000 | PA      | $577797.59    | 0.13%             | 2025-09-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | FX Forward Contract: CAD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |           1 | NC      | $1010.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED                                    | GATWICK FUNDING LTD MTN 5.250000% 01/23/2024                            | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $119966.33    | 0.03%             | 2024-01-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Group Telecom Finance S.A.                    | CK HUTCHISON GROUP TELECOM FINANCE SA 1.500000% 10/17/2031              | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | NUSS              | GB        |      330000 | PA      | $269444.88    | 0.06%             | 2031-10-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republique Francaise                                       | FRANCE (GOVT OF) 5.750000% 10/25/2032                                   | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      271000 | PA      | $355135.84    | 0.08%             | 2032-10-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Iberdrola International B.V.                               | IBERDROLA INTERNATIONAL BV 1.874000% MATURITY: PERPETUAL                | CUSIP: N/A<br>LEI: 549300ZMLFJKWC63XN87       | Long             | DBT              | NUSS              | ES        |      400000 | PA      | $379857.20    | 0.08%             | 2171-04-28      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                 | EURO-BUXL 30Y BND MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          -5 | NC      | $-721672.60   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| BRK: DEUTSCHE BANK                                         | BRK: DEUTSCHE BANK PAY: China 7-Day Reverse Repo Rate                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    23220000 | NC      | $38166.13     | 0.01%             |  |  |  | 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        |   872000000 | PA      | $666061.39    | 0.15%             | 2032-06-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                          | FX Forward Contract: AUD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |           1 | NC      | $2215.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                            | STADSHYPOTEK AB 0.500000% 07/11/2025                                    | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | NUSS              | SE        |     1470000 | PA      | $1462874.34   | 0.32%             | 2025-07-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BRK: CITIBANK, N.A.                                        | BRK: CITIBANK, N.A. PAY: 1.395                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |      230000 | NC      | $95178.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                        | ITALY BUONI POLIENNALI DEL TESORO 144A 2.150000% 03/01/2072             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       76000 | PA      | $45383.43     | 0.01%             | 2072-03-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/RON SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-10807.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/KRW SETTLE 2023-01-30                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-18567.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                | FX Forward Contract: CHF/USD SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |           1 | NC      | $170.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRK: CITIBANK, N.A.                                        | BRK: CITIBANK, N.A. PAY: 2.0055                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |      828000 | NC      | $84010.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/EUR SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1084.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CK HUTCHISON FINANCE (16) (II) LIMITED                     | CK HUTCHISON FINANCE 16 II LTD 0.875000% 10/03/2024                     | CUSIP: N/A<br>LEI: 254900X1B76DSAVBLZ88       | Long             | DBT              | NUSS              | GB        |      212000 | PA      | $213813.67    | 0.05%             | 2024-10-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/ZAR SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1616.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                     | CHINA DEVELOPMENT BANK 3.230000% 01/10/2025                             | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    11360000 | PA      | $1657831.26   | 0.36%             | 2025-01-10      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                     | FX Forward Contract: GBP/USD SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $-503.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZF Europe Finance B.V.                                     | ZF EUROPE FINANCE BV 2.000000% 02/23/2026                               | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $183545.61    | 0.04%             | 2026-02-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Reino de Espana                                            | BONOS Y OBLIG DEL ESTADO 0.000000% 05/31/2025                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     1411000 | PA      | $1402076.12   | 0.31%             | 2025-05-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CASTLE UK FINCO PLC                                        | CASTLE UK FINCO PLC 144A VARIABLE RATE 05/15/2028                       | CUSIP: BW1049400<br>LEI: 98450057058CDE2E9650 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $78838.19     | 0.02%             | 2028-05-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                               | FX Forward Contract: JPY/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $15156.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CNY SETTLE 2023-02-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-488565.98   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Reino de Espana                                            | BONOS Y OBLIG DEL ESTADO 0.000000% 01/31/2026                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      770000 | PA      | $749376.60    | 0.16%             | 2026-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| New Zealand                                                | NEW ZEALAND GOVERNMENT 2.750000% 05/15/2051                             | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     1214000 | PA      | $550271.42    | 0.12%             | 2051-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                         | ALTRIA GROUP INC 2.200000% 06/15/2027                                   | CUSIP: 02209SAY9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | NUSS              | US        |      330000 | PA      | $316345.53    | 0.07%             | 2027-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CHF SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1678.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                         | FX Forward Contract: NZD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $1367.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | FX Forward Contract: CAD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |           1 | NC      | $-2003.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CPUK FINANCE LIMITED                                       | CPUK FINANCE LTD MTN 3.588000% 08/28/2025                               | CUSIP: N/A<br>LEI: 6354003CVDDPNXREIR29       | Long             | DBT              | NUSS              | GB        |      215000 | PA      | $239933.38    | 0.05%             | 2025-08-28      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                            | NATIONAL AUSTRALIA BANK LTD MTN 2.250000% 06/06/2025                    | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | NUSS              | AU        |      206000 | PA      | $213519.41    | 0.05%             | 2025-06-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DEXIA CREDIT LOCAL SA                                      | DEXIA CREDIT LOCAL SA MTN 0.625000% 02/03/2024                          | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $207667.96    | 0.05%             | 2024-02-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CNY SETTLE 2023-02-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-86693.54    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $16979.06     | 0.00%             |  |  |  | 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        |      874000 | PA      | $904189.05    | 0.20%             | 2033-01-15      | Fixed         | 2.50%                 | 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        |     1065000 | PA      | $1168362.84   | 0.26%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                               | FX Forward Contract: JPY/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $1376.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ireland                                                    | IRELAND GOVERNMENT BOND 1.000000% 05/15/2026                            | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      285000 | PA      | $288263.13    | 0.06%             | 2026-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell, S.A.                                    | BANCO DE SABADELL SA 0.625000% 11/07/2025                               | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | NUSS              | ES        |      400000 | PA      | $396751.30    | 0.09%             | 2025-11-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| COMPAGNIE DE FINANCEMENT FONCIER S.A.                      | CIE DE FINANCEMENT FONCIER SA 0.375000% 12/11/2024                      | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $302510.81    | 0.07%             | 2024-12-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                | BANK OF AMERICA CORP MTN 7.000000% 07/31/2028                           | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | NUSS              | US        |      200000 | PA      | $257969.49    | 0.06%             | 2028-07-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                          | FX Forward Contract: CNY/USD SETTLE 2023-02-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |           1 | NC      | $17043.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                | PROSUS NV MTN 1.985000% 07/13/2033                                      | CUSIP: BQ4140563<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | NUSS              | CN        |      320000 | PA      | $229944.82    | 0.05%             | 2033-07-13      | Fixed         | 1.99%                 | 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        |      580000 | PA      | $604054.47    | 0.13%             | 2034-06-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/AUD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-37139.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL GRID NORTH AMERICA INC                            | NATIONAL GRID NORTH AMERICA INC MTN 1.000000% 07/12/2024                | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | NUSS              | US        |      300000 | PA      | $306854.31    | 0.07%             | 2024-07-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GE Capital UK Funding Unlimited Company                    | GE CAPITAL UK FUNDING UNLIMITED CO MTN 5.875000% 01/18/2033             | CUSIP: N/A<br>LEI: BR7Z6BPTFF652NNO9651       | Long             | DBT              | NUSS              | US        |      160000 | PA      | $194910.84    | 0.04%             | 2033-01-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| THE WESTERN UNION COMPANY                                  | WESTERN UNION CO/THE 2.750000% 03/15/2031                               | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |      355000 | PA      | $268718.65    | 0.06%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/MXN SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-4626.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                      | TITULOS DE TESORERIA 7.500000% 08/26/2026                               | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  1565300000 | PA      | $275618.56    | 0.06%             | 2026-08-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AUST 3YR BOND FUT MAR23                                    | AUST 3YR BOND FUT MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | Short            |  |  | AU        |         -17 | NC      | $-1231210.76  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND DOLLAR                                         | FX Forward Contract: NZD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $1046.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                     | CHINA DEVELOPMENT BANK 4.880000% 02/09/2028                             | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    10600000 | PA      | $1669825.09   | 0.37%             | 2028-02-09      | Fixed         | 4.88%                 | 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        |   116550000 | PA      | $804362.39    | 0.18%             | 2036-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                               | FX Forward Contract: MXN/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |           1 | NC      | $-9104.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                        | INTESA SANPAOLO SPA MTN 0.750000% 12/04/2024                            | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | NUSS              | IT        |      350000 | PA      | $354254.58    | 0.08%             | 2024-12-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Republique Francaise                                       | FRANCE (GOVT OF) 0.000000% 11/25/2029                                   | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      504000 | PA      | $443594.66    | 0.10%             | 2029-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II S.a r.l.                              | DH EUROPE FINANCE II SARL 1.800000% 09/18/2049                          | CUSIP: N/A<br>LEI: 222100KDGL314CKTZ511       | Long             | DBT              | NUSS              | US        |      105000 | PA      | $73169.08     | 0.02%             | 2049-09-18      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                         | FX Forward Contract: NZD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $-337.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                        | ITALY BUONI POLIENNALI DEL TESORO 144A 1.500000% 04/30/2045             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1034000 | PA      | $623970.05    | 0.14%             | 2045-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/TRY SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-74.00       | -0.00%            |  |  |  | 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        |      500000 | PA      | $489346.74    | 0.11%             | 2027-01-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                  | AT&T INC 2.875000% MATURITY: PERPETUAL                                  | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | NUSS              | US        |      200000 | PA      | $190770.45    | 0.04%             | 2171-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER, S.A.                                      | BANCO SANTANDER SA 5.294000% 08/18/2027                                 | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $195271.32    | 0.04%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/GBP SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-807.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| B.A.T. INTERNATIONAL FINANCE P.L.C.                        | BAT INTERNATIONAL FINANCE PLC MTN 2.250000% 09/09/2052                  | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $49637.68     | 0.01%             | 2052-09-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $3718.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGRICULTURAL DEVELOPMENT BANK OF CHINA                     | AGRICUL DEV BANK CHINA 3.740000% 07/12/2029                             | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |     8500000 | PA      | $1277045.36   | 0.28%             | 2029-07-12      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                         | FX Forward Contract: NZD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $-11292.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC 1.250000% 01/15/2026                             | CUSIP: 91324PDW9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      175000 | PA      | $158591.27    | 0.03%             | 2026-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | KOREA 10YR BND FU MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |          61 | NC      | $5304033.21   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Rzeczpospolita Polska                                      | POLAND GOVERNMENT BOND 1.750000% 04/25/2032                             | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     2453000 | PA      | $366698.68    | 0.08%             | 2032-04-25      | Fixed         | 1.75%                 | 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      | $205577.32    | 0.05%             | 2048-09-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                | FX Forward Contract: CHF/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |           1 | NC      | $166.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                              | FX Forward Contract: SEK/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |           1 | NC      | $242.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LIMITED PARTNERSHIP                      | SABRA HEALTH CARE LP 3.900000% 10/15/2029                               | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |      241000 | PA      | $201622.71    | 0.04%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| THAILAND BAHT                                              | FX Forward Contract: THB/USD SETTLE 2023-03-07                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |           1 | NC      | $-305.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                            | ONTARIO TEACHERS' FINANC 0.500000% 05/06/2025                           | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |     1066000 | PA      | $1062509.58   | 0.23%             | 2025-05-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                | ABBVIE INC 2.625000% 11/15/2028                                         | CUSIP: 00287YDP1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      610000 | PA      | $618044.92    | 0.14%             | 2028-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                          | FX Forward Contract: AUD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |           1 | NC      | $7369.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $12117.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/AUD SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $8693.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | FX Forward Contract: CAD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |           1 | NC      | $-18119.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                   | TREASURY BILL 0.000000% 02/23/2023                                      | CUSIP: 912796T33<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8070000 | PA      | $8021433.29   | 1.76%             | 2023-02-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                | FX Forward Contract: CHF/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |           1 | NC      | $-1784.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SNCF RESEAU SA                                             | SNCF RESEAU MTN 1.125000% 05/25/2030                                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $183811.99    | 0.04%             | 2030-05-25      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Bundeskanzleramt Oesterreich                               | REPUBLIC OF AUSTRIA GOVERNMENT BOND 144A 0.000000% 02/20/2031           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      730000 | PA      | $608804.68    | 0.13%             | 2031-02-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                              | INDONESIA GOVERNMENT 6.500000% 06/15/2025                               | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  2225000000 | PA      | $144137.07    | 0.03%             | 2025-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| THE BIDVEST GROUP (UK) PLC                                 | BIDVEST GROUP UK PLC/THE 144A 3.625000% 09/23/2026                      | CUSIP: 88332EAA1<br>LEI: 984500A80C777F496830 | Long             | DBT              | NUSS              | ZA        |      230000 | PA      | $206425.00    | 0.05%             | 2026-09-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORPORATION                                | WESTERN DIGITAL CORP 2.850000% 02/01/2029                               | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |       32000 | PA      | $24757.44     | 0.01%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                              | FX Forward Contract: SEK/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |           1 | NC      | $3925.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                      | TITULOS DE TESORERIA 6.250000% 07/09/2036                               | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   481100000 | PA      | $57069.84     | 0.01%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/JPY SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-11119.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/JPY SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-11388.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/MXN SETTLE 2023-03-15                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $241.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                              | FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2014-C04 2M2               | CUSIP: 30711XAR5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       13582 | PA      | $13731.25     | 0.00%             | 2024-11-25      | Floating      | 9.39%                 | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                     | FX Forward Contract: GBP/USD SETTLE 2023-01-18                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $-14852.12    | -0.00%            |  |  |  | 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        |      527000 | PA      | $539325.30    | 0.12%             | 2030-03-01      | Fixed         | 3.50%                 | 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        |     4105000 | PA      | $397298.66    | 0.09%             | 2026-02-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KfW                                                        | KREDITANSTALT FUER WIEDERAUFBAU 0.500000% 09/15/2027                    | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | NUSS              | DE        |      510000 | PA      | $485127.85    | 0.11%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/GBP SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $2681.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC.                                    | CHUBB INA HOLDINGS INC 0.300000% 12/15/2024                             | CUSIP: 171239AE6<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      190000 | PA      | $189081.42    | 0.04%             | 2024-12-15      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                               | FX Forward Contract: JPY/USD SETTLE 2023-01-24                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $6087.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/GBP SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $5209.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | FX Forward Contract: CAD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |           1 | NC      | $-2634.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                 | BUNDESREPUB. DEUTSCHLAND 3.250000% 07/04/2042                           | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      840000 | PA      | $994455.86    | 0.22%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland       | LONG GILT FUTURE  MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          21 | NC      | $2523576.93   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Canada                                                     | CANADIAN GOVERNMENT 1.500000% 06/01/2031                                | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      268000 | PA      | $171557.98    | 0.04%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Koninkrijk der Nederlanden                                 | NETHERLANDS GOVERNMENT BOND 144A 0.000000% 01/15/2027                   | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      685000 | PA      | $656568.91    | 0.14%             | 2027-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | FX Forward Contract: CAD/USD SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |           1 | NC      | $285.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PINEWOOD FINCO PLC                                         | PINEWOOD FINANCE CO LTD 144A 3.625000% 11/15/2027                       | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | NUSS              | GB        |      170000 | PA      | $179443.54    | 0.04%             | 2027-11-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                               | FX Forward Contract: JPY/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $3601.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reino de Espana                                            | BONOS Y OBLIG DEL ESTADO 0.000000% 05/31/2024                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     1971000 | PA      | $2020492.19   | 0.44%             | 2024-05-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                     | CHINA DEVELOPMENT BANK 3.390000% 07/10/2027                             | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    16630000 | PA      | $2436234.45   | 0.54%             | 2027-07-10      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| SOCIETA CATTOLICA DI ASSICURAZIONE - SOCIETA PER AZIONI    | SOCIETA CATTOLICA DI ASSICURAZIONE SPA 4.250000% 12/14/2047             | CUSIP: N/A<br>LEI: 815600DEEE5337E9A213       | Long             | DBT              | NUSS              | IT        |      200000 | PA      | $204534.73    | 0.04%             | 2047-12-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/SEK SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-109.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                               | FX Forward Contract: MXN/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |           1 | NC      | $-1114.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                   | ELECTRICITE DE FRANCE SA MTN 4.000000% 11/12/2025                       | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      350000 | PA      | $376246.17    | 0.08%             | 2025-11-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                      | POLAND GOVERNMENT BOND 3.750000% 05/25/2027                             | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     1980000 | PA      | $397232.35    | 0.09%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                      | POLAND GOVERNMENT BOND 1.250000% 10/25/2030                             | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     3666000 | PA      | $560901.13    | 0.12%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC.                                    | CHUBB INA HOLDINGS INC 0.875000% 06/15/2027                             | CUSIP: 171239AC0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | NUSS              | US        |      115000 | PA      | $107320.77    | 0.02%             | 2027-06-15      | Fixed         | 0.88%                 | 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        |    12933000 | PA      | $359255.12    | 0.08%             | 2031-12-17      | Fixed         | 2.00%                 | 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      | $621300.56    | 0.14%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                   | MEX BONOS DESARR FIX RT 5.750000% 03/05/2026                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    11907200 | PA      | $552672.25    | 0.12%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland       | UNITED KINGDOM GILT 0.375000% 10/22/2026                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     2901000 | PA      | $3087416.09   | 0.68%             | 2026-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/EUR SETTLE 2023-02-27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-6185.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1722.42     | -0.00%            |  |  |  | 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        |      126000 | PA      | $160872.35    | 0.04%             | 2042-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                | FX Forward Contract: CHF/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |           1 | NC      | $5138.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                          | MALAYSIA GOVERNMENT 4.392000% 04/15/2026                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2816000 | PA      | $651788.59    | 0.14%             | 2026-04-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/ILS SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $17032.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/KRW SETTLE 2023-01-30                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-47653.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SNCF RESEAU SA                                             | SNCF RESEAU MTN 1.125000% 05/19/2027                                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $293490.86    | 0.06%             | 2027-05-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| KOREAN WON                                                 | FX Forward Contract: KRW/USD SETTLE 2023-01-30                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $31220.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/KRW SETTLE 2023-01-30                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-30881.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Canada                                                     | CANADA-GOV'T WI 2.750000% 09/01/2027                                    | CUSIP: BW4098800<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      881000 | PA      | $631658.05    | 0.14%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland       | UNITED KINGDOM GILT 0.625000% 10/22/2050                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      904000 | PA      | $484318.34    | 0.11%             | 2050-10-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/SGD SETTLE 2023-03-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-9484.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | FX Forward Contract: CAD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |           1 | NC      | $541.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundeskanzleramt Oesterreich                               | REPUBLIC OF AUSTRIA GOVERNMENT BOND 144A 2.400000% 05/23/2034           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      110000 | PA      | $109337.88    | 0.02%             | 2034-05-23      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                 | EURO-SCHATZ FUT   MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          -4 | NC      | $-450036.82   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Japan                                                      | JAPAN (20 YEAR ISSUE) 1.700000% 06/20/2033                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   514250000 | PA      | $4329529.39   | 0.95%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Koninkrijk der Nederlanden                                 | NETHERLANDS GOVERNMENT BOND 144A 0.750000% 07/15/2027                   | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      511000 | PA      | $501577.21    | 0.11%             | 2027-07-15      | Fixed         | 0.75%                 | 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        |      691000 | PA      | $372125.95    | 0.08%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $19050.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samhallsbyggnadsbolaget i Norden AB                        | SAMHALLSBYGGNADSBOLAGET I NORDEN AB MTN 1.125000% 09/04/2026            | CUSIP: N/A<br>LEI: 549300HX9MRFY47AH564       | Long             | DBT              | NUSS              | SE        |      140000 | PA      | $110075.84    | 0.02%             | 2026-09-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                | FX Forward Contract: CHF/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |           1 | NC      | $5709.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government of the Republic of Korea                        | KOREA TREASURY BOND 2.625000% 09/10/2035                                | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   700180000 | PA      | $489361.24    | 0.11%             | 2035-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $283.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUST 10Y BOND FUT MAR23                                    | AUST 10Y BOND FUT MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | AU        |          27 | NC      | $2118133.15   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER OP LLC                                           | WELLTOWER INC 4.500000% 12/01/2034                                      | CUSIP: 95040QAB0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | NUSS              | US        |      140000 | PA      | $137810.37    | 0.03%             | 2034-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                               | FX Forward Contract: CLP/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |           1 | NC      | $81307.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MCKESSON CORPORATION                                       | MCKESSON CORP 3.125000% 02/17/2029                                      | CUSIP: 581557BH7<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |      315000 | PA      | $330434.74    | 0.07%             | 2029-02-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                        | KINGDOM OF BELGIUM GOVERNMENT BOND 144A 1.000000% 06/22/2031            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      490000 | PA      | $445085.82    | 0.10%             | 2031-06-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                            | FX Forward Contract: NOK/USD SETTLE 2023-02-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |           1 | NC      | $18345.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                         | CADENT FINANCE PLC MTN 2.750000% 09/22/2046                             | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $73613.53     | 0.02%             | 2046-09-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/RON SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-6269.74     | -0.00%            |  |  |  | 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        |     1948000 | PA      | $1133096.21   | 0.25%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                         | AMERICAN HONDA FINANCE CORP 1.950000% 10/18/2024                        | CUSIP: 026657AR7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | NUSS              | US        |      159000 | PA      | $165118.42    | 0.04%             | 2024-10-18      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO                                                | ELMWOOD CLO XII LTD ELM12 2021-5A D                                     | CUSIP: 29002YAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $709389.75    | 0.16%             | 2035-01-20      | Floating      | 7.29%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/AUD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-8577.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                 | BUNDESREPUB. DEUTSCHLAND 1.250000% 08/15/2048                           | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      898000 | PA      | $745434.21    | 0.16%             | 2048-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Republic of Singapore                                      | SINGAPORE GOVERNMENT 2.375000% 06/01/2025                               | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     4769000 | PA      | $3507768.04   | 0.77%             | 2025-06-01      | Fixed         | 2.38%                 | 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        |     1765000 | PA      | $1657493.96   | 0.36%             | 2027-04-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CNY SETTLE 2023-04-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $5440.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CAD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $209.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                         | FX Forward Contract: NZD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |           1 | NC      | $8989.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING, LLC                                     | DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIG 5.875000% 08/15/2027 | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      215000 | PA      | $192351.90    | 0.04%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/EUR SETTLE 2023-02-27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-260605.72   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| LSTAR COMMERCIAL MORTGAGE TRUST                            | LSTAR COMMERCIAL MORTGAGE TRUST 2016-4 LNSTR 2016-4 A2                  | CUSIP: 50219QAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       44814 | PA      | $44745.27     | 0.01%             | 2049-03-10      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                               | FX Forward Contract: JPY/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $15649.38     | 0.00%             |  |  |  | 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        |    11020000 | PA      | $1596313.59   | 0.35%             | 2027-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                          | MALAYSIA GOVERNMENT 3.757000% 05/22/2040                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     1747000 | PA      | $366238.09    | 0.08%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/SEK SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-12.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                     | FX Forward Contract: GBP/USD SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $-17881.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                   | ELECTRICITE DE FRANCE SA MTN 5.375000% MATURITY: PERPETUAL              | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $202510.17    | 0.04%             | 2171-01-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| State of Israel                                            | ISRAEL FIXED BOND 5.500000% 01/31/2042                                  | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |      675000 | PA      | $244159.64    | 0.05%             | 2042-01-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                     | FX Forward Contract: GBP/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $-46.88       | -0.00%            |  |  |  | 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        |      695000 | PA      | $603751.53    | 0.13%             | 2035-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/MXN SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $523.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schweizerische Eidgenossenschaft                           | SWITZERLAND 1.500000% 04/30/2042                                        | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |      408000 | PA      | $433145.01    | 0.10%             | 2042-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP 0.250000% 05/20/2027                                       | CUSIP: 20030NDB4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | NUSS              | US        |      190000 | PA      | $174601.93    | 0.04%             | 2027-05-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                            | FX Forward Contract: NOK/USD SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |           1 | NC      | $-8082.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                               | FX Forward Contract: JPY/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $7656.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $2985.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Caixabank, S.A.                                            | CAIXABANK SA 3.500000% 04/06/2028                                       | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $320050.04    | 0.07%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance S.a r.l.                     | BECTON DICKINSON EURO FINANCE SARL 0.334000% 08/13/2028                 | CUSIP: N/A<br>LEI: 549300W40NLZ25XUTH09       | Long             | DBT              | NUSS              | US        |      280000 | PA      | $246366.17    | 0.05%             | 2028-08-13      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                          | FX Forward Contract: AUD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |           1 | NC      | $9880.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                             | CITIGROUP INC MTN 0.500000% 10/08/2027                                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | NUSS              | US        |      505000 | PA      | $469218.45    | 0.10%             | 2027-10-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID ELECTRICITY DISTRIBUTION (WEST MIDLANDS) PLC | NATIONAL GRID ELECTRICITY DISTRIBUTION WEST MIDLAN 3.875000% 10/17/2024 | CUSIP: N/A<br>LEI: 549300L22M2RCLXON143       | Long             | DBT              | NUSS              | GB        |      230000 | PA      | $269295.77    | 0.06%             | 2024-10-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                              | FX Forward Contract: SEK/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |           1 | NC      | $-558.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland       | UK TSY GILT 2.500000% 07/22/2065                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      993000 | PA      | $893355.99    | 0.20%             | 2065-07-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/SEK SETTLE 2023-02-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $6487.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER S.A.                                 | GRIFOLS ESCROW ISSUER SA 144A 3.875000% 10/15/2028                      | CUSIP: BR6667835<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | NUSS              | ES        |      100000 | PA      | $89381.96     | 0.02%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/EUR SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-21282.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                 | EURO-BOBL FUTURE  MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -25 | NC      | $-3088346.73  | -0.68%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $9935.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/GBP SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $3055.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $704.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC.                                  | LIBERTY MUTUAL GROUP INC 3.625000% 05/23/2059                           | CUSIP: N/A<br>LEI: QUR0DG15Z6FFGYCHH861       | Long             | DBT              | NUSS              | US        |      300000 | PA      | $281753.27    | 0.06%             | 2059-05-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                     | FX Forward Contract: GBP/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $-6988.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                               | FX Forward Contract: JPY/USD SETTLE 2023-01-24                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $84.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica Portuguesa                                       | PORTUGAL OBRIGACOES DO TESOURO OT 144A 0.700000% 10/15/2027             | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |      735000 | PA      | $707454.07    | 0.16%             | 2027-10-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/NZD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $617.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND BAHT                                              | FX Forward Contract: THB/USD SETTLE 2023-03-07                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |           1 | NC      | $56.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Export-Import Bank of Korea                            | EXPORT-IMPORT BANK KOREA 0.829000% 04/27/2025                           | CUSIP: N/A<br>LEI: 549300APVP4R32PI3Y06       | Long             | DBT              | NUSS              | KR        |      399000 | PA      | $399855.92    | 0.09%             | 2025-04-27      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| BRK: CITIBANK, N.A.                                        | BRK: CITIBANK, N.A. PAY: 6-MONTH EURIBOR                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     3720000 | NC      | $-438095.56   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland       | LONG GILT FUTURE  MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          26 | NC      | $3124428.61   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Republika Slovenija                                        | REPUBLIKA SLOVENIJA 1.250000% 03/22/2027                                | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |      556000 | PA      | $549388.61    | 0.12%             | 2027-03-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                              | FX Forward Contract: SEK/USD SETTLE 2023-02-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |           1 | NC      | $-8193.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                | EQUINOR ASA MTN 6.875000% 03/11/2031                                    | CUSIP: R8412TAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |      185000 | PA      | $251805.80    | 0.06%             | 2031-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                               | HUNGARY GOVERNMENT BOND 4.750000% 11/24/2032                            | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    65060000 | PA      | $125363.24    | 0.03%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                          | FX Forward Contract: AUD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |           1 | NC      | $-3661.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/GBP SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $5907.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE              | CANADIAN PACIFIC RAILWAY CO 1.350000% 12/02/2024                        | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | NUSS              | CA        |      805000 | PA      | $750341.42    | 0.16%             | 2024-12-02      | Fixed         | 1.35%                 | 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        |      345000 | PA      | $200543.59    | 0.04%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                               | FX Forward Contract: MXN/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |           1 | NC      | $1031.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC.                                                  | AT&T INC 4.375000% 09/14/2029                                           | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      100000 | PA      | $113138.38    | 0.02%             | 2029-09-14      | Fixed         | 4.38%                 | 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        |    14924000 | PA      | $1295271.70   | 0.28%             | 2031-09-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                           | FX Forward Contract: SGD/USD SETTLE 2023-03-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |           1 | NC      | $7030.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/NZD SETTLE 2023-02-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $1244.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/THB SETTLE 2023-02-21                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-88003.51    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | FX Forward Contract: CAD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |           1 | NC      | $2183.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                        | KINGDOM OF BELGIUM GOVERNMENT BOND 144A 5.000000% 03/28/2035            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |       64000 | PA      | $79891.29     | 0.02%             | 2035-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/NZD SETTLE 2023-02-02                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-60018.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| La Compagnie de Telephone Bell du Canada ou Bell Canada    | BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE MTN 4.700000% 09/11/2023 | CUSIP: 07813ZBF0<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | NUSS              | CA        |       80000 | PA      | $58876.86     | 0.01%             | 2023-09-11      | Fixed         | 4.70%                 | 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        |   180000000 | PA      | $1444672.52   | 0.32%             | 2026-03-19      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan                                                      | JAPAN 30 YEAR ISSUE .30% 06/20/2046                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    74600000 | PA      | $439718.50    | 0.10%             | 2046-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                     | CREDIT SUISSE GROUP AG MTN 1.250000% 07/17/2025                         | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | DBT              | NUSS              | CH        |      134000 | PA      | $128148.27    | 0.03%             | 2025-07-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ENI S.P.A.                                                 | ENI SPA 3.375000% MATURITY: PERPETUAL                                   | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | NUSS              | IT        |      135000 | PA      | $119354.53    | 0.03%             | 2171-10-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                | FX Forward Contract: CHF/USD SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |           1 | NC      | $-121.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                          | FX Forward Contract: AUD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |           1 | NC      | $-1390.45     | -0.00%            |  |  |  | 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      | $386205.80    | 0.08%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| B.A.T. Netherlands Finance B.V.                            | BAT NETHERLANDS FINANCE BV MTN 3.125000% 04/07/2028                     | CUSIP: N/A<br>LEI: 2138009B37VJ9VOWAO51       | Long             | DBT              | NUSS              | GB        |      160000 | PA      | $156986.78    | 0.03%             | 2028-04-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corporation                          | KOREA HOUSING FINANCE CORP 144A 0.010000% 06/29/2026                    | CUSIP: BQ1316463<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |      150000 | PA      | $141224.35    | 0.03%             | 2026-06-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                              | FX Forward Contract: SEK/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |           1 | NC      | $-2176.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                   | U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 10/15/2026          | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |     2205000 | PA      | $2253711.37   | 0.50%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                          | FX Forward Contract: CNY/USD SETTLE 2023-02-16                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |           1 | NC      | $33663.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development      | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 0.000000% 01/15/2027 | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | NUSS              | XX        |      268000 | PA      | $252969.53    | 0.06%             | 2027-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/MXN SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $417.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/SEK SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $6186.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/CAD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $445.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                     | TIME WARNER CABLE LLC 5.750000% 06/02/2031                              | CUSIP: 88732JAZ1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | NUSS              | US        |      295000 | PA      | $333140.07    | 0.07%             | 2031-06-02      | Fixed         | 5.75%                 | 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        |      256000 | PA      | $222824.01    | 0.05%             | 2039-06-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC MTN 4.050000% 02/17/2025                     | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      680000 | PA      | $452859.23    | 0.10%             | 2025-02-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $6406.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KommuneKredit                                              | KOMMUNEKREDIT MTN 0.125000% 09/26/2040                                  | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | NUSS              | DK        |      275000 | PA      | $173857.03    | 0.04%             | 2040-09-26      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                    | BANK OF NOVA SCOTIA/THE 1.950000% 02/01/2023                            | CUSIP: 064159TE6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | NUSS              | CA        |      850000 | PA      | $848013.14    | 0.19%             | 2023-02-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                | FX Forward Contract: CHF/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |           1 | NC      | $1532.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/EUR SETTLE 2023-01-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-204.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                             | BNP PARIBAS SA MTN 3.375000% 01/23/2026                                 | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | NUSS              | FR        |      490000 | PA      | $553321.83    | 0.12%             | 2026-01-23      | Fixed         | 3.38%                 | 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        |      978000 | PA      | $954602.90    | 0.21%             | 2028-04-30      | Fixed         | 1.40%                 | 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        |    24285000 | PA      | $1111036.65   | 0.24%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BRK: CITIBANK, N.A.                                        | BRK: CITIBANK, N.A. PAY: 6-MONTH EURIBOR                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     7610000 | NC      | $-556136.61   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/JPY SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-591.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                           | FX Forward Contract: SGD/USD SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |           1 | NC      | $547.14       | 0.00%             |  |  |  | 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      | $419309.38    | 0.09%             | 2026-09-14      | Fixed         | 0.00%                 | 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      | $35594.28     | 0.01%             | 2041-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU SA                                             | SNCF RESEAU MTN 4.250000% 10/07/2026                                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $221343.24    | 0.05%             | 2026-10-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/NZD SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-197.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/EUR SETTLE 2023-01-12                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-904857.09   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREAN WON                                                 | FX Forward Contract: KRW/USD SETTLE 2023-01-30                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $59243.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/NZD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-4324.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance S.a r.l.                     | BECTON DICKINSON EURO FINANCE SARL 1.336000% 08/13/2041                 | CUSIP: N/A<br>LEI: 549300W40NLZ25XUTH09       | Long             | DBT              | NUSS              | US        |      300000 | PA      | $198267.22    | 0.04%             | 2041-08-13      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Valtioneuvosto                                             | FINLAND GOVERNMENT BOND 144A 2.625000% 07/04/2042                       | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |      139000 | PA      | $138141.07    | 0.03%             | 2042-07-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/ILS SETTLE 2023-02-21                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $17673.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CPUK FINANCE LIMITED                                       | CPUK FINANCE LTD MTN 3.690000% 08/28/2028                               | CUSIP: N/A<br>LEI: 6354003CVDDPNXREIR29       | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $103612.23    | 0.02%             | 2028-08-28      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP 0.000000% 09/14/2026                                       | CUSIP: 20030NDX6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | NUSS              | US        |      100000 | PA      | $93179.86     | 0.02%             | 2026-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC.                               | HONEYWELL INTERNATIONAL INC 4.125000% 11/02/2034                        | CUSIP: 438516CG9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | NUSS              | US        |      620000 | PA      | $653170.68    | 0.14%             | 2034-11-02      | Fixed         | 4.12%                 | 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        |    39174000 | PA      | $1860173.24   | 0.41%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BRK: CITIBANK, N.A.                                        | BRK: CITIBANK, N.A. PAY: 2.0099                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     1400000 | NC      | $50154.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND BAHT                                              | FX Forward Contract: THB/USD SETTLE 2023-02-21                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |           1 | NC      | $1804.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                               | FX Forward Contract: JPY/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $6642.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                          | MALAYSIA GOVERNMENT 3.502000% 05/31/2027                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      677000 | PA      | $151413.84    | 0.03%             | 2027-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | FX Forward Contract: CAD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |           1 | NC      | $1986.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/GBP SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $539.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                          | FX Forward Contract: AUD/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |           1 | NC      | $3702.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-01-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $30.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                              | FX Forward Contract: SEK/USD SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |           1 | NC      | $251.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                       | FX Forward Contract: EUR/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $355.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS, LLC                              | DISCOVERY COMMUNICATIONS LLC 3.900000% 11/15/2024                       | CUSIP: 25470DBC2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      665000 | PA      | $643577.83    | 0.14%             | 2024-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS EURO CLO                    | NEUBERGER BERMAN LOAN ADVISERS EURO CLO 3 DAC NEUBE 2022-3A D           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      663000 | PA      | $595033.64    | 0.13%             | 2034-10-25      | Floating      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/NOK SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1886.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/JPY SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-11385.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA                                    | ANHEUSER-BUSCH INBEV SA/NV MTN 9.750000% 07/30/2024                     | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | NUSS              | BE        |      250000 | PA      | $322908.15    | 0.07%             | 2024-07-30      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                   | EUROPEAN INVESTMENT BANK MTN 1.250000% 05/12/2025                       | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | XX        |    13180000 | PA      | $1202903.48   | 0.26%             | 2025-05-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                      | POLAND GOVERNMENT BOND 2.500000% 07/25/2026                             | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     1354000 | PA      | $265845.49    | 0.06%             | 2026-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | N/A                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     4780000 | NC      | $-91307.80    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                      | VODAFONE GROUP PLC MTN 4.200000% 12/13/2027                             | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | NUSS              | GB        |      780000 | PA      | $494990.82    | 0.11%             | 2027-12-13      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNICREDIT, SOCIETA PER AZIONI                              | UNICREDIT SPA MTN 1.250000% 06/16/2026                                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | NUSS              | IT        |      460000 | PA      | $452941.35    | 0.10%             | 2026-06-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| POLISH ZLOTY                                               | FX Forward Contract: PLN/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |           1 | NC      | $41261.25     | 0.01%             |  |  |  | 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        |     8590000 | PA      | $1356566.83   | 0.30%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Koninkrijk der Nederlanden                                 | NETHERLANDS GOVERNMENT BOND 144A 0.500000% 07/15/2026                   | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      390000 | PA      | $386345.53    | 0.08%             | 2026-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                     | CHINA DEVELOPMENT BANK 3.400000% 01/08/2028                             | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     7190000 | PA      | $1059865.16   | 0.23%             | 2028-01-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands B.V.           | MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV 144 0.625000% 09/09/2032 | CUSIP: N/A<br>LEI: 549300CW356R8I7N8D33       | Long             | DBT              | NUSS              | US        |      450000 | PA      | $358295.07    | 0.08%             | 2032-09-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/EUR SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1576.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                            | NORDEA BANK ABP MTN 6.125000% MATURITY: PERPETUAL                       | CUSIP: 65557DAL5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | NUSS              | FI        |      200000 | PA      | $193756.94    | 0.04%             | 2168-03-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Republic of Singapore                                      | SINGAPORE GOVERNMENT 3.000000% 09/01/2024                               | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     2594000 | PA      | $1930626.86   | 0.42%             | 2024-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                     | FX Forward Contract: GBP/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $-5049.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                      | BANCO BILBAO VIZCAYA ARGENTARIA SA 2.250000% 06/12/2024                 | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $209952.86    | 0.05%             | 2024-06-12      | Fixed         | 2.25%                 | 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        |    14039000 | PA      | $482565.89    | 0.11%             | 2044-06-29      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| WESTFIELD AMERICA MANAGEMENT PTY LIMITED                   | WESTFIELD AMERICA MANAGEMENT LTD 2.625000% 03/30/2029                   | CUSIP: N/A<br>LEI: 875500W7WGQNQWSP6E89       | Long             | DBT              | NUSS              | FR        |      155000 | PA      | $142894.14    | 0.03%             | 2029-03-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/NZD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $1343.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                         | JOHNSON CONTROLS INTERNATIONAL PLC 1.375000% 02/25/2025                 | CUSIP: 478375AT5<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | NUSS              | US        |      395000 | PA      | $401588.18    | 0.09%             | 2025-02-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| POSITION IS FLAT                                           | Credit Default Swap                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | XX        |     1610000 | NC      | $-37535.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                             | FX Forward Contract: BRL/USD SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |           1 | NC      | $22062.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                               | FX Forward Contract: JPY/USD SETTLE 2023-01-24                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $1504.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL (I) LIMITED                              | TEMASEK FINANCIAL I LTD MTN 2.375000% 01/23/2023                        | CUSIP: 87973PAC8<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | NUSS              | SG        |      495000 | PA      | $494451.13    | 0.11%             | 2023-01-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                   | US 5YR NOTE (CBT) MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -78 | NC      | $-8418515.63  | -1.85%            |  |  |  | No            |                  1 | On Loan: No      |
| Japan                                                      | JAPAN (30 YEAR ISSUE) 2.000000% 03/20/2042                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   427900000 | PA      | $3645054.86   | 0.80%             | 2042-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/KRW SETTLE 2023-03-13                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-218.94      | -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        |     3135000 | PA      | $3046603.43   | 0.67%             | 2026-10-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/PLN SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-7053.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/IDR SETTLE 2023-02-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-26077.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland       | UNITED KINGDOM GILT 3.250000% 01/22/2044                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      400000 | PA      | $426230.38    | 0.09%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                        | BUONI POLIENNALI DEL TES 1.750000% 05/30/2024                           | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1930000 | PA      | $2016865.35   | 0.44%             | 2024-05-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                     | FX Forward Contract: GBP/USD SETTLE 2023-01-10                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $-875.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-375364.66   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| THAMES WATER UTILITIES FINANCE PLC                         | THAMES WATER UTILITIES FINANCE PLC MTN 4.625000% 06/04/2046             | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | NUSS              | GB        |      155000 | PA      | $153624.87    | 0.03%             | 2046-06-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Canada                                                     | CANADIAN GOVERNMENT 2.250000% 06/01/2029                                | CUSIP: 135087J39<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1314000 | PA      | $912919.43    | 0.20%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                     | CHINA DEVELOPMENT BANK 3.700000% 10/20/2030                             | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     9430000 | PA      | $1416912.38   | 0.31%             | 2030-10-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                               | FX Forward Contract: USD/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-67077.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS HOME LOAN SFH S.A.                             | BNP PARIBAS HOME LOAN SFH SA 0.375000% 05/07/2025                       | CUSIP: N/A<br>LEI: 969500O7DJZNM0F0Z036       | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $398606.60    | 0.09%             | 2025-05-07      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                   | US TREASURY N/B 0.500000% 03/31/2025                                    | CUSIP: 912828ZF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |       94000 | PA      | $86333.13     | 0.02%             | 2025-03-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

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

**Signature:** Ankit Puri

**Name of Signer:** Ankit Puri

**Title:** CFO